Commencez

Volume

VWAP Composites📊 VWAP Composite - Advanced Multi-Period Volume Weighted Average Price Indicator ═══════════════════════════════════════════════════════════════════ 🎯 OVERVIEW VWAP Composite is an advanced volume-weighted average price (VWAP) indicator that goes beyond traditional single-period VWAP calculations by offering composite multi-period analysis and unprecedented customization. This indicator solves a common problem traders face: traditional VWAP resets at arbitrary intervals (session start, day, week), but significant price action and volume accumulation often spans multiple periods. VWAP Composite allows you to anchor VWAP calculations to any timeframe—or combine multiple periods into a single composite VWAP—giving you a true representation of average price weighted by volume across the exact periods that matter to your analysis. ═══════════════════════════════════════════════════════════════════ ⚙️ HOW IT WORKS - CALCULATION METHODOLOGY 📌 CORE VWAP CALCULATION The indicator calculates VWAP using the standard volume-weighted formula: • Typical Price = (High + Low + Close) / 3 • VWAP = Σ(Typical Price × Volume) / Σ(Volume) This calculation is performed across user-defined time periods, ensuring each bar's contribution to the average is proportional to its trading volume. 📌 STANDARD DEVIATION BANDS The indicator calculates volume-weighted standard deviation to measure price dispersion around the VWAP: • Variance = Σ / Σ(Volume) • Standard Deviation = √Variance • Upper Band = VWAP + (StdDev × Multiplier) • Lower Band = VWAP - (StdDev × Multiplier) These bands help identify overbought/oversold conditions relative to the volume-weighted mean, with high-volume price excursions having greater impact on band width than low-volume moves. 📌 COMPOSITE PERIOD METHODOLOGY (Auto Mode) Unlike traditional VWAP that resets at fixed intervals, Auto Mode creates composite VWAPs by combining the current period with N previous periods: • Period Span = 1: Current period only (standard VWAP behavior) • Period Span = 2: Current period + 1 previous period combined • Period Span = 3: Current period + 2 previous periods combined • And so on... Example: A 3-period Weekly composite VWAP calculates from the start of 2 weeks ago through the current week's end, creating a single VWAP that represents 21 days of continuous price and volume data. This provides context about where price stands relative to the volume-weighted average over multiple weeks, not just the current week. ═══════════════════════════════════════════════════════════════════ 🔧 KEY FEATURES & ORIGINALITY ✅ DUAL OPERATING MODES 1️⃣ MANUAL MODE (5 Independent VWAPs) Define up to 5 separate VWAP calculations with custom start/end times: • Perfect for anchoring VWAP to specific events (earnings, Fed announcements, major reversals) • Each VWAP has independent color settings for lines and deviation band backgrounds • Individual control over calculation extension and visual extension (explained below) • Useful for tracking multiple institutional accumulation/distribution zones simultaneously 2️⃣ AUTO MODE (Composite Period VWAP) Automatically calculates VWAP across combined time periods: • Supported periods: Daily, Weekly, Monthly, Quarterly, Yearly • Configurable period span (1-20 periods) • Always up-to-date, recalculates on each new bar • Ideal for systematic analysis across consistent timeframes ✅ DUAL EXTENSION SYSTEM (Manual Mode Innovation) Most VWAP indicators only offer "on/off" for extending calculations. This indicator provides two distinct extension options: 🔹 EXTEND CALCULATION TO CURRENT BAR When enabled, continues including new bars in the VWAP calculation after the defined end time. The VWAP value updates dynamically as new volume enters the market. Use case: You anchored VWAP to a major low 3 weeks ago. You want the VWAP to continue evolving with new volume data to track ongoing institutional positioning. 🔹 EXTEND VISUAL LINE ONLY When enabled (and calculation extension is disabled), projects the "frozen" VWAP value forward as a reference line. The VWAP value remains fixed at what it was at the end time, but the line and deviation bands visually extend to current price. Use case: You want to see how price is behaving relative to the VWAP that existed at a specific point in time (e.g., "Where is price now vs. the 5-day VWAP that existed at last Friday's close?"). This dual system gives you unprecedented control over whether you're tracking a "living" VWAP that incorporates new data or using historical VWAP levels as static reference points. ✅ CUSTOMIZABLE STANDARD DEVIATION BANDS • Adjustable multiplier (0.1 to 5.0) • Independent background colors with opacity control for each VWAP • Dashed band lines for easy visual distinction from main VWAP • Bands extend when visual extension is enabled, maintaining zone visibility ✅ COMPREHENSIVE LABELING SYSTEM Each VWAP displays: • Current VWAP value • Upper deviation band value (High) • Lower deviation band value (Low) • Extension status indicator (Calc Extended / Visual Extended) • Color-coded for quick identification ═══════════════════════════════════════════════════════════════════ 📖 HOW TO USE THIS INDICATOR 🎯 SCENARIO 1: EVENT-ANCHORED VWAP (Manual Mode) Use case: A stock gaps down 15% on earnings and you want to track where institutions are positioning during the recovery. Setup: 1. Switch to Manual Mode 2. Enable VWAP 1 3. Set Start Time to the earnings gap bar 4. Set End Time to current time (or leave far in future) 5. Enable "Extend Calculation to Current Bar" 6. Watch how price respects the VWAP as a dynamic support/resistance Interpretation: • Price above VWAP = buyers in control since the event • Price testing VWAP from above = potential support • Volume-weighted standard deviation bands show normal price range • Price outside bands = potential exhaustion/mean reversion setup 🎯 SCENARIO 2: MULTI-WEEK INSTITUTIONAL ACCUMULATION ZONE (Auto Mode) Use case: You trade swing setups and want to identify where institutions have been accumulating over the past 3 weeks. Setup: 1. Switch to Auto Mode 2. Select "Weekly" period type 3. Set Period Span to 3 4. Enable standard deviation bands Interpretation: • 3-week composite VWAP shows the true average institutional entry • Price bouncing off VWAP repeatedly = strong support (institutions defending their average) • Price breaking below VWAP on high volume = potential distribution • Deviation bands contracting = consolidation; expanding = volatility increase 🎯 SCENARIO 3: COMPARING MULTIPLE TIME HORIZONS (Manual Mode) Use case: You want to see short-term vs medium-term vs long-term VWAP alignments. Setup: 1. Switch to Manual Mode 2. VWAP 1: Last 5 trading days (blue) 3. VWAP 2: Last 10 trading days (orange) 4. VWAP 3: Last 20 trading days (purple) 5. Enable "Extend Calculation" for all 6. Set different background colors for visual separation Interpretation: • All VWAPs aligned upward = strong trend across all timeframes • Price between VWAPs = finding equilibrium between different trader timeframes • Short-term VWAP crossing long-term VWAP = momentum shift • Price rejecting at higher-timeframe VWAP = that timeframe's traders defending their average 🎯 SCENARIO 4: HISTORICAL VWAP REFERENCE LEVELS (Manual Mode) Use case: You want to see where the 1-month VWAP was at each month-end as static reference levels. Setup: 1. Switch to Manual Mode 2. VWAP 1: Set to last month's start/end dates 3. VWAP 2: Set to 2 months ago start/end dates 4. VWAP 3: Set to 3 months ago start/end dates 5. Disable "Extend Calculation" 6. Enable "Extend Visual Line Only" Interpretation: • Each VWAP represents the volume-weighted average for that complete month • These become static support/resistance levels • Price returning to old monthly VWAPs = institutional memory/gap fill behavior • Useful for identifying longer-term value areas ═══════════════════════════════════════════════════════════════════ 🎨 CUSTOMIZATION OPTIONS GENERAL SETTINGS • Show/hide labels • Line style: Solid, Dashed, or Dotted • Standard deviation multiplier (impacts band width) • Toggle standard deviation bands on/off MANUAL MODE (Per VWAP) • Custom start and end times • Line color picker • Background color picker (with transparency control) • Extend calculation option • Extend visual option • Show/hide individual VWAPs AUTO MODE • Period type selection (Daily/Weekly/Monthly/Quarterly/Yearly) • Period span (1-20 periods) • Line color • Background color (with transparency control) ═══════════════════════════════════════════════════════════════════ 💡 TRADING APPLICATIONS ✓ Mean Reversion: Use deviation bands to identify stretched prices likely to return to VWAP ✓ Trend Confirmation: Price sustained above VWAP = bullish bias; below = bearish bias ✓ Support/Resistance: VWAP often acts as dynamic S/R, especially on higher volume periods ✓ Institutional Positioning: Multi-day/week VWAPs show where large players have established positions ✓ Entry Timing: Wait for pullbacks to VWAP in trending markets ✓ Stop Placement: Use VWAP ± standard deviation as volatility-adjusted stop levels ✓ Breakout Confirmation: Breakouts from consolidation with price reclaiming VWAP = stronger signal ✓ Multi-Timeframe Analysis: Compare short vs long-period VWAPs to gauge momentum alignment ═══════════════════════════════════════════════════════════════════ ⚠️ IMPORTANT NOTES • The indicator redraws on each bar to maintain accurate visual representation (uses `barstate.islast`) • Maximum lookback is limited to 5000 bars for performance optimization • Time range calculations work across all timeframes but are most effective on intraday to daily charts • Standard deviation bands assume volume-weighted distribution; extreme events may violate assumptions • Auto mode always calculates to current bar; use Manual mode for fixed historical periods ═══════════════════════════════════════════════════════════════════ This indicator is open-source. Feel free to examine the code, learn from it, and adapt it to your needs.
