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Volume

Dynamic Supports + Volume Profile (Smart Time Selector)This indicator is an "All-in-One" tool designed to simplify Market Structure and Volume analysis on higher timeframes (especially Daily charts). Its main innovation is the **Unique Period Selector**, which automatically adjusts 5 internal parameters (tolerance, pivot sensitivity, resolution, and historical depth) with a single click. **🛠️ MAIN FEATURES:** 1. **Automatic Engine (1-5 Years):** * Forget about manually setting pivot lengths or "Lookback". * Select **"1 Year"**: The script scans for fast pivots and recent volume for *Swing Trading*. * Select **"5 Years"**: The script filters noise and shows only "Rock-Solid" structures (Historical S/R) for *Long Term Investing*. 2. **"Merged" Support & Resistance (S/R):** * The script detects Pivot Highs/Lows. * **Fusion Logic:** If price bounces multiple times in the same zone (within calculated tolerance), the script updates the existing line instead of drawing a new one. It extends the line and counts the touches (e.g., "S (4)" means a Support validated 4 times). * **Clean Chart:** Avoids visual noise. 3. **Lateral Volume Profile (VP):** * Displays volume distribution to the right of the current price. * **Orange POC (Point of Control):** Marks the exact price level with the highest trading volume in the selected period. **🚀 HOW TO USE (STRATEGY):** Best used on the **Daily Timeframe (1D)**: * **Scenario 1: Mean Reversion** * If price moves far from the **Orange POC**, look for it to act as a magnet. * Enter when price touches a **Green Line (Support)** that aligns with a high volume node. * **Scenario 2: Breakout** * If price breaks a **Red Line (Resistance)** aggressively and the volume above is thin (low volume nodes), the move tends to be fast due to lack of friction. * **Scenario 3: Multi-Timeframe Analysis** * Use "5 Years" to mark your long-term zones. * Switch to "1 Year" for tactical entries. **🎨 VISUAL SETTINGS:** * **Green Lines:** Demand Zones (Supports). * **Red Lines:** Supply Zones (Resistances). * **Dotted Orange Line:** POC (Fair Value). * **Blue Bars:** Volume Profile. **Disclaimer / Descargo:** This script is designed for educational and analytical purposes on the daily timeframe. Use it to identify zones of interest, not as automatic buy/sell signals.
Indicateur Pine Script®
par ivandiaz2007
3
MACD Histogram Expansion Alerts (Scalp)Purpose: Alerts when MACD histogram is expanding (momentum increasing) rather than simply crossing. Designed for 1-minute scalping and intraday momentum confirmation. This script is for traders who are tired of late MACD cross alerts. Instead of firing when MACD lines cross (which often happens after the move), this indicator alerts when the MACD histogram is expanding — meaning momentum is actually increasing right now, not rolling over. I use it as a “heads up” alert, not a buy/sell signal. When it fires, I check price action, volume, VWAP, support/resistance, etc., to see if the move is worth trading. Best suited for 1-minute charts, scalping, and fast intraday momentum. MACD Histogram Expansion Alerts (Scalp) is a lightweight alert-focused indicator designed for intraday traders and scalpers, particularly on lower timeframes such as the 1-minute chart. Rather than triggering alerts on standard MACD line crossovers (which tend to lag in fast or volatile markets), this script detects MACD histogram expansion — a condition that indicates momentum acceleration, not just direction. 🔍 What this script does Uses a fast MACD configuration suitable for lower timeframes Monitors the MACD histogram slope and magnitude Triggers alerts only when the histogram expands for multiple consecutive bars Alerts are fired on bar close only, reducing noise and false intrabar signals 🚀 Why focus on histogram expansion? Histogram expansion highlights when momentum is building, which can be useful for: Continuation setups Early momentum confirmation Avoiding entries when momentum is already fading This approach is especially helpful in small caps, news-driven stocks, and volatile intraday instruments, where traditional MACD cross alerts can arrive too late. 🔔 Alert Types Bullish MACD Histogram Expansion Bearish MACD Histogram Expansion Each alert can be enabled independently and is intended as an attention signal, not a standalone trading system. ⚙️ Customizable Inputs MACD Fast / Slow / Signal lengths Number of consecutive expanding histogram bars required Optional minimum histogram magnitude filter Optional directional filter (above/below zero line) ⚠️ Important Notes!!!! This script does not place trades Alerts should be used with additional context, such as price action, volume, VWAP, or support/resistance Not designed for higher-timeframe or swing trading use . If you find this helpful, feel free to adapt it to your own trading style or timeframe. This script is meant to be simple, flexible, and non-opinionated.
Indicateur Pine Script®
par jecoombs523
Liquidation Bubbles [OmegaTools]🔴🟢 Liquidation Bubbles — Advanced Volume & Price Stress Detector Liquidation Bubbles is a professional-grade analytical tool designed to identify forced positioning events, stop-runs, and liquidation clusters by combining price displacement and volume imbalance into a single, statistically normalized framework. This indicator is not a repainting signal tool and not a simple volume spike detector. It is a contextual market stress mapper, built to highlight areas where one-sided positioning becomes unstable and the probability of forced order execution (liquidations, stops, margin calls) materially increases. --- ## 🔬 Core Concept Market liquidations do not occur randomly. They emerge when price deviates aggressively from its volume-weighted equilibrium while volume itself becomes abnormal. Liquidation Bubbles detects exactly this condition by: * Estimating a **dynamic equilibrium price** using an *inverted volume-weighted moving average* * Measuring **directional price stress** relative to that equilibrium * Measuring **volume stress** relative to its own adaptive baseline * Normalizing both into **Z-score–like metrics** * Highlighting only **statistically extreme, asymmetric events** The result is a clear visual map of stress points where market participants are most vulnerable. --- ⚙️ Methodology (How It Works) 1️⃣ Advanced Inverted VWMA (Equilibrium Engine) The script uses a custom Advanced VWMA, where: * High volume bars receive less weight * Low volume bars receive more weight This produces a **robust equilibrium level**, resistant to manipulation and volume bursts. This equilibrium is used for **both price and volume normalization**, creating a consistent statistical framework. --- 2️⃣ Price Stress (Directional) Price stress is calculated as: * The **maximum deviation** between high/low and equilibrium * Directionally signed (upside vs downside) * Normalized by its own historical volatility This allows the script to distinguish: * Aggressive upside exhaustion * Aggressive downside capitulation --- 3️⃣ Volume Stress Volume stress is measured as: * Deviation from volume equilibrium * Normalized by historical volume dispersion This filters out: * Normal high-volume sessions * Illiquid noise And isolates abnormal participation imbalance. --- 4️⃣ Liquidation Logic A liquidation event is flagged when: * Both price stress and volume stress exceed adaptive thresholds * The imbalance is directional and statistically extreme Optional Combined Score Mode allows aggregation of price & volume stress into a single composite metric for smoother signals. --- 🔵 Bubble System (Signal Hierarchy) The indicator plots **two tiers of bubbles**: 🟢🔴 Small Bubbles * Early warning stress points * Localized stop-runs * Micro-liquidations * Often precede reactions or short-term reversals 🟢🔴 Big Bubbles * Full liquidation clusters * Forced unwinds * High probability exhaustion zones * Frequently align with: * Intraday extremes * Range boundaries * Reversal pivots * Volatility expansions Bubble color: * **Green** → Downside liquidation (sell-side exhaustion) * **Red** → Upside liquidation (buy-side exhaustion) Bubble placement is **ATR-adjusted**, ensuring visual clarity without overlapping price. --- 🔄 Cross-Market Volume Analysis The script allows optional **external volume sourcing**, enabling: * Futures volume applied to CFDs * Index volume applied to ETFs * Spot volume applied to derivatives This is critical when: * Your traded instrument has unreliable volume * You want **institutional-grade confirmation** --- 🧠 How to Use Liquidation Bubbles This indicator is **not meant to be traded alone**. Best use cases: * 🔹 Confluence with support & resistance * 🔹 Contextual confirmation for reversals * 🔹 Identifying fake breakouts * 🔹 Liquidity sweep detection * 🔹 Risk management (avoid entering into liquidation zones) Ideal for: * Futures * Indices * Crypto * High-liquidity FX pairs * Intraday & swing trading --- 🎯 Who This Tool Is For Liquidation Bubbles is designed for: * Advanced discretionary traders * Order-flow & liquidity-based traders * Macro & index traders * Professionals seeking **context**, not signals If you want **where the market is fragile**, not just where price moved — this tool was built for you. --- 📌 Key Characteristics ✔ Non-repainting ✔ Statistically normalized ✔ Adaptive to volatility ✔ Works on all timeframes ✔ Futures & crypto ready ✔ No lagging indicators ✔ No moving average crosses --- Liquidation Bubbles does not predict the future. It shows you where the market is most likely to break. — OmegaTools
Indicateur Pine Script®
par OmegaTools
1
Volume Cluster Profile [VCP] (Zeiierman)█ Overview Volume Cluster Profile (Zeiierman) is a volume profile tool that builds cluster-enhanced volume-by-price maps for both the current market window and prior swing segments. Instead of treating the profile as a raw histogram only, VCP detects the dominant volume peaks (clusters) inside the profile, then uses a Gaussian spread model to “radiate” those peaks into surrounding price bins. This produces a smoother, more context-aware profile that highlights where volume is most meaningfully concentrated, not just where it happened to print. On top of the live profile, VCP automatically records historical swing profiles between pivots, wraps each segment for clarity, and can project the most recent segment’s High/Low Value extensions (VA/LV) forward to the current bar to keep key structure visible as price evolves. █ How It Works ⚪ 1) Profile Construction (Volume-by-Price) VCP builds a volume profile histogram over a chosen window (current lookback, or a swing segment): Range Scan The script finds the full min → max price range inside the window. Bin the Range That range is divided into a user-defined number of Price Bins (rows). More bins = finer detail, but heavier computation. Accumulate Volume into Bins For each bar inside the window, the script takes the bar’s close price, determines which price bin it belongs to, and adds the bar’s volume to that bin. float step = (maxPrice - minPrice) / binsCount for i = 0 to barsToUse - 1 int b = f_clamp(int(math.floor((close - minPrice) / step)), 0, binsCount - 1) volBins += volume Result: volBins becomes a standard volume-by-price histogram (close-based binning). ⚪ 2) Cluster Detection (Finding Dominant Peaks) Once the raw histogram is built, VCP identifies cluster centers as the most meaningful volume “hills”: Local Peak Test A bin becomes a cluster candidate if its volume is greater than or equal to its immediate neighbors (left/right). Filter Weak Peaks Peaks must also be above a basic activity threshold (relative to the average bin volume) to avoid noise. bool isPeak = v >= left and v >= right if isPeak and v > avgVol array.push(clusterIdxs, b) Keep the Best Peaks Only If too many peaks exist, the script keeps only the strongest ones, capped by: Max Cluster Centers Result: clusterIdxs = the set of dominant profile peaks (cluster centers). ⚪ 3) Cluster Enhancement (Gaussian Spread Model) This is what makes VCP different from a raw profile. Instead of using volBins directly, the script builds an enhanced profile where each cluster center influences nearby price bins using a Gaussian curve: Distance from each bin to each cluster center is computed in “bin units” A Gaussian weight is applied so that bins near the center receive stronger influence, while bins farther away decay smoothly. Cluster Spread (sigma) controls how wide this influence reaches: low sigma produces tight, sharp clusters, while high sigma results in wider, smoother structure zones. enhanced += centerV * math.exp(-(dist*dist) / (2.0 * clusterSigma * clusterSigma)) volBinsAI := enhanced / szClFinal Result: volBinsAI = the cluster-enhanced volume value for each bin. In practice, VCP turns the profile into a structure map of dominant volume concentrations, rather than a simple “where volume printed” histogram. ⚪ 4) POC from the Enhanced Profile After enhancement: The bin with the highest volBinsAI becomes the POC (Point of Control) POC is plotted at the midpoint price of that bin if volBinsAI > maxVol maxVol := volBinsAI , pocBin := b So the POC reflects the cluster-enhanced profile rather than the raw histogram. █ How to Use ⚪ Read Cluster Structure (Default = 2 Clusters) By default, the Volume Cluster Profile (VCP) is configured to detect up to 2 dominant volume clusters within the profile. These clusters represent price zones where the market accepted trading activity, not just where volume printed randomly. ⚪ When TWO Clusters Appear When VCP detects two distinct clusters, it usually indicates: Two competing areas of value Ongoing auction between higher and lower acceptance zones Treat each cluster as an acceptance zone Expect slower price action and rotation inside clusters Expect faster movement in the low-volume space between clusters Use cluster-to-cluster movement as: rotation targets range boundaries acceptance vs rejection tests Typical behavior: Price enters a cluster → stalls, consolidates, rotates Price rejects at cluster edge → moves toward the opposite cluster ⚪ When ONLY ONE Cluster Appears If VCP detects only one cluster, or if two clusters visually merge into one: Volume is no longer split The market has formed a single dominant value area Price consensus is strong Treat the cluster as the primary value anchor Expect pullbacks and reactions around this zone Bias becomes directional: Above the cluster → bullish context Below the cluster → bearish context Inside the cluster → balance/chop This structure often appears during clean trends or stable equilibria. ⚪ VA/LV Extensions VCP projects two zones from the end of the most recent swing segment: VA extension = the segment’s highest enhanced-volume bin (dominant zone) LV extension = the segment’s lowest enhanced-volume bin (thin/weak zone) A breakout of the VA extension signals acceptance and potential continuation. A retest of the VA or LV extension is used to confirm acceptance or rejection, while rejection from either zone often leads to rotation back toward value. █ Settings Cluster Volume Profile Lookback Bars – how many recent bars build the current profile Price Bins – profile resolution (more bins = more detail, heavier CPU) Cluster Spread – Gaussian sigma; higher values widen/smooth cluster influence Max Cluster Centers – cap on detected peaks used in enhancement Historical Swing Cluster Volume Profile Pivot Length – swing sensitivity (larger = fewer, broader segments) Max Profiles – how many historical segments to retain Profile Width – thickness of each historical profile High & Low Value Area Profile VA/LV – extend the last segment’s top-bin and low-bin zones forward ----------------- Disclaimer The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Indicateur Pine Script®
