Delta Profile SpaceManBTCDelta Profile SpaceManBTC
Delta Profile SpaceManBTC, provides 2 very useful functions to tradingview traders with increased statistic for their candles in which case they can use to add confluence to their trading style.
Profile Types:
There are 2 main modes as it stands:
Delta Profile: Comes with the ability to show where buyers and sellers are stepping in more aggressively at which points to show a representation of trapped traders easier and aggression in the market.
Volume Profile: Can be used to do the same but in a more pure volume form, as well as allows for an ease in detecting a momentum shift.
Statistic Types: works with all modes
Ask/Bid Ask bid gives you the pure representation of that data showing at which points buyers stepped in and seller stepped in, no additional calculation on top.
Delta Delta shows the difference between, ie delta, for the ask and bid so its easier to view the difference at loss of the exact values used.
Volume Volume, shows the pure volumetric values no explanation of who buyers and sellers are allowing for a clean view of what is happening in the market with no code functionality applied.
The statistics are not isolated to their desired profile type as this provides the ability to use the volume profile type and delta values and vice versa, allowing users to choose which UI representation they want but which data.
This allows users to get both parts of the picture at any one time!
Using the tick data provided i am able to accurately caclulate the information, however this means for historical data there is none until the script is run for a period of time without stopping.
The tool is a method of providing flow data to the tradingview community, it can allow for good confluences at key levels of interaction E.G., key swing points/S/R points is when its accuracy for trading shines and can give you a good understanding of whats
happening at that time in the market.
Highly recommend dialing the ticksize manually. this provides greater consistency, auto ticksize was made for entry level users to quickly get a feel of the indicator but manually tuning to get the data you require without too much noise is very useful.
TO DO:
Sessions: accounting for Asia,Europe and North America
Tick based candles. e.g number of ticks before a new candle is generated.
Recherche dans les scripts pour "volume profile"
Quantum Volume Point of Control (VPOC)Many forex traders are familiar with the concepts of volume price analysis as enshrined in Wyckoff’s three laws of effort and result, cause and effect and supply and demand. This is the linear relationship between volume and price. Now with the Volume Point of Control, this relationship is taken to the next level adding the concept of time and inspired by the ideas behind market profile.
The Quantum Volume Point of Control, or VPOC indicator blends ALL THREE of these important aspects of trading into a single powerful and visual indicator.
The Quantum VPOC indicator takes the analysis of volume and price to a higher level, which both complements and expands the VPA relationship. Whilst the Quantum tick volumes indicator considers the relationship between a single volume bar and its associated candle on the price time x-axis or groups of candles and volume bars, the Quantum VPOC indicator analyses the density and intensity of volume over time against price. In other words, the volume price relationship on the y axis. It does this in three distinct ways as follows:
First, the Quantum VPOC indicator constructs the Volume Profile from a set number of bars in history to the most current bar. The Volume Profile is then presented as a vertical histogram shown at the right edge of the chart – a stack of horizontal bars of varying lengths, but of equal height representing the amount of activity at each price level.
Second, the Quantum VPOC analyzes the Volume Profile to find the key price levels where activity is strong and rising, or weak and falling. In other words, the indicator looks for peaks (long bars) of the Volume Profile where price tends to be attracted as these are areas where price was previously accepted. These are called High Volume Nodes (HVN). The indicator also looks for troughs or valleys (short bars) of the Volume Profile where price tends to be repelled as these are areas where price was previously rejected. These are referred to as Low Volume Nodes (LVN). Both types of price level act as precise zones of support and resistance and as such are projected across the chart within the given period.
Third, the Quantum VPOC indicator looks for the Highest Volume Node or the highest peak in the Volume Profile and marks it as the Volume Point of Control – the price level which acts as the fulcrum from which price pivots. The indicator completes its calculations and updates as each new volume bar is delivered.
The result is a chart revealing the overarching influence of volume at price, coupled with time.
The Quantum VPOC indicator displays several key pieces of information on the chart as follows:
- Volume Profile – this appears as a histogram of volume on the vertical price axis on the right-hand side of the chart. The peaks and troughs are clearly displayed highlighting both High and Low Volume nodes.
- High volume node (HVN) – this is where we have a bulge in the volume profile generally because of an extended phase of price congestion. As a result, as the market approaches these regions on the chart price action is likely to become waterlogged with further congestion likely with the node acting as a strong area of support or resistance. As we have seen a strong acceptance of price at this level in the past, this is likely to be repeated with the market swinging in a range. Ultimately the market may reverse off these levels, with any move through then confirming the current sentiment.
- Low volume node (LVN) – this is where we see low volume in the volume profile. In these regions, the market has only paused temporarily – in other words a region where price has been rejected in the past. As such we are likely to see the market move quickly through these regions with little in the way of resistance or support acting to prevent a further advance of decline in price. The current sentiment is likely to continue and build quickly through these levels.
- Support and Resistance Zones – these are drawn at the High and Low Volume nodes to highlight the various HVN and LVN levels on the price axis.
- Volume Point of Control Line – this is drawn as a single line on the highest volume of the High Volume Node in the timeframe and clearly defines the tipping point of sentiment. This moves dynamically and represents the fulcrum of market sentiment where price has reached agreement, before moving on. If it is above the price action, then the current market sentiment is bearish. If it is below the current price action, then the current market sentiment is bullish. The VPOC Line reveals this balance simply, quickly, and clearly allowing you to judge market sentiment with accuracy and confidence.
As with all the Quantum Trading indicators, the VPOC indicator is dynamic, constantly changing and updating to reflect the relentless shift in sentiment as the market moves from bullish to bearish and back again. The indicator works in all timeframes and provides a powerful and much deeper understanding of support and resistance through the prism of volume and the associated High and Low Volume Nodes, with the Point of Control itself, acting as the fulcrum of the market.
Institutional Dominance/Trapped Trader Profile @MaxMaserati 3.0📊 Institutional Dominance & Trapped Trader Delta Profile
@MaxMaserati 3.0
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🎯 OVERVIEW
The IDT Auction Profile is a professional-grade volume order flow analysis tool that reveals where institutional traders hold Positional Advantage and where retail participants are Trapped. Unlike traditional Volume Profile indicators, the IDT Profile integrates Volume Point Delta (VPD) analysis with advanced pattern recognition to identify the exact price levels where profitable institutional positions create support/resistance, and where losing positions are forced to exit.
This indicator answers the critical questions: Who is in profit? Who is trapped? And where will they defend or exit their positions?
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✨ FEATURES
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⚡ Quick Presets - One-click configuration for:
• Scalper (1m-5m): 75 bars, 50 rows, ★3 confluence
• Day Trader (15m-1h): 150 bars, 60 rows, ★3 confluence
• Swing Trader (4h-D): 300 bars, 80 rows, ★4 confluence
🔔 Price Alerts - Get notified when price touches:
• VAH (Value Area High) - Resistance zone
• VAL (Value Area Low) - Support zone
• Adjustable sensitivity (0.05% - 1.0%)
📏 POC Line Extensions - Historical context lines extending left from key institutional levels
👻 Previous Session POCs - Dotted reference lines showing prior period levels (carry-over zones)
📊 Real-Time Statistics Panel:
• Total Volume
• Net Delta
• Buy/Sell Pressure %
🎨 Visual Enhancements:
• Column dividers for clarity
• Transparency controls
• Profile auto-hide when price moves away
• Cached color schemes for 30% performance boost
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🧠 CORE CONCEPT: DOMINANCE VS TRAPPED POSITIONING
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The indicator categorizes all market participants into two strategic positions based on their entry price relative to current market price:
📍 ABOVE CURRENT PRICE (Resistance Zones)
🔴 Aggressive Sellers in Profit - Sold higher, currently winning. Will defend positions or add to winners.
🟥 Trapped Buyers at Loss - Bought higher, currently losing. Must exit at breakeven, creating resistance.
📍 BELOW CURRENT PRICE (Support Zones)
🟢 Aggressive Buyers in Profit - Bought lower, currently winning. Will defend positions or add to winners.
🟩 Trapped Sellers at Loss - Sold lower, currently losing. Must cover at breakeven, creating support.
⚡ MAXIMUM CONFLUENCE ZONES
When Dominant (Profitable) and Trapped (Loss) positions align at the same level, you get the strongest support/resistance zones:
🟧 Orange Boxes (Above Price) = Aggressive Sellers + Trapped Buyers = STRONGEST RESISTANCE
🟨 Yellow Boxes (Below Price) = Aggressive Buyers + Trapped Sellers = STRONGEST SUPPORT
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📊 VOLUME ANALYSIS COLUMNS
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1️⃣ VPD Column (Volume Point Delta)
Net aggressive pressure at each price level (Buying Volume - Selling Volume)
- Bullish Delta (Green): Buyers dominated the auction at this level
- Bearish Delta (Red): Sellers dominated the auction at this level
- Smart Coloring: Automatically highlights institutional patterns
2️⃣ VPS Column (Volume Point of Sell - ASK Volume)
Aggressive buying volume that "lifted the offer" by hitting ask prices
- Represents participants who paid the ask price to enter long
- When price is below this level = These buyers are in profit
- When price is above this level = These sellers who got hit are in profit
- Shows institutional bid volume absorption
3️⃣ VPB Column (Volume Point of Buy - BID Volume)
Aggressive selling volume that "hit the bid" by taking bid prices
- Represents participants who sold at bid price to enter short
- When price is above this level = These sellers are in profit
- When price is below this level = These buyers who got hit are in profit
- Shows institutional ask volume absorption
4️⃣ SVP Column (Optional - Session Volume Profile)
Traditional combined volume profile without bid/ask separation
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🔍 ADVANCED INSTITUTIONAL PATTERNS DETECTION
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The indicator uses statistical analysis (standard deviation, moving averages, hit counting) to identify institutional footprints:
⚡ Failed Auctions - "BUYERS TRAPPED" or "SELLERS TRAPPED" labels
• High volume entered, but price immediately reversed
• Creates extreme concentrations of losing positions
• Trading Implication: High-probability reversal zones where trapped participants must exit
📈 Volume Spikes - Bright green/red bars in VPD column
• Volume exceeds average by 2+ standard deviations
• Represents aggressive institutional entry
• Trading Implication: Potential trend continuation or setup for failed auction
🛡️ Absorption Zones - Yellow/Orange colored bars
• Large passive orders absorbing aggressive volume without price movement
• Indicates accumulation (bullish) or distribution (bearish)
• Trading Implication: Institutional positioning before major moves
🧊 Iceberg Orders - Cyan colored bars with high hit counts
• Same price level shows repeated volume without clearing
• Reveals hidden institutional limit orders split into small pieces
• Trading Implication: Strong liquidity magnets, price often returns here
💜 Volume Exhaustion - Purple colored bars
• Sharp volume drop (50%+) after spike
• Momentum exhausted, participants depleted
• Trading Implication: Potential reversal or consolidation ahead
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🎨 SMART INSTITUTIONAL COLORING
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Colors bars based on detected patterns vs simple red/green:
🟨 Yellow = Bullish battles won (buyers + trapped sellers)
🟧 Orange = Bearish battles won (sellers + trapped buyers)
🔵 Cyan = Iceberg orders (hidden liquidity)
🟣 Purple = Large passive orders
🟢 Bright Green = Buying spikes (institutional aggression)
🔴 Bright Red = Selling spikes (institutional aggression)
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⭐ CONFLUENCE SCORING SYSTEM
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Each price level receives 1-5 stars based on:
★★ Volume spike presence (+2 stars)
★ Absorption pattern (+1 star)
★ Large passive orders (+1 star)
★ Proximity to Value Area (+1 star)
★★ Iceberg detection (+2 stars)
★★ Failed auction (+2 stars)
Minimum Signal Strength filter lets you show only levels with ★3+ confluence for highest-quality signals.
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🎯 VALUE AREA ANALYSIS
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VAH (Value Area High) - Blue Line
- Top of the 70% volume acceptance zone
- Price at VAH often rejects downward (resistance)
- Alert triggers when price approaches
VAL (Value Area Low) - Red Line
- Bottom of the 70% volume acceptance zone
- Price at VAL often bounces upward (support)
- Alert triggers when price approaches
Trading Applications:
- Price outside Value Area → Mean reversion opportunity
- Price breaks VA with volume → Trend continuation
- Price oscillates within VA → Range-bound, fade extremes
- Previous session VA lines show carryover levels
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📋 EXPECTED PRICE BEHAVIOR AT KEY LEVELS
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⚠️ IMPORTANT: These are observed behavioral patterns for educational purposes and backtesting research. Always validate with 250-500+ backtest trades before risking capital.
1️⃣ POC BOX ZONES (Highest Statistical Relevance)
🟨 Yellow Boxes (Below Current Price - SUPPORT)
Expected Behavior:
- Price approaching from above typically encounters buying pressure
- Both profitable institutional buyers and trapped short sellers create demand
- Common reaction: Price slows, consolidates, or bounces
- Failed bounces often lead to rapid breakdown (trapped buyers capitulate)
What Often Happens:
- Initial dip into zone → Weak bounce attempt
- Second test → Stronger bounce (trapped sellers covering + buyers defending)
- Break below → Quick acceleration as both groups exit
🟧 Orange Boxes (Above Current Price - RESISTANCE)
Expected Behavior:
- Price rallying into zone typically encounters selling pressure
- Both profitable institutional sellers and trapped long buyers create supply
- Common reaction: Price stalls, consolidates, or rejects
What Often Happens:
- Initial push into zone → Weak rejection
- Second test → Stronger rejection (trapped buyers exiting + sellers defending)
- Break above → Quick acceleration as resistance becomes support
2️⃣ FAILED AUCTION ZONES
"SELLERS TRAPPED" Labels (Below Price):
- High-volume selling that immediately reversed = maximum trapped shorts
- When price returns, trapped sellers face pressure to cover
- Typical pattern: Price approaches → Initial hesitation → Sharp bounce
"BUYERS TRAPPED" Labels (Above Price):
- High-volume buying that immediately failed = maximum trapped longs
- Price returning forces trapped buyers to exit at breakeven
- Typical pattern: Price approaches → Distribution → Rejection
3️⃣ VALUE AREA DYNAMICS
Price Outside Value Area (VAH/VAL):
- Price beyond 70% volume zone = statistical outlier
- Two outcomes: Mean reversion OR trend continuation
- Key differentiator: Presence of confluence zones
Mean Reversion Pattern (No Strong Confluence):
- Price extends 1-2% beyond VA → Typically reverts toward POC
- Weak volume on extension → Higher probability of reversal
Breakout Pattern (With ★4+ Confluence):
- Price breaks VA with institutional patterns → Often continues
- Strong volume + confluence = New value area forming
4️⃣ ICEBERG ORDER BEHAVIOR
Cyan Bars with High Hit Counts:
- Repeated volume at same level = Large hidden order absorbing
- Price typically "tests" iceberg multiple times before resolution
- Two outcomes: Absorption complete (break) OR rejection (bounce)
5️⃣ VOLUME SPIKE PATTERNS
Bright Green/Red Bars (Institutional Aggression):
- Extreme delta spikes indicate institutional entry
- Trend Continuation Spikes: Spike aligned with trend = Often continues
- Exhaustion Spikes: Spike against trend = Failed auction forming
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⚙️ CONFIGURATION GUIDE
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🎯 QUICK START
1. Select your trading style preset (Scalper/Day/Swing)
2. Enable VAH/VAL alerts in settings
3. Adjust alert sensitivity (0.1% recommended)
4. Add alert condition to TradingView alert system
📊 CORE SETTINGS
- Lookback Period: How many bars to analyze
- Scalping: 50-100 bars
- Day Trading: 100-200 bars
- Swing Trading: 200-500 bars
- Price Row Granularity: How finely to divide price
- 40-50 rows = Fast markets
- 60-80 rows = Balanced (RECOMMENDED)
- 100+ rows = Maximum precision
- Minimum Signal Strength: Filter weak signals
- ★3 = Balanced quality/quantity (RECOMMENDED)
- ★4-5 = Highest quality, fewer opportunities
🎨 VISUAL SETTINGS
- Color Theme: Classic/Institutional/Monochrome/Bold/Minimal/Custom
- Smart Coloring: ON (recommended) - Shows institutional patterns
- Transparency: Adjust profile opacity
- Column Dividers: Visual separators between columns
- POC Extensions: Show historical level significance
📈 ADVANCED FEATURES
- Auto-Hide Distance: Hide profile when price moves X% away
- Statistics Panel: Real-time metrics display
- Previous POCs: Show prior session levels
- Alert Sensitivity: How close price must be to trigger alerts
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💡 BEST PRACTICES
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✅ Start with defaults (200 lookback, 60 rows, ★3 confluence, Smart Coloring ON)
✅ Focus on POC boxes first - These are your highest-probability zones
✅ Combine with price action - Use the profile to explain WHY support/resistance exists
✅ Watch for alignment - Yellow/Orange boxes = strongest levels
✅ Respect failed auctions - "TRAPPED" labels are extreme reversal setups
✅ Use Value Area for context - Price outside VA = mean reversion opportunity
✅ Trust confluence scores - ★4-5 signals are institutional-grade setups
✅ Set up alerts for VAH/VAL touches - Don't miss key levels
✅ Check previous session POCs - Institutions defend same zones across sessions
✅ Monitor statistics panel - Understand market conviction in real-time
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🔧 TECHNICAL SPECIFICATIONS
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Calculation Method: Enhanced delta using OHLC and volume with wick ratio analysis
Update Frequency: Real-time on every bar close
Performance: Optimized with color caching and pre-calculated values (~30% faster)
Max Capacity: Supports up to 1500 bars lookback and 250 price rows
Compatibility: Works on all symbols and timeframes
Memory Usage: Efficient array management with proper initialization
Alert System: Built-in VAH/VAL touch detection with visual markers
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🎯 UNIQUE VALUE PROPOSITION
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Unlike standard Volume Profile indicators that only show where volume occurred, the IDT Auction Profile:
✅ Separates bid vs ask volume to reveal true order flow
✅ Identifies who is profitable vs who is trapped at each level
✅ Detects institutional patterns (icebergs, absorption, failed auctions)
✅ Calculates confluence scores combining multiple factors
✅ Provides clear POC boxes showing exact institutional positioning
✅ Maps positional advantage rather than just volume density
✅ Alerts you to key level touches in real-time
✅ Shows historical context with POC extensions
✅ Displays live statistics for market conviction
This transforms Volume Profile from a historical volume chart into a strategic positioning map showing institutional dominance and trapped participants.
