Volume Profile Visible Range (VPVR) with POC PriceThis script visualizes volume distribution for the bars currently visible on your chart, helping you identify key liquidity zones and high-traffic price levels.
Main Features:
・Dynamic Range: Recalculates automatically as you zoom or scroll.
・POC Price Label: Highlights the Point of Control (highest volume) with a clear price tag.
・Value Area (VA): Visually separates the most active trading zone (default 70%).
・Highly Flexible: Choose your preferred layout (Left or Right) and colors.
How to use:
1. Spot S/R Levels: Look for long bars (High Volume Nodes); these often act as strong support or resistance.
2. Monitor the POC: The Point of Control is a price magnet. Watch for reactions or retests at this level.
3. Low Volume Gaps: Price tends to move quickly through areas with very short volume bars.
Volume
Cumulative Volume Delta (CVD) Suite [QuantAlgo]🟢 Overview
The Cumulative Volume Delta (CVD) Suite is a comprehensive toolkit that tracks the net difference between buying and selling pressure over time, helping traders identify significant accumulation/distribution patterns, spot divergences with price action, and confirm trend strength. By visualizing the running balance of volume flow, this indicator reveals underlying market sentiment that often precedes significant price movements.
🟢 How It Works
The indicator begins by determining the optimal timeframe for delta calculation. When auto-select is enabled, it automatically chooses a lower timeframe based on your chart period, e.g., using 1-second bars for minute charts, 5-second bars for 5-minute charts, and progressively larger intervals for higher timeframes. This granular approach captures volume flow dynamics that might be missed at the chart level.
Once the timeframe is established, the indicator calculates volume delta for each bar using directional classification:
getDelta() =>
close > open ? volume : close < open ? -volume : 0
When a bar closes higher than it opens (bullish candle), the entire volume is counted as positive delta representing buying pressure. Conversely, when a bar closes lower than its open (bearish candle), volume becomes negative delta representing selling pressure. This classification is applied to every bar in the selected lower timeframe, then aggregated upward to construct the delta for each chart bar:
array deltaValues = request.security_lower_tf(syminfo.tickerid, lowerTimeframe, getDelta())
float barDelta = 0.0
if array.size(deltaValues) > 0
for i = 0 to array.size(deltaValues) - 1
barDelta := barDelta + array.get(deltaValues, i)
This aggregation process sums all the individual delta values from the lower timeframe bars that comprise each chart bar, capturing the complete volume flow activity within that period. The resulting bar delta then feeds into the various display calculations:
rawCVD = ta.cum(barDelta) // Cumulative sum from chart start
smoothCVD = ta.sma(rawCVD, smoothingLength) // Smoothed for noise reduction
rollingCVD = math.sum(barDelta, rollingLength) // Rolling window calculation
Note: This directional bar approach differs from exchange-level orderflow CVD, which uses tick data to separate aggressive buy orders (executed at the ask price) from aggressive sell orders (executed at the bid price). While this method provides a volume flow approximation rather than pure tape-reading precision, it offers a practical and accessible way to analyze buying and selling dynamics across all timeframes and instruments without requiring specialized data feeds on TradingView.
🟢 Key Features
The indicator offers five distinct visualization modes, each designed to reveal different aspects of volume flow dynamics and cater to various trading strategies and market conditions.
1. Oscillator (Raw): Displays the true cumulative volume delta from the beginning of chart history, accompanied by an EMA signal line that helps identify trend direction and momentum shifts. When CVD crosses above the signal line, it indicates strengthening buying pressure; crosses below suggest increasing selling pressure. This mode is particularly valuable for spotting long-term accumulation/distribution phases and identifying divergences where CVD makes new highs/lows while price fails to confirm, often signaling potential reversals.
2. Oscillator (Smooth): Applies a simple moving average to the raw CVD to filter out noise while preserving the underlying trend structure, creating smoother signal line crossovers. Use this when trading trending instruments where you need confirmation of genuine volume-backed moves versus temporary volatility spikes.
3. Oscillator (Rolling): Calculates cumulative delta over only the most recent N bars (configurable window length), effectively resetting the baseline and removing the influence of distant historical data. This approach focuses exclusively on current market dynamics, making it highly responsive to recent shifts in volume pressure and particularly useful in markets that have undergone regime changes or structural shifts. This mode can be beneficial for traders when they want to analyze "what's happening now" without legacy bias from months or years of prior data affecting the readings.
4. Histogram: Renders the per-bar volume delta as individual histogram bars rather than cumulative values, showing the immediate buying or selling pressure that occurred during each specific candle. Positive (green) bars indicate that bar closed higher than it opened with buying volume, while negative (red) bars show selling volume dominance. This mode excels at identifying sudden volume surges, exhaustion points where large delta bars fail to move price, and bar-by-bar absorption patterns where one side is aggressively consuming the other's volume.
5. Candles: Transforms CVD data into OHLC candlestick format, where each candle's open represents the CVD at the start of the bar and subsequent intra-bar delta changes create the high, low, and close values. This visualization reveals the internal volume flow dynamics within each time period, showing whether buying or selling pressure dominated throughout the bar's formation and exposing intra-bar reversals or sustained directional pressure. Use candle wicks and bodies to identify volume acceptance/rejection at specific CVD levels, similar to how price candles show acceptance/rejection at price levels.
▶ Built-in Alert System: Comprehensive alerts for all display modes including bullish/bearish momentum shifts (CVD crossing signal line), buying/selling pressure detection (histogram mode), and bullish/bearish CVD candle formations. Fully customizable with exchange and timeframe placeholders.
▶ Visual Customization: Choose from 5 color presets (Classic, Aqua, Cosmic, Ember, Neon) or create your own custom color schemes. Optional price bar coloring feature overlays CVD trend colors directly onto your main chart candles, providing instant visual confirmation of volume flow and making divergences immediately apparent. Optional info label with configurable position and size displays current CVD values, data source timeframe, and mode at a glance.
Pulsar Heatmap CVD/OBV [by Oberlunar]Pulsar Heatmap CVD/OBV is a flow/price-consensus dashboard that turns OBV, CVD and their combination blend into a compact “heatmap + bias/signal” view, with optional main-chart candle coloring and HUD overlays.
What it shows
The panel is split into 3 horizontal lanes (OBV / CVD / COMBO). Each lane is further split into two halves:
Flow half: the normalized OBV/CVD/COMBO component (either per-bar Delta or Cumulative series).
PriceΔ half: the normalized divergence between price and the lane (price unit − flow unit), highlighting when price moves with or against the flow proxy.
Colors use intensity-based transparency so you can quickly spot pressure, compression, and disagreement between lanes.
Core engines
Normalization: Z-Score→tanh, Z-Score→clamp, MinMax, or None (unit range ≈ ).
Bias engine (6 halves): builds a directional BIAS from the six components (OBV/CVD/COMBO × Flow/PriceΔ), with optional hysteresis to reduce flicker.
Signal engine: triggers LONG/SHORT only on full alignment (all 6 halves agree), with confirm-bars and optional sticky behavior.
ROC/Acceleration layers: optional impulse context (ROC + ACC) to gate signals and/or boost bias strength when momentum is supportive.
