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스크립트에서 "accumulation"에 대해 찾기

CVDD Z-ScoreCumulative Value Days Destroyed (CVDD) - The CVDD was created by Willy Woo and is the ratio of the cumulative value of Coin Days Destroyed in USD and the market age (in days). While this indicator is used to detect bottoms normally, an extension is used to allow detection of BTC tops. When the BTC price goes above the CVDD extension, BTC is generally considered to be overvalued. Because the "strength" of the BTC tops has decreased over the cycles, a logarithmic function for the extension was created by fitting past cycles as log extension = slope * time + intercept. This indicator is triggered for a top when the BTC price is above the CVDD extension. For the bottoms, the CVDD is shifted upwards at a default value of 120%. The slope, intercept, and CVDD bottom shift can all be modified in the script. Now with the automatic Z-Score calculation for ease of classification of Bitcoin's valuation according to this metric. Created for TRW.
Pine Script® 인디케이터
Commandoum의
Previous Day Liquidity ZonesThis indicator is designed for intraday liquidity-based trading strategies and helps traders identify high-probability reversal or breakout zones based on smart money concepts. It automatically plots the: 🟥 Previous Day High Zone – potential buy-side liquidity trap 🟩 Previous Day Low Zone – potential sell-side liquidity trap 🟧 Previous Day Close Zone – potential rebalancing or indecision zone These levels are critical areas where institutional stop-hunting, reversals, and fake breakouts often occur. 🎯 How to Use Use this indicator on 1-minute or 5-minute charts for stocks, indices (like NIFTY, BANKNIFTY), or forex. Watch for price entering these zones during live market hours. Combine with price action confirmation: Rejection wicks Engulfing candles Change of character (CHoCH) or BOS Fair Value Gaps (FVG) First 5-minute candle (9:15 AM in Indian market) is highlighted for breakout setups. 🧠 Smart Money Logic These zones mimic the logic used by institutions to: Trigger retail stop-losses Reverse market direction near liquidity pools Trap breakout traders around session extremes ⚙️ Features Configurable zone width (%) Visual fill zones with subtle shading Support for all assets and timeframes Highlights first candle of day to assist with pre-trade bias ✅ Ideal For: Smart money traders ICT / Wyckoff / SMC followers Breakout trap or reversal strategy users Anyone who trades key session levels ⚠️ Disclaimer This is an informational tool. Always use confirmation and sound risk management before executing any trade.
Pine Script® 인디케이터
Hunterbybirth의
[Teyo69] T1 Wyckoff Aggressive A/D Setup📘 Overview The T1 Wyckoff Aggressive A/D Setup is a dual-mode indicator that detects bullish accumulations and bearish distributions using core principles from the Wyckoff Method. It identifies price/volume behavior during Selling/Buying Climaxes, ARs, SOS/SOW, and triggers based on trend structure. 🔍 Features ✅ Automatic detection of: Automatic Rally (AR) Automatic Reaction (AR) Sign of Strength (SOS) or Sign of Weakness (SOW) 🧠 Trend-sensitive logic with linear regression slope filters ⚙️ Configurable options for Reversal vs Trend Following mode 🎯 Smart structure timing filters using barssince() logic 🔊 Volume spike and wide-range candle detection 📊 Visual cues for bullish (green) and bearish (red) backgrounds 🛠 How to Use Reversal Mode Triggers early signals after a Climax + AR Ideal for catching turning points during consolidations Trend Following Mode Requires Climax, AR, and confirmation (SOS or SOW) Waits for structure confirmation before signaling Use this when you want higher probability trades ⚙️ Configuration Volume MA Length - Determines baseline volume to detect spikes Wick % of Candle - Filters candles with long tails for SC/BC Close Near Threshold - Ensures candles close near high/low Breakout Lookback - Sets structure breakout level Structure Threshold - Controls timing window for setups Signal Option - Switch between Reversal or Trend Following mode ⚠️ Limitations Doesn't confirm macro structure like full Wyckoff phase labeling (A–E) May repaint on lower timeframes during volatile candles Works best when combined with visual range recognition and market context 🧠 Advanced Tips Use in confluence with: Volume Profile ranges Trendlines and supply/demand areas Ideal timeframes: 8H to 1D for crypto and forex markets Combine this with LPS/UTAD patterns for refined entries 📝 Notes SC/AR/SOS = Bullish BC/AR/SOW = Bearish Trend coloring adapts background (green = rising slope, red = falling slope) 🛡️ Disclaimer This tool is a market structure guide, not financial advice. Past behavior does not guarantee future performance. Always use proper risk management.
