BANK NIFTY ALGO This indicator is specifically designed for trading Bank Nifty (NSE) for intraday trading & short term swing trading
Description :
This indicator is based on Price Action Theory, Volume Profiles and Moneyflow Analytics. It also incorporates important parameters of the underlying assets such as Banking stocks & key benchmark banking metrics. It shows the bias of the index at any given point of time.
USP: It reacts to change in price momentum if that is sustainable; thereby eliminating random spikes & offshoots in price. This is much more conservative way of trading & gives signal only when the trend is strongly stabilized.
How to use ?
Timeframe : Time duration for each bar (Input to given to the indicator by user)
Notations used in the indicator:
B- Signal for Buy
S- Signal for Sell
CS- Close Shorts
CL- Close Longs
BookLong- Book all Longs
BookShort- Book all Shorts
Critical Pivot is a point which is defined as the boundary of bullish & bearish sides. This is the thick line which changes color green to maroon to grey. It gives an idea of bias in the market. Green color is for Bullish bias, Maroon for Bearish bias & Grey for Neutral
Swing High: The dynamic green line at the end of the charts
Swing Low : The dynamic red line at the end of the charts
Major uses of the Indicator:
1. Understanding the direction of Bank Nifty and understands levels for entry / exits --- B & S signals
2. Understanding SL levels in order to prevent loss during unforeseen events ------------- Break of the critical pivot ( green/maroon line )
3. Understanding Trailing SL levels to hold on to the winners --------------------------------- Break of the Green/Red Line
Ideal Timeframes for this Indicator :
1.Intraday ( 5 min/15 mins )
2.Swing ( 30 mins/1 hour)
Disclaimer: This script/strategy is for educational purpose and individual use only. The author of this script/strategy will not accept any liability for loss or damage as a result of reliance on the information contained in the charts. Please be fully informed regarding the risks associated with trading the financial markets.
This is a premium indicator
If you want access to this indicator, please message us (Links/Email in description below )
스크립트에서 "volume profile"에 대해 찾기
BANK NIFTY | SCALP PROThis indicator is specifically designed for trading Bank Nifty (NSE) for intraday scalping
Today we live in a age of Day trading (~90% trades at the exchange are intra day trades ). This requires set of much sophisticated tools & techniques to analyze the charts.
Description :
This indicator is based on Price Action Theory, Volume Profiles and Moneyflow Analytics. It also incorporates important parameters of the underlying assets such as Banking stocks & key benchmark banking metrics. It shows the bias of the index at any given point of time.
USP: It reacts to changes in price & other critical parameters very fast identifying the best scalping opportunities
How to use ?
Timeframe : Time duration for each bar (Input to given to the indicator by user)
Notations used in the indicator:
B- Signal for Buy
S- Signal for Sell
CS- Close Shorts
CL- Close Longs
BookLong- Book all Longs
BookShort- Book all Shorts
Critical Pivot: This is the thick line which changes color green to maroon to grey. It gives an idea of bias in the market. Green color is for Bullish bias, Maroon for Bearish bias & Grey for Neutral
Swing High: The dynamic green line at the end of the charts
Swing Low : The dynamic red line at the end of the charts
Major uses of the Indicator:
1. Understanding the direction of Bank Nifty and understands levels for entry / exits --- B & S signals
2. Understanding SL levels in order to prevent loss during unforeseen events ------------- Break of the critical pivot( green/maroon line )
3. Understanding Trailing SL levels to hold on to the winners --------------------------------- Break of the Green/Red Line
Ideal Timeframes for this Indicator :
1.Scalping ( 3 min / 5 min/15 mins )
Disclaimer: This script/strategy is for educational purpose and individual use only. The author of this script/strategy will not accept any liability for loss or damage as a result of reliance on the information contained in the charts. Please be fully informed regarding the risks associated with trading the financial markets.
This is a premium indicator
If you want access to this indicator, please message me (Links/Email in description below )
Z-HistogramIt is possible to approximate the underlying distribution of a random variable by using what is called an "Histogram". In order to construct an histogram one must first split the data into several intervals (also called bins) often of the same size and count the number of values falling within each intervals, the histogram plot is then constructed with the X axis representing the measured variable and the Y axis representing the frequency.