par Zeiierman
21
Smart VWAP SignalsSmart VWAP Signals Smart VWAP Signals is an advanced indicator based on the VWAP Intraday V2 strategy, optimized using Grid Search to maximize performance. ⸻ 🎯 Key Features Trading Modes • BOTH: Combines mean reversion (Separator) and trend-following (KISS) signals • SEPARATOR: Mean reversion signals only, when price deviates significantly from VWAP • KISS: Trend-following signals only, aligned with VWAP direction ⸻ 🚦 Intelligent Traffic Light System • 🟢 GREEN: High Profit Factor – trade with confidence • 🟡 YELLOW: Medium Profit Factor – trade with caution • 🔴 RED: Low Profit Factor – avoid new entries ⸻ 🛡️ Risk Management • ATR-based Stop Loss with configurable maximum limit • Flexible Take Profit options: • VWAP target • Fixed Risk/Reward ratio • ATR multiple • Automatic stop-day after consecutive losses ⸻ 🔍 Configurable Filters • Signal cooldown between trades • Volatility filter (minimum ATR threshold) • Trend filter (EMA 200) • Volume filter • Multi-timeframe confirmation ⸻ 📊 Visualization & Analytics • Real-time statistics panel • VWAP with deviation bands • Trade history with WIN / LOSS percentages • Entry-to-exit lines • Fully customizable colors ⸻ ⚙️ Optimized Default Parameters Optimized via Grid Search, achieving: • ROI: 322% • Profit Factor: 1.97 • Win Rate: 68.4%
Indicateur Pine Script®
par tomasgres2911
TrendSurfer Lite TrendSurfer Lite ⚡ Advanced Multi-Signal Trading Indicator for Precision Market Analysis TrendSurfer Pro LITE is a comprehensive trading system combining multiple technical analysis tools into one powerful indicator. Designed for traders seeking high-probability setups with customizable filters. Key Features: 📊 Core Signals Triangle Signals (▲▼): Volume-weighted momentum entries with 10-level volume scoring Master Trend System (△▽): Multi-EMA confirmation with RSI validation Order Blocks (🟩🟥): Smart money institutional zones with rejection detection Take Profit System (🎯): 8-indicator confluence system (RSI, Stochastic, Supertrend, CCI, MACD, BB, EMA Cross, Price Action) 🎯 Rejection Signals Master Trend Rejections: Dynamic support/resistance from trend lines EMA750 Rejections (White "R"): Major trend filter bounces VWAP Rejections (Pink "W"): Institutional level reactions Butterworth Filter Rejections (🟡): Advanced smoothing algorithm reversals Session Rejections (⚡): Tokyo/London/NY session high/low bounces Session Midline Rejections (Orange "M"): Half-range mean reversion 🌍 Session Analysis Tokyo Session (💴): Asian market range with automatic extensions London Session (💶): European volatility zones New York Session (💵): US market key levels Auto-adjusting timezone with UTC offset support 🔧 Advanced Filters EMA750 Master Filter: Global trend alignment for all signals VWAP Filter: Institutional bias confirmation Yellow Box Filter (🟨): Consolidation zone proximity detection 3 Time Filters: Customizable trading windows with visual backgrounds Volume Filter: Signal strength validation (6-10 scale) 📈 Visual Tools VWAP Purple Candles: Special candle coloring for VWAP crosses above EMA750 Stochastic-based Candle Colors: Overbought/oversold visual cues Previous Day Close Line: Key reference level Master Trend Table: Real-time multi-indicator dashboard ⚙️ Customization Full color customization for all elements Adjustable line thickness and transparency Configurable alert system for every signal type 19 independent alert conditions Best For: Intraday scalping and swing trading Multi-timeframe analysis Confluence-based trading strategies Institutional level detection Version 1.0 | Clean interface | Maximum flexibility | Professional-grade signals
Indicateur Pine Script®
par jake_theboss
Institutional PointOverview Institutional Point is a sophisticated data-mining indicator designed to identify and track "institutional footprints" by isolating the single candle with the highest volume relative to a specific time anchor. Unlike traditional volume profiles that aggregate data into price bins, this script pinpoints the exact temporal origin of massive liquidity injections. Core Methodology The script operates on a multi-timeframe analysis engine (MTF). It scans sub-chart data (2-minute or 15-minute intervals) to find the absolute maximum volume peak within a defined period. Once the "Institutional Point" is identified: Source Identification: The origin candle is highlighted in white, signaling a high-conviction entry or exit by large-scale market participants. Zone Projection: A borderless "Institutional Zone" is projected forward from the spike’s high/low range. Dynamic Interaction: The zone remains active until the price revisits the area (mitigation) or until the time-based expiration is reached. Anchor Modes & Precision 8-Hour Cycle: Optimized for high-frequency scalping. Anchors reset at 00:00, 08:00, and 16:00. Utilizes ultra-precise 2-minute volume detection. Daily Session: Designed for intraday and swing traders. Anchors to the Daily Open. Utilizes 2-minute volume detection to isolate precise institutional orders. Weekly Cycle: Built for identifying major structural pivots. Anchors to the Weekly Open. Utilizes 15-minute volume detection for macro-liquidity analysis. Key Features Naked Level Tracking: Zones automatically stop extending the moment they are "hit" by price action, providing a clean visual of unmitigated liquidity. Anti-Noise Filter: Automatically excludes Saturday and Sunday data to maintain statistical integrity across global markets. Minimalist Interface: High-contrast visual design focused on scannability and professional chart aesthetics. Use Cases Data Science & Backtesting: Ideal for measuring the "Z-Score" or "Percentile Distance" from institutional peaks. Supply & Demand Trading: Automated identification of the "Origin of the Move." Magnet Analysis: Tracking "Naked" volume spikes as high-probability magnets for future price mean reversion.
Indicateur Pine Script®
par AlchimistOfCrypto
RVOL Highlighter (Bullish Volume Spikes)Description: A simple yet powerful indicator that highlights candles with unusually high buying volume. What it does: Identifies candles where relative volume (RVOL) exceeds your chosen threshold AND the candle is bullish (green). These high-volume bullish candles often signal strong institutional buying interest or momentum breakouts. How it works: Calculates RVOL by comparing current volume to the simple moving average of volume over your selected period Only highlights candles that meet BOTH conditions: RVOL above threshold + bullish close Highlighted candles appear in bright magenta for easy visibility on dark mode charts Settings: RVOL Period: Lookback period for average volume calculation (default: 10) RVOL Threshold: Minimum relative volume multiplier to trigger highlight (default: 2.5x) Highlight Color: Customizable (default: magenta #FF00FF) Use cases: Spot potential breakout entries with volume confirmation Identify accumulation zones Filter for high-conviction bullish moves Works on any timeframe and any asset. The actual RVOL value is available in the data window when hovering over candles.