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📖 HOW TO INTEGRATE WITH YOUR STRATEGY
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✅ PROPER USES:
- Entry refinement within your existing setups
- Intelligent stop placement beyond institutional levels
- Objective profit targets at next confluence zones
- Trade filtering (only take setups at ★4+ zones)
- Understanding market positioning before entry
- Alert-based monitoring of key support/resistance levels
❌ WHAT IT CANNOT DO:
- Predict direction with certainty
- Replace risk management
- Account for news/external events
- Guarantee profitability
- Work in all market conditions
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📚 DEVELOPMENT PATH (12-16 Weeks)
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Weeks 1-2: Observation Only
- Watch price behavior at key levels
- Document patterns without trading
- Set up alerts and observe responses
Weeks 3-8: Paper Trading
- Simulate trades, track all metrics
- Minimum 100 paper trades
- Test different confluence thresholds
Weeks 9-16: Small Size Testing
- Minimal capital, real market conditions
- Continue tracking, refine rules
- Adjust alert sensitivity based on results
After Proven Edge you could potentially include it in your set-up
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⚠️ CRITICAL DISCLAIMERS
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⚠️ Past volume ≠ Future price action
⚠️ Institutional positions change rapidly - these are static snapshots
⚠️ No indicator works 100% - risk management is mandatory
⚠️ Market conditions change - adapt your approach
⚠️ Backtest with YOUR style, YOUR timeframe, YOUR risk tolerance
⚠️ Alerts are notifications, not trade signals - you decide the action
The indicator reveals WHERE institutions are positioned and HOW they might behave. YOU decide IF, WHEN, and HOW to trade that information.
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📞 SUPPORT & UPDATES
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For questions, suggestions, or bug reports:
- Comment below the indicator
- Follow for updates and new features
- Check documentation for detailed examples
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Not financial advice. For educational and research purposes only.
Market Structure Volume Time Velocity ProfileThis is the Market Structure Volume Time Velocity Profile (MSVTVP). It combines event-based profiling with advanced metrics like Time and Velocity (Flow Rate). Instead of fixed time periods, profiles are anchored to critical market events (Swings, Structure Breaks, Delta Breaks), giving you a precise view of value development during specific market phases.
## The 3 Dimensions of the Market
Unlike standard tools that only show Volume, MSVTVP allows you
to switch between three critical metrics:
1. **VOLUME Profile (The "Where"):**
* Shows standard acceptance. High volume nodes (HVN)
are magnets for price.
2. **TIME Profile (The "How Long"):**
* Similar to TPO, it measures how long price spent at each
level.
* **High Time:** True acceptance and fair value.
* **Low Time:** Rejection or rapid movement.
3. **VELOCITY Profile (The "How Fast"):**
* Measures the **speed of trading** (Contracts per Second).
This reveals the hidden intent of market participants.
* **High Velocity (Fast Flow):** Aggression. Initiative
buyers/sellers are hitting market orders rapidly. Often
seen at breakouts or in liquidity vacu.
* **Low Velocity (Slow Flow):** Absorption. Massive passive
limit orders are slowing price down despite high volume.
Often seen at major reversals ("hitting a brick wall").
Key Features:
1. **Event-Based Profile Anchoring:** The indicator starts a new
profile based on one of three user-selected events
('Profile Anchor'):
- **Swing:** A new profile begins when the 'impulse baseline'
(derived from intra-bar delta) changes. This baseline
adjusts when a new **price pivot** is confirmed: When a
price **high** forms, the baseline moves to the **lower**
of its previous level or the peak delta (max of
delta O/C) at the pivot. When a price **low** forms, it
moves to the **higher** of its previous level or the
trough delta (min of delta O/C) at the pivot.
- **Structure:** A new profile begins immediately on the bar
that *confirms* a market structure break (e.g., a new HH
or LL, based on a sequence of price pivots).
- **Delta:** A new profile begins immediately on the bar
that *confirms* a break in the *cumulative delta's*
market structure (e.g., a new HH or LL in the delta).
Both 'Swing' and 'Delta' anchors are derived from the same
**continuous (non-resetting) Cumulative Volume Profile Delta (CVPD)**,
which is built from the intra-bar statistical analysis.
2. **Statistical Profile Engine:** For each bar in the anchored
period, the indicator builds a volume profile on a lower
'Intra-Bar Timeframe'. Instead of simple tick counting, it
uses advanced statistical models:
- **Allocation ('Allot model'):** 'PDF' (Probability Density
Function) distributes volume proportionally across the
bar's range based on an assumed statistical model
(e.g., T4-Skew). 'Classic' assigns all volume to
the close.
- **Buy/Sell Split ('Volume Estimator'):** 'Dynamic'
applies a model that analyzes candle wicks and
recent trend to estimate buy/sell pressure. 'Classic'
classifies all volume based on the candle color.
3. **Visualization & Lag:** The indicator plots the final
profile (as a polygon) and the developing statistical
lines (POC, VA, VWAP, StdDev).
- **Note on Lag:** All anchor events require `Pivot Right Bars`
for confirmation.
- In 'Structure' and 'Delta' mode, the developing lines
(POC, VA, etc.) are plotted using a **non-repainting**
method (showing the value from `pivRi` bars ago).
- In 'Swing' mode, the profile is plotted **retroactively**,
starting *from the bar where the pivot occurred*. The
developing lines are also plotted with this full
`pivRi` lag to align with the past data.
4. **Flexible Display Modes:** The finalized profile can be displayed
in three ways: 'Up/Down' (buy vs. sell), 'Total' (combined
volume), and 'Delta' (net difference).
5. **Dynamic Row Sizing:** Includes an option ('Rows per Percent')
to automatically adjust the number of profile rows (buckets)
based on the profile's price range.
6. **Integrated Alerts:** Includes 13 alerts that trigger for:
- A new profile reset ('Profile was resetted').
- Price crossing any of the 6 developing levels (POC,
VA High/Low, VWAP, StdDev High/Low).
- **Alert Lag Assumption:** In 'Swing' mode, alerts are
delayed to match the retroactively plotted lines.
In 'Structure' and 'Delta' modes, alerts fire in
**real-time** based on the *current price* crossing
the *current (repainting)* value of the metric, which
may **differ from the non-repainting plotted line.**
**Caution: Real-Time Data Behavior (Intra-Bar Repainting)**
This indicator uses high-resolution intra-bar data. As a result, the
values on the **current, unclosed bar** (the real-time bar) will
update dynamically as new intra-bar data arrives. This includes
the values used for real-time alerts in 'Structure' and
'Delta' modes.
---
**DISCLAIMER**
1. **For Informational/Educational Use Only:** This indicator is
provided for informational and educational purposes only. It does
not constitute financial, investment, or trading advice, nor is
it a recommendation to buy or sell any asset.
2. **Use at Your Own Risk:** All trading decisions you make based on
the information or signals generated by this indicator are made
solely at your own risk.
3. **No Guarantee of Performance:** Past performance is not an
indicator of future results. The author makes no guarantee
regarding the accuracy of the signals or future profitability.
4. **No Liability:** The author shall not be held liable for any
financial losses or damages incurred directly or indirectly from
the use of this indicator.
5. **Signals Are Not Recommendations:** The alerts and visual signals
(e.g., crossovers) generated by this tool are not direct
recommendations to buy or sell. They are technical observations
for your own analysis and consideration.
Pristine Value Areas & MGIThe Pristine Value Areas indicator enables users to perform comprehensive technical analysis through the lens of the market profile in a fraction of the time! 🏆
A Market Profile is a charting technique devised by J. Peter Steidlmayer, a trader at the Chicago Board of Trade (CBOT), in the 1980's. He created it to gain a deeper understanding of market behavior and to analyze the auction process in financial markets. A market profile is used to analyze an auction using price, volume, and time to create a distribution-based view of trading activity. It organizes market data into a bell-curve-like structure, which reveals areas of value, balance, and imbalance.
💠 How is a Value Area Calculated?
A value area is a distribution of 68%-70% of the trading volume over a specific time interval, which represents one standard deviation above and below the point of control, which is the most highly traded level over that period.
The key reference points are as follows:
Value area low (VAL) - The lower boundary of a value area
Value area high (VAH) - The upper boundary of a value area
Point of Control (POC) - The price level at which the highest amount of a trading period's volume occurred
If we take the probability distribution of trading activity and flip it 90 degrees, the result is our Pristine Value Area!
Market Profile is our preferred method of technical analysis at Pristine Capital because it provides an objective and repeatable assessment of whether an asset is being accumulated or distributed by institutional investors. Market Profile levels work remarkably well for identifying areas of interest, because so many institutional trading algorithms have been programmed to use these levels since the 1980's!
The benefits of using Market Profile include better trade location, improved risk management, and enhanced market context. It helps traders differentiate between trending and consolidating markets, identify high-probability trade setups, and adjust their strategies based on whether the market is in balance (consolidation) or imbalance (trending). Unlike traditional indicators that rely on past price movements, Market Profile provides real-time insights into trader behavior, giving an edge to those who can interpret its nuances effectively.
Virgin Point of Control (VPOC) - A point of control from a previous time period that has not yet been revisited in subsequent periods. VPOCs are great for identifying prior supply or demand zones.
Below is a great example of price reversing lower after taking out an upside VPOC
💠 Are all POCs Created Equal?
If POCs are used to gauge supply & demand zones at key levels, then a POC with higher volume should be viewed as more significant than a POC that traded lower volume, right? We created Golden POCs as a tool to identify high volume POCs on all timeframes.
Golden POC (GPOC) - A POC that traded the highest volume compared to prior POCs (proprietary to Pristine Capital)
We calculate value areas for the following time intervals based on the user selected timeframe:
5 Minute and 15 Minute Timeframes -> Daily Value Area
The daily value area paints the distribution of the PRIOR session's trading activity. The "d" in the label references for VAHd, POCd and VALd is a visual cue that value area shown is daily.
1 Hour Timeframe -> Weekly Value Area
The weekly value area paints the distribution of the PRIOR week's trading activity. The "w" in the label references for VAHw, POCw and VALw is a visual cue that value area shown is weekly.
1 Day Timeframe -> Monthly Value Area
The monthly value area paints the distribution of the PRIOR month's trading activity. The "m" in the label references for VAHm, POCm and VALm is a visual cue that value area shown is monthly.
1 Week Timeframe -> Yearly Value Area
The yearly value area paints the distribution of the PRIOR year's trading activity. The "y" in the label references for VAHy, POCy and VALy is a visual cue that value area shown is yearly.
💠 What is a developing value area?
The developing value area provides insight into the upcoming value area while it is still forming! It appears when 80% of the way through the current value area. As the end of a trading period approaches, it can make sense to start trading off the developing value area. When the time period flips, the developing value area becomes the active value area!
💠 Value Areas Trading Setups
Two popular market profile concepts are the bullish and bearish 80% rules. The concept is that there is an 80% probability that the market will traverse the entire relevant value area.
Bullish 80% Rule - If a security opens a period below the value area low , and subsequently closes above it, the bullish 80% rule triggers, turning the value area green. One can trade for a move to the top of the value area, using a close below the value area low as a potential stop!
In the below example, HOOD triggered the bullish 80% rule after it reclaimed the monthly value area!
HOOD proceeded to rally through the monthly value area and beyond in subsequent trading sessions. Finding the first stocks to trigger the bullish 80% rule after a market correction is key for spotting the next market leaders!
Bearish 80% Rule - If a security opens a period above the value area high , and subsequently closes below it, the bearish 80% rule triggers, turning the value area red. One can trade for a move to the bottom of the value area, using a close above the value area high as a potential stop!
ES proceeded to follow through and test the value area low before trending below the weekly value area
Value Area Breakouts - When a security is inside of value, the auction is in balance. When it breaks out from a value area, it could be entering a period of price discovery. One can trade these breaks out of value with tight risk control by setting a stop inside the value area! These breakouts can be traded on all chart timeframes depending on the timeframe of the individual trader. Combining multiple timeframes can result in even more effective trading setups.
RBLX broke out from the monthly value area on 4/22/25👇
RBLX proceeded to rally +62.78% in 39 trading sessions following the monthly VAH breakout!
💠 Market Generated Information to Improve Your Situational Awareness!
In addition to the value areas, we've also included stat tables with useful market generated information. The stats displayed vary based on the timeframe the user has up on their screen. This incentivizes traders to check the chart on multiple timeframes before taking a trade!
Metrics Grouped By Use Case
Performance
▪ YTD α - YTD Alpha (α) measures the risk-adjusted, excess return of a security over its user defined benchmark, on a year-to-date basis.
▪ MTD α - MTD Alpha (α) measures the risk-adjusted, excess return of a security over its user defined benchmark, on a month-to-date basis.
▪ WTD α - WTD Alpha (α) measures the risk-adjusted, excess return of a security over its user defined benchmark, on a week-to-date basis.
▪ YTD %Δ - Year-to-date percent change in price
▪ MTD %Δ - Month-to-date percent change in price
▪ WTD %Δ - Week-to-date percent change in price
Volatility
▪ ATR % - The Average True Range (ATR) expressed as a percentage of an asset's price.
▪ Beta - Measures the price volatility of a security compared to the S&P 500 over the prior 5 years (since inception if 5 years of data is not available)
Risk Analysis
▪ LODx - Low-of-day extension - ATR % multiple from the low of day (measures how extended a stock is from its low of day)
▪ MAx - Moving average extension - ATR % multiple from the user-defined moving average (measures how extended a security is from its moving average). Default moving average = 50D SMA
Why does MAx matter?
MAx measures the number of ATR % multiples a security is trading away from a key moving average. The default moving average length is 50 days.
MAx can be used to identify mean reversion trades . When a security trends strongly in one direction and moves significantly above or below its moving average, the price often tends to revert back toward the average.
Example, if the ATR % of the security is 5%, and the stock is trading 50% higher than the 50D SMA, the MAx would be 50%/5% = 10. A user might opt to take a countertrend trade when the MAx exceeds a predetermined level.
The MAx can also be useful when trading breakouts above or below the key moving average of your choosing. The lower the MAx, the tighter stop loss one can take if trading against that level.
Identifying an extreme price extension using MAx 👇
Price mean reverted immediately following the high MAx 👇
💠 Trend Analysis
The Trend Analysis section consists of short-term and long-term stage analysis data as well as the value area timeframe and price in relation to the value area.
Stage Analysis
▪ ST ⇅ - Short-term stage analysis indicator
▪ LT ⇅ - Long-term stage analysis indicator
Short-term and long-term stage analysis data is provided in the two rightmost columns of each table. The columns are labeled ST ⇅ and LT ⇅.
Why is Stage Analysis important? Popularized by Stan Weinstein, stage analysis is a trend following system that classifies assets into four stages based on price-trend analysis.