AST filter: a strict directional filter combining volatility regime, BB expansion/contraction, MTF RSI prior and Kalman-smoothed evidence. When AST is directional, it can block opposite signals to enforce coherence.
Visual tools
Bias/Signal bands: top/bottom bands render BIAS strength and SIGNAL state; yellow highlights indicate disagreement/blocked states.
Candle colouring (main chart): optionally colours chart candles from LaneScore / Bias / Signal / Bias+Signal (uses overlay drawing where supported).
Signal labels: optional LONG/SHORT markers (with “better price than last shown” logic).
Triangle HUD: right-side geometric HUD summarising OBV/CVD/COMBO consensus + disagreement cues.
Timed Exhaustion / Absorption table: compact state machine that flags momentum exhaustion and absorption-like conditions using tight range + ROC/ACC behaviour.
How to use
Start with Lane data = Delta for faster microstructure timing; switch to Cumulative for macro context.
Choose a normalisation that fits your symbol’s volatility (ZScore→tanh is usually stable).
Read BIAS as the current dominant direction/strength; treat SIGNAL as the strict “all lanes aligned” confirmation.
If you want stricter coherence, keep the AST filter enabled (it is integrated by design and blocks opposite-direction signals when directional).
Setup 1 — Long Signal (Clean Alignment + Impulse)
In this example, Pulsar Heatmap transitions into a clear long setup when the system prints a LONG SIGNAL. The key idea is simple: the indicator does not enter on “bias” alone. It waits for full alignment across the internal lanes, optionally reinforced by the ROC/Acceleration impulse layer, and only then does it confirm a signal on a closed bar (Safe Mode)
Setup 2 — Short Signal After Compression (Absorption → Release)
In this screenshot, the short trade idea is not coming from “red candles” alone, but from a very specific sequence: the heatmap shows a shift into bearish alignment, the system prints a SHORT SIGNAL, and the timed module confirms that the market was in a tight range while sell pressure started to dominate.
Setup 3 — Neutral State (Stand-By Zone, No Trade Yet)
In the following screenshot, Pulsar Heatmap is doing something very important: it is clearly saying NEUTRAL 0%. Even if, visually, price could “look” like it might resume upward, the indicator is not providing a directional edge yet.
If you are already short, treat DISAGREE as a signal to take profit, tighten the stop, or scale out.
Setup 4 — When similar conditions return
Setup 4 — Impulse + Exhaustion conditions
In this screenshot, you’re basically seeing a “timing warning” configuration. Price prints a sharp bearish extension, but Pulsar Heatmap is not presenting it as a clean continuation setup: the center read is NEUTRAL 0%, while the timed engine shows both Absorption = SHORT and Exhaustion = SHORT. That combination often means: the downside pressure was real, but the move is already in a late/fragile phase (good for managing an existing short, not for opening a new one).
This tool uses available volume data from your data provider and approximates flow via OBV/CVD-style logic; results can differ across symbols/brokers and sessions. This script is for educational/analytical purposes and is not financial advice.
by Oberlunar 👁️ ⭐
Big Trades Detector [Adjusted LookBack] By HFThis indicator is simply an adjustment to the one published by HK, so that the Lookback can be less than 5 periods.
Cross-Exchange VWAP with VAH/VALThis indicator calculates a cross‑exchange VWAP by aggregating price and volume data from up to four major crypto exchanges: Coinbase, Binance, Bybit, and OKX.
It also derives Value Area High (VAH) and Value Area Low (VAL) using a volume‑weighted standard deviation around VWAP.
What this indicator does
Aggregates price × volume and volume from multiple exchanges for the same asset
Calculates a single, unified VWAP reflecting broader market activity rather than a single venue
Computes VAH and VAL as:
VAH = VWAP + k × σ
VAL = VWAP − k × σ
where σ is the volume‑weighted standard deviation and k is user‑configurable
Exchanges supported
Coinbase (default quote: USD)
Binance (default quote: USDT)
Bybit (default quote: USDT)
OKX (default quote: USDT)
Each exchange can be enabled/disabled individually, and symbol overrides are supported (e.g. BTCUSDT, BTCUSDT.P, ETHUSD).
VWAP anchoring options
You can choose how VWAP and Value Area reset:
Daily (UTC session)
Weekly
Monthly
None (fully cumulative)
Manual reset via input toggle
This makes it suitable for intraday, swing, and higher‑timeframe analysis.
Value Area configuration
Standard deviation multiplier (k) is configurable
k = 1.0 → ~68% band (default)
k ≈ 1.036 → ~70% band (normal assumption)
Optional shaded VAL–VAH area for quick visual context
Note: VAH/VAL are derived from VWAP ± σ, not from a full volume‑profile histogram.
This approach is computationally efficient and stable for real‑time trading.
Optional status table
An optional table (top‑right) displays:
Enabled exchanges
Active trading pairs per exchange
Volume availability status
Useful for quickly validating data coverage.
Intended use cases
Institutional‑style VWAP analysis across venues
Reducing single‑exchange bias in crypto trading
Identifying fair value, mean reversion zones, and acceptance areas
Intraday execution and swing trade context
Notes & limitations
Availability of symbols may vary by exchange
(use symbol overrides if needed)
Crypto sessions are UTC‑based for daily resets
Not a true Market Profile / volume‑at‑price VA calculation
NY VWAP 2std to 3std Probabilities + Exit ZonesHow it works:
Time buckets
Early: 10:30 – 12:00
Mid: 12:00 – 14:00
Late: 14:00 – 16:00
Bands
2σ band (s2up / s2dn) → this is where the “potential breakout” starts.
3σ band (s3up / s3dn) → this is the “target” for the 2→3σ move.
Counting logic
If during a given bucket, the price touches the 2σ band, it counts as a 2σ hit.
If after that, in the same bucket, the price also touches the 3σ band, it counts as a 3σ hit.
Probability calculation
\text{Probability 2→3σ} = \frac{\text{# of 3σ hits}}{\text{# of 2σ hits}} \times 100
For example, if in the late session the lower 2σ band is hit 10 times, and of those 10 times, 6 eventually hit the lower 3σ band, the script will show 60%.
Labels / lines
On the chart, Upper/Lower 2→3σ probabilities are displayed per bucket.
So yes: “Late Lower 2σ → 3σ: 60%” means: if price touches the lower 2σ band in the late session, historically, 60% of those touches continued to the 3σ band.
⚠ Important caveats:
These are historical probabilities, not predictions.
Small sample sizes in a bucket can make percentages unstable early in the day.
The script only counts session NY bars (0930–1600) and ignores pre-10:30 hits to reduce opening volatility noise.
ETH Trap Short v2 (HTF Filter) 5mETH 5-minute trap short strategy with higher-timeframe (1H EMA200 slope) regime filter.
Includes session filter and fixed SL/TP.
For testing and development only.
HMA Trend Scalper V1[wjdtks255]
Overview
This indicator is a high-performance trend-following system optimized for crypto futures trading. It provides clear entry signals and dynamic, real-time risk management tools to help traders stay on the right side of the market.
Key Features
Dynamic Trend Tracking: Uses a specialized HMA (Hull Moving Average) to filter market noise and identify the core trend.
