Order Block IndicatorThe Order Block Indicator is a multi-timeframe institutional order detection tool designed to identify significant price levels where large order activity has occurred. Using a proprietary adaptive algorithm, the indicator analyzes order size and frequency from multiple timeframes to determine areas where price is likely to have a significant reaction when it returns to those levels.
The indicator adapts to price and volume data in real time, detecting only the levels with the highest importance and displaying them with rankings for ease of use. This adaptive approach means the indicator automatically adjusts to current market conditions, providing relevant levels during both high-volatility and low-volatility periods.
The indicator works on any market with volume data, including futures, stocks, forex, crypto, and commodities.
This indicator can be used on lower timeframe charts such as 1 minute intervals for day trading, as well as higher timeframe charts such as 1 day for swing trading. Below are some screenshots as examples.
Day trading 1 minute chart examples:
Apple on the 1 minute chart with default settings.
Tesla on the 1 minute chart with default settings.
Swing trading 1 day chart examples:
NVIDIA on the 1 day chart with 5m, 15m, 30m timeframes for data and 12 month session tracking.
Apple on the 1 day chart with 5m, 15m, 30m timeframes for data and 12 month session tracking.
Nasdaq Futures (NQ) on the 1 day chart with 5m, 15m, 30m timeframe for data and 12 month session tracking.
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How It Works
The Order Block Indicator analyzes data from three separate lower timeframes (default: 10T, 1S, 5S) to identify areas of significant institutional order activity. The proprietary detection algorithm evaluates order size and frequency to find price levels that are most likely to act as future support or resistance.
Adaptive Detection - The indicator continuously adapts to market conditions in real time. Rather than using static thresholds that become irrelevant as volatility changes, the algorithm dynamically adjusts its sensitivity. This allows the indicator to identify meaningful institutional activity during both quiet overnight sessions and volatile market opens.
Three-Tier Classification - Detected order blocks are classified into three tiers based on their significance:
Tier 1 (thickest lines): Highest importance — the strongest levels detected
Tier 2 (medium lines): Second highest importance — significant levels
Tier 3 (thinnest lines): Third highest importance — moderate levels
Tier 1 levels represent areas where price is most likely to react strongly. Tier 2 and Tier 3 levels represent slightly less significant areas but are still extremely valuable levels.
Ranking System - Within each tier, levels are ranked by their significance. The #1 ranked level in each tier represents the most important level for that classification. Rankings update in real time as new levels are detected, ensuring you always see the most relevant information.
Session-Based Tracking - Levels are tracked within user-defined sessions (Daily, Weekly, or Monthly). At session boundaries, current levels are terminated and the most important levels from each tier can optionally extend forward as "Prev" lines. This allows you to maintain awareness of key historical levels while focusing on current session activity.
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How To Use This Indicator
Identifying Support and Resistance - Order block levels represent prices where significant institutional activity occurred. When price approaches these levels, watch for:
Price reactions (bounces or rejections, especially with large wicks) confirming the level's significance
Breakouts and then retests of these levels
Finding reversals when an order block appears at extreme ends of an upward or downward move and then price bounces off of that order block
Add multiple instances of the indicator to your chart with different tracking sessions such as 1H, 1D and 1W to get very recent important levels, important levels from the day’s session and important levels from the week’s session. These can all provide excellent levels to enter trades and scalp bounces from
Using the Tier System
Tier 1 levels represent the strongest institutional interest and often produce the most reliable reactions
Tier 2 levels indicate significant activity and serve as high-probability support/resistance
Tier 3 levels show moderate activity and can be used for scalping targets or secondary reference points
When multiple tier levels cluster near each other, the zone gains exceptional significance
Trading Approaches
Use Tier 1 and Tier 2 levels for primary trade decisions (entries, exits, stop placement)
Use Tier 3 levels for scaling in/out or as warning zones
Scalp rejections at the order blocks, especially when large wicks form at the level
Watch for price reactions at "Prev" levels from the previous session
Combine with price action confirmation (candlestick patterns, market structure, order flow) for best results
Many times price will push through an order block and appear to not respect that level, but then when price comes back to it, the candle bodies and wicks show clear significance to that level. Use this to your advantage a trade the retests of these levels.
Understanding Rankings
#1 = Most significant level in that tier this session
#2 = Second most significant, etc.
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Settings Guide
Global Settings
Session Length To Reset Tracking : Determines how often level tracking resets (Daily, Weekly, Monthly). Day traders typically use Daily; swing traders may prefer Weekly or Monthly.
Show Tracking Session Period On Labels : When enabled, appends the session timeframe to labels (e.g., "Tier 1 #1 (D)"). Useful when running multiple instances with different session settings.
Lower Timeframe #1, #2, #3 For Data : The three data resolutions used to scan for orders (default: 10T, 1S, 5S). All three must be smaller than your chart timeframe and should be different from each other. Choose the lowest timeframes you can that still provide at least 2 full session periods of historical data.
Tier 1 Settings (Highest Importance)
Tier 1 Levels On/Off: Enable or disable Tier 1 level display
Labels On/Off: Show or hide Tier 1 labels
Number Of Tier 1 Levels To Track: How many Tier 1 levels to display, ranked by significance (default: 2)
Extend Previous Session Important Levels On/Off: When enabled, top levels extend into the next session as "Prev" lines
Number Of Previous Session Levels To Extend: How many of the top Tier 1 levels to carry forward (default: 1)
Line Color: Color for Tier 1 lines and labels (default: White)
Tier 2 Settings (Second Highest Importance)
Same structure as Tier 1
Default color: Yellow
Tier 3 Settings (Third Highest Importance)
Same structure as Tier 1
Default color: Orange
Style Settings
Previous Session Line Style: Choose Solid, Dashed, or Dotted for extended "Prev" lines. Dotted (default) helps distinguish historical levels from the current session levels.
Label Offset: Distance from current price to place labels. Also controls how far lines extend to the right. Increase if labels overlap price action.
Text Size: Font size for all labels (1-20 range).
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Recommended Configurations
Day Trading (Intraday)
Session: Daily (D)
Timeframes: 10T, 1S, 5S (default settings)
Levels per tier: 2
Extend previous: 1 per tier
Best for: Scalping and intraday swing trades on futures and active stocks
Swing Trading
Session: Weekly (W) or Monthly (M)
Timeframes: 5S, 10S, 15S or 1, 5, 15 (minutes)
Levels per tier: 2
Extend previous: 1 per tier
Best for: Multi-day positions on any market
Highest Confidence Only (Minimal Display)
Turn OFF Tier 2 and Tier 3 levels
Track only 1-3 Tier 1 levels
Result: Only the most significant levels are displayed
Best for: Clean charts focused on the highest-probability levels
Multi-Session Analysis
Add the indicator three times to the same chart
Instance 1: Session = Hourly, enable "Show Session Period On Labels" and set timeframes 10 1T, 10T, 1S
Instance 2: Session = Daily, enable "Show Session Period On Labels" and set timeframes to 10T, 1S, 5S
Instance 3: Session = Weekly, enable "Show Session Period On Labels" and set timeframes to 5S, 10S, 15S
Use different colors for each instance
Result: See both hourly, daily and weekly significant levels with clear distinction
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Data Requirements And Limitations
Subscription Tier Considerations The default settings use tick-based intervals (10T) and second-based intervals (1S, 5S), which require a paid TradingView subscription.
If You Don't Have Tick/Second Data Access Simply change the "Lower Timeframe For Data" settings to minute-based intervals. For best results, use the lowest timeframes you can that still give you at least 2 previous tracking sessions worth of data. For example if you only have minute intervals available, use 1m, 2m & 3m as long as you have enough data to view the previous 2 days worth of historical bars when set to a 1 day tracking session.
The indicator works effectively with minute-based data for swing trading on higher timeframe charts.
Additional Notes
All three lower timeframes must be smaller than your chart timeframe
Choose timeframes that provide at least 2 session periods of historical data for best results
Levels are confirmed at bar close to ensure accuracy, so you will not see levels until the current bar is confirmed
Works on any market with volume data (futures, stocks, forex, crypto, commodities)
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Understanding The Visual Elements
Line Widths
Tier 1: Thick (3px) — Highest importance
Tier 2: Medium (2px) — Second highest importance
Tier 3: Thin (1px) — Third highest importance
Label Format
Current session: Tier {#} #{Rank} (e.g., "Tier 1 #1")
Previous session: Tier {#} #{Rank} Prev (e.g., "Tier 1 #1 Prev")
With session suffix: Tier {#} #{Rank} ({Session}) (e.g., "Tier 1 #1 (D)")
Line Styles
Current session levels: Solid lines
Previous session levels: User-selected style (Solid, Dashed, or Dotted)
Default Colors
Tier 1: White — Most important levels stand out clearly
Tier 2: Yellow — High visibility for significant levels
Tier 3: Orange — Warm color for moderate-importance levels
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Tips For Best Results
Start with defaults : The default 10T/1S/5S configuration is optimized for intraday trading. Adjust only after understanding how the indicator behaves on your preferred market and based on your data allowances from your subscription tier.
Prioritize Tier 1 levels : These represent the strongest detected activity and typically produce the most reliable price reactions.
Watch for level clusters : When levels from multiple tiers appear near each other, that price zone has exceptional significance.
Use Previous Session levels : "Prev" levels often act as significant support/resistance in the new session, especially Tier 1 Prev levels.
Combine with price action : Order block levels work best when combined with candlestick patterns, market structure analysis, or other confirmation techniques. One of the best ways to trade these levels is to look for large wicks at these levels as confirmation that price is going to react there and then scalp those rejections.
Adjust for your trading style : Day traders should use Daily sessions with tick/second timeframes. Swing traders should use Weekly/Monthly sessions with second/minute timeframes.
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Troubleshooting
Indicator Not Loading or Displaying Incorrectly Toggle the "Fix Indicator Loading Error" checkbox ON or OFF to force TradingView to restart the indicator.
No Levels Appearing
Verify your subscription tier supports the selected lower timeframe intervals
Check that at least one tier is enabled with "Number of Levels" greater than 0
Confirm that your lower timeframes are smaller than your chart timeframe
Ensure you have enough historical data available on your chart
If using 1T for data on charts with lots of participants such as NQ, you might not get much data during regular trading hours due to there being tons of transactions happening every second which limits how far back the indicator can gather data from
There may not be any levels that were detected as having major significance within the tracking period and with enough lower timeframe data provided
Too Many or Too Few Levels
Adjust "Number of Levels To Track" for each tier
Disable lower-importance tiers (Tier 2, Tier 3) for a cleaner display
Enable more tiers if you want additional reference levels
Labels Overlapping Price Action
Increase "Label Offset (Bars)" in Style Settings
Reduce text size if needed
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This indicator is designed to assist with identifying potential support and resistance zones based on detected institutional order activity. As with any technical analysis tool, it should be used as part of a comprehensive trading approach that includes proper risk management. Past performance of identified levels does not guarantee future price reactions.
Orderflow
Order Flow IndicatorThe Order Flow Indicator is an advanced order flow analysis tool that processes lower timeframe (LTF) tick-level data to reveal the underlying buying and selling dynamics behind price movement. Using custom scoring formulas and proprietary weighting algorithms, this indicator transforms raw tick data into actionable visualizations that help traders understand market microstructure, detect potential institutional activity, and identify shifts in buying and selling pressure.
Unlike standard volume indicators that only show total volume per bar, this indicator analyzes every individual tick within each chart bar—potentially hundreds or thousands of data points—to calculate directional pressure, volume absorption, and large order detection with far greater precision.
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Core Features
1. Institutional Buyer Histogram
The institutional buyer histogram identifies and displays large orders that likely represent institutional or professional trading activity. The indicator uses a proprietary classification system with an adaptive algorithm to detect which orders are the most important, automatically calibrating to different instruments and market conditions without manual adjustment.
Large orders are classified by direction:
Buy Orders (green, above zero) : Large orders where price moved up
Sell Orders (red, below zero) : Large orders where price moved down
Neutral Orders (white, split across zero) : Large orders with no directional impact
The tiered filtering system allows you to adjust sensitivity:
Tier 1 Only : Shows only the absolute largest, most significant orders
Tier 1 & 2 Only : Shows very large orders (default setting)
Tier 1, 2 & 3 Only : Shows large orders with more frequency
All Tiers : Shows all significant orders above normal retail size
Use Order Size Filter Only : Bypass the adaptive tier system and filter purely by a specific order size threshold
An optional Size Filter can be enabled to set an absolute minimum order size in addition to tier filtering, allowing for precise control over which orders are displayed.
2. Buy & Sell Pressure Histogram
Visualizes the total directional pressure within each bar using a proprietary scoring system that weights volume by price impact. The histogram height represents total pressure intensity, while the color gradient—ranging from neutral gray to green (buying) or red (selling)—indicates how one-sided the activity was. Bars with strong directional conviction display more saturated colors, while mixed or balanced activity remains closer to neutral.
The color intensity is determined by custom adaptive algorithms that compare current activity against recent historical context, providing meaningful visual feedback about the strength and conviction of each bar's order flow.
3. Absorption Histogram
Detects when significant volume occurs without proportional price movement. High absorption readings suggest that large orders may be getting filled without moving the market, potentially indicating institutional activity, strong support/resistance levels, or an active battle between buyers and sellers. This can mean a reversal is coming or that the move is exhausted.
The indicator uses proprietary efficiency calculations and adaptive normalization to compare current absorption against recent historical context, automatically adjusting to different market conditions and volatility.
4. Neutral Volume Histogram
Displays cumulative volume where price remained unchanged between ticks. Elevated neutral volume may indicate consolidation, indecision, or large orders being executed at a single price level without directional impact. These are typically limit orders where institutional buyers were trying to get their orders filled without moving the markets.
5. Order Flow Trend Line & Moving Averages
Tracks cumulative directional order flow over time, resetting at user-defined intervals (hourly, daily, weekly, etc.). Two calculation methods are available:
Basic : Raw cumulative volume delta (up volume minus down volume)
Advanced : Uses the proprietary scoring system for volume-weighted directional measurement
Three time-based moving averages (default: 15min, 1H, 4H) provide trend context. Unlike traditional bar-based MAs, these automatically calculate the appropriate length based on your chart timeframe, ensuring consistent time periods across different charts. Optional color-filled areas show when the trend line is above or below each MA for quick visual reference.
