VPOC Harmonics - Liquidity-Weighted Price / Time RatiosVPOC Harmonics - Liquidity-Weighted Price / Time Ratios
Summary
This indicator transforms a swing’s price range, duration, and liquidity profile into a structured set of price-per-bar ratios. By anchoring two points and manually entering the swing’s VPOC (highest-volume price), it generates candidate compression values that unify price, time, and liquidity structure. These values can be applied to chart scaling, harmonic testing, and liquidity-aware market geometry.
________________________________________
Overview
Most swing analysis tools only consider price (ΔP) and time (N bars). This script goes further by incorporating the VPOC (Point of Control) — the price with the highest traded volume — directly into swing geometry.
• Anchors define the swing’s Low (L), High (H), and bar count (N).
• The user manually enters the VPOC (highest-volume price).
• The indicator then computes a suite of ratios that integrate range, duration, and liquidity placement.
The output is a table of liquidity-weighted price-per-bar candidates, designed for compression testing and harmonic analysis across swings and instruments.
________________________________________
How to Use
1. Select a Swing
- Place Anchor A and Anchor B to define the swing’s Low, High, and bar count.
2. Find the VPOC
- Apply TradingView’s Fixed Range Volume Profile tool over the same swing.
- Identify the Point of Control (POC) — the price level with the highest traded volume.
3. Enter the VPOC
- Manually input the POC into the indicator settings.
4. Review Outputs
- The table will display candidate ratios expressed mainly as price-per-bar values.
5. Apply in Practice
- Use the ratios as chart compression inputs or as benchmarks for testing harmonic alignments across swings.
________________________________________
Outputs
Swing & Inputs
• Bars (N): total bar count of the swing.
• Low (L): swing low price.
• High (H): swing high price.
• ΔP = H − L: price range.
• Mid = (L + H) ÷ 2: midpoint price.
• VPOC (V): user-entered highest-volume price.
• Base slope s0 = ΔP ÷ N: average change per bar.
• π-adjusted slope sπ = (π × ΔP) ÷ (2 × N): slope adjusted for half-cycle arc geometry.
________________________________________
VPOC Harmony Ratios (L, H, V, N)
• λ = (V − L) ÷ ΔP: normalized VPOC position within the range.
• R = (V − L) ÷ (H − V): symmetry ratio comparing lower vs. upper segment.
• s1 = (V − L) ÷ N: slope from Low → VPOC.
• s2 = (H − V) ÷ N: slope from VPOC → High.
________________________________________
Blended Means (s1, s2)
These combine the two segment slopes in different ways:
• HM(s1,s2) = 2 ÷ (1/s1 + 1/s2): Harmonic mean, emphasizes the smaller slope.
• GM(s1,s2) = sqrt(s1 × s2): Geometric mean, balances both slopes proportionally.
• RMS(s1,s2) = sqrt((s1² + s2²) ÷ 2): Root-mean-square, emphasizes the larger slope.
• L2 = sqrt(s1² + s2²): Euclidean norm, the vector length of both slopes combined.
________________________________________
Slope Blends
• Quadratic weighting: s_quad = s0 × ((V−L)² + (H−V)²) ÷ (ΔP²)
• Tilted slope: s_tilt = s0 × (0.5 + λ)
• Entropy-scaled slope: s_ent = s0 × H2(λ), with H2(λ) = −
________________________________________
Curvature & Liquidity Extensions
• π-arc × λ: s_arc = sπ × λ
• Liquidity-π: s_piV = sπ × (V ÷ Mid)
________________________________________
Scale-Normalized Families
With k = sqrt(H ÷ L):
• k (scale factor) = sqrt(H ÷ L)
• s_comp = s0 ÷ k: compressed slope candidate
• s_exp = s0 × k: expanded slope candidate
• Exponentiated blends:
- s_kλ = s0 × k^(2λ−1)
- s_φλ = s0 × φ^(2λ−1), with φ = golden ratio ≈ 1.618
- s_√2λ = s0 × (√2)^(2λ−1)
________________________________________
Practical Application
All formulas generate liquidity-weighted price-per-bar ratios that integrate range, time, and VPOC placement.
These values are designed for:
• Chart compression settings
• Testing harmonic alignments across swings
• Liquidity-aware scaling experiments
________________________________________
Recherche dans les scripts pour "volume profile"
Universal Renko Bars by SiddWolfUniversal Renko Bars or UniRenko Bars is an overlay indicator that applies the logic of Renko charting directly onto a standard candlestick chart. It generates a sequence of price-driven bricks, where each new brick is formed only when the price moves a specific amount, regardless of time. This provides a clean, price-action-focused visualization of the market's trend.
WHAT IS UNIVERSAL RENKO BARS?
For years, traders have faced a stark choice: the clean, noise-free world of Renko charts, or the rich, time-based context of Candlesticks. Choosing Renko meant giving up your favorite moving averages, volume profiles, and the fundamental sense of time. Choosing Candlesticks meant enduring the market noise that often clouds true price action.
But what if you didn't have to choose?
Universal Renko Bars is a revolutionary indicator that ends this dilemma. It's not just another charting tool; it's a powerful synthesis that overlays the pure, price-driven logic of Renko bricks directly onto your standard candlestick chart. This hybrid approach gives you the best of both worlds:
❖ The Clarity of Renko: By filtering out the insignificant noise of time, Universal Renko reveals the underlying trend with unparalleled clarity. Up trends are clean successions of green bricks; down trends are clear red bricks. No more guesswork.
❖ The Context of Candlesticks: Because the Renko logic is an overlay, you retain your time axis, your volume data, and full compatibility with every other time-based indicator in your arsenal (RSI, MACD, Moving Averages, etc.).
The true magic, however, lies in its live, Unconfirmed Renko brick. This semi-transparent box is your window into the current bar's real-time struggle. It grows, shrinks, and changes color with every tick, showing you exactly how close the price is to confirming the trend or forcing a reversal. It’s no longer a lagging indicator; it’s a live look at the current battle between buyers and sellers.
Universal Renko Bars unifies these two powerful charting methods, transforming your chart into a more intelligent, noise-free, and predictive analytical canvas.
HOW TO USE
To get the most out of Universal Renko Bars, here are a few tips and a full breakdown of the settings.
Initial Setup for the Best Experience
For the cleanest possible view, it's highly recommended that you hide the body of your standard candlesticks, that shows only the skelton of the candle. This allows the Renko bricks to become the primary focus of your chart.
→ Double click on the candles and uncheck the body checkbox.
Settings Breakdown
The indicator is designed to be powerful yet intuitive. The settings are grouped to make customization easy.
First, What is a "Tick"?
Before we dive in, it's important to understand the concept of a "Tick." In Universal Renko, a Tick is not the same as a market tick. It's a fundamental unit of price movement that you define. For example, if you set the Tick Size to $0.50, then a price move of $1.00 is equal to 2 Ticks. This is the core building block for all Renko bricks. Tick size here is dynamically determined by the settings provided in the indicator.
❖ Calculation Method (The "Tick Size" Engine)
This section determines the monetary value of a single "Tick."
`Calculation Method` : Choose your preferred engine for defining the Tick Size.
`ATR Based` (Default): The Tick Size becomes dynamic, based on market volatility (Average True Range). Bricks will get larger in volatile markets and smaller in quiet ones. Use the `ATR 14 Multiplier` to control the sensitivity.
`Percentage` : The Tick Size is a simple percentage of the current asset price, controlled by the `Percent Size (%)` input.
`Auto` : The "set it and forget it" mode. The script intelligently calculates a Tick Size based on the asset's price. Use the `Auto Sensitivity` slider to make these automatically calculated bricks thicker (value > 1.0) or thinner (value < 1.0).
❖ Parameters (The Core Renko Engine)
This group controls how the bricks are constructed based on the Tick Size.
`Tick Trend` : The number of "Ticks" the price must move in the same direction to print a new continuation brick. A smaller value means bricks form more easily.
`Tick Reversal` : The number of "Ticks" the price must move in the opposite direction to print a new reversal brick. This is typically set higher than `Tick Trend` (e.g., double) to filter out minor pullbacks and market noise.
`Open Offset` : Controls the visual overlap of the bricks. A value of `0` creates gapless bricks that start where the last one ended. A value of `2` (with a `Tick Reversal` of 4) creates the classic 50% overlap look.
❖ Visuals (Controlling What You See)
This is where you tailor the chart to your visual preference.
`Show Confirmed Renko` : Toggles the solid-colored, historical bricks. These are finalized and will never change. They represent the confirmed past trend.
`Show Unconfirmed Renko` : This is the most powerful visual feature. It toggles the live, semi-transparent box that represents the developing brick. It shows you exactly where the price is right now in relation to the levels needed to form the next brick.
`Show Max/Min Levels` : Toggles the horizontal "finish lines" on your chart. The green line is the price target for a bullish brick, and the red line is the target for a bearish brick. These are excellent for spotting breakouts.
`Show Info Label` : Toggles the on-chart label that provides key real-time stats:
🧱 Bricks: The total count of confirmed bricks.
⏳ Live: How many chart bars the current live brick has been forming. These bars forms the Renko bricks that aren't confirmed yet. Live = 0 means the latest renko brick is confirmed.
🌲 Tick Size: The current calculated value of a single Tick.
Hover over the label for a tooltip with live RSI(14), MFI(14), and CCI(20) data for additional confirmation.
TRADING STRATEGIES & IDEAS
Universal Renko Bars isn't just a visual tool; it's a foundation for building robust trading strategies.
Trend Confirmation: The primary use is to instantly identify the trend. A series of green bricks indicates a strong uptrend; a series of red bricks indicates a strong downtrend. Use this to filter out trades that go against the primary momentum.
Reversal Spotting: Pay close attention to the Unconfirmed Brick . When a strong trend is in place and the live brick starts to fight against it—changing color and growing larger—it can be an early warning that a reversal is imminent. Wait for the brick to be confirmed for a higher probability entry.
Breakout Trading: The `Max/Min Levels` are your dynamic breakout zones. A long entry can be considered when the price breaks and closes above the green Max Level, confirming a new bullish brick. A short entry can be taken when price breaks below the red Min Level.
Confluence & Indicator Synergy: This is where Universal Renko truly shines. Overlay a moving average (e.g., 20 EMA). Only take long trades when the green bricks are forming above the EMA. Combine it with RSI or MACD; a bearish reversal brick forming while the RSI shows bearish divergence is a very powerful signal.
A FINAL WORD
Universal Renko Bars was designed to solve a fundamental problem in technical analysis. It brings together the best elements of two powerful methodologies to give you a clearer, more actionable view of the market. By filtering noise while retaining context, it empowers you to make decisions with greater confidence.
Add Universal Renko Bars to your chart today and elevate your analysis. We welcome your feedback and suggestions for future updates!
Follow me to get notified when I publish New Indicator.