Pine Script® 인디케이터
Teyo69의
2
ICT Dealing RangeICT Dealing Range This indicator identifies and plots ICT (Inner Circle Trader) Dealing Ranges - key institutional areas where smart money accumulates or distributes positions before significant moves. What is a Dealing Range? A Dealing Range is a significant price area where institutional traders accumulate or distribute their positions. These ranges form through a specific sequence of price movements that indicate institutional order flow: Bullish Dealing Range Sequence: 1. Initial High (H) 2. Initial Low (L) 3. Higher High (HH) 4. Lower Low (LL) 5. Break above HH (confirmation) Bearish Dealing Range Sequence: 1. Initial Low (L) 2. Initial High (H) 3. Lower Low (LL) 4. Higher High (HH) 5. Break below LL (confirmation) My Trading Strategy Entry Methods: 1. Range Extreme Retests: - After range formation, wait for price to return to either extreme - Long entries at range bottom with stops below - Short entries at range top with stops above 2. Mid-Line Strategy: - Use the mid-line as a pivot point for reversals - Long entries on mid-line bounce with stops below - Short entries on mid-line rejection with stops above Stop Loss Placement: - When entering at extremes: Place stops beyond the mid - When entering at mid-line: Place stops beyond the opposing extreme - Always respect the structure's boundaries Take Profit Targets: - Minimum 2:1 Risk-Reward ratio - For extreme entries: Target the opposite extreme - For mid-line entries: Target the nearest extreme Risk Management - Never enter without a clear invalidation point - Maintain minimum 2:1 RR ratio - Consider market structure and higher timeframe context Indicator Features - Auto-detection of dealing range patterns - Color-coded boxes (green for bullish, red for bearish) - Optional mid-line display - Customizable colors and styles - Adjustable pivot lookback periods Notes This tool is based on ICT concepts but should be used in conjunction with other forms of analysis. The dealing range provides a framework for understanding institutional order flow, but proper risk management and market context are essential for successful trading. Remember: The best trades often come from clean retests of these ranges after their initial formation. Patience in waiting for proper setups is key to successful implementation.
Pine Script® 인디케이터
mindyourbuisness의
4
Abnormal volume [VG]🪙 INTRODUCTION This technical indicator helps identify and highlight large volume clusters on the chart. Abnormal volume refers to unusually large accumulations of volume over short time intervals. Such clusters appear when the amount of assets bought or sold significantly exceeds typical volumes for a specific asset over a given period. These patterns can indicate significant events or intentions of market participants. Reasons for abnormal volume clusters: Institutional investments : Large investment funds and banks may buy or sell significant volumes of assets to rebalance their portfolios. Impact of news and events : Important news (e.g., mergers, bankruptcies, management changes) can trigger large-scale buying or selling of assets. Market manipulation : Big players may execute large trades to artificially create demand or supply for an asset, affecting its price in the short term. Insider trading : Abnormal volumes may signal that someone with insider information has started buying or selling assets in anticipation of future events that could impact the price. What do abnormal volume clusters mean for traders? A signal of potential price changes : High trading volumes are often accompanied by sharp price movements. An increase in volume during price growth might indicate rising interest in the asset, while an increase during a decline could signal a sell-off. Potential entry or exit points : For short-term traders, abnormal trades can serve as signals to enter or exit positions. For example, a large volume growth accompanied by a breakout of a key level might be seen as a buy signal. Caution due to potential manipulation : Abnormal trades don’t always lead to expected outcomes. Sometimes, they are part of a price manipulation strategy, so it’s essential to consider the broader context and confirm with other signals. 🪙 USAGE This indicator doesn’t provide trading signals, entry points, or actionable recommendations. Instead, it simplifies tracking market dynamics and highlights unusual activity worth considering during analysis. After adding the indicator to the chart, you only need to configure two parameters: the threshold value that determines what constitutes a significant volume cluster and the period over which volumes are aggregated for comparison against the threshold. It’s recommended to use the shortest available period, as this helps more precisely identify the prevailing volume direction (since this depends on price changes, not trade direction). The threshold value can be fine-tuned by switching the chart’s timeframe to match the selected period, observing of the significant volume increase on the classic volume histogram, and noting the corresponding market reactions. This allows for selecting a threshold that highlights early signs of impactful trading events on higher timeframes. Let’s look at an example in the screenshot: Once the parameters are set, you can also enable an alert to trigger whenever a new volume cluster appears, simplifying event tracking. Note: in the current version of the indicator, the alert will be triggered only once per bar on the chart at the first detected cluster of abnormal volume. 