The problem? The interpretation of stage analysis is highly subjective. Based on the methodology provided in Stan Weinstein’s books, five different traders could look at the same chart, and come to different conclusions as to which stage the security is in!
We solved for this by creating our own methodology for classifying stocks into stages using moving averages. This indicator automates that analysis, and produces short-term and long-term trend signals based on user-defined key moving averages. You won’t find this in any textbook or course, because it’s completely unique to the Pristine trading methodology.
Our indicator calculates a short-term trend signal using two moving averages; a fast moving average, and a slow moving average. We default to the 10D EMA as the fast moving average & the 20D SMA as the slow moving average. A trend signal is generated based on where price is currently trading with respect to the fast moving average and the slow moving average. We use the signal to guide shorter-term swing trades.
In general, we want to take long trades in stocks with strengthening trends, and short trades in stocks with weakening trends. The user is free to change the moving averages based on their own short-term timeframe. Every trader is unique!
The same process is applied to calculate the long-term trend signal. We default to the 50D SMA as our fast moving average, and the 200D SMA as the slow moving average for the LT ⇅ signal calculation, but users can change these to fit their own unique trading style.
What is Stage 1?
Stage 1 identifies stocks that transitioned from downtrends, into bottoming bases.
Stage 1A - Bottom Signal: Marks the first day a security shows initial signs of recovery after a downtrend, with early indications of strength emerging.👇
Stage 1B - Bottoming Process: Identifies the ongoing phase where the security continues to stabilize and strengthen, confirming the base-building process after the initial signal.👇
Stage 1R - Failed Uptrend: Detects when a security that had entered an early uptrend loses momentum and slips back into a bottoming phase, signaling a failed breakout.👇
What is Stage 2?
Stage 2 identifies stocks that transitioned from bottoming bases to uptrends.
Stage 2A - Breakout: Marks the first day a security decisively breaks out, signaling the start of a new uptrend.👇
Stage 2B - Uptrend: Identifies when the security continues to trade in an established uptrend following the initial breakout, with momentum building but not yet showing full strength.👇
Stage 2C - Strong Uptrend: Detects when the uptrend strengthens further, with the security displaying clear signs of accelerating strength and buying pressure.👇
Stage 2R - Failed Breakdown: Detects when a security that had recently entered a corrective phase reverses course and reclaims its upward trajectory, moving back into an uptrend.👇
What is Stage 3?
Stage 3 identifies stocks that transitioned from uptrends to topping bases.
Stage 3A - Top Signal: Marks the first day a security shows initial signs of weakness after an uptrend, indicating the start of a potential topping phase.👇
Stage 3B - Topping Process: Identifies the period following the initial signal when the security continues to show signs of distribution and potential trend exhaustion.👇
Stage 3R - Failed Breakdown: Detects when a security that had entered a deeper corrective phase reverses upward, recovering enough strength to re-enter the topping phase.👇
What is Stage 4?
Stage 4 identifies stocks that transitioned from topping bases to downtrends.
Stage 4A - Breakdown: Marks the first day a security decisively breaks below key support levels, signaling the start of a new downward trend.👇
Stage 4B - Downtrend: Identifies when the security continues to trend lower following the initial breakdown, with sustained bearish momentum, though not yet fully entrenched.👇
Stage 4C - Strong Downtrend: Detects when the downtrend intensifies, with the security displaying clear signs of accelerating weakness and selling pressure.👇
Stage 4R - Failed Bottom: Detects when a security that had begun to show early signs of bottoming reverses course and resumes its decline, falling back into a downtrend.👇
Stage N/A - Recent IPO: Applies to stocks that recently IPO’ed and don’t have enough data to calculate all necessary moving averages.
Value Area
In Trend Analysis, the value area information is helpful to gauge price in relation to the value area.
▪ VA(y) - Categorizes the security based on the relation of price to the yearly value area
▪ VA(m) - Categorizes the security based on the relation of price to the monthly value area
▪ VA(w) - Categorizes the security based on the relation of price to the weekly value area
Value area states:
▪ ABOVE = Price above the value area high
▪ BELOW = Price below the value area low
▪ INSIDE = Price inside the value area
▪ Bull 80% = Bullish 80% rule in effect
▪ Bear 80% rule = Bearish 80% rule in effect
For example, in the chart above, VA(m) - ABOVE indicates a monthly value area and price is above the VAH.
💠 What Makes This Indicator Unique
There are many value area indicators, however...
Value Area
▪ Golden POC (GPOC) - This is a proprietary concept.
▪ Unique Label Customization
Pristine value areas often comprehensive and unique label customizations. Styles include options to display any combination of the following on your labels:
• Price levels associated with market profile levels
• % distance of market profile levels from security price
• ATR% extension of market profile levels from security price
Multi-Timeframe Analysis
Based on the chart timeframe, unique market generated information is shown to facilitate multi-timeframe analysis.
▪ Weekly Timeframe
On the weekly timeframe the focus is the bigger picture and the metrics reflect this perspective. Performance data includes YTD Alpha and YTD percent change in price. Volatility is measured using ATR % and the industry standard beta. Trend analysis for this higher timeframe include the 52-week range, which measures where a security is trading in relation to its 52wk high and 52wk low. Also included is the where price is in relation to yearly value area.
▪ Daily Timeframe
As one drills down to the daily timeframe, the performance metrics include MTD alpha and MTD percent change in price.
Risk analysis includes the low-of-day extension (LODx), which is the ATR % multiple from the low of the day, to measures how extended a stock is from its low of day. In addition, the moving average extension (MAx) is the ATR % multiple from the user-defined moving average, measures how extended a security is from its
moving average. The default moving average is the 50D SMA, however this can be customized in Settings.
Trend Analysis on the daily timeframe includes the Pristine Capital methodology for classifying stocks into stages using moving averages. Both short-term and long-term stage analysis data is included. Finally, price in relation to monthly value area is shown.
▪ Hourly Timeframe
An the hourly timeframe, performance metrics include WTD alpha and WTD percent change in price. Trend analysis includes the daily closing range (DCR) and price in relation to weekly value area.
💠 Settings and Preferences
💠 Acknowledgements
We'd like to thank @dgtrd, a TradingView Pine Wizard, for his insight on the finer details when working with volume profiles.
Money Flow Profile [Angel Algo]Money Flow Profile
Overview
This indicator is designed to analyze trading activity and identify key supply and demand zones using volume and money flow data. It is an advanced tool for traders who want to incorporate volume profile analysis into their trading strategy, enhancing their ability to spot potential reversal zones and understand market sentiment.
Features
1. Customizable Lookback Period
Description: Users can specify the number of bars to consider in the volume profile calculation, allowing for flexible analysis over different periods.
Functionality: This setting adjusts the depth of historical data analyzed, enabling traders to tailor the indicator to various trading styles and timeframes.
2. Row Size Configuration
Description: This input determines the number of rows (or price levels) displayed in the volume profile.
Functionality: By adjusting the row size, traders can get a more granular or more generalized view of trading activity at different price levels.
3. Data Source Selection
Options: Volume, Money Flow
Description: Traders can choose between using traditional volume data or money flow for the volume profile calculation.
Functionality: Money flow incorporates both price and volume to give a more comprehensive view of market buying and selling pressure, while volume focuses solely on trading activity.
Volume:
Money Flow:
4. Color Gradient for Volume Intensity
Description: The script allows setting maximum and minimum colors to create a gradient that visually represents the intensity of trading activity.
Functionality: This visual aid helps traders quickly identify areas of high and low trading activity, enhancing the interpretability of the volume profile.
Advanced Analysis: Supply and Demand Zones
1. Sentiment Analysis-Based Zoning
Description: The script analyzes the volume profile bars above and below the current close price to detect zones with significant buying or selling pressure.
Methodology:
Supply Zones: Identified by analyzing bars above the current close and finding the area with the highest selling pressure, indicated by volume delta.
Demand Zones: Identified by analyzing bars below the current close and finding the area with the highest buying pressure.
2. Volume Delta Calculation
Description: Volume delta, the difference between buy and sell volumes, is used to gauge the strength of buying or selling pressure at each price level.
Functionality: This calculation helps pinpoint the most significant supply and demand zones, providing traders with potential entry and exit points based on market sentiment.
Usage Scenario
This indicator is particularly useful for traders who focus on intraday trading, swing trading, or any strategy that benefits from understanding volume dynamics and sentiment at specific price levels. It allows traders to visually assess which levels are likely to act as resistance or support, based on historical trading activity and current market sentiment.
Conclusion
By integrating both traditional and innovative analytical methods, this Indicator offers a powerful tool for market analysis. Its flexibility and depth provide traders with valuable insights into market dynamics.
Pivot Point Profile [LuxAlgo]The Pivot Point Profile indicator groups and displays data accumulated from previous pivot points, providing a comprehensive method for prioritizing and displaying areas of interest directly given by swing highs and lows.
Users have access to common settings present in other profile-type indicators.
🔶 USAGE
The Pivot Point Profile is particularly helpful in identifying highly active reversal zones that have been visited multiple times by price. Because of this, we could generally expect these areas to serve as future points of interest, often acting as support or resistance when re-visited.
The profile displays data associated with both Pivot Highs and Pivot Lows. Each row consists of pivot high and pivot low counts side-by-side, forming the total width of the row.
By analyzing the row as a whole, we can gain a better understanding of WHERE to look for interactions.
By analyzing the pivot counts independently, we can gain a better understanding of WHAT to expect when returning to these areas.
For example:
If a row in the profile contains entirely Pivot Lows, this could be seen as an indication to look for buyers to hold that level for a continuation upwards. A break of this level could be interpreted as a lack of interest from previous buyers at this level, indicating a further move down.
🔹 Concentrated Areas
Each row in the profile displays the current count of high pivots and low pivots within the selected lookback. The largest count for each pivot direction is identified as a "Concentrated Area (CA)", these CAs are highlighted over the chart with a line displaying the average of all pivots within that CA. The CA Average is the average of all pivot points (in the majority direction) within the given row.
These can hold more importance as potential support/resistance areas.
Note: The CA Threshold can be manually adjusted to highlight all rows based on a user-selected value.
🔶 DETAILS
🔹 Calculation
The idea behind the Pivot Point Profile is a new analysis method for pivot points, taking the idea of a volume profile and adapting it to display pivot points instead of volume. By using this data, in theory, we should be able to better prioritize zones to anticipate reversals, as well as identify key levels to watch for buyer & seller interactions to use as confirmations in direction.
The (vertical) width of each row is the product of the script's "Row Size", this is the number of rows that the profile will consist of. With a max of 250, the profile can be decently granular. That being said, A more granular profile will have fewer overlapping pivot points. By decreasing the row size (Using fewer rows in the profile) you will increase the tolerance for grouping pivot points. Potentially leading to a more comprehensive Profile. Inversely, By reducing the tolerance for grouping, you will better visualize only similar highs and lows but may have noisier data to sift through.
The Profile is calculated based on a "Lookback" parameter, using only the lookback amount of previous high and low pivots to calculate the profile. Configuring this parameter alongside "Pivot Length", will allow for great control over the frame of reference of the profile.
Note: This indicator is capable of utilizing the full chart history of pivot points, this can be done by enabling the "Use Full Chart History" setting, this will cause the script will calculate from everything it has access to on your current chart.
🔹 Display
The Pivot Point Profile display can be customized to fit a various range of chart styles and visual needs. The specific settings to adjust these can be located in the "Profile Display" Section of the User Inputs.
Profile Width: Sets the Left to Right Width of the Profile. This is the maximum width that the profile will occupy and will scale to fit within this width.
Profile Offset: Sets the distance of the Profile's Axis from the current chart candle. This moves the entire profile left and right to enable to user to set the distance between the profile and the current candle.
Direction: Changes the display direction of the profile, allowing for "Left", "Right", or "Center" display styles.
🔶 SETTINGS
🔹 Pivot Point Parameters
Pivot Type: Choose between "Fractal Pivots" or "SMC Structure" to use as the basis for pivots.
Length: Sets the length for the pivot calculations.
🔹 Profile Calculations Parameters
Lookback: Sets the number of pivots to calculate within, in increments of high and low pairs. (Setting this to 1 = 1 Pivot High & 1 Pivot Low)
Use Full Chart History: Disregards the set lookback and instead uses all available chart data to calculate from.
Row Size: Sets the total number of rows to calculate the profile with.
🔹 Profile Display
Profile Width: Sets the max left & right width (in bars) that the profile will occupy.
Profile Offset: Sets the distance of the profile axis from the last chart bar.
Direction: Sets the display direction
🔹 Concentrated Areas
Highlight CAs: Extends the rows left from concentrated areas.
CA Threshold: Manually set the threshold for determining concentrated areas, when disabled, only the largest rows will be displayed.
CA Averages: Toggles the concentrated area averages for each pivot direction.
Note: CA Averages can be displayed independently without CA Highlights being displayed, and vice versa.
Price Volume Heatmap [MHA Finverse]Price Volume Heatmap - Advanced Volume Profile Analysis
Unlock the power of institutional-level volume analysis with the Price Volume Heatmap indicator. This sophisticated tool visualizes market structure through volume distribution across price levels, helping you identify key support/resistance zones, high-probability reversal areas, and optimal entry/exit points.
🎯 What Makes This Indicator Unique?
Unlike traditional volume indicators that only show volume over time, this heatmap displays volume distribution across price levels , revealing where the most significant trading activity occurred. The gradient coloring system instantly highlights high-volume nodes (areas of strong interest) and low-volume nodes (potential breakout zones).
📊 Core Features
1. Dynamic Volume Heatmap
- Visualizes volume concentration across 250 customizable price levels
- Gradient color scheme from high volume (white) to low volume (teal/green)
- Adjustable brightness multiplier for enhanced contrast and clarity
- Real-time updates as market conditions evolve
2. Point of Control (POC)
- Automatically identifies the price level with the highest traded volume
- Acts as a magnetic price level where markets often return
- Critical for identifying fair value areas and potential reversal zones
- Customizable line style, width, and color
3. Flexible Lookback Settings
- Lookback Bars: Set any value from 1-5000 bars to control analysis depth
- Visible Range Mode: Analyze only what's currently visible on your chart
- Timeframe-Specific Settings: Different lookback periods for 1m, 5m, 15m, 30m, 1h, Daily, and Weekly charts
- Adapts to your trading style - scalping to position trading
4. Session Separation Analysis
- Tokyo Session: 00:00-09:00 UTC
- London Session: 07:00-16:00 UTC
- New York Session: 13:00-22:00 UTC
- Sydney Session: 21:00-06:00 UTC
- Daily Reset: Analyze each trading day independently
Session separation allows you to understand volume distribution specific to each major trading session, revealing institutional order flow patterns and session-specific support/resistance levels.
5. Profile Width Options
- Dynamic: Profile width adjusts based on lookback period
- Fixed Bars: Set a specific bar count for consistent profile width
- Extend Forward: Project the profile into future bars for planning trades
6. Smart Alerts
- POC crossover/crossunder alerts
- New session start notifications
- Never miss critical price action at high-volume nodes
📈 How to Use This Indicator Professionally
Understanding Market Structure:
High Volume Nodes (HVN):
- Appear as bright/white areas in the heatmap
- Represent price levels where significant trading occurred
- Act as strong support/resistance zones
- Markets often consolidate or bounce from these levels
- Trading Strategy: Look for entries when price tests HVN areas with confluence from other indicators
Low Volume Nodes (LVN):
- Appear as darker/teal areas in the heatmap
- Represent price levels with minimal trading activity
- Price tends to move quickly through these areas
- Often form "gaps" in the volume profile
- Trading Strategy: Expect rapid price movement through LVN zones; avoid placing stop losses here
Point of Control (POC):
- The single most important price level in your analysis window
- Represents the fairest price where maximum volume traded
- Price gravitates toward POC like a magnet
- Trading Strategy:
* When price is above POC: bullish bias, POC acts as support
* When price is below POC: bearish bias, POC acts as resistance
* POC breaks often lead to significant trend changes
Session-Based Analysis:
Use session separation to understand how different market participants trade:
Asian Session (Tokyo/Sydney):
- Typically lower volatility and range-bound
- Volume profiles often show tight, balanced distribution
- Use for identifying overnight ranges and gap fill zones
London Session:
- Highest volume session for forex pairs
- Often shows strong directional bias
- Look for breakouts from Asian ranges during London open
New York Session:
- Maximum participation when overlapping with London
- Institutional order flow most visible
- POC during NY session often becomes key level for following sessions
🎯 Practical Trading Applications
1. Identifying Support & Resistance:
High volume nodes from the heatmap are far more reliable than traditional swing highs/lows. When price approaches an HVN, expect reaction - either a bounce or a significant breakout if breached.