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How To Read The Indicator
Institutional Histogram Interpretation:
Green spikes above zero = Large buying orders detected
Red spikes below zero = Large selling orders detected
White spikes above and below zero = Large neutral orders detected
Simultaneous buy and sell spikes = Two-sided institutional activity (potential reversal zone or high-interest price level)
The identification table on your chart shows which tier filter is active and any size filter threshold
Pressure Histogram Interpretation:
Tall bars with saturated green = Strong, mostly one-sided buying pressure
Tall bars with saturated red = Strong, mostly one-sided selling pressure
Shorter or gray-tinted bars = Lower conviction or balanced activity from buyers and sellers
Absorption Histogram Interpretation:
Tall bright bars = High volume absorbed without moving price (potential reversal or exhaustion of the move)
Low/absent bars = Volume efficiently moving price as expected
Neutral Volume Histogram Interpretation:
Large neutral volume signals clusters of limit orders from large buyers and sellers looking to fill their orders without moving the market. This can signal a potential reversal, or intention to support price from that area.
Trend Line Interpretation:
Rising trend line (green) = Cumulative buying pressure increasing
Falling trend line (red) = Cumulative selling pressure increasing
Trend crossing above/below MAs = Potential shift in order flow momentum
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Trading Applications
Scalping & Intraday Trading : Use the Institutional Histogram to identify when large players are entering the market. Imbalances between institutional buying and selling often precede short-term price movements. Watch for a strong directional bias from large orders and then look for pullbacks to enter positions in the same direction of the large order bias.
Watch for high spikes in absorption after an extended move up or down. This typically represents a reversal is coming or that the move is exhausted and a pullback to fair price areas is likely so trail your stop tightly if you are already in a position or use the absorption spike as a signal to watch for a potential entry near that spike candle.
Support & Resistance Confirmation : High Absorption readings at key price levels may confirm that orders are being absorbed, strengthening the case for support or resistance. Clusters of absorption can help identify accumulation and distribution zones. These often have price reactions that can be scalped for quick profits by trading back towards where price approached the support/resistance level from.
Trend Confirmation : The Order Flow Trend Line can confirm or diverge from price trends. Strong price moves accompanied by aligned order flow provide higher conviction. Divergences between price and cumulative delta may signal weak conviction from traders and indicate a potential reversal is coming.
Institutional Order Detection : Filter for only the largest orders (Tier 1) to see when potential institutional players are most active. These rare, significant orders often precede meaningful price moves. When you see a clear bias in direction from the institutional traders, look for pullbacks and then enter a position in the same direction as the large trader bias.
Volume Analysis : Compare Pressure and Neutral Volume histograms together. High pressure with low neutral volume suggests conviction moves, while high neutral volume with low pressure may indicate consolidation or absorption.
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Settings Overview
Global Settings:
Data Source : Analyze order flow from a different symbol (e.g., ES1! while viewing SPY). Leave empty to use the current chart symbol.
Lower Timeframe : The granularity of tick data analysis (default: 1T for 1-tick). Lower timeframes provide more accurate data but have limited historical depth.
Only Show Data For Confirmed Bars : When enabled, only displays data after bars close to prevent values from updating on open bars.
Institutional Buyer Histogram Settings:
Order Size Tier Filter : Adjust sensitivity from Tier 1 (largest orders only) through All Tiers (broader detection), or use Size Filter Only mode
Only Show Orders Above Filter Threshold : Enable an additional absolute minimum order size filter
Order Size Filter Threshold : Set a specific minimum volume when the size filter is enabled
Color Settings : Customize buy, sell, and neutral order colors
Buy & Sell Pressure Histogram Settings:
Enable/disable and invert the histogram
Customize buy pressure, sell pressure, and base colors for the gradient system
Absorption Histogram Settings:
Enable/disable and invert the histogram
Customize absorption and base colors
Neutral Volume Histogram Settings:
Enable/disable and invert the histogram
Customize the neutral volume color
Order Flow Trend Settings:
Calculation Method : Basic (raw delta) or Advanced (proprietary scoring)
Smoothing Length : Apply SMA smoothing to the trend line (1 = no smoothing)
Reset Period : When cumulative values reset (5min through 1 Year)
MA 1/2/3 Timeframes : Time-based moving average periods (each can be independently enabled)
MA Fill : Optional color fill between trend line and MAs
Identification Table:
Enable/disable the on-chart table showing active features
Customize position, background color, and text color
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Important Notes & Limitations
Lower Timeframe Data Requirements : This indicator is designed to work with tick-level data (1T timeframe) for maximum accuracy. The quality of analysis depends directly on the granularity of data available:
Tick-based intervals require a paid TradingView subscription (Ultimate plan)
Historical tick data is very limited — even on the Ultimate plan, only 40,000 bars of historical tick data is available which can be days worth of data on some charts and only hours worth of data on charts like NQ where there are a large amount of traders constantly buying and selling.
Second-based data requires Premium or Ultimate plans. This will give you more history to work with, but multiple transactions can happen within a single second bar, so the data, especially directional data will not be as accurate as tick level data.
Using higher LTF settings (such as 1-minute) will still work but provides less granular order flow analysis
For complete information on data availability by subscription tier, see the TradingView pricing page.
Volume Data Required : This indicator requires volume data to function. Instruments without volume data (such as some forex pairs from certain brokers) cannot be analyzed with this tool.
Real-Time Updates : Without "Only Show Data For Confirmed Bars" enabled, the current bar's values will update in real-time as new ticks arrive. Enable this setting if you prefer to act only on finalized data that will not change upon bar confirmation.
Instrument Compatibility : While designed primarily for futures trading analysis, this indicator works on any instrument with volume data including stocks, forex, ETFs, and cryptocurrencies.
Using Multiple Instances Of The Indicator : There are multiple different options for you to use on this indicator, but having them on the same pane can be confusing and not obvious when the data overlaps. To fix this, just add a second or third instance of the indicator to your chart and then switch on the specific tool you want to use for that indicator pane. My personal favorite is the absorption on one pane and the institutional buyer histogram on another pane for easy analysis of both.
If you want to combine two histograms onto one indicator pane such as absorption and neutral volume, just enable the inversion setting on one of the tools so you get data on the positive side and negative side of the zero line and reduce how much space your indicator setup consumes of your chart.
Fix Indicator Loading Error: If the indicator fails to load or displays incorrectly, toggle the "Fix Indicator Loading Error" checkbox in settings. This forces TradingView to restart the indicator and typically resolves loading issues. Tradingview charts have issues with parsing tick data sometimes too, so if you see gaps between readings, try refreshing your browser. Most of the time that fixes the issue with gaps in data. If that does not resolve the issue, there may not be any tick data available from the exchange during that time period.
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Default Configuration
Out of the box, the indicator displays:
Institutional Buyer Histogram : Enabled with Tier 1 & 2 filter
Identification Table : Enabled (shows active features and current tier selection)
All other features : Disabled
This provides immediate value by showing large order detection without overwhelming the chart. Enable additional features as needed for your trading style.
ApEn Zones with Delta Confirmation MTF [PhenLabs]📊 ApEn Zones with Delta Confirmation MTF
Version: PineScript™ v6
📌 Description
The ApEn Zones with Delta Confirmation MTF indicator combines Approximate Entropy analysis with cumulative volume delta to identify high-probability support and resistance zones. Approximate Entropy (ApEn) measures the complexity and unpredictability in price data—when ApEn drops significantly, it signals a transition from chaotic to ordered market behavior, often preceding reversals or continuations.
This indicator goes beyond simple ApEn detection by integrating Delta confirmation, which validates zones using volume-based order flow analysis. When a zone forms with Delta confirmation, it indicates institutional participation aligning with the price structure. The multi-timeframe capability allows traders to detect zones forming on higher timeframes while executing on their preferred chart.
🚀 Points of Innovation
First indicator to combine ApEn complexity analysis with cumulative Delta confirmation for zone validation
Pre-built calculation presets eliminate guesswork—optimized parameters for scalping, day trading, and swing trading
Smart zone management automatically removes invalidated zones after two price rejections
Multi-timeframe architecture detects zones on configurable timeframes independent of chart timeframe
Visual style presets provide instant customization from high contrast to subtle overlays
Delta threshold system distinguishes between regular zones and institutionally-confirmed zones
🔧 Core Components
ApEn Calculator: Measures pattern regularity using embedding dimension (m=2) and tolerance factor (r) against price standard deviation to quantify market complexity
Delta Engine: Computes cumulative delta from volume and price movement, comparing against statistical thresholds to identify significant order flow divergence
Zone Generator: Creates visual box zones at signal points with dynamic sizing based on bar range and confirmation status
MTF Request Handler: Fetches ApEn calculations from user-specified timeframe using security() calls for higher timeframe alignment
Zone Manager: Tracks zone interactions, counts rejections, and automatically purges zones that have been tested twice
🔥 Key Features
Calculation Presets: Choose from Aggressive, Conservative, Scalping 1m, Strong Scalping, Swing Trading, or Default—each preset optimizes all parameters for specific trading styles
Visual Style Presets: Select Default, High Contrast, Subtle, Classic, Neutral, or Neutral Reverse to match your chart theme and preference
Delta Confirmation: Zones display with enhanced opacity when cumulative delta confirms institutional participation in the direction of the zone
Automatic Zone Cleanup: Zones self-destruct after two rejections, keeping your chart clean and focused on active levels
Alert System: Four alert conditions for buy zones, sell zones, strong buy signals, and strong sell signals
Maximum Zone Control: Limits display to 5 zones per direction to prevent chart clutter
🎨 Visualization
Buy Zones: Displayed as horizontal boxes at low points when ApEn crosses under threshold—lighter transparency indicates regular zone, darker indicates Delta confirmation
Sell Zones: Displayed as horizontal boxes at high points when ApEn crosses over threshold—visual confirmation follows same transparency logic
Zone Boundaries: Each zone extends 10% of bar range above and below the signal level, providing clear entry and stop areas
Dynamic Extension: All zones automatically extend rightward with each new bar until invalidated
📖 Usage Guidelines
Calculation Preset Selection
Scalping 1m / Strong Scalping: Use for 1-5 minute charts with faster signal generation and tighter thresholds (Length: 15, Zone Length: 5)
Aggressive: Shorter lookback (Length: 10) generates more zones with lower confirmation requirements—higher frequency, more noise
Default: Balanced parameters suitable for 5-15 minute charts (Length: 15, Zone Threshold: 0.5, Delta Length: 4)
Conservative: Extended lookback (Length: 30) with stricter thresholds—fewer but higher probability zones
Swing Trading: Longest parameters (Length: 40, Zone Length: 20) for 1H-4H charts capturing major structural zones
Visual Style Selection
High Contrast: Bright green/red for maximum visibility on any background
Subtle: Muted green/red with transparency for minimal chart distraction
Classic: Traditional lime green and crimson color scheme
Neutral / Neutral Reverse: Grayscale tones for non-directional bias visualization
Timeframe Configuration
Default timeframe is set to 1 minute—adjust based on your execution timeframe
For scalping: Set zone timeframe 1-3x your chart timeframe
For swing trading: Set zone timeframe to 4H or Daily while viewing 1H charts
✅ Best Use Cases
Identifying reversal zones during high-volatility market conditions
Confirming support/resistance levels with volume-based order flow validation
Scalping entries on lower timeframes with higher timeframe zone confluence
Filtering trade setups by requiring Delta confirmation before entry
Setting stop losses beyond zone boundaries after rejection tests
Swing trade positioning at zones detected on 4H/Daily timeframes
⚠️ Limitations
ApEn calculations are computationally intensive—may experience slower loading on very long chart histories
Delta estimation uses (close - open) * volume approximation, not actual order flow data
Zones require sufficient price history—indicator needs max_bars_back of 2000 bars for proper calculation
Low volume instruments may produce unreliable Delta confirmation signals
Zone rejections are counted based on price interaction, not candle close confirmation
Maximum of 5 zones per direction limits visibility during highly active markets
💡 What Makes This Unique
Entropy-Based Detection: Uses mathematical complexity analysis rather than simple price patterns to identify zones
Dual Confirmation System: Combines ApEn signals with Delta divergence for higher probability setups
Adaptive Presets: Six calculation presets and six visual styles create 36 possible configurations without manual parameter adjustment
Self-Managing Zones: Automatic invalidation after two rejections mimics how professional traders track level degradation
🔬 How It Works
Step 1 - ApEn Calculation: The indicator computes Approximate Entropy by measuring how often similar patterns of length m repeat within tolerance r multiplied by standard deviation—lower values indicate more predictable (ordered) price behavior
Step 2 - Signal Generation: Buy signals trigger when higher timeframe ApEn crosses under the average ApEn divided by threshold; sell signals trigger when ApEn crosses over average multiplied by threshold
Step 3 - Delta Confirmation: Cumulative delta is compared against its moving average plus/minus standard deviation times threshold—extreme readings confirm institutional order flow alignment
Step 4 - Zone Creation: Visual boxes are drawn at signal bars with dimensions based on bar range; confirmed zones receive enhanced opacity while unconfirmed zones appear more transparent
Step 5 - Zone Lifecycle: Active zones extend with each bar and track price interactions; after two rejections (price touches zone but reverses), the zone is automatically deleted
💡 Note:
This indicator works best when combined with trend analysis and market structure. Use calculation presets as starting points and adjust the Zone Timeframe setting to align with your trading methodology. Delta confirmation significantly improves zone reliability but requires volume data—instruments with low or unreported volume should rely primarily on ApEn signals alone. Always validate signals with price action context before executing trades.
High Volume Footprint BreakoutThe High Volume Footprint Breakout indicator brings institutional-grade Order Flow analysis to your standard TradingView charts. By looking inside the candles using intrabar data, this tool identifies specific price levels where massive, aggressive buying or selling volume has occurred.
Unlike standard Volume Profiles which show volume over a long period, this indicator isolates specific moments of high-intensity participation. It draws extended support and resistance lines from these "High Volume Nodes," helping you identify where institutions have stepped in and where trapped traders might exist.