The proposed script aim to estimate the underlying distribution of a rolling z-score by constructing its histogram, here the histogram consist of 13 bins of width 0.5 rolling standard deviations. The length setting define the rolling z-score period, the window setting define the number of past data to be counted, finally using the "Total" option (true by default) will count all the rolling z-scores values since the first bar, in order to use the window setting make sure to uncheck the "Total" option.
DISPLAY
In order to see the entirety of the histogram make sure to double click on the indicator window and to have all the lower panels (text notes, pine editor...etc) hidden, finally make sure to zoom-in in order to see the frequency numbers displayed.
Z-Histogram on BTCUSD 15 min TF, the blue bins represent intervals situated over 0 while red bins represent intervals situated under 0. Here σ represent the X-axis in standard deviations, the histogram start with a bin situated at σ = -3 which count the number of times the rolling z-score was within -3 and -2.5, the histogram end with the bin situated at σ = 3 which count the number of time the rolling z-score was within 3 and 3.5.
It is also possible to look at the shape of the histogram without having the indicator window at full size.
INTERPREATION
An histogram can give really interesting information such as overall trend direction and strength. The direction can be measured by looking at the skewness of the histogram, with a negative skewness (the peak of the histogram situated at the right from the center) representing down-trending variations and positive skewness (the peak of the histogram situated at the left from the center) representing up-trending variations, while a symmetrical histogram could represent a ranging market. The farther away the peak of the histogram is situated from the center, the stronger the trend.
Another interesting characteristic is the tailedness of the histogram, which can give information about the cleanliness of the trend, for example a positive skew and high tailedness would represent a clean up-trend, as it could suggest less variations contrary to the main trend.
An histogram applied to the rolling z-score can give various useful information. As a recall the rolling z-score of the price measure the distance between the closing price and its moving average in term of rolling standard deviations, for example if the rolling z-score is equal to 2 it means that the closing price is currently 2 rolling standard deviations over its moving average.
Lets for example analyze the histogram using INTC 15 min tf with a window of 456 bars and rolling z-score of length = 100 in order to review longer term variations.
We can see from the histogram that the uptrend visible on the chart is represented by the bins situated over 0 having an overall higher frequency than the bins under 0, we can see that the closing price tended to stay between 1 and 1.5 rolling standard deviations over its period 100 moving average. Here bins under 0 accounts for retracements in the trend.
IN SUMMARY
An histogram can give various information regarding the price evolution of a security, the proposed script aim to plot the histogram of a rolling z-score. Now this script might not be too useful but it was fun to make, also it does not mean that an histogram is not an useful tool in the context of trading, the only thing required is a god implementation of it (like volume profiles for example)
In this post we have also reviewed some important statistical concepts such as distributions, z-score, skewness and tailedness, each being extremely important in the quantitative trading field.
Thx for reading !
Cumulative Overlapping Volume BarsThis is cheap replacement for volume profile.
Red bars is where accumulated high volume in small range.
if new bar moves out of range all accumulated volume will be lost and color will change.
Delta Volume Columns [LucF]Displays delta volume columns using intrabar volume information. Each volume column is divided into three sections: buying, selling and neutral volume. Volume for each section is determined from the volume and price movement of each intrabar at a user-selected lower resolution.
Features include:
- Choice of color themes for either dark or light chart backgrounds
- Delta volume columns
- Volume Balance displayed as the difference between the MAs of buying and selling volume
- Display of divergences between a bar’s volume balance and the bar’s price movement (example: buying volume > selling volume but close < open). Divergences can be shown in 2 different color schemes (including green/red showing a tentative direction), on volume columns and/or on chart bars
- Display of bar by bar volume balance with highlighting of above average volume
- Display of the usual total volume MA
- Choice of the lower resolution used to retrieve intrabar information
- Alerts configurable on any combination of the markers, with control over long/short direction
- Choice of 3 different markers:
1. Double bumps: two consecutive bars where buying or selling volume is in the same direction and where volume > volume MA
2. Divergence confirmations: direction of the price bar following a price/volume balance divergence
3. Volume balance shifts: zero level crossings of the volume balance MA delta
The chart shows the two main modes of display:
- Top pane : shows the stacked volume columns with divergences in orange and the flattened volume balance MAs delta at the bottom of the volume columns. This volume balance is the same shown in the bottom pane. The top pane also shows the instant volume balance strip above the volume columns. The strip’s colors show which of the buying or selling volume was greater, and colors are brighter if the total volume was above the total volume MA.