2. Trend Confirmation:
- Healthy uptrend: POC rising over time, HVN forming at higher levels
- Healthy downtrend: POC falling over time, HVN forming at lower levels
- Consolidation: POC relatively flat, volume balanced across range
3. Breakout Trading:
When price breaks through a Low Volume Node with momentum, it often continues to the next High Volume Node. Use LVN areas as measured move targets.
4. Reversal Zones:
Multiple HVN stacking on top of each other creates a "volume shelf" - an extremely strong support/resistance zone where reversals are highly probable.
5. Risk Management:
- Place stops beyond HVN areas (not within LVN zones)
- Size positions based on distance to nearest HVN
- Use POC as trailing stop level in trending markets
⚙️ Recommended Settings
For Day Trading (Scalping/Intraday):
- Lookback: 200-500 bars
- Rows: 200-250
- Enable session separation for your primary trading session
- Profile Width: Dynamic or Fixed Bars (30-50)
For Swing Trading:
- Lookback: 500-1000 bars
- Rows: 250
- Session separation: Daily Reset
- Profile Width: Dynamic
For Position Trading:
- Lookback: 1000-3000 bars
- Rows: 250
- Use timeframe-specific settings
- Profile Width: Extend Forward (20-50 bars)
💡 Pro Tips
1. Combine this indicator with price action analysis - volume confirms what price is telling you
2. Watch for POC convergence with other technical levels (fibonacci, pivot points, moving averages)
3. Volume at extremes (tops/bottoms of heatmap) often indicates exhaustion
4. Session POC from previous sessions often acts as magnet for current session
5. Increase brightness multiplier (1.5-2.5) for clearer visualization on busy charts
6. Use "Number of Sessions to Display" to analyze consistency of volume levels across multiple sessions
🎨 Customization
Fully customizable visual appearance:
- Gradient colors for volume visualization
- POC line thickness, color, and style
- Session line colors and visibility
- All settings organized in intuitive groups
⚠️ Disclaimer
This indicator is a technical analysis tool and should not be used as the sole basis for trading decisions. Always combine volume analysis with proper risk management, fundamental analysis, and other technical indicators. Past performance does not guarantee future results.
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Support & Updates
Regular updates and improvements are made to enhance functionality. For questions, suggestions, or bug reports, please use the comments section below.
Happy Trading! 📊💹
Aggressive VS Passive Orders Depletion @MaxMaserati 3.0Aggressive VS Passive Orders Depletion Indicator
Overview
This institutional-grade order flow analysis tool identifies and tracks limit order accumulation zones where significant buy and sell orders are placed in the market. It combines Highest Volume Candle Profile analysis with Market Structure detection to reveal where institutional traders have positioned their orders, and monitors in real-time whether these orders are being absorbed (depleted) or defended.
Core Concept: Order Block Detection & Depletion
This tool tracks the actual limit orders at key price levels and shows you:
Where institutional orders are placed (Buy Order Blocks vs Sell Order Blocks)
How strong these order zones are (original volume strength as %)
Real-time order flow activity (aggressive buyers vs aggressive sellers)
Depletion status (are the orders being consumed or defended?)
How It Works: Dual-Engine System
Engine 1: Volume Profile Analysis - Point of Control (POC) Detection
Divides price range into 25 horizontal levels (configurable)
Analyzes the last 120 bars (configurable lookback)
Distributes volume across price levels based on where each bar traded
Identifies the Point of Control (POC) - the price level with highest traded volume
Determines market bias: Bullish if price above POC, Bearish if below
Purpose: Shows where the majority of volume has been traded, indicating institutional accumulation zones and fair value areas.
Engine 2: Market Structure Analysis (PHL - Pivot High/Low)
Uses fractal pivot detection (configurable strength)
Identifies swing highs and lows that create market structure
Tracks Break of Structure (BOS) - price breaks recent swing in trend direction
Tracks Market Structure Shift (MSS) - price breaks swing points against trend
Maintains a trailing price at the most recent significant swing point
Purpose: Identifies where smart money is likely defending key structural levels with limit orders.
Key Innovation #1: Dynamic Confluence Zone Detection
When the Volume Profile POC and Market Structure trail price align within a configurable sensitivity threshold (default 1.0%), the indicator creates an Order Block Zone.
The Algorithm:
Monitors both engines continuously
Creates zones ONLY when POC is within X% of the structural swing point
Both engines must agree on the significance of the price level
Optional volume confirmation filter
This dual-confirmation approach filters out weak levels and highlights only the highest-probability zones where institutional orders are likely clustered.
Zone Types:
🟢 Buy Order Blocks (Support) - Created when confluence occurs with price above the zone. Represents accumulated buy limit orders waiting to support price.
🔴 Sell Order Blocks (Resistance) - Created when confluence occurs with price below the zone. Represents accumulated sell limit orders waiting to resist price.
Key Innovation #2: Real-Time Aggressive VS Passive Order Flow Analysis
The indicator performs sophisticated order flow decomposition on each candle that interacts with a zone, separating market activity into distinct categories:
Order Flow Categories:
1. Aggressive Orders - Market orders that consume liquidity
Aggressive Buy Volume: Market buys hitting sell limits (taking offers)
Aggressive Sell Volume: Market sells hitting buy limits (hitting bids)
Marked with (AGG) label when detected
Indicates urgent traders willing to pay the spread
2. Passive Orders - Limit orders adding liquidity
Passive Buy Volume: New buy limits being placed (making bids)
Passive Sell Volume: New sell limits being placed (making offers)
Shows patient traders providing liquidity
3. New Order Flow - Fresh buying/selling pressure
New Buyers: Total new buying activity (aggressive + passive)
New Sellers: Total new selling activity (aggressive + passive)
Net pressure indicator for zone health
Key Innovation #3: Advanced Order Flow Decomposition Algorithm
The indicator uses a proprietary candle analysis formula to separate aggressive from passive orders based on two key metrics:
Key Metrics:
Body Strength = |Close - Open| / (High - Low)
Close Position = (Close - Low) / (High - Low)
Bullish Candle Analysis:
Strong Aggressive Buying (Close Position ≥ 0.8 AND Body Strength ≥ 0.7):
90% aggressive buying, 10% passive selling, 90% new buyers
Moderate Aggressive Buying (Close Position ≥ 0.6 AND Body Strength ≥ 0.5):
70% aggressive buying, 20% passive selling, 80% new buyers, 20% new sellers
Weak Bullish (Close Position ≥ 0.5):
0-30% aggressive buying, 20-30% passive selling, 60% new buyers, 40% new sellers
Very Weak Bullish (Close Position < 0.5):
0% aggressive buying, 40% passive selling, 40% new buyers, 60% new sellers
Bearish Candle Analysis:
Strong Aggressive Selling (Close Position ≤ 0.2 AND Body Strength ≥ 0.7):
90% aggressive selling, 10% passive buying, 90% new sellers
Moderate Aggressive Selling (Close Position ≤ 0.4 AND Body Strength ≥ 0.5):
70% aggressive selling, 20% passive buying, 80% new sellers, 20% new buyers
Weak Bearish (Close Position ≤ 0.5):
0-30% aggressive selling, 20-30% passive buying, 60% new sellers, 40% new buyers
Very Weak Bearish (Close Position > 0.5):
0% aggressive selling, 40% passive buying, 40% new sellers, 60% new buyers
What This Reveals:
High close position + strong body = Aggressive buying overwhelming sellers
Low close position + strong body = Aggressive selling overwhelming buyers
Mid-range close = Battle between buyers and sellers
Small body = Passive orders dominating (limit orders being placed, not filled)
Key Innovation #4: Dynamic Depletion System with Intelligent Thresholds
The indicator adapts depletion thresholds based on zone strength:
High Liquidity Zones (>300% volume strength):
Depletion at 40% consumption - Massive clusters considered broken early because partial depletion indicates institutional withdrawal
Medium Liquidity Zones (150-300% volume strength):
Depletion at 60% consumption - Standard institutional behavior, majority must be consumed
Normal Liquidity Zones (75-150% volume strength):
Depletion at 80% consumption - Retail and smaller institutional zones need near-complete absorption
Low Liquidity Zones (<75% volume strength):
Depletion at 100% consumption - Weak zones must be fully absorbed before marked depleted
Why This Matters:
Strong zones failing early = powerful reversal signal (institutions gave up)
Weak zones holding = hidden strength (more orders being added)
Adaptive logic prevents false signals from fixed thresholds
Depletion Formula:
For Buy Order Zones:
Zone Liquidity % = (Original Buy Volume / Average Volume) × 100
Consumed % = (Sell Volume Absorbed / Average Volume) × 100
If Consumed Volume > Dynamic Threshold → Zone DEPLETED
For Sell Order Zones:
Zone Liquidity % = (Original Sell Volume / Average Volume) × 100
Consumed % = (Buy Volume Absorbed / Average Volume) × 100
If Consumed Volume > Dynamic Threshold → Zone DEPLETED
Key Innovation #5: Absorption Detection & Battle Analysis
The indicator identifies when one side is overwhelming the other using a configurable Absorption Threshold (default 1.5x = 50% more volume).
Battle States for Buy Order Blocks:
New Buyers Dominating (New Buyers > New Sellers × 1.5):
Label: ↑ New Buyers: +X% - Buy orders successfully defended
Sellers Attacking (New Sellers > New Buyers × 1.5):
Label: ↓ Sellers Attack: +X% (AGG) - Sell orders overwhelming the zone
Active Battle (Both active, <1.5x ratio):
Label: Battle: B+X% vs S+Y% - Active two-way order flow
Quiet Zone (Minimal activity):
Label: ↔ Quiet: X% - Zone untested or ignored
Battle States for Sell Order Blocks:
New Sellers Dominating (New Sellers > New Buyers × 1.5):
Label: ↓ New Sellers: +X% - Sell orders successfully defended
Buyers Absorbing (New Buyers > New Sellers × 1.5):
Label: ↑ Buyers Absorb: +X% (AGG) - Buy orders overwhelming the zone
Active Battle (Both active, <1.5x ratio):
Label: Battle: S+X% vs B+Y% - Active two-way order flow
Quiet Zone (Minimal activity):
Label: ↔ Quiet: X% - Zone untested or ignored
The (AGG) Marker:
Appears when aggressive market orders are detected (high body strength + extreme close position). Indicates institutional-sized urgency—someone is willing to pay market price NOW. Often precedes breakouts or strong continuations.
Label System Explained
No Label = Untested Zone
When a zone is first created, you see ONLY the colored box with NO label. This means:
Price has NOT yet reached this order block
The limit orders are still pending/resting
The zone is a future area of interest
Labels only appear after first price contact
Label Format (After First Touch):
Line 1: ● XX% Order Type
Line 2: Flow Analysis
Example Labels:
Buy Order Blocks:
● 150% Buy Orders + ↑ New Buyers: +85%
● 150% Buy Orders + ↑ New Buyers: +120% (AGG)
● 150% Buy Orders + Battle: B+45% vs S+38%
● 150% Buy Orders + ↓ Sellers Attack: +95% (AGG)
● 150% Buy Orders + ↓ Sellers Attack: +95% (AGG)
● 150% Buy Orders
Sell Order Blocks:
● 200% Sell Orders + ↓ New Sellers: +110%
● 200% Sell Orders + ↓ New Sellers: +140% (AGG)
● 200% Sell Orders + Battle: S+62% vs B+41%
● 200% Sell Orders + ↑ Buyers Absorb: +88% (AGG)
● 200% Sell Orders + ↑ Buyers Absorb: +88% (AGG)
● 200% Sell Orders
Status Indicators:
- Price penetrated through the zone
- Orders fully consumed, zone exhausted
Gray color - Zone no longer active
Directional Arrows:
↑ - Upward pressure (buyers stronger)
↓ - Downward pressure (sellers stronger)
↔ - Balanced/quiet (low activity)
↗ / ↘ - Mixed battle with bias
Point of Control (POC) Sub-Level Analysis
Each order block contains advanced volume distribution tracking:
Multi-Level Analysis (default 5 levels): Zones subdivided into horizontal price levels
Volume Distribution: Every candle's volume distributed across sub-levels based on price overlap
Buy/Sell Separation: Each level tracks buy vs sell volume independently
Dynamic POC Line: Marks the price level with highest traded volume within the zone
Real-Time Updates: POC adjusts as new volume enters, showing where "fairest price" is migrating
Style Options: Solid, Dashed, or Dotted lines (configurable width 1-5)
POC Trading Significance:
Represents the most accepted price within the order block
Often the best entry price for limit orders (highest liquidity)
POC migration shows whether zone is being "worked higher" or "worked lower"
Breaking through POC often signals zone failure
Key Settings
Volume Profile:
Lookback Period: 120 bars (historical period for POC)
Price Rows: 25 levels (granularity of volume distribution)
Volume Confirmation: Require structure breaks to align with volume bias
Market Structure:
Pivot Strength: 1 (swing detection sensitivity)
Show Trail: Optional trailing price visualization
Confluence Detection:
Sensitivity: 1.0% (distance threshold for POC/Structure alignment)
Lower = Stricter confluence, fewer zones
Higher = More zones detected
Order Flow Analysis:
Show Real-Time Order Flow: Live buyer/seller activity
Show Aggressive Markers: (AGG) labels for market orders
Show Directional Arrows: Price direction indicators (↑↓↔↗↘)
Absorption Threshold: 1.5x (when one side overwhelms the other)
1.5 = 50% more volume needed
2.0 = 100% more (stricter)
1.2 = 20% more (more sensitive)
Visual Options:
Hide Depleted Zones: Auto-remove exhausted blocks
Smart Bar Coloring: Color candles based on signal alignment
Zone Colors: Customize buy/sell colors
Label Text Size: Tiny, Small, Normal, Large
POC Settings:
Show POC Lines: Toggle Point of Control display
POC Analysis Levels: 3-10 levels
Line Width: 1-5 pixels
Line Style: Solid, Dashed, or Dotted
Trading Applications
1. Institutional Order Detection - Identify where large players positioned limit orders using Volume Profile POC + Market Structure confluence
2. Support/Resistance Validation - Dual confirmation filters weak levels, highlights high-probability reversal areas
3. Order Flow Imbalance Trading - Trade in direction of aggressive flow using (AGG) markers, fade zones showing absorption
4. Breakout/Breakdown Confirmation - and statuses validate moves through key levels
5. Liquidity Hunting - Track stop-loss clusters, anticipate stop runs based on depletion patterns
6. Entry Refinement - Use POC lines for precise limit placement at "fairest price" within zones
Combined Signal System
HVN Volume Profile × Market Structure Signals:
STRONG BUY: Both engines bullish + structure break up + volume confirmation
BUY: Bullish bias with partial confirmation
WEAK BUY: Early bullish signals
STRONG SELL: Both engines bearish + structure break down + volume confirmation
SELL: Bearish bias with partial confirmation
WEAK SELL: Early bearish signals
Alert Conditions:
Strong Buy/Sell signals (with volume confirmation)
Confluence zone activation (new order block created)
Order block depletion (zone exhausted)
What Makes This Indicator Unique
Industry-Standard Foundation:
Volume Profile POC detection + Market Structure analysis (swing pivots, BOS/MSS) + Point of Control tracking
Unique Innovations:
Dynamic Confluence Algorithm + Aggressive vs Passive Order Flow Decomposition + Adaptive Depletion Thresholds + Real-Time Absorption Detection + Battle Analysis with (AGG) markers + Complete Unified Methodology
Technical Excellence:
Resource-optimized (max 50 zones), comprehensive safety checks, multi-tier labeling, flexible customization
Best Practices
Wait for first touch - No label = untested zone
Watch (AGG) markers - Institutional urgency signal
Trust adaptive depletion - Strong zones failing early = major reversal
Use POC for entries - Best price within zone
Combine higher timeframes - Daily/4H zones strongest
Respect zones - Failed support becomes resistance
Follow battle labels - Contested areas show stop clusters
Adjust sensitivity - Tight ranges = lower %, trending = higher %
Performance Notes
Maximum Active Zones: 50 (automatic cleanup)
Maximum Lines: 400 (POC managed dynamically)
Lookback Cap: 1000 bars for optimization
Updates: All calculations on bar close for confirmed signals
Institutional Dominance & Trapped Trader @MaxMaserati 3.0 Institutional Dominance & Trapped Trader Delta Profile @MaxMaserati 3.0
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Overview
The IDT Auction Profile is a professional-grade volume order flow analysis tool that reveals where institutional traders hold Positional Advantage and where retail participants are Trapped. Unlike traditional Volume Profile indicators, the IDT Profile integrates Volume Point Delta (VPD) analysis with advanced pattern recognition to identify the exact price levels where profitable institutional positions create support/resistance, and where losing positions are forced to exit.