Indicateur Pine Script®
par benb1122
VOLUME PROFILE WITH FOOTPRINT AND IMBALANCEVOLUME PROFILE WITH FOOTPRINT AND IMBALANCE A professional-grade market structure analysis tool that combines three powerful trading concepts into one comprehensive indicator: Volume Profile, Footprint Charts, and Imbalance detection. This script provides optimum-level market analysis for trading. KEY FEATURES 1. Multi-Day Volume Profile Customizable Row Density: Adjust price level granularity for precise volume distribution analysis Point of Control (POC): Automatically identifies the price level with highest traded volume Value Area Calculation: Highlights the price range containing 70% of the day's volume (customizable percentage) Value Area High (VAH) & Low (VAL): Clear demarcation of institutional acceptance zones Horizontal Volume Bars: Visual representation of buying vs. selling pressure at each price level Color-Coded Volume: Distinguishes between value area volume and outlier volume for better visual clarity 2. Previous Day Reference Levels Previous Day High/Low (PDH/PDL): Critical support/resistance levels from prior session Previous Day POC: Yesterday's highest volume node - often acts as magnetic price level Previous Day VAH/VAL: Prior session's value boundaries for gap analysis and mean reversion setups All previous day levels extend into current session with customizable colors and line styles 3. Virgin Point of Control (VPOC) Untouched POC Identification: Automatically tracks POC levels that haven't been revisited by price Real-time Validation: Monitors whether subsequent price action has tested each historical POC Multi-Day Tracking: Maintains VPOC levels across multiple sessions until filled High-Probability Targets: Virgin POCs often act as magnets for future price action 4. Footprint Zone Analysis Footprint Zone Detection: Identifies price levels touched only once during the session Automated Ribbon Consolidation: Groups consecutive Footprint Zone into visual zones Price Range Sensitivity: Automatically adjusts granularity based on instrument price Historical Persistence: Consolidates previous day's footprint zones for multi-day context Auction Failure Zones: Footprint Zone often indicate areas of poor liquidity and potential reversal points 5. Three-Candle Imbalance Detection Bullish Imbalance Bearish Imbalance Visual Markers: Clear circular indicators on all three candles forming the imbalance Customizable Colors: Separate colors for bullish and bearish imbalances Gap Validation: Ensures meaningful price displacement before flagging imbalance
Indicateur Pine Script®
par HARESHR333
3
Volume Heatmap + Buy/Sell splitits the most powerful volume based heatmap you can see on this platform. It tells you when the high volume is coming into the market with clear signs. Sell - You will see the red bar below the split to confirm its a sell and the strength or the sell you can see above the split line in various colors e.g. lite green (low) to Dark red (extra high). Buy - If there is a Buying trade being registered, it will appear above the spit line in opaque green with the heatmap colors to show the strength of volume. This tool will help you identify the volume strength and based on that you can plan your trade. PS, its always recommended to not to rely on a single oscillator and combine few. I would recommend you to use RSI and S/R lines with this for better decision. Note, this tool has been put together for educational purposes and I do not take any responsibility of your trade.
Indicateur Pine Script®
par imr77
Velocity Pressure Index | AlphaNattVelocity Pressure Index (VPI) | AlphaNatt A sophisticated momentum oscillator that combines price velocity analysis with volume pressure dynamics to identify high-probability trading opportunities. 📊 KEY FEATURES Dual Analysis System: Merges price velocity measurement with volume pressure analysis for comprehensive market momentum assessment Dynamic Normalization: Automatically scales values between -100 and +100 for consistent readings across all market conditions Adaptive Zones: Self-adjusting overbought/oversold levels based on recent price history Multi-Layer Confirmation: Combines momentum, acceleration, and crossover signals for robust trade identification Volume-Weighted Pressure: Differentiates between bullish and bearish volume to gauge true market sentiment 📈 HOW IT WORKS The VPI calculates price velocity using linear regression of price changes, then weights this velocity by the difference between bullish and bearish volume pressure. This creates a momentum reading that accounts for both price movement speed and the volume conviction behind it. Signal Generation: Price velocity is measured over the specified period Volume is separated into bullish (close > open) and bearish (close < open) pressure Velocity is amplified or dampened based on volume pressure differential The resulting index is normalized to oscillate between -100 and +100 A signal line smooths the oscillator for crossover detection 🎯 TRADING SIGNALS Long Signals (Cyan #00F1FF): Strong Bull: VPI > Signal with positive momentum and acceleration Crossover Bull: VPI crosses above signal while above oversold zone Divergence: Price makes lower low while VPI makes higher low Short Signals (Magenta #FF019A): Strong Bear: VPI < Signal with negative momentum and deceleration Crossover Bear: VPI crosses below signal while below overbought zone Divergence: Price makes higher high while VPI makes lower high ⚙️ CUSTOMIZABLE PARAMETERS Velocity Settings: Velocity Period (14): Lookback for price velocity calculation Pressure Period (21): Volume analysis window Smoothing Factor (3): Final oscillator smoothing Signal Configuration: Signal Type: Choose between SMA, EMA, or DEMA Signal Length (9): Signal line smoothing period Normalization Period (50): Range calculation window Dynamic Zones: Zone Lookback (100): Period for adaptive overbought/oversold calculation Percentiles: 80th/20th percentiles for dynamic zones 📐 VISUAL COMPONENTS Main Oscillator: Color-coded line showing current momentum state Signal Line: White line for crossover detection Momentum Histogram: Shows velocity differential at 50% scale Dynamic Zones: Self-adjusting overbought/oversold bands Extreme Levels: ±50 dotted lines marking extreme conditions Background Shading: Subtle highlighting of overbought/oversold regions 💡 USAGE TIPS Trend Trading: Use strong bull/bear signals in trending markets for continuation entries Range Trading: Focus on crossovers near extreme zones for reversal trades Divergence Trading: Watch for price/oscillator divergences at market extremes Multi-Timeframe: Combine with higher timeframe VPI for directional bias Volume Confirmation: Stronger signals occur with aligned volume pressure ⚠️ BEST PRACTICES The VPI works best in liquid markets with reliable volume data. For optimal results, combine with price action analysis and use appropriate risk management. The indicator is most effective during trending conditions but can identify reversals when divergences occur at extremes. 🔔 ALERTS AVAILABLE VPI Long/Short Signals Bullish/Bearish Crossovers Extreme Overbought/Oversold Conditions Version 6 | Pine Script™ | © AlphaNatt
Indicateur Pine Script®
par AlphaNatt
1
Price–Volume Anomaly DetectorDescription This indicator identifies unusual relationships between price strength and trading volume. By analyzing expected intraday volume behavior and comparing it with current activity, it highlights potential exhaustion, absorption, or expansion events that may signal changing market dynamics. How It Works The script profiles average volume by time of day and compares current volume against this adaptive baseline. Combined with normalized price movement (ATR-based), it detects conditions where price and volume diverge: Exhaustion: Strong price move on low volume (potential fade) Absorption: Weak price move on high volume (potential reversal) Expansion: Strong price move on high volume (momentum continuation) Key Features Adaptive time-based volume normalization Configurable sensitivity thresholds Optional visibility for each anomaly type Adjustable label transparency and offset Light Mode support: label text automatically adjusts for dark or light chart backgrounds Lightweight overlay design Inputs Overview Volume Profile Resolution: Defines time bucket size for expected volume [* ]Lookback Days: Controls how quickly the profile adapts Price / Volume Thresholds: Tune anomaly sensitivity Show Expansion / Exhaustion / Absorption: Toggle specific labels Label Transparency & Offset: Adjust chart visibility How to Use: Apply the indicator to any chart or timeframe. Observe where labels appear: 🔴 Exhaustion: strong price, weak volume 🔵 Absorption: weak price, strong volume 🟢 Expansion: strong price, strong volume Use these as context clues, not trade signals — combine with broader volume or trend analysis. How It Helps Reveals hidden price–volume imbalances Highlights areas where momentum may be fading or strengthening Enhances understanding of market behavior beyond raw price action ⚠️Disclaimer: This script is provided for educational and informational purposes only. It is not financial advice and should not be considered a recommendation to buy, sell, or hold any financial instrument. Trading involves significant risk of loss and is not suitable for every investor. Users should perform their own due diligence and consult with a licensed financial advisor before making any trading decisions. The author does not guarantee any profits or results from using this script, and assumes no liability for any losses incurred. Use this script at your own risk.