Why Use This Indicator?
Standard candlestick charts show you where price went, but they hide how it got there. A candle might look normal, but inside that candle, there could be a massive battle between buyers and sellers at a specific price level.
Reveal Hidden Liquidity : Find the exact price levels that defended a move.
Filter the Noise : Instead of showing every volume node, this script only highlights Breakout Levels —areas where the single-price volume exceeded a historical maximum (e.g., the highest volume node in the last 20 bars).
No External Tools Needed : Replicates the logic of professional Footprint/Order Flow software using native TradingView data.
How It Works (The Logic)
This script uses a strict algorithm to reconstruct a virtual "Footprint" of the market:
Intrabar Analysis : It accesses lower timeframe data (e.g., 1-minute data inside a Daily bar) to analyze price action at a granular level.
Volume Categorization : It separates volume into Buy Volume (Aggressive Buyers) and Sell Volume (Aggressive Sellers) based on price movement logic.
Volume Distribution : To ensure accuracy, it distributes the volume of intrabar candles across their High-Low range, preventing artificial volume spikes on single ticks.
Breakout Detection : It compares the highest volume node of the current bar against the highest nodes of the previous X bars. If the current volume is a new local record, a line is drawn.
How to Trade This Indicator
1. The Standard Rejection (Trend Continuation)
Green Lines (Aggressive Buyers) : These levels represent areas where buyers stepped in with massive force. In an uptrend, expect price to bounce off these lines. Treat them as Support.
Red Lines (Aggressive Sellers) : These levels represent areas where sellers unloaded heavy positions. In a downtrend, expect price to reject these lines. Treat them as Resistance.
2. The "Flip" Setup (Trapped Traders)
This is an advanced Order Flow concept. When the market disrespects a high-volume level, it creates "Trapped Traders."
Red Line Acting as Support : If price breaks above a Red (Sell) line and holds, the aggressive sellers at that level are now trapped underwater. When price returns to this line, these sellers often buy to close their positions at breakeven, fueling a bounce.
Green Line Acting as Resistance : If price breaks below a Green (Buy) line, the aggressive buyers are trapped. When price rallies back to this line, they often sell to exit, creating resistance.
Settings & Configuration
Auto-Select Intrabar Timeframe :
Enabled (Recommended) : Automatically selects the best resolution (1-min for Intraday/Daily, 60-min for Weekly/Monthly) to match the "Volume Data Source" standards.
Disabled : Allows you to manually force a specific intrabar resolution.
Breakout Lookback Period : Determines how significant a volume spike must be to trigger a line. (Default: 20). Higher values = fewer, stronger lines.
Max Visible Lines : Limits the number of lines on the chart to keep your workspace clean.
Label Offset : Adjusts how far to the right the text labels appear, allowing you to position them perfectly for your screen setup.
Who Should Use This?
Order Flow Traders : Who want footprint-style logic without complex grid charts.
Price Action Traders : Who want objective, data-driven Support & Resistance levels rather than subjective drawings.
Scalpers & Day Traders : Who need to see where the "heavy hands" are transacting in real-time.
Disclaimer & Limitations
Intrabar vs. Tick Data : This script uses TradingView's intrabar data to approximate the footprint. While highly accurate, it may differ slightly from tick-perfect software.
Volume Data Required : This indicator requires the asset to provide real volume data. It works best on Futures, Crypto, and Stocks. It may not work on FOREX pairs that do not provide tick volume.
Does it Repaint?
Short Answer:
No , it does not repaint on closed bars. Once a candle closes and a line is drawn, that line is permanent and will not move or disappear.
Long Answer (The Nuances):
There are two specific scenarios you need to be aware of regarding how TradingView handles data:
1. The "Forming Bar" (Wait for Close)
Behavior : While the current candle is still moving (open), the indicator is calculating the volume in real-time. If a massive volume spike happens right now, a line might appear. If the volume of previous bars suddenly looks smaller by comparison, the condition might change.
Solution : Like almost all indicators, you must wait for the bar to close to confirm the signal. Once the bar closes, the calculation is locked and the line is fixed forever.
2. Historical Data Limits (The "Disappearing History" Issue)
Behavior : This script relies on request.security_lower_tf (e.g., fetching 1-minute data inside a Daily bar). TradingView does not store infinite 1-minute data for every asset. They usually store a few thousand bars of lower timeframe history (more if you have a Premium account).
The Issue : If you scroll back 5 years on a Daily chart, the script will try to fetch the 1-minute data for a day in 2019. If TradingView has deleted that old 1-minute data to save space, the script will receive "empty" data.
Result : You might see lines on the recent chart (last few months/year), but if you scroll back too far, the lines will stop appearing because the underlying data doesn't exist anymore.
Is this Repainting? Technically, no. It's a Data Availability limitation. But it means that what you see on a chart from 5 years ago might look different than what you saw when you were trading it live 5 years ago.
Disclaimer
For Educational and Informational Purposes Only
This indicator is provided for educational and informational purposes only and DOES NOT constitute financial, investment, or trading advice. The "High Volume Footprint Breakout" tool is based on historical data analysis and algorithmic interpretation of market volume; it does not predict future market movements with certainty.
Risk Warning
Trading in financial markets (Stocks, Crypto, Futures, Forex, etc.) involves a high degree of risk and may not be suitable for all investors. You could lose some or all of your initial investment. Past performance of any trading system or methodology is not necessarily indicative of future results.
No Liability
The author of this script assumes no responsibility or liability for any errors or omissions in the content of this indicator, or for any trading losses or damages incurred as a result of using this tool. Users are solely responsible for their own trading decisions and should always use proper risk management. By using this script, you acknowledge and agree to these terms.
Smart Fixed Volume Profile [MarkitTick]💡 This comprehensive analysis suite integrates Auction Market Theory, structural gap analysis, and statistical liquidity strain modeling into a single, cohesive toolkit. Designed for traders who require a granular view of institutional order flow, this indicator overlays a Fixed Range Volume Profile with intelligent price gap classification and a volatility-adjusted exhaustion detector. By combining these three distinct analytical dimensions, it allows users to identify value consensus, structural breakouts, and potential market turns driven by liquidity shortages.
✨ Originality and Utility
While standard Volume Profiles display where trading occurred, this script advances the concept by contextually analyzing *how* price arrived at those levels. It solves the problem of isolated analysis by fusing three disparate methodologies:
Contextual Integration: It does not merely show support and resistance; it qualifies moves using "Smart Gaps" (classifying gaps based on market structure) and "Liquidity Strain" (identifying unsustainable price velocity).
Institutional Footprint: The inclusion of an "Unusual Volume" highlighter within the profile bars helps traders spot hidden institutional accumulation or distribution blocks that standard profiles miss.
Hybrid Logic: By combining a fixed-time profile (anchored to specific dates) with dynamic, developing gap analysis, it provides both a static roadmap of the past and a dynamic interpretation of current price action.
🔬 Methodology and Concepts
• Fixed Volume Profile Engine
The core of the indicator constructs a volume distribution histogram over a user-defined time window. It utilizes a custom aggregation engine that:
Fetches higher-timeframe volume and price data to ensure accuracy.
Segments the price range into specific "bins" or rows.
Allocates volume to these bins based on price action within the bar, separating Buying Volume (Up bars) from Selling Volume (Down bars).
Calculates the Point of Control (POC) —the price level with the highest traded volume—and the Value Area , which contains 70% (customizable) of the total volume centered around the POC.
• Smart Gap Logic
The script systematically identifies price gaps and classifies them based on their location relative to market pivots (Highs/Lows):
Breakaway Gaps: Occur when price gaps beyond a significant structural pivot (Lookback High/Low), signaling a potential trend initiation.
Runaway Gaps: Occur within an existing trend without breaking structure, indicating trend continuation.
Exhaustion Gaps: Identified when a gap occurs late in a mature trend (measured by bar count since the last pivot) accompanied by a volume spike, suggesting the trend is overextended.
• Liquidity Strain Detector
This module utilizes a statistical approach to measure market stress. It calculates "Illiquidity" by analyzing the ratio of True Range to Volume (Price Impact).
It applies a Logarithmic transformation to normalize the data.
It calculates a Z-Score (Standard Deviation from the mean) of this impact.
If the Z-Score exceeds a threshold (e.g., 2.0 Sigma) while the trend opposes the price move, it triggers an exhaustion signal, indicating that price is moving too easily on too little volume (thin liquidity).
🎨 Visual Guide
• Volume Profile Elements
Histogram Bars: Horizontal bars representing volume at price. Cyan indicates bullish volume; Red indicates bearish volume.
Unusual Volume Highlight: Bars with volume exceeding the average by a set factor (default 2x) are highlighted with brighter, distinct overlays to denote institutional interest.
POC Line: A solid Yellow line marking the price level with the highest volume.
VAH / VAL Lines: Dashed Blue lines marking the Value Area High and Value Area Low.
Background Box: A grey shaded area encapsulating the entire time and price range of the profile.
• Smart Gap Boxes
Blue Box (Breakaway): Marks the start of a new structural move.
Orange Box (Runaway): Marks continuation gaps in the middle of a trend.
Red Box (Exhaustion): Marks potential trend termination points.
Dotted Lines: Extend from the center of gap boxes to serve as future support/resistance levels. These boxes are automatically deleted if price "fills" or violates the gap level.
Note: This tool incorporates core components from [ Smart Gap Concepts ], optimized for this specific strategy.
• Liquidity Signals
Green Label (SE): "Seller Exhaustion" – Appears below bars in a downtrend when selling pressure is statistically overextended.
Red Label (BE): "Buyer Exhaustion" – Appears above bars in an uptrend when buying pressure is statistically overextended.
Note: This tool incorporates core components from [ Liquidity Strain Detector ], optimized for this specific strategy.
📖 How to Use
• Interactive Range Selection: This indicator features a flexible, interactive input system. Upon adding the script to your chart, execution is paused until the analysis range is defined. You will be prompted to click on the chart twice: first to establish the Start Date and second to establish the End Date. Once these anchor points are confirmed, the indicator will automatically load the data and generate the profile for the selected specific period.
● Strategies for Optimal Anchoring
the optimal starting and ending points for high-probability setups:
Swing Highs and Lows (Trend Analysis):
Anchor the Start Date at a major structural swing high or low and the End Date at the current price using the Extend to Present feature. This identifies the "Fair Value" for the entire price move .
Consolidation/Range Anchoring:
Set the Start Date at the first bar of a sideways range and the End Date at the breakout candle. This reveals the high-node volume clusters that will act as future support or resistance.
Session-Based Anchoring (Intraday):
Align the Start Date with the session open (e.g., London or New York open) to track institutional flow for that specific day .
Event-Driven Anchoring:
Place the Start Date on a significant news event or a Breakaway Gap identified by the script's Gap Engine. This helps determine if the new volume supports the direction of the gap.
Correction Cycles:
During a pullback, anchor the Start Date at the start of the correction to find the Value Area Low (VAL), which often serves as a tactical entry point for a trend continuation.
• Identifying Value:
Use the Value Area to gauge market consensus. Acceptance of price within the VA indicates balance. A breakout above VAH or below VAL suggests the market is searching for new value. The POC often acts as a magnet for price correction.
• Trading Breakouts:
Watch for Breakaway Gaps (Blue) that align with a move out of the Volume Profile's Value Area. This confluence increases the probability of a sustained trend.
• Spotting Reversals:
Combine Exhaustion Gaps (Red) with Liquidity Strain Signals (SE/BE) . If price gaps up into a low-volume node on the profile and prints a "Buyer Exhaustion" signal, it suggests the move is unsupported by liquidity and liable to reverse.
• Support and Resistance:
The extended dotted lines from the Smart Gap boxes act as dynamic support/resistance. A retest of a "Runaway Gap" is often a viable entry point for trend continuation.
⚙️ Inputs and Settings
• Global Profile:
Start/End Date: Define the exact window for the volume profile calculation.
Extend to Present: If checked, the profile updates with live data beyond the end date.
• Profile Settings:
Number of Rows: Determines the vertical resolution (granularity) of the histogram.
Value Area %: Default is 70%, representing one standard deviation of volume distribution.
Placement: Position the profile on the Left or Right of the defined range.
• Liquidity & Gaps:
Unusual Threshold: Multiplier of average volume to highlight institutional bars (default 2.0x).
Structure Lookback: Adjusts the sensitivity of pivot detection for gap classification.
Stress Threshold (Sigma): The Z-Score limit for triggering Liquidity Strain signals (default 2.0).
🔍 Deconstruction of the Underlying Scientific and Academic Framework
• Auction Market Theory (AMT):
The script is grounded in AMT, which posits that the market's primary function is to facilitate trade. The Volume Profile visualizes this by displaying a bell curve of price distribution. The Value Area (typically 70%) corresponds to the First Standard Deviation in a normal Gaussian distribution, representing the area of "Fair Value" where buyers and sellers agree.
• Market Microstructure & Kyle’s Lambda:
The Liquidity Strain module draws conceptually from Kyle’s Lambda, a metric in market microstructure that measures market depth and price impact (Illiquidity). By calculating the ratio of price change (True Range) to Volume, the script approximates the "cost" of moving the market.
• Statistical Z-Score Normalization:
To make the liquidity data actionable, the script applies Z-Score normalization: Z = (X - μ) / σ . This converts raw illiquidity values into standard deviations from the mean. A Z-Score above +2.0 signifies a statistically significant anomaly—an outlier event where price moved excessively relative to the volume traded, often preceding a mean-reversion event.
⚠️ Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
BT Smart CVDBT Smart CVD — Intelligent Delta, Inventory & Participation Context
What this is
BT CVD is an advanced Cumulative Volume Delta tool designed to show when delta actually matters .
Instead of treating all buying/selling equally, BT CVD contextualizes delta by:
• Existing inventory size
• Relative delta significance
• Participation momentum (CDC-weighted)
This is a context and permission tool , not a buy/sell signal generator.
In the example above advanced but common CVD interpretations can mislead traders into trap areas. The Smart CVD recognizes exhaustion in real time, informing traders when price is slowing down and possibly reversing
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Core concepts
CVD Line = Inventory
The CVD line shows cumulative net buying or selling since the selected anchor.