Indicateur Pine Script®
par fabio284
Delta Reaction Zones [BOSWaves]Delta Reaction Zones - Cumulative Delta-Based Supply and Demand Identification with Flow-Weighted Zone Construction Overview Delta Reaction Zones is a volume flow-aware supply and demand detection system that identifies price levels where significant buying or selling pressure accumulated, constructing adaptive zones around cumulative delta extremes with intelligent flow composition analysis. Instead of relying on traditional price-based support and resistance or fixed pivot structures, zone placement, thickness, and directional characterization are determined through delta accumulation patterns, volatility-adaptive sizing, and the proportional composition of positive versus negative volume flow. This creates dynamic reaction boundaries that reflect actual order flow imbalances rather than arbitrary price levels - contracting during low volatility environments, expanding during elevated volatility periods, and incorporating flow composition statistics to reveal whether zones formed under buying or selling dominance. Price is therefore evaluated relative to zones anchored at delta extremes rather than conventional technical levels. Conceptual Framework Delta Reaction Zones is founded on the principle that meaningful support and resistance emerge where cumulative volume flow reaches local extremes rather than where price alone forms patterns. Traditional support and resistance methods identify turning points through price structure, which often ignores the underlying order flow dynamics that drive those reversals. This framework replaces price-centric logic with delta-driven zone construction informed by actual buying and selling pressure. Three core principles guide the design: Zone placement should correspond to cumulative delta extremes, not price pivots alone. Zone thickness must adapt to current market volatility conditions. Flow composition context reveals whether zones formed under accumulation or distribution. This shifts supply and demand analysis from static price levels into adaptive, flow-anchored reaction boundaries. Theoretical Foundation The indicator combines delta proxy methodology, cumulative volume tracking, adaptive volatility measurement, and flow decomposition analysis. A signed volume delta proxy estimates directional order flow on each bar, which accumulates into a running cumulative delta series. Pivot detection identifies local extremes in either cumulative delta or its rate of change, marking levels where flow momentum reached inflection points. Average True Range (ATR) provides volatility-responsive zone sizing, while impulse window analysis decomposes recent flow into positive and negative components with percentage weighting. Four internal systems operate in tandem: Delta Accumulation Engine : Computes smoothed signed volume and maintains cumulative delta tracking for directional flow measurement. Pivot Detection System : Identifies significant turning points in cumulative delta or delta rate of change to anchor zone placement. Adaptive Zone Construction : Scales zone thickness dynamically using ATR-based volatility measurement around pivot anchors. Flow Composition Analysis : Calculates positive and negative flow percentages over a configurable impulse window to characterize zone formation context. This design allows zones to reflect actual order flow behavior rather than reacting mechanically to price formations. How It Works Delta Reaction Zones evaluates price through a sequence of flow-aware processes: Signed Volume Delta Calculation : Each bar's volume is directionally signed based on close-open relationship, creating a proxy for buying versus selling pressure. Cumulative Delta Tracking : Signed volume accumulates into a running total, revealing sustained directional flow over time. Pivot Identification : Local highs and lows in cumulative delta (or its rate of change) mark significant flow inflection points where zones anchor. Volatility-Adaptive Sizing : ATR multiplier determines zone half-width, automatically adjusting thickness to current market conditions. Flow Decomposition : Positive and negative volume components are separated and percentage-weighted over the impulse window to reveal dominant flow direction. Intelligent Zone Merging : Overlapping zones of the same type automatically merge into broader reaction areas, with flow statistics blended proportionally. Dynamic Extension and Visualization : Zones extend forward with gradient-filled composition segments showing buy versus sell flow proportions. Breach Detection and Cleanup : Zones invalidate automatically when price closes beyond their boundaries, maintaining chart clarity. Together, these elements form a continuously updating supply and demand framework anchored in order flow reality. Interpretation Delta Reaction Zones should be interpreted as flow-anchored supply and demand boundaries: Support Zones (Green) : Form at cumulative delta lows, marking levels where selling exhaustion or buying accumulation occurred. Resistance Zones (Red) : Establish at cumulative delta highs, identifying areas where buying exhaustion or selling distribution dominated. Flow Composition Segments : Visual gradient within each zone reveals the buy/sell flow proportion during zone formation. The upper segment (red tint) represents negative (selling) flow percentage while the lower segment (green tint) represents positive (buying) flow percentage. BUY FLOW / SELL FLOW / MIXED Labels : Indicate dominant flow character when one direction exceeds 60% of total impulse window activity. Net Delta Statistics : Display cumulative flow totals (Δ) alongside percentage breakdowns for immediate context. Zone Thickness : Reflects current volatility environment - wider zones in volatile conditions, tighter zones in calm markets. Zone Merging : Multiple nearby pivots consolidate into broader reaction areas, weighted by their respective flow magnitudes. Flow composition, volatility context, and delta magnitude outweigh isolated price reactions. Signal Logic & Visual Cues Delta Reaction Zones presents two primary interaction signals: Support Reclaim (RC) : Green label appears when price crosses back above a support zone's midline after trading below it, suggesting renewed buying interest. Resistance Re-enter (RE) : Red label displays when price crosses back below a resistance zone's midline after trading above it, indicating resumed selling pressure. Alert generation covers zone creation and midline reclaim/re-entry events for systematic monitoring. Strategy Integration Delta Reaction Zones fits within order flow-informed and supply/demand trading approaches: Flow-Anchored Entry Zones : Use zones as high-probability reaction areas where historical order flow imbalances occurred. Composition-Based Bias : Favor trades aligning with dominant flow character - long setups near zones formed under buying dominance, short setups near selling-dominated zones. Volatility-Aware Targeting : Expect wider reaction ranges when ATR expands zones, tighter ranges when ATR contracts them. Merge-Informed Conviction : Broader merged zones represent multiple flow inflection points, potentially offering stronger support/resistance. Midline Reclaim Validation : Use RC/RE signals as confirmation of zone respect rather than standalone entry triggers. Multi-Timeframe Flow Context : Apply higher-timeframe delta zones to inform lower-timeframe entry precision. Technical Implementation Details Core Engine : Signed volume delta proxy with EMA smoothing Accumulation Model : Persistent cumulative delta tracking with optional rate-of-change pivot detection Zone Construction : ATR-scaled thickness around pivot anchors Flow Analysis : Positive/negative decomposition over configurable impulse window Visualization : Gradient-filled zones with embedded flow statistics and percentage segments Signal Logic : Midline crossover detection with breach-based invalidation Merge System : Proximity-based consolidation with weighted flow blending Performance Profile : Optimized for real-time execution with configurable zone limits Optimal Application Parameters Timeframe Guidance: 1 - 5 min : Micro-structure flow zones for scalping and short-term reversals 15 - 60 min : Intraday supply/demand identification with flow context 4H - Daily : Swing-level reaction zones with macro flow characterization Suggested Baseline Configuration: Delta Smoothing Length : 3 Pivot Length : 12 Pivot Source : Cumulative Delta Impulse Window : 100 ATR Length : 14 ATR Multiplier : 0.35 (reduce for lower timeframes) Maximum Zones : 8 Merge Overlapping Zones : Enabled Merge Gap : 20 ticks These suggested parameters should be used as a baseline; their effectiveness depends on the asset's volume profile, tick structure, and preferred zone density, so fine-tuning is expected for optimal performance. Parameter Calibration Notes Use the following adjustments to refine behavior without altering the core logic: Zones appearing oversized : Reduce ATR Multiplier to tighten zone thickness, especially on lower timeframes. Excessive zone clutter : Increase Pivot Length to demand stronger delta extremes before zone creation. Unstable delta readings : Increase Delta Smoothing Length to reduce bar-to-bar noise in flow calculation. Missing significant levels : Decrease Pivot Length or switch Pivot Source to "Cumulative Delta RoC" for flow acceleration sensitivity. Flow percentages feel stale : Reduce Impulse Window Length to emphasize more recent buying/selling composition. Too many merged zones : Decrease Merge Gap (ticks) or disable merging to preserve individual pivot zones. Adjustments should be incremental and evaluated across multiple session types rather than isolated market conditions. Performance Characteristics High Effectiveness: Markets with consistent volume and order flow characteristics Instruments where delta proxy correlates well with actual tape reading Mean-reversion strategies targeting flow exhaustion zones Trend continuation entries at zones aligned with dominant flow direction Reduced Effectiveness: Extremely low volume environments where delta proxy becomes unreliable News-driven or gapped markets with discontinuous flow Highly manipulated or illiquid instruments with erratic volume patterns Integration Guidelines Confluence : Combine with BOSWaves structure, market profile, or traditional supply/demand analysis Flow Respect : Trust zones formed with strong net delta magnitude and clear flow dominance Context Awareness : Consider whether current market regime matches zone formation conditions Merge Recognition : Treat merged zones as higher-conviction areas due to multiple flow inflections Breach Discipline : Exit zone-based setups cleanly when price invalidates boundaries Disclaimer Delta Reaction Zones is a professional-grade order flow and supply/demand analysis tool. It uses a volume-based delta proxy that estimates directional pressure but does not access true order book data. Results depend on market conditions, volume reliability, parameter selection, and disciplined execution. BOSWaves recommends deploying this indicator within a broader analytical framework that incorporates price structure, volatility context, and comprehensive risk management.