🪙 IMPLEMENTATION Technically, the script retrieves volume data from a lower timeframe and estimates whether the volume was primarily generated by buyers or sellers based on price movements. The lower resolution timeframe is determined as follows: if the settings base period is less than 1 minute, then the data timeframe will be equal to 1 second if the settings base period is equals 1 minute or more, then the data timeframe will be equal to 1 minute The algorithm checks whether the price increased or decreased at each point. If the price rose, the volume is presumed to be driven by buyers and marked as buy volume; otherwise, it’s marked as sell volume. The total volume at each point is then checked against the user-defined threshold. If the volume exceeds the threshold, a corresponding circle is drawn on the chart, and an alert is generated if created. The size of the visual representation is proportional to the most recent maximum volume and follows the rules below: Percentage of max volume -> Volume cluster size less than 25% -> Tiny 25% to 50% -> Small 50% to 75% -> Normal 75% to 100% -> Large 100% or more -> Huge 🪙 SETTINGS The indicator is designed to be as simple and minimalist as possible, making configuration effortless. There are only two core parameters, with additional options to customize the colors of volume clusters based on their type. Trade volume threshold Defines the volume level above which a cluster is considered significant and displayed on the chart as a circle. The size of the circle depends on the proportion of the current volume relative to the most recent maximum over the chosen period. Trades base period Specifies the period for aggregating trade volumes to determine whether they qualify as abnormal. The significance level is set using the Trade volume threshold parameter. Buy/Sell trades Allows you to set the colors for abnormal volume circles based on the price direction during cluster formation. 🪙 CONCLUSION Abnormal volume clusters are always a critical indicator requiring attention and analysis, but they are not a guaranteed predictor of trend changes.
Pine Script® 인디케이터
vgladkov_qa의
10
ADMAThe ADMA indicator is a technical analysis tool designed to identify trends and potential reversal points in a financial market. The indicator is based on the cumulative difference between the closing price and the high and low points of a candle. Two moving averages (MAs) are used to smooth the trend dynamics and generate clear signals. Calculation: The indicator calculates the trend as the cumulative difference between the current closing price and the maximum (or minimum) value of the current and previous candle, depending on market development. The ADMA indicator is particularly useful for recognizing market dynamics and making trading decisions based on them. By using double smoothing, false signals are reduced, and the signals generated by the indicator are clear and easy to interpret. It is a flexible tool that can be adapted to different trading strategies.
Pine Script® 인디케이터
ComJoTrader의
Unlocking the Power of Long Candle MidpointI'm excited to share with you a fascinating concept that can help you identify potential breakout points in the market. The Pine Script code provided below is designed to identify the midpoint of a long candle, which can be a crucial level for traders to watch. In this blog post, we'll dive deeper into the concept, explore its applications, and analyze a real-life example of TATACHEM listed on NSE, which is currently trading around a potential psychology line. What is the Long Candle Midpoint? The long candle midpoint is a technical indicator that calculates the midpoint of a candlestick that has a significant price movement. This midpoint is then used to draw a horizontal line, which can serve as a potential support or resistance level. The idea is that if a candlestick has a large price movement, it's likely that the market will react to this movement by testing the midpoint of the candle. How Does the Long Candle Midpoint Indicator Work? The Pine Script code provided above is designed to calculate the midpoint of a long candle based on the following parameters: Length: The length of the candlestick is calculated using the len input parameter. Line Length: The length of the line is calculated using the linExt input parameter. Calculation Method: The calculation method can be set to either "Highest True Range", "Average True Range", or "Both". Multiplier: The multiplier is used to adjust the midpoint calculation based on the average range of the candlestick. The script then plots a horizontal line at the midpoint of the long candle, which can be used as a potential support or resistance level. Real-Life Example: Let's take a look at TATACHEM, a stock listed on the National Stock Exchange of India (NSE). As you can see in the chart below, TATACHEM has been trading around a potential psychology line drawn from the midpoint of a large candle. As you can see, the stock has previously failed to break above this line, but it's currently trading around it. This could be a sign that the market is preparing for a potential breakout. If the stock can break above this line, it could lead to a bullish rally. Conclusion The long candle midpoint indicator is a powerful tool that can help traders identify potential breakout points in the market. By analyzing the midpoint of a long candle, traders can gain insights into the market's sentiment and potential areas of support or resistance. In the case of TATACHEM, the stock is currently trading around a potential psychology line, which could be a sign of a potential breakout. Traders can consider this point in their watch list for a potential entry. Tips for Traders Use the long candle midpoint indicator in conjunction with other technical indicators to gain a more comprehensive understanding of the market. Look for confirmation from other indicators before entering a trade. Set stop-loss and take-profit levels based on the potential breakout point. Monitor the market closely and be prepared to adjust your strategy if the market doesn't behave as expected. By incorporating the long candle midpoint indicator into your trading strategy, you can gain an edge in the market and make more informed trading decisions.
