Recent Trades - Real-Time Volume AnalysisRecent Trades - Real-Time Volume Analysis 📈
Another orderflow tool to add to the arsenal.
It works with trading pairs with volume data (i.e. it doesn't work for price indexes).
It is independent of the chart timeframe.
The interval can be set to a value between 1 to 1440 minutes (check settings).
It is possible to choose a different symbol than the one on the current chart (check settings).
This makes it easy to analyze multiple pairs at once .
Volume Chart
The Volume Chart shows the last 100 trades.
The chart scale can be either standard or zero-centred, and it can be compact or take the whole main chart area.
Trades Counter
The Trades Counter shows the Ratio of Buys and Sells for the chosen interval.
The % Percentage value for Buys & Sells, the trades Size and their number are also shown.
Trades Feed
The Trades Feed can show up to 50 recent trades (check settings).
The Trades can be filtered by min & max limits.
Set min & max values and type of trade to filter the Large Trades. They can be highlighted in the feed.
The Trades Feed colours may not work on some OSystems (e.g. Mac). It can be fixed in settings.
▪ Available trade info:
- elapsed Time since the trade was recorded
- Price at which the trade was executed
- Size of the trade
▪ Various Metrics are available at the bottom:
- Chosen Interval
- Chosen Symbol (Exchange & Pair)
- CVD direction
- Volume Delta amount
- Buys & Sells Ratio
- Total Trades and their Speed
- Total Volume and its Speed
- Number of Significant Trades, their % Percentage and their Speed
- Total Significant Volume, its % Percentage and its Speed
▪ The Numbers are formatted for better reading.
▪ Alerts:
- CVD direction change (⚠️this can trigger too often)
- Ratio level +/-
- Buy Volume - % Percent
- Sell Volume - % Percent
- New Trade (⚠️this can trigger too often if the volume is not filtered)
- Trades - Speed Limit
- Volume - Speed Limit
- New Large Trade
- Large Trades - Speed Limit
- Large Volume - Speed Limit
- Large Trades - % Percent
- Large Volume - % Percent
▪ ⚠️Some metrics can have abnormal values at the start of the interval.
To avoid triggering alerts in such conditions, set the number of seconds to wait before checking whether they should fire.
▪ Note:
- Initially, the Recent Trades panel is positioned to the far right of the chart, so it may be hidden in the future. Drag the chart to the left to reveal it.
- The panel Position can be adjusted in settings.
▪ Related Studies:
- Volume Delta
- CumulativeVolumeDelta-CVD
- Counters Ratio
- Heatmap-Support-Resistance-Volume-Clusters
▪ Some layout examples:
Orderflow
Trapped Traders AlertMajor discretion to identify quality setups apply:
The TT setup essentially looks to exploit a concept in trading that we can refer to as meta games, which is defined as the approach to a game, in this case trading the markets, that transcends or operates outside of the prescribed rules of the game, using external factors (psychology) to affect the game.
This TT setup captures the psychology of the market by detecting what side is getting trapped, what side will be most fearful, identify the point where they absolutely know they got it wrong, that’s when we enter to exploit the side that will have a recognition of pain hence bail.
OFA - Order Flow AnalysisThe script analyzes order flow based on fractal structure breaks. Every time there is a fractal breakout in the opposite direction of the dominant side in control a new leg ( bullish or bearish ) forms. This script comes with the added value of displaying the velocity and the magnitude of each leg/cycle.
Order flow leaves a trail of the future market intentions via the ability or lack thereof of the aggregated flow to keep consuming liquidity provided by market makers and find or not equilibrium in price. The proper reading of order flow can provide information advantage. Flows can be read via two main venues:
1 - Magnitude: A major clue that will help determine the health of a trend is the type of progress by the dominant side in control of the trend. We need to ask the following question: Are the new legs in the active buy-sell side campaign as identified by the script increasing or decreasing in magnitude?
2. Velocity: When it comes to the distance the price moves, the magnitude is only ½ the equation. The other ½ has to do with the velocity of the move or the speed. Was the new leg created after a fast and impulsive move? Or did price make a new low or high with the movement being sluggish, compressive and taking too long to form? A good rule of thumb is to count the number of candles it took to achieve a new leg.
Buy & Sell Order (Expo)
Buy/Sell Order (Expo) is a unique and important indicator that provides information about Buy & Sell order patterns. The indicator helps to identify real-time large Buy & Sell Orders that have a significant impact on the price. These buy and sell orders can be the start of a trend move or a sign of reversal.
The indicator is divided into a Sell-side (red zone) and a Buy-side (green zone) in order to highlight the different order flows. Greater candlesticks mean significant buy/sell orders! These are the ones we want to keep track of.
The price levels where a large Buy or Sell order occurs at should be considered as key levels. These key- levels are often re-tested in the future. Traders should keep track of them.