Indicateur Pine Script®
par BOSWaves
17
Point of Control [BigBeluga]🔵 OVERVIEW Point of Control identifies the exact price level with the highest traded volume over a selected lookback period. This level—called the Point of Control (PoC) —marks where the greatest market participation occurred, representing a zone of highest volume. The indicator helps traders visualize dominant volume concentrations, fair-value levels, and structural balance within recent price action. 🔵 CONCEPTS Point of Control (PoC) — The single price level within the defined lookback range that has accumulated the most traded volume. Volume Distribution Bins — The price range is divided into 25 equal bins, and volume is aggregated per bin to locate the maximum concentration. Range Boundaries — The highest and lowest price within the lookback window are used to form the upper and lower reference limits. PoC Channel — Optional upper and lower bands plotted around the main PoC to visualize a fair-value corridor. Volume Intensity Mapping — Candle color dynamically shifts based on the candle’s position relative to the PoC channel, showing whether price is balanced or trending away from high-volume levels. 🔵 FEATURES Configurable Lookback Range — Adjust how many bars (10–400) are used for calculating the PoC. Precise PoC Calculation — Volume aggregation across 25 bins to identify the exact volume peak. Dynamic Channel Visualization — PoC bands above and below the central level to indicate equilibrium tolerance. Adaptive Candle Coloring — - Neutral → price inside PoC channel. Gray - Bullish → price above PoC channel. Blue 🔵 - Bearish → price below PoC channel. Orange 🟠 Automatic Volume Labeling — Displays total volume at the active PoC level for quick reference. Directional Indicators — 🔵 or 🟠 markers appear when price shifts above or below the PoC channel. Range Visualization — Plots the highest and lowest points of the active lookback window for contextual awareness. Live Updating Logic — PoC recalculates automatically every 15 bars for efficient chart performance and accuracy. 🔵 HOW TO USE Volume Anchoring — Use PoC as a reference for where the majority of volume occurred; price often reacts to or consolidates around this level. Trend Confirmation — Sustained price movement away from PoC channel may signal developing directional imbalance. Value Tracking — Watch the shifting of PoC across time to identify where fair value migrates during market evolution. Equilibrium Mapping — When price hovers around PoC, the market is balanced; when it departs, a new value zone may form. Combine With Volume Profiles — Use alongside profile tools for higher-resolution analysis of institutional activity. 🔵 CONCLUSION Point of Control provides a pure, volume-centric view of market balance by pinpointing where most transactions occurred within any chosen range. It delivers a clean and efficient visualization of fair value zones—helping traders track the heartbeat of market participation, recognize dominant liquidity areas, and stay aligned with where true market interest resides.
Indicateur Pine Script®
par BigBeluga
14
Liquidity Hunter: Stop Hunts & Volume ClustersStop Hunt Wick Detection What it catches: Wicks that are 2x+ larger than the candle body (adjustable) Minimum wick size to filter out noise Optional volume confirmation (stops hunts usually have higher volume) Marks bullish stop hunts (long lower wicks) with 💎 and "BUY LIQ" Marks bearish stop hunts (long upper wicks) with 💎 and "SELL LIQ" Extends dashed lines showing where liquidity was grabbed Volume Cluster Detection What it tracks: Bars with volume 1.5x+ above average (adjustable) Automatically merges nearby clusters within 3 bars Shows different colors based on volume intensity: Yellow = 3x+ average volume (extreme) Orange = 2x+ average volume (strong) Blue = 1.5x+ average volume (moderate) Draws horizontal zones showing where volume accumulated Labels show the volume multiplier (e.g., "VOL: 2.3x") Adjustable Settings You can tune: Wick-to-body ratio threshold Minimum wick size percentage Volume confirmation requirements Cluster sensitivity and merge distance The theory: Stop hunts grab liquidity above/below key levels, then price reverses. Volume clusters show where institutions accumulated positions. Both mark areas price is likely to revisit. Try it out and let me know what needs tweaking!
Indicateur Pine Script®
par wateriskey6689
Volume-Weighted Hybrid Channel [Capitalize Labs]Volume-Weighted Hybrid Channel (VWHC) is a channel-only indicator designed to visualise mean and volatility structure using a blended framework. It combines a configurable mean engine (SuperSmoother, EMA, SMA, or RMA) with an anchored VWAP component, then builds a four-level band ladder around a hybrid mean using a hybrid width that blends a range engine (ATR or true range variants) with anchored, volume-weighted standard deviation. The result is a smooth, adaptive channel intended to help us contextualise price location and volatility expansion or contraction relative to the hybrid mean. The indicator supports Weekly or Session anchoring for the VWAP and sigma components, and includes optional transition smoothing after anchor resets to reduce visual stepping. Band levels are user-defined (with automatic ordering enforcement), and optional gradient fills can be enabled for clearer zone recognition. An optional Band Occupancy Table is included to show how frequently price closes inside each zone, either over a rolling lookback or since the most recent anchor reset. This table is informational only and does not generate signals. This script is an indicator, not a strategy. It does not place trades, generate alerts, or provide entry or exit instructions. Outputs depend on chart symbol, timeframe, and data quality, including volume availability. The channel is designed to be non-repainting in the sense that it uses confirmed bar data and does not use forward-looking logic; however, like all indicators, the current bar can update until it closes. Risk Warning This material is educational research only and does not constitute financial advice, investment recommendation, or a solicitation to buy or sell any instrument. Foreign exchange and CFDs are complex, leveraged products that carry a high risk of rapid losses; leverage amplifies both gains and losses, and you should not trade with funds you cannot afford to lose. Market conditions can change without notice, and news or illiquidity may cause gaps and slippage; stop-loss orders are not guaranteed. The analysis presented does not take into account your objectives, financial situation, or risk tolerance. Before acting, assess suitability in light of your circumstances and consider seeking advice from a licensed professional. Past performance and back-tested or hypothetical scenarios are not reliable indicators of future results, and no outcome or level mentioned here is assured. You are solely responsible for all trading decisions, including position sizing and risk management. No external links, promotions, or contact details are provided, in line with TradingView House Rules. Disclaimer Use of this indicator is at our own discretion and risk. It is a visual analysis tool and should be validated through independent testing and a documented trading plan before being used in live decision-making.
Indicateur Pine Script®
par CapitalizeLabs
Volume Level Monitor table Volume Level Monitor table and NQ/ES Futures PRO system Features: 1. Volume Monitor Table (Top Left) Level: Shows HIGH/MEDIUM/LOW with color coding RED = High volume (≥150% of MA) YELLOW = Medium volume BLUE = Low volume (≤70% of MA) vs MA: Current volume as percentage of moving average Volume: Real-time volume display MA: 20-period volume moving average 2. Enhanced Volume Calculations Volume percentage relative to MA CVD (Cumulative Volume Delta) calculation Volume level classification with thresholds 4. Additional Volume Alerts Alert when volume reaches HIGH threshold Alert when volume drops to LOW threshold 5. Display Control New toggle: "Show Volume Monitor Table" in Display settings Can be turned on/off independently How to Use: Volume Monitor helps you: HIGH Volume (Red): Confirms breakouts, strong moves, potential reversals LOW Volume (Blue): Avoid choppy periods, wait for confirmation MEDIUM Volume (Yellow): Normal trading conditions Best Practice: Combine Volume Monitor with main dashboard signals Look for HIGH volume on entry signals for best confirmation Avoid trading during LOW volume periods (reduces false signals) The two tables work together: Main dashboard for trade signals, Volume Monitor for volume context!
Indicateur Pine Script®
par jossem55
VWAP Pro [Capitalize Labs]VWAP Pro is a volume weighted average price indicator designed to provide structured price context across Session, Weekly, and Monthly anchors. It allows users to define custom session templates and apply multiple band calculation methods to help frame price behavior relative to volume weighted levels. The indicator supports Session, Week, and Month anchor periods. Session anchoring can be aligned to user defined templates including RTH, ETH, London, New York, Asia, or a fully custom session, all based on the instrument’s exchange time zone. This allows VWAP to reset at meaningful market boundaries rather than fixed calendar times. VWAP Pro includes three band calculation methods: volume weighted standard deviation, fixed tick distance based on the instrument’s minimum tick size, and ATR based distance. Up to three band levels can be enabled independently, with configurable multipliers and visual settings. A warm up system is included to manage band behavior immediately after a VWAP reset. Bands can either be hidden during the warm up period and appear at full width once complete, or gradually expand from zero to full width over the defined number of bars. The VWAP line itself always plots immediately. Optional prior period reference levels are available for the previous Session, Week, and Month VWAP. These levels represent only fully completed periods and do not update during the current active period. Display of these levels depends on sufficient historical data being loaded to cover the full prior period. The indicator requires valid volume data. Symbols that do not provide volume are not supported. All session definitions and settings should be reviewed and adjusted to match the specific instrument being analyzed. Risk Warning This indicator is provided for educational and analytical purposes only and does not constitute financial advice, an investment recommendation, or a solicitation to buy or sell any financial instrument. Trading involves significant risk and market conditions can change rapidly. Losses can exceed expectations and the use of this indicator does not guarantee any specific outcome or performance. You are solely responsible for your trading decisions, risk management, and compliance with applicable regulations. Past market behavior or indicator signals are not reliable indicators of future results.