Real-time TP/SL Extension: Unlike static indicators, the Take Profit (TP) and Stop Loss (SL) lines extend candle-by-candle along with the price action.
Clean Chart UI: Lines only exist from the entry point to the current candle, preventing chart clutter.
Automatic Completion: Once the price hits a target, the line stops extending and marks the result (Target Hit or Stop Out).
Trading Strategy (How to Trade)
1. Long Entry (🚀 LONG)
Condition: The price must be above the trend line, and a breakout of the recent 5-candle high must occur with significant volume.
Action: Enter a Long position when the "🚀 LONG" label appears.
Exit: Hold until the price reaches the Cyan (Aqua) TP line or hits the Yellow SL line.
2. Short Entry (💀 SHORT)
Condition: The price must be below the trend line, and a breakdown of the recent 5-candle low must occur with significant volume.
Action: Enter a Short position when the "💀 SHORT" label appears.
Exit: Hold until the price reaches the Cyan (Aqua) TP line or hits the Yellow SL line.
3. Risk Management
Stop Loss: The indicator automatically calculates the optimal SL based on recent volatility (ATR) and swing points.
Take Profit: The TP is set at a calculated ratio to ensure a positive risk-to-reward setup.
Settings
Trend Sensitivity: Adjust the HMA length to match your preferred timeframe (Scalping vs. Swing).
Volume Multiplier: Filter out weak moves by increasing the volume breakout requirement.
Custom Styles: Fully customize line colors, widths, and styles (Solid, Dashed, Dotted) in the settings menu.
Auction Context Engine ( Value Area, VWAP & Regime)📌 Indicator Name
Auction Context Engine (Value Area, VWAP & Regime)
Short name: ACE Context
🧠 Description
Auction Context Engine (ACE) is a professional market context and structure indicator based on Auction Market Theory.It is designed to help traders understand where the market is positioned, not to generate trade signals.
ACE focuses on:
• Developing Value Area (VAH / VAL)
• Developing Point of Control (POC)
• Session VWAP positioning
• Volatility regime expansion
• Opening Range context
• Failed auction / trap detection
• Market bias and environment quality
This indicator provides context only and is intended to be used alongside a separate execution strategy or system.
🎯 What This Indicator Is
✔ A context engine
✔ A market structure filter
✔ A bias alignment tool
✔ A regime and environment classifier
❌ What This Indicator Is NOT
✘ Not a signal generator
✘ Not a buy/sell system
✘ Not a strategy
✘ Not a profitability promise
📊 How To Use
Use ACE to answer:
• Is price accepting or rejecting value?
• Is the market in balance or expansion?
• Is VWAP supporting or opposing price?
• Is this a breakout environment or a trap?
• Is volatility expanding?
• Is the market trending or ranging?
You may then use your own execution strategy aligned with this context.
🟢 Core Components
Developing Value Area
• VAH / VAL dynamically update through the session
• POC tracks highest traded volume area
VWAP Position
• Above VWAP = bullish bias
• Below VWAP = bearish bias
Opening Range Context
• Detects breakouts or balance after session open
Volatility Regime
• Identifies expansion vs normal conditions
Failed Auction Detection
• Highlights trap conditions near value extremes
Market Quality
• Strong / Mixed / Weak environment classification
Context Table
• Clean 1-column vertical dashboard with color-coded bias
🔵 Visual Elements
• Developing VAH, VAL, POC lines
• Session VWAP
• Small context dots when environment turns READY
• Compact professional context table
⚙️ Settings
• Value Area bin size
• Value area percentage
• Opening range duration
• Regime expansion factor
• Line colors and thickness
• Context table ON/OFF
• Context dots ON/OFF
🧩 Best Use Case
This indicator is ideal for:
• Intraday trading
• Index futures and equities
• Options context filtering
• Trend / range regime identification
• Professional discretionary traders
⚠️ Disclaimer
This script is provided for educational and informational purposes only.It does not constitute financial or investment advice.Trading involves risk. Always use proper risk management.
Volume MarkersMarks POC, VAL, and VAH over a selected period of time and extends a horizontal line from each marker into the future for a selected period of time
Volume Profile - POC, VAH, VAL with ExtensionsMarks POC, VAH and VAL over selected time periods and extends the marker into the future for a selected period
VWAP Gravity Oscillator (VGO) (Intraday Only)VWAP Gravity Oscillator (VGO)
The VWAP Gravity Oscillator (VGO) is an intraday analytical indicator designed to quantify price displacement from VWAP and the rate of change of that displacement.
The indicator models VWAP as a statistical equilibrium level and evaluates:
Price deviation from VWAP (Delta)
Momentum and acceleration of that deviation via MACD
This framework enables assessment of trend persistence versus mean-reversion pressure in intraday price action.
Methodology
VWAP Delta
Measures the signed distance between price and VWAP, representing directional bias relative to equilibrium.
MACD on Delta
Captures the first- and second-order dynamics of VWAP deviation, highlighting acceleration, deceleration, and potential inflection points.
Zero Line
Represents price–VWAP equilibrium. Crossings may indicate regime transitions.
Interpretation Guidelines
Positive Delta
Price is trading above VWAP with positive directional bias.
Negative Delta
Price is trading below VWAP with negative directional bias.
Increasing MACD
Expansion of VWAP deviation (trend reinforcement).
Decreasing or reversing MACD
Contraction of VWAP deviation (mean-reversion risk).
Intended Applications
Intraday trend validation
Early detection of trend exhaustion
Mean-reversion risk assessment
Filtering low-conviction or balanced market conditions
Implementation Notes
Designed exclusively for intraday timeframes
Automatically suppressed on higher-timeframe charts
Intended as a contextual analysis tool, not a standalone signal generator
Conceptual Summary
VGO evaluates whether price is diverging from, stabilising around, or reverting toward VWAP by analysing both displacement and its rate of change.
Today's Total Volume (Floating)Floating bubble showing total volume today of stock. Resets at midnight
Cumulative Volume Histogram with Trading StylesThe Cumulative Volume indicator analyzes volume flow dynamics by separating positive (bullish) and negative (bearish) volume into distinct histograms. It converts raw volume data into actionable signals by applying multiple calculation modes and trading style presets for different market conditions.