~ SiddWolf
BK AK-SILENCER (P8N)🚨Introducing BK AK-SILENCER (P8N) — Institutional Order Flow Tracking for Silent Precision🚨
After months of meticulous tuning and refinement, I'm proud to unleash the next weapon in my trading arsenal—BK AK-SILENCER (P8N).
🔥 Why "AK-SILENCER"? The True Meaning
Institutions don’t announce their moves—they move silently, hidden beneath the noise. The SILENCER is built specifically to detect and track these stealth institutional maneuvers, giving you the power to hunt quietly, execute decisively, and strike precisely before the market catches on.
🔹 "AK" continues the legacy, honoring my mentor, A.K., whose teachings on discipline, precision, and clarity form the cornerstone of my trading.
🔹 "SILENCER" symbolizes the stealth aspect of institutional trading—quiet but deadly moves. This indicator equips you to silently track, expose, and capitalize on their hidden footprints.
🧠 What Exactly is BK AK-SILENCER (P8N)?
It's a next-generation Cumulative Volume Delta (CVD) tool crafted specifically for traders who hunt institutional order flow, combining adaptive volatility bands, enhanced momentum gradients, and precise divergence detection into a single deadly-accurate weapon.
Built for silent execution—tracking moves quietly and trading with lethal precision.
⚙️ Core Weapon Systems
✅ Institutional CVD Engine
→ Dynamically measures hidden volume shifts (buying/selling pressure) to reveal institutional footprints that price alone won't show.
✅ Adaptive AK-9 Bollinger Bands
→ Bollinger Bands placed around a custom CVD signal line, pinpointing exactly when institutional accumulation or distribution reaches critical extremes.
✅ Gradient Momentum Intelligence
→ Color-coded momentum gradients reveal the strength, speed, and silent intent behind institutional order flow:
🟢 Strong Bullish (aggressive buying)
🟡 Moderate Bullish (steady accumulation)
🔵 Neutral (balance)
🟠 Moderate Bearish (quiet distribution)
🔴 Strong Bearish (aggressive selling)
✅ Silent Divergence Detection
→ Instantly spots divergence between price and hidden volume—your earliest indication that institutions are stealthily reversing direction.
✅ Background Flash Alerts
→ Visually highlights institutional extremes through subtle background flashes, alerting you quietly yet powerfully when market-moving players make their silent moves.
✅ Structural & Institutional Clarity
→ Optional structural pivots, standard deviation bands, volume profile anchors, and session lines clearly identify the exact levels institutions defend or attack silently.
🛡️ Why BK AK-SILENCER (P8N) is Your Edge
🔹 Tracks Institutional Footprints—Silently identifies hidden volume signals of institutional intentions before they’re obvious.
🔹 Precision Execution—Cuts through noise, allowing you to execute silently, confidently, and precisely.
🔹 Perfect for Traders Using:
Elliott Wave
Gann Methods (Angles, Squares)
Fibonacci Time & Price
Harmonic Patterns
Market Profile & Order Flow Analysis
🎯 How to Use BK AK-SILENCER (P8N)
🔸 Institutional Reversal Hunting (Stealth Mode)
Bearish divergence + CVD breaking below lower BB → stealth short signal.
Bullish divergence + CVD breaking above upper BB → quiet, early long entry.
🔸 Momentum Confirmation (Silent Strength)
Strong bullish gradient + CVD above upper BB → follow institutional buying quietly.
Strong bearish gradient + CVD below lower BB → confidently short institutional selling.
🔸 Noise Filtering (Patience & Precision)
Neutral gradient (blue) → remain quiet, wait patiently to strike precisely when institutional activity resumes.
🔸 Structural Precision (Institutional Levels)
Optional StdDev, POC, Value Areas, Session Anchors clearly identify exact institutional defense/offense zones.
🙏 Final Thoughts
Institutions move in silence, leaving subtle footprints. BK AK-SILENCER (P8N) is your specialized weapon for tracking and hunting their quiet, decisive actions before the market reacts.
🔹 Dedicated in deep gratitude to my mentor, A.K.—whose silent wisdom shapes every line of code.
🔹 Engineered for the disciplined, quiet hunter who knows when to wait patiently and when to strike decisively.
Above all, honor and gratitude to Gd—the ultimate source of wisdom, clarity, and disciplined execution. Without Him, markets are chaos. With Him, we move silently, purposefully, and precisely.
⚡ Stay Quiet. Stay Precise. Hunt Silently.
🔥 BK AK-SILENCER (P8N) — Track the Silent Moves. Strike with Precision. 🔥
May Gd bless every silent step you take. 🙏
Setup Score OscillatorSetup Score Oscillator – Full Description
🎯 Purpose of the Script
This script is a manual trading setup scoring tool, designed to help traders quantify the quality of a trade setup by combining multiple technical, cyclical, and contextual signals.
Instead of relying on a single indicator, the trader manually selects which signals are present, and the script calculates a total score (0–100%), displayed as an oscillator in a separate panel (like RSI or MACD).
🔧 How it works in practice
1. Manual signal inputs
The script presents a set of checkboxes in the settings, where the trader can enable/disable the following signals:
✅ Confirmed Support/Resistance
✅ Aligned Volume Profile
✅ Favorable Cyclic Timing
✅ Valid Trend Line
✅ Aligned Cyclical Moving Averages
✅ Relevant Fibonacci Level
✅ Classic Volume Signal (spike, dry-up, etc.)
✅ Oscillator confirmation (e.g., divergences)
✅ Extreme Sentiment
✅ Relevant or incoming News
Each selected signal contributes to the total score based on its weight.
2. Scoring system
Each signal has a default weight (e.g., 20% for support/resistance, 15% for cycles, etc.).
Optionally, the trader can enable the “custom weights” checkbox and adjust each signal’s weight directly in the settings.
3. Score visualization
The final score (sum of all active weights) is plotted as an oscillator ranging from 0 to 100%, with dynamic coloring:
Range Color Meaning
0–39% Red No valid setup
40–54% Yellow Watchlist only
55–69% Orange Good setup
70–100% Green Strong setup
Several horizontal threshold lines are displayed:
50% → neutral threshold
40%, 55%, 70% → operational levels
4. Optional background coloring
When the score exceeds 55% or 70%, the oscillator background lightly changes color to highlight stronger setups (non-intrusive).
📌 Practical benefits
Objectifies subjective analysis: each decision becomes a number.
Prevents overtrading: no entries if the score is too low.
Adaptable to any trading style: swing, intraday, positional.
User-friendly: no coding needed – just tick boxes.
Italiano:
Setup Score Oscillator – Descrizione completa
🎯 Obiettivo dello script
Lo script è uno strumento manuale di valutazione dei setup di trading, pensato per aiutare il trader a quantificare la qualità di un'opportunità operativa basandosi su più segnali tecnici, ciclici e contestuali.
Invece di affidarsi a un solo indicatore, il trader seleziona manualmente quali segnali sono presenti, e lo script calcola un punteggio complessivo percentuale (0–100%), rappresentato come oscillatore in una finestra separata (tipo RSI, MACD, ecc.).
🔧 Come funziona operativamente
1. Input manuale dei segnali
Lo script mostra una serie di checkbox nelle impostazioni, dove il trader può attivare o disattivare i seguenti segnali:
✅ Supporto/Resistenza confermata
✅ Volume Profile allineato
✅ Cicli o timing favorevole
✅ Trend line valida
✅ Medie mobili cicliche allineate
✅ Livello di Fibonacci rilevante
✅ Volume classico significativo (spike, dry-up)
✅ Conferme da oscillatori (es. divergenze)
✅ Sentiment estremo (es. euforia o panico)
✅ News importanti imminenti o appena uscite
Ogni casella attiva contribuisce al punteggio totale, con un peso specifico.
2. Sistema di punteggio
Ogni segnale ha un peso predefinito (es. 20% per supporti/resistenze, 15% per cicli, ecc.).
Facoltativamente, il trader può attivare la funzione “Enable custom weights” per personalizzare i pesi di ciascun segnale direttamente da input.
3. Visualizzazione del punteggio
Il punteggio complessivo (somma dei pesi attivati) viene tracciato come oscillatore da 0 a 100%, con colori dinamici:
Range Colore Significato
0–39% Rosso Nessun setup valido
40–54% Giallo Osservazione
55–69% Arancione Setup buono
70–1005 Verde Setup forte
Sono tracciate anche delle linee guida orizzontali a:
50% → soglia neutra
40%, 55%, 70% → soglie operative
4. Colorazione dello sfondo (facoltativa)
Quando il punteggio supera 55% o 70%, lo sfondo dell’oscillatore cambia leggermente colore per evidenziare il segnale (non invasivo).
📌 Vantaggi pratici
Oggettivizza l’analisi soggettiva: ogni decisione manuale si trasforma in un numero.
Evita overtrading: se il punteggio è troppo basso, non si entra.
Adattabile a ogni stile: swing, intraday, position.
Facile da usare anche senza codice: basta spuntare le caselle.
NVT Ratio Z-Score | [DeV]** DISCLAIMER: This indicator is not trend following, so it SHOULD NOT be a buy/sell signal or used as a stand alone indicator to tell you to buy or sell. It's simply giving insight into potential overbought or oversold market conditions, and should be used in conjunction with other market analysis tools to give you an idea of possible market reversals.**
The NVT Ratio Z-Score is a unique on-chain valuation tool that helps users assess whether Bitcoin is potentially overbought or oversold relative to its network fundamentals. This indicator calculates the Network Value to Transactions (NVT) ratio, which compares Bitcoin’s market capitalization (price × circulating supply) to the USD-denominated daily transaction volume on the network. To improve clarity and remove short-term noise, the NVT value is smoothed using a customizable moving average (NVT Smoothing Period). The smoothed value is then normalized using a Z-score over a rolling period (Normalization Lookback Period), allowing for easier comparison of extreme deviations over time. This normalization makes it possible to spot historically high or low valuation zones with consistency.
While the NVT Ratio Z-Score is not a price action or trend-following indicator, it excels as a valuation-based supplemental tool. By using this indicator alongside your existing technical setups—such as momentum oscillators (like RSI or MACD), moving averages, or volume profiles—you can gain a deeper perspective on whether the broader market is operating in an overheated or undervalued state.
Interpretation is straightforward: the lower the Z-score dips into negative territory, the more oversold the market may be, potentially indicating a bottoming process or future upward reversal. Conversely, higher Z-scores suggest the market is becoming overheated or overbought, which can precede pullbacks or broader downtrends. However, it’s crucial to remember: this is not a trend indicator. Overbought conditions don’t guarantee immediate downturns, and oversold conditions don’t guarantee immediate rallies. Markets can remain extended in either direction for prolonged periods.
Use the NVT Ratio Z-Score to contextualize price moves and strengthen conviction when your other tools show signals aligning with extreme valuation zones. This indicator is especially helpful for swing traders, long-term investors, and those analyzing Bitcoin through a macro-on-chain lens.