• Rising CVD → inventory accumulation
• Falling CVD → inventory distribution
• Flat CVD → balance / rotation
Delta Histogram = Activity
Each histogram bar represents delta on that candle only.
• Cyan = net buying on the bar
• Red = net selling on the bar
Important:
A cyan bar below zero does NOT mean the market is bullish.
It means buyers were aggressive on that candle, even if sellers still control inventory overall.
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Intelligent Delta Heatmap
BT CVD uses a gradient heatmap to highlight relative delta significance , not raw size.
Delta intensity is normalized by:
• Current inventory (CVD level)
• A stabilizing denominator floor
• A user-defined % threshold
Result:
• Dark / saturated bars = meaningful pressure
• Faded bars = low-impact activity
• Rapid intensity changes = acceleration or liquidation
This makes liquidation, exhaustion, and initiative moves visually obvious.
────────────────────────
CDC-Weighted Delta (Key Feature)
Delta only matters if participation supports it.
When CDC-weighting is enabled:
• Delta is emphasized only when participation expands in the same direction
• Decelerating participation is muted
• Direction-aware logic correctly handles both bullish and bearish flows
This dramatically reduces false breakouts and late-trend traps.
────────────────────────
State-Aware CVD
BT CVD classifies flow into behavioral states that guide trader behavior:
Inventory Building
• Strong delta + expanding participation
• Press-friendly environment
Fragile Inventory
• Strong delta + weak participation
• Breakouts vulnerable
Exhaustion
• Participation spikes without inventory follow-through
• Fade risk increases
Inventory Unwind
• Strong opposing delta
• Liquidation or rotation risk
No arrows. No signals. Just behavior.
────────────────────────
Anchoring & Scaling
• Session / Weekly / All anchors for inventory context
• Manual or Auto scaling keeps CVD readable across assets
• Optional intrabar delta for higher-fidelity flow
────────────────────────
How traders use BT CVD
• Press trades only when inventory and participation align
• Avoid chasing fragile breakouts
• Recognize liquidation and exhaustion early
• Stand down during low-quality participation
Bottom line
BT CVD doesn’t predict price.
It helps traders align with professional inventory behavior and avoid trading when delta doesn’t matter.
Full playbook and available separately.
Kalman Absorption/Distribution Tracker 3-State EKFQuant-Grade Institutional Flow: 3-State EKF Absorption Tracker
SUMMARY
An advanced, open-source implementation of a 3-State Extended Kalman Filter (EKF) designed to track institutional Order Flow. By analyzing 1-second intrabar microstructure data, this script estimates the true Position, Velocity, and Volatility of the Cumulative Volume Delta (CVD), revealing hidden Absorption and Distribution events in real-time.
INTRODUCTION: THE SIGNAL AMIDST THE NOISE
In the world of technical analysis, noise is the enemy. Traditional indicators rely on Moving Averages (SMA, EMA) to smooth out price and volume data. The problem is the "Lag vs. Noise" paradox: to get a smooth signal, you must accept lag; to get a fast signal, you must accept noise.
This indicator solves that paradox by introducing aerospace-grade mathematics to the TradingView community: The 3-State Extended Kalman Filter (EKF).
Unlike moving averages that blindly average past data, a Kalman Filter is a probabilistic state-space model. It constantly predicts where the order flow "should" be, compares it to the actual measurement, and updates its internal model based on the calculated uncertainty of the market.
This script is not just another volume oscillator. It is a full microstructure analysis engine that digests intrabar data (down to 1-second resolution) to track the true intent of "Smart Money" while filtering out the noise of retail chop.
THE INNOVATION: WHY 3 STATES?
Most Kalman Filters found in public libraries are "1-State" (tracking price only) or occasionally "2-State" (tracking price and velocity). This script introduces a highly advanced 3-State EKF.
The filter tracks three distinct variables simultaneously in a feedback loop:
State 1: Position (The True CVD)
This is the noise-filtered estimate of the Cumulative Volume Delta. It represents the actual inventory accumulation of aggressive buyers versus sellers, stripped of random noise.
State 2: Velocity (The Momentum)
This tracks the rate of change of the order flow. Is buying accelerating? Is selling pressure fading even as price drops? This provides a leading signal before the cumulative value even turns.
State 3: Volatility (The Adaptive Regime)
This is the game-changer. The filter estimates the current volatility of the order flow (Log-Volatility). In high-volatility environments (like news events), the filter automatically widens its uncertainty bands (Covariance) and reacts faster. In low-volatility environments (chop), it tightens up and ignores minor fluctuations.
THE LOGIC: DETECTING ABSORPTION AND DISTRIBUTION
The core philosophy of this indicator is based on Wyckoff Logic: Effort vs. Result.
-- Effort: Represented by the CVD (Buying/Selling pressure).
-- Result: Represented by Price Movement.
When these two diverge, we have an actionable signal. The script uses the EKF Velocity state to detect these moments:
Absorption (Bullish)
This occurs when the EKF detects high negative Velocity (aggressive selling), but Price refuses to drop. The "Smart Money" is absorbing the sell orders via limit buys. The indicator highlights this as a Blue Event in the dashboard.
Distribution (Bearish)
This occurs when the EKF detects high positive Velocity (aggressive buying), but Price refuses to rise. Limit sellers are capping the market. The indicator highlights this as an Orange Event.
TECHNICAL DEEP DIVE: UNDER THE HOOD
For the developers and quants, here is how the Pine Script is architected using the "type" and "method" features of Pine Script v5.
1. Data Ingestion (Microstructure)
The script uses "request.security_lower_tf" to pull intrabar data regardless of your chart timeframe. This allows the script to see "inside" the bar. A 5-minute candle might look green, but the microstructure might reveal that 80% of the volume was selling absorption at the wick. This script sees that.
2. Tick Classification
Standard CVD assumes that if Price Close is greater than Price Open, all volume is buying. This is often flawed. This script offers three modes of tick handling, including a "High-Low Distribution" method that statistically apportions volume based on where the tick closed relative to its high and low.
3. The EKF Mathematics
The script implements the standard Extended Kalman Filter equations manually. It calculates the Jacobian matrix to handle the non-linear relationship between volatility and price. The "Process Noise Matrix" (Q) is dynamically scaled by the Volatility State. This means the mathematics of the indicator literally "breathe" with the market conditions—expanding during expansion and contracting during consolidation.
THE DASHBOARD & VISUALS:
The indicator features a professional-grade HUD (Heads Up Display) located on the chart table.
-- EKF State Vector: Displays the real-time Position, Velocity, and Volatility values derived from the matrix.
-- Ease of Movement (Wyckoff): Calculates how much price moves per 1,000 contracts of CVD. For example, if Price moves +5 points per 1k Buy CVD, but only -2 points per 1k Sell CVD, the "Path of Least Resistance" is clearly UP.
-- Session State: Tracks cumulative confirmed Bullish vs. Bearish events for Today, Yesterday, and the Day Before (3-Day Profile).
-- Bias Summary: An algorithmic conclusion telling you if the day is "Confirmed Bullish," "Accumulating," or "Neutral."
HOW TO TRADE THIS INDICATOR
Strategy A: The Reversal (Absorption Play)
Look for price making a Lower Low.
Look for the EKF Velocity (Histogram) to be Deep Red (High Selling Pressure).
Watch the Dashboard "Absorption" count increase.
SIGNAL: When EKF Velocity crosses back toward zero and turns grey/green, the absorption is complete. This indicates sellers are exhausted and limit buyers have control.
Strategy B: The Trend Continuation (Ease of Movement)
Check the Dashboard "Ease of Movement" section.
If "Price per +1K CVD" is significantly higher than "Price per -1K CVD", buyers are efficient.
Wait for a pullback where EKF Velocity hits the "Neutral Zone" (Gray).
SIGNAL: Enter Long when Velocity ticks positive again, aligning with the dominant Ease of Movement stats.
CONFIGURATION GUIDE:
Because this is a quant-grade tool, the settings allow for fine-tuning the physics of the filter.
-- Velocity Decay: Controls how fast momentum resets to zero. Set high (0.98) for trending markets, or lower (0.85) for mean-reverting chop.
-- Volatility Persistence: Controls how "sticky" volatility regimes are.
-- Process Noise: Increase this if the filter feels too laggy; decrease it if the filter feels too jittery (noisy).
-- Measurement Noise: Increase this to trust the Mathematical Model more than the Price Data (smoother output).
WHY OPEN SOURCE?
Complex statistical filtering is often sold behind closed doors in expensive "Black Box" algorithms. By releasing this 3-State EKF open source, the goal is to raise the standard of development on TradingView.
I encourage the community to inspect the code, specifically the "ekf_update_3state" function, to understand how matrix operations can be simulated in Pine Script to create adaptive, self-correcting indicators. And also update me for improvements.
DISCLAIMER:
This tool analyzes microstructure volume data. It requires a subscription plan that supports Intrabar inspection (Premium/Pro recommended for best results). Past performance of the Kalman Filter logic does not guarantee future results. Volume analysis is subjective and should be used as part of a comprehensive strategy.
SUGGESTED SETTINGS
-- Timeframe: Works best on 1m, 3m, or 5m charts (Intrabar data is fetched from 1S).
-- Asset Class: Highly effective on Futures (ES, NQ, BTC) and high-volume Forex/Crypto pairs where volume data is reliable.
-- Background: Dark mode recommended for Dashboard visibility.
WHAT IS A KALMAN FILTER?
Imagine driving a car into a tunnel where your GPS signal is lost.
Prediction: Your car knows its last speed (Velocity) and position. It predicts where you are every second inside the tunnel.
Update: When you exit the tunnel, the GPS connects again. The system compares where it thought you were versus where the satellite says you are.
Correction: It corrects your position and updates its estimate of your speed.
Now apply this to trading:
-- The Tunnel: Market Noise, wicks, and Fake-outs.
-- The Car: The True Market Trend.
-- This Indicator: The navigation system that tells you where the market actually is, ignoring the noise of the tunnel.
Enjoy the indicator and trade safe!
Dr. Jay Desai
(Investment Management & Derivatives Area, Gujarat University)
Smart Money Flow Oscillator [MarkitTick]💡This script introduces a sophisticated method for analyzing market liquidity and institutional order flow. Unlike traditional volume indicators that treat all market activity equally, the Smart Money Flow Oscillator (SMFO) employs a Logic Flow Architecture (LFA) to filter out market noise and "churn," focusing exclusively on high-impact, high-efficiency price movements. By synthesizing price action, volume, and relative efficiency, this tool aims to visualize the accumulation and distribution activities that are often attributed to "smart money" participants.
✨ Originality and Utility
Standard indicators like On-Balance Volume (OBV) or Money Flow Index (MFI) often suffer from noise because they aggregate volume based simply on the close price relative to the previous close, regardless of the quality of the move. This script differentiates itself by introducing an "Efficiency Multiplier" and a "Momentum Threshold." It only registers volume flow when a price move is considered statistically significant and structurally efficient. This creates a cleaner signal that highlights genuine supply and demand imbalances while ignoring indecisive trading ranges. It combines the trend-following nature of cumulative delta with the mean-reverting insights of an In/Out ratio, offering a dual-mode perspective on market dynamics.
🔬 Methodology
The underlying calculation of the SMFO relies on several distinct quantitative layers:
• Efficiency Analysis
The script calculates a "Relative Efficiency" ratio for every candle. This compares the current price displacement (body size) per unit of volume against the historical average.
If price moves significantly with relatively low volume, or proportional volume, it is deemed "efficient."
If significant volume occurs with little price movement (churn/absorption), the efficiency score drops.
This score is clamped between a user-defined minimum and maximum (Efficiency Cap) to prevent outliers from distorting the data.
• Momentum Thresholding
Before adding any data to the flow, the script checks if the current price change exceeds a volatility threshold derived from the previous candle's open-close range. This acts as a gatekeeper, ensuring that only "strong" moves contribute to the oscillator.
• Variable Flow Calculation
If a move passes the threshold, the script calculates the flow value by multiplying the Typical Price and Volume (Money Flow) by the calculated Efficiency Multiplier.
Bullish Flow: Strong upward movement adds to the positive delta.
Bearish Flow: Strong downward movement adds to the negative delta.
Neutral: Bars that fail the momentum threshold contribute zero flow, effectively flattening the line during consolidation.
• Calculation Modes
Cumulative Delta Flow (CDF): Sums the flow values over a rolling period. This creates a trend-following oscillator similar to OBV but smoother and more responsive to real momentum.
In/Out Ratio: Calculates the percentage of bullish inflow relative to the total absolute flow over the period. This oscillates between 0 and 100, useful for identifying overextended conditions.
📖 How to Use
Traders can utilize this oscillator to identify trend strength and potential reversals through the following signals:
• Signal Line Crossovers
The indicator plots the main Flow line (colored gradient) and a Signal line (grey).
Bullish (Green Cloud): When the Flow line crosses above the Signal line, it suggests rising buying pressure and efficient upward movement.
Bearish (Red Cloud): When the Flow line crosses below the Signal line, it suggests dominating selling pressure.
• Divergences
The script automatically detects and plots divergences between price and the oscillator:
Regular Divergence (Solid Lines): Suggests a potential trend reversal (e.g., Price makes a Lower Low while Oscillator makes a Higher Low).
Hidden Divergence (Dashed Lines): Suggests a potential trend continuation (e.g., Price makes a Higher Low while Oscillator makes a Lower Low).
"R" labels denote Regular, and "H" labels denote Hidden divergences.
• Dashboard
A dashboard table is displayed on the chart, providing real-time metrics including the current Efficiency Multiplier, Net Flow value, and the active mode status.
• In/Out Ratio Levels
When using the Ratio mode:
Values above 50 indicate net buying pressure.
Values below 50 indicate net selling pressure.
Approaching 70 or 30 can indicate overbought or oversold conditions involving volume exhaustion.
⚙️ Inputs and Settings
Calculation Mode: Choose between "Cumulative Delta Flow" (Trend focus) or "In/Out Ratio" (Oscillator focus).