Indicateur Pine Script®
par IndicatorEliteFlow
2
TFT VIP TRADE BODY & VOLUME RANGE x-times (LAST BAR): Body & Volume vs Last 10 compares the current candle’s body size and volume to the SMA of the last N candles (default 10) and shows the result as “×ratio”. It’s designed to keep the chart uncluttered while giving you two key reads from the 5-minute timeframe: • Previous 5m (closed) bar → fixed label with its final ratios. • Current 5m (running) bar → live-updating label with real-time ratios. Multi-timeframe behavior • On 1-minute charts: • A stamp for the last closed 5m is placed on that 5m block’s final 1-minute bar. • A live label shows the current 5m ratios on the current 1-minute bar. → You’ll always see two labels max (closed 5m + running 5m). • On 5-minute charts: • One label on the previous 5m candle (closed). • One label on the current 5m candle (running). • On other timeframes: • A single label shows the current 5m ratios on the last bar. What the numbers mean • Body ×r = abs(Close − Open) compared to SMA(body, N) on the reference TF. • Vol ×r = Volume compared to SMA(Volume, N) on the reference TF. • Color cue: ≥3× red, ≥2× orange, otherwise teal. Inputs • Lookback (bars): N for the SMA comparison (default 10). • Decimals: number of decimals in the ×ratios. • Vertical position: Above bar / Below bar. • Layout: Side by side (previous left, current right) or Stacked. • Horizontal offset (bars): space left/right from the anchor bar (for side-by-side). • Vertical offset (ATR×): lift/drop labels using ATR for consistent spacing. Notes & Tips • Focuses on candle body, not high–low range. • Keeps the chart clean: at most two labels on 1m/5m. • Great for spotting impulsive 5m moves (body expansion) and volume surges relative to recent history. Limitations • No alerts baked in (by design). • Ratios use SMA of the last N bodies/volumes; change N to suit volatility. ⸻ If you want, I can add a short tagline version for the “short description” box or wire in alert conditions (e.g., trigger when Body ≥ 2× or Vol ≥ 3×).
Indicateur Pine Script®
par TFTVIPTRADE
WAD : Whale Activity Detector🐋 WAD: Whale Activity Detector WAD (Whale Activity Detector) automatically detects periods of abnormally high trading volume compared to the average, identifying potential whale (institutional) buy or sell activity and visualizing it directly on the chart. 🔍 How It Works 1. Buy/Sell Volume Separation Each candle’s trading volume is categorized based on its direction: Bullish candle → Buy volume Bearish candle → Sell volume This separation helps distinguish the actual strength of buying vs. selling pressure, rather than looking at total volume alone. 2. Average Volume Calculation Over a user-defined lookback period (default: 34 bars), the indicator calculates the moving average of both buy and sell volumes, establishing a baseline for what constitutes “normal” activity. 3. Whale Activity Detection When the current volume exceeds n times the average volume (default: 4×), the indicator flags it as a Whale Zone — a potential sign of large player involvement. Volume surge on a bullish candle → Whale Buy Volume surge on a bearish candle → Whale Sell 4. Visual Display 🟢 Green bars: Whale buy activity 🔴 Red bars: Whale sell activity BUY/SELL labels: Appear above the chart when an anomaly is detected Average line toggle: Users can turn the average volume lines on or off for clarity 5. Alerts Whenever whale buy/sell signals are detected, real-time alerts are triggered. Example: 🐋 Whale Buy – NVDA! 🟢 ⚙️ Indicator Meaning Rather than showing raw volume, WAD tracks “abnormal volume relative to the average.” It filters out noise and highlights the moments where large entities begin to move. Essentially, it visualizes intentional and impactful trades hidden within standard volume activity. 🚀 Example Use Cases Whale accumulation tracking – Repeated strong buy signals may indicate sustained institutional accumulation. Short-term breakout confirmation – Price often rallies shortly after whale buy signals appear. Support/resistance analysis – Whale sell zones frequently align with short-term resistance areas. In short: WAD identifies when trading volume exceeds its historical norm to highlight where big money enters or exits the market. =============================================================================== 🐋 WAD : 세력 매매거래 추적기 WAD(Whale Activity Detector) 는 특정 종목의 거래량 패턴 속에서 ‘평균 대비 비정상적으로 큰 거래량이 발생한 구간’을 자동으로 감지해 세력(Whale)의 매수·매도 활동을 시각화하는 지표입니다. 🔍 작동 원리 매수·매도 거래량 분리 각 캔들이 양봉인지, 음봉인지에 따라 거래량을 분리합니다. 양봉 시 발생한 거래량 → 매수 거래량(buy volume) 음봉 시 발생한 거래량 → 매도 거래량(sell volume) 이렇게 분리함으로써 단순 거래량이 아닌, 실제 매수세/매도세의 힘을 구분할 수 있습니다. 평균 거래량 계산 사용자가 지정한 기간(기본 34봉)을 기준으로 매수·매도 거래량의 이동평균선을 각각 계산합니다. 이는 ‘정상적인 거래량 수준’을 판단하는 기준선으로 활용됩니다. 이상치 탐지 (Whale Activity Detection) 현재 거래량이 평균 거래량의 n배(기본 4배)를 초과할 경우, 그 구간을 세력 개입 구간(Whale Zone) 으로 판단합니다. 양봉에서 급증 → 세력 매수 (Whale Buy) 음봉에서 급증 → 세력 매도 (Whale Sell) 시각적 표시 초록색 기둥 : 세력 매수 거래량 빨간색 기둥 : 세력 매도 거래량 라벨 표시 (BUY / SELL) : 이상치 발생 시 차트 상단에 표시 평균선 표시 옵션 : 사용자가 원할 때 평균선을 켜거나 끌 수 있음 알림(Alerts) 세력의 매수·매도 신호가 감지되면, 알림 메시지를 통해 실시간으로 통보받을 수 있습니다. (예: 🐋 Whale Buy - NVDA! 🟢) ⚙️ 지표의 의미 단순 거래량이 아니라, ‘평균 대비 비정상적 거래량’ 을 추적합니다. 즉, “세력이 본격적으로 움직이기 시작한 구간” 만 걸러내는 지표입니다. 노이즈가 많은 거래량 차트 속에서 의도 있는 거래의 흔적을 포착할 수 있습니다. 🚀 활용 예시 세력 매집 구간 포착 : 큰 매수 시그널이 반복적으로 발생하는 구간은 세력의 누적 매집 가능성을 의미함 단기 급등 신호 확인 : 매수 이상치가 발생한 직후 가격이 급등하는 경우가 많음 지지/저항 분석과 병행 활용 : 세력 매도 구간은 단기 저항으로 작용하는 경향이 있음 copyright @invest_hedgeway
Indicateur Pine Script®
par invest_hedgeway
PheeTrades - Value Area Levels (VAH / VAL / POC Visualizer)This script helps traders quickly visualize key Volume Profile–style levels such as Value Area High (VAH), Value Area Low (VAL), and Point of Control (POC) using recent price and volume data. While TradingView’s built-in Volume Profile tool is great for manual analysis, this indicator automatically calculates and plots approximate value zones directly on your chart — ideal for traders who want to identify high-probability support and resistance areas without drawing a fixed range every time. Features: Calculates short-term VAH, VAL, and POC based on a user-defined lookback period. Plots color-coded levels for quick visual reference. Helps identify “fair value” zones where most trading activity occurred. Useful for detecting breakout or mean-reversion opportunities around value extremes. How to use: Apply the script to any chart and set your preferred lookback period. VAH (red line): potential upper resistance or overbought zone. VAL (green line): potential lower support or accumulation zone. POC (orange line): price level with the highest traded activity — often a magnet for price. Note: This is a simplified Value Area model meant for educational and analytical use. It does not replace TradingView’s official Volume Profile or broker-level volume distribution data.