Ergodic Market Divergence (EMD)Ergodic Market Divergence (EMD)
Bridging Statistical Physics and Market Dynamics Through Ensemble Analysis
The Revolutionary Concept: When Physics Meets Trading
After months of research into ergodic theory—a fundamental principle in statistical mechanics—I've developed a trading system that identifies when markets transition between predictable and unpredictable states. This indicator doesn't just follow price; it analyzes whether current market behavior will persist or revert, giving traders a scientific edge in timing entries and exits.
The Core Innovation: Ergodic Theory Applied to Markets
What Makes Markets Ergodic or Non-Ergodic?
In statistical physics, ergodicity determines whether a system's future resembles its past. Applied to trading:
Ergodic Markets (Mean-Reverting)
- Time averages equal ensemble averages
- Historical patterns repeat reliably
- Price oscillates around equilibrium
- Traditional indicators work well
Non-Ergodic Markets (Trending)
- Path dependency dominates
- History doesn't predict future
- Price creates new equilibrium levels
- Momentum strategies excel
The Mathematical Framework
The Ergodic Score combines three critical divergences:
Ergodic Score = (Price Divergence × Market Stress + Return Divergence × 1000 + Volatility Divergence × 50) / 3
Where:
Price Divergence: How far current price deviates from market consensus
Return Divergence: Momentum differential between instrument and market
Volatility Divergence: Volatility regime misalignment
Market Stress: Adaptive multiplier based on current conditions
The Ensemble Analysis Revolution
Beyond Single-Instrument Analysis
Traditional indicators analyze one chart in isolation. EMD monitors multiple correlated markets simultaneously (SPY, QQQ, IWM, DIA) to detect systemic regime changes. This ensemble approach:
Reveals Hidden Divergences: Individual stocks may diverge from market consensus before major moves
Filters False Signals: Requires broader market confirmation
Identifies Regime Shifts: Detects when entire market structure changes
Provides Context: Shows if moves are isolated or systemic
Dynamic Threshold Adaptation
Unlike fixed-threshold systems, EMD's boundaries evolve with market conditions:
Base Threshold = SMA(Ergodic Score, Lookback × 3)
Adaptive Component = StDev(Ergodic Score, Lookback × 2) × Sensitivity
Final Threshold = Smoothed(Base + Adaptive)
This creates context-aware signals that remain effective across different market environments.
The Confidence Engine: Know Your Signal Quality
Multi-Factor Confidence Scoring
Every signal receives a confidence score based on:
Signal Clarity (0-35%): How decisively the ergodic threshold is crossed
Momentum Strength (0-25%): Rate of ergodic change
Volatility Alignment (0-20%): Whether volatility supports the signal
Market Quality (0-20%): Price convergence and path dependency factors
Real-Time Confidence Updates
The Live Confidence metric continuously updates, showing:
- Current opportunity quality
- Market state clarity
- Historical performance influence
- Signal recency boost
- Visual Intelligence System
Adaptive Ergodic Field Bands
Dynamic bands that expand and contract based on market state:
Primary Color: Ergodic state (mean-reverting)
Danger Color: Non-ergodic state (trending)
Band Width: Expected price movement range
Squeeze Indicators: Volatility compression warnings
Quantum Wave Ribbons
Triple EMA system (8, 21, 55) revealing market flow:
Compressed Ribbons: Consolidation imminent
Expanding Ribbons: Directional move developing
Color Coding: Matches current ergodic state
Phase Transition Signals
Clear entry/exit markers at regime changes:
Bull Signals: Ergodic restoration (mean reversion opportunity)
Bear Signals: Ergodic break (trend following opportunity)
Confidence Labels: Percentage showing signal quality
Visual Intensity: Stronger signals = deeper colors
Professional Dashboard Suite
Main Analytics Panel (Top Right)
Market State Monitor
- Current regime (Ergodic/Non-Ergodic)
- Ergodic score with threshold
- Path dependency strength
- Quantum coherence percentage
Divergence Metrics
- Price divergence with severity
- Volatility regime classification
- Strategy mode recommendation
- Signal strength indicator
Live Intelligence
- Real-time confidence score
- Color-coded risk levels
- Dynamic strategy suggestions
Performance Tracking (Left Panel)
Signal Analytics
- Total historical signals
- Win rate with W/L breakdown
- Current streak tracking
- Closed trade counter
Regime Analysis
- Current market behavior
- Bars since last signal
- Recommended actions
- Average confidence trends
Strategy Command Center (Bottom Right)
Adaptive Recommendations
- Active strategy mode
- Primary approach (mean reversion/momentum)
- Suggested indicators ("weapons")
- Entry/exit methodology
- Risk management guidance
- Comprehensive Input Guide
Core Algorithm Parameters
Analysis Period (10-100 bars)
Scalping (10-15): Ultra-responsive, more signals, higher noise
Day Trading (20-30): Balanced sensitivity and stability
Swing Trading (40-100): Smooth signals, major moves only Default: 20 - optimal for most timeframes
Divergence Threshold (0.5-5.0)
Hair Trigger (0.5-1.0): Catches every wiggle, many false signals
Balanced (1.5-2.5): Good signal-to-noise ratio
Conservative (3.0-5.0): Only extreme divergences Default: 1.5 - best risk/reward balance
Path Memory (20-200 bars)
Short Memory (20-50): Recent behavior focus, quick adaptation
Medium Memory (50-100): Balanced historical context
Long Memory (100-200): Emphasizes established patterns Default: 50 - captures sufficient history without lag
Signal Spacing (5-50 bars)
Aggressive (5-10): Allows rapid-fire signals
Normal (15-25): Prevents clustering, maintains flow
Conservative (30-50): Major setups only Default: 15 - optimal trade frequency
Ensemble Configuration
Select markets for consensus analysis:
SPY: Broad market sentiment
QQQ: Technology leadership
IWM: Small-cap risk appetite
DIA: Blue-chip stability
More instruments = stronger consensus but potentially diluted signals
Visual Customization
Color Themes (6 professional options):
Quantum: Cyan/Pink - Modern trading aesthetic
Matrix: Green/Red - Classic terminal look
Heat: Blue/Red - Temperature metaphor
Neon: Cyan/Magenta - High contrast
Ocean: Turquoise/Coral - Calming palette
Sunset: Red-orange/Teal - Warm gradients
Display Controls:
- Toggle each visual component
- Adjust transparency levels
- Scale dashboard text
- Show/hide confidence scores
- Trading Strategies by Market State
- Ergodic State Strategy (Primary Color Bands)
Market Characteristics
- Price oscillates predictably
- Support/resistance hold
- Volume patterns repeat
- Mean reversion dominates
Optimal Approach
Entry: Fade moves at band extremes
Target: Middle band (equilibrium)
Stop: Just beyond outer bands
Size: Full confidence-based position
Recommended Tools
- RSI for oversold/overbought
- Bollinger Bands for extremes
- Volume profile for levels
- Non-Ergodic State Strategy (Danger Color Bands)
Market Characteristics
- Price trends persistently
- Levels break decisively
- Volume confirms direction
- Momentum accelerates
Optimal Approach
Entry: Breakout from bands
Target: Trail with expanding bands
Stop: Inside opposite band
Size: Scale in with trend
Recommended Tools
- Moving average alignment
- ADX for trend strength
- MACD for momentum
- Advanced Features Explained
Quantum Coherence Metric
Measures phase alignment between individual and ensemble behavior:
80-100%: Perfect sync - strong mean reversion setup
50-80%: Moderate alignment - mixed signals
0-50%: Decoherence - trending behavior likely
Path Dependency Analysis
Quantifies how much history influences current price:
Low (<30%): Technical patterns reliable
Medium (30-50%): Mixed influences
High (>50%): Fundamental shift occurring
Volatility Regime Classification
Contextualizes current volatility:
Normal: Standard strategies apply
Elevated: Widen stops, reduce size
Extreme: Defensive mode required
Signal Strength Indicator
Real-time opportunity quality:
- Distance from threshold
- Momentum acceleration
- Cross-validation factors
Risk Management Framework
Position Sizing by Confidence
90%+ confidence = 100% position size
70-90% confidence = 75% position size
50-70% confidence = 50% position size
<50% confidence = 25% or skip
Dynamic Stop Placement
Ergodic State: ATR × 1.0 from entry
Non-Ergodic State: ATR × 2.0 from entry
Volatility Adjustment: Multiply by current regime
Multi-Timeframe Alignment
- Check higher timeframe regime
- Confirm ensemble consensus
- Verify volume participation
- Align with major levels
What Makes EMD Unique
Original Contributions
First Ergodic Theory Trading Application: Transforms abstract physics into practical signals
Ensemble Market Analysis: Revolutionary multi-market divergence system
Adaptive Confidence Engine: Institutional-grade signal quality metrics
Quantum Coherence: Novel market alignment measurement
Smart Signal Management: Prevents clustering while maintaining responsiveness
Technical Innovations
Dynamic Threshold Adaptation: Self-adjusting sensitivity
Path Memory Integration: Historical dependency weighting
Stress-Adjusted Scoring: Market condition normalization
Real-Time Performance Tracking: Built-in strategy analytics
Optimization Guidelines
By Timeframe
Scalping (1-5 min)
Period: 10-15
Threshold: 0.5-1.0
Memory: 20-30
Spacing: 5-10
Day Trading (5-60 min)
Period: 20-30
Threshold: 1.5-2.5
Memory: 40-60
Spacing: 15-20
Swing Trading (1H-1D)
Period: 40-60
Threshold: 2.0-3.0
Memory: 80-120
Spacing: 25-35
Position Trading (1D-1W)
Period: 60-100
Threshold: 3.0-5.0
Memory: 100-200
Spacing: 40-50
By Market Condition
Trending Markets
- Increase threshold
- Extend memory
- Focus on breaks
Ranging Markets
- Decrease threshold
- Shorten memory
- Focus on restores
Volatile Markets
- Increase spacing
- Raise confidence requirement
- Reduce position size
- Integration with Other Analysis
- Complementary Indicators
For Ergodic States
- RSI divergences
- Bollinger Band squeezes
- Volume profile nodes
- Support/resistance levels
For Non-Ergodic States
- Moving average ribbons
- Trend strength indicators
- Momentum oscillators
- Breakout patterns
- Fundamental Alignment
- Check economic calendar
- Monitor sector rotation
- Consider market themes
- Evaluate risk sentiment
Troubleshooting Guide
Too Many Signals:
- Increase threshold
- Extend signal spacing
- Raise confidence minimum
Missing Opportunities
- Decrease threshold
- Reduce signal spacing
- Check ensemble settings
Poor Win Rate
- Verify timeframe alignment
- Confirm volume participation
- Review risk management
Disclaimer
This indicator is for educational and informational purposes only. It does not constitute financial advice. Trading involves substantial risk of loss and is not suitable for all investors. Past performance does not guarantee future results.
The ergodic framework provides unique market insights but cannot predict future price movements with certainty. Always use proper risk management, conduct your own analysis, and never risk more than you can afford to lose.
This tool should complement, not replace, comprehensive trading strategies and sound judgment. Markets remain inherently unpredictable despite advanced analysis techniques.