This indicator answers the critical questions: Who is in profit? Who is trapped? And where will they defend or exit their positions?
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Core Concept: Dominance vs Trapped Positioning
════════════════════════════════════════════════════════════TThe indicator categorizes all market participants into two strategic positions based on their entry price relative to current market price:
Above Current Price (Resistance Zones)
🔴 Aggressive Sellers in Profit - Sold higher, currently winning. Will defend positions or add to winners.
🟥 Trapped Buyers at Loss - Bought higher, currently losing. Must exit at breakeven, creating resistance.
Below Current Price (Support Zones)
🟢 Aggressive Buyers in Profit - Bought lower, currently winning. Will defend positions or add to winners.
🟩 Trapped Sellers at Loss - Sold lower, currently losing. Must cover at breakeven, creating support.
Maximum Confluence Zones
When Dominant (Profitable) and Trapped (Loss) positions align at the same level, you get the strongest support/resistance zones. These appear as:
🟧 Orange Boxes (Above Price) = Aggressive Sellers + Trapped Buyers = STRONGEST RESISTANCE
🟨 Yellow Boxes (Below Price) = Aggressive Buyers + Trapped Sellers = STRONGEST SUPPORT
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VOLUME ANALYSIS
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1. VPD Column (Volume Point Delta)
Net aggressive pressure at each price level (Buying Volume - Selling Volume).
Bullish Delta (Green): Buyers dominated the auction at this level
Bearish Delta (Red): Sellers dominated the auction at this level
Smart Coloring: Automatically highlights institutional patterns (icebergs, absorption, spikes, failed auctions)
2. VPS Column (Volume Point of Sell - ASK Volume)
Aggressive buying volume that "lifted the offer" by hitting ask prices.
Represents participants who paid the ask price to enter long
When price is below this level = These buyers are in profit
When price is above this level = These sellers who got hit are in profit
3. VPB Column (Volume Point of Buy - BID Volume)
Aggressive selling volume that "hit the bid" by taking bid prices.
Represents participants who sold at bid price to enter short
When price is above this level = These sellers are in profit
When price is below this level = These buyers who got hit are in profit
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🧠 ADVANCED INSTITUTIONAL PATTERNS DETECTION
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The indicator uses statistical analysis (standard deviation, moving averages, hit counting) to identify institutional footprints:
Failed Auctions ⚡
"BUYERS TRAPPED" or "SELLERS TRAPPED" labels
High volume entered, but price immediately reversed
Creates extreme concentrations of losing positions
Trading Implication: High-probability reversal zones where trapped participants must exit
Volume Spikes 📈📉
Bright green/red bars in VPD column
Volume exceeds average by 2+ standard deviations
Represents aggressive institutional entry
Trading Implication: Potential trend continuation or setup for failed auction
Absorption Zones 🛡️
Yellow/Orange colored bars
Large passive orders absorbing aggressive volume without price movement
Indicates accumulation (bullish) or distribution (bearish)
Trading Implication: Institutional positioning before major moves
Iceberg Orders 🧊
Cyan colored bars with high hit counts
Same price level shows repeated volume without clearing
Reveals hidden institutional limit orders split into small pieces
Trading Implication: Strong liquidity magnets, price often returns here
Volume Exhaustion 💜
Purple colored bars
Sharp volume drop (50%+) after spike
Momentum exhausted, participants depleted
Trading Implication: Potential reversal or consolidation ahead
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Colors bars based on detected patterns vs simple red/green
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Yellow = Bullish battles won
Orange = Bearish battles won
Cyan = Iceberg orders
Purple = Large passive orders
Bright Green = Buying spikes
Bright Red = Selling spikes
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Confluence Scoring ⭐
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Each price level receives 1-5 stars based on:
Volume spike presence (+2 stars)
Absorption pattern (+1 star)
Large passive orders (+1 star)
Proximity to Value Area (+1 star)
Iceberg detection (+2 stars)
Failed auction (+2 stars)
Minimum Signal Strength filter lets you show only levels with ★3+ confluence for highest-quality signals.
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📍 Value Area Analysis
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VAH (Value Area High) - Blue Line
Top of the 70% volume acceptance zone. Price at VAH often rejects downward.
VAL (Value Area Low) - Red Line
Bottom of the 70% volume acceptance zone. Price at VAL often bounces upward.
Trading Applications:
Price outside Value Area → Mean reversion opportunity
Price breaks VA with volume → Trend continuation
Price oscillates within VA → Range-bound, fade extremes
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EXPECTED PORICE BEHAVIOR AT KEY LEVELS
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⚠️ IMPORTANT: These are observed behavioral patterns for educational purposes and backtesting research. Always validate with 250-500+ backtest trades before risking capital. Use this indicator to enhance your existing strategy, not as a standalone system.
1. POC Box Zones (Highest Statistical Relevance)
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🟨 Yellow Boxes (Below Current Price)
Expected Behavior:
Price approaching from above typically encounters buying pressure
Both profitable institutional buyers and trapped short sellers create demand
Common reaction: Price slows, consolidates, or bounces
Failed bounces often lead to rapid breakdown (trapped buyers capitulate)
What Often Happens:
Initial dip into zone → Weak bounce attempt
Second test → Stronger bounce (trapped sellers covering + buyers defending)
Break below → Quick acceleration as both groups exit
Backtesting Focus:
Measure bounce success rate at ★3+ vs ★4-5 zones
Track how often price returns after initial rejection
Compare behavior during trending vs ranging markets
🟧 Orange Boxes (Above Current Price)
Expected Behavior:
Price rallying into zone typically encounters selling pressure
Both profitable institutional sellers and trapped long buyers create supply
Common reaction: Price stalls, consolidates, or rejects
What Often Happens:
Initial push into zone → Weak rejection
Second test → Stronger rejection (trapped buyers exiting + sellers defending)
Break above → Quick acceleration as resistance becomes support
Backtesting Focus:
Measure rejection success rate by confluence score
Track false breakouts vs genuine breakouts
Identify market conditions that favor breakouts vs reversals
2. Failed Auction Zones
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"SELLERS TRAPPED" Labels (Below Price)
Expected Behavior:
High-volume selling that immediately reversed = maximum trapped short positions
When price returns to this level, trapped sellers face pressure to cover
Typical pattern: Price approaches → Initial hesitation → Sharp bounce
Common Price Action:
First retest: Quick spike through level then immediate recovery
Subsequent retests: Stronger bounces as fewer trapped sellers remain
Level becomes support after trapped positions cleared
Backtesting Focus:
Success rate of bounces on first vs second retest
Time decay: Does signal strength diminish after X bars?
Volume characteristics during successful bounces
"BUYERS TRAPPED" Labels (Above Price)
Expected Behavior:
High-volume buying that immediately failed = maximum trapped long positions
Price returning forces trapped buyers to exit at breakeven
Typical pattern: Price approaches → Distribution → Rejection
Common Price Action:
First retest: Shallow penetration then swift rejection
Multiple retests: Weaker rallies as trapped positions cleared
Level becomes resistance until breakout occurs
Backtesting Focus:
How many retests before level breaks?
Volume profile changes on each successive test
Correlation with broader market direction
3. Value Area Dynamics
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Price Outside Value Area (VAH/VAL)
Expected Behavior:
Price beyond 70% volume zone = statistical outlier
Two outcomes: Mean reversion OR trend continuation
Key differentiator: Presence of confluence zones
Mean Reversion Pattern (No Strong Confluence):
Price extends 1-2% beyond VA → Typically reverts toward POC
Weak volume on extension → Higher probability of reversal
Price oscillates back into value area over several bars
Breakout Pattern (With ★4+ Confluence):
Price breaks VA with institutional patterns → Often continues
Strong volume + confluence = New value area forming
Old VA becomes reference point for pullbacks
Backtesting Focus:
Success rate of fades based on distance from VA
Confluence requirements for successful breakouts
Time of day / session impact on VA behavior
4. Iceberg Order Behavior
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Cyan Bars with High Hit Counts
Expected Behavior:
Repeated volume at same level = Large hidden order absorbing
Price typically "tests" iceberg multiple times before resolution
Two outcomes: Absorption complete (break) OR rejection (bounce)
Absorption Phase:
Price approaches → Slows near iceberg → Minimal movement
Volume increases but price range contracts
Acts as temporary support/resistance
Resolution Phase:
Iceberg filled → Sudden acceleration through level
Iceberg defended → Sharp rejection away from level
Post-resolution: Level often becomes support/resistance flip
Backtesting Focus:
Average number of tests before resolution
Volume characteristics when iceberg breaks vs holds
Timeframe impact on iceberg effectiveness
5. Volume Spike Patterns
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Bright Green/Red Bars (Institutional Aggression)
Expected Behavior:
Extreme delta spikes indicate institutional entry
Two scenarios: Continuation (spike in trend direction) OR Exhaustion (spike against trend)
Trend Continuation Spikes:
Spike + ★4+ confluence + aligned with trend = Often continues
Price may consolidate briefly then resume direction
These levels become support/resistance on pullbacks
Exhaustion Spikes:
Spike against trend + followed by reversal = Failed auction forming
High probability of "TRAPPED" label appearing
Often marks short-term extremes
Backtesting Focus:
Distinguish continuation vs exhaustion spikes
Success rate based on trend alignment
Time holding before reversal occurs
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💡 Best Practices
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Start with defaults (200 lookback, 60 rows, ★3 confluence, Classic colors, Smart Coloring ON)
Focus on POC boxes first - These are your highest-probability zones
Combine with price action - Use the profile to explain WHY support/resistance exists
Watch for alignment - Yellow/Orange boxes (both participant types) = strongest levels
Respect failed auctions - "TRAPPED" labels are extreme reversal setups
Use Value Area for context - Price outside VA = opportunity for mean reversion
Trust confluence scores - ★4-5 signals are institutional-grade setups
Adjust timeframe settings - Lower lookback for scalping, higher for position trading
🔧 Technical Notes
Calculation: Enhanced delta using OHLC and volume with wick ratio analysis
Updates: Real-time on every bar close
Performance: Optimized for up to 500 bars lookback and 250 price rows
Compatibility: Works on all symbols and timeframes
Indicator Unique Value
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Unlike standard Volume Profile indicators that only show where volume occurred,
the IDT Auction Profile:
✅ Separates bid vs ask volume to reveal true order flow
✅ Identifies who is profitable vs who is trapped at each level
✅ Detects institutional patterns (icebergs, absorption, failed auctions)
✅ Calculates confluence scores combining multiple factors
✅ Provides clear POC boxes showing exact institutional positioning
✅ Maps positional advantage rather than just volume density
This transforms Volume Profile from a historical volume chart into a strategic positioning map showing institutional dominance and trapped participants.
How to Integrate with Your Strategy
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✅ Proper Uses:
Entry refinement within your existing setups
Intelligent stop placement beyond institutional levels
Objective profit targets at next confluence zones
Trade filtering (only take setups at ★4+ zones)
Understanding market positioning before entry
❌ What It Cannot Do:
Predict direction with certainty
Replace risk management
Account for news/external events
Guarantee profitability
Work in all market conditions
Development Path (12-16 Weeks)
Weeks 1-2: Observation Only
Watch price behavior at key levels
Document patterns without trading
Weeks 3-8: Paper Trading
Simulate trades, track all metrics
Minimum 100 paper trades
Weeks 9-16: Small Size Testing
Minimal capital, real market conditions
Continue tracking, refine rules
After Proven Edge: Scale Position Sizing
Critical Disclaimers
⚠️ Past volume ≠ Future price action
⚠️ Institutional positions change rapidly - these are static snapshots
⚠️ No indicator works 100% - risk management is mandatory
⚠️ Market conditions change - adapt your approach
⚠️ Backtest with YOUR style, YOUR timeframe, YOUR risk tolerance
The indicator reveals WHERE institutions are positioned and HOW they might behave. YOU decide IF, WHEN, and HOW to trade that information.
Not financial advice. For educational and research purposes only.
HTF Candle Profile [ChartPrime]⯁ OVERVIEW
The HTF Candle Profile visualizes higher-timeframe candle structure and its internal volume distribution directly on lower-timeframe charts. It automatically detects changes in higher-timeframe periods (daily, weekly, or monthly) and constructs a complete volume profile for each, allowing traders to see how volume is distributed across the range of that higher-timeframe candle. This helps identify whether momentum is supported by real volume strength or trapped price movement.
⯁ LOGIC
When a new higher-timeframe candle begins, the indicator starts collecting data for its open, high, low, close, and volume range.
Once sufficient bars have passed (defined by the Min Period Profile input), it calculates a full profile using adaptive bin sizing derived from the range (High–Low) and ATR for scaling precision.
The resulting bins represent the volume concentration at each price level of that higher-timeframe candle.
A Point of Control (PoC) is highlighted — the level where the most volume occurred.
The indicator then draws the higher-timeframe candle body and wicks at the chart’s right side, giving visual context of bullish or bearish sentiment.
⯁ FEATURES
Automatic HTF Detection: Identifies new Daily, Weekly, or Monthly periods and updates profiles in real time.
Dynamic Bin Calculation: Automatically adjusts bin size based on ATR and candle height for accurate volume granularity.
Volume Profile Rendering: Displays colored volume bars extending from the candle, showing where trading activity was concentrated.
Higher-Timeframe Candle Representation: Plots the full HTF candle (open, close, high, low) on the right side of the chart for visual clarity.
PoC Level & Labels: Marks the point of maximum volume within the candle profile with a line and volume label.
Configurable Levels: Toggle display of Open, Close, High, Low, and PoC for each higher-timeframe segment.
Color-coded Sentiment: Candle and profile colors reflect bullish or bearish momentum.
⯁ CONCLUSION
The HTF Candle Profile bridges lower- and higher-timeframe analysis by embedding high-resolution volume data within each major candle. It enables traders to see where liquidity and trading activity cluster inside higher-timeframe structures — revealing whether trends are volume-backed or hollow. Perfect for combining structural insight with volume confluence when analyzing market sentiment transitions across timeframes.
Volume Range Map [BigBeluga]This volume-based tool identifies the highest and lowest price extremes within a lookback period and constructs two dynamic range zones. Each zone is filled with horizontal volume profiles that visualize the distribution of traded volume across price bins, helping traders pinpoint key areas of accumulation and distribution.
🔵Key Features:
Dynamic High/Low Zones:
➣ Automatically detects the highest and lowest price levels within a custom lookback window.
➣ Draws two shaded zones: one near the high and one near the low, representing potential supply and demand areas.
Volume Profiles per Zone:
➣ Each zone is filled with a volume profile histogram divided into bins.
➣ The length of each horizontal bar represents the relative volume traded at that price level.
➣ Bins collectively account for 100% of the zone’s volume.
POC Highlighting:
➣ The price bin with the highest volume is marked as the Point of Control (POC), along with a label showing its share of total volume in percentage.
➣ A dashed line is drawn at the middle level of the zone.
Customizable Display:
➣ Traders can adjust the number of bins, zone width, and toggle midline visibility to match their strategy needs.
➣ Colors of upper and lower volume zones are fully customizable.
🔵Usage:
Supply/Demand Analysis: Use upper/lower volume zones to find key reversal or continuation areas where market participants were most active.
Volume Confirmation: Confirm breakout or rejection trades by watching how price reacts to high-volume areas inside each zone.
POC Strategy: Treat POC levels as magnet zones — price tends to revisit them due to high liquidity.
Trade Planning: Use volume-weighted levels instead of raw price action to plan entries, stop-losses, and targets.
Volume Range Map offers a clean and powerful way to analyze volume distribution at price extremes. By combining precise volume histograms, POC highlights, and adaptive zone drawing, it brings market structure into sharper focus for range and breakout traders alike.
Depth of Market (DOM) [LuxAlgo]The Depth Of Market (DOM) tool allows traders to look under the hood of any market, taking price and volume analysis to the next level. The following features are included: DOM, Time & Sales, Volume Profile, Depth of Market, Imbalances, Buying Pressure, and up to 24 key intraday levels (it really packs a punch).
As a disclaimer, this tool does not use tick data, it is a DOM reconstruction from the provided real-time time series data (price and volume). So the volume you see is from filled orders only, this tool does not show unfilled limit orders.
Traders can enable or disable any of the features at will to avoid being overwhelmed with too much information and to make the tool perform faster.
The features that have the biggest impact on performance are Historical Data Collection, Key Levels (POC & VWAP), Time & Sales, Profile, and Imbalances. Disable these features to improve the indicator computational performance.