Indicateur Pine Script®
par VegasAgent
Kyle凯尔ATR精控引擎2.0What this indicator does Blends Heikin Ashi smoothing with a Supertrend-style engine and an EMA filter to generate directional flips (Buy/Sell). Auto-draws Supply/Demand zones with POI (point of interest) and marks BOS (Break of Structure). Prints ATR-based Entry, Stop Loss, and TP1/TP2/TP3 levels; includes alerts. Shows two dashboards: trend & momentum panel (top-right) and liquidity snapshot (bottom-right). Adds auto trendlines and multi-timeframe horizontal S/R for context. Quick start Add the indicator to any symbol/timeframe. Act on a fresh flip: Long when direction flips Up and price is above EMA. Short when direction flips Down and price is below EMA. Look for confluence: reaction at Demand/Supply, BOS, trendline break, horizontal S/R, ADX > 20, supportive RSI and volume. Manage risk with the ATR targets. Scale at TP1/TP2, let TP3 run (targets can “roll” after TP3 to rid trends). Set alerts once per bar close for reliability. How signals are formed Heikin Ashi reduces noise by averaging price; ATR bands around HA price form two rails. Direction flips when HA price crosses the opposite rail; EMA filter blocks counter-trend flips. Buy/Sell signals are only valid on the bar close. Supply/Demand, POI & BOS Swing pivots create Supply (red) above and Demand (green) below; each zone shows a POI mdline. When price breaks a zone boundary, the script stamps BOS at the midline and retires the old zone. ATR risk targets On a fresh signal, the tool snapshots Entry, then computes SL and TP1/2/3 as ATR multiples. When TP3 hits, the module rolls targets from the new price to help ride sustained trends. Optional on-chart lines + labels show Entry/SL/TPs. Dashboards (how to read) Top-right panel: Direction (Up/Down/Neutral) Momentum (close vs close 10 bars ago) RSI(2) smoothed by 7: oversold/overbought cues + value Volume bias: OBV minus its EMA (>0 = bullish) ADX: >20 suggests stronger trend conditions Multi-TF direction: 1m/5m/15m/1h/4h/D; more agreement = stronger setups Bottom-right panel (“Liquidity”): HA bias & intensity %, relative volume vs 20-SMA, and ATR. Overlays Trendlines auto-connect short/long window extremes; alerts on breaks. Multi-TF S/R draws recent pivot highs/lows across selected TFs with de-overlapped labels. Inputs to tune (common) ATR Period / Multiplier: higher = smoother, fewer flips. EMA Period: higher = stricter trend filter. Supply/Demand: pivot sensitivity (swing_length), zone depth (box_width), number of zones to keep. Risk/Targets: slMultiplier, tp1/2/3Multiplier (in ATRs), line/label toggles, colors. Dashboards/Overlays: enable, position, size, S/R TFs, label spacing. Suggested starting points (XAUUSD, intraday) ATR(14), ATR Mult 1.3–1.6, EMA 9–21. Risk: SL = 1.0–1.2 ATR; TPs at 1/2/3 ATR. S/D: swing_length 8–12, box_width ~2–3. Adjust per instrument and timeframe. Example playbooks Trend continuation: Fresh Buy (Up + above EMA) + pullback into Demand or near the midline; ADX > 20 preferred; scale at TP1/TP2, let TP3 run. BOS retest: After BOS, trade the first retest into the broken area/POI in alignment with higher-TF direction; confirm with volume bias. Breakout: Combine trendline break + Buy/Sell flip + S/R breach. Avoid low-liquidity hours. Alerts included Buy signal / Sell signal Trendline break (Up/Down) TP1/TP2/TP3 reached Use “Once per bar close”.
Indicateur Pine Script®
par fymy888888
3
VipPro VWAP Momentum Tracker — Auto Buy/Sell + Fibonacci TPVipPro VWAP Momentum Tracker is an auxiliary tool designed to complement the main VipPro Realtime indicator. It is primarily used on lower timeframes to filter false entries and refine intraday precision. The script combines VWAP (Volume Weighted Average Price) with short-term momentum analysis and Fibonacci-based target projection. It automatically generates two technical profit levels derived from Fibonacci extensions — 1.27 and 1.61 — providing a structured approach to short-term trade management. VWAP acts as the dynamic reference line (orange). When price is above VWAP, it reflects buying pressure and potential long setups. When price is below VWAP, it suggests selling pressure and potential short opportunities. The VWAP represents the market’s fair-value zone based on both price and volume, making it one of the most reliable metrics for identifying institutional positioning and volume-weighted trend direction. This tool can be used independently or in combination with VipPro Realtime, especially when confirming signals from the upper dashboard that summarizes: Market trend Liquidity conditions Momentum strength RSI and volatility context Overbought/Oversold signals Results may vary depending on the trader’s experience and ability to interpret market structure in conjunction with VWAP behavior and momentum alignment.
Indicateur Pine Script®
par Mehrezy
Statistical Price Deviation Index (MAD/VWMA)SPDI is a statistical oscillator designed to detect potential price reversal zones by measuring how far price deviates from its typical behavior within a defined rolling window. Instead of using momentum or moving averages like traditional indicators, SPDI applies robust statistics - a rolling median and Mean Absolute Deviation (MAD) - to calculate a normalized measure of price displacement. This normalization keeps the output bounded (from −1 to +1 by default), producing a stable and consistent oscillator that adapts to changing volatility conditions. The second line in SPDI uses a Volume-Weighted Moving Average (VWMA) instead of a simple price median. This creates a complementary oscillator showing statistically weighted deviations based on traded volume. When both oscillators align in their extremes, strong confluence reversal signals are generated. How It Works For each bar, SPDI calculates the median price of the last N bars (default 100). It then measures how far the current bar’s midpoint deviates from that rolling median. The Mean Absolute Deviation (MAD) of those distances defines a “normal” range of fluctuation. The deviation is normalized and compressed via a tanh mapping, keeping the oscillator in fixed boundaries (−1 to +1). The same logic is applied to the VWMA line to gauge volume-weighted deviations. How to Use The blue line (Price MAD) represents pure price deviation. The green line (VWMA Disp) shows the volume-weighted deviation. Overbought (red) zones indicate statistically extreme upward deviation -> potential short-term overextension. Oversold (green) zones indicate statistically extreme downward deviation -> potential rebound area. Confluence signals (both lines hitting the same extreme) often mark strong reversal points. Settings Tips Lookback length controls how much historical data defines “normal” behavior. Larger = smoother, smaller = more sensitive. Smoothing (RMA length) can reduce noise without changing the overall statistical logic. Output scale can be set to either −1..+1 or 0..100, depending on your visual preference. Alerts and color fills are fully customizable in the Style tab. Summary: SPDI transforms raw price and volume data into a statistically bounded deviation index. When both Price MAD and VWMA Disp reach joint extremes, it highlights probable market turning points - offering traders a clean, data-driven way to spot potential reversals ahead of time.
Indicateur Pine Script®
par exploretranspose
2
Vip Pro Realtime VipPro Realtime — Technical Overview VipPro Realtime is a multi-layer analytical indicator designed for real-time liquidity and momentum tracking across all markets on TradingView. It integrates price structure, volatility, and volume dynamics into a unified dashboard that allows traders to visually interpret market phases in seconds. 🔹 Core Components Directional Framework (Trend Logic) VipPro Realtime uses a dual-EMA structure to determine short- and mid-term momentum alignment. When both layers confirm, the background color changes to visualize the prevailing trend: 🟢 Green → bullish momentum 🔴 Red → bearish momentum ⚪ Gray → corrective or neutral phase Liquidity & Volume Mapping The script evaluates volume pressure relative to its moving average and applies a dynamic volume-to-volatility ratio. This helps detect where actual market participation occurs instead of relying only on price movement. RSI & Volatility Filters RSI and ATR values are normalized to reduce noise. The indicator highlights overbought/oversold conditions and provides contextual volatility levels to help avoid false signals in low-liquidity environments. VWAP Integration A VWAP baseline defines fair-value zones and helps identify extension points for potential mean reversion setups. Open Interest Layer (OI Monitor) When available, the indicator requests aggregated open interest data from related perpetual markets and calculates short-term deltas to visualize: 📈 Increasing OI with rising price → potential long buildup 📉 Increasing OI with falling price → potential short buildup ⚠️ Decreasing OI → profit-taking or liquidation reduction Wave & Fibonacci Targeting The tool automatically identifies impulsive and corrective phases and projects short-term expansion levels (1.27 and 1.61) based on recent swings. Dashboard Interface The top-center table summarizes all key parameters: Trend direction Liquidity state Momentum strength Volatility context RSI condition Signal status OI condition 🔹 Use Case VipPro Realtime is built for traders who need quantitative confirmation of price behavior rather than subjective pattern recognition. It helps interpret when a movement is supported by real liquidity inflow/outflow, allowing better timing for entries and exits across intraday or swing strategies. 🔹 Compatibility ✅ Works on all TradingView timeframes ✅ Applicable to crypto, forex, stocks, and commodities ✅ Requires no external data feeds or third-party services 🔹 Important Note This script does not provide financial advice or guaranteed results. Its purpose is to enhance situational awareness by merging multiple layers of market data (trend, volume, momentum, and OI) into one simplified view. Traders should always confirm signals with their own risk management and market understanding. Feel free to ask any questions at amr@mobeline.de .