- Bottom pane : shows the volume balance MAs delta with markers 1 and 2. Given that this graphic has no price momentum component, I find quite eerie how it often looks like a momentum-based signal.
The default 5 minute intrabar resolution is used in combination with the weekly chart, which is excessive.
This script uses a special characteristic of the security() function’s behavior when it is sent to a resolution lower than the chart’s resolution. Details are given in the script’s comments. This method has the advantage of working under more circumstances than some of the other loop-based methods, but it also has its limits.
IMPORTANT
This is what you need to know:
- The method used does not work on the realtime bar—only on historical bars. Consequently, the volume column shown on the realtime bar is a normal volume column plotted in green or red, following price movement. The column will only show delta volume information after it closes and becomes a historical bar.
- The indicator only works on some chart resolutions: 5, 10, 15 and 30 minutes, 1, 2, 4, 6, and 12 hours, 1 day, 1 week and 1 month. The script’s code can be modified to run on other resolutions, but chart resolutions must be divisible by the lower resolution used for intrabars.
- Intrabar resolutions can be selected from 1, 5, 15, 30, 45 minutes, 1, 2, 3, 4 hours, 1 day, 1 week and 1 month. The intrabar resolution must of course be smaller than the chart’s resolution.
- Contrary to my other indicators where alerts must be configured to trigger “Once Per Bar Close” in order to avoid false triggers (or repainting), all this indicator’s alerts are designed to trigger using previous bar information since the indicator’s calculations in the realtime bar are not exact. Markers are not plotted with a negative offset; they appear at the beginning of the realtime bar following confirmation of the marker’s condition on the previous bar. Alerts for this indicator should thus be configured to trigger “Once Per Bar” so they trigger at the beginning of the realtime bar. Note that the penalty is not that great, as it is simply the instant between the close of the previous realtime bar and the opening of the next. The advantage of using this technique is that the indicator does not repaint; a marker that appears at the beginning of the realtime bar will never disappear.
- The script only plots information that is reliable in the realtime bar, i.e., total volume and markers. All other plots are set to n/a to prevent misleading traders.
- When the difference between the chart’s resolution and the lower resolution is too important, volume columns will not calculate for all bars in the dataset.
On Delta Volume
Buying or selling volume are misnomers, as every unit of volume transacted is both bought and sold by 2 different traders. There is no such thing as “buy only” or “sell only” volume, but trader lingo is riddled with original fabulations.
Without access to order book information, traders work with the assumption that when price moves up during a bar, there was more buying pressure than selling pressure. The built-in volume indicator available on TradingView uses this logic to color the volume columns green or red. While this script’s numbers are more precise because it analyses a number of intrabars to calculate its information, it uses the exact same imperfect logic to calculate its buying/selling/neutral sections.
Until Pine scripts can have access to how much volume was transacted at the bid/ask prices, our so-called buying/selling volume information will always be a mere proxy.
Divergences
You may wonder how there can be divergences between buying/selling volume information and price movement. This will sometimes be due to the methodology’s shortcomings we have just discussed, but divergences may also occur in instances where because of order book structure, it takes less volume to increase the price of an asset than it takes to decrease it.
As usual, divergences are points of interest because they reveal imbalances, which may or may not become turning points. I do not share the overwhelming enthusiasm traders have for divergences. To your pattern-hungry brain, the orange bars this indicator shows on chart will—as divergences on other indicators do–appear to often indicate turnarounds. My opinion is that reality is generally quite sobering, as many who have tried building automated rules based on divergences will tell you. I do not have hard numbers on the lack of performance of divergences—only many failed attempts to make them perform, which a few experienced strategy modelers I know share with me. Please don’t try to read too much into them. While they look great on past data, I find they are often difficult to use in realtime to make bets with good odds.