Real-Time
No Repainting
Works on any market and in any timeframe
HOW TO USE
Identify Large Buy / Sell Order
Identify potential trend move
Identify potential reversal
INDICATOR IN ACTION
1-hour chart
I hope you find this indicator useful , and please comment or contact me if you like the script or have any questions/suggestions for future improvements. Thanks!
I will continually work on this indicator, so please share your experience and feedback as it will enable me to make even better improvements. Thanks to everyone that has already contacted me regarding my scripts. Your feedback is valuable for future developments!
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Disclaimer
Copyright by Zeiierman.
The information contained in my scripts/indicators/ideas does not constitute financial advice or a solicitation to buy or sell any securities of any type. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information.
All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, or individual’s trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
My scripts/indicators/strategies/ideas are only for educational purposes!
ACCESS THE INDICATOR
• Contact me on TradingView or use the links below
VWAP Standard DeviationsVWAP Standard Deviations
VWAPSD is an indicator that can be used to identify Support & Resistance lines based on Volume per Price.
Such an indicator can be easily used to place a limit order on the SR levels
ZFelds' Godmode OrderBlocksPlots Orderblocks/Orderflow/Supply and Demand Levels based on Volume + EMA + RSI Levels.
When using this indicator, please make sure the "Benchmark" Ticker is set to the same chart/ticker you're working on.
The default Benchmark for this indicator is NAS100USD. If you are looking at ANY other chart, you will need to change the Benchmark from NAS100USD to the ticker you are using.
For instance, in this example - if you wanted to instead have the indicator plot OrderBlocks for BTCUSD, you would change the Benchmark setting from "NAS100USD" to "BTCUSD" as shown in the chart example.
Thanks for looking!
Cumulative Volume Delta (CVD)Cumulative Volume Delta or simply CVD is the accumulation of the Total Volume Delta .
It starts accumulating from the beginning of the available volume data.
It only shows meaningful information for symbols with volume data.
It does not change its shape when changing timeframes.
How to use it:
You can start using it by searching for divergences with the price.
AutoUFOs (patented)█ OVERVIEW:
AutoUFOs is a cutting-edge trading tool designed to enhance your trading precision and to save you trading time. With its unique patented technology, AutoUFOs analyzes various financial markets, identifying potential Un-Filled Orders (UFOs) and plotting them on your charts. By leveraging these UFOs, you can define precise entry, stop, and target points, giving you a strategic edge in your trading decisions.
█ CONCEPTS:
AutoUFOs identifies price regions with pending buy and sell orders
UFOs on the charts represent these regions and indicate potential upcoming turning points
UFOs help define more precise entry, stop, and target points
Enhances trading precision and improves performance
Useful for all styles: long-term, intermediate-term, short-term
Powerful for commercial hedging strategies
Time interval flexibility for different trading styles
Benefits options traders in identifying powerful strike prices
Empowers users to make informed trading decisions
█ WITH MORE DETAIL:
AutoUFOs goes beyond simple technical analysis and plots UFO Bands on your charts. These UFO Bands visually represent the price regions where potential buy and sell orders are waiting to be executed. The intensity of the color within the bands provides a valuable indication of the potential strength of the unfulfilled orders in those regions.
In addition to UFO Bands, AutoUFOs introduces round Flying Saucers to enhance your understanding of market dynamics. These Flying Saucers highlight the areas on the chart with the highest concentration of UFOs. By pinpointing these areas, you gain deeper insights into where the market is likely to react and experience significant movement.
The combination of UFO Bands and Flying Saucers provides a comprehensive visual representation of potential order flow and market sentiment. Traders can leverage this information to make more informed decisions about entry and exit points, allowing for greater precision in their trading strategies.
Whether you're a technical analyst seeking to identify price levels where the market is likely to bounce or a trend follower looking for confirmation of market momentum, AutoUFOs empowers you with detailed visuals to support your trading decisions.
█ BEHIND THE SCENES:
AutoUFOs employs a unique and patented approach to identifying Un-Filled Orders (UFOs) in the market. Unlike traditional methods that rely on current order book data, AutoUFOs takes into account the intricate nuances of market dynamics, considering the intentions and strategies of larger market players who employ sophisticated algorithms to execute their orders, such as iceberg algos. By doing so, AutoUFOs uncovers potential UFOs that are likely to remain in the market based on the underlying reasons behind their placement.
One key aspect of AutoUFOs' analysis is the recognition of price levels that hold significance due to the presence of UFOs. These levels represent areas where market makers, for instance, strategically hedge their positions in response to large orders that were only partially filled upon injection into the marketplace. AutoUFOs diligently identifies these signs, allowing traders to gain insights into the potential existence of unfulfilled orders that can significantly impact market behavior.