Indicateur Pine Script®
par Mehrezy
Advanced Weis Wave Volume [Afnan]Advanced Weis Wave Volume is an enhanced upgrade of the classic Weis Wave concept. It measures accumulated volume within price swings to show where buying and selling pressure truly shift — but with one major edge: optional consolidation detection. Most wave volume indicators simply plot bullish and bearish waves. Advanced Weis Wave Volume goes further by giving you the choice to highlight sideways or low-momentum consolidation phases, making it easy to spot when the market lacks real momentum. This helps traders instantly filter out weak, low-probability setups and focus only on the high-energy waves that truly matter. ⚙️ Key Features Weis Wave Method – Uses ATR-based wave calculation to identify directional volume accumulation with precision. Optional Consolidation Highlighting – You control it. Enable or disable consolidation detection based on your trading style. When enabled, it visually marks low-momentum or range-bound conditions, helping you instantly recognize when the market is consolidating. Smart Volume Alignment – Choose to include or exclude the reversal candle's volume in new waves for more accurate readings. Clear Visuals – Color-coded waves for Bullish (Green), Bearish (Red), and optional Consolidation (Orange) phases. Compact Status Table – Displays the current market condition (Bullish, Bearish, or Consolidation) directly on your chart. Flexible Display Options – Plot all waves above zero line, customize colors, and control what information you see. 💡 Why This Indicator Is Superior ✅ vs. Other Wave Volume Indicators: Others only show waves; they can't identify consolidation. Advanced Weis Wave Volume gives you the option to enable consolidation detection — saving you time by automatically filtering weak market phases when you need it. ✅ vs. Standard Volume Bars: Regular volume bars show isolated candle data. Advanced Weis Wave Volume shows accumulated directional pressure, revealing true trend strength and institutional activity. ✅ vs. Basic Weis Wave Indicators: Standard Weis Wave indicators lack consolidation awareness. This indicator adds that layer of intelligence while keeping the classic wave calculation intact. Bottom Line: This is the only Weis Wave volume indicator that gives you control over consolidation filtering. Others show every move equally — Advanced Weis Wave Volume shows what actually matters, when you want it to. 📈 How to Use Trading with the Waves: 🟢 Green Waves (Bullish): Building buying pressure — look for long setups. 🔴 Red Waves (Bearish): Rising selling pressure 🟠 Orange Zones (Consolidation): (When enabled) Market is ranging — avoid new trades . Large waves: Strong trends and high-probability continuations. Shrinking waves: Weakening momentum or possible reversal ahead. Critical Insight - Avoiding False Volume Signals: Large waves aren't always reliable. If you see a wave colored in orange (consolidation), it means the market was moving sideways but no real directional momentum. This is crucial because: ❌ A big green wave in consolidation ≠ strong upside buying ❌ A big red wave in consolidation ≠ strong downside selling ✅ These are just range-bound volume accumulations that mislead traders With consolidation detection enabled, you can instantly identify and ignore these deceptive Consolidation waves, focusing only on directional volume that actually reflects true buying or selling pressure. This prevents you from entering trades based on false volume signals during sideways markets. 📌 Practical Applications: Breakout Confirmation: Real breakouts show expanding volume waves; false breakouts show weak waves or consolidation-marked volume. Trend Validation: In a healthy trend, waves in the direction of the move are stronger, larger, and show clear directional color (green/red). Consolidation Avoidance: (When enabled) Orange zones warn you to step aside and preserve capital — even if the wave looks large. Size doesn't matter if momentum is absent. Filter False Volume: Avoid trading large waves that occur during consolidation — they don't represent genuine directional moves, just sideways accumulation. Divergence Detection: Price makes new highs/lows, but wave volume shrinks — a sign of exhaustion or reversal. Analyzing Ranges: During accumulation or distribution, Advanced Weis Wave Volume helps identify how institutional players are participating within the range — revealing when a breakout is likely to occur. ✨ The Competitive Advantage Many Weis Wave indicators exist on TradingView - they all show volume waves. Only Advanced Weis Wave Volume gives you optional consolidation detection. That single feature transforms wave volume from a pure analysis tool into a flexible trading system that adapts to your style.
Indicateur Pine Script®
par AfnanTAjuddin
2
JOPA Channel (Dual-Volumed) v1 [JopAlgo]JOPA Channel (Dual-Volumed) v1 Short title: JOPAV1 • License: MPL-2.0 • Provider: JopAlgo We have developed our own, first channel-based trading indicator and we’re making it available to all traders. The goal was a channel that breathes with the tape—built on a volume-weighted backbone—so the outcome stays lively instead of static. That led to the JOPA Channel. All important features (at a glance) In one line: A Rolling-VWAP channel whose width adapts with two volumes (RVOL + dollar-flow), adds order-flow asymmetry (OBV tilt) and regime awareness (Efficiency Ratio), and frames risk with outer containment bands from residual extremes—so you see fair value, momentum, and exhaustion in one view. Feature list Rolling VWAP centerline: Tracks where volume traded (fair value). Dual-volume width: Bands expand/contract with relative volume and value traded (price×volume). OBV tilt: Upper/lower widths skew toward the side actually pushing. Regime adapter (ER): Tighter in trend, wider in chop—automatically. Outer containment rails: Residual-extreme ceilings/floors, smoothed + margin. 20% / 80% guides: 20% light blue (discount), 80% light red (premium). Squeeze dots (optional): Orange circles below candles during compression. Non-repainting: Uses rolling sums and past-only math; no lookahead. Default visual in this release Containment rails + fill: ON (stepline, medium). Inner Value rails + fill: Rails OFF (stepline, thin), fill ON (drawn only if rails are shown). 20% & 80% guides: ON (dashed, thin; 20% light blue, 80% light red). Squeeze dots: OFF by default (orange circles when enabled). What you see on the chart RVWAP (centerline): Your compass for fair value. Inner Value Bands (optional): Tight rails for breakouts and pullback timing. Outer Containment Bands (default ON): High-confidence ceilings/floors for targets and fades. 20% / 80% guides: Quick read of “where in the channel” price is sitting. Squeeze dots (optional): Volatility compression heads-up (no text labels). Non-repainting note: The indicator does not revise closed bars. Forecast-Lock uses linear regression to extrapolate 1–3 bars ahead without using future data. How to use it Core reads (works on any timeframe) Bias: Above a rising RVWAP → long bias; below a falling RVWAP → short bias. Breakouts (momentum): Close beyond an Inner Value rail with RVOL ≥ threshold (alert provided). Reversions (fades): Tag Outer Containment, stall, then close back inside → expect mean reversion toward RVWAP. 20/80 timing: At/above 80% (light red) → premium/exhaustion risk; trim longs or consider fades if RVOL cools. At/below 20% (light blue) → discount/exhaustion risk; trim shorts or consider longs if RVOL cools. Squeeze clusters: When dots bunch up, expect a range break; use the Breakout alert as confirmation. Playbooks by trading style Day Trading (1–5m) Setup: Keep the chart clean (Containment ON, Value rails OFF). Toggle Inner Value ON when hunting a breakout or timing a pullback. Pullback Long: Dip to RVWAP / Lower Value with sub-threshold RVOL, then a close back above RVWAP → long. Stop: Just beyond Lower Containment or the pullback swing. Targets (1:1:1): ⅓ at RVWAP, ⅓ at Upper Value, ⅓ trail toward Upper Containment. Breakout Long: After a squeeze cluster, take the Breakout Long alert (close > Upper Value, RVOL ≥ min). If no retest, demand the next bar holds outside. Range Fade: Only when RVWAP is flat and dots cluster; short Upper Containment → RVWAP (mirror for longs at the lower rail). Intraday (15m–1H) HTF compass: Take bias from 4H. Pullback Long: “Touch & reclaim” of RVWAP while RVOL cools; enter on the reclaim close or break of that candle’s high. Breakout: Run Inner Value ON; act on Breakout alerts (RVOL gate ≈ 1.10–1.15 typical). Avoid low-probability fades against the 4H slope unless RVWAP is flat. Swing (4H–1D) Continuation: In uptrends, buy pullbacks to RVWAP / Lower Value with sub-threshold RVOL; scale at Upper Containment. Adds: Post-squeeze Breakout Long adds; trail on RVWAP or Lower Value. Fades: Prefer when RVWAP flattens and price oscillates between containments. Position (1D+) Framework: Daily RVWAP slope + position within containment. Add rule: Each reclaim of RVWAP after a dip is an add; trim into Upper Containment or near 80% light red. Sizing: Containment distance is larger—size down and trail on RVWAP. Inputs & Settings (complete) Core Source: Price input for RVWAP. Rolling VWAP Length: Window of the centerline (higher = smoother). Volume Baseline (RVOL): SMA window for relative volume. Inner Value Bands (volatility-based width) k·StdDev(residuals), k·ATR, k·MAD(residuals): Blend three measures into base width. StdDev / ATR / MAD Lengths: Lookbacks for each. Two-Volume Fusion RVOL Exponent: How aggressively width responds to relative volume. Dollar-Flow Gain: Adds push from price×volume (value traded). Dollar-Flow Z-Window: Standardization window for dollar-flow. Asymmetry (Order-Flow Tilt) Enable Tilt (OBV): Lets flow skew upper/lower widths. Tilt Strength (0..1): Gain applied to OBV slope z-score. OBV Slope Z-Window: Window to standardize OBV slope. Regime Adapter Efficiency Ratio Lookback: Measures trend vs chop. ER Width Min/Max: Maps ER into a width factor (tighter in trend, wider in chop). Band Tracking (inner value rails) Tracking Mode: Base: Pure base rails. Parallel-Lock: Smooth RVWAP & width; track in parallel. Slope-Lock: Adds a fraction of recent slope (momentum-friendly). Forecast-Lock: 1–3 bar extrapolation via linreg (non-repainting on closed bars). Attach Strength (0..1): Blend tracked rails vs base rails. Tracking Smooth Length: EMA smoothing of RVWAP and width. Slope Influence / Forecast Lead Bars: Gains for the chosen mode. Outer Containment Bands Show Containment Bands: Master toggle (default ON). Residual Extremes Lookback: Highest/lowest residual window. Extreme Smoothing (EMA): Stability on extreme lines. Margin vs inner width: Extra padding relative to smoothed inner width. Squeeze & Alerts Squeeze Window / Threshold: Width vs average; at/under threshold = dot (when enabled). Min RVOL for Breakout: Required RVOL for breakout alerts. Style (defaults in this release) Inner Value rails: OFF (stepline, thin). Inner & Containment fills: ON. Containment rails: ON (stepline, medium). 