Auto-Adjust Period: If enabled, automatically sets the lookback period based on the chart timeframe (e.g., 21 for Daily, 52 for Weekly).
Manual Period: The rolling lookback length for calculations if Auto-Adjust is disabled.
Efficiency Length: The period used to calculate the average body and volume for the efficiency baseline.
Eff. Min/Max Cap: Limits the impact of the efficiency multiplier to prevent extreme skewing during anomaly candles.
Momentum Threshold: A factor determining how much price must move relative to the previous candle to be considered a "strong" move.
Show Dashboard/Divergences: Toggles for visual elements.
🔍 Deconstruction of the Underlying Scientific and Academic Framework
This indicator represents a hybrid synthesis of academic Market Microstructure theory and classical technical analysis. It utilizes an advanced algorithm to quantify "Price Impact," leveraging the following theoretical frameworks:
• 1. The Amihud Illiquidity Ratio (2002)
The core logic (calculating body / volume) functions as a dynamic implementation of Yakov Amihud’s Illiquidity Ratio. It measures price displacement per unit of volume. A high efficiency score indicates that "Smart Money" has moved the price significantly with minimal resistance, effectively highlighting liquidity gaps or institutional control.
• 2. Kyle’s Lambda (1985) & Market Depth
Drawing from Albert Kyle’s research on market microstructure, the indicator approximates Kyle's Lambda to measure the elasticity of price in response to order flow. By analyzing the "efficiency" of a move, it identifies asymmetries—specifically where price reacts disproportionately to low volume—signaling potential manipulation or specific Market Maker activity.
• 3. Wyckoff’s Law of Effort vs. Result
From a classical perspective, the algorithm codifies Richard Wyckoff’s "Effort vs. Result" logic. It acts as an oscillator that detects anomalies where "Effort" (Volume) diverges from the "Result" (Price Range), predicting potential reversals.
• 4. Quantitative Advantage: Efficiency-Weighted Volume
Unlike linear indicators such as OBV or Chaikin Money Flow—which treat all volume equally—this indicator (LFA) utilizes Efficiency-Weighted Volume. By applying the efficiency_mult factor, the algorithm filters out market noise and assigns higher weight to volume that drives structural price changes, adopting a modern quantitative approach to flow analysis.
● Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
Institutional PointOverview Institutional Point is a sophisticated data-mining indicator designed to identify and track "institutional footprints" by isolating the single candle with the highest volume relative to a specific time anchor. Unlike traditional volume profiles that aggregate data into price bins, this script pinpoints the exact temporal origin of massive liquidity injections.
Core Methodology The script operates on a multi-timeframe analysis engine (MTF). It scans sub-chart data (2-minute or 15-minute intervals) to find the absolute maximum volume peak within a defined period. Once the "Institutional Point" is identified:
Source Identification: The origin candle is highlighted in white, signaling a high-conviction entry or exit by large-scale market participants.
Zone Projection: A borderless "Institutional Zone" is projected forward from the spike’s high/low range.
Dynamic Interaction: The zone remains active until the price revisits the area (mitigation) or until the time-based expiration is reached.
Anchor Modes & Precision
8-Hour Cycle: Optimized for high-frequency scalping. Anchors reset at 00:00, 08:00, and 16:00. Utilizes ultra-precise 2-minute volume detection.
Daily Session: Designed for intraday and swing traders. Anchors to the Daily Open. Utilizes 2-minute volume detection to isolate precise institutional orders.
Weekly Cycle: Built for identifying major structural pivots. Anchors to the Weekly Open. Utilizes 15-minute volume detection for macro-liquidity analysis.
Key Features
Naked Level Tracking: Zones automatically stop extending the moment they are "hit" by price action, providing a clean visual of unmitigated liquidity.
Anti-Noise Filter: Automatically excludes Saturday and Sunday data to maintain statistical integrity across global markets.
Minimalist Interface: High-contrast visual design focused on scannability and professional chart aesthetics.
Use Cases
Data Science & Backtesting: Ideal for measuring the "Z-Score" or "Percentile Distance" from institutional peaks.
Supply & Demand Trading: Automated identification of the "Origin of the Move."
Magnet Analysis: Tracking "Naked" volume spikes as high-probability magnets for future price mean reversion.
Pinnacle ICT BasicOverview
Pinnacle ICT Basic (PICT Basic) is a contextual market regime overlay inspired by Inner Circle Trader (ICT) principles. It analyzes price behavior relative to recent structure and momentum to classify current conditions as orderly (directional progression), transitional (consolidation/stall), or unstable (chop/stand-down).
Important: This script provides no trade entries, exits, targets, alerts for execution, or performance predictions. It serves purely as a visual aid for discretionary decision-making, highlighting market context to help traders avoid low-quality conditions.
Originality and Value of This Integration
This script stands out by combining classic elements (EMA baseline for trend bias, pivot-based liquidity sweeps, displacement via candle body analysis, volume spikes, ATR-based separation, ADX/range for chop detection, and HTF EMA alignment) in a unique hierarchical filtering system. The proprietary tuning creates cleaner, more reliable contextual reads than simple individual indicators or basic mashups.
Key differentiators include:
Adaptive stall detection using a rolling baseline cross-count scaled as a percentage of lookback period (combined with ADX and range/ATR ratios) to identify hidden consolidation early, reducing false directional reads in ranging markets.
Deterministic market-mode adjustments (offsets for stocks vs. futures) for consistent behavior across asset classes without over-optimization.
Binary quality gating on setups (configurable OR/AND logic for volume + displacement) before confirmation, with limits like one-setup-per-leg, one-confirm-per-swing, cooldown bars, and micro-trend alignment.
Strict CONT (continuation first-touch) arming that requires pre-separation from baseline (ATR-scaled) and optional close-side requirements, preventing premature or noisy signals.
These interactions form a multi-layer filter: structure → quality → confirmation → regime shading. This reduces noise significantly compared to freely available scripts that plot sweeps or displacements independently, offering refined contextual awareness that justifies protected source code and selective access.
How It Works (Conceptual)
The script evaluates price movement progression, not just position.
At a high level:
A baseline EMA defines primary bias (bullish/bearish), with optional micro EMA for short-term alignment.
Market state detection combines traditional chop filters with proprietary stall logic to flag "stand down" periods of indecision.
Liquidity sweeps identify breaches of recent swing highs/lows (configurable key-swing strength or lookback).
Displacement requires strong candle bodies exceeding averages (with optional ATR filter).
Volume confirmation demands spikes above SMA.
HTF filter checks true bias alignment (not just LTF close vs. HTF EMA).
Setups trigger on recent sweeps or armed first-touch continuations at baseline.
Confirms require confluence of displacement, volume, micro alignment, and HTF OK—gated to avoid over-signaling.
The HUD displays regime (bullish/bearish/stand-down), bias, HTF status, alignment (OK or mismatch), and active filters (vol/disp). Background shading and optional labels/shapes provide visual cues for orderly vs. compressed/unstable action.
Visual Output
The script overlays:
Baseline (and optional micro) EMA.
Background regime shading.
Setup/confirm labels or shapes (configurable sizes/modes: Minimal, Standard, Debug).
On-chart HUD with real-time state summary.
No predictive elements, offsets into future, or non-standard chart assumptions are used.
What This Script Is Not
Does not generate buy/sell signals or alerts for direct execution.
Does not rely on fixed oscillator thresholds or simple MA crossovers alone.
Does not forecast direction or replace risk management.
Does not constitute a standalone system—all decisions remain discretionary.
Intended Use
Use as a contextual filter alongside your existing approach:
Avoid participation in "stand down" or mismatched conditions.
Monitor transitions from compression to expansion.
Assess structural continuity or disruption.
Apply across timeframes and assets (with auto-mode detection for stocks/futures).
Disclaimer
This script is for educational and informational purposes only. It does not constitute financial, investment, or trading advice. Trading involves risk; apply proper risk management. Past observations do not guarantee future behavior.
To request access, send a private message on TradingView with your username and brief intended use.
Orion (Market Structure & Confluence Framework)Orion (Market Structure & Confluence Framework • Premium • Closed)
Orion is a professional-grade market structure and execution framework designed for serious intraday traders who want clarity, precision, and discipline — not signal spam.
This indicator was developed and refined through extensive live trading and backtesting in Natural Gas, one of the most volatile and difficult markets to master. While NG was the primary proving ground, Orion is market-agnostic and works across commodities, stocks, indices, forex, and crypto.
What Orion Does
Orion continuously evaluates higher-timeframe structure and lower-timeframe execution conditions, then only presents trade opportunities when conditions are clean, aligned, and favorable.
It helps traders:
Capture large directional moves
Participate in confirmed reversals
Stand down during choppy or mean-reversion days
Avoid overtrading and noise
Trade signals are intentionally selective. When signals are mixed, Orion does nothing — by design.
Core Concepts (High Level)
Market Structure Context
Determines whether the market environment is bullish, bearish, or mixed.
Key Levels & Structural Zones
User-defined levels are evaluated based on how price last interacted with them to determine bias and probable targets.
Trendlines (Manual, Human-Defined)
Orion interprets price interaction with trader-drawn trendlines, preserving human discretion and avoiding unreliable auto-drawn logic.
Confluence Logic
Signals only appear when multiple independent factors agree. No alignment = no trade.
Trade Signals (When Appropriate)
Based on extensive testing, signal days have historically been profitable roughly 80% of the time (about 4 out of 5 days), with an emphasis on capturing meaningful market moves, not scalping.
Ease of Use
Simple initial setup (define key levels, draw trendlines)
Minimal upkeep (occasional adjustments as structure evolves)
Once set, Orion handles the heavy lifting
This is not a fully automated system. It is a decision-support tool that rewards discipline, patience, and proper risk management.
Transparency & Risk
No guarantees are made
Losses are part of trading
Stop losses and position sizing are essential
Results depend on trader discipline and execution
Educational resources on trendlines and support/resistance (e.g., creators like Tori Trades or WyseTrade) can be helpful for newer users.
Support & Mentorship
24/7 support included for all users
A limited number of users, upon request, may receive direct mentorship from the creator
The creator combined personal trading experience, discretionary strategy design, and AI-assisted development to build Orion, and trades Natural Gas profitably using this framework.
Pricing
NORMALLY $129.99 per month / $999.99 per year
(One solid trading day can easily justify the cost)
HOWEVER it is currently provided for free (for limited time only).
Who Orion Is For
✅ Serious intraday traders
✅ Structure-focused traders
✅ Traders who value quality over quantity
❌ Beginners seeking guaranteed signals
❌ Fully automated trading seekers
© 2026 Gordon Edwards. All rights reserved.
Licensed for individual use only. Redistribution, resale, or reverse engineering is prohibited.
Reversal SMC Suite ProThe Reversal SMC Suite is an intraday Smart Money Concepts toolkit designed to help traders visually analyze structure, imbalances, and displacement during trending or volatile sessions. This script combines multiple SMC elements—reversals, order blocks, FVGs, HTF bias, and pivot-based support/resistance—into one organized framework to support decision-making.
This indicator does not generate buy or sell signals and does not guarantee results. It is strictly a charting and visualization tool intended to help traders study market behavior.
🔍 Key Features
1. Reversal Detection
Swing Failure Pattern (SFP)
Bullish/Bearish Engulfing
Momentum candle detection (ATR-based)
Optional unified “reversal” signal
Visual arrows and reversal blocks
These are designed to highlight potential turning points based on price behavior—not to predict or guarantee outcomes.
2. HTF Trend Filter
Optional higher timeframe EMA/SMA filter
Customizable HTF resolution
Bias modes: Long only / Short only / Both
This helps you align lower-timeframe reversals with broader market context.
3. Dynamic Order Blocks
Automated OB detection (Body, Wick, or Hybrid)
Smart mitigation logic (body-based or wick-based)
Configurable lookback and OB count
Optional ATR body-size filter for OB quality
Real-time mitigation removal
These tools help visualize areas of interest where price previously showed displacement.
4. Fair Value Gaps (FVG)
Automatic gap detection
Optional FVG extension until filled
Per-side max FVG limit
Useful for identifying imbalance zones and measuring how price revisits inefficiencies.
5. Support / Resistance
Pivot-based S/R with left/right bar settings
Auto-drawing with customizable line counts
Optional S/R visibility toggle
🎛 Presets Included
Several visual configurations are included for convenience:
Custom / Manual (default)
Intraday ORB 5–15m (optimized for fast futures charts)
Clean SMC (Trend + OB)
FVG + OB Combo
Presets adjust inputs automatically to give new users cleaner starting points.
🧠 How To Use
This script is meant to be paired with any strategy or workflow that benefits from:
visual structure analysis,
HTF/LTF alignment,
OB + FVG context, or
intraday trend identification.
It does not replace risk management, strategy rules, or trade planning.
⚠️ Important Notes / Disclaimer
This indicator does not generate trading signals.
No part of this script guarantees profitable outcomes.
It is for educational and informational purposes only.
Always perform your own analysis and use proper risk management.
Past market behavior does not guarantee future results.
Orion (Market Structure & Confluence Framework)Orion (Market Structure & Confluence Framework • Premium • Closed)
Orion is a professional-grade market structure and execution framework designed for serious intraday traders who want clarity, precision, and discipline — not signal spam.
This indicator was developed and refined through extensive live trading and backtesting in Natural Gas, one of the most volatile and difficult markets to master. While NG was the primary proving ground, Orion is market-agnostic and works across commodities, stocks, indices, forex, and crypto.
What Orion Does
Orion continuously evaluates higher-timeframe structure and lower-timeframe execution conditions, then only presents trade opportunities when conditions are clean, aligned, and favorable.
It helps traders:
Capture large directional moves
Participate in confirmed reversals
Stand down during choppy or mean-reversion days
Avoid overtrading and noise
Trade signals are intentionally selective. When signals are mixed, Orion does nothing — by design.
Core Concepts (High Level)
Market Structure Context
Determines whether the market environment is bullish, bearish, or mixed.
Key Levels & Structural Zones
User-defined levels are evaluated based on how price last interacted with them to determine bias and probable targets.
Trendlines (Manual, Human-Defined)
Orion interprets price interaction with trader-drawn trendlines, preserving human discretion and avoiding unreliable auto-drawn logic.