Indicateur Pine Script®
par CapitalizeLabs
1 of 1 Strat1of1 Strat is a psychology-first trading framework designed to eliminate emotional mistakes and enforce disciplined execution. Most traders don’t fail because of bad analysis — they fail because they break rules, hesitate, overtrade, or revenge trade. 1of1 Strat exists to fix that. This strategy focuses on: Discipline over dopamine Execution over prediction Process over profits Patience over impulse Consistency over luck This is not a signal service. This is not hype trading. This is not gambling. 1of1 Strat is built for traders who want clarity under pressure, rule-based execution, and long-term consistency through structure and self-mastery. You don’t need more indicators. You need control.
Indicateur Pine Script®
par PushingOptions
The BLUE Red Candle Swing w AlertsThe script is for high probability swing entries based on a extremely strong bearish candles which typically come right before a green push up. When a bearish candle has a higher than average ATR, it is a sign that there could be a large reversal coming next. Use this indicator to help you set the stop loss and take profit based on the range of the highlighted Red candle. *So if the ATR of this candle is $3.00 then set a $3.00 stop loss and take profit. There is also a sc Rules for the ATR RED/Blue Impulse candle *Use the 50% line or midline of the candle to help refine your entries *Use the range of the Blue candle as your stop loss range and for your 1st take profit target! *Add more positions if there is a clear trend after the candle
Indicateur Pine Script®
par TheTradingGoddess
ATR Volatility Impulse Candles (Bull & Bear)This indicator highlights unusually strong momentum candles using ATR as a volatility filter. Treyding Stocks was the inspiration behind this powerful swing indicator! A candle is marked only when its body is larger than the Average True Range, meaning price moved farther than normal for that timeframe. This filters out noise and focuses attention on candles that often matter most. Lime green candles represent strong bullish impulse. They occur when price closes above the open and the candle body is larger than ATR. These candles often show aggressive buying, late-stage momentum, or exhaustion before a reversal. Blue candles represent strong bearish impulse. They occur when price closes below the open and the candle body is larger than ATR. These candles often signal aggressive selling, liquidation, stop runs, or breakdown confirmation. The indicator includes alerts for both bullish and bearish impulse candles, allowing traders to monitor multiple charts without watching them constantly. Traders commonly use this tool to identify momentum exhaustion, reversal zones, and high-impact candles near VWAP, key moving averages, or important price levels. It works on any timeframe, does not repaint, and is designed to keep the chart clean while highlighting only the most meaningful price moves. The Red (Blue) candle is very useful for swings especially on the Daily chart *When the Blue (RED) candle appears, mark the high/low, and enter when the next candle breaks /closes above it.
Indicateur Pine Script®
par TheTradingGoddess
Chart Wolf WLR Toolkit (VWAP + PDH/PDL + Kill Zone)Overview This indicator is a single, unified trading framework that combines context → levels → confirmation → execution into one workflow. It is not a “mashup” of unrelated indicators — each component feeds the next step of the decision process so you can make the same type of decision every day with less chart clutter. What makes it original Most indicators independently display signals (trend, sessions, levels, etc.). This script is original in that it links components into a structured sequence: Context (where and when): identifies market session/time context and key reference zones. Key Levels (what matters): plots specific levels that price reacts to (e.g., previous day levels, value area levels, VWAP / anchors, etc.). Confirmation (why now): requires price behavior to confirm acceptance/rejection around those levels instead of firing signals randomly. Execution (how to trade it): provides clear entry/exit visualization and risk reference points once confirmation conditions are met. How it works (conceptual logic) The script follows a simple cause-and-effect model: Reference levels define “decision areas” (places where liquidity and reactions commonly happen). Price interacting with a decision area triggers state tracking (e.g., approaching level → testing level → rejection/acceptance). A signal only appears when a complete sequence occurs (example: sweep/test → rejection/acceptance confirmation → continuation cue). Optional filters (session, volatility, trend bias, etc.) reduce low-quality signals by requiring trades to occur in the intended conditions. How to use it (step-by-step) Choose your market & timeframe Recommended: use a higher timeframe for context, lower timeframe for entries. Example workflow: 15m for context + 5m/1m for execution. Mark the decision areas Use the plotted levels as “zones of interest.” Your job is to wait for price to interact with these zones. Wait for confirmation Only take signals that occur at or near decision areas. If price is chopping in the middle (between key levels), avoid trading. Execute with defined risk Stops should be placed beyond the rejection/sweep point or beyond the decision zone (depending on your strategy). Targets can be the next major level plotted by the script. Settings (what to adjust) Session filter: turn on if you only trade specific hours (e.g., NY open). Level visibility: hide levels you don’t use to reduce clutter. Signal strictness: increase strictness to reduce frequency and improve quality; decrease for more signals. Alerts: enable alerts for confirmed signals only (recommended). Best practices This tool performs best when you treat signals as confirmation, not “auto-trades.” Always prioritize trades that occur at major levels during high-liquidity hours. Backtest your market/timeframe combo before using it live. Notes / limitations Like all indicators, it does not predict the future; it organizes decision-making around recurring market behaviors. Signals can appear during news volatility; consider disabling trading during major scheduled events.