Pine Script® 인디케이터
stocktechbot의
5
Williams Percent Range with Trendlines and BreakoutsHere is my "Williams Percent Range with Trendlines and Breakouts" indicator, a simple yet powerful tool for traders. This indicator combines the classic Williams %R oscillator, which helps identify overbought and oversold levels, with added trendlines for easier trend analysis at a glance. It's designed to make spotting potential breakouts easier by drawing attention to significant price movements. With customizable settings for the Williams %R period and trendline sensitivity, it's a flexible tool for various symbols and trading styles. Whether you're looking to refine your trading strategy or just need a clearer view of market trends, this indicator should offer a straight forward approach to hopefully enhance your trading decisions. Disclaimer: This indicator is intended for educational and informational purposes only. Always conduct your own research and analysis before making trading decisions.
Pine Script® 인디케이터
Nostalgic_92의
7
Average Daily Range (ADR) (Multi Timeframe, Multi Period)Average Daily Range (ADR) (Multi Timeframe, Multi Period, Extended Levels) Tips • Narrow Zones are an indication of breakouts. It can be a very tight range as well. • Wider Zones can be Sideways or Volatile. What is this Indicator? • This is Average Daily Range (ADR) Zones or Pivots. • This have Multi Timeframe, Multi Period (Up to 3 Levels) and Extended Target Levels. Advantages of this Indicator • This is a Leading indicator, not Dynamic or Repaint. • Helps to identify the reversal points. • The levels are more accurate and not like the old formulas. • Can practically follow the Buy Low and Sell High principle. • Helps to keep minimum Stop Loss. Who to use? • Highly beneficial for Day Traders • It can be used for Swing and Positions as well. What timeframe to use? • Any timeframe. When to use? • Any market conditions. How to use? Entry • Long entry when the Price reach at or closer to the Green Support zone. • Long entry when the Price retrace to the Red Resistance zone. • Short entry when the Price reach at or closer to the Red Resistance zone. • Short entry when the Price retrace to the Green Support zone. • Long or Short at the Pivot line. Exit • Use past ADR levels as targets. • Or use the Target levels in the indicator for breakouts. • Use the Pivot line as target. • Use Support or Resistance Zones as targets in reversal method. What are the Lines? Gray Line: • It the day Open or can be considered as Pivot. Red & Green ADR Zones: • Red Zone is Resistance. • Green Zone is Support. • Mostly price can reverse from this Zones. • Multiple Red and Green Lines forms a Zone. • These lines are average levels of past days which helps to figure out the maximum and minimum price range that can be moved in that day. • The default number of days are 5, 7 and 14. This can be customized. Red & Green Target Lines: • These are Target levels. What are the Labels? • First Number: Price of that level. • Numbers in (): Percentage change and Change of price from LTP (Last Traded Price) to that Level. General Tips • It is good if Stock trend is same as that of the Index trend. • Lots of indicators creates lots of confusion. • Keep the chart simple and clean. • Buy Low and Sell High. • Master averages or 50%.
Pine Script® 인디케이터
Arun_K_Bhaskar의
103
Whale Hunter [Gu5]Indicator to show a big change (Whale) in the same candle The candles change color, until the Momentum returns to zero After the movement of a whale, the market is usually on range, and there may be false entries The default values (2.618% and 20 lenght), are optimized for BTCUSD 15m --- Spanish Este indicador muestrar un gran cambio porcentual (ballena) en la misma vela Las velas cambian de color, hasta que el Momentum vuelve a cero Luego de el movimiento de una ballena, el mercado suele quedar en lateral, y puede haber falsas entradas Los valores por defecto (2.618% y 20 lenght), están optimizados para BTCUSD 15m
Pine Script® 인디케이터
gu5tavo71의
7
Weis Wave ChartThis indicator is based on the Weis Wave described by David H. Weis in his book Trades About to Happen: A Modern Adaptation of the Wyckoff Method, more info how to use this indicator can be found in this video . The Weis Wave is an adaptation of Richard D. Wyckoff’s method Wave Charts. It works in all time periods and can be applied to all asset types. Unlike other implementations I found here on TradingView, this implementation make use of a Renko-like zig zag pattern, very similar to how it is described in David H. Weis' book. The settings for the zig zag pattern are very similar to the standard Renko settings here on TradingView, in the "Renko Assignment Method" you either chose "ATR" or "Traditional" (read more about it here ). The ATR length or the brick size is then entered in the textbox "Value". You can also chose another setting in the "Renko Assignment Method" drop down named "Part of Price" which calculate the brick size from the current close and divide it by the value in the text box "Value". It is also possible to chose if the zig zag pattern shall use the high/low, the open/close or just the close as the most extreme values in its calculation, you select this in the drop down "Price Source". TradingView's pine script does currently not support to print non-static text on the chart, so it is not possible at this point to write out the volume on the zig zag chart. It is also not possible to have both an overlay and separate chart pane in the same indicator, therefor this indicator is split up in two. You can find the volume indicator here:
Pine Script® 인디케이터
modhelius의
20
Weis Wave VolumeThis indicator is based on the Weis Wave described by David H. Weis in his book Trades About to Happen: A Modern Adaptation of the Wyckoff Method, more info how to use this indicator can also be found in this video . The Weis Wave is an adaptation of Richard D. Wyckoff’s method Wave Charts. It works in all time periods and can be applied to all asset types. For assets that do not support volume Weis propose in his book to use the true range instead, so if you want to use this indicator for assets that do not support volume, make sure to enable the checkbox "Use True Range instead of Volume". Unlike other implementations I found here on Trading, this implementation make use of a Renko-like zig zag pattern, very similar to how it is described in David H. Weis' book. The settings for the zig zag pattern are very similar to the standard Renko settings here on TradingView, in the "Renko Assignment Method" you either chose "ATR" or "Traditional" (read more about it here ). The ATR length or the brick size is then entered in the textbox "Value". You can also chose another setting in the "Renko Assignment Method" drop down named "Part of Price" which calculate the brick size from the current close and divide it by the value in the text box "Value". It is also possible to chose if the zig zag pattern shall use the high/low, the open/close or just the close as the most extreme values in its calculation, you select this in the drop down "Price Source". If you want the price to oscillate around a zero value, enable the "Oscillating" checkbox. TradingView's pine script does currently not support to print non-static text on the chart, so it is not possible at this point to write out the volume on the zig zag chart. It is also not possible to have both an overlay and separate chart pane in the same indicator, therefor this indicator is split up in two. You can find the zig zag indicator here:
Pine Script® 인디케이터
modhelius의
89
Indicator: Weis Wave Volume [LazyBear]This indicator takes market volume and organizes it into wave charts, clearly highlighting inflection points and regions of supply/demand. Try tuning this for your instrument (Forex not supported) by adjusting the "Trend Detection Length". This "clubs together" minor waves. If you like an oscillator-kind-of display, enable "ShowDistributionBelowZero" option. Note: This indicator is a port of a clone of WeisVolumePlugin available for another platform. I don't know how close this is to the original Weis, if any has access to it, do let me know how this compares. Thanks. More info: weisonwyckoff.com Complete list of my indicators:
Pine Script® 인디케이터
LazyBear의
88
Volumetric Supply and Demand Zones [BOSWaves]Volumetric Supply and Demand Zones - Impulse-Based Zone Detection with Embedded Volume Profile Analysis Overview Volumetric Supply and Demand Zones is an impulse-driven zone identification system that marks significant reversal areas through swing detection and volume accumulation patterns, where zone boundaries dynamically reflect actual trading activity concentration rather than arbitrary price levels. Instead of relying on traditional horizontal support/resistance lines or fixed pivot structures, zone placement, thickness, and volumetric composition are determined through ATR-normalized impulse detection, volume profile distribution analysis, and delta decomposition within base formation periods. This creates adaptive supply and demand boundaries that reflect actual volume accumulation patterns rather than simple price extremes - contracting zones around high-volume concentration areas when profile shows tight distribution, expanding zones during dispersed volume activity, and incorporating positive/negative delta breakdowns to reveal whether zones formed under buying or selling pressure dominance. Price interactions are therefore evaluated relative to volume-weighted zone structures and point-of-control levels rather than conventional naked price zones. Conceptual Framework Volumetric Supply and Demand Zones is founded on the principle that meaningful reversal zones emerge where significant volume accumulated during consolidation before impulse moves rather than at simple swing high/low pivot points. Traditional supply and demand methods identify zones using price structure alone through swing detection or candlestick patterns, which often ignores the underlying volume distribution and buying/selling pressure that validates institutional accumulation or distribution. This framework replaces price-only logic with volume-weighted zone construction informed by actual trading activity concentration and delta composition. Three core principles guide the design: Zone boundaries should encompass base formation periods preceding impulse moves, not isolated pivot candles alone. Volume profile distribution within zones must reveal where actual trading activity concentrated, identifying true points of control. Delta decomposition exposes whether zones formed under buying pressure (demand accumulation) or selling pressure (supply distribution). This shifts supply and demand analysis from naked price levels into volume-validated, delta-aware institutional footprint zones. Theoretical Foundation The indicator combines swing pivot detection, ATR-based impulse measurement, volume profile construction, and delta decomposition analysis. A pivot detection system identifies local swing highs and lows using configurable left/right bar parameters. Impulse validation