AutoUFOs operates on a distinctive methodology that sets it apart from traditional approaches. Notably, it eschews the use of order book information, relying solely on level 1 data for its analysis. This unconventional approach seeks out subtle indications that hint at the existence of Un-Filled Orders (UFOs). By examining these signs, AutoUFOs uncovers potential price levels where UFOs may be lurking.
Consider, for instance, a scenario where a market experiences a sudden and pronounced price movement. In such cases, AutoUFOs directs its attention to the origin of the movement, recognizing it as a crucial area to investigate. The underlying rationale is simple yet profound: if all orders had been filled at the origin, the price would have stagnated, resulting in a sideways price action. However, the occurrence of a significant movement suggests that the market encountered a scarcity of buyers (for a downward movement) or sellers (for an upward movement) at that specific price level. This scarcity implies the presence of Un-Filled Orders that remained unfilled from the outset. By diligently identifying such scenarios, AutoUFOs initiates additional analytical processes that consider factors such as volume ratios, tick ratios range ratios, etc., providing an evaluation of the expected quantity of potential UFOs.
This example illuminates the essence of the concept previously mentioned—AutoUFOs diligently "looks for signs" that point towards the potential existence of UFOs. By systematically examining various market dynamics, AutoUFOs unravels hidden opportunities that arise from unfulfilled orders, leveraging metrics like volume ratios and tick ratios to gauge the anticipated abundance of UFOs. Through this meticulous and sophisticated analysis, AutoUFOs empowers traders with invaluable insights into the market, enabling them to make more informed decisions based on these hidden signals.
Once this initial analysis is complete and multiple relevant price points are identified based on the UFOs detected, AutoUFOs delves further by employing its advanced technology to retrospectively evaluate the UFO Performance. This evaluation assesses the characteristics and attributes that contributed to the effectiveness of specific UFOs in the past. By unraveling these statistical insights, AutoUFOs identifies the most relevant UFOs that are likely to retain their predictive power into the future.
Through its scientific and technical methodology, AutoUFOs offers traders a powerful way to navigate the complexities of the market for informed decision-making.
█ FEATURES:
Precise Trade Entries: Utilize the power of UFOs to identify optimal moments/prices to enter trades with confidence
Strategic Exits: Plan your exits by leveraging the UFOs' reaction points, maximizing your profits and minimizing risk
Flexible Time Intervals: Apply AutoUFOs to different time intervals, from seconds to monthly bars, range bars, etc. tailoring it to your preferred trading style
Options Trading Advantage: For options traders, AutoUFOs helps identify price levels that are unlikely to be reached, allowing you to profit from selling out-of-the-money options and collecting premiums
█ HOW TO USE:
Follow the author’s instructions to request access to this invite-only script or follow the links in the vendor’s signature field that appears under this description
Add AutoUFOs to your TradingView chart by clicking on Indicators > Invite-only scripts > AutoUFOs
Select the market and timeframe you want to analyze and make sure you have adjusted the calibration settings to your liking
For long trades, you may consider buying within a Green UFO and sell within a Red UFO
For short trades, you may consider selling within a Red UFO and buy within a Green UFO
Options traders can utilize UFOs to identify areas for selling options with limited risk or to select their strike prices
Consider the color intensity of UFOs for potential trade strength
Enhance your current trading methodology by combining UFOs with what you currently do
Plan your trades based on the Un-Filled Orders identified by AutoUFOs and the rules of your trading plan
We strongly recommend you to read the HOW-TO idea on " HOW-TO Add Precision To Entries & Exits With AutoUFOs (patented) " which is linked below as a related idea
█ LIMITATIONS:
AutoUFOs should not be used as the sole basis for trading decisions
The tool is not infallible and should be used in conjunction with other market analysis tools, especially when it comes to defining the current market condition, for which we prefer AutoClimate
Thank you for considering AutoClimate as your ultimate market environment indicator. We hope it enhances your trading experience and leads to greater success in your trades
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Disclaimer: Trading involves risk and each investor/trader must determine if it is a suitable investment. Past performance is not indicative of future results. You accept responsibility for your actions and agree not to hold the author/developer liable for any outcomes.
No Service Guarantee: The author/developer makes no guarantee that the TradingView indicators and services will be uninterrupted, timely, secure, accurate, or error-free. The market data may be delayed, inaccurate, or contain errors, and the developer is not liable for any issues that arise.
Calibration: The user is responsible for calibrating the indicator as different parameters can produce different results. The author/developer is not responsible for any outcomes resulting from the user's calibration.
Testimonials: Testimonials are subjective and not independently verified.
volume stopsLooks at increasing or decreasing volume over the last 3 bars as well as how the last three price bars have close. The idea is to use a color bar as confirmation of support/resistance at that level.