Indicateur Pine Script®
par maybachmoody
Smart Trader,Episode 1, by Ata Sabanci | Unified Matrix⚠️ **CRITICAL: READ BEFORE USING** ⚠️ This strategy is **100% VOLUME-BASED** and requires **Lower Timeframe (LTF) intrabar data** for accurate calculations. Please understand the following limitations before using: **📊 DATA ACCURACY LEVELS:** • **1T (Tick)** — Most accurate, real volume distribution per tick • **1S (1 Second)** — Reasonably accurate approximation • **15S (15 Seconds)** — Good approximation, longer historical data available • **1M (1 Minute)** — Rough approximation, maximum historical data range **⚠️ BACKTEST & REPLAY LIMITATIONS:** • TradingView's Strategy Tester uses historical LTF data which may be limited depending on your subscription plan • Replay mode results may differ from live trading due to data availability • For longer backtest periods, use higher LTF settings (15S or 1M) • Not all symbols/exchanges support tick-level data • Crypto and Forex typically have better LTF data availability than stocks **💡 A NOTE ON TOOLS:** Successful trading requires proper tools. Higher TradingView plans provide access to more historical intrabar data, which directly impacts the accuracy of volume-based calculations. More precise volume data leads to more reliable signals. Consider this when evaluating your trading infrastructure. **WHY "EPISODE 1"?** This strategy is titled "Episode 1" because it focuses exclusively on **Highest Buyers (HB)** — a single but powerful concept in volume analysis. **The Philosophy:** A single high-volume buying event can tell us a story about market psychology: • Where did the biggest buyers enter? • How much of their power remains? • Are sellers consuming their advantage? • At what rate is the balance shifting? By focusing on just ONE aspect of volume analysis, traders can deeply understand how a buying surge affects future price action before moving to more complex multi-factor analysis. **The Reality:** This script alone is approximately **2000 lines of code** — and it only analyzes buyers. A comprehensive system covering all aspects (sellers, combined analysis, multi-timeframe correlation) would be significantly larger and computationally heavier. Breaking this into focused modules allows for: • Deeper understanding of each component • Lighter, more responsive scripts • Educational progression from simple to complex **OVERVIEW** Smart Trader EP1 is a volume-based trading strategy that tracks the balance of power between buyers and sellers through the lens of the **Highest Buyers event**. Unlike traditional indicators that rely on price patterns or mathematical formulas, this strategy analyzes *actual volume flow* to identify who is in control of the market. The core philosophy is simple: **markets move when one side (buyers or sellers) exhausts their power while the opposing side accumulates strength.** By measuring this power shift in real-time, the strategy identifies high-probability entry and exit points. **HOW IT WORKS** **1. Volume Engine** The strategy splits each candle's volume into buying volume and selling volume using intrabar data. In *Intrabar (Precise)* mode, it uses actual tick-by-tick or second-by-second data to calculate the exact buy/sell distribution. In *Geometry* mode, it approximates based on candle structure (close position within the range). **2. Event Detection** Within the lookback window, the strategy identifies key events: • **HB (Highest Buyers)** — The candle with maximum buying volume (potential resistance when exhausted) • **HS (Highest Sellers)** — The candle with maximum selling volume (potential support when exhausted) • **LB (Lowest Buyers)** — The candle with minimum buying volume (buyer absence) • **LS (Lowest Sellers)** — The candle with minimum selling volume (seller absence) These events create dynamic support and resistance levels based on actual volume, not arbitrary price levels. **3. Power Tracking (Attrition Model)** For the Highest Buyers event (HB), the strategy tracks: • **Start Power (X)** — The initial buying volume at the HB event • **Consumed Power (Y)** — How much selling volume has accumulated since the event • **Remaining Power (Z)** — Start Power minus Consumed Power (X - Y) • **Opponent Dominance** — When Remaining Power goes negative (Z < 0), sellers have overtaken buyers Think of it like a battle: buyers establish a position (HB), and sellers gradually consume their power. When buyers' power is exhausted (Remaining Power ≤ 0), sellers have taken control. **4. Depletion Markers** Visual markers appear on the chart when power reaches critical thresholds: • **🔋** — Buyers consumed 100% (Remaining = 0) • **🚨** — Buyers consumed 200% (Opponent Dominance = 100%) • **🪫** — Sellers consumed 100% • **⚠️** — Sellers consumed 200% **5. Cumulative Delta** Beyond tracking power at specific events, the strategy calculates the cumulative buy volume minus sell volume since the HB event. This shows the *net flow* of money: • **Positive Delta** — More buying than selling since HB (bullish pressure) • **Negative Delta** — More selling than buying since HB (bearish pressure) **6. Trend Channel** A 5-point linear regression channel identifies the current trend: • **UPTREND** — Both upper and lower channel lines slope upward • **DOWNTREND** — Both lines slope downward • **RANGING** — Mixed or flat slopes The strategy also tracks where the HB event occurred within this channel (TOP, UPPER, MIDDLE, LOWER, BOTTOM) to contextualize the signal. **7. Nearest Event Analysis** The strategy identifies which event is closest to the current candle and analyzes the price action *after* that event: • How many bullish vs bearish candles followed? • Does post-event momentum confirm or contradict the event type? This prevents false signals when, for example, a bearish event occurs but is immediately followed by strong bullish candles. **SIGNAL LOGIC** **🟢 LONG Signal Conditions:** • Uptrend with positive cumulative delta and buyers accumulating • At channel bottom/lower with strong buyer power remaining • After a bearish event (HS) with bullish post-event momentum (reversal signal) • Ranging market with positive delta and strong power **🔴 SHORT Signal Conditions:** • Downtrend with negative cumulative delta and sellers in control • Opponent Dominance (buyer power exhausted) with bearish momentum • Buyer Trap: HB at TOP in uptrend but power exhausted and delta negative • After a bullish event (HB) with bearish post-event momentum (trap signal) **⏳ NO_TRADE Conditions:** • Conflicting signals (e.g., bearish event but bullish post-momentum) • Ranging market without clear direction • Mixed power readings • Price position contradicts signal direction **STRATEGY EXECUTION** **Entry Rules:** • Enter LONG when signal is "LONG" and conditions are valid • Enter SHORT when signal is "SHORT" and conditions are valid • **Pyramid**: Up to 2 entries allowed in the same direction (configurable) • Each entry uses 10% of equity by default • Only one entry per confirmed candle (prevents multiple fills) **Stop Loss (Event Line Based):** • **LONG positions**: Stop Loss placed below the HS line (seller support level) • **SHORT positions**: Stop Loss placed above the HB line (buyer resistance level) • A small buffer percentage is added to prevent premature stops **Take Profit (Event Line Based):** • **LONG positions**: Take Profit near the HB line (buyer resistance target) • **SHORT positions**: Take Profit near the HS line (seller support target) • A small buffer percentage ensures realistic fill expectations **Exit Rules:** • Exit LONG when signal changes to SHORT • Exit SHORT when signal changes to LONG • **NO_TRADE signal = HOLD** (do not exit, wait for clear direction) • SL/TP orders remain active regardless of signal changes **SETTINGS GUIDE** **⚙️ General Settings:** • *Calculation Method* — Choose between Intrabar (Precise) or Geometry (approximation) • *Intrabar Resolution* — LTF for volume data (1T, 1S, 15S, 1M) • *Lookback Length* — Window for scanning events (10-150 bars) • *Timezone Offset* — Adjust clock display to your local time **📊 Matrix Display Settings:** • *Show Unified Matrix* — Toggle the information dashboard • *Show Event Lines* — Toggle horizontal lines at event prices • *Panel Size/Position* — Customize dashboard appearance • *Projection Bars* — Extend event lines into the future • *Depletion Threshold* — Percentage for depletion markers (default: 100%) **🏷️ Rank Labels Settings:** • *Show Rank Labels (HB/HS)* — Display labels on highest volume candles • *Show Low Labels (LB/LS)* — Display labels on lowest volume candles • *Ranks Count* — Number of rankings to display (1-5) **📐 Trend Channel Settings:** • *Show Trend Channel* — Toggle the 5-point regression channel • *Line Color/Fill/Width/Style* — Customize channel appearance **🎯 Trade Signal Settings:** • *Long: Min Remaining Power %* — Minimum buyer power for LONG signal (default: 50%) • *Short: Max Remaining Power %* — Maximum power for SHORT signal (default: 30%) • *Opponent Dominance Threshold* — When to consider power "exhausted" (default: 0%) • *Max Decay Angle* — Maximum consumption rate for valid entries (default: 60°) **📈 Strategy Execution Settings:** • *Enable