Thanks to:
- A guy called Kuan who commented on a Backtest Rookies presentation of an intrabar delta volume indicator using a for loop. The heart of “my” indicator is code borrowed from Kuan; I just built a hopefully useful wrapper around it.
- @theheirophant, my partner in the exploration of the sometimes weird abysses of security() ’s behavior at lower resolutions.
moving quantilesAlways works... Just kidding, indicates moving quantiles. Something between volume profiles and moving averages.
Reversal Nexus Pro Suite — Smart Scalper/Swing Trader/Hybrid 📝 Description
The Reversal Suite (5–15m) is a dynamic price-action-driven indicator built for scalpers and intraday traders who want to catch high-probability reversals with precision.
This system combines SFP (Swing Failure Patterns), Volume Climax filters, EMA bias, and momentum confirmation logic — all customizable to match your personal trading style.
The default configuration is tuned for NASDAQ futures (NQ1!) and similar indices on 5–15-minute charts, but it can adapt seamlessly to crypto, forex, and equities.
⚙️ How It Works
The indicator looks for exhaustion points in price where:
Volume Climax confirms liquidity sweeps,
EMA bias determines directional filters (single or dual-EMA),
Reclaim and rejection mechanics confirm structure shifts,
Momentum thrust ensures strength on reversal confirmation.
Each setup requires multi-factor alignment to reduce noise and increase signal precision.
🧩 Default Custom Settings (Recommended Start)
Setting Value Description
Mode Custom Enables full manual control
Signals must align within N bars 6 Forces confluence across recent bars
TP1 / TP2 (R-Multiples) 1.5 / 2.5 Default reward zones
RSI Divergence Enabled Adds secondary reversal confirmation
Volume Climax Enabled Detects high-volume exhaustion
Vol SMA Length 21 Volume baseline calculation
Climax ≥ k × SMA 7 Strength multiplier for volume spikes
EMA Length 200 Trend bias reference
Bias Both Allows both long and short setups
Dual EMA Bias Enabled Uses fast (21) vs slow (100) bias tracking
Min Distance from EMA Bias 2.55% Filter to avoid signals too close to MAs
Reclaim Buffer After Sweep 0.22% Ensures valid break-and-reclaim setups
Max Bars for Retest 1 Tight retest condition
Momentum Thrust Confirm Enabled Ensures volume and price thrust
Body ≥ ATR -6 Controls candle thrust sizing
TR SMA Length 20 Measures dynamic volatility
Body ≥ k × TR-SMA -4.4 Confirms structure-based rejection
Opposite-Signal Exit Enabled Auto-clears opposite signals
Opposite Signal Window 5 bars Short-term conflict filter
Swing Lookback (SFP) 2 Finds recent liquidity highs/lows
Cooldown Bars After Signal 8 Prevents over-triggering
🟢 Inputs are fully adjustable, so traders can optimize for:
Scalping (lower EMA, smaller swing lookback)
Swing trading (higher EMA, larger retest window)
Aggressive vs conservative confirmations
🧭 Recommended Use
Works best on 5m–15m timeframes
Pair with VWAP or EMA cloud overlays for directional context
Use Trend Guard to align only with higher-timeframe trend
Ideal for indices, forex majors, and large-cap stocks
🚀 Highlights
✅ Smart confluence-based reversal detection
✅ Built-in retest and rejection logic
✅ Dual EMA and volume climax filters
✅ Customizable momentum thrust confirmation
✅ Optimized for scalpers and intraday swing traders
🧱 Suggested Layout
Chart type: Candlestick
Timeframe: 5m or 15m
Overlay: VWAP / EMA Cloud / ORB Zone
Optional filters: ATR Bands, Volume Profile (VPVR), Session Boxes
⚠️ Disclaimer
The Reversal Nexus Pro indicator is provided for educational and informational purposes only. It is not financial advice and should not be interpreted as a recommendation to buy, sell, or trade any financial instrument.
Trading involves significant risk and may not be suitable for all investors. Past performance does not guarantee future results. Always perform your own analysis and use proper risk management before placing any trades.
The author of this script is not responsible for any financial losses or decisions made based on the use of this tool.