Key Features
- Dual Histogram Display : Separates volume into positive (blue) and negative (blue) columns
- Four Trading Style Presets : Optimized settings for different market environments
- Minimalist Color Coding : Columns change shade (RoyalBlue to SlateBlue) based on momentum direction
Trading Style Presets
1. Manual Mode
- Period : User-defined (default: 14)
- Combined : Yes/No (default: Yes)
- Relative : Yes/No (default: Yes)
- Best for : Custom strategy development
2. Range Trading Mode
- Period : 10 (shorter for faster signals)
- Combined : Yes
- Relative : Yes
- Best for : Sideways markets, identifying support/resistance levels
3. Trend Following Mode
- Period : 20 (longer for smoother signals)
- Combined : Yes
- Relative : Yes
- Best for : Trending markets, reduces whipsaw
4. News Trading Mode
- Period : 5 (very short for immediate reactions)
- Combined : Yes
- Relative : No (absolute volume works better for news)
- Best for : High-volatility news events, capturing volume spikes
Cumulative Volume Histogram Formula
The indicator calculates two main components:
1. Volume Classification
If Close(t) > Close(t-1):
Positive_Volume(t) = Volume(t) / 100
Negative_Volume(t) = 0
Else:
Positive_Volume(t) = 0
Negative_Volume(t) = Volume(t) / 100
2. Moving Sums (equivalent to SMA × Period)
Sum_Positive = SMA(Positive_Volume, Period) × Period
Sum_Negative = SMA(Negative_Volume, Period) × Period
Sum_Total_Volume = SMA(Total_Volume/100, Period) × Period
Where:
SMA() is Simple Moving Average
Period = User-defined or preset value (14, 10, 20, or 5)
Normalized Volume by MQNupe3This script adds a volume indicator that's normalized by SMA (10) by default. This will help you easily see whether the volume is actually high or not. It also highlights through volume is exceeding the average by making them column a brighter color.
This script was derived from Tradingview user: Vosechu . The original script came from the following: Normalized Volume by Vosechu. I just tweaked ths script so the volume bars do not float and I flipped the colors. He did all the hard work.
Delta/Volume Bubble Strategy [Quant Z-Score] Maxxed VersionDelta/Volume Bubble Signals Maxxed Verison
This indicator combines advanced volume delta analysis with smart filtering to generate high-conviction intraday signals on futures like YM, ES, and NQ (5-minute charts perform particularly well in testing).
Special thanks to L&L Capital for the LNL Trend System, which provides the excellent dynamic chop detection and cloud visuals used here.
A very BIG thanks to tncylyv for the original volume delta bubble script — its Z-score normalization on extreme volume/delta is the foundation of the core detection logic.This entire system is now possible thanks to TradingView's addition of Volume Delta data in the Footprint chart, allowing accurate lower-timeframe delta aggregation without external feeds. Core Concept the indicator identifies extreme volume/delta spikes — moments when significant buying or selling pressure appears — and only signals when multiple confluence filters align. This results in lower-frequency, higher-quality trades that aim to capture institutional momentum while avoiding noise.
How It Works — Key Components Volume Delta Detection (The Heart of the System) Uses TradingView's built-in footprint delta (aggregated from lower TF, default 1-second bars).
Calculates absolute delta and applies a rolling Z-score (default lookback 60 bars) to normalize extremes across different volatility regimes and instruments.
Bubbles visualize spikes above threshold (default 1.7σ).
BUY/SELL signals require the same threshold plus additional filters.
Absorption Filter (Enabled by Default) Detects high volume/delta with minimal price movement ("effort vs result" failure = trapped traders).
Purple glow on bubbles + optional alert.
Signals are suppressed on absorption bars to avoid counter-trend traps.
Trend Filter (Nadaraya-Watson from jdehorty as default) Non-repainting kernel regression line for smooth, adaptive trend following.
Signals only fire when price is on the correct side of the trend line (above for longs, below for shorts). Can be disabled or switched to EMA/WMA/KAMA.
LNL Chop Filter (Tight Mode by Default) Dynamic ATR-based stop zones from L&L's system.
When stop levels appear on both sides of price = sideways/chop (no-go zone).
Signals completely suppressed during chop.
Usage Tips Best on intraday futures (YM 5-min has shown strong results in testing).
Defaults are tuned for balance: 1.7σ threshold, Tight LNL mode, absorption on.
Strategy version (separate script) adds LNL trailing stops for actual backtesting/exits.
Customize freely — try different LNL modes (Net for wider range), trend types, or Z-thresholds.
Also available the matching indicator by yours truly.
Important: Forward Test Thoroughly This indicator was refined on historical data, so there's always risk of over-fitting.
Always forward test on live or paper accounts for weeks/months before real capital: Validate across different market regimes (trending, ranging, high/low volatility).
Compare out-of-sample periods.
Adjust one parameter at a time and re-validate forward.
Markets change — what worked yesterday may need tweaking tomorrow.
Feel free to use, modify, and share. Good luck, and trade well! — Max
Delta/Volume Bubble Signals [Quant Z-Score] Maxxed Version Delta/Volume Bubble Signals Maxxed Verison
This indicator combines advanced volume delta analysis with smart filtering to generate high-conviction intraday signals on futures like YM, ES, and NQ (5-minute charts perform particularly well in testing).
Special thanks to L&L Capital for the LNL Trend System, which provides the excellent dynamic chop detection and cloud visuals used here.
A very BIG thanks to tncylyv for the original volume delta bubble script — its Z-score normalization on extreme volume/delta is the foundation of the core detection logic.This entire system is now possible thanks to TradingView's addition of Volume Delta data in the Footprint chart, allowing accurate lower-timeframe delta aggregation without external feeds. Core Concept the indicator identifies extreme volume/delta spikes — moments when significant buying or selling pressure appears — and only signals when multiple confluence filters align. This results in lower-frequency, higher-quality trades that aim to capture institutional momentum while avoiding noise.
How It Works — Key Components Volume Delta Detection (The Heart of the System) Uses TradingView's built-in footprint delta (aggregated from lower TF, default 1-second bars).
Calculates absolute delta and applies a rolling Z-score (default lookback 60 bars) to normalize extremes across different volatility regimes and instruments.
Bubbles visualize spikes above threshold (default 1.7σ).
BUY/SELL signals require the same threshold plus additional filters.
Absorption Filter (Enabled by Default) Detects high volume/delta with minimal price movement ("effort vs result" failure = trapped traders).
Purple glow on bubbles + optional alert.
Signals are suppressed on absorption bars to avoid counter-trend traps.
Trend Filter (Nadaraya-Watson from jdehorty as default) Non-repainting kernel regression line for smooth, adaptive trend following.
Signals only fire when price is on the correct side of the trend line (above for longs, below for shorts). Can be disabled or switched to EMA/WMA/KAMA.
LNL Chop Filter (Tight Mode by Default) Dynamic ATR-based stop zones from L&L's system.
When stop levels appear on both sides of price = sideways/chop (no-go zone).
Signals completely suppressed during chop.
Signals & Visuals
BUY: Small blue "BUY" label below bar.
SELL: Small red "SELL" label above bar.
CLOSE LONG: Tiny dark grey "CLOSE" label above bar (on opposite SELL signal or stop hit).
CLOSE SHORT: Tiny dark grey "CLOSE" label below bar (on opposite BUY signal or stop hit).
No overlap — closes only appear on actual exit/reversal bars.
Alerts (Fully Separate)Individual toggles for:
BUY Signal
SELL Signal
CLOSE LONG (opposite SELL)
CLOSE SHORT (opposite BUY)
Absorption Detected
Unusual Volume/Delta
Usage Tips Best on intraday futures (YM 5-min has shown strong results in testing).
Defaults are tuned for balance: 1.7σ threshold, Tight LNL mode, absorption on.
Strategy version (separate script) adds LNL trailing stops for actual backtesting/exits.
Customize freely — try different LNL modes (Net for wider range), trend types, or Z-thresholds.
To backtest and optimize using the matching strategy which I created as well.