Strategy* — Turn automatic trading on/off • *Allow LONG/SHORT* — Enable or disable specific directions • *Max Pyramid Entries* — Maximum entries in same direction (1-3) • *SL Buffer %* — Distance below/above event line for stop loss (default: 0.15%) • *TP Buffer %* — Distance from event line for take profit (default: 0.05%) **VISUAL ELEMENTS** **Chart Labels:** • **#1 HB** — Highest Buyers (rank label on candle high) • **#1 HS** — Highest Sellers (rank label on candle low) • **#1 LB** — Lowest Buyers (rank label on candle high) • **#1 LS** — Lowest Sellers (rank label on candle low) • **🔋 / 🚨** — Buyer power depletion markers • **🪫 / ⚠️** — Seller power depletion markers **Event Lines:** • **Blue horizontal lines** — HB price levels (buyer entry points) • **Red horizontal lines** — HS price levels (seller entry points) • **Cyan lines** — LB price levels • **Orange lines** — LS price levels • **Dashed extensions** — Projected levels into future bars **Trend Channel:** • **Orange lines** — Upper and lower channel boundaries (5-point regression) • **Orange fill** — Channel area (90% transparency) **Matrix Dashboard (6 rows):** • Row 1: Header with symbol, LTF setting, and local clock • Row 2: Volume snapshot (Total, Buy, Sell, Delta) • Row 3: Column headers • Row 4: Highest Buyers data (Age, Start Power, Consumed, Remaining, Decay, ETA) • Row 5: Highest Sellers data • Row 6: Signal Evaluation (Trend, Zone, Nearest Event, Signal, Reason) **Strategy Markers:** • **Green triangle up** — LONG entry • **Red triangle down** — SHORT entry • **Faded triangles** — Pyramid entries • **Colored lines** — SL (red) and TP (green) levels when in position **BEST PRACTICES** **For Maximum Accuracy:** 1. Use **1T (tick)** or **1S** intrabar resolution when available 2. Trade liquid markets with good volume data (crypto majors, forex majors, high-volume stocks) 3. Use smaller lookback length (20-30) to ensure all bars have valid LTF data 4. Monitor the "Intrabar Valid Bars" counter in the matrix header 5. If you see data warnings, reduce lookback or increase LTF resolution **For Longer Backtests:** 1. Use **15S or 1M** intrabar resolution for more historical data 2. Increase lookback length if needed 3. Understand that accuracy decreases with higher LTF settings 4. Consider using Geometry mode for very long backtests (approximation but always available) **Understanding the Signals:** • Pay attention to the signal *reasoning* shown in the matrix — it explains WHY • **NO_TRADE** means the system sees conflicting factors — respect this caution • Event lines act as dynamic S/R — they update as new volume events occur • Cumulative Delta (Δ) often provides early warning of trend changes **Risk Management:** • The default 10% per entry with max 2 pyramids = 20% maximum exposure • Event-line-based SL/TP provides logical levels based on actual volume events • Always verify signals with your own analysis before trading **INTERPRETING THE MATRIX** **Power Status Examples:** • *Remaining Power: 75%* — Buyers still have most of their strength • *Remaining Power: 25%* — Buyers nearly exhausted, watch for reversal • *Opponent Dominance: -50%* — Sellers have consumed 150% of buyer power (strong bearish) **Decay Angle:** • *Low angle (0-30°)* — Slow consumption, power lasting longer • *High angle (60-90°)* — Rapid consumption, expect quick exhaustion **ETA to Parity:** • Shows estimated bars until Remaining Power reaches zero • *"Overtaken"* with 🚨 means sellers have already dominated **LIMITATIONS & DISCLAIMER** **Technical Limitations:** • Requires sufficient historical LTF data (varies by TradingView plan and symbol) • Intrabar (Precise) mode may show invalid data warnings on symbols with limited history • Strategy tester may not have access to the same LTF data as live trading • Maximum 500 lines and 500 labels (TradingView platform limits) **Important Notes:** • This strategy focuses on **Highest Buyers only** — it does not analyze all market factors • Past performance does not guarantee future results • Volume data quality varies significantly between symbols and exchanges • The strategy's signals are analytical tools, not trading recommendations **Risk Disclaimer:** This strategy is provided for **educational and informational purposes only**. Trading involves substantial risk of loss and is not suitable for all investors. • Always use proper risk management • Never risk more than you can afford to lose • Backtest results may differ significantly from live trading • You are solely responsible for your trading decisions **TECHNICAL SPECIFICATIONS** • Pine Script Version: 6 • Calculation: calc_on_every_tick=true, use_bar_magnifier=true • Default Capital: 10,000 • Default Position Size: 10% of equity • Maximum Lines: 500 • Maximum Labels: 500 • External Library: TradingView/ta/10 (for requestUpAndDownVolume) *Smart Trader EP1 — Understanding Volume, One Event at a Time*
Stratégie Pine Script®
par ata_sabanci
8
Pulse Volume Commitment [JOAT] Pulse Volume Commitment - Three-Dimensional Momentum Analysis Introduction and Purpose Pulse Volume Commitment is an open-source oscillator indicator that analyzes price action through three distinct dimensions: Quantity (candle count), Quality (body structure), and Commitment (volume-weighted quality). The core problem this indicator solves is that simple bullish/bearish candle counts miss important context. A market can have more green candles but still be weak if those candles have small bodies and low volume. This indicator addresses that by requiring all three dimensions to align before generating strong signals, filtering out weak moves that lack conviction. Why These Three Dimensions Work Together Each dimension measures a different aspect of market conviction: 1. Quantity - Counts bullish vs bearish candles over the lookback period. Tells you WHO is winning the candle count battle. 2. Quality - Scores candles by body size relative to total range. Full-bodied candles (small wicks) indicate stronger conviction than doji-like candles. Tells you HOW decisively price is moving. 3. Commitment - Weights quality scores by volume. High-quality candles on high volume indicate institutional participation. Tells you WHETHER smart money is involved. When all three align (e.g., more bullish candles + bullish quality + bullish commitment), the signal is significantly more reliable. How the Calculations Work Quantity Analysis: int greenCount = 0 int redCount = 0 for i = 0 to lookbackPeriod - 1 if close > open greenCount += 1 if close < open redCount += 1 bool quantityBull = greenCount > redCount Quality Analysis (body-to-range scoring): for i = 0 to lookbackPeriod - 1 float candleBody = close - open // Signed (positive = bull) float candleRange = high - low float bodyQuality = candleRange > 0 ? (candleBody / candleRange * 100) * candleRange : 0.0 sumBodyQuality += bodyQuality bool qualityBull = sumBodyQuality > 0 Signal Types FULL BULL - All three dimensions bullish (Quantity + Quality + Commitment) FULL BEAR - All three dimensions bearish LEAN BULL/BEAR - 2 of 3 dimensions agree MIXED - No clear consensus STRONG BUY/SELL - Full confluence + ADX confirms trending market ADX Integration The indicator includes ADX (Average Directional Index) to filter signals: - ADX >= 20 = TRENDING market (signals more reliable) - ADX < 20 = RANGING market (signals may whipsaw) Strong signals only trigger when full confluence occurs in a trending environment. Dashboard Information Quantity - BULL/BEAR/FLAT with green/red candle ratio Quality - Directional bias based on body quality scoring Commit - Volume-weighted commitment reading ADX - Trend strength (TRENDING/RANGING) Signal - Confluence status (FULL BULL/FULL BEAR/LEAN/MIXED) Action - STRONG BUY/STRONG SELL/WAIT How to Use This Indicator For High-Conviction Entries: 1. Wait for FULL BULL or FULL BEAR confluence 2. Confirm ADX shows TRENDING 3. Enter when Action shows STRONG BUY or STRONG SELL For Filtering Weak Setups: 1. Avoid entries when signal shows MIXED 2. Be cautious when ADX shows RANGING 3. Require at least 2 of 3 dimensions to agree For Divergence Analysis: 1. Watch for Quantity bullish but Commitment bearish (distribution) 2. Watch for Quantity bearish but Commitment bullish (accumulation) Input Parameters Lookback Period (9) - Bars to analyze for all three dimensions ADX Smoothing (14) - Period for ADX calculation ADX DI Length (14) - Period for directional indicators Timeframe Recommendations 15m-1H: Good for intraday momentum analysis 4H-Daily: Best for swing trading confluence Lookback period may need adjustment for different timeframes Limitations Lookback period affects signal responsiveness vs reliability tradeoff Volume data quality varies by exchange ADX filter may cause missed entries in early trends Works best on liquid instruments with consistent volume Open-Source and Disclaimer This script is published as open-source under the Mozilla Public License 2.0 for educational purposes. This indicator does not constitute financial advice. Confluence signals do not guarantee profitable trades. Always use proper risk management. - Made with passion by officialjackofalltrades
Indicateur Pine Script®
par officialjackofalltrades