measures the subsequent price move magnitude relative to ATR, confirming whether the swing preceded a significant directional thrust. Zone boundaries encompass a lookback period of candles forming the base, with maximum height capped by ATR multiplier to prevent excessively large zones. Volume profile divides each zone into horizontal rows, distributing volume proportionally based on price overlap and identifying the point of control (highest volume row). Delta profile separates volume into buying versus selling components using close-open relationships, revealing net directional pressure within each profile row. Five internal systems operate in tandem: Swing Detection Engine : Identifies pivot highs and lows using symmetrical left/right bar confirmation for potential zone anchor points. Impulse Validation System : Measures price movement magnitude following pivot formation, requiring ATR-multiple threshold breach to confirm zone significance. Volume Profile Constructor : Divides zone height into configurable rows, allocates volume proportionally based on bar price range overlap with each row, identifies POC as highest-volume row. Delta Decomposition Engine : Separates volume into buying (up-close bars) versus selling (down-close bars) components within each profile row, calculates net delta and dominant pressure direction. Zone Merge Logic : Detects overlapping zones of same type (supply/supply or demand/demand), combines boundaries and recalculates volume/delta statistics with weighted blending. This design allows supply and demand zones to reflect actual volume accumulation reality rather than reacting mechanically to price pivots alone. How It Works Volumetric Supply and Demand Zones evaluates price through a sequence of volume-aware zone construction processes: Pivot Identification : Swing detection algorithm identifies local highs and lows using configurable left/right bar symmetry, marking potential reversal zone anchors. Impulse Magnitude Validation : Following pivot formation, price movement measured relative to ATR over lookback period - move must exceed ATR multiplier threshold to confirm zone validity. Base Period Boundary Definition : Zone encompasses pivot bar plus configurable lookback candles forming the consolidation base preceding impulse move. Height Normalization : Raw zone height (high to low of base period) capped at maximum ATR multiplier to prevent zones becoming unreasonably large during extended consolidations. Volume Profile Row Allocation : Zone divided into configurable number of horizontal rows, each bar's volume distributed proportionally based on price range overlap with row boundaries. Point of Control Identification : Row with highest accumulated volume marked as POC, representing price level with maximum trading activity concentration within zone. Delta Component Separation : Each bar's volume classified as buying (close > open) or selling (close < open), allocated to respective delta buckets within overlapping profile rows. Delta Profile Construction : Net delta (buy volume minus sell volume) calculated per row, rendered as horizontal bars extending from zone right edge inward with green (positive) or red (negative) coloring. Overlap Detection and Merging : New zones checked against existing zones of same type, overlapping zones within merge gap threshold combined with boundary expansion and volume/delta statistics aggregation. Mitigation Detection : Price interaction monitoring using configurable method (wick or close) determines when zones violated, triggering zone deletion and cleanup of all visual elements. Together, these elements form a continuously updating supply and demand framework anchored in volume accumulation reality and delta pressure composition. Interpretation Volumetric Supply and Demand Zones should be interpreted as volume-validated institutional footprint zones: Demand Zones (Green) : Form at swing lows preceding upward impulse moves exceeding ATR threshold - represent areas where buyers accumulated positions before markup phase, volume profile shows where bids concentrated. Supply Zones (Red) : Establish at swing highs preceding downward impulse moves exceeding ATR threshold - identify areas where sellers distributed positions before markdown phase, volume profile shows where offers concentrated. Volume Profile Bars : Horizontal bars extending from zone left edge show relative volume distribution across price levels - longer bars indicate higher trading activity, revealing true institutional accumulation/distribution levels versus arbitrary zone edges. Point of Control Line (White) : Horizontal line within zone marks price level with maximum volume concentration - represents the most significant institutional activity level, often acts as magnetic price level during retests. Delta Profile Bars : Horizontal bars extending from zone right edge inward display net buying/selling pressure per price level - green bars show buy volume dominance (accumulation), red bars show sell volume dominance (distribution). Zone Info Box : Text panel on right edge displays zone type (SUPPLY/DEMAND), status (Fresh/Tested), total volume, net delta, and touch count - provides quantitative validation of zone significance. Fresh Status : Newly created zones not yet tested by price - highest probability reversal zones as institutional orders likely remain unfilled. Tested Status : Zones where price returned and interacted with boundaries - touch count reveals how many times zone provided support/resistance, excessive touches suggest weakening. Merged