By using this indicator, you acknowledge that you understand these terms and accept full responsibility for your own trading results.
© 2025. All rights reserved. Redistribution or resale of this indicator, in full or in part, is strictly prohibited without the author’s written consent.
TTM Squeeze v5.1 [JopAlgo]TTM Squeeze v5.1 — compression → expansion, with a directional read
Core idea
This blends Bollinger Bands and Keltner Channels to detect volatility compression (a “squeeze”), then uses a momentum histogram to suggest which way the release may travel.
Squeeze On → BB is inside KC → quiet, pressure building
Squeeze Off → BB exits KC → expansion likely starting
Momentum histogram → direction and pace of the expansion
Read it as: compression → expansion and let momentum tell you up or down.
What you’ll see
Momentum histogram (centered at 0):
Above 0 → bullish tilt
Below 0 → bearish tilt
Rising vs falling bars → acceleration vs deceleration
Zero-line dots colored by squeeze state:
Red at 0 → Squeeze On (BB inside KC)
Green at 0 → Squeeze Off (no compression)
Quick scan → Is the dot red or green? Is the histogram above or below 0? Are the bars growing or shrinking?
How to use it (simple playbook)
1) Detect the setup
Dot turns red → Squeeze On → build your plan at key levels (no trade by itself).
While red, map entry levels and invalidations using your price tools.
2) Trade the release
First green after a red run → Squeeze Off → look for entry with momentum direction:
Histogram above 0 and rising → long bias
Histogram below 0 and falling → short bias
3) Location first (always)
Execute at objective references:
Volume Profile v3.2 → VAH / VAL / POC / LVNs
Anchored VWAP → session / weekly / event anchors
No level → no trade. A squeeze release into a level is better than one mid-range.
4) Confirmation stack (optional but strong)
If you also use CVDv1 → prefer Alignment OK and avoid entries where Absorption is against your side.
Entries, exits, risk
Break + retest (trend release)
Condition → Dot flips green, histogram crosses/expands on the same side of 0, price breaks a mapped level.
Entry → On the first retest/hold of that level after the flip.
Stop → Beyond the level or last swing.
Targets → Next VP node (POC/HVNs) → then trail.
Range edge release (rotation to value)
Condition → Dot flips green at a range boundary (e.g., VAL/VAH), histogram aligns with the break.
Entry → On reclaim/reject confirmation at that boundary.
Invalidation → Quick loss of the boundary and histogram roll against you.
Stand down
Dot green but histogram flat near 0 → noisy release, skip or size down.
Green release into a major opposite level with shrinking bars → take partials early.
Settings that matter (and how to tune)
BB/KC Length (default 21) → the lookback for both envelopes.
Shorter → faster squeezes, more signals. Longer → fewer, larger moves.
BB Multiplier (default 1.0 here)
Higher (e.g., 2.0) → fewer, cleaner squeezes (classic TTM style).
Lower (e.g., 1.0–1.5) → more frequent “tight” squeezes.
KC Multiplier (default 1.5)
Higher → wider KC → easier for BB to sit inside → more squeeze-on periods.
Lower → fewer squeeze-on periods.
Momentum Length (default 20) for the histogram (linreg on close − KC mid):
Shorter → earlier but noisier direction reads.
Longer → steadier but slower.
Practical combos
Classic feel → BB 2.0, KC 1.5, Length 20–21, Momentum 20
Intraday fast → BB 1.5, KC 1.5, Length 14–20, Momentum 14–18
Swing calm → BB 2.0, KC 1.5–1.8, Length 21–34, Momentum 20–30
Pattern cheat sheet
Red cluster → Green + histogram expansion above 0 → upside release → buy the retest of the breakout level → trail.
Red cluster → Green + histogram expansion below 0 → downside release → sell the retest → trail.
Green but histogram crosses back toward 0 quickly → failed release → avoid or scratch.
Multiple red↔green flips near 0 → volatility churn → wait for a clear level break with follow-through.
Best combos (kept simple)
Volume Profile v3.2 → Plan the squeeze while red; trigger on green at VAH/VAL/LVN/POC.
Anchored VWAP → A release that reclaims/rejects an AVWAP with histogram expansion is higher quality.