Transform market chaos into trading clarity with Ergodic Market Divergence.
Created with passion for the TradingView community
Trade with insight. Trade with anticipation.
— Dskyz , for DAFE Trading Systems
Linear Regression Channel UltimateKey Features and Benefits
Logarithmic scale option for improved analysis of long-term trends and volatile markets
Activity-based profiling using either touch count or volume data
Customizable channel width and number of profile fills
Adjustable number of most active levels displayed
Highly configurable visual settings for optimal chart readability
Why Logarithmic Scale Matters
The logarithmic scale option is a game-changer for analyzing assets with exponential growth or high volatility. Unlike linear scales, log scales represent percentage changes consistently across the price range. This allows for:
Better visualization of long-term trends
More accurate comparison of price movements across different price levels
Improved analysis of volatile assets or markets experiencing rapid growth
How It Works
The indicator calculates a linear regression line based on the specified period
Upper and lower channel lines are drawn at a customizable distance from the regression line
The space between the channel lines is divided into a user-defined number of levels
For each level, the indicator tracks either:
- The number of times price touches the level (touch count method)
- The total volume traded when price is at the level (volume method)
The most active levels are highlighted based on this activity data
Understanding Touch Count vs Volume
Touch count method: Useful for identifying key support/resistance levels based on price action alone
Volume method: Provides insight into levels where the most trading activity occurs, potentially indicating stronger support/resistance
Practical Applications
Trend identification and strength assessment
Support and resistance level discovery
Entry and exit point optimization
Volume profile analysis for improved market structure understanding
This Linear Regression Channel indicator combines powerful statistical analysis with flexible visualization options, making it an invaluable tool for traders and analysts across various timeframes and markets. Its unique features, especially the logarithmic scale and activity profiling, provide deeper insights into market behavior and potential turning points.
Position Cost DistributionThe Position Cost Distribution indicator (also known as the Market Position Overview, Chip Distribution, or CYQ Algorithm) provides an estimate of how shares are distributed across different price levels. Visually, it resembles the Volume Profile indicator, though they rely on distinct computational approaches.
🟠 Principle
The Position Cost Distribution algorithm is based on the principle that a security's total shares outstanding usually remains constant, except under conditions like stock splits, reverse splits, or new share issuance. It views all trading activity as simply exchanging share positions between holders at different price points.
By analyzing daily trade volume and the prior day's distribution, the algorithm infers the resulting share distribution after each day. By tracking these inferred transpositions over time, the indicator builds up an aggregate view of the estimated share concentration at each price level. This provides insights into potential buying and selling pressure zones that could form support or resistance areas.
Together with the Volume Profile, the Position Cost Distribution gives traders multiple lenses for examining market structure from both a volume and positional standpoint. Both can help identify meaningful technical price levels.
🟠 Algorithm
The algorithm initializes by allocating all shares to the price range encompassed by the first bar displayed on the chart. Preferably, the chart window should include the stock's IPO date, allowing the model to distribute shares specifically to the IPO price.
For subsequent trading sessions, the indicator performs the following calculations:
1. The daily turnover ratio is calculated by dividing the bar's trading volume by total outstanding shares.
2. For each price level (bucket), the number of shares is reduced by the turnover amount to represent shares transferring from existing holders.
3. The bar's total volume is then added to buckets corresponding to that period's price range.
Currently, the model assumes each share has an equal probability of being exchanged, regardless of how long ago it was acquired or at what price. Potential optimizations could incorporate factors like making shares held longer face a smaller chance of transfer compared to more recently purchased shares.
────────────────────────────────────────────
中文介绍：该指标为“筹码分布”的一个 TradingView 实现 :)
PhantomFlow AccumulationDetectorThe PhantomFlow AccumulationDetector indicator analyzes the volume profile and displays potential accumulation based on the selected timeframe in the settings. This indicator can be used both as zones for trend following and for identifying reversals, as shown in the examples on the chart. The logic behind the formation of the accumulation zone is based on the fact that the POC (Point of Control) of the current zone is within the Volume Area range of the previous period.
Optimal settings for the working timeframe should be chosen visually, and the size of the zones should not be too large or too small. Additionally, it's advisable not to consider overly wide zones during increased volatility.
Consecutive zones within the same range often indicate a potential reversal.
We borrowed the volume profile calculation code from @LonesomeTheBlue. Thank you for the work done!
FFH Market structure v1The indicator determines the trend, its direction, confirmed trend, trend breakout levels (BoS), sideways ranges, volume profile point of control levels (vPoC) - all of this is conveniently displayed on the chart and helps complement your technical analysis.
The main idea of the script is to trade volume profile levels (vPoC) by identifying trends and sideways ranges. The script detect them and provides signals as soon as it detects a reaction from a volume level. You then complement these signals with your own technical analysis and make a decision to enter a trade. The script was developed solely to facilitate trading and address the issue of convenient visualization. Structure breakout levels are displayed as additional confirmations for making trading decisions. If we form a sideways range below/above such a trading level, it is a strong signal for me.
For sideways ranges, a volume level is calculated (vPoC), which also serves as input information for the signal engine. Signals are generated based on volume levels, with the calculation of stop loss (SL) and take profit (TP) levels. The SL is set at a certain percentage of the range boundaries or the previous high/low, as specified by a parameter. Targets are calculated intelligently based on trend reversal levels and volume levels.
The indicator parameters are individually tailored to each coin. The number of bars to determine the high/low is adjusted, as well as the allowable price deviation for defining the range boundaries on the first level. There are three modes for determining the sideways range, and data sources for highs/lows can be chosen (high/low/candle close, etc.). To make it more convenient for you to work with the indicator, there is an algorithm for automatic parameter adjustment built-in.
Currently script _only_ works for:
* BTC on 1-hour, 4-hour, and 1-day timeframes.
* ETC on 1-hour, 4-hour, and 1-day timeframes.
* Any altcoin on a 1-day timeframe.
The script will be beneficial to both novice traders, helping them understand market structure, sideways ranges, and identifying structure breakouts, as well as experienced traders, facilitating the process of plotting market structure elements on the chart and making trading decisions.
In any case, this script is not an investment idea.
All trading decisions you make based on the script are made independently and at your own risk.
Supply and Demand Daily [LuxAlgo]The Supply and Demand Daily indicator displays daily supply and demand areas on the user's chart. These areas are constructed using the market data within a previous daily interval.
This script makes use of the same logic as our previous Supply and Demand Visible Range indicator .
🔶 USAGE
The supply/demand areas & levels displayed by the indicator aim to provide potential support/resistance levels for users. Supply areas highlight where buyers are willing to exit the market and sell the asset, thus providing resistance and potentially causing prices to reverse or bounce back downwards, while demand areas highlights where buyers were willing to purchase the asset, thus providing support and potentially causing prices to reverse or bounce back upwards.
Historical areas allow the user to study the evolution of supply/demand from one day to another. Wider areas highlight prices avoiding reverting to this area, while thinner areas highlight prices returning more frequently to them.
Trends can be determined by looking at the price position relative to the previous day's supply/demand areas. Price breaking down from the demand zone is indicative of a downtrend, while price breaking above the supply zone is indicative of an uptrend.
Pullback/throwback scenarios can also be common using this indicator.
🔶 SETTINGS
Threshold %: Percentage of the total visible range volume used as a threshold to set supply/demand areas. Higher values return wider areas.
Resolution: Determines the number of bins used to find each area. Higher values will return more precise results.
Intra-bar TF: Timeframe used to obtain intra-bar data.
🔶 RELATED SCRIPTS
OBVoscillatorTitle: OBV Oscillator
Author: OsborneCapital
The OBV (On Balance Volume) Oscillator developed by OsborneCapital is a distinctive variant from commonly published OBV indicators. This script capitalizes on the primary concept of the OBV, which is to cumulatively add or subtract the entire volume of each bar to a total, based on whether the closing price was higher or lower than the previous close. However, the OBV Oscillator by OsborneCapital improves upon this by introducing an additional layer of analysis.
Key Differences:
Oscillator Formulation:
The original OBV serves as a cumulative measure of buying and selling pressure. It does not naturally oscillate around a zero line. This script transforms OBV into an oscillator, offering a normalized view around a baseline (zero) for a more intuitive interpretation of buying and selling pressure.
Normalized Scaling:
The OBV Oscillator scales the OBV values down by a user-defined factor (default 1000), helping adapt the indicator to the magnitudes of the underlying market's volume profile.
Moving Average Comparison:
This script compares the scaled OBV with a Moving Average (MA) over a user-defined period, enhancing the visibility of divergences and convergences between volume trends and price action.
Usage:
The OBV Oscillator by OsborneCapital provides visual cues about the underlying buying or selling pressure, which is not directly visible from the price chart:
- Above zero line: Suggests the dominance of buying pressure, which may indicate an ongoing bullish sentiment.
- Below zero line: Indicates the dominance of selling pressure, hinting at bearish sentiment.
- Crossing the zero line: A change in the trend's direction, from bullish to bearish or vice versa.
Markets and Conditions:
The OBV Oscillator can be used across various markets, including but not limited to stocks, forex, cryptocurrencies, commodities, and futures. As this script fundamentally builds on volume analysis, it tends to be more effective in markets where volume information is reliable and significant.
It's always recommended to use this tool in conjunction with other indicators and analysis methods, as it mainly provides insights into volume trends and doesn't consider price levels or price-based trends. The indicator can be particularly effective in identifying potential breakouts when there's a divergence between the OBV Oscillator and the price trend.
Please remember, no indicator alone can guarantee success in trading, and a comprehensive approach, including risk management, should always be employed.
Halfback + One-Time-Framing BarsThis indicator is designed to be used with Market Profile / Volume Profile trading techniques on a 30min chart.
The halfback of a candle is the mid point between the high and the low of the candle. A halfback trade can be taken once price retraces into this point as support/resistance using the prevailing trend as your trade direction.
One-Time-Framing is a fancy term for trending in one direction. One-Time-Framing happens when a candle breaks the previous candle's high without testing the low or when a candle breaks the low of the previous candle without testing the high. This indicates that the trend is one directional and opposing pressure is very weak. Taking trades in the opposing direction of multiple OTF bars is typically a bad trade setup.
Halfback and OTF setups are typically used on a 30min timeframe combined with Market or Volume Profile, but you can experiment with these setups on any timeframe if you wish.
I hope you all enjoy this indicator, comment below if you have any questions.
Koalafied Volume Extension BubblesCircles based on extensions from volume Z-Score. Large volume candles can often signal exhaustion or show market strength in reversals or breakouts. Circles can be offset back to the start of the day/profile or left at the time where they occur.
Colours denoting deviations from the mean are
+2 std dev - Green
+1 std dev - Blue
-1 std dev - Red
-2 std dev - Purple
Concept is primarily as a pseudo volume profile delta tool. Obviously it's a very basic heuristic so would recommend further reading and use of actually footprint data to base trading decisions on.