Confluence Logic
Signals only appear when multiple independent factors agree. No alignment = no trade.
Trade Signals (When Appropriate)
Based on extensive testing, signal days have historically been profitable roughly 80% of the time (about 4 out of 5 days), with an emphasis on capturing meaningful market moves, not scalping.
Ease of Use
Simple initial setup (define key levels, draw trendlines)
Minimal upkeep (occasional adjustments as structure evolves)
Once set, Orion handles the heavy lifting
This is not a fully automated system. It is a decision-support tool that rewards discipline, patience, and proper risk management.
Transparency & Risk
No guarantees are made
Losses are part of trading
Stop losses and position sizing are essential
Results depend on trader discipline and execution
Educational resources on trendlines and support/resistance (e.g., creators like Tori Trades or WyseTrade) can be helpful for newer users.
Support & Mentorship
24/7 support included for all users
A limited number of users, upon request, may receive direct mentorship from the creator
The creator combined personal trading experience, discretionary strategy design, and AI-assisted development to build Orion, and trades Natural Gas profitably using this framework.
Pricing
$99.99 per year
One solid trading day can easily justify the cost.
Who Orion Is For
✅ Serious intraday traders
✅ Structure-focused traders
✅ Traders who value quality over quantity
❌ Beginners seeking guaranteed signals
❌ Fully automated trading seekers
© 2026 Gordon Edwards. All rights reserved.
Licensed for individual use only. Redistribution, resale, or reverse engineering is prohibited.
Smart Money Confluence Heatmap [PhenLabs]📊 Smart Money Confluence Heatmap
Version: Pine Script™ v6
📌 Description
The Smart Money Confluence Heatmap is a professional‑grade Smart Money Concepts indicator designed to identify high‑probability institutional trading zones. It merges multiple advanced market factors into a single confluence score, allowing traders to focus only on areas that matter. By synthesizing Fair Value Gaps, Order Blocks, Liquidity Sweeps, Volume Strength, and Market Structure, this script removes subjective bias and replaces it with data‑driven confirmation.
🚀 Points of Innovation
Unified confluence scoring system combining five institutional concepts
Adaptive ATR‑based zone sizing for volatility‑adjusted precision
Automatic trend and structure alignment scoring
Volume‑validated Order Blocks and Liquidity Sweeps
Probability‑ranked zones instead of static levels
🔧 Core Components
Fair Value Gap detection with imbalance strength scoring
Order Block identification confirmed by displacement and volume
Liquidity sweep analysis using wick depth and volume expansion
Volume strength modeling for accumulation and distribution phases
Market structure confirmation using BOS and directional bias
🔥 Key Features
Confluence heatmap zones graded by bullish and bearish probability
Minimum score filtering to remove low‑quality setups
Automatic risk‑to‑reward based TP and SL projections
Entry alerts when price taps validated institutional zones
🎨 Visualization
Color‑graded heatmap zones representing probability strength
Percentage score labels with component icons
On‑chart dashboard displaying market bias and structure state
✅ Best Use Cases
Liquidity sweep reversals at key structure levels
Trend‑aligned pullbacks into institutional zones
Intraday and swing trading using confluence confirmation
⚠️ Limitations
Not designed for low‑liquidity or extremely ranging markets
Confluence does not guarantee outcomes and requires risk management
💡 What Makes This Unique
Objective probability scoring instead of subjective SMC interpretation
Multi‑layer institutional confirmation in a single indicator
Built for traders who demand clarity, not chart clutter
💡 Note:
This indicator is for educational purposes only and should always be used alongside proper risk management and higher‑timeframe context.
Project Pegasus SpectraProject Pegasus Spectra — Volume-Weighted Core is a dedicated pane-based indicator designed to visualize volume-derived buy/sell pressure, momentum states, and extreme flow events in a clean, professional layout. It translates standard OHLCV data into an orderflow-inspired structure using Pressure Candles, PA-FL Momentum (δ/ATR), an optional momentum heatmap, and optional context markers (Imbalance, Climax, Exhaustion).
The goal is not to generate trade signals, but to provide a stable, low-noise visual framework for understanding pressure, momentum, and intensity across different markets and volatility regimes.
Core Components
1) Pressure Candles (Synthetic Buy / Sell Pressure)
Spectra estimates buy and sell volume within each candle using a price-weighted volume distribution:
Buy volume ≈ volume × (close − low) / (high − low)
Sell volume ≈ volume × (high − close) / (high − low)
From this, synthetic pressure candles are constructed to highlight:
buy vs sell dominance within each bar
gradual pressure shifts
sudden pressure expansions or extremes
Pressure Style
Net – single candle showing net pressure (buy − sell)
Split Buy/Sell – buy pressure above zero, sell pressure below zero (clear dominance view)
Pressure Mode
Raw – fully reactive, unsmoothed pressure
Smooth body + raw wick – candle body is EMA-smoothed, while wicks preserve raw extremes
→ cleaner visuals without hiding pressure spikes
Visual Control
Multiple color presets (Match Palette, Neon, Ocean, Sunset, Classic, Midnight)
Optional fully custom colors
Independent body and wick transparency, allowing pressure to act as a subtle context layer rather than visual noise
2) PA-FL (Price-Adaptive Flow Line) Momentum — δ / ATR
PA-FL is the main flow engine of Spectra.
It computes a volume-adaptive baseline (EMA-style), optionally blended with VWAP, and measures momentum as baseline delta normalized by ATR.
Why δ / ATR?
Makes momentum comparable across:
different symbols
varying volatility regimes
different sessions and market conditions
PA-FL Features
Optional VWAP blend for session anchoring
Adaptive baseline length driven by relative volume
Optional Zero-Lag smoothing (ZLEMA) to reduce delay
Optional clamping to prevent rare spikes from dominating the scale
Visualization
Histogram + Line
Color intensity scales with |δ|
Optional regime tinting (trend vs range) for contextual awareness rather than hard signals
3) Momentum Heat Background (PA-FL Heatmap)
An optional background heatmap driven by |δ / ATR|.
Purpose:
Quickly visualize momentum intensity without reading exact values
Act as a situational backdrop, not a signal layer
Interpretation
Low heat → neutral / balanced phase
Rising heat → momentum expansion
Strong heat → impulse or extreme activity
Fully adjustable via:
minimum / maximum transparency
intensity scaling
gamma contrast
This allows anything from barely visible to clearly readable, depending on preference.
4) Display Normalization (Stable Axis)
When enabled, Pressure and Rolling Delta are normalized into a stable ±100-style range using percentile-based amplitude estimation plus a hard clamp.
Benefits:
consistent pane scaling across sessions and symbols
prevents single outlier bars from stretching the display
cleaner, professional multi-symbol workflows
Normalization affects display only, not internal calculations.
5) Rolling Delta (Optional Context)
An optional, subtle rolling delta line that shows cumulative pressure drift over a defined window.
The visibility scale affects display only and does not alter the underlying delta calculation.
Optional Context Markers (Sparse by Design)
Imbalance Dot
Marks bars where absolute delta exceeds a threshold:
automatic (average |Δ| × factor)
or manual (fixed value)
Use as a context alert, not a standalone entry trigger.
Climax Detector
Flags unusually large buy or sell volume relative to its average.
Typical use cases:
stop-run / liquidation-like activity
momentum kick-offs or exhaustion points
Exhaustion Filter
Combines:
high total volume relative to average
unusually small net delta
Often associated with absorption-like or exhaustion behavior, depending on market context.
Suggested Workflows
Clean Pro Layout
Pressure Candles ON with high transparency
PA-FL Histogram + Line ON
Heatmap ON (subtle)
Normalization ON
More Orderflow-Like Feel
Pressure Style: Split Buy/Sell
Smooth body + raw wick
Optional Climax markers
More Event-Focused Context
Enable Imbalance and Climax sparingly
Use Exhaustion only when specifically analyzing absorption behavior
Important Notes & Disclaimer
Spectra is based on OHLCV-derived volume estimation.
It is not true bid/ask delta, not footprint data, and not time & sales.
All markers and visual elements are informational, not trade signals.
Interpretation depends on symbol, timeframe, session, and data feed.
Always combine with market structure, levels, and risk management.
Options Liquidity Meter (OLM)❓ The question behind this indicator
When trading options, it is common to experience situations where price moves in the expected direction, yet the option contract does not increase in value as anticipated.
This typically happens when one or more of the following conditions is missing:
Insufficient liquidity participation
Lack of volatility expansion
Weak or passive order flow
Options Liquidity Meter (OLM) was created to address this specific question:
“If price moves from here, are there conditions for option premiums to actually expand?”
🎯 What this indicator does
Options Liquidity Meter is a context tool, not a trading system.
It evaluates whether the current market environment is favorable for option premium expansion , based on three core engines:
Liquidity (Relative Volume)
Measures whether price movement is supported by meaningful participation.
Volatility State
Identifies compression, release, and expansion phases, where options tend to respond differently.
Order Flow Activity (OBV-based)
Acts as a proxy for active vs. passive participation, helping filter hollow moves.
These components are combined into a single, easy-to-read options context.
🟢🟡🔴 Options Context Output
The indicator displays one consolidated state:
RED — NO EXPANSION
Price may move, but option premiums often do not respond.
YELLOW — BUILDING
Liquidity or volatility is developing. Conditions are improving but not fully aligned.
GREEN — EXPANSION LIKELY
Liquidity, volatility expansion, and active flow are aligned.
This is a favorable environment for option premium expansion.
The same logic is reflected visually through the background color and summarized in the dashboard.
📊 How to read the dashboard
The dashboard shows:
Liquidity: LOW / OK / HIGH
Volatility: COMPRESSED / RELEASED / EXPANDING
Order Flow: FLAT / ACTIVE
Options Context: NO EXPANSION / BUILDING / EXPANSION LIKELY
Below, a Background Color Meaning section explains what each color represents, making the indicator intuitive and educational.
📍 Where to apply this indicator
Options Liquidity Meter must be applied to the underlying asset chart, such as:
Indices (SPY, SPX, QQQ, etc.)
Stocks
Futures
ETFs
It is not designed to be applied to option contracts themselves.
The indicator evaluates the market conditions of the underlying, which are the drivers that influence option premium behavior.
Contract selection (strike, delta, gamma, expiration) remains the trader’s responsibility.
🧠 How to use it
Use your own methodology to define:
Direction
Structure
Entries and exits
Use Options Liquidity Meter to evaluate:
Whether the current environment supports option premium expansion
If the context is RED, be cautious — price may move without rewarding options.
If the context is GREEN, the environment is statistically more favorable for options responsiveness.
🔗 Complementary tools
Options Liquidity Meter is designed to complement, not replace, other tools.
It works well alongside:
Opening Path Selector (EMA200 Context Tool)
For deciding which asset offers the cleanest directional context.
Multi-Tool VWAP + EMAs (Multi-Timeframe) + Key Levels
For in-chart structure, bias, and reference levels.
Each tool addresses a different stage of the decision process and can be used independently.
⚠️ Important notes
This indicator provides context only
It does not generate trading signals
No indicator guarantees results
Use at your own risk.
Footprint.Pro [Elykia]OVERVIEW
The Footprint Pro is a comprehensive Order Flow and Footprint analysis tool designed to visualize buying and selling pressure inside each candlestick. Unlike standard charts that only show OHLC (Open, High, Low, Close), this script uses a proprietary Reconstruction Engine to reveal the internal volume distribution, allowing traders to see the interaction between aggressive buyers (Ask) and sellers (Bid) at every price level.
METHODOLOGY & DATA PRECISION
To achieve high-definition Order Flow without external data feeds, this script is designed to be applied on a 1-second (1s) chart timeframe .
Reconstruction Engine: It harvests granular 1-second data to mathematically reconstruct and draw Footprint candles for higher timeframes (from 1 Minute up to 15 Minutes).
Why 1-second? By processing 1-second intervals, the script captures the exact price levels where volume was traded with very high precision. This allows for the creation of accurate Volume Profiles and Delta calculations inside the candle, creating a granular view impossible to achieve with standard timeframe data.
CALCULATION MODES & STYLES
The script processes this data using distinct algorithms and visualization styles to adapt to different market conditions.
Timeframe Mode: Reconstructs standard time-based footprints (e.g., viewing M5 candles while remaining on the 1s chart).
Simulated Range Bars: Uses a custom volatility algorithm to ignore time and close bars based on pure price movement.
Why use Range Mode? Unlike time-based charts, Range bars filter out "noise" during low volatility (choppy markets) and clarify market structure, allowing traders to see pure price action and volume distribution without the distortion of time.
VISUALIZATION TOOLS: HISTOGRAM, HEATMAP & POC
Profile Style (Histogram): Instead of raw numbers, the script draws a volume profile inside the candle. This offers an instant visual reading to spot if volume is "heavy" at the bottom (support) or top (resistance).
Heatmap (Dynamic Coloring):
Function: The script dynamically adjusts the opacity (transparency) of each histogram bar based on Delta intensity relative to surrounding volumes. Levels with strong aggression appear opaque and vivid, while low activity zones remain transparent.
Trader Benefit: This creates an immediate visual hierarchy. The trader's eye automatically ignores noise to focus only on "Hot Spots" where the real battle between buyers and sellers is taking place.
POC (Point of Control): Indicates the exact price level where maximum volume was traded. Its position is crucial: a POC at the top of a wick indicates buyers were trapped (weakness/rejection).
Show Data (Dashboard): Displays real-time Total Volume, Delta, and candle size to qualify volatility (e.g., distinguishing an anecdotal move from a real institutional impulse).
MAJOR SYNERGY: MULTI-TIMEFRAME SMT & FOOTPRINT
The script integrates an SMT (Smart Money Technique) engine that works in synergy with the Footprint to offer a comprehensive "Macro & Micro" approach.
1. The SMT Engine (The Structural Alert)
The module performs a background scan on 4 distinct timeframes simultaneously (e.g., 30s, 1m, 2m, 5m).
Logic: It continuously compares the Pivots (Highs/Lows) of the current asset against a correlated comparison asset (e.g., NQ vs ES or EURUSD vs DXY).