🔶 DOM
This is the simplest form of the tool, a simple DOM or ladder that displays the following columns:
PRICE: Price level
BID: Total number of market sell orders filled or limit buy orders filled.
SELL: Sell market orders
BUY: Buy market orders
ASK: Total number of market buy orders filled or limit sell orders filled.
The DOM only collects historical data from the last 24 hours and real-time data.
Traders can select a reset period for the DOM with two options:
DAILY: Resets at the beginning of each trading day
SESSIONS: Resets twice, as DAILY and 15.5 hours later, to coincide with the start of the RTH session for US tickers.
The DOM has two main modes, it can display price levels as ticks or points. The default is automatic based on the current daily volatility, but traders can manually force one mode or the other if they wish.
For convenience, traders have the option to set the number of lines (price levels), and the size of the text and to display only real-time data.
By default, the top price is set to 0 so that the DOM automatically adjusts the price levels to be displayed, but traders can set the top price manually so that the tool displays only the desired price levels in a fixed manner.
🔹 Volume Profile
As additional features to the basic DOM, traders have access to the volume profile histogram and the total volume per price level.
This helps traders identify at a glance key price areas where volume is accumulating (high volume nodes) or areas where volume is lacking (low volume nodes) - these areas are important to some traders who base their decision-making process on them.
🔹 Imbalances
Other added features are imbalances and buying pressure:
Interlevel Imbalance: volume delta between two different price levels
Intralevel Imbalance: delta between buy and sell volume at the same price level
Buying Pressure Percent: percentage of buy volume compared to total volume
Imbalances can help traders identify areas of interest in the price for possible support or resistance.
🔹 Depth
Depth allows traders to see at a glance how much supply is above the current price level or how much demand is below the current price level.
Above the current price level shows the cumulative ask volume (filled sell limit orders) and below the current price level shows the cumulative bid volume (filled buy limit orders).
🔶 KEY LEVELS
The tool includes up to 24 different key intraday levels of particular relevance:
Previous Week Levels
PWH: Previous week high
PWL: Previous week low
PWM: Previous week middle
PWS: Previous week settlement (close)
Previous Day Levels
PDH: Previous day high
PDL: Previous day low
PDM: Previous day middle
PDS: Previous day settlement (close)
Current Day Levels
OPEN: Open of day (or session)
HOD: High of day (or session)
LOD: Low of day (or session)
MOD: Middle of day (or session)
Opening Range
ORH: Open range high
ORL: Open range low
Initial Balance
IBH: Initial balance high
IBL: Initial balance low
VWAP
+3SD: Volume weighted average price plus 3 standard deviations
+2SD: Volume weighted average price plus 2 standard deviations
+1SD: Volume weighted average price plus 1 standard deviation
VWAP: Volume weighted average price
-1SD: Volume weighted average price minus 1 standard deviation
-2SD: Volume weighted average price minus 2 standard deviations
-3SD: Volume weighted average price minus 3 standard deviations
POC: Point of control
Different traders look at different levels, the key levels shown here are objective and specific areas of interest that traders can act on, providing us with potential areas of support or resistance in the price.
🔶 TIME & SALES
The tool also features a full-time and sales panel with time, price, and size columns, a size filter, and the ability to set the timezone to display time in the trader's local time.
The information shown here is what feeds the DOM and it can be useful in several ways, for example in detecting absorption. If a large number of orders are coming into the market but the price is barely moving, this indicates that there is enough liquidity at these levels to absorb all these orders, so if these orders stop coming into the market, the price may turn around.
🔶 SETTINGS
Period: Select the anchoring period to start data collection, DAILY will anchor at the start of the trading day, and SESSIONS will start as DAILY and 15.5 hours later (RTH for US tickers).
Mode: Select between AUTO and MANUAL modes for displaying TICKS or POINTS, in AUTO mode the tool will automatically select TICKS for tickers with a daily average volatility below 5000 ticks and POINTS for the rest of the tickers.
Rows: Select the number of price levels to display
Text Size: Select the text size
🔹 DOM
DOM: Enable/Disable DOM display
Realtime only: Enable/Disable real-time data only, historical data will be collected if disabled
Top Price: Specify the price to be displayed on the top row, set to 0 to enable dynamic DOM
Max updates: Specify how many times the values on the SELL and BUY columns are accumulated until reset.
Profile/Depth size: Maximum size of the histograms on the PROFILE and DEPTH columns.
Profile: Enable/Disable Profile column. High impact on performance.
Volume: Enable/Disable Volume column. Total volume traded at price level.
Interlevel Imbalance: Enable/Disable Interlevel Imbalance column. Total volume delta between the current price level and the price level above. High impact on performance.
Depth: Enable/Disable Depth, showing the cumulative supply above the current price and the cumulative demand below. Impact on performance.
Intralevel Imbalance: Enable/Disable Intralevel Imbalance column. Delta between total buy volume and total sell volume. High impact on performance.
Buying Pressure Percent: Enable/Disable Buy Percent column. Percentage of total buy volume compared to total volume.
Imbalance Threshold %: Threshold for highlighting imbalances. Set to 90 to highlight the top 10% of interlevel imbalances and the top and bottom 10% of intra-level imbalances.
Crypto volume precision: Specify the number of decimals to display on the volume of crypto assets
🔹 Key Levels
Key Levels: Enable/Disable KEY column. Very high performance impact.
Previous Week: Enable/Disable High, Low, Middle, and Close of the previous trading week.
Previous Day: Enable/Disable High, Low, Middle, and Settlement of the previous trading day.
Current Day/Session: Enable/Disable Open, High, Low and Middle of the current period.
Open Range: Enable/Disable High and Low of the first candle of the period.
Initial Balance: Enable/Disable High and Low of the first hour of the period.
VWAP: Enable/Disable Volume-weighted average price of the period with 1, 2, and 3 standard deviations.
POC: Enable/Disable Point of Control (price level with the highest volume traded) of the period.
🔹 Time & Sales
Time & Sales: Enable/Disable time and sales panel.
Timezone offset (hours): Enter your time zone\'s offset (+ or −), including a decimal fraction if needed.
Order Size: Set order size filter. Orders smaller than the value are not displayed.
🔶 THANKS
Hi, I'm makit0 coder of this tool and proud member of the LuxAlgo Opensource team, it's an honor to be part of the LuxAlgo family doing something I love as it's writing opensource code and sharing it with the world. I'd like to thank all of you who use, comment on, and vote for all of our open-source tools, and all of you who give us your support.
And of course thanks to the PineCoders family for all the work in front of and behind the scenes that makes the PineScript community what it is, simply the best.
Peace, Love & PineScript!
Juice RemedyThis Remedy suite is a remake of the Auto Remedy suite.
We have improved the performance and added a few new features.
Updated:
- Converted some boxes to lines to mitigate the limit of 500.
- Rewrote the code and disabled blocks if features are turned off
New features:
- RSI based candle colors
- Added features to limit historical renders
---
RSI Candles tells you the RSI and volatility by coloring the candlesticks. The different stages are: overbought, oversold, neutral and a top and bottom RSI / EMA crossover.
There is also an option to enable the RSI signal on the chart to see when it's entering an overbought or oversold area.
---
Volume Profile displays a vertical histogram on the right side of the price chart, representing the volume traded at each price level. The length of each bar corresponds to the total volume traded at that particular price level. Traders can analyze the shape and distribution of the Volume Profile to gain valuable information about the market structure.
Here's how Volume Profile is used and applied in trading:
Identifying Areas of High Volume:
Volume Profile helps traders identify areas of high trading activity. Peaks in the Volume Profile histogram indicate price levels where significant buying or selling pressure was present. These areas can act as support or resistance levels in the future, as they represent levels where traders have previously shown interest.
Understanding Price Acceptance and Rejection:
Volume Profile assists in determining whether the market has accepted or rejected specific price levels. When the volume is higher at a particular price level, it suggests that traders have accepted that price and consider it fair. On the other hand, low volume at a price level indicates rejection, suggesting that traders are not willing to transact at that price.
Identifying Value Areas:
Volume Profile can help identify value areas, which are price regions where the most volume has been traded. These areas are considered significant as they reflect levels where the market has found fair value and attracted substantial trading activity. Traders often pay attention to these value areas as potential support or resistance zones.
Confirming Breakouts and Reversals:
Volume Profile can be used to confirm the validity of breakouts and reversals. If a price breaks out of a range with high volume, it suggests strong conviction and increases the likelihood of a sustained move. Similarly, if a price reverses near a high-volume area, it provides additional confirmation of a potential trend reversal.
Assessing Market Sentiment:
By analyzing the shape and structure of the Volume Profile, traders can gain insights into market sentiment. A balanced Volume Profile with volume evenly distributed across price levels indicates a neutral market. Skewed or asymmetrical Volume Profiles may suggest bullish or bearish sentiment, depending on where the volume is concentrated.
It's important to note that traders often combine Volume Profile with price patterns, trendlines, and momentum indicators to validate signals and develop a comprehensive understanding of the market.
By studying the Volume Profile, traders can gain a clearer picture of where significant trading activity has occurred and identify levels of potential support, resistance, and value. This information can assist in making more informed trading decisions and improving overall market analysis.
---
VWAP(Volume Weighted Average Price) is a technical analysis tool that calculates the average price weighted by trading volume over a specified time period. It provides traders with insights into the average price at which a particular asset has traded during a given period, considering the volume traded at each price level.
Here's a general explanation of VWAP and its application in trading:
Calculation of VWAP:
VWAP is calculated by multiplying the price of each trade by its corresponding volume, summing these values over a specific time period, and dividing the total by the cumulative volume. The calculation continuously updates as new trades occur within the specified time frame.
Interpretation of VWAP:
VWAP is primarily used as a reference point to assess whether a current price is relatively high or low compared to the average price weighted by volume. Traders compare the current price to the VWAP to gauge whether the price is trading above or below the average level. If the price is above VWAP, it suggests that the asset is trading at a premium, while a price below VWAP indicates a discount.
VWAP as a Trading Indicator:
Traders use VWAP in various ways to support their trading decisions. Here are a few common applications:
a. Trend Identification: Traders analyze the relationship between the current price and VWAP to identify the prevailing market trend. If the price consistently trades above VWAP, it is often seen as a bullish signal, while prices below the VWAP is considered a bearish signal. This approach helps traders align their trades with the overall market direction.
b. Support and Resistance Levels: VWAP can act as a dynamic support or resistance level. Traders observe how the price reacts when approaching the VWAP. If the price bounces off the VWAP and continues in the direction of the prevailing trend, it may indicate support or resistance. Traders can use the VWAP as a reference for setting stop-loss levels or determining potential entry or exit points.
c. Reversal Signals: In some cases, when the price deviates significantly from VWAP, it may indicate overbought or oversold conditions. Traders watch for price reversals when the price moves away from the VWAP, potentially signaling a short-term market reversal.
d. Volume Analysis: VWAP considers volume along with price, providing insights into the significance of price moves. Traders analyze the relationship between volume and VWAP to evaluate the strength of price movements. Higher volume trading near the VWAP may suggest increased market interest and potential continuation of the trend.
It's worth noting that the VWAP is often used in intra-day trading and is more relevant for short-term analysis. Traders typically adjust the VWAP time frame based on their trading style and the asset being analyzed.
---
The Zig Zag works by filtering out price movements below a certain threshold (percentage or points) and only displaying significant price changes. This helps to eliminate minor price fluctuations and focus on the more substantial market movements.
When applying the Zig Zag indicator, traders typically select a percentage or point value as the threshold. For example, if a 5% threshold is chosen, the Zig Zag indicator will only plot a new point when the price has moved up or down by at least 5% from the previous significant high or low.
The indicator plots lines connecting the significant highs and lows on the price chart, creating a zigzag pattern. The lines are drawn in a way that reflects the change in the trend direction. The indicator can be adjusted to suit different timeframes and trading styles.
The primary purpose of the Zig Zag indicator is to identify and highlight trend reversals and price swings. Traders often use it to:
Identify major turning points: The Zig Zag indicator helps traders spot major highs and lows in the price action. These levels can act as potential support or resistance areas for future price movements.
Filter out noise: By filtering out minor price fluctuations, the Zig Zag indicator helps traders focus on the more significant price moves and trends. This can provide a clearer picture of the overall market direction.
Confirm chart patterns: The Zig Zag indicator can be used to confirm the validity of chart patterns, such as trendlines, channels, or chart formations. It can help traders validate breakouts, pullbacks, or continuation patterns.
Set trailing stops: Traders may use the Zig Zag indicator to set trailing stops based on the significant swing highs and lows. This allows them to trail their stop-loss orders behind the price action and potentially lock in profits as the trend develops.
Additionally, it's essential to customize the settings of the Zig Zag indicator according to the specific market being analyzed, as different markets and timeframes may require different threshold values for optimal performance.
Please keep in mind that while the Zig Zag indicator can provide valuable insights, it should be used alongside other analysis tools and not solely relied upon for trading decisions.
---
Fibonacci extensions and retracements are both technical analysis tools that traders use to identify potential levels of support and resistance in financial markets. Here's a clear understanding of each concept and how they are used in trading:
1. Fibonacci Retracement:
Fibonacci retracement is based on the idea that after an upward or downward price movement, the price tends to retrace a portion of that move before continuing in the original direction. The key levels used in Fibonacci retracement are based on ratios derived from the Fibonacci sequence, such as 0.382 (38.2%), 0.500 (50%), and 0.618 (61.8%).
To apply Fibonacci retracements, traders typically select two significant points on a price chart: a swing high and a swing low. The retracement levels are then plotted as horizontal lines based on the Fibonacci ratios. These levels act as potential support (in an uptrend) or resistance (in a downtrend) where the price may reverse or consolidate before resuming the overall trend.
Traders often use Fibonacci retracement levels to identify potential entry or exit points, place stop-loss orders, or assess the strength of a trend. The most commonly used retracement levels are 38.2%, 50%, and 61.8%, but other Fibonacci ratios like 23.6% and 78.6% are also sometimes used.
2. Fibonacci Extension:
Fibonacci extension is used to identify potential price targets beyond the initial trend or price move. It helps traders determine where the price may reach once it surpasses the previous swing high or swing low.
Similar to Fibonacci retracement, Fibonacci extension levels are derived from the Fibonacci sequence. The most commonly used extension levels are 138.2%, 161.8%, 261.8%, and 423.6%, although other ratios can also be applied.
To use Fibonacci extension, traders select three points on a price chart: a swing low, a swing high (corresponding to the previous trend), and a subsequent swing low or swing high (from where the extension is projected). The extension levels are then projected beyond the swing high or swing low, acting as potential price targets or areas of interest.
Fibonacci extension levels are often used to determine potential profit targets or to identify areas where a trend may reverse or consolidate. Traders may also use extensions in conjunction with other technical analysis tools to confirm trade signals or assess the overall market structure
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The Pitchfan tool is based on the concept of Andrew's Pitchfork, which is a popular technical analysis tool developed by Dr. Alan H. Andrews. It consists of three parallel trendlines that are drawn to encompass the price action of an asset. The trendlines are typically drawn by connecting three significant points on a price chart - usually a pivot high, a pivot low, and another pivot high.
Once the Pitchfork is plotted, the Pitchfan tool extends the concept by adding additional trendlines that are parallel to the original Pitchfork. These additional trendlines are drawn based on certain mathematical ratios (e.g., Fibonacci ratios) applied to the distance between the original trendlines.
The Pitchfan can be used to identify potential support and resistance levels, as well as potential areas for price reversal or continuation. Traders may look for price reactions near these trendlines, with the expectation that the price may find support or encounter resistance at these levels.
---
Higher timeframe opens refer to the opening prices of different sessions or timeframes above the one being currently analyzed. For example, in intra-day trading, higher timeframe opens can refer to the daily session open or the opening prices of other significant market sessions in the forex market.
In addition to higher timeframe opens, traders often utilize daily reference ranges by incorporating indicators such as Average True Range (ATR) and the previous day's range. These tools help traders gauge the potential price volatility for the day and establish reference levels for stop-loss orders, profit targets, overall risk management strategies and market knowledge to develop a comprehensive trading approach.
---
Disclaimer : Please note that trading success relies on adhering to your trading strategy, and indicators should be used in accordance with your strategy rather than being the sole basis for trading decisions.
The provided script is intended solely for informational and educational purposes. Its use does not constitute professional or financial advice. It is your sole responsibility to evaluate the script's output and assess the risks associated with its use. By utilizing the script, you agree not to hold "JuiceSignals" TradingView user liable for any potential claims for damages that may arise from decisions made based on the use of the script.