20% / 80% guides: ON — 20% light blue, 80% light red, dashed, thin. Squeeze dots: OFF by default (orange circles below candles when enabled). Practical templates (copy/paste into a plan) Momentum Breakout Context: Squeeze cluster near RVWAP; Inner Value ON. Trigger: Breakout Long (close > Upper Value & RVOL ≥ min). Stop: Below Lower Value (tight) or below RVWAP (safer). Targets (1:1:1): ⅓ Value → ⅓ Containment → ⅓ trail on RVWAP. Pullback Continuation Context: Uptrend; dip to RVWAP / Lower Value with cooling RVOL. Trigger: Close back above RVWAP or break of reclaim candle’s high. Stop: Just outside Lower Containment or pullback swing. Targets: RVWAP → Upper Value → Upper Containment. Containment Reversion (range) Context: RVWAP flat; repeated containment tags. Trigger: Stall at containment, then close back inside. Stop: A step beyond that containment. Target: RVWAP; runner only if RVOL stays muted. Alerts included DVWAP Breakout Long / Short (Value Bands) Top Zone / Bottom Zone (20% / 80% guides) Tip: On lower TFs, act on Breakout alerts with higher-TF bias (e.g., trade 5–15m in the direction of 1H/4H RVWAP slope/position). Best practices Let RVWAP be the compass; if unsure, wait until price picks a side. Respect RVOL; low-RVOL breaks are prone to fail. Use guides for timing, not certainty. Pair 20/80 zones with flow context. Start with defaults; change one knob at a time. Common pitfalls Fading every containment touch → only fade when RVWAP is flat or RVOL cools. Over-tuning inputs → the defaults are robust; small tweaks go a long way. Fighting the higher timeframe on low TFs → expensive habit. Footer — License & Publishing License: Mozilla Public License 2.0 (MPL-2.0). You may modify and redistribute; keep this file under MPL and provide source for this file. Originality: © 2025 JopAlgo. No third-party code reused; Pine built-ins and common formulas only. Publishing: Keep this header/description intact when releasing on TradingView. Avoid promotional links in the public script text.
Indicateur Pine Script®
par JopAlgo
Smart MACD Volume Trader# Smart MACD Volume Trader ## Overview Smart MACD Volume Trader is an enhanced momentum indicator that combines the classic MACD (Moving Average Convergence Divergence) oscillator with an intelligent high-volume filter. This combination significantly reduces false signals by ensuring that trading signals are only generated when price momentum is confirmed by substantial volume activity. The indicator supports over 24 different instruments including major and exotic forex pairs, precious metals (gold and silver), energy commodities (crude oil, natural gas), and industrial metals (copper). For forex and commodity traders, the indicator automatically maps to CME and COMEX futures contracts to provide accurate institutional-grade volume data. ## Originality and Core Concept Traditional MACD indicators generate signals based solely on price momentum, which can result in numerous false signals during low-activity periods or ranging markets. This indicator addresses this critical weakness by introducing a volume confirmation layer with automatic institutional volume integration. **What makes this approach original:** - Signals are triggered only when MACD crossovers coincide with elevated volume activity - Implements a lookback mechanism to detect volume spikes within recent bars - Automatically detects and maps 24+ forex pairs and commodities to their corresponding CME and COMEX futures contracts - Provides real institutional volume data for forex pairs where spot volume is unreliable - Combines two independent market dimensions (price momentum and volume) into a single, actionable signal - Includes intelligent asset detection that works across multiple exchanges and ticker formats **The underlying principle:** Volume validates price movement. When institutional money enters the market, it creates volume signatures. By requiring high volume confirmation and using actual institutional volume data from futures markets, this indicator filters out weak price movements and focuses on trades backed by genuine market participation. The automatic futures mapping ensures that forex and commodity traders always have access to the most accurate volume data available, without manual configuration. ## How It Works ### MACD Component The indicator calculates MACD using standard methodology: 1. **Fast EMA (default: 12 periods)** - Tracks short-term price momentum 2. **Slow EMA (default: 26 periods)** - Tracks longer-term price momentum 3. **MACD Line** - Difference between Fast EMA and Slow EMA 4. **Signal Line (default: 9-period SMA)** - Smoothed average of MACD line **Crossover signals:** - **Bullish:** MACD line crosses above Signal line (momentum turning positive) - **Bearish:** MACD line crosses below Signal line (momentum turning negative) ### Volume Filter Component The volume filter adds an essential confirmation layer: 1. **Volume Moving Average** - Calculates exponential MA of volume (default: 20 periods) 2. **High Volume Threshold** - Multiplies MA by ratio (default: 2.0x or 200%) 3. **Volume Detection** - Identifies bars where current volume exceeds threshold 4. **Lookback Period** - Checks if high volume occurred in recent bars (default: 5 bars) **Signal logic:** - Buy/Sell signals only trigger when BOTH conditions are met: - MACD crossover/crossunder occurs - High volume detected within lookback period ### Automatic CME Futures Integration For forex traders, spot FX volume data can be unreliable or non-existent. This indicator solves this problem by automatically detecting forex pairs and mapping them to corresponding CME futures contracts with real institutional volume data. **Supported Major Forex Pairs (7):** - EURUSD → CME:6E1! (Euro FX Futures) - GBPUSD → CME:6B1! (British Pound Futures) - AUDUSD → CME:6A1! (Australian Dollar Futures) - USDJPY → CME:6J1! (Japanese Yen Futures) - USDCAD → CME:6C1! (Canadian Dollar Futures) - USDCHF → CME:6S1! (Swiss Franc Futures) - NZDUSD → CME:6N1! (New Zealand Dollar Futures) **Supported Exotic Forex Pairs (4):** - USDMXN → CME:6M1! (Mexican Peso Futures) - USDRUB → CME:6R1! (Russian Ruble Futures) - USDBRL → CME:6L1! (Brazilian Real Futures) - USDZAR → CME:6Z1! (South African Rand Futures) **Supported Cross Pairs (6):** - EURJPY → CME:6E1! (Uses Euro Futures) - GBPJPY → CME:6B1! (Uses British Pound Futures) - EURGBP → CME:6E1! (Uses Euro Futures) - AUDJPY → CME:6A1! (Uses Australian Dollar Futures) - EURAUD → CME:6E1! (Uses Euro Futures) - GBPAUD → CME:6B1! (Uses British Pound Futures) **Supported Precious Metals (2):** - Gold (XAUUSD, GOLD) → COMEX:GC1! (Gold Futures) - Silver (XAGUSD, SILVER) → COMEX:SI1! (Silver Futures) **Supported Energy Commodities (3):** - WTI Crude Oil (USOIL, WTIUSD) → NYMEX:CL1! (Crude Oil Futures) - Brent Oil (UKOIL) → NYMEX:BZ1! (Brent Crude Futures) - Natural Gas (NATGAS) → NYMEX:NG1! (Natural Gas Futures) **Supported Industrial Metals (1):** - Copper (COPPER) → COMEX:HG1! (Copper Futures) **How the automatic detection works:** The indicator intelligently identifies the asset type by analyzing: 1. Exchange name (FX, OANDA, TVC, COMEX, NYMEX, etc.) 2. Currency pair pattern (6-letter codes like EURUSD, GBPUSD) 3. Commodity identifiers (XAU for gold, XAG for silver, OIL for crude) When a supported instrument is detected, the indicator automatically switches to the corresponding futures contract for volume analysis. For stocks, cryptocurrencies, and other assets, the indicator uses the native volume data from the current chart. **Visual feedback:** An information table appears in the top-right corner of the MACD pane showing: - Current chart symbol - Exchange name - Currency pair or asset name - Volume source being used (highlighted in orange for futures, yellow for native volume) - Current high volume status This provides complete transparency about which data source the indicator is using for its volume analysis. ## How to Use ### Basic Setup 1. Add the indicator to your chart 2. The indicator displays in a separate pane (MACD) and overlay (signals/volume bars) 3. Default settings work well for most assets, but can be customized ### Signal Interpretation ### Visual Signals **Visual Signals:** - **Green "BUY" label** - Bullish MACD crossover confirmed by high volume - **Red "SELL" label** - Bearish MACD crossunder confirmed by high volume - **Green/Red candles** - Highlight bars with volume exceeding the threshold - **Light green/red background** - Emphasizes signal bars on the chart **Information Table:** A detailed information table appears in the top-right corner of the MACD pane, providing real-time transparency about the indicator's operation: - **Chart:** Current symbol being analyzed - **Exchange:** The exchange or data feed being used - **Pair:** The currency pair or asset name extracted from the ticker - **Volume From:** The actual symbol used for volume analysis - Orange color indicates CME or COMEX futures are being used (automatic institutional volume) - Yellow color indicates native volume from the chart symbol is being used - Hover tooltip shows whether automatic futures mapping is active - **High Volume:** Current status showing YES (green) when volume exceeds threshold, NO (gray) otherwise This table ensures complete transparency and allows you to verify that the correct volume source is being used for your analysis. **Volume Analysis:** - Gray histogram bars = Normal