Important: Forward Test Thoroughly This indicator was refined on historical data, so there's always risk of over-fitting.
Always forward test on live or paper accounts for weeks/months before real capital: Validate across different market regimes (trending, ranging, high/low volatility).
Compare out-of-sample periods.
Adjust one parameter at a time and re-validate forward.
Markets change — what worked yesterday may need tweaking tomorrow.
Feel free to use, modify, and share. Good luck, and trade well! — Max
Lakshmi - Low Volatility Range Breakout (LVRB)⚡️ Overview
The Low Volatility Range Breakout (LVRB) indicator is designed to identify consolidation phases characterized by suppressed volatility and generate actionable signals when price breaks out of these ranges. The underlying premise is rooted in the market principle that periods of low volatility often precede significant directional moves—volatility contraction leads to expansion.
Important Note on Optimization: The default parameter settings of this indicator have been specifically optimized for BTCUSDT on the 2-hour (2H) timeframe. While the indicator can be applied to other instruments and timeframes, users are encouraged to adjust the parameters accordingly to suit different trading conditions and asset characteristics.
This indicator automates the detection of "quiet" accumulation/distribution zones and provides clear visual cues and alerts when a breakout occurs.
⚡️ How to Use
1. Add the indicator to your chart. Default settings are optimized for BTCUSDT 2H.
2. Wait for a gray box to appear—this indicates a qualified low-volatility range is forming.
3. Monitor for breakout signals:
• LONG (green triangle below bar): Price broke above the range. Consider entering a long position.
• SHORT (red triangle above bar): Price broke below the range. Consider entering a short position.
4. Set alerts using "LVRB LONG" or "LVRB SHORT" to receive notifications on confirmed breakouts.
5. Adjust parameters as needed for different instruments or timeframes.
Tip: Combine with volume analysis or trend filters for higher-probability setups.
⚡️ How It Works
1. Low Volatility Bar Detection
A bar is classified as "low volatility" when it meets the following criteria:
• True Range (TR) is at or below the average TR (Simple Moving Average) multiplied by a user-defined threshold.
• (Optional) Candle Body is at or below the average body size multiplied by a separate threshold.
This dual-filter approach helps isolate bars that exhibit genuine compression in both range and directional commitment.
2. Range Box Formation
When consecutive low-volatility bars are detected, the indicator begins constructing a consolidation box:
• The box expands to encompass the high and low of qualifying bars.
• A minimum number of bars and a minimum fraction of low-volatility bars are required for the box to become "qualified" (active).
• A configurable tolerance allows for a limited number of consecutive non-low-vol bars within the sequence, accommodating minor noise without invalidating the range.
• If the box height exceeds a maximum threshold (defined as a multiple of the base ATR at sequence start), the range is invalidated.
3. Breakout Detection
Once a qualified range is established, the indicator monitors for breakouts:
• Wick Mode: Requires both a wick pierce beyond the range boundary AND a close outside the range.
• Close Mode: Requires only a close beyond the range boundary.
• (Optional) Breakout Body Filter: The breakout candle's body must exceed a multiple of the average body size at range formation.
• (Optional) Candle Direction Filter: Bullish breakouts require a green candle; bearish breakouts require a red candle.
Signals are displayed in real-time and confirmed upon bar close.
⚡️ Inputs & Parameters
• Volatility Window: Lookback period for calculating average TR and average body size.
• TR Multiplier: A bar's TR must be ≤ avgTR × this value to qualify as low-vol.
• Body Multiplier: A bar's body must be ≤ avgBody × this value (if body filter is enabled).
• Use Body Filter: Toggle the body size filter on/off.
• Min Bars in Box: Minimum number of bars required for a range to become qualified.
• Min Low-Vol Fraction: Minimum proportion of bars in the sequence that must be low-vol.
• Allowed Consecutive Non-Low-Vol Bars: Tolerance for consecutive bars that do not meet low-vol criteria.
• Max Box Height: Maximum allowed range height as a multiple of the base ATR.
• Breakout Mode: Choose between "Wick" (pierce + close) or "Close" (close only).
• Breakout Body Multiplier: Require breakout candle body ≥ avgBody × this value (1.0 = OFF).
• Require Candle Direction: Enforce green candle for LONG, red candle for SHORT.
⚡️ Visual Features
• Consolidation Boxes: Displayed in neutral (gray) color during formation. Upon a confirmed breakout, the box is colored green for bullish breakouts or red for bearish breakouts.
• Breakout Signals:
• LONG: Green upward triangle displayed below the price bar with "LONG" label.
• SHORT: Red downward triangle displayed above the price bar with "SHORT" label.
• Range Levels: Optional horizontal plots for the active range's high and low.
• Invalidated Boxes: Optionally retained in neutral (gray) color or deleted from the chart.
• Full Customization: Colors, transparency, and border width are all adjustable.
⚡️ Alerts
Two alert conditions are available:
• LVRB LONG: Triggered on a confirmed bullish breakout (bar close).
• LVRB SHORT: Triggered on a confirmed bearish breakout (bar close).
⚡️ Use Cases
• Breakout Trading: Enter positions when price escapes a well-defined low-volatility range.
• Volatility Expansion Plays: Anticipate increased volatility following periods of compression.
• Filtering Choppy Markets: Avoid trading during extended consolidation; wait for confirmed breakouts.
• Multi-Timeframe Analysis: Use on higher timeframes to identify major consolidation zones.
⚡️ Notes
• Best used in conjunction with volume analysis, trend context, or support/resistance levels for confirmation.
• Performance varies across instruments and timeframes; backtesting and parameter optimization are recommended.
⚡️ Credits
Developed by Lakshmi. Inspired by volatility contraction principles and range breakout methodologies.
⚡️ Disclaimer
This indicator is provided for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a guarantee of profits. Trading financial instruments involves substantial risk, and you may lose more than your initial investment. Past performance, whether indicated by backtesting or historical analysis, does not guarantee future results. The use of this indicator does not ensure or promise any profits or protection against losses. Users are solely responsible for their own trading decisions and should conduct their own research and/or consult with a qualified financial advisor before making any investment decisions. By using this indicator, you acknowledge and accept that you bear full responsibility for any trading outcomes.
SEPA Sell Signal IndicatorSEPA Sell Signal Indicator - Documentation
Overview
A comprehensive exit signal indicator designed to work alongside the main SEPA (Stage, EMA, Price Action) indicator. It detects entry points via SEPA base breakouts and provides intelligent sell signals to protect profits and limit losses.
Core Features
Entry Detection
Automatically detects SEPA base breakout patterns
Tracks entry price and calculates swing low reference
Monitors position status (LONG/FLAT)
5 Sell Triggers
Price < EMA50 (Technical weakness)
Protected by EMA10 system (see below)
Trend Broken (Price < EMA150 AND EMA200)
Major trend reversal signal
Not protected - always fires
EMA Cross (EMA50 < EMA150)
Death cross indicating momentum shift
Not protected - always fires
Swing Low Broken (Price < Previous Swing Low)
Hard stop loss trigger
Lookback period: 10 bars (adjustable 5-50)
Not protected - always fires
Relative Strength Negative (RS vs NIFTY500 < 0)
Stock underperforming benchmark index
Based on 21-period EMA comparison
Not protected - always fires
EMA10 Protection System (Refinement Feature)
Purpose
Prevents premature exits during healthy pullbacks in strong uptrends.