Swing Assassin's Consolidated ScriptI put this script together to essentially consolidate a number of scripts that I use on a daily basis into one script. This is an ongoing improvement effort, so there may be some garbage in here right now so keep that in mind if you intend to use this to help in your trading.
There are 5 moving averages (Hull). I use the Fast, Mid and Slow to find entries after I us the Medium Slow and Super Slow to identify a trend. Otherwise, I have those three turned off.
This script also uses Bollinger Bands which I literally cannot trade without.
The script also has anchored VWAP , automated support/resistance lines, and a homebrewed Volume Profile that is a copy from Ildar Akhmetgaleev's indicator "Poor Man's Volume Profile" used under Mozilla Public License Version 2.0.
PRIME - Krypto Kiss+CCI+VPIntroducing from Prime Academy, the experimental "KryptO Kis$" algorithm, which combines our most powerful scripts all in one indicator. Available to the user are a full options platform to adjust parameters as well as individually blind indications for precise chart analysis. The following algorithms have been utilized:
* Prime Pulse (3 Candle System) - The original impulse and momentum indication system, it take rsi and tsi data to provide users with the indication of initial impulses, as well as a yellow candle to ascertain when there is a possible change of momentum in the current impulse.
* 5 SMA - The original Sniper Cross system seen from previous strategies, using the 4, 21, 50, 185, and 800 SMA's to determine changes of trend, continuation and support levels.
*CCI Indication on Chart - The system provides realtime CCI data in correlation to price positions within the general chart matrix, receiving system variables from various crosses on the 100 to -100 scale for CCI. Bullish and Bearish indications are clearly defined by separate colors.
* Volume Profile with tags - This system provides current volume data for the current time frame and sequence, also giving available tags at prices holding high volume orders, historically and present as indicated by the difference in length of indications. color saturations indicate the intensity of volume at the price in question .
* Shadow ZoneZ - Provides Support and resistance levels using rsi overbought and over sold data, sourced on the close of previous prices. Also embedded in the code is an additional volume confluence via indications of dotted lines with prices available, giving sequence positions of "Whales" and their support and resistance levels by order volume at price.
* An added bonus of the Shadow ZoneZ is the auto trend line and trend channel function , as well as the highlighted zones of liquidity waiting to be filled from previous impulses and lack of present retracements.
Any questions can be directed here on site via Direct Message. Any feedback is welcomed, and thank you in advance. Trade Well, Family!
- Dee Prime
//Disclaimer:
//Trading success is all about following your trading strategy and the indicators should fit within your trading strategy, and not to be traded upon solely
//The script is for informational and educational purposes only. Use of the script does not constitute professional and/or financial advice.
//You alone have the sole responsibility of evaluating the script output and risks associated with the use of the script.
//In exchange for using the script, you agree not to hold the publishing TradingView user liable for any possible claim for damages arising from any decision you make based on use of the script.
Poor man's volume clustersVolume clusters created from candlestick volumes.
See also "Poor man's volume profile" .
The code is generated using a template. To change the settings, you may need to regenerate the code. The code has a link to the repository with the template.
VWAP StdDev Bands v1[JopAlgo]VWAP StdDev Bands v1 — value, stretch, and exhaustion around a session anchor
Core idea
This plots a session VWAP (volume-weighted average price) and two standard-deviation bands above/below it. It resets by Day / Week / Month (you choose). Read it as:
Value → the VWAP is where most business clears.
Stretch → the inner band (≈ ±1σ) is a normal excursion from value.
Exhaustion → the outer band (≈ ±2σ) is an uncommon excursion that often mean-reverts—unless the trend is very strong.
Think “how far from value are we” rather than “what’s the indicator doing.”
What you’ll see
VWAP line that changes color: above price = potential resistance, below price = potential support.
Inner bands (1× stdev) and Outer bands (2× stdev) with optional fills.
A Reset Period selector → Day, Week, or Month.
Read it fast → What’s the VWAP slope? Are we above or below it? Did price tag 1× or 2× and bounce, reject, or accept?
How the levels behave (and what to do)
VWAP → baseline value. In trend, pullbacks to VWAP often continue the move; in balance, VWAP is a magnet.
±1× band (inner) → “normal” stretch. In trend, first touches here often bounce back with the trend. In chop, tags often revert to VWAP.
±2× band (outer) → statistically rare stretch. Two common outcomes:
Reversion → tag ±2×, stall/wick, rotate back toward ±1× → VWAP.
Power trend → price walks the outside band; you ride pullbacks to ±1× instead of fading.
Practical tell → Distance from VWAP in “σ” terms =
(
𝑝
𝑟
𝑖
𝑐
𝑒
−
𝑣
𝑤
𝑎
𝑝
)
/
𝑠
𝑡
𝐷
𝑒
𝑣
(price−vwap)/stDev. > 2 ≈ extreme; 1–2 ≈ stretched; < 1 ≈ near value.
How to use it (simple playbook)
Direction filter
Up bias → VWAP is rising and price is holding above.
Down bias → VWAP is falling and price is holding below.
Entry templates
Trend pullback → continuation
→ Up bias, pullback to VWAP or −1×, hold/reclaim, higher-low → enter long.
→ Targets → +1× → +2×; trail behind swings.
→ Mirror for shorts with VWAP / +1× in a downtrend.
Stretch fade (mean-revert)
→ In balance or late trend: tag +2×, momentum slows, CVD shows absorption, fail to accept beyond → short back to +1× → VWAP.
→ Mirror at −2× for longs.
Break + hold (expansion)
→ Tight market around VWAP; close through +1× with strong participation; small pullback holds +1× → continuation long toward +2×.
→ Mirror for −1× → −2× on shorts.
Location first (always)
Execute at real references: Volume Profile v3.2 (VAH/VAL/POC/LVNs) and Anchored VWAP .
No level → no trade. VWAP bands + location remove most bad chases.
Entries, exits, risk
Stops → just beyond the band/level you used (e.g., below −1× on a trend-pullback long; beyond the ±2× wick on a fade).
Targets → ladder band → VWAP → opposite band or to VP nodes (POC/HVNs).
Management → if price accepts beyond your band (multiple closes), treat it as regime change and adjust.
Settings that matter (and how to tune)
VWAP Reset Period
Day → most reactive; good for intraday. Can be noisy on 24/7 crypto.
Week → steadier anchor; popular for 4H crypto swing.
Month → slow macro anchor; great for context, less for timing.
Inner/Outer multipliers
Defaults 1× and 2× approximate ±1σ / ±2σ.
Increase multipliers to reduce signals on volatile pairs; decrease to see more tags.
Band visibility / fills
If chart is busy, start with outer bands only. Add inner later for pullback timing.
Starter presets
Intraday (15m–1H) → Reset Day, Inner 1×, Outer 2×
Swing (4H) → Reset Week, Inner 1×, Outer 2×
High-vol pairs → consider 1.5× / 2.5× to avoid constant “extremes”
Pattern cheat sheet
First touch, strong trend → VWAP / ±1× acts like a trampoline → trade with trend.
Late push into +2× with lower momentum → fade back to +1× / VWAP.
Walk the band → repeated closes riding +2× (or −2×) → stop fading; buy pullbacks to +1× (or sell to −1×).
Flip at VWAP → lose VWAP and hold underneath → expect rotation toward the opposite bands.
Best combos (kept simple)
Volume Profile v3.2 → confluence at VAH/VAL/POC/LVNs upgrades any VWAP-band signal.
Anchored VWAP → a reclaim/reject of an AVWAP at a band is high-quality timing.
CVDv1 (optional) → take trades when taker flow aligns; skip if absorption fights your side.
Common mistakes this helps you avoid
Chasing far past +1× toward +2× without a pullback.
Fading power trends that walk the band (wait for acceptance loss first).
Trading mid-air between VWAP and bands with no level.
Using a Day reset on 4H crypto and calling every move an extreme—use Week for a steadier anchor.
Disclaimer
This indicator and write-up are for education only, not financial advice. Trading involves risk; results vary by market, venue, and settings. Test first, act at defined levels, and manage risk. No guarantees or warranties are provided.
Kairi Relative Index Upgrated v1Kairi Relative Index Upgraded v1 — how far from “fair” are we, right now?
Most oscillators mash together price and momentum in ways that are hard to explain to a new trader. KRI is refreshingly simple: it measures how far price is from its moving average, as a percent of that average.
KRI = 100 × (Price − SMA) / SMA
Above 0 → price is above its average (stretched up).
Below 0 → price is below its average (stretched down).
The farther from 0, the more stretched we are from the mean.
This upgraded version keeps the pane clean (zero line, colored KRI, optional guide rails at +Line Above / Line Below) so you can read extension, reversion pressure, and reclaims at a glance—on any timeframe.
(If you add screenshots: image #1 should label the zero line and ± threshold lines; image #2 should show a textbook “overshoot at VAH/VAL + KRI extreme → rotate back to POC.”)
What you’re seeing (and how to read it fast)
KRI line
Green when KRI ≥ 0 (price above SMA)
Red when KRI < 0 (price below SMA)
Zero line = the moving average itself (no stretch).
Guide lines (default +10/−10) = “This is pretty far for this setting.” Treat these as review-and-decide zones, not auto-trade signals.
Three quick reads:
Magnitude: how far from the mean (size of KRI).
Direction: above/below zero (which side of the mean).
Turn: KRI curling back toward zero (reversion starting) or accelerating away (trend impulse continuing).
What KRI really measures (plain-English)
The SMA(length) is your “fair value” line for this indicator.
KRI tells you the percentage deviation from that fair value—normalized, so you can compare across assets/timeframes with the same length.
Because it’s a pure distance metric, KRI excels at:
spotting over-extensions into VP edges (VAH/VAL) and AVWAP,
timing mean-reversion back to POC/AVWAP in balance,
confirming reclaims (KRI crossing back through zero at a level),
framing pullbacks in trend (healthy dips usually avoid deep negative KRI in strong uptrends).
Using KRI on any timeframe
The workflow is always Location → Flow → KRI:
Location: a real level (Volume Profile v3.2’s VAH/VAL/POC/LVNs or Anchored VWAP).
Flow quality: check CVDv1 (Alignment OK? Absorption not red?).
KRI: are we stretched into/away from the level, and is KRI turning?
Scalping (1–5m)
Fade the stretch (balance): At VAH/VAL or Session AVWAP, an extreme KRI that rolls back toward zero = quick rotation to the middle (POC/AVWAP).
Don’t fade if bands are expanding and flow is strong (CVDv1 says go) — big KRI can stay big in expansion.
Intraday (15m–1H)
Continuation after pullback: In uptrends, look for shallow negative KRI at support (VAL/AVWAP) that turns up → join trend.
Failed breakout tell: Price pokes above VAH but KRI barely increases or rolls over quickly → likely a reclaim back inside value.
Swing (2H–4H)
Edge-to-mean rotations: At composite VAH/VAL, KRI extremes are great context: fade back to POC/HVNs if flow doesn’t confirm a breakout.