volume - Red histogram bars = High volume (exceeds threshold) - Green line = Volume moving average baseline **MACD Analysis:** - Blue line = MACD line (momentum indicator) - Orange line = Signal line (trend confirmation) - Gray dotted line = Zero line (bullish above, bearish below) ### Parameter Customization **MACD Parameters:** - Adjust Fast/Slow EMA lengths for different sensitivities - Shorter periods = More signals, faster response - Longer periods = Fewer signals, less noise **Volume Parameters:** - **Volume MA Period:** Higher values smooth volume analysis - **High Volume Ratio:** Lower values (1.5x) = More signals; Higher values (3.0x) = Fewer, stronger signals - **Volume Lookback Bars:** Controls how recent the volume spike must be **Direction Filters:** - **Only Buy Signals:** Enables long-only strategy mode - **Only Sell Signals:** Enables short-only strategy mode ### Alert Configuration The indicator includes three alert types: 1. **Buy Signal Alert** - Triggers when bullish signal appears 2. **Sell Signal Alert** - Triggers when bearish signal appears 3. **High Volume Alert** - Triggers when volume exceeds threshold To set up alerts: 1. Click the indicator name → "Add alert on Smart MACD Volume Trader" 2. Select desired alert condition 3. Configure notification method (popup, email, webhook, etc.) ## Trading Strategy Guidelines ### Best Practices **Recommended markets:** - Liquid stocks (large-cap, high daily volume) - Major forex pairs (EURUSD, GBPUSD, USDJPY, AUDUSD, USDCAD, USDCHF, NZDUSD) - Exotic forex pairs (USDMXN, USDRUB, USDBRL, USDZAR) - Cross pairs (EURJPY, GBPJPY, EURGBP, AUDJPY, EURAUD, GBPAUD) - Precious metals (Gold, Silver with automatic COMEX futures mapping) - Energy commodities (Crude Oil, Natural Gas with automatic NYMEX futures mapping) - Industrial metals (Copper with automatic COMEX futures mapping) - Major cryptocurrency pairs - Index futures and ETFs **Timeframe recommendations:** - **Day trading:** 5-minute to 15-minute charts - **Swing trading:** 1-hour to 4-hour charts - **Position trading:** Daily charts **Risk management:** - Use signals as entry confirmation, not standalone strategy - Combine with support/resistance levels - Consider overall market trend direction - Always use stop-loss orders ### Strategy Examples **Trend Following Strategy:** 1. Identify overall trend using higher timeframe (e.g., daily chart) 2. Trade only in trend direction 3. Use "Only Buy" filter in uptrends, "Only Sell" in downtrends 4. Enter on signal, exit on opposite signal or at resistance/support **Volume Breakout Strategy:** 1. Wait for consolidation period (low volume, tight MACD range) 2. Enter when signal appears with high volume (confirms breakout) 3. Target previous swing highs/lows 4. Stop loss below/above recent consolidation **Forex Scalping Strategy (with automatic CME futures):** 1. The indicator automatically detects forex pairs and uses CME futures volume 2. Trade during active sessions only (use session filter) 3. Focus on quick profits (10-20 pips) 4. Exit at opposite signal or profit target **Commodities Trading Strategy (Gold, Silver, Oil):** 1. The indicator automatically maps to COMEX and NYMEX futures contracts 2. Trade during high-liquidity sessions (overlap of major markets) 3. Use the high volume confirmation to identify institutional entry points 4. Combine with key support and resistance levels for entries 5. Monitor the information table to confirm futures volume is being used (orange color) 6. Exit on opposite MACD signal or at predefined profit targets ## Why This Combination Works ### The Volume Advantage Studies consistently show that price movements accompanied by high volume are more likely to continue, while low-volume movements often reverse. This indicator leverages this principle by requiring volume confirmation. **Key benefits:** 1. **Reduced False Signals:** Eliminates MACD whipsaws during low-volume consolidation 2. **Confirmation Bias:** Two independent indicators (price momentum + volume) agreeing 3. **Institutional Alignment:** High volume often indicates institutional participation 4. **Trend Validation:** Volume confirms that price momentum has "conviction" ### Statistical Edge By combining two uncorrelated signals (MACD crossovers and volume spikes), the indicator creates a higher-probability setup than either signal alone. The lookback mechanism ensures signals aren't missed if volume spike slightly precedes the MACD cross. ## Supported Exchanges and Automatic Detection The indicator includes intelligent asset detection that works across multiple exchanges and ticker formats: **Forex Exchanges (Automatic CME Mapping):** - FX (TradingView forex feed) - OANDA - FXCM - SAXO - FOREXCOM - PEPPERSTONE - EASYMARKETS - FX_IDC **Commodity Exchanges (Automatic COMEX/NYMEX Mapping):** - TVC (TradingView commodity feed) - COMEX (directly) - NYMEX (directly) - ICEUS **Other Asset Classes (Native Volume):** - Stock exchanges (NASDAQ, NYSE, AMEX, etc.) - Cryptocurrency exchanges (BINANCE, COINBASE, KRAKEN, etc.) - Index providers (SP, DJ, etc.) The detection algorithm analyzes three factors: 1. Exchange prefix in the ticker symbol 2. Pattern matching for currency pairs (6-letter codes) 3. Commodity identifiers in the symbol name This ensures accurate automatic detection regardless of which data feed or exchange you use for charting. The information table in the top-right corner always displays which volume source is being used, providing complete transparency. ## Technical Details **Calculations:** - MACD Fast MA: EMA(close, fastLength) - MACD Slow MA: EMA(close, slowLength) - MACD Line: Fast MA - Slow MA - Signal Line: SMA(MACD Line, signalLength) - Volume MA: Exponential MA of volume - High Volume: Current volume >= Volume MA × Ratio **Signal logic:** ``` Buy Signal = (MACD crosses above Signal) AND (High volume in last N bars) Sell Signal = (MACD crosses below Signal) AND (High volume in last N bars) ``` ## Parameters Reference | Parameter | Default | Description | |-----------|---------|-------------| | Volume Symbol | Blank | Manual override for volume source (leave blank for automatic detection) | | Use CME Futures | False | Legacy option (automatic detection is now built-in) | | Alert Session | 1530-2200 | Active session time range for alerts | | Timezone | UTC+1 | Timezone for alert sessions | | Volume MA Period | 20 | Number of periods for volume moving average | | High Volume Ratio | 2.0 | Volume threshold multiplier (2.0 = 200% of average) | | Volume Lookback | 5 | Number of bars to check for high volume confirmation | | MACD Fast Length | 12 | Fast EMA period for MACD calculation | | MACD Slow Length | 26 | Slow EMA period for MACD calculation | | MACD Signal Length | 9 | Signal line SMA period | | Only Buy | False | Filter to show only bullish signals | | Only Sell | False | Filter to show only bearish signals | | Show Signals | True | Display buy and sell labels on chart | ## Optimization Tips **For volatile markets (crypto, small caps):** - Increase High Volume Ratio to 2.5-3.0 - Reduce Volume Lookback to 3-4 bars - Consider faster MACD settings (8, 17, 9) **For stable markets (large-cap stocks, bonds):** - Decrease High Volume Ratio to 1.5-1.8 - Increase Volume MA Period to 30-50 - Use standard MACD settings **For forex (with automatic CME futures):** - The indicator automatically uses CME futures when forex pairs are detected - Set appropriate trading session based on your timezone - Use Volume Lookback of 5-7 bars - Consider session-based alerts only - Monitor the information table to verify correct futures mapping **For commodities (Gold, Silver, Oil, Copper):** - The indicator automatically maps to COMEX and NYMEX futures - Increase High Volume Ratio to 2.0-2.5 for metals - Use slightly higher Volume MA Period (25-30) for smoother analysis - Trade during active market hours for best volume data - The information table will show the futures contract being used (orange highlight) ## Limitations and Considerations **What this indicator does NOT do:** - Does not predict future price direction - Does not guarantee profitable trades - Does not replace proper risk management - Does not work well in extremely low-volume conditions **Market conditions to avoid:** - Pre-market and after-hours sessions (low volume) - Major news events (volatile, unpredictable volume) - Holidays and low-liquidity periods - Extremely low float stocks ## Conclusion Smart MACD Volume Trader represents a significant evolution of the traditional MACD indicator by combining volume confirmation with automatic institutional volume integration. This dual-confirmation approach significantly improves signal quality by filtering out low-conviction price movements and ensuring traders work with accurate volume data. The indicator's automatic detection and mapping system supports over 24 instruments across forex, commodities, and metals markets. By intelligently switching to CME and COMEX futures contracts when appropriate, the indicator provides forex and commodity traders with the same quality of volume data that stock traders naturally have access to. This indicator is particularly valuable for traders who want to: - Align their entries with institutional money flow - Avoid getting trapped in false breakouts - Trade forex pairs with reliable volume data - Access accurate volume information for gold, silver, and energy commodities - Combine momentum and volume analysis in a single, streamlined tool Whether you are day trading stocks, swing trading forex pairs, or positioning in commodities markets, this indicator provides a robust framework for identifying high-probability momentum trades backed by genuine institutional participation. The automatic futures mapping works seamlessly across all supported instruments, requiring no manual configuration or expertise in futures markets. --- ## Support and Updates This indicator is actively maintained and updated based on user feedback and market conditions. For questions about implementation or custom modifications, please use the comments section below. **Disclaimer:** This indicator is for educational and informational purposes only. Past performance does not guarantee future results. Always conduct your own analysis and risk management before trading.