Protection Criteria (All must be true)
✅ Stock in uptrend (EMA50 > EMA150 > EMA200)
✅ Price above EMA10
✅ Price above EMA50
✅ Only protects Condition 1 (Price < EMA50)
Two-Stage Warning System
Stage 1: Yellow "CAUTION" Signal
Appears when Condition 1 triggers but protection is active
Grace period begins (default: 5 bars)
Allows time for price to recover
Stage 2: Red "SELL" Signal
Fires when ANY of these occur:
Warning timer expires (5/5 bars)
Price drops below EMA10
Price drops below EMA50
Uptrend ends
Any other sell condition (2-5) triggers
Settings
Enable EMA10 Protection: ON/OFF toggle (default: ON)
Protection Time Limit: 1-20 bars (default: 5)
Visual Elements
Chart Signals
🔴 Red Triangle (SELL): Confirmed sell signal - exit position
🟡 Yellow Circle (CAUTION): Warning - monitor closely
🟢 Green Background Tint: Currently in position
Information Tables
Top Right - Sell Conditions Table
Shows real-time status of all 5 conditions
✓ (Green) = Condition NOT met (safe)
✓ (Red) = Condition met (danger)
⚠ (Yellow) = Warning active (monitoring)
Displays EMA10 protection status (ON/OFF)
Shows warning timer (e.g., "3/5")
Bottom Right - Position Details (when in position)
Entry price
Swing low level
Relative strength value (color-coded)
Current P&L percentage
Bottom Right - Status (when flat)
Shows "NO POSITION"
Indicates waiting for "BASE BREAKOUT"
Alert System
Entry Signal: SEPA base breakout detected
Warning Alert: Caution - price below EMA50 but protected
EMA50 Break: Sell confirmed after protection expires
Trend Break: Major reversal - exit immediately
EMA Cross: Death cross - exit immediately
Swing Low Break: Hard stop - exit immediately
RS Negative: Underperformance - exit immediately
Configuration Parameters
ParameterDefaultRangeDescriptionEMA 10101-50Fast moving average for protectionEMA 50501-200Primary trend indicatorEMA 1501501-300Medium-term trendEMA 2002001-500Long-term trendSwing Low Lookback105-50Bars to find previous swing lowRS EMA215-50Period for relative strength calcBenchmarkCNX500-Index for RS comparisonProtection Time Limit51-20Max bars for warning stateTable Text Size1 (Small)0-40=Tiny, 4=HugeEMA10 ProtectionONON/OFFEnable/disable protection
Trading Workflow
Entry: Indicator detects SEPA base breakout
Monitoring: Track 5 sell conditions in real-time
Warning: Yellow CAUTION if minor weakness (Condition 1 only)
Grace Period: 5 bars to recover or confirm breakdown
Exit: Red SELL signal when conditions confirm weakness
Reset: Returns to flat, waits for next base breakout
Key Advantages
✅ Selective Protection: Only protects shallow pullbacks, not real breakdowns
✅ Time-Limited: Won't delay exits indefinitely (5-bar max)
✅ Multi-Layered: 5 independent sell conditions
✅ Visual Clarity: Color-coded signals and comprehensive tables
✅ Customizable: All parameters adjustable for your style
✅ Alert System: Never miss a critical signal
Philosophy
The indicator balances two competing goals:
Stay in winning trades during healthy pullbacks
Exit quickly when trends genuinely reverse
The refined EMA10 protection system achieves this by giving breathing room for minor dips while ensuring swift exits on confirmed weakness.
Dow Theory Cockpit1. Evolution History
The system has reached its final form through five distinct development phases:
Phase 1: Logic Development (V1–V6)
Established four core logics: BREAK and DIP (Dow Theory), SNIPER (Reversal), and PUSH (Trend continuation).
Implemented the Multi-Timeframe (MTF) panel and Market Scanner.
Phase 2: Strategy Transition (V7–V9)
Integrated backtesting features, but found the Pine Script calculation load too heavy for real-time charting.
Phase 3: Optimization & Performance (V10–V11)
Prioritized smooth real-time execution by returning to a lightweight indicator format.
Introduced the on-chart stats panel for Win Rate and P&L tracking.
Phase 4: Visual Completion (V12–V13)
High-Vis Fib: Bold orange lines highlighting the Golden Zone (38.2%/61.8%).
Visual Zones: Introduced Green and Red bands for intuitive trade tracking.
Phase 5: Smart Adjust Implementation (V14 - Current)
Barrier Avoidance: Automatically detects nearby Support/Resistance boxes and shortens the TP to secure profits before a potential reversal.
Dynamic RR Optimization: Automatically adjusts the SL in tandem with the shortened TP to maintain a healthy Risk-Reward ratio.
2. Specifications
Name: Dow Theory Cockpit
Format: Indicator
Trading Style: Scalping to Day Trading
Timeframes: 5M, 15M (Recommended), 1H
Assets: All pairs (Gold, Crypto, Forex, Indices)
3. Features
① Quad-Logic Entry Signals
🎯 SNIPER: Reversal logic targeting "Tops and Bottoms" when the market is overextended.
🌊 DIP: Trend-following logic for "Deep Pullbacks" with clean Moving Average alignment.
⚡ PUSH: Scalping logic for "Shallow Pullbacks" during high-momentum trends.
🚀 BREAK: Classic Dow Theory momentum entry on recent High/Low breakouts.
② Visual Analysis Tools
S/R BOX: Displays key price levels as shaded zones to account for market noise and wick volatility.
High-Vis Auto Fib: Automatically plots Fibonacci levels, highlighting the Golden Zone with bold lines.
③ Bulletproof Money Management
Calculated Lot Size: Displays the precise lot size based on your account balance and Risk % directly on the signal label.
TP/SL Zones: Dynamic Green and Red bands show exactly where your profit and loss targets lie.
④ Smart Adjust Function (NEW)
Logic: Automatically scans for strong S/R walls near your entry.
Normal Condition: Displays TP/SL at your default Risk-Reward ratio.
Wall Detected: Automatically pulls the TP to the edge of the barrier and tightens the SL to maintain the ratio.
Alert: A "⚠️Adj" warning appears on the label when this adjustment is active.
⑤ Integrated Info Panel
Main Panel: Trends across all timeframes, real-time Win Rate, and Period Net P&L.
Scanner: Constant monitoring of Gold/JPY/BTC and major US/JP economic data.
4. How to Use
Configuration: In the settings under , input your balance and Risk %. Set your start date in .
Entry Decision: Wait for the "★ BUY" or "★ SELL" label.
"⚠️Adj" displayed: The system has detected a nearby barrier and narrowed the TP/SL for safety. This results in a higher win rate with smaller gains.
No warning: No barriers detected. Targets the default wide Risk-Reward ratio.
Execution: Enter using the exact Lot size on the label. Set your Limit/Stop orders at the provided TP/SL prices.
Exit: The trade concludes when the price reaches the Green or Red zone. Smart Adjust ensures you exit the market before a potential bounce.