CVDv1 (optional) → Prefer releases with taker flow; skip if Absorption fights your side.
Common mistakes this helps you avoid
Entering during the red squeeze with no price trigger.
Chasing a green flip mid-range, far from levels.
Ignoring direction when the histogram is below 0 for longs (or above 0 for shorts).
Holding when the histogram shrinks back toward 0 into your target—take profits.
Disclaimer
This indicator and write-up are for education only, not financial advice. Trading carries risk; results vary by market, venue, and settings. Test first, act at defined levels, and manage risk. No guarantees or warranties are provided.
Market Bias (CEREBR)Market Bias (CEREBR) — quick read of who’s in control
What it does, in one line:
It builds a clean, smoothed Heikin-Ashi view (optionally from a higher timeframe) and an oscillator that says: bullish, bearish, or cooling off. You use it to decide directional bias and to avoid trading against that bias.
What you see on the chart
Smoothed HA candles (optional): green = bullish bias, red = bearish bias.
A soft fill band around the HA body:
Brighter = bias is strengthening.
Faded = bias is weakening.
(In Data Window) “Bias High / Low / Average” = the smoothed HA range and midline.
If you only look at one thing: green means look for longs, red means look for shorts. Faded color = be picky or trim.
How to use it (simple playbook)
Pick your higher timeframe (HTF) for the bias.
On a 4H chart, try HTF = 12H or 1D.
Rule: HTF must be equal to or higher than your chart TF.
Trade with the bias at real levels.
Longs only when the bias is green.
Shorts only when the bias is red.
Take entries at location: Volume Profile v3.2 levels (VAH/VAL/POC/LVNs) or Anchored VWAP.
Quality check (optional but strong):
Before clicking, glance at CVDv1.
Green bias + CVD Alignment OK and no Absorption = better odds.
If CVD shows Absorption against you, skip or wait for a retest.
When to pass:
Color flips every other bar (chop) → do less.
Color is fading (weakening) into your entry → size down or wait.
Timeframe guidance
Scalps (1–5m): HTF = 15m/30m. Use bias to filter direction; enter on pullbacks at AVWAP/VA edges.
Intraday (15m–1H): HTF = 4H. Buy dips in green / sell pops in red at VP levels.
Swing (2H–4H): HTF = 12H/1D. First pullback after a fresh flip is usually the best.
Position (1D–1W): HTF = 1W. Hold while color stays consistent; reduce on weakening near HVNs.
Entries, exits, and stops
Entry with trend:
Bias green, price pulls back to AVWAP / VAL / prior HA mid, then holds.
Click the long. Reverse for shorts in red.
Exit / reduce:
When “Trend Weakens” alert fires, or color fades while hitting your POC/HVN target.
Hard exit on opposite flip (green→red or red→green) if your idea was pure trend-follow.
Stops:
Behind structure/level (not just on color).
If the next bar flips bias against you and CVD also disagrees, cut it early.
Inputs that matter (keep these simple)
Timeframe (HA Market Bias): your HTF. Must be ≥ chart TF.
Period (default 100): smoothing for the base OHLC. Higher = steadier.
Smoothing (default 100): extra smoothing for the HA feed. Higher = fewer flips.
Oscillator Period (default 7): affects how fast strengthening/weakening shows in the fill color. Lower = quicker.
Tip: If you see too many flips, raise Period/Smoothing or pick a higher HTF. If it feels slow, lower them one notch.
Alerts (plain meaning)
Bullish Trend Switch: bias turned bearish → bullish.
Bullish Trend Strengthens / Weakens: same direction, momentum building / cooling.
Bearish Trend Switch: bullish → bearish.
Bearish Trend Strengthens / Weakens: same idea for shorts.
Use “Switch” to prepare for new setups; use “Strengthens/Weakens” to add/trim or tighten risk.
How it works (one paragraph, no math)
The script smooths price, builds Heikin-Ashi values on your chosen HTF, smooths those again, and doesn’t repaint on closed bars. From the HA open/close difference it creates a simple bias oscillator: above zero = bullish, below zero = bearish. The fill brightness tells you if that bias is getting stronger or weaker right now.