Reclaim confirmation: After a flush below Weekly AVWAP, KRI crossing back up through zero on the reclaim bar is a clean green light.
Position (1D–1W)
Regime posture: Multi-day runs with sustained positive KRI (and shallow dips) = constructive; mirror for downtrends. Use KRI pullbacks to ~0 at Weekly AVWAP for adds.
Entries, exits, and risk (simple rules)
Mean-reversion entry: At VAH/VAL or AVWAP, wait for KRI extreme at/through your guide line and a turn back toward zero.
Stop: just beyond the level; Target: POC/HVN or the zero line on KRI.
Trend-continuation entry: In a trend, take pullbacks where KRI stays modest (doesn’t blow through your lower/upper guide) and turns back with the trend at the level.
Avoid: chasing breakouts where KRI is already extreme and still climbing unless CVDv1 says Alignment OK + no Absorption and you have a clean retest.
Settings that matter (and how to tune them)
Length (default 50): defines the moving average “fair value.”
Shorter (20–34): faster, more signals, more noise—good for intraday.
Longer (50–100): steadier, better for swings/position.
Source (default close): keep it simple; hlc3 or close both work.
Line Above / Below (defaults +10/−10): your review zones. Tune them to the asset/timeframe:
Scroll back 6–12 months and eyeball typical |KRI| spikes. Set your lines around the 80th–90th percentile of |KRI| for that market and length.
Majors often need smaller thresholds than thin alts on the same timeframe.
Tip: If your KRI is always beyond the lines, increase length or widen the thresholds. If it never touches them, shorten length or tighten thresholds.
What to look for (pattern cheat sheet)
Stretch into level → curl: KRI tags an extreme right at VAH/VAL/AVWAP, then turns back → classic rotation.
Shallow pullback in trend: KRI dips toward zero but doesn’t hit your lower guide, then turns up at support → continuation.
No-juice break: New price high with weaker KRI (smaller positive % vs prior leg) → breakout lacks extension; plan for retest or reclaim.
Zero-line reclaims: After a washout, KRI crosses zero as price reclaims AVWAP/VAL → clean confirmation.
Combining KRI with other tools
Cumulative Volume Delta v1 (CVDv1):
Use KRI for stretch/turn, CVDv1 for quality.
A KRI extreme at VAH with CVDv1 Absorption (red) is a do-not-chase; look for the fail/reclaim.
A KRI pullback toward zero at VAL with Alignment OK + strong Imbalance + no Absorption = high-quality continuation.
Volume Profile v3.2:
KRI’s best signals happen at VAH/VAL/POC/LVNs.
LVN traversals with rising KRI often run quickly to the next HVN—use VP for targets.
Anchored VWAP :
Treat AVWAP as fair-value rails. KRI zero cross on an AVWAP reclaim is your green flag; KRI extreme + failure to accept beyond AVWAP warns of a fake break.
Common pitfalls KRI helps you avoid
Buying high into a tired move: KRI already very positive at VAH and rolling over = likely rotation; wait.
Fading true expansion: In strong trends with confirmed flow, KRI can remain extreme; don’t automatically fade just because it’s “far.”
Wrong thresholds: Copy-pasting ±10 to every market/timeframe can mislead. Calibrate to the market you trade.
Practical defaults to start with
Length: 50
Lines: +10 / −10 as placeholders—calibrate later.
Timeframes: great out of the box on 15m–4H; for 1–5m try Length 34 and tighter lines; for daily swings try Length 100 and broader lines.
Process: Level → CVDv1 quality → KRI stretch/turn. If any of the three disagree, wait for the retest.
Disclaimer & Licensing
This indicator and its description are provided for educational purposes only and do not constitute financial or investment advice. Trading involves risk, including the possible loss of capital. makes no warranties and assumes no responsibility for any decisions or outcomes resulting from the use of this script. Past performance is not indicative of future results. Use at your own risk.
Licensing & Attribution:
Copyright (c) 2018–present, Alex Orekhov (everget). Modified and upgraded by .
The original “Kairi Relative Index” is released under the MIT License, and this derivative is distributed under the MIT License as well. Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files to deal in the Software without restriction, subject to the conditions of the MIT License, including the above copyright notice and this permission notice. The Software is provided “AS IS,” without warranty of any kind, express or implied.
RVol+ Enhanced Relative Volume Indicator📊 RVol+ Enhanced Relative Volume Indicator
Overview
RVol+ (Relative Volume Plus) is an advanced time-based relative volume indicator designed specifically for swing traders and breakout detection. Unlike simple volume comparisons, RVol+ analyzes volume at the same time of day across multiple sessions, providing statistically significant insights into institutional activity and breakout potential.
🎯 Key Features
Core Volume Analysis
Time-Based RVol Calculation - Compares current cumulative volume to the average volume at this exact time over the past N days
Statistical Z-Score - Measures volume in standard deviations from the mean for true anomaly detection
Volume Percentile - Shows where current volume ranks historically (0-100%)
Sustained Volume Filter - 3-bar moving average prevents false signals from single-bar spikes
Breakout Detection
🚀 Confirmed Breakouts - Identifies price breakouts validated by high volume (RVol > 1.5x)
⚠️ False Breakout Warnings - Alerts when price breaks key levels on low volume (high failure risk)
Multi-Timeframe Context - Weekly volume overlay prevents chasing daily noise
Advanced Metrics
OBV Divergence Detection - Spots bullish/bearish accumulation/distribution patterns
Volume Profile Integration - Identifies institutional positioning
Money Flow Analysis - Tracks smart money vs retail activity
Extreme Volume Alerts - 🔥 Labels mark unusual spikes beyond the display cap
Visual Intelligence
Smart Color Coding:
🟢 Bright Teal = High activity (RVol ≥ 1.5x)
🟡 Medium Teal = Caution zone (RVol ≥ 1.2x)
⚪ Light Teal = Normal activity
🟠 Orange = Breakout confirmed
🔴 Red = False breakout risk
Comprehensive Stats Table:
Current Volume (formatted as M/K/B)
RVol ratio
Z-Score with significance
Volume percentile
Historical average and standard deviation
Sustained volume confirmation
📈 How to Use
For Swing Trading (1D - 3W Holds)
Perfect Setup:
✓ RVol > 1.5x (bright teal)
✓ Z-Score > 2.0 (⚡ alert)
✓ Percentile > 90%
✓ Sustained = ✓
✓ 🚀 Breakout label appears
Avoid:
✗ Red "Low Vol" warning during breakouts
✗ RVol < 1.0 at key levels
✗ Sustained volume not confirmed
Signal Interpretation
⚡ Z>2 Labels - Statistically significant volume (95th+ percentile) - highest probability moves
↗️ OBV+ Labels - Bullish accumulation (OBV rising while price consolidates)
↘️ OBV- Labels - Bearish distribution (OBV falling while price rises)
🔵 Blue Background - Weekly volume elevated (confirms daily strength)
⚙️ Customization
Basic Settings
N Day Average - Number of historical days for comparison (default: 5)
RVol Thresholds - Customize highlight levels (default: 1.2x, 1.5x)
Visual Display Cap - Prevent extreme spikes from compressing view (default: 4.0x)
Advanced Metrics (Toggle On/Off)
Z-Score analysis
Weekly RVol context
OBV divergence detection
Volume percentile ranking
Breakout signal generation
Table Customization
Position - 9 placement options to avoid chart overlap
Size - Tiny to Huge
Colors - Full customization of positive/negative/neutral values
Transparency - Adjustable background
Debug Mode
Enable Pine Logs for calculation transparency
Adjustable log frequency
Real-time calculation breakdown
🔬 Technical Details
Algorithm:
Binary search for historical lookups (O(log n) performance)
Time-zone aware session detection
DST-safe timestamp calculations
Exponentially weighted standard deviation
Anti-repainting architecture
Performance:
Optimized for max_bars_back = 5000
Efficient array management
Built-in function optimization
Memory-conscious data structures
📊 What Makes RVol+ Different?
vs. Standard Volume:
Context-aware (time-of-day matters)
Statistical significance testing
False breakout filtering
vs. Basic RVol:
Z-Score normalization (2-3 sigma detection)
Multi-timeframe confirmation
OBV divergence integration
Sustained volume filtering
Smart visual scaling
vs. Professional Tools:
Free and open-source
Fully customizable
No black-box algorithms
Educational debug logs
💡 Best Practices
Wait for Confirmation - Don't enter on first bar; wait for sustained volume ✓
Combine with Price Action - RVol validates, price structure determines entry
Weekly Context Matters - Blue background = institutional interest
Z-Score is King - Focus on ⚡ alerts for highest probability
Avoid Low Volume Breakouts - Red ⚠️ labels = high failure risk
🎓 Trading Psychology
Volume precedes price. When RVol+ shows:
High RVol + Rising OBV = Accumulation before breakout
High RVol at Resistance = Test of conviction
Low RVol on Breakout = Retail-driven (fade candidate)
Z-Score > 3 = Potential "whale" positioning
📝 Credits
Based on the time-based RVol concept from /u/HurlTeaInTheSea, enhanced with:
Statistical analysis (z-scores, percentiles)
Multi-timeframe integration
OBV divergence detection
Professional-grade visualization
Swing trading optimization
🔧 Version History
v2.0 - Enhanced Edition
Added Z-Score analysis
Multi-timeframe volume context
OBV divergence detection
Breakout confirmation system
Smart color coding
Customizable stats table
Debug logging mode
Performance optimizations
📚 Learn More
For optimal use with swing trading:
Combine with support/resistance levels
Watch for volume clusters in consolidation
Use weekly timeframe for trend confirmation
Monitor OBV divergence for early warnings
⚠️ Disclaimer
This indicator is for educational purposes. Volume analysis is one component of trading decisions. Always use proper risk management, consider multiple timeframes, and validate signals with price structure. Past performance does not guarantee future results.
🚀 Getting Started
Add indicator to chart
Adjust "N Day Average" to your preference (5-10 days typical)
Position stats table to avoid overlap
Enable features you want to monitor
Watch for 🚀 breakout confirmations!
Happy Trading! 📈
Delta Pro -> PROFABIGHI_CAPITAL🌟 Overview
This Delta Pro → PROFABIGHI_CAPITAL implements an advanced delta analysis framework combining price delta calculations with RSI-of-momentum analysis, volume-weighted directional pressure measurement, and cumulative volume delta tracking for comprehensive order flow assessment.
It provides Price Delta calculation with RSI-of-Delta analysis using nine advanced smoothing methodologies for momentum-of-momentum assessment , Volume Delta approximation using volume weighted by price direction for buying/selling pressure identification , Cumulative Volume Delta (CVD) tracking with dynamic histogram visualization for long-term order flow trends , and Dual-mode display system enabling toggle between price delta and RSI-of-delta visualization for professional market microstructure analysis.