Zones : Wider zones with higher volume/delta values formed by combining multiple overlapping base periods - represent extended institutional accumulation/distribution areas with greater significance. POC Brightness : Brightest (white) volume profile bar marks point of control - visual emphasis highlights the most critical price level within zone structure. Volume distribution shape, POC placement, delta composition, and touch count outweigh simple zone boundary reactions. Signal Logic & Visual Cues Volumetric Supply and Demand Zones presents zone interaction insights rather than discrete directional signals: Fresh Zone Formation : New supply or demand zone created when swing pivot followed by ATR-threshold impulse - suggests institutional footprint left behind, high-probability reversal area established. First Retest (Fresh → Tested) : Price returning to previously untouched zone triggers status change and touch increment - historically highest-probability reaction level as unfilled orders likely remain. POC Magnetic Behavior : Price gravitating toward white POC line during zone interaction - suggests institutional activity concentration level acting as support/resistance within broader zone. Volume Profile Asymmetry : Profile showing volume concentrated at zone edge versus center reveals base formation character - edge concentration suggests quick accumulation before impulse, center concentration indicates prolonged consolidation. Delta Divergence Patterns : Demand zones showing negative delta profile (red bars dominant) or supply zones showing positive delta (green bars) reveal weak zone formation - pressure composition conflicted with expected direction. Delta Confirmation Patterns : Demand zones with strong positive delta (green bars) or supply zones with strong negative delta (red bars) validate institutional conviction - pressure aligned with expected reversal direction. Excessive Touch Degradation : Touch count exceeding 3-4 interactions suggests zone weakening - repeated tests consume institutional orders, reducing reversal probability. Mitigation Events : Price closing beyond zone boundaries (or wicking through, based on settings) triggers zone deletion - invalidation confirms institutional levels failed, trend continuation likely. The primary value lies in volume-validated zone structure and delta composition analysis rather than simple boundary touches. Strategy Integration Volumetric Supply and Demand Zones fits within institutional footprint and order flow-aware trading approaches: Fresh Zone Reversal Entries : Enter counter-trend positions at first retest of fresh zones with strong delta confirmation - unfilled institutional orders provide high-probability reaction levels. POC-Precise Limit Orders : Place entries at POC line rather than zone edges - point of control represents maximum volume concentration, offering tighter stop placement and better risk/reward. Delta-Filtered Zone Selection : Prioritize demand zones showing positive net delta and supply zones showing negative net delta-aligned pressure composition validates institutional conviction. Volume Profile Distribution Analysis : Favor zones with tight volume concentration (profile bars clustered) over dispersed distribution - concentrated profiles suggest decisive institutional accumulation/distribution. Merge-Enhanced Conviction : Treat merged zones with higher volume/delta totals as stronger reversal candidates - combined statistics represent extended institutional activity periods. Touch Count Degradation Filtering : Reduce position sizing or avoid zones with 3+ touches - excessive interaction depletes institutional orders, weakening reversal probability. Trend Continuation via Mitigation : Enter breakout positions when price closes beyond supply zones (uptrend) or demand zones (downtrend) - mitigation confirms trend strength overwhelming institutional levels. Multi-Timeframe Zone Confluence : Apply higher-timeframe zones for macro structure, use lower-timeframe volume profile to identify precise entry levels within larger zones. Technical Implementation Details Core Engine : Pivot detection with symmetrical left/right confirmation, ATR-normalized impulse validation Zone Construction : Base period lookback with ATR-capped height normalization and time-based extension Volume Profile System : Proportional volume allocation across configurable rows with overlap percentage calculation Delta Engine : Close-open relationship classification separating buy/sell volume with net delta calculation per row POC Identification : Maximum volume row detection with visual emphasis rendering Merge Logic : Overlap detection with gap threshold, boundary expansion, and weighted statistic aggregation Visualization : Multi-element rendering (zone boxes, profile bars, delta bars, POC lines, info panels) with proportional sizing Performance Profile : Custom type system for zone/profile/delta management, efficient array-based storage with configurable zone limits Optimal Application Parameters Timeframe Guidance: 1 - 5 min : Micro-structure supply/demand for scalping with tight ATR multipliers and reduced lookback 15 - 60 min : Intraday institutional footprint zones with balanced profile row count and merge sensitivity 4H - Daily : Swing-level accumulation/distribution areas with extended lookback periods and wider merge gaps Weekly - Monthly : Macro institutional zones with maximum profile detail and extended zone persistence Suggested Baseline Configuration: Swing Length : 8 Impulse Size (ATR) : 1.2 Base Lookback Candles : 