Signal: If Asset A makes a Higher High while Asset B makes a Lower High on ANY of the 4 monitored timeframes, a specific divergence label is plotted.
Interest: It is an early warning signal indicating an institutional intention of reversal or exhaustion, often before price visibly turns.
2. Interaction with Footprint (The Confirmation)
An SMT divergence alone can be early. Combining it with Footprint offers surgical timing:
Context: SMT warns that correlations are breaking and the move is running out of steam.
Trigger: The trader then waits for the Footprint to display a Rejection Setup or Absorption at this SMT level.
Result: This avoids entering too early and confirms that real orders (Micro-structure) validate the structural thesis (Macro).
SMART ASSISTANT: REAL-TIME CONTEXT
To assist traders, a logic engine analyzes the last 5-10 reconstructed candles to detect actor psychology:
Liquidity Sweeps (Turtle Soup):
Function: Price breaks a recent high/low to trigger stops, then immediately reintegrates.
Trader Benefit: Allows identification of false breakouts and taking the counter-party (Reversal) with an excellent risk/reward ratio, once liquidity is captured.
Absorption (Iceberg Orders):
Function: Massive volume traded without price progression (Strong Delta but small candle).
Trader Benefit: Signals a "Wall" of passive limit orders. The trader knows not to bet against this wall (protection) or can enter in the direction of the defense.
Traps (Delta Divergence):
Function: Divergence between candle color and its Delta (e.g., Red Candle with massive Green Delta).
Trader Benefit: Indicates aggressive participants are "trapped" (underwater). The trader profits from their pain (Pain Trade) when these trapped traders have to liquidate positions.
THE 6 ALGORITHMIC SETUPS (TRIANGLES & MARKERS)
The script monitors every tick to generate 6 specific signals, reducing trader mental fatigue:
Setup 1: Rejection (Validated Rejection)
Signal: Large wick + Delta confirming rejection.
Interest: Filters profit-taking to keep only real counter-trend aggression.
Setup 2: Exhaustion
Signal: Sharp volume drop at high/low + POC at extreme.
Interest: Indicates end of a healthy trend (no one left to push price).
Setup 3: Failed Aggression
Signal: Explosive volume (>2x avg) but price stalls.
Interest: Sign of institutional hand blocking the market (Absorption). Powerful reversal signal.
Setup 4: Trap
Signal: Strict divergence between candle color and cumulative Delta.
Interest: Exploiting the "Squeeze" of trapped traders.
Setup 5: Stacked Imbalances (The Wall)
Signal: 3 consecutive price levels with buy/sell imbalance > 300%.
Interest: Materializes a very strong Support/Resistance zone (displayed by a box). If price tests this zone again, it's a high-probability bounce opportunity.
Setup 6: Absorption Pattern (Zero Prints / Block)
Signal: Presence of "Zeros" in footprint (lack of liquidity) vs large volume (block).
Interest: Fine microstructure detection often indicating immediate stop of current move.
VWAP INTEGRATION & COMBINED STRATEGY
The script calculates and plots an anchored VWAP (Volume Weighted Average Price), based on the reconstructed data.
Interest of VWAP (The "Fair Value"): The VWAP is the absolute reference for institutional algorithms. It represents the average price paid by all participants during the session. If price is above, the trend is bullish (buyers in control); below, it is bearish. It often acts as an invisible dynamic support/resistance.
VWAP + Footprint Interaction (Context + Trigger): The VWAP provides the level of intervention and the Footprint provides the confirmation via volume.
Instead of trading every Footprint signal randomly, the trader uses VWAP as a probability filter:
1. In uptrend: Ignore sell signals. Wait for price to pull back to VWAP.
2. Confirmation: At that precise moment, look at the Footprint.
Concrete Trade Example (The "Defensive Bounce"):
Scenario: Price is in uptrend and corrects to touch the VWAP line.
What Footprint must show: Look for an Absorption or Failed Aggression Setup. For example, aggressive sellers attack the VWAP (very negative Delta, big red volume), but price refuses to close below VWAP (rejection wick or green candle).
The Order: This is the signal that institutions are defending their average price (passive buy limits absorbing sells). The trader buys with a short stop below the absorption wick, aligning with "Big Players".
AUTHOR'S INSTRUCTIONS
IMPORTANT: CONFIGURATION REQUIRED
This script uses a granular reconstruction engine. To work correctly, you MUST set your chart timeframe to 1 second (1s) .
Step-by-Step Setup:
Open your chart and select the 1-second (1s) timeframe.
Hide the original candles: Right-click on the chart, Settings, Symbol, uncheck the "Body", "Borders", and "Wick". This removes the clutter of the 1s bars so you can see the reconstructed Footprint clearly.
Add the indicator to the chart.
The script loads with a default 1-minute configuration. You can change to Range Bars or other timeframes in the Settings.
DISCLAIMER
This tool is for informational and educational purposes only. It does not constitute financial advice or a signal service. Past performance of the detected patterns (SMT, Imbalances...) does not guarantee future results. Trading involves a high level of risk.
ACCESS
This is an invite-only script. To obtain access, please use the link provided in the Signature field below.
RF iFVG MTF V1Inverse Fair Value Gaps (iFVGs) are a powerful confluence because they mark areas where the market first left a clear imbalance (an FVG), then later returned and proved participation by closing fully through that zone. In other words, they often highlight prices where liquidity was exchanged and orderflow “flipped,” making them useful as potential reaction areas for:
The RF iFVG MTF indicator Once confirmed, draws the iFVG zone and is projected forward as an actionable area of interest and remains active until price invalidates the zone. Use this zone from a higher time frame as a POI, or use it on the current chart time frame as an entry model.
You can run it on the current chart timeframe or enable MTF mode to detect iFVGs from a higher timeframe while plotting them directly on your chart for clean top-down context. Includes adjustable gap filtering, and inversion timing (N bars) to adjust the sensitivity of the iFVG logic
SMC Post-Analysis Lab [PhenLabs]📊 SMC Post-Analysis Lab
Version: PineScript™ v6
📌 Description
The SMC Post-Analysis Lab is a dedicated hindsight analysis tool built for traders who want to understand what really happened during any historical trading period. Unlike forward-looking indicators, this tool lets you scroll back through time and instantly receive algorithmic classification of market states using Smart Money Concepts methodology.
Whether you’re reviewing a losing trade, studying a successful session, or building your pattern recognition skills, this indicator provides immediate context. The expansion-aware algorithm processes price action within your selected window and outputs clear, actionable classifications ranging from Parabolic Expansion to Consolidation Inducements.
Stop relying on subjective post-trade analysis. Let the algorithm objectively tell you whether institutional players were accumulating, distributing, or running inducements during your trades.
🚀 Points of Innovation
First indicator specifically designed for SMC-based post-trade review rather than live signal generation
Dual-mode analysis system allowing both dynamic scrollback and precise date selection
Expansion-aware classification algorithm that weighs range position against net displacement
Real-time efficiency metrics calculating directional quality of price movement
Integrated visual FVG detection within the analysis window only
Interactive table with clickable date range adjustment via chart interface
🔧 Core Components
Pivot Detection Engine: Uses configurable pivot length to identify significant swing highs and lows for structure break detection
Window Calculator: Determines active analysis zone based on either bar offset or timestamp boundaries
Data Aggregator: Tracks window open, high, low, close and counts bullish/bearish structure break events
State Classification Algorithm: Applies hierarchical logic to determine market state from six possible classifications
Visual Renderer: Draws structure breaks, FVG boxes, and window highlighting within the active zone
🔥 Key Features
Sliding Window Mode: Use the Scroll Back slider to dynamically move your analysis zone backwards through history bar-by-bar
Date Range Mode: Select specific start and end timestamps for precise session or trade review
Six Market State Classifications: Parabolic Expansion (Bull/Bear), Bullish/Bearish Order Flow, Accumulation/Distribution Reversal, and Consolidation/Inducement
Range Position Percentile: See exactly where price closed relative to the window’s high-low range as a percentage
Bull/Bear Event Counter: Quantified count of structure breaks in each direction during the analysis period
Efficiency Calculation: Net move divided by total range reveals trending quality versus chop
🎨 Visualization
Blue Window Highlight: Active analysis zone is clearly marked with blue background shading on the chart
Structure Break Lines: Dashed lines appear at each bullish or bearish structure break within the window
FVG Boxes: Fair Value Gaps automatically render as semi-transparent boxes in bullish or bearish colors
Dashboard Table: Top-right positioned table displays State, Analysis description, and Metrics in real-time
Color-Coded States: Each classification uses distinct coloring for immediate visual recognition
Interactive Tip Row: Optional help text guides users on clicking the table to adjust date range
📖 Usage Guidelines
General Configuration
Analysis Mode: Default is Sliding Window. Choose Date Range for specific timestamp analysis.
Sliding Window Settings
Scroll Back (Bars): Default 0. Increase to move window backwards into history.
Window Width (Bars): Default 100. Range 20-50 for scalping, 100+ for swing analysis.
Date Range Settings
Start Date: Select the beginning timestamp for your analysis period.
End Date: Select the ending timestamp for your analysis period.
Visual Settings
Show Help Tip: Default true. Toggle to hide instructional row in dashboard.
Bullish Color: Default teal. Customize for bullish elements.
Bearish Color: Default red. Customize for bearish elements.
SMC Parameters
Pivot Length: Default 5. Lower values (3-5) catch minor breaks. Higher values (10+) focus on major swings.
✅ Best Use Cases
Post-trade review to understand why entries succeeded or failed
Session analysis to identify institutional activity patterns
Trade journaling with objective algorithmic classifications
Pattern recognition training through historical scrollback
Identifying whether stop hunts were inducements or legitimate breaks
Comparing your real-time read versus what the algorithm detected
⚠️ Limitations
Designed for historical analysis only, not live trade signals
Classification accuracy depends on appropriate pivot length for the timeframe
FVG detection uses simple gap logic without mitigation tracking
State classification is based on window data only, not broader context
Requires manual scrolling or date input to review different periods
💡 What Makes This Unique
Purpose-Built for Review: Unlike most indicators focused on live signals, this is designed specifically for post-trade analysis
Expansion-Aware Logic: Algorithm weighs both position in range AND directional efficiency for accurate state detection
Interactive Date Control: Click the dashboard table to reveal draggable anchors for window adjustment directly on chart
🔬 How It Works
1. Window Definition:
User selects either Sliding Window or Date Range mode
System calculates which bars fall within the active analysis zone
Active zone receives blue background highlighting
2. Data Collection:
Algorithm captures window open, running high, running low, and current close
Structure breaks are detected when price crosses above last pivot high or below last pivot low
Bullish and bearish events are counted separately
3. State Classification:
Range Position calculates where close sits as percentage of high-low range
Efficiency calculates net move divided by total range
Hierarchical logic applies priority rules from Parabolic states down to Consolidation
4. Output Rendering:
Dashboard table updates with State title, Analysis description, and Metrics
Visual elements render within window only to keep chart clean
Colors reflect bullish, bearish, or neutral classification
💡 Note:
This indicator is intended for educational and review purposes. Use it to develop your understanding of Smart Money Concepts by analyzing what institutional order flow looked like during historical periods. Combine insights with your own analysis methodology for best results.
Participation-Weighted Orderflow Bubbles (HTF / LTF Context ToolThis indicator visualizes participation-weighted market pressure by aggregating lower-timeframe price and volume data into higher-timeframe context bubbles. It is designed to help identify directional dominance, balance, and absorption across timeframes. This is a context and bias tool, not a trade signal generator.
What the indicator shows
Each bubble represents a single chart bar, built from lower-timeframe candles.
Total Notional
Aggregated volume multiplied by price from lower-timeframe candles.
Buy / Sell Proxies
Lower-timeframe candles are classified based on where they close within their range:
– Close near the high → buy-side proxy
– Close near the low → sell-side proxy
– Middle of the range → neutral
Delta (USD and %)
Buy proxy notional minus sell proxy notional, expressed as both absolute USD delta and percentage of total notional.
Bubble colors
Green
Buy-side participation dominance.
Sell color (user configurable)
Sell-side participation dominance. The default is chosen for visibility on bearish candles and can be changed in settings.
Grey
Balanced participation. Indicates two-way trade, consolidation, or auction.
Yellow (Absorption)
High notional with limited price movement, suggesting potential absorption or distribution.
Coloring uses both relative dominance (delta percentage) and absolute dominance (minimum delta in USD), which improves behavior on higher timeframes.
Bubble size and visuals
Bubble size scales with total notional.
HD glow layers adapt automatically by timeframe.
Bubbles are drawn in front of candles for clarity.
Optional text displays delta and total notional.
Hovering over a bubble shows detailed information including total notional, buy/sell/neutral proxies, delta values, absorption status, and the number of lower-timeframe candles used.
Timeframe behavior
The indicator is designed to work across multiple timeframes. On higher timeframes, more grey bubbles are expected due to natural auction and balance behavior. Colored bubbles on higher timeframes represent sustained participation rather than short-term momentum. Visual density and performance are automatically adjusted on higher timeframes.
How to use it
Recommended workflow:
1. Higher timeframe (1H, 4H, Daily)
Use the bubbles to identify dominant buy or sell participation, balance zones, and absorption near highs or lows.
2. Lower timeframe (5m, 15m)
Take trades in alignment with the most recent higher-timeframe dominance. Be cautious or range-focused inside higher-timeframe balance zones. Use structure and price action for entries.
What this indicator is not
This indicator does not show true bid/ask data.
It does not display actual market versus limit orders.
It does not replace a DOM or exchange orderflow feed.
It should not be used as a standalone entry signal.
The indicator works within TradingView’s available data and provides a probabilistic, participation-weighted view of market pressure rather than true tape or orderflow data.
Best practices
Use a 1-minute lower timeframe for best results.
Avoid setting the lower timeframe too high relative to the chart timeframe.
Combine this tool with structure, levels, and session context.
Treat grey bubbles as information about balance, not as noise.
This tool is intended for traders who want better context and bias, not more signals.