1. 大幅なアップデート履歴 (Evolution History)
このシステムは、以下の5つのフェーズを経て完成しました。
フェーズ1：ロジック構築期 (V1〜V6)
ダウ理論に基づく「BREAK」「DIP」に加え、逆張り「SNIPER」、順張り追撃「PUSH」の4つのロジックを搭載。
マルチタイムフレーム（MTF）パネル、市場監視スキャナーの実装。
フェーズ2：ストラテジー化への挑戦 (V7〜V9)
バックテスト機能を搭載したが、Pine Scriptの計算負荷増大によりチャート動作が重くなる問題が発生。
フェーズ3：軽量化と原点回帰 (V10〜V11)
**「実戦での快適さ」**を最優先し、indicator 形式へ戻して超軽量化。
期間損益や勝率を、チャート上のパネルで簡易確認できる仕様に変更。
フェーズ4：視認性の完成 (V12〜V13)
High-Vis Fib: フィボナッチの重要ライン（38.2%/61.8%）を太いオレンジ実線で強調。
Visual Zone: トレード中、チャート上に「緑（利益）/赤（損失）」の帯を表示し、直感的な判断を可能に。
フェーズ5：スマート・アジャスト実装 (V14 - Current)
障害物回避機能: エントリー方向の直近に「逆側のレジサポBOX（壁）」がある場合、TPをその手前に自動短縮し、反発による含み益消滅リスクを回避。
RR自動最適化: TPの短縮に合わせて、最低限のリスクリワード（RR）を維持するようSLも自動調整する機能を搭載。
2. 全体の仕様 (Specifications)
名称: Dow Theory Cockpit
形式: インジケーター (Indicator)
※TradingViewの「ストラテジーテスター」タブは使用しません。
推奨スタイル: スキャルピング 〜 デイトレード
推奨時間足: 5分足、15分足（推奨）、1時間足
通貨ペア: 全通貨対応（Gold, Crypto, Forex, Index）
3. 特徴と機能 (Features)
① 4つの「高期待値」エントリーロジック
相場の状況に合わせて最適なサインが点灯します。
🎯 SNIPER: 行き過ぎた相場の反転（天底）を狙う逆張り。
🌊 DIP: 移動平均線の並びが良い状態での「深い押し目」を拾う順張り。
⚡ PUSH: 強いトレンド（ADX上昇中）の「浅い押し目」で飛び乗るスキャルピング用。
🚀 BREAK: ダウ理論の基本、直近高値・安値ブレイクでのエントリー。
② 視覚的環境認識ツール
レジサポ BOX: 重要価格帯を「面（ボックス）」で表示。ヒゲのダマシを許容します。
High-Vis Auto Fib: 直近の波を検知し、38.2%/61.8%（ゴールデンゾーン）を太線で強調表示。
③ 鉄壁の資金管理 (Money Management)
推奨ロット表示: 口座資金と許容リスク（％）に基づき、適正ロット数を自動計算して表示します。
TP/SL ゾーン: エントリー中、チャート上に「利確までの緑の帯」と「損切までの赤の帯」が表示され、価格の進行度合いが一目で分かります。
④ スマート・アジャスト機能 (Smart Adjust) ★NEW
機能: エントリー時、目標地点の手前に「強力なレジサポBOX」があるかを自動検知します。
動作:
通常時: 設定通りのRR（2.5倍など）でTP/SLを表示。
壁がある時: **「壁の手前」**にTPを引き下げ、それに合わせてSLも浅く調整します。
表示: 調整が行われた場合、ラベルに 「⚠️Adj（調整済み）」 と警告が出ます。
⑤ 情報集約パネル
Main Panel: 全時間足のトレンド方向、直近の勝率、期間内の純損益を表示。
Scanner: Gold / JPY / BTC の動向と、日米経済指標を常時監視。
4. 使い方 (How to Use)
STEP 1: 初期設定
インジケーター設定の 【F. 資金管理】 を開き、口座資金 と リスク(%) を入力します。
【T. バックテスト期間】 で損益計算を開始したい日付を設定します。
STEP 2: エントリー判断
チャートに 「★ BUY」 または 「★ SELL」 のラベルが出現するのを待ちます。
ラベルの確認:
「⚠️Adj」 と出ている場合 → 「近くに壁があるため、TP/SLを狭く調整しました」という意味です。勝率は上がりますが、値幅は小さくなります。
何も出ていない場合 → 「障害物なし。通常のRRで大きく狙います」という意味です。
STEP 3: 注文 (Execution)
ラベルの数値を信頼して注文を出します。
Lot: 表示された数量を入力。
TP/SL: 表示された価格に指値・逆指値を置く。
STEP 4: 決済 (Exit)
チャート上の 「緑の帯（TP）」 か 「赤の帯（SL）」 にローソク足が到達したら決済です。
**「スマートアジャスト」により、壁の手前で利確設定されているため、「反発して戻ってくる前に逃げ切る」**ことができます。
Dow Theory Cockpit [Final Fixed V15]1. Evolution History
The system has reached its final form through five distinct development phases:
Phase 1: Logic Development (V1–V6)
Established four core logics: BREAK and DIP (Dow Theory), SNIPER (Reversal), and PUSH (Trend continuation).
Implemented the Multi-Timeframe (MTF) panel and Market Scanner.
Phase 2: Strategy Transition (V7–V9)
Integrated backtesting features, but found the Pine Script calculation load too heavy for real-time charting.
Phase 3: Optimization & Performance (V10–V11)
Prioritized smooth real-time execution by returning to a lightweight indicator format.
Introduced the on-chart stats panel for Win Rate and P&L tracking.
Phase 4: Visual Completion (V12–V13)
High-Vis Fib: Bold orange lines highlighting the Golden Zone (38.2%/61.8%).
Visual Zones: Introduced Green and Red bands for intuitive trade tracking.
Phase 5: Smart Adjust Implementation (V14 - Current)
Barrier Avoidance: Automatically detects nearby Support/Resistance boxes and shortens the TP to secure profits before a potential reversal.
Dynamic RR Optimization: Automatically adjusts the SL in tandem with the shortened TP to maintain a healthy Risk-Reward ratio.
2. Specifications
Name: Dow Theory Cockpit
Format: Indicator
Trading Style: Scalping to Day Trading
Timeframes: 5M, 15M (Recommended), 1H
Assets: All pairs (Gold, Crypto, Forex, Indices)
3. Features
① Quad-Logic Entry Signals
🎯 SNIPER: Reversal logic targeting "Tops and Bottoms" when the market is overextended.
🌊 DIP: Trend-following logic for "Deep Pullbacks" with clean Moving Average alignment.
⚡ PUSH: Scalping logic for "Shallow Pullbacks" during high-momentum trends.
🚀 BREAK: Classic Dow Theory momentum entry on recent High/Low breakouts.
② Visual Analysis Tools
S/R BOX: Displays key price levels as shaded zones to account for market noise and wick volatility.
High-Vis Auto Fib: Automatically plots Fibonacci levels, highlighting the Golden Zone with bold lines.
③ Bulletproof Money Management
Calculated Lot Size: Displays the precise lot size based on your account balance and Risk % directly on the signal label.