TwV Multi-timeframe Dynamic VRVPMulti-timeframe Dynamic Visible Range Volume Profile
The volume profile is an indicator that displays trading activity over a specified period and plots a histogram on the chart which reveals dominant and significant price levels based on volume and in essence gives a clear indication of Supply or demand at a certain price rather than volume in a certain period.
What makes this VRVP indicator different from other is that it is multi-timeframe and dynamic, meaning that it has the ability to show the POC for a higher timeframe and that it also recalculates the main POC every single time traders adjust the chart.
Most VRVP need to be adjusted to a fixed position for the Main POC, I made an improvement by giving the indicator the ability to identify the bars that are being look at in the screen, this really gives traders the possibility and agility to identify potential support and resistance areas without the need to be changing any settings on the indicator.
Furthermore, giving the ability to the indicator to be multi-timeframe allows traders not only to work with a point of control in one timeframe, but also have a dashed line plotting the Point of Control of a HIGHER timeframe, which could potentially be a strongest support or resistance. The multi-timeframe point of control is fixed only.
This VRVP is completely similar to the official Trading View paid subscription one.
Fundamentals
Point of Control (POC): The price level for the time period with the highest traded volume. The POC is represented by an amber line within the indicator.
Profile High: The highest reached price level during the specified time period
Profile Low: The lowest reached price level during the specified time period.
Value Area (VA): The range of price levels in which a specified percentage of all volume was traded during the time period. Typically, this percentage is set to 70% however it is up to the trader’s discretion.
Value Area High (VAH): The highest price level within the value area.
Value Area Low (VAL): The lowest price level within the value area.
Usage
The Resistance and Support levels can be provided by the Volume profile using a reactive method so they constantly change with price action and give a clearer picture to predict future price movements. The Reactive method relies on past price movements at certain price levels and applies a more significant understanding of price reaction at certain meaningful levels
Support levels will be areas where price will be supported on the way down.
Resistance levels will be areas that resist price on the way up.
A basic understanding of this is that Buyers will enter the market at the bottom of a profile and sellers will enter the market at the top of the profile.
Configuration
By the default the indicator has enabled plotting the charts timeframe Volume Profile.
Multi-timeframe option needs to be enabled and desired timeframe chosen from selector menu.
Bars back value for fixed calculation of the multi-timeframe point of control.
Traders can adjust default settings as follows:
Charts timeframe VRVP
Main POC color – Yellow
Positive Volume – Green
Negative Volume – Red
VRVP Width – 100 (Refers to the plotting width for better suiting on small screens)
Multi timeframe VRVP
Enable or disable calculations
Bars back - Fixed numbers of bars for calculation (Consider that max bars back limit is 5000, but it considers 5000 bars on the current charts timeframe, therefore traders need to take into consideration converting number of bars in higher timeframe to charts timeframe)
e.g.
Charts timeframe 15m – MTF desired 1H
1H = 60 min 15m = 15 min – 100 bars back equivalent to (60 min * 100) / 15 = 400
Lower than 5000 then calculations takes place, otherwise calculations will be disabled.
Multi-timeframe POC color = Light blue DASHED
Timeframe desired – 1H by default
Summary box
Enable or disable box
Box shows information regarding the exact price where Main POC and MTF POC reside
Table Size for better fitting on mobile devices
able Position for adjusting to each trader’s preference or use in combination with other indicators
Kriptano short sniperKriptano short sniper
An indicator for finding SHORT entry points after sharp price movements in the cryptocurrency market.
Features:
Pump Detector: Automatically detects price spikes on 15m, 30m, and 1h intervals with customizable thresholds.
Resistance Levels: Dynamic lines on 7 timeframes (5m-1W) with automatic deletion after a breakout.
Volume Profile: Volume distribution by price levels with a sentiment profile (bullish/bearish zones). Can help identify pump reversal points.
Kriptano short sniper
Индикатор для поиска точек входа в SHORT после резких ценовых движений на криптовалютном рынке.
Возможности:
Детектор пампа: автоматическое выявление скачков цены на интервалах 15m, 30m, 1h с настраиваемыми порогами
Уровни сопротивления: динамические линии с 7 таймфреймов (5m-1W) с автоудалением после пробития
Volume Profile: распределение объема по ценовым уровням с профилем настроений (бычьи/медвежьи зоны). Может помочь в определении точки разворота пампа.
Navigator Triple VolumeNavigator Triple Volume (VWAP + Fixed VP + Flexible VP)
**Navigator Triple Volume** combines three of the most practical volume-based tools into one clean overlay:
1. **VWAP (anchored) with optional deviation bands**
2. **Fixed Volume Profile** (auto-building by anchor timeframe, with optional developing/current profile)
3. **Flexible Volume Profile** (manual start/end window for custom range analysis)
The goal is simple: give you **institutional-grade context**—where price is “fair,” where volume is accepted, and where the real inventory is sitting—without stacking multiple indicators.
1) Anchored VWAP + Bands
This script plots an **anchored VWAP** and optional **±1 and ±2 standard deviation bands** to help you gauge:
* “Fair value” (VWAP)
* Stretch/extension zones (deviation bands)
* Mean reversion vs. trend strength around VWAP
Anchor period options include **Daily, Week, Month, Quarter, Year**, and event-based anchors like **Earnings, Dividends, and Splits** (where supported).
2) Fixed Volume Profile
The Fixed VP automatically builds a **completed profile each time the anchor timeframe rolls over** (ex: Daily). It can also display the **current/developing profile** for the active anchor period.
Includes:
* **PoC (Point of Control)**
* **Value Area (VAH/VAL)** based on a configurable % (default 68%)
* Adjustable **rows (resolution)**, **profile width**, and **bar thickness**
3) Flexible Volume Profile
Flexible VP lets you define a **custom range** using a manual **Start Calculation** and **End Calculation** time selection. This is ideal for:
* Single swing legs
* News/event reactions
* Range breaks
* “From low to high” campaign profiling
Includes:
* PoC + Value Area levels
* Adjustable profile resolution and styling
How traders use it
* Use **VWAP** as the “fair value” magnet and trend filter
* Use **Fixed VP** to identify session/period acceptance and key reference levels
* Use **Flexible VP** to profile *your chosen range* and locate the true battleground: PoC, VAH, and VAL
When all three agree, it’s a high-confidence area for decision-making. When they disagree, it often signals transition or rotation.
Notes
* This indicator draws profiles using TradingView line objects and includes controls to manage performance and display preferences.
* Built for chart clarity: one script, three volume lenses.
Volume Dynamics Pro [ChartNation]Volume Dynamics Pro by ChartNation is an advanced volume profile indicator that visualizes volume distribution across price levels using a proprietary mirrored butterfly design. The indicator identifies high-volume nodes (areas of significant trading activity) and the Point of Control (POC) - the price level with the highest traded volume within the lookback period.
KEY FEATURES:
Dynamic Volume Profile: Displays volume distribution across 25 price bins with a mirrored butterfly visualization that extends into future bars for forward-looking analysis
Point of Control (POC): Automatically identifies and highlights the price level with maximum volume, featuring a pulsing animation and optional price label with customizable positioning
Multiple Anchoring Modes: Choose between Rolling, Daily, Weekly, Monthly, or Session-based profile calculations to match your trading timeframe
Smart Range Calculation: Three range modes (Fixed Lookback, Hybrid Smart, Percentage-Based) automatically adjust the volume profile range based on recent price action
Volume-Responsive Visualization: Line thickness and glow intensity scale with volume magnitude, making high-volume areas immediately visible
Premium Statistics Box: Real-time display of POC price, total volume, range metrics, and price position relative to POC
Advanced Alert System: Configurable alerts for POC crosses, range breakouts, high-volume zone entries, and volume spikes
Professional Styling: Volume-based line styles (solid/dashed/dotted), gradient bias coloring (support/resistance), dual-tone depth borders, and customizable glow effects
HOW IT WORKS:
The indicator divides the price range into 25 bins and calculates total volume traded at each level. The mirrored butterfly profile displays this distribution, with wider sections indicating higher volume. The POC line marks the price with maximum activity - a critical level often acting as support or resistance.
Volume traces are color-coded: green tint below current price (potential support), red tint above (potential resistance). The intensity of coloring increases as price approaches each level, helping traders identify nearby high-volume zones.
USE CASES:
Identify institutional order flow and accumulation/distribution zones
Locate high-probability support and resistance levels based on actual trading activity
Track POC shifts to understand changing market structure
Confirm breakout validity by analyzing volume at key price levels
Optimize entry/exit points around high-volume nodes
SETTINGS OVERVIEW:
The indicator offers extensive customization across multiple groups: POC styling and extensions, statistics box display, profile anchoring, range calculation modes, alert configuration, line styles, volume-proportional thickness, gradient bias, glow system, depth borders, POC pulse animation, and volume profile display parameters.
Smart Liquidity 📊 # 💎 Smart Liquidity Indicator - User Guide
## 📋 Overview
**Smart Liquidity Indicator** is an advanced technical analysis tool for analyzing liquidity and volume in financial markets. It combines several powerful analytical tools to help you make informed trading decisions.
---
## 🎯 Main Components
### 1. 📊 Volume Profile
- **Function**: Displays volume distribution across different price levels
- **Benefit**: Identify strong support and resistance zones based on trading activity
- **Elements**:
- Colored boxes representing volume density at each level
- Labels showing HIGH/LOW of the price range
- PEAK FLOW line indicating the strongest volume level
### 2. 📦 Order Blocks
- **Function**: Identify bullish and bearish Order Block zones
- **Benefit**: Potential areas for price reversal or trend continuation
- **Displayed Information**:
- Delta %: Zone strength (difference between buying and selling pressure)
- Liquidity: Accumulated liquidity in the zone
- Buy/Sell ratios within the zone
### 3. 📈 SuperTrend (Market Direction)
- **Two lines for confirmation**:
- **🎯 Current SuperTrend** (Green/Red): Current timeframe direction
- **🔄 MTF SuperTrend** (Light Green/Red): Higher timeframe direction (4H default)
- **Benefit**: Trade with the overall market trend
### 4. 📊 Dashboard (Information Panel)
- Display current market status
- Trend and momentum information
- Active Order Blocks statistics
---
## 🚀 How to Use
### 1️⃣ **Reading Volume Profile**
- **Dense boxes** = High volume accumulation areas = Strong support/resistance
- **PEAK FLOW line** = Strongest price level (POC - Point of Control)
- **HIGH/LOW Labels** = Boundaries of the analyzed price range
### 2️⃣ **Analyzing Order Blocks**
- **Positive Delta (+)** = Strong buying pressure → Reliable bullish zone
- **Negative Delta (-)** = Strong selling pressure → Reliable bearish zone
- **Delta near 0** = Balance → Weak zone, avoid it
### 3️⃣ **Using SuperTrend**
- **Current TF (Green bullish / Red bearish)**: Current timeframe direction
- **MTF (Light Green bullish / Light Red bearish)**: Higher timeframe direction
- **Best Trading**: When both lines agree on the same direction
### 4️⃣ **Suggested Strategy**
```
✅ Strong Entry Signal:
1. Order Block with strong Delta (>30% or <-30%)
2. Current SuperTrend and MTF in the same direction
3. Volume Profile confirms the level (dense box or PEAK)
4. Price tests the zone for the first time
❌ Avoid Entry When:
- Weak Delta (between -10% and +10%)
- Conflict between Current and MTF SuperTrend
- Zone tested multiple times (weakened)
```
---
## 🎨 Understanding Colors
### Order Blocks
- 🟢 **Green**: Bullish Order Block
- 🔴 **Red**: Bearish Order Block
### SuperTrend
- 🟢 **Green**: Current SuperTrend bullish (same color as Order Blocks)
- 🔴 **Red**: Current SuperTrend bearish (same color as Order Blocks)
- 🟢 **Light Green**: MTF SuperTrend bullish
- 🔴 **Light Red**: MTF SuperTrend bearish
**Note**: Each SuperTrend has different transparency levels based on trend strength
### Volume Profile
- **Gradient from light to dark**: Represents volume density (darker = higher volume)
---
## ⚡ Performance Tips
### For Maximum Speed (Current Settings):
✅ **Enabled**:
- Order Blocks: 2 zones per side
- Volume Profile: 20 levels
- SuperTrends: Both active
- Strength Delta: Displayed
❌ **Disabled** (for speed):
- Gradient Fill
- Predictive Zones
- Background Fill
- MTF Calculations (in internal calculations)
### If Indicator is Slow:
1. Reduce `Profile Rows` from 20 → 15
2. Reduce `Lookback Period` from 50 → 40
3. Reduce `Max Zones` from 2 → 1
4. Turn off `Show OB Labels` if not needed
---
## 🔄 Additional Tools
### ♻️ Reset Now
- **Location**: Visual Tweaks
- **Usage**: If Volume Profile is cluttered, enable it to redraw
- **Note**: Disable after use
### 🎯 Draw Mode
- **Live**: Direct drawing on the last candle
- **Confirmed**: Draw only on closed candles (more stable)
---
## ⚠️ Disclaimer
### 🚨 Important Notice
**This indicator is a technical analysis tool only and is not considered financial advice or a trading recommendation.**
#### 📌 Please Note:
1. **Just an Analytical Tool**:
- The indicator provides technical information based on historical data
- Past results do not guarantee future results
2. **Personal Responsibility**:
- You are solely responsible for your own trading decisions
- Conduct your own research before making any investment decision
- Use appropriate risk management (Stop Loss, Position Sizing)
3. **No Guarantees**:
- There is no guarantee of profit or success in trading
- Financial markets carry high risks
- You may lose your entire invested capital
4. **Consult a Professional**:
- Consult a licensed financial advisor before making important investment decisions
- Ensure you fully understand the risks associated with trading
5. **Proper Use**:
- The indicator is designed as an assistive tool, not an automated trading system
- Preferably combine it with your own analysis and other tools
- Do not rely on a single signal alone
#### ⚖️ Acceptance:
By using this indicator, you acknowledge and agree that:
- The indicator developer is not responsible for any financial losses
- All trading decisions are your personal responsibility
- You understand the risks associated with trading in financial markets
---
## 💡 Final Advice
**"The best traders use tools wisely, not blindly"**
- Learn how the indicator works before relying on it
- Test settings on a demo account first
- Always use Stop Loss
- Don't risk more than you can afford to lose
---
## 📞 Contact and Support
**If you need any help or have any questions, feel free to contact me.**
I'm here to help you understand and use the indicator correctly! 🤝
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Volume Delta Imbalance Index [PhenLabs]📊 Volume Delta Imbalance Index (VDII)
Version: PineScript™ v6
Description
The Volume Delta Imbalance Index is an advanced technical analysis tool that combines volume profile analysis with price movement dynamics to identify significant market imbalances. It features a sophisticated analysis system that weighs recent versus historical volume delta imbalance patterns, providing traders with insights into potential market reversals and trend continuation scenarios.
Points of Innovation:
Custom volume delta calculation incorporating price and volume relationships
Adaptive smoothing system based on market volatility
Multi-component analysis combining flow, acceleration, and strength metrics
Real-time volume profile integration with historical context
🔧 Core Components
Volume Profile Analysis: Dynamic volume delta imbalance distribution assessment
Flow Imbalance Detection: Buy/sell pressure evaluation
Strength Analysis: Composite market strength measurement
Acceleration Framework: Volume movement dynamics
Statistical Bands: Adaptive threshold system
🚨 Key Features 🚨
The indicator provides comprehensive analysis through:
Volume Delta: Up to date volume imbalance measurement
Market Structure: Support/resistance level identification
Flow Analysis: Buy/sell pressure visualization
Acceleration Signals: Movement momentum detection
Adaptive Bands: Dynamic overbought/oversold levels
📈 Visualization
Color-coded Columns: Shows direction and strength of imbalance
Signal Lines: Strong buy/sell level indicators
Statistical Bands: Shows normal trading ranges
Gradient Fills: Indicates extreme market conditions
Dynamic Opacity: Reflects trend strength
📌 Usage Guidelines
The indicator offers several customization options:
Basic Settings:
Lookback Period: Analysis timeframe adjustment
Sensitivity Level: Signal response calibration
History Depth: Historical context range
Memory Setting: Recent vs. historical data weight
Visual Settings:
Color Scheme: Bullish/bearish signal colors
Signal Levels: Strong buy/sell thresholds
Band Display: Statistical range visualization
✅ Best Use Cases / Things To Look For:
Wait for establishment in the initial trend when the VDII comes back towards zero and the color of the volume becomes more faint
Once this is established and the VDII pushes through to the other side look for small retracements above the zero line on the VDII leading you to believe it is a likely area for price to retrace and continue in its prior direction
Make sure you see the volume bars become more faint in color to give yo further confluence price will continue in its priorly established direction
⚠️ Limitations
Requires sufficient volume data
Most effective in liquid markets
Historical depth affects calculation speed
Possible lag in highly volatile conditions
What Makes This Unique
Composite Volume Analysis: Combines multiple volume metrics
Adaptive Calculation: Adjusts to market volatility
Profile Integration: Incorporates volume profile analysis
Multi-component Scoring: Weighted analysis system
Memory-efficient Design: Optimized for real-time analysis
🔧 How It Works
The indicator processes market data through four main components:
1. Volume Profile Analysis:
Creates dynamic volume delta distribution profiles
Weights recent versus historical data
Identifies significant price levels
2. Flow Imbalance Detection:
Analyzes buying versus selling pressure
Calculates normalized flow ratios
Determines market bias
3. Strength Analysis:
Measures composite market strength
Incorporates volume-weighted movements
Provides trend strength indication
4. Final Score Calculation:
Combines all components with weighted importance
Applies volatility-based smoothing
Generates final signal output
5. VDII Potential Reversal Confluences
Bars between signal confluence is default set to 10 but you can change it to whatever you’d prefer
Signals are a compiled look at the indicator as a whole determining where it think reversals or retracements are likely
💡 Note:
The indicator performs best in markets with consistent volume and clear trending or ranging conditions. Its sophisticated volume analysis provides valuable insights into market dynamics beyond traditional price-based indicators.