3 ATR Length : 14 Maximum Zone Height (ATR) : 4.0 Maximum Zones : 10 Extend Zones (bars) : 60 Merge Overlapping Zones : Enabled Merge Gap (ATR) : 0.3 Mitigation Type : Wick Profile Rows : 10 Profile Width (%) : 0.5 Show POC Line : Enabled Show Delta Profile : Enabled Delta Profile Width (%) : 0.35 Show Zone Info Box : Enabled These suggested parameters should be used as a baseline; their effectiveness depends on the asset's volatility profile, volume characteristics, and preferred zone sensitivity, so fine-tuning is expected for optimal performance. Parameter Calibration Notes Use the following adjustments to refine behavior without altering the core logic: Too many zones cluttering chart : Increase Swing Length (10 - 12) to demand stronger pivots, or increase Impulse Size multiplier (1.5 - 2.0) to require larger moves for zone validation. Missing significant reversal levels : Decrease Swing Length (5-6) for earlier pivot detection, or reduce Impulse Size (0.8 - 1.0) to capture smaller but valid base formations. Zones too large/tall : Reduce Maximum Zone Height ATR multiplier (2.5 - 3.0) to cap vertical size, or decrease Base Lookback Candles (1 - 2) for tighter base periods. Zones too small to be useful : Increase Base Lookback Candles (4 - 6) to encompass longer consolidation periods, or raise Maximum Zone Height (5.0 - 7.0) for taller zones. Profile bars too granular : Decrease Profile Rows (6 - 8) for coarser distribution showing major volume clusters only. Profile lacking detail : Increase Profile Rows (15 - 20) for finer resolution revealing subtle volume distribution nuances. Zones merging too aggressively : Decrease Merge Gap ATR multiplier (0.1 - 0.2) to require tighter overlap for merge qualification, or disable merging entirely. Related zones not combining : Increase Merge Gap (0.5 - 0.8) to allow merging of zones with larger separation distances. Zones invalidating prematurely : Switch Mitigation Type from "Wick" to "Close" to require closing violation rather than intrabar penetration. Zones persisting too long after breach : Switch Mitigation Type from "Close" to "Wick" for faster invalidation on initial penetration. Profile bars invisible : Increase Profile Width percentage (0.6 - 0.8) for longer bars, improving visibility on cluttered charts. Delta profile obscuring volume profile : Reduce Delta Profile Width (0.2 - 0.3) to prevent overlap, or disable delta display temporarily. Adjustments should be incremental and evaluated across multiple session types rather than isolated market conditions. Performance Characteristics High Effectiveness: Range-bound and mean-reverting markets where institutional zones provide reliable turning points Instruments with consistent volume characteristics where profile distribution reveals true accumulation/distribution Swing trading approaches targeting zone-to-zone reactions with defined risk parameters Reversal strategies seeking volume-validated entry levels rather than blind counter-trend positions Markets where delta proxy correlates well with actual order flow (trending volume instruments) Position trading benefiting from macro supply/demand structure with embedded volume context Reduced Effectiveness: Extremely low volume environments where profile distribution becomes unreliable and sparse News-driven or gapped markets where zones form/invalidate without normal volume accumulation patterns Highly trending markets where zones consistently mitigate without providing reversal opportunities Instruments with erratic volume patterns making delta decomposition and profile interpretation misleading Very high-frequency timeframes (seconds) where base formation periods too short for meaningful volume accumulation Integration Guidelines Confluence : Combine with BOSWaves structure, market profile, or traditional technical analysis for zone validation within broader context Volume Profile Respect : Trust POC levels and high-volume profile bars over arbitrary zone edges for entry/exit precision Delta Confirmation Priority : Favor zones where delta composition aligns with expected direction - positive delta in demand, negative delta in supply Fresh Zone Preference : Prioritize first retests of untouched zones over repeatedly tested areas with high touch counts Merge Recognition : Treat merged zones with elevated volume/delta statistics as higher-conviction institutional footprint areas Touch Count Filtering : Reduce position sizing or avoid zones after 3+ touches as institutional order depletion reduces effectiveness Mitigation Discipline : Exit zone-based positions decisively when price closes beyond boundaries, respecting invalidation signals Multi-Timeframe Structure : Apply higher-timeframe zones for swing structure, use lower-timeframe profiles for tactical entry refinement Disclaimer Volumetric Supply and Demand Zones is a professional-grade supply/demand zone and volume profile analysis tool. It uses volume-based delta proxy to estimate directional pressure but does not access true order book data or institutional trade information. Results depend on market conditions, volume reliability, ATR characteristics, parameter selection, and disciplined execution. Volume profile and delta calculations represent approximations based on close-open relationships and price overlap formulas, not actual bid/ask transactions. BOSWaves recommends deploying this indicator within a broader analytical framework that incorporates price structure, order flow context, and comprehensive risk management.
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