Big Notional Volume Bubbles (Lower-TF Order Flow Approximation)Big Notional Volume Bubbles (Lower-TF Order Flow Approximation)
### Overview
This indicator visualizes large notional trading activity by scanning lower-timeframe candles inside each chart bar and highlighting periods where unusually high traded value (volume × price) occurs.
This script is intended to help short-term traders and scalpers identify bursts of aggressive activity, potential absorption zones, and areas of heightened participation, using standard OHLCV data.
Important: This indicator does not access true market order tape or DOM data. It is an approximation based on lower-timeframe OHLCV data provided by TradingView.
What the Indicator Shows
Each bubble represents a lower-timeframe candle where traded notional value exceeds a user-defined threshold.
Bubble size scales with the notional value of that candle.
Green bubbles indicate the lower-timeframe candle closed higher (buy-side pressure approximation).
Red bubbles indicate the lower-timeframe candle closed lower (sell-side pressure approximation).
Bubbles can be plotted at candle closes or wick extremes for contextual analysis.
How It Works
1. Lower-timeframe OHLCV data is requested using `request.security_lower_tf`.
2. Notional value is calculated as volume × price for each micro-candle.
3. The script selects the largest notional events per bar that exceed the minimum threshold.
4. These events are rendered as bubbles on the main price chart.
Intended Use Cases
Scalping and short-term trading
Momentum ignition and continuation analysis
Absorption and failed breakout detection
Effort versus result analysis
Confirmation at key structural levels
Recommended Settings
Lower timeframe: Start with 1 (1 minute). Seconds-based timeframes may not be supported on all feeds.
Minimum notional (USD/USDT):
BTC / ETH: 25,000 – 250,000
Mid-cap assets: 5,000 – 50,000
Adjust based on liquidity and volatility
Max bubbles per bar: 3–8 to avoid visual clutter
Limitations
This indicator does not display individual market orders or aggressor-side execution.
Buy/sell classification is inferred from candle direction, not bid/ask data.
Lower-timeframe data availability depends on the selected symbol and exchange feed.
This tool should not be used as a standalone signal generator.
Best Practices
Use in conjunction with market structure, VWAP, and key price levels.
Focus on price behavior after a bubble appears rather than the bubble itself.
Interpret bubbles as areas of interest, not directional guarantees.
Session Volume Profile - Asia London NYSession Volume Profile – Asia, London, NY
Description
OVERVIEW
Session Volume Profile is a technical analysis indicator designed to visualize how volume is distributed during the three primary global trading sessions: Asia, London, and New York. The script separates intraday volume data into time-defined sessions to help traders observe where trading activity concentrated and how value areas evolve as liquidity transitions between regions.
This indicator is intended for market structure and contextual analysis, not signal generation.
TECHNICAL OUTPUT
For each enabled session, the indicator calculates and displays:
Point of Control (POC)
The price level with the highest traded volume during the session.
Value Area High / Low (VAH / VAL)
The price range containing a user-defined percentage of total session volume (commonly 70%).
Session Volume Histogram
A horizontal volume-at-price visualization showing relative participation across price levels, highlighting high- and low-volume areas.
CALCULATION FRAMEWORK
Session Segmentation
Sessions are identified using exchange-based time boundaries. Each session is processed independently to prevent overlap and ensure clean separation of volume data.
Volume Binning
Intraday volume is allocated into discrete price buckets using an array-based structure. The resolution of these buckets is controlled by the Histogram Density input.
Value Area Expansion
The script identifies the session’s POC and expands outward in both directions until the selected percentage of total volume is reached, defining the Value Area High and Low.
HOW TO USE
Session Context
Observe how price reacts to prior-session POC and value areas when a new session begins.
Customization Controls
Individual sessions can be enabled or disabled, and visual opacity can be adjusted to maintain clarity on lower timeframes.
Session Awareness
An optional countdown timer displays remaining session time to help traders stay aware of upcoming liquidity transitions.
DESIGN NOTES
This indicator visualizes historical volume distribution only. It does not identify specific participants or predict future price behavior. All calculations are derived exclusively from price and volume data available on the chart.
DISCLAIMER
This script is provided for educational and analytical purposes only. It does not generate trade signals, alerts, or financial advice. Historical volume distributions do not guarantee future market behavior.
Order Flow Pro - CVD - Alphaomega18═══════════════════════════════════════════════════════════════════════════════
ORDER FLOW CVD SIMPLE - TRADINGVIEW PUBLICATION
Created by Alphaomega18
═══════════════════════════════════════════════════════════════════════════════
📝 COMPLETE DESCRIPTION
═══════════════════════════════════════════════════════════════════════════════
🎯 FOLLOW INSTITUTIONAL TREND AT A GLANCE
Order Flow CVD is an ultra-simple and ultra-effective indicator that displays CVD (Cumulative Volume Delta) with a colored fill zone to instantly identify order flow trend.
No complexity, no clutter: just 2 lines and 1 colored zone to know if you should HOLD or EXIT your trade.
🔥 THE GOLDEN RULE OF TRADING
The secret of professional traders:
→ "Let your winners run, cut your losses"
But how do you know WHEN to hold and WHEN to exit?
**The answer: CVD (Cumulative Volume Delta)**
As long as institutional flow goes your way, HOLD the trade.
As soon as flow changes, EXIT.
This is exactly what this indicator does: it shows you the flow in real-time with ultra-clear visualization.
📊 HOW IT WORKS
🔷 **2 SIMPLE LINES**
**WHITE Line** = CVD (Cumulative Volume Delta)
→ Cumulative sum of volume delta
→ Rises when buying > selling
→ Falls when selling > buying
**YELLOW Line** = CVD Moving Average (20 periods default)
→ Smooths CVD to see trend
→ Filters noise
→ Reference for trend
🔷 **COLORED FILL ZONE**
🟢 **GREEN ZONE** = White CVD ABOVE yellow CVD
→ BULLISH trend
→ Institutions are BUYING
→ HOLD your LONG trades
→ Avoid SHORT
🔴 **RED ZONE** = White CVD BELOW yellow CVD
→ BEARISH trend
→ Institutions are SELLING
→ HOLD your SHORT trades
→ Avoid LONG
⚡ **CROSSOVER** = Zone changes color
→ Trend change
→ Exit or reverse position
→ Clear and sharp signal
🎯 USAGE RULES
📌 **RULE #1: HOLD A LONG TRADE**
You're in a LONG:
→ ✅ As long as ZONE IS GREEN → HOLD
→ ❌ As soon as ZONE TURNS RED → EXIT
Real example:
```
LONG entry: 16,500
Zone stays green for 2 hours
Price climbs to 16,650 (+150 points)
Zone turns red → EXIT
You pocket +150 points instead of giving back 50 points!
```
📌 **RULE #2: HOLD A SHORT TRADE**
You're in a SHORT:
→ ✅ As long as ZONE IS RED → HOLD
→ ❌ As soon as ZONE TURNS GREEN → EXIT
Real example:
```
SHORT entry: 16,500
Zone stays red for 1 hour
Price drops to 16,350 (-150 points)
Zone turns green → EXIT
You pocket +150 points!
```
📌 **RULE #3: DON'T ENTER COUNTER-TREND**
Green zone visible:
→ ❌ Do NOT enter SHORT
→ ✅ Look for LONG setups only
Red zone visible:
→ ❌ Do NOT enter LONG
→ ✅ Look for SHORT setups only
📌 **RULE #4: CROSSOVERS = CHANGE**
White CVD crosses yellow CVD:
→ Zone changes color
→ Institutional flow reverses
→ Exit or reverse position
💡 REAL USE CASES
📊 **CASE 1: MNQ Scalping 5min**
Setup:
→ Price breaks resistance
→ CVD zone is GREEN
→ You enter LONG
Management:
→ Price rises, pulls back, rises again
→ Zone STAYS GREEN → You hold
→ +30 points, +40 points, +50 points...
→ Zone turns RED → You exit at +52 points
Without CVD:
→ You would have exited at +15 points out of fear
→ You lose 37 points of gain!
📊 **CASE 2: ES Day Trading 15min**
Setup:
→ Price in range
→ CVD zone RED for 1 hour
→ Price touches top of range
→ You enter SHORT
Management:
→ Zone STAYS RED during decline
→ Price makes -20 points, -30 points, -40 points
→ Zone turns GREEN → You exit at +42 points
Without CVD:
→ You would have exited at +20 points (fear)
→ Or held too long and gave back gains
📊 **CASE 3: Avoid Losing Trade**
Perfect technical setup:
→ Triangle breakout
→ Supportive VWAP
→ FVG below
BUT... CVD zone is RED!
Decision:
→ You DON'T ENTER LONG
→ Price rises 10 points then collapses -30 points
→ Losing trade avoided thanks to CVD!
⚙️ CUSTOMIZABLE PARAMETERS
🔧 **CVD Moving Average Length** (default: 20)
→ Yellow moving average length
→ Shorter (10-15) = More reactive, more signals
→ Longer (30-50) = Smoother, fewer false signals
Recommendations by style:
• Scalping (1-5min): 10-15
• Day Trading (15min-1H): 20 (default)
• Swing Trading (4H-Daily): 30-50
🎨 **Show Fill Between CVD and MA** (On/Off)
→ Show/hide colored zone
→ OFF = Just 2 lines
→ ON = Lines + green/red zone
🎨 **Bullish Fill Color** (Customizable)
→ Bullish zone color
→ Default: Transparent green (80%)
→ Change to blue, cyan, or other
🎨 **Bearish Fill Color** (Customizable)
→ Bearish zone color
→ Default: Transparent red (80%)
→ Change to orange, pink, or other
💡 **Transparency Tip:**
→ 90% transparent = Very subtle
→ 80% transparent = Balanced (recommended)
→ 60% transparent = Well visible
→ 40% transparent = Very visible
📊 RECOMMENDED CONFIGURATIONS
**Scalping (1-5min) - Reactive**
```
CVD MA Length: 10
Show Fill: ✅ ON
Bullish Color: Green 70% transparent
Bearish Color: Red 70% transparent
```
**Day Trading (15min-1H) - Balanced** ⭐
```
CVD MA Length: 20
Show Fill: ✅ ON
Bullish Color: Green 80% transparent
Bearish Color: Red 80% transparent
```
**Swing Trading (4H-Daily) - Smooth**
```
CVD MA Length: 30
Show Fill: ✅ ON
Bullish Color: Green 85% transparent
Bearish Color: Red 85% transparent
```
**Minimalist - Lines only**
```
CVD MA Length: 20
Show Fill: ❌ OFF
(Just white and yellow, no zone)
```
💡 MARKETS AND TIMEFRAMES
✅ **ALL markets compatible:**
• Futures (ES, NQ, YM, RTY, MNQ, MES, etc.)
• Forex (EUR/USD, GBP/USD, USD/JPY, etc.)
• Crypto (BTC, ETH, altcoins)
• Stocks (Tesla, Apple, Nvidia, etc.)
• Indices (S&P 500, Nasdaq, Dow Jones)
✅ **All timeframes:**
• Scalping: 1min, 5min
• Day Trading: 15min, 30min, 1H ⭐ (optimal!)
• Swing Trading: 4H, Daily
Note: More reliable with real volume data
→ TradingView Premium recommended
🏆 UNIQUE ADVANTAGES
✅ **Ultimate simplicity**: 2 lines, 1 zone, 1 rule
✅ **Instant vision**: Green = hold LONG, Red = hold SHORT
✅ **Hold trades longer**: Maximize your gains
✅ **Avoid counter-trend**: Don't trade against flow
✅ **Customizable**: Colors and transparency of choice
✅ **Ultra-light**: Optimized code, no lag
✅ **No repaint**: Reliable signals
✅ **Works everywhere**: All markets, all TF
🎓 QUICK INTERPRETATION
**When zone is GREEN:**
→ Institutions buying
→ Bullish momentum
→ Hold LONG, avoid SHORT
→ Look for buy setups
**When zone is RED:**
→ Institutions selling
→ Bearish momentum
→ Hold SHORT, avoid LONG
→ Look for sell setups
**When zone CHANGES color:**
→ Institutional flow reverses
→ Trend changes
→ EXIT position
→ Or reverse if new setup
**White line volatile:**
→ White CVD zigzags a lot
→ Market indecisive or range
→ Wait for clear zone before trade
💪 TRADER PSYCHOLOGY
What THIS indicator solves:
❌ "I'm afraid, I exit too early" → Green/red zone says WHEN to exit
❌ "I hold my losses too long" → Zone changes = EXIT
❌ "I trade counter-trend" → Zone tells which direction to trade
❌ "I don't know if trend continues" → Green/red zone = answer
Result:
✅ You hold your gains longer
✅ You exit at right time
✅ You avoid counter-trend trades
✅ You trade with institutions
🔗 PERFECT COMPLEMENT
Use with:
• **Order Flow Signals** → Precise signals (💎▲🚀)
• **VWAP** → Institutional price levels
• **Fair Value Gaps** → Inefficiency zones
• **Market Profile** → POC/VPOC
**CVD Simple** tells you WHEN to hold/exit
**Technical analysis** tells you WHERE to enter
⚠️ DISCLAIMER
Technical indicators are decision support tools. No indicator guarantees profits. Always use:
• Appropriate risk management
• Stop loss on every trade
• Proper position sizing
• Demo account testing first
Order Flow CVD improves your trade management but doesn't replace a complete strategy.
🚀 INSTALLATION
1. Copy the Pine Script code
2. Open Pine Editor in TradingView
3. Paste the code
4. Click "Add to Chart"
5. Indicator displays in separate pane (below)
6. Configure colors to your preferences
7. Apply golden rule: Green = LONG, Red = SHORT!
💡 PRO TIP
**CVD Discipline:**
Create this mental rule:
→ "I NEVER exit a position until zone changes color"
This simple discipline will:
✅ Multiply your gains (you hold longer)
✅ Reduce your losses (you exit when flow changes)
✅ Eliminate emotional exits
✅ Align you with institutions
📞 CONTACT AND SUPPORT
Created by Alphaomega18
For questions, bugs or suggestions:
Find my other indicators:
• Order Flow Signals (precise signals on chart)
• Order Flow Dashboard (CVD oscillator + pressures)
• VWAP Multi-Timeframe Pro
• Fair Value Gap Detector