Indicateur Pine Script®
par Smart-Day-Trader
ten2 Cipher v.1Created and built by ten2crypto This is not just another "Market Cipher" clone. This is my personal, ground-up build of a comprehensive momentum and divergence toolkit, designed to provide a deeper, more nuanced view of the market. The ten2 Cipher Divergence Engine combines the best aspects of classic momentum oscillators with a powerful, multi-layered divergence system. This indicator was built for my own trading and is now being shared with the community.
Indicateur Pine Script®
par ten2crypto
1
OBTrendDelta Volume Delta & Order Block SuiteOB Trend Delta V1 - Order Block & Volume Delta Indicator ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 OVERVIEW OB Trend Delta V1 is a technical indicator that combines Order Blocks analysis (institutional support/resistance zones) with Volume Delta (buying vs selling pressure) to provide insights on setup quality and market dynamics. The indicator visually displays zones of interest, volume pressure, and a quality scoring system to assist in technical analysis of any market. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎯 CORE CONCEPT ▸ ORDER BLOCKS Order Blocks are price zones where large institutions executed significant operations. These areas tend to act as support (Bull OB) or resistance (Bear OB) when price returns to them. How to interpret: 🟢 Bull Order Block: Green zone where institutional buyers entered strongly → Potential support 🔴 Bear Order Block: Red zone where institutional sellers entered strongly → Potential resistance ▸ VOLUME DELTA Volume Delta measures the difference between buying and selling volume in each candle, revealing which side of the market is dominating. How to interpret: ✅ Positive Delta (green histogram): Buyers dominating → Bullish pressure ❌ Negative Delta (red histogram): Sellers dominating → Bearish pressure ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📈 WHAT THE INDICATOR SHOWS 1️⃣ TREND DETECTION The indicator identifies the main market direction using moving averages and trend strength analysis (ADX), visually highlighting when the market is in: Uptrend (Bullish Trend) Downtrend (Bearish Trend) Ranging (Sideways market/no clear trend) 2️⃣ SETUP QUALITY SYSTEM Each trading opportunity is evaluated on 6 independent criteria: ✅ Price inside a valid Order Block ✅ Volume Delta confirming the direction ✅ Order Block is recent and "fresh" ✅ Few previous retests (OB still strong) ✅ Volume confirmation above average ✅ Favorable market regime Setup Quality Score: 0 to 6 points Score 6: Perfect setup (all criteria met) Score 5: Excellent setup (5 of 6 criteria) Score 4: Good setup (4 of 6 criteria) Score 0-3: Weak setup or forming ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔧 VISUAL COMPONENTS IN THE INDICATOR ▸ VOLUME DELTA HISTOGRAM 🟢 Green Bars: Buying volume > selling volume (bullish pressure) 🔴 Red Bars: Selling volume > buying volume (bearish pressure) 📊 Intensity: The larger the bar, the greater the pressure ▸ ORDER BLOCK ZONES 🟢 Green Boxes (Bull OB): Institutional support zones 🔴 Red Boxes (Bear OB): Institutional resistance zones 🔄 Projection: OBs are extended to the right until invalidated ▸ SETUP QUALITY SIGNALS 📊 Score Labels: Show setup quality (Q4, Q5, Q6) • Q6: Perfect setup (all 6 criteria met) • Q5: Excellent setup (5 of 6 criteria) • Q4: Good setup (4 of 6 criteria) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 💡 HOW TO INTERPRET THE INFORMATION Observe trend direction (EMAs and ADX) Identify active Order Blocks: • Bull OBs (green): Potential support zones • Bear OBs (red): Potential resistance zones Analyze Volume Delta: • Green bars: Dominant buying pressure • Red bars: Dominant selling pressure Check Setup Quality Score: • Q5-Q6: Setups with multiple confirmations • Q4: Setup with moderate confirmations • Q0-Q3: Few criteria met ⚠️ NOTE: The indicator provides technical information. Trading decisions are exclusively yours. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 TECHNICAL CHARACTERISTICS ▸ RECOMMENDED TIMEFRAMES 5 minutes: Scalping / Fast day trading 15 minutes: Day trading 1 hour: Swing trading 4 hours: Medium-term positions Daily: Long-term analysis ▸ COMPATIBLE MARKETS ✅ Forex (all pairs) ✅ Cryptocurrencies (BTC, ETH, altcoins) ✅ Indices (S&P500, Nasdaq, etc) ✅ Commodities (Gold, Oil, etc) ✅ Stocks and CFDs ⚠️ Requirement: Volume data is necessary for Volume Delta calculation ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚠️ IMPORTANT WARNINGS ▸ EDUCATIONAL USE 📊 This indicator is an educational technical analysis tool ⚠️ The indicator does NOT provide buy or sell signals ⚠️ The indicator does NOT guarantee results ⚠️ All trading decisions are your responsibility ▸ RISK MANAGEMENT ⚠️ Always use proper risk management ⚠️ Never trade with money you cannot afford to lose ⚠️ Test the indicator on a demo account before using real money ⚠️ Combine with your own analysis and strategy ▸ LIMITATIONS ❌ No indicator is 100% accurate ❌ Markets can behave unpredictably ❌ Requires confirmation with other analyses ❌ Volume Delta requires reliable volume data ▸ DISCLAIMER 📢 This indicator is educational and does not constitute investment advice. The indicator shows technical information, not trading signals Past results do not guarantee future results Trading involves risk of total capital loss You are 100% responsible for your trading decisions Consult a financial professional before investing ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📚 ADVANCED CONCEPTS ▸ WHAT ARE ORDER BLOCKS? Order Blocks represent zones where "smart money" (institutions, whales) accumulated or distributed positions. When price returns to these zones, there is high probability of reaction due to: Pending limit orders Psychological levels Institutional value zones ▸ VOLUME DELTA VS NORMAL VOLUME Normal volume shows only QUANTITY of trades. Volume Delta shows DIRECTION (who is winning the battle): High volume + Positive delta = Strong accumulation 🚀 High volume + Negative delta = Strong distribution 📉 ▸ MARKET REGIME (ADX) ADX measures TREND STRENGTH: ADX > 25: Strong trend (best time to trade) ADX < 20: Sideways/ranging market (avoid trades) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ✅ BEFORE USING THIS INDICATOR Make sure you: ☑ Understand the Order Blocks concept ☑ Know how to interpret Volume Delta ☑ Understand trend analysis ☑ Have your own trading strategy ☑ Know risk management ☑ Understand the indicator does NOT provide buy/sell signals ☑ Are aware of trading risks ☑ Test on demo account before using real money ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 USE AS AN ANALYSIS TOOL, NOT AS AN AUTOMATIC DECISION SYSTEM! The indicator provides information. You make the decisions. ――――――――――――――――――――――――――――――――――――――――― Version: 1.0 | Type: Order Block + Volume Delta + Trend Analysis | Update: October 2024
Indicateur Pine Script®
par Lipezeira
1