TP/SL Zones: Dynamic Green and Red bands show exactly where your profit and loss targets lie.
④ Smart Adjust Function (NEW)
Logic: Automatically scans for strong S/R walls near your entry.
Normal Condition: Displays TP/SL at your default Risk-Reward ratio.
Wall Detected: Automatically pulls the TP to the edge of the barrier and tightens the SL to maintain the ratio.
Alert: A "⚠️Adj" warning appears on the label when this adjustment is active.
⑤ Integrated Info Panel
Main Panel: Trends across all timeframes, real-time Win Rate, and Period Net P&L.
Scanner: Constant monitoring of Gold/JPY/BTC and major US/JP economic data.
4. How to Use
Configuration: In the settings under , input your balance and Risk %. Set your start date in .
Entry Decision: Wait for the "★ BUY" or "★ SELL" label.
"⚠️Adj" displayed: The system has detected a nearby barrier and narrowed the TP/SL for safety. This results in a higher win rate with smaller gains.
No warning: No barriers detected. Targets the default wide Risk-Reward ratio.
Execution: Enter using the exact Lot size on the label. Set your Limit/Stop orders at the provided TP/SL prices.
Exit: The trade concludes when the price reaches the Green or Red zone. Smart Adjust ensures you exit the market before a potential bounce.
1. 大幅なアップデート履歴 (Evolution History)
このシステムは、以下の5つのフェーズを経て完成しました。
フェーズ1：ロジック構築期 (V1〜V6)
ダウ理論に基づく「BREAK」「DIP」に加え、逆張り「SNIPER」、順張り追撃「PUSH」の4つのロジックを搭載。
マルチタイムフレーム（MTF）パネル、市場監視スキャナーの実装。
フェーズ2：ストラテジー化への挑戦 (V7〜V9)
バックテスト機能を搭載したが、Pine Scriptの計算負荷増大によりチャート動作が重くなる問題が発生。
フェーズ3：軽量化と原点回帰 (V10〜V11)
**「実戦での快適さ」**を最優先し、indicator 形式へ戻して超軽量化。
期間損益や勝率を、チャート上のパネルで簡易確認できる仕様に変更。
フェーズ4：視認性の完成 (V12〜V13)
High-Vis Fib: フィボナッチの重要ライン（38.2%/61.8%）を太いオレンジ実線で強調。
Visual Zone: トレード中、チャート上に「緑（利益）/赤（損失）」の帯を表示し、直感的な判断を可能に。
フェーズ5：スマート・アジャスト実装 (V14 - Current)
障害物回避機能: エントリー方向の直近に「逆側のレジサポBOX（壁）」がある場合、TPをその手前に自動短縮し、反発による含み益消滅リスクを回避。
RR自動最適化: TPの短縮に合わせて、最低限のリスクリワード（RR）を維持するようSLも自動調整する機能を搭載。
2. 全体の仕様 (Specifications)
名称: Dow Theory Cockpit
形式: インジケーター (Indicator)
※TradingViewの「ストラテジーテスター」タブは使用しません。
推奨スタイル: スキャルピング 〜 デイトレード
推奨時間足: 5分足、15分足（推奨）、1時間足
通貨ペア: 全通貨対応（Gold, Crypto, Forex, Index）
3. 特徴と機能 (Features)
① 4つの「高期待値」エントリーロジック
相場の状況に合わせて最適なサインが点灯します。
🎯 SNIPER: 行き過ぎた相場の反転（天底）を狙う逆張り。
🌊 DIP: 移動平均線の並びが良い状態での「深い押し目」を拾う順張り。
⚡ PUSH: 強いトレンド（ADX上昇中）の「浅い押し目」で飛び乗るスキャルピング用。
🚀 BREAK: ダウ理論の基本、直近高値・安値ブレイクでのエントリー。
② 視覚的環境認識ツール
レジサポ BOX: 重要価格帯を「面（ボックス）」で表示。ヒゲのダマシを許容します。
High-Vis Auto Fib: 直近の波を検知し、38.2%/61.8%（ゴールデンゾーン）を太線で強調表示。
③ 鉄壁の資金管理 (Money Management)
推奨ロット表示: 口座資金と許容リスク（％）に基づき、適正ロット数を自動計算して表示します。
TP/SL ゾーン: エントリー中、チャート上に「利確までの緑の帯」と「損切までの赤の帯」が表示され、価格の進行度合いが一目で分かります。
④ スマート・アジャスト機能 (Smart Adjust) ★NEW
機能: エントリー時、目標地点の手前に「強力なレジサポBOX」があるかを自動検知します。
動作:
通常時: 設定通りのRR（2.5倍など）でTP/SLを表示。
壁がある時: **「壁の手前」**にTPを引き下げ、それに合わせてSLも浅く調整します。
表示: 調整が行われた場合、ラベルに 「⚠️Adj（調整済み）」 と警告が出ます。
⑤ 情報集約パネル
Main Panel: 全時間足のトレンド方向、直近の勝率、期間内の純損益を表示。
Scanner: Gold / JPY / BTC の動向と、日米経済指標を常時監視。
4. 使い方 (How to Use)
STEP 1: 初期設定
インジケーター設定の 【F. 資金管理】 を開き、口座資金 と リスク(%) を入力します。
【T. バックテスト期間】 で損益計算を開始したい日付を設定します。
STEP 2: エントリー判断
チャートに 「★ BUY」 または 「★ SELL」 のラベルが出現するのを待ちます。
ラベルの確認:
「⚠️Adj」 と出ている場合 → 「近くに壁があるため、TP/SLを狭く調整しました」という意味です。勝率は上がりますが、値幅は小さくなります。
何も出ていない場合 → 「障害物なし。通常のRRで大きく狙います」という意味です。
STEP 3: 注文 (Execution)
ラベルの数値を信頼して注文を出します。
Lot: 表示された数量を入力。
TP/SL: 表示された価格に指値・逆指値を置く。
STEP 4: 決済 (Exit)
チャート上の 「緑の帯（TP）」 か 「赤の帯（SL）」 にローソク足が到達したら決済です。
**「スマートアジャスト」により、壁の手前で利確設定されているため、「反発して戻ってくる前に逃げ切る」**ことができます。
Virgin-VWAPThis draws the Virgin levels of VWAP.
It gives a visual representation of Volume-Weighted Gap Map.
Visual "Fill": It looks like a "Gap Fill" indicator. The lines will look like rectangles or "beams" shooting across the chart, stopping exactly where the market "filled" that price level.
Trimmed lines: The virgin line gets trimmed once touched. This tells you: "This level was hit, it might still be support/resistance, but the 'Virgin' status is gone."
Terminal Labels: A vigin vwap lines carries the price label so ones can see the strike's value at a glance.
Clean Forward Space: Because the lines stop when touched, your "future" chart (the empty space to the right) won't be cluttered with old lines that are no longer relevant. You will only see the lines for levels that haven't been hit yet extending into the empty space.
Was built for NSE options in mind, seeing those "beams" of historical value stop exactly where price met them is a powerful way to visualize where the market has found "fair value" versus where there are still "unfilled orders."
PS: Built with Gemini 3!!