Dollar Volume DivergenceOverview
The Dollar Volume Profile and Divergence Indicator is a comprehensive tool designed to analyze both standard volume and dollar volume activity in the market. It visualizes dollar volume (calculated as close * volume) and highlights divergences between dollar volume and standard volume, providing insights into underlying market dynamics that aren't immediately visible with traditional volume analysis.
Key Features
Dollar Volume Profile:
Plots dollar volume as a histogram.
Highlights high-dollar volume bars in green (indicating significant trading activity).
Includes an optional average dollar volume line to show trends over time.
Volume-Divergence Analysis:
Calculates the difference (divergence) between dollar volume and standard volume.
Displays positive divergence (dollar volume > standard volume) in green and negative divergence (dollar volume < standard volume) in red.
Supports both histogram and boolean point visualization for divergence, offering flexibility in how the data is displayed.
Customizable Visualization:
Users can toggle between a Histogram or Boolean Points for divergence visualization.
Option to enable or disable the dollar volume profile and its average line.
Adjustable length parameter to fine-tune sensitivity for averages and divergences.
Use Cases
Volume Confirmation: Analyze whether dollar volume aligns with standard volume to confirm strong price movements.
Divergence Detection: Identify areas where dollar volume and standard volume deviate, which may signal potential reversals or exhaustion in a trend.
Market Strength Analysis: Assess the intensity of trading activity at specific price levels to determine key areas of interest.
How It Works
Dollar Volume Calculation:
Dollar volume is derived by multiplying the close price by the volume for each bar.
A moving average of dollar volume is used to determine relative activity levels.
Divergence Calculation:
The script calculates the difference between dollar volume and standard volume.
Positive values indicate that dollar volume exceeds standard volume, suggesting institutional or larger-scale trades.
Negative values highlight areas of lower dollar volume compared to standard volume.
Visualization:
The Dollar Volume Profile is displayed as a histogram, with high-dollar volume bars highlighted.
Divergences are overlaid as either a histogram or triangle markers, depending on user preference.
Average lines (optional) provide smoother trends for both dollar volume and divergence.
Customization Options
Length: Adjusts the period for moving average calculations.
Plot Style: Choose between Histogram or Boolean Points for divergence visualization.
Toggle Visibility: Enable or disable the Dollar Volume Profile and its average line for a cleaner chart.
Why Use This Indicator?
This indicator bridges the gap between traditional volume analysis and dollar volume analysis, offering deeper insights into market behavior. By combining these metrics, traders can detect nuanced patterns, validate trends, and identify divergences that may signal market turning points or continuation.
Best Practices
Use this indicator in conjunction with price action and other technical indicators for confirmation.
Look for divergences in high-dollar volume areas to detect potential trend reversals.
Analyze the interaction between the dollar volume profile and divergence histogram for a comprehensive view of market activity.
Important Notice:
Trading financial markets involves significant risk and may not be suitable for all investors. The use of technical indicators like this one does not guarantee profitable results. This indicator should not be used as a standalone analysis tool. It is essential to combine it with other forms of analysis, such as fundamental analysis, risk management strategies, and awareness of current market conditions. Always conduct thorough research or consult with a qualified financial advisor before making trading decisions. Past performance is not indicative of future results.
Disclaimer:
Trading financial instruments involves substantial risk and may not be suitable for all investors. Past performance is not indicative of future results. This indicator is provided for informational and educational purposes only and should not be considered investment advice. Always conduct your own research and consult with a licensed financial professional before making any trading decisions.
Note: The effectiveness of any technical indicator can vary based on market conditions and individual trading styles. It's crucial to test indicators thoroughly using historical data and possibly paper trading before applying them in live trading scenarios.
TwV Market Signals ScreenerMarket Signals Screener
This indicator allows traders to have a view of multiple pairs and timeframes Long/Short signals and specific information of parameters, based on the TwV Market Signals also developed by me and that can be found on my profile.
Full Screener Panel
This panel allows the trader to monitor multiple pairs at a single screen, giving an immediate vision of possible entries and exits (Long/Short). Moreover, allows traders to have handy all information of the TwV Market Signals Indicator that might be analyzed further for each pair. It has the following characteristics:
It can be placed anywhere on the screen through the main menu of the indicator.
It can be combined with the same indicator multiple times, as per screener is limited to show 40 pairs, you can select the number of panels being added to adjust position one next to each other.
It strengthens colors when a pair has changed its signals in order to the trader to know immediate changes and then do the follow up
The screener shows the pairs, which can be changed within the menus.
The screener shows the Long and Short Signals in its las column but previously, it shows the most critical parameters in the strategies (Market Signals Indicator) that determined the possible Long/Short position. Therefore, the EMAs, STOCH, SQZ, ADX, and TTM, are summarized in the screener for each pair.
For analyzing a specific pair, refer to the the Twv Market Signals Indicator, which is other indicator that might be on my TradingView Profile and that was used as base for the screener.
How to use this indicator and work with the strategies of the TwV Market Signals Indicator
The use of EMAs 10,20 and 50 draw the medium to long term trends, therefore avoiding signals against the trend. Furthermore, the EMAs will advise possible change in trends, especially considering the 10 and 20 cross, considering that crossing the 10,20 and 50, might confirm the change in med to long term trend change of the price. This is completely visual in the chart as it tints green for positive trend and yellow to red for negative trend.
The 200 SMA is included as it also gives better confirmation to the trend, the basics tell that when the EMAs mentioned above are below the 200 SMA then the likelihood for entries in long positions are not the best and vice versa for short.
Therefore, the trader shall filter Long and Short Signals accordingly as this EMAs are not used to send Long and Short signals considering that they confirm the trend in a slow pace and not reactively to the price volatility.
There are two strategies built-in within the indicator:
Strategy 1 – Longer time trades and high volatility handling
The Long and Short Signals are based on 14 and EMAs (by default). This two Mas are used to send signals based on their crossovers as they are way more reactive to the price movement.
Trader shall consider that EMAs are used for higher timeframes, therefore the indicator has the possibility to adjust the EMAs and use SMAs or WMAs instead for one or the two parameters (14 and 21).
WMAs react faster to the price volatility so the trader shall adjust this according to the timeframe being used. (Lower timeframes suggested).
This strategy is used for trades that might keep running for longer periods of times.
For reference on what the SMAs, EMAs and WMAs are, please see below sections in the description.
Strategy 2 - Shorter time trades and unhandled high volatility
The Long and Short Signals are bases on HMA. HMAs (Hull Moving Averages) track the price movement and volatility way faster that SMAs, EMAs and WMAs, therefore as the HMA follow the price quicker, it is intended for short time trades even in higher timeframes.
Scalping is not suggested using this strategy as HMA do not handle high volatility even on higher timeframes.
One of the biggest differences from the first strategy is that there is no more than a single HMA length to work with, which is 24 as default.
HMAs calculation is different to other MAs, therefore combining various HMAs lengths looking for crossovers become trend identification a lot less precise. HMAs are not intended to be used with different length crossovers.
Exit points = The use of Stochastic and VRVP
Stochastic RSI
It is well known that when Stochastic RSI resets when overbought or oversold therefore traders have within a summary box the possibility to check whether the K & D lines in the Stochastic RSI hace crossed over bullish or bearish.
Although the crossover is not mandatory for a change trend, the crossover might be used by the trader to exit a position considering that the price might move on the opposite direction.
Traders shall look at the summary box, where bullish and bearish crossovers are shown, so they evaluate their position exit.
Visible Range Volume Profile
The use of the VRVP is to find support and resistance on the price movements. Although high and lows are used as possible supports and resistances, VRVP shows an area of confluence on the order book, where volume of positions are accumulated and that might act as support or resistance depending on the price direction.
Traders can visually activate the VRVP to see the Point of Control (POC) directly on the chart as a line (similar as how a support or resistance would be drawn). Moreover, traders have the ability to see within the summary box, whether to see if the price is above or below the POC, so they clearly know if it is acting as support or resistance.
Price Direction
Trade the market trend is well known to be used to identify possible price direction. It is important not to confuse the longer time trend drawn by the EMAs with the TTM Trend bar color. The TTM trend colors bars according to the price direction, helping traders not to confuse when a red bar appears on an uptrend or green bars on a down trend.
This coloring helps traders not to exit trades based on bar coloring, which might psychologically affect when scalping or short-term trading specially.
Originally, the TTM trend is used considering the ADX in and indicator called TTM Squeeze, where the strength of the movement is measured, therefore although candle colors help with the price direction, ADX provides the trader the ability to see whether the direction is losing momentum and then catch the best possible exit before the direction change.
Terminology basics
Trend indicators
Exponential Moving Average (EMAs): The base indicator is composed of moving averages of 10, 20 and 55 exponential periods, to determine a possible bullish or bearish trend (EMA Crossing)
Simple Moving Average (SMA): The base indicator is composed of a moving average of 200 simple periods, which in conjunction with the EMAs can lead to estimate potential upward or downwards moves, as well as possible resistances. (SMA Positioning)
Weighted moving average (WMA): It is a technical indicator that traders use to generate trade direction and make a long or short position. It assigns greater weighting to recent data points and less weighting on past data points. (WMA Crossing)
Strength and S/R indicators
VPVR (Volume Profile Visible Range): It allows to determine the Point of Control (POC) which is the node with the highest volume profile. This can be used as an important retest point or to calculate potential support and resistance. The POC level is represented with a red dotted line in the graph.
The VPVR is a simplified version of the “TwV Multi-timeframe Dynamic VRVP” that you can find for free use in my profile. This version calculates the main’s timeframe POC and also has the possibility to be fixed range if the trader enables it from the menu. (Dynamic range by default).
ADX (Average Directional Index): The ADX helps the indicator to estimate the strength of the movement, always considering the DI+ and DI- to not go against the trend strength. This is represented as summary text in a table.
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Exit indicator
Stochastic RSI: It is an indicator used in technical analysis that ranges between zero and a hundred and is created by applying the Stochastic oscillator formula to a set of relative strength index (RSI) values rather than to standard price data. Using RSI values within the Stochastic formula gives traders an idea of whether the current RSI value is overbought or oversold (Exit zones)
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How to use Summary
1. Receive the Long or Short Signals using strategy 1 or 2, depending on the selected in the main menu of the indicator.
2. Evaluate the trend based on the 10,20, 50 and 200 MAs. Filter the Long and Short signals accordingly.
3. Monitor constantly the TTM Trend and the ADX for the direction and strength of the position entered and review if the momentum is being lost, considering step 4 or other possible reasons that might lead to exiting the position.
4. Once entered to a position evaluate constantly the Stochastic RSI bearish or bullish crossover or POC value on screen or summary box to exit the position.
5. Consider that for doing the evaluation individually, you shall use the TwV Market Signals.
SMC S&R MA Market Vol All Indicator[SumitQuants]🚀 SMC S&R + Market Sessions + Volume Profile + Order Flow Suite
The Only All-In-One Institutional Trading System You’ll Ever Need.
Looking for an indicator that actually brings clarity to chaotic markets?
Meet the SMC S&R MA Market Volume & Sessions Order Flow System — a powerhouse that fuses Smart Money Concepts, Session Profiles, and Dynamic Volume Flow into one ultra-optimized institutional toolkit.
This is not “just another SMC indicator.”
This is your complete trading ecosystem.
💠 What This Indicator Does (In Simple Terms)
It automatically reads the market the way institutions do — and displays it cleanly on your chart with zero clutter.
Below is everything packed inside 👇
🔥 1. Market Sessions + Volume Profile (Real Institutional Map)
✔ Tokyo- Asia | London- Europe | New York- US sessions auto-detected ⏱️
✔ Each session gets its own Volume Profile 📊
✔ See POC, VAH, VAL, Value Area Box for each session
✔ Live Developing Profile in real-time
✔ Wick-based and body-volume distribution for ultra-accurate auctions
✔ Session Boxes that highlight imbalance zones
✔ Perfect for:
High-volume Asia breaks
London volatility expansion
NY reversal traps
👉 Think of it as having pro-level TPO/Volume Profile inside TradingView.
🎯 2. Advanced S&R Strength Engine (Buyer vs Seller Power Meter)
✔ Detects strongest Support & Resistance zones
✔ Measures Buyer Strength & Seller Strength (% based)
✔ Auto-plots S/R Lines + S/R Zones
✔ Detects Bounce signals, Rejection points, Pressure shifts
✔ Zero repaint logic
You get institutional footprints directly on your chart.
📈 3. Smart Money Concepts (Full Automation)
✔ BOS / CHoCH detection
✔ Internal + Swing Structure
✔ Order Blocks (Internal + Swing)
✔ Equal Highs & Equal Lows
✔ Fair Value Gaps (FVG)
✔ Strong/Weak Highs + Lows labeling
✔ Trend coloring (optional)
✔ Premium / Discount Zones
All plotted with precision.
All customizable.
All built to remove guesswork.
💹 4. Multi-MA Engine (5 Fully Configurable MAs)
✔ EMA, SMA, WMA, VWMA, SMMA
✔ Choose length, color, and source
✔ Ideal for trend confirmation + dynamic S/R
Smooth. Clean. Non-laggy.
📊 5. Enhanced Supertrend (Toggles + Filters)
✔ Switch between Line / Histogram / Hidden
✔ Optional background trend coloring
✔ Buy/Sell signals with trend-change alerts
✔ No repaint
Perfect for directional bias.
⚡ 6. Breakout Detection + Volume Confirmation
✔ Auto-detects Support/Resistance Breaks
✔ Confirms breaks through Volume Surge % Oscillator
✔ Detects:
Bullish Breaks
Bearish Breaks
Bullish Rejections
Bearish Rejections
You instantly know when a breakout is real or fake.
📍 7. VWAP System with Multi-Band Zones
✔ Session-based VWAP
✔ Bands via Std Deviation or %
✔ Clean pullback zones
✔ Perfect for intraday institutions-style precision
🧠 8. Fully Integrated Alerts
Alerts for:
✔ BOS / CHoCH (Internal + Swing)
✔ Order Block Breakouts
✔ Equal Highs / Equal Lows
✔ Fair Value Gaps
✔ S/R Zone Interactions
✔ Trend Shifts
✔ Breakouts with Volume Confirmation
✔ Supertrend Reversals
And more.
Never miss major price shifts again.
🎨 9. Clean UI + Auto-Adaptive Watermark
✔ Auto-contrast watermark
✔ Minimalistic but premium
✔ Chart-friendly colors
✔ Built to match dark or light themes
🌍 Who This Indicator Is For?
✔ Intraday traders
✔ Swing traders
✔ SMC traders
✔ Volume/Order Flow traders
✔ Forex, Crypto, Index & Stocks
✔ Anyone wanting a single all-in-one trading system
🔥 Why 90% Traders Love This System
Because it gives you:
🔥 Session Bias
🔥 Volume-backed Zones
🔥 Clean Market Structure
🔥 Trend Bias + Liquidity Areas
🔥 Institutional S/R with Strength Meter
🔥 Accurate Order Flow Reactions
Everything you need to trade like top-tier professionals — without needing 10 indicators.
🛒 Get Full Access
This premium institutional system is available as part of the Courses Section on the official website.
👉 Purchase the indicator as a Course at:
www.ironmindtrader.com
Inside the course, you'll get:
✔ Access instructions
✔ Setup guide
✔ Trading rules
✔ Updates included