🔧 Advanced Delta Pro Architecture Framework
- Professional market microstructure analysis system integrating price momentum with volume-weighted directional analysis and RSI-based momentum assessment
- Grouped Input Organization separating Price Delta Calculation, RSI of Price Delta Settings, Display Options, and Volume Delta Options for streamlined configuration
- Source Configuration Framework enabling close, open, high, low, or composite price inputs for flexible delta calculation adaptation
- Period Management System with adjustable lookback periods for price delta calculation affecting both momentum and volume delta analysis
- Overlay Integration Design optimized as separate pane indicator with volume formatting for dedicated delta analysis focus
- Professional Timeframe Support enabling multi-timeframe delta analysis for different market perspective assessments
📊 Price Delta Implementation Engine
- Period-Based Delta Calculation measuring price difference between current bar and specified periods ago for momentum foundation
- Configurable Source Selection supporting different price inputs for various delta calculation approaches and market analysis
- Null Value Protection ensuring continuous calculation through proper handling of undefined historical values and edge cases
- Dynamic Color Coding using teal for positive price delta and maroon for negative price delta with optimized transparency
- Conditional Display Logic showing price delta only when RSI-of-delta mode is disabled for clean visualization switching
- Zero Line Reference providing conditional zero line display specifically for price delta analysis context
📈 RSI-of-Delta Advanced Framework
- RSI Calculation on Delta Values applying traditional RSI methodology to price delta instead of direct price for momentum-of-momentum analysis
- Dual-Layer Smoothing System providing primary and secondary moving average smoothing with nine advanced smoothing methodologies
- Advanced Moving Average Support including SMA, EMA, WMA, HMA, RMA, LSMA, DEMA, TEMA, and VIDYA for comprehensive signal refinement
- VIDYA Volatility Adaptation implementing Variable Index Dynamic Average with configurable volatility lookback for market condition responsiveness
- Dual-MA Comparison Mode enabling crossover analysis between two independently smoothed RSI-of-delta lines for advanced signal generation
- RSI Level Configuration providing configurable overbought (70) and oversold (30) levels with middle line (50) reference
- Conditional Color System using performance-based coloring with green for bullish crossovers, red for bearish crossovers, and level-based coloring
🔄 Volume Delta Calculation Engine
- Price Direction Analysis using mathematical sign function to determine positive or negative price movement for volume weighting
- Volume Weighting System multiplying volume by price direction sign for approximated buying versus selling pressure measurement
- Sign Variable Management maintaining price direction state for consistent volume delta calculation across bars
- Null Value Handling ensuring continuous volume delta calculation through proper mathematical validation and error prevention
- Histogram Visualization displaying volume delta as bars with green for buying pressure and red for selling pressure indication
- Independent Display Control allowing users to show or hide volume delta independently of other components for focused analysis
📉 Cumulative Volume Delta (CVD) Framework
- Running Sum Calculation maintaining cumulative total of all volume delta values for long-term order flow trend identification
- Dynamic Color System comparing current CVD with previous bar to determine rising or falling cumulative pressure patterns
- Histogram Style Display presenting CVD as histogram bars for immediate visual impact assessment and trend recognition
- Trend Direction Visualization using green for rising CVD and red for falling CVD with transparency optimization for clarity
- Historical Comparison Logic implementing proper previous bar comparison with null value protection for accurate trend determination
- Independent Activation Control enabling selective CVD display for users focusing on specific aspects of order flow analysis
🎨 Comprehensive Display Control System
- Dual-Mode Visualization enabling toggle between Price Delta display and RSI-of-Delta display for different analytical perspectives
- Grouped Settings Organization separating Price Delta Calculation, RSI Settings, Display Options, and Volume Options for intuitive configuration
- Conditional Plotting Logic displaying components only when specifically enabled to optimize chart performance and visual clarity
- Professional Color Scheme using market-standard colors with appropriate transparency levels for clear visual hierarchy and readability
- Context-Sensitive Reference Lines showing relevant zero lines and RSI levels based on current display mode selection
- Raw RSI Background Display optionally showing unsmoothed RSI values when smoothing is applied for comparison analysis
⚙️ Advanced Moving Average Implementation
- Nine Smoothing Methodologies supporting SMA, EMA, WMA, HMA, RMA, LSMA, DEMA, TEMA, and VIDYA for comprehensive signal processing
- VIDYA Implementation using Variable Index Dynamic Average with volatility-based adaptation for market condition responsiveness
- DEMA and TEMA Calculations implementing Double and Triple Exponential Moving Averages for reduced lag and improved signal quality
- Hull Moving Average Support providing fast and smooth HMA calculations for trend-following applications with minimal lag
- Linear Regression Integration using LSMA for trend-based smoothing with mathematical precision and directional bias
- Fallback Logic Framework ensuring continuous operation when smoothing calculations encounter edge cases or insufficient data
- Dual-Layer Smoothing Architecture enabling independent configuration of primary and secondary smoothing for crossover analysis
📋 Professional Configuration Framework
- Price Delta Calculation Group organizing source selection and period configuration with detailed tooltips for user guidance
- RSI of Price Delta Settings providing comprehensive RSI configuration including period, smoothing options, and level settings
- Display Options Group centralizing visualization controls with clear explanations for mode switching and component selection
- Volume Delta Options Group separating volume-related settings for focused volume analysis configuration and control
- Input Validation Framework ensuring minimum period values and proper parameter selection for reliable calculations
- Tooltip Documentation System offering comprehensive explanations for each setting to guide proper indicator utilization
🔍 Mathematical Implementation Excellence
- Accurate Delta Calculations using proper arithmetic operations for price difference measurement over specified periods with precision
- RSI Mathematical Precision applying standard RSI formulation to delta values with proper gain/loss averaging methodology
- Sign Function Implementation correctly applying mathematical sign determination for price direction analysis and volume weighting
- Volume Multiplication Accuracy precisely weighting volume values by price direction for accurate delta approximation calculations
- Cumulative Sum Precision maintaining accurate running totals using Pine Script's cumulative function with proper initialization
- VIDYA Volatility Calculations implementing proper volatility-based adaptation with mathematical accuracy and edge case handling
- Advanced MA Mathematical Framework ensuring accurate DEMA, TEMA, and other complex moving average calculations
🎯 Market Microstructure Applications
- Order Flow Analysis identifying buying versus selling pressure through volume-weighted price direction assessment and trend analysis
- Momentum-of-Momentum Assessment using RSI-of-delta for identifying acceleration and deceleration in price momentum patterns
- Trend Identification Enhancement leveraging CVD trends to identify long-term accumulation or distribution patterns in market structure
- Volume Profile Integration combining volume data with price direction for comprehensive market microstructure analysis capabilities
- Support/Resistance Validation using delta analysis to confirm or challenge traditional technical analysis levels with order flow context
- Divergence Detection Framework comparing price movement with volume delta and RSI-of-delta patterns for reversal identification
⚡ Performance Optimization Features
- Conditional Plotting Logic displaying only enabled components to optimize chart rendering performance and reduce computational load
- Efficient Variable Management using appropriate variable scoping and initialization for minimal memory usage and optimal processing
- Optimized Color Assignment pre-calculating colors and applying transparency efficiently for smooth visual performance rendering
- Streamlined Calculation Sequences organizing mathematical operations for minimal redundant computation and optimal processing speed
- Dynamic Display Updates providing real-time delta values with immediate visual feedback without compromising performance
- Resource-Conscious Mode Switching activating calculations only when components are displayed to maintain indicator efficiency
🎨 Professional Visualization Framework
- Mode-Specific Color Coding using different color schemes for price delta mode versus RSI-of-delta mode for immediate context recognition
- Transparency Optimization applying appropriate transparency levels for clear visual hierarchy without overwhelming chart information
- Multiple Plot Style Integration implementing line plots for delta/RSI analysis and histogram plots for volume analysis
- Conditional Reference Lines displaying relevant zero lines and RSI levels based on current visualization mode selection
- Background Raw Data Display optionally showing unsmoothed RSI values when smoothing is applied for analytical comparison
- Professional Chart Integration maintaining separate pane layout with proper scaling and formatting for dedicated analysis focus
🔧 Technical Implementation Framework
- Variable Declaration Organization properly declaring color variables and state management variables for clean code structure and maintainability
- Function Library Implementation organizing VIDYA, DEMA, TEMA, and calculateMA functions for modular code architecture
- Calculation Sequence Optimization organizing price delta, RSI-of-delta, volume delta, and CVD calculations in logical processing order
- Plot Management System coordinating multiple plot statements with appropriate conditional logic for efficient rendering
- State Variable Management maintaining sign_price_change and other state variables for consistent calculation across bars
- Error Prevention Architecture incorporating null value checks and mathematical validation for reliable operation under all conditions
✅ Key Takeaways
- Advanced delta analysis framework combining price delta momentum with RSI-of-momentum assessment and volume-weighted directional pressure for comprehensive market microstructure evaluation
- Professional RSI-of-delta implementation with nine advanced smoothing methodologies including VIDYA, DEMA, and TEMA for sophisticated momentum analysis
- Comprehensive volume delta system with CVD tracking and dynamic histogram visualization showing cumulative buying/selling pressure trends over time
- Dual-mode display system enabling seamless switching between price delta visualization and RSI-of-delta analysis for different analytical perspectives
- Mathematical precision implementation using proper delta calculations, RSI formulations, and advanced moving average methodologies with performance optimization
- Professional configuration framework with grouped settings, detailed tooltips, and modular display controls for customized microstructure analysis
- Market applications supporting order flow analysis, momentum acceleration detection, trend identification, and divergence recognition for institutional trading approaches
Smart Money Flow TrackerSmart Money Flow Tracker - Liquidity & Fair Value Gap Indicator
Overview
The Smart Money Flow Tracker is a comprehensive Pine Script indicator designed to identify and analyze institutional trading patterns through liquidity prints and Fair Value Gaps (FVGs). This advanced tool combines multiple analytical approaches to help traders understand where smart money is operating in the market, providing crucial insights for better trade timing and market structure analysis.
Core Functionality
1. Liquidity Prints Detection
The indicator identifies liquidity prints by analyzing pivot highs and lows that represent potential areas where institutional orders may be resting. Key features include:
Pivot-Based Analysis: Uses configurable pivot lengths (default 5) to identify significant highs and lows
Volume Confirmation: Optional volume filter ensures liquidity prints occur during periods of significant trading activity
Dynamic Labeling: Visual markers on chart showing liquidity print locations with customizable colors
Success Rate Tracking: Monitors how often liquidity prints lead to meaningful price reactions
2. Fair Value Gap (FVG) Analysis with Volume Integration
Advanced FVG detection that goes beyond basic gap identification:
Three-Bar Pattern Recognition: Identifies gaps where the high of bar 1 is below the low of bar 3 (bullish) or low of bar 1 is above high of bar 3 (bearish)
Volume-Enhanced Detection: Incorporates comprehensive volume analysis including:
Average volume calculation over configurable periods
Total volume across the 3-bar FVG pattern
Dominant volume bar identification
Volume ratio calculations for strength assessment
Volume Threshold Filtering: Optional minimum volume requirements to filter out low-conviction FVGs
Visual Enhancement: FVG boxes with volume-based coloring and detailed volume labels
3. Comprehensive Statistics Dashboard
Real-time statistics table displaying:
Total liquidity prints detected
Success rate percentage with dynamic color coding
Volume filter status
Total Fair Value Gaps identified
High-volume FVG count and percentage
All metrics update in real-time as new data becomes available
4. Advanced Alert System
Multiple alert conditions for different scenarios:
Standard liquidity print detection
Volume-confirmed liquidity prints
Bullish and bearish FVG formation
High-volume FVG alerts for institutional-grade setups
Key Input Parameters
Display Controls
Show Liquidity Prints: Toggle main functionality on/off
Show Statistics Table: Control visibility of the analytics dashboard
Show Fair Value Gaps: Enable/disable FVG detection and display
Technical Settings
Pivot Length: Adjusts sensitivity of liquidity print detection (1-20 range)
Volume Confirmation: Requires above-average volume for liquidity print validation
Volume Lookback: Period for calculating average volume (5-50 bars)
FVG Volume Settings
Show FVG Volume Info: Display detailed volume metrics on FVG labels
FVG Volume Threshold: Minimum volume multiplier for high-volume FVG classification
FVG Volume Average Period: Lookback period for FVG volume calculations
Visual Customization
Bullish/Bearish Colors: Separate color schemes for different market directions
Text Colors: Bright lime green for optimal visibility on all background types
Table Positioning: Flexible placement options for the statistics dashboard
Trading Applications & Use Cases
1. Institutional Order Flow Analysis
Liquidity Hunting: Identify areas where institutions may be targeting retail stops
Smart Money Tracking: Follow institutional footprints through volume-confirmed liquidity prints
Market Structure Understanding: Recognize key levels where large orders are likely resting
2. Fair Value Gap Trading Strategies
Gap Fill Trading: Trade the statistical tendency of FVGs to get filled
Volume-Confirmed Entries: Use high-volume FVGs as higher-probability trade setups
Institutional FVG Recognition: Focus on FVGs with dominant volume bars indicating institutional participation
3. Multi-Timeframe Analysis
Higher Timeframe Context: Use on daily/weekly charts to identify major institutional levels
Intraday Precision: Apply to lower timeframes for precise entry and exit timing
Cross-Timeframe Confirmation: Combine signals across multiple timeframes for enhanced accuracy
4. Risk Management Applications
Stop Loss Placement: Use liquidity print levels as logical stop loss areas
Position Sizing: Adjust position sizes based on volume confirmation and success rates
Trade Filtering: Use statistics dashboard to assess current market conditions
Technical Logic & Methodology
Liquidity Print Algorithm
Pivot Identification: Scans for pivot highs/lows using the specified lookback period
Volume Validation: Optionally confirms prints occur during above-average volume periods
Success Tracking: Monitors subsequent price action to calculate effectiveness rates
Dynamic Updates: Continuously updates statistics as new data becomes available
FVG Detection Process
Pattern Recognition: Identifies 3-bar patterns with qualifying gaps
Volume Analysis: Calculates comprehensive volume metrics across the pattern
Strength Assessment: Determines volume ratios and dominant bars
Classification: Categorizes FVGs based on volume thresholds and characteristics
Visual Representation: Creates boxes and labels with volume-based styling
Statistical Framework
Real-time Calculations: All metrics update with each new bar
Percentage-based Metrics: Success rates and volume confirmations shown as percentages
Color-coded Feedback: Visual indicators for quick assessment of current conditions
Historical Tracking: Maintains running totals throughout the session
Best Practices for Usage
1. Parameter Optimization
Start with default settings and adjust based on market conditions
Lower pivot lengths for more sensitive detection on volatile instruments
Higher volume thresholds for cleaner signals in high-volume markets
2. Market Context Consideration
Combine with broader market structure analysis
Consider economic events and news that may affect institutional flow
Adjust expectations based on market volatility and liquidity conditions
3. Integration with Other Analysis
Use alongside support/resistance levels for confluence
Combine with momentum indicators for timing confirmation
Integrate with volume profile analysis for additional context
Conclusion
The Smart Money Flow Tracker represents a sophisticated approach to institutional flow analysis, combining traditional liquidity concepts with modern volume analytics. By providing both visual signals and comprehensive statistics, it enables traders to make more informed decisions based on where smart money is likely operating in the market. The indicator's flexibility and customization options make it suitable for various trading styles and timeframes, from scalping to position trading.
ICT Institutional Order Flow (Riz)This indicator implements Inner Circle Trader (ICT) institutional order flow concepts to identify high-probability entry points where smart money is actively participating in the market. It combines volume analysis, market structure, and price action patterns to detect institutional accumulation and distribution zones.
Core Concepts & Methodology
1. Institutional Order Blocks Detection
Order blocks represent the last opposing candle before a strong directional move, indicating institutional accumulation (bullish) or distribution (bearish) zones.
How it works:
⦁ Identifies the final bearish candle before bullish expansion (accumulation)
⦁ Identifies the final bullish candle before bearish expansion (distribution)
⦁ Validates with volume spike (2x average) to confirm institutional participation
⦁ Requires minimum 0.5% price displacement to filter weak moves
⦁ Tracks these zones as future support/resistance levels
2. Fair Value Gap (FVG) Analysis
FVGs are price inefficiencies created by aggressive institutional orders that leave gaps in price action.
Detection method:
⦁ Bullish FVG: When current low > high from 2 bars ago
⦁ Bearish FVG: When current high < low from 2 bars ago
⦁ Minimum gap size filter (0.1% default) eliminates noise
⦁ Monitors gap fills with volume for entry signals
⦁ Gaps act as magnets drawing price back for "rebalancing"
3. Liquidity Hunt Detection
Institutions often trigger retail stop losses before reversing direction, creating liquidity for their positions.
Algorithm:
⦁ Calculates rolling 20-period highs/lows as liquidity pools
⦁ Detects wicks beyond these levels (0.1% sensitivity)
⦁ Identifies rejection back inside range (liquidity grab)
⦁ Volume spike confirmation ensures institutional involvement
⦁ These reversals often mark significant turning points
4. Volume Profile Integration
Analyzes volume distribution across price levels to identify institutional interest zones.
Components:
⦁ Point of Control (POC): Price level with highest volume (institutional consensus)
⦁ Value Area: 70% of volume range (institutional comfort zone)
⦁ Uses 50-bar lookback to build volume histogram
⦁ 20 price levels for granular distribution analysis
5. Market Structure Analysis
Determines overall trend bias using pivot points and swing analysis.
Process:
⦁ Identifies swing highs/lows using 3-bar pivots
⦁ Bullish structure: Price above last swing high
⦁ Bearish structure: Price below last swing high
⦁ Filters signals to trade with institutional direction
Signal Generation Logic
BUY signals trigger when ANY condition is met:
1. Order Block Formation: Bearish-to-bullish transition + volume spike + strong move
2. Liquidity Grab Reversal: Sweep below lows + recovery + volume spike
3. FVG Fill: Price fills bullish gap with institutional volume (within 3 bars)
4. Order Block Respect: Price bounces from previous bullish OB + volume
SELL signals trigger when ANY condition is met:
1. Order Block Formation: Bullish-to-bearish transition + volume spike + strong move
2. Liquidity Grab Reversal: Sweep above highs + rejection + volume spike
3. FVG Fill: Price fills bearish gap with institutional volume (within 3 bars)
4. Order Block Respect: Price rejects from previous bearish OB + volume
Additional filters:
⦁ Signals align with market structure (no counter-trend trades)
⦁ No new signals while position is active
⦁ All signals require volume confirmation (institutional fingerprint)
Trading Style Auto-Configuration
The indicator features intelligent preset configurations for different trading styles:
Scalping Mode (1-5 min charts):
⦁ Volume multiplier: 1.5x (more signals)
⦁ Tighter parameters for quick trades
⦁ Risk:Reward 1.5:1, ATR multiplier 1.0
Day Trading Mode (15-30 min charts):
⦁ Volume multiplier: 1.7x (balanced)
⦁ Medium sensitivity settings
⦁ Risk:Reward 2:1, ATR multiplier 1.5
Swing Trading Mode (1H-4H charts):
⦁ Volume multiplier: 2.0x (quality focus)
⦁ Conservative parameters
⦁ Risk:Reward 3:1, ATR multiplier 2.0
Custom Mode:
⦁ Full manual control of all parameters
Visual Components
⦁ Order Blocks: Colored rectangles (green=bullish, red=bearish)
⦁ Fair Value Gaps: Orange boxes showing imbalances
⦁ Liquidity Levels: Dashed blue lines at key highs/lows
⦁ Volume Spikes: Yellow background highlighting
⦁ POC Line: Orange line showing highest volume price
⦁ Value Area: Blue shaded zone of 70% volume
⦁ Buy/Sell Signals: Triangle markers with text labels
⦁ Stop Loss/Take Profit: Dotted lines (red/green)
Information Panel
Real-time dashboard displaying:
⦁ Current trading mode
⦁ Volume ratio (current vs average)
⦁ Market structure (bullish/bearish)
⦁ Active order blocks count
⦁ Position status
⦁ Configuration details
How to Use
Step 1: Select Trading Style
Choose your style in settings - all parameters auto-adjust
Step 2: Timeframe Selection
⦁ Scalping: 1-5 minute charts
⦁ Day Trading: 15-30 minute charts
⦁ Swing: 1H-4H charts
Step 3: Signal Interpretation
⦁ Wait for BUY/SELL markers
⦁ Check volume ratio >2 for strong signals
⦁ Verify market structure alignment
⦁ Note automatic SL/TP levels
Step 4: Risk Management
⦁ Default 2:1 risk:reward (adjustable)
⦁ Stop loss: 1.5x ATR from entry
⦁ Position sizing based on stop distance
Best Practices
1. Higher probability setups occur when multiple conditions align
2. Volume confirmation is crucial - avoid signals without volume spikes
3. Trade with structure - longs in bullish, shorts in bearish structure
4. Monitor POC - acts as dynamic support/resistance
5. Confluence zones where OBs, FVGs, and liquidity levels overlap are strongest
Important Notes
⦁ Not a standalone system - combine with your analysis
⦁ Works best in trending markets with clear structure
⦁ Adjust settings based on instrument volatility
⦁ Backtest thoroughly on your specific markets
⦁ Past performance doesn't guarantee future results
Alerts Available
⦁ ICT Buy Signal
⦁ ICT Sell Signal
⦁ Volume Spike Detection
⦁ Liquidity Grab Detection
This indicator provides a systematic approach to ICT concepts, helping traders identify where institutions are entering positions through volume analysis and key price action patterns. The auto-configuration feature ensures optimal settings for your trading style without manual adjustment.
Disclaimer
This tool is for educational and research purposes only. It is not financial advice, nor does it guarantee profitability. All trading involves risk, and users should test thoroughly before applying live.