Good combos (optional, but recommended)
Volume Profile v3.2 : use VAH/VAL/POC/LVNs as your battleground.
Anchored VWAP : use reclaims/rejections for timing.
CVDv1 : sanity-check flow quality before entry.
FAQ (quick)
Does it repaint?
No on closed bars. HTF values are requested with a safe offset.
Best starting setup?
4H chart, HTF = 1D, Period/Smoothing 100/100, Oscillator 7.
Can I hide the HA candles?
Yes—toggle “Show HA Candles.” Keep only the bias fill if you want a cleaner price chart.
Short disclaimer
Educational tool, not advice. Markets carry risk. Test first, size small, and trade with your plan.
Fixed Range Volume Profile"Distribution of transaction volume by price group (transaction volume by price block)"
Instructions for use (Professional Manual)
1. a basic concept
By vertical axis (price), shows the cumulative trading volume traded in the segment.
The longer the block, the more transactions took place in that price range.
Colors distinguish between buying/selling strength (green = buying advantage, red = selling advantage).
2. Key components
POC (Point of Control)
→ Longest block (most traded price segment, "key selling point").
VAH / VAL (Value Area High/Low)
→ Top/bottom segments where approximately 70% of the total volume is formed.
→ Role of "Major Support/Resistance".
High Capacity Node (HVN)
→ Significantly higher trading volumes → strong support/resistance.
Low Volume Node (LVN)
→ Low volume section → areas where prices are easily passed.
3. practical application
Find Support/Resistance
The thickest block (POC) is used as a place where prices often rebound/resist.
a trading entry/liquidation strategy
Buy if the price is supported near HVN,
When breaking through the LVN, fast movement (gap movement) can be expected.
break/goal setting
Finger = Under the LVN,
Target = Next HVN.
Judgment of trends
When the block distribution is concentrated above, "Increase to Collection Section"
If you're driven below, you're "in a downtrend to a variance section."
4. Precautions
The volume distribution is "past data based" and is not an indicator of the future.
Rather than using it alone, it is more effective to combine with Fibonacci, trend lines, and candle patterns.
In particular, in the volatile market, the LVN breakthrough → may signal a surge/fall.
In summary, this block indicator is "a map showing the most market participants at any price point".
In other words, it is useful for finding support/resistance as a tool for analyzing sales and establishing the basis for trading strategies.
POC Migration Velocity (POC-MV) [PhenLabs]📊POC Migration Velocity (POC-MV)
Version: PineScript™v6
📌Description
The POC Migration Velocity indicator revolutionizes market structure analysis by tracking the movement, speed, and acceleration of Point of Control (POC) levels in real-time. This tool combines sophisticated volume distribution estimation with velocity calculations to reveal hidden market dynamics that conventional indicators miss.
POC-MV provides traders with unprecedented insight into volume-based price movement patterns, enabling the early identification of continuation and exhaustion signals before they become apparent to the broader market. By measuring how quickly and consistently the POC migrates across price levels, traders gain early warning signals for significant market shifts and can position themselves advantageously.
The indicator employs advanced algorithms to estimate intra-bar volume distribution without requiring lower timeframe data, making it accessible across all chart timeframes while maintaining sophisticated analytical capabilities.
🚀Points of Innovation
Micro-POC calculation using advanced OHLC-based volume distribution estimation
Real-time velocity and acceleration tracking normalized by ATR for cross-market consistency
Persistence scoring system that quantifies directional consistency over multiple periods
Multi-signal detection combining continuation patterns, exhaustion signals, and gap alerts
Dynamic color-coded visualization system with intensity-based feedback
Comprehensive customization options for resolution, periods, and thresholds
🔧Core Components
POC Calculation Engine: Estimates volume distribution within each bar using configurable price bands and sophisticated weighting algorithms
Velocity Measurement System: Tracks the rate of POC movement over customizable lookback periods with ATR normalization
Acceleration Calculator: Measures the rate of change of velocity to identify momentum shifts in POC migration
Persistence Analyzer: Quantifies how consistently POC moves in the same direction using exponential weighting
Signal Detection Framework: Combines trend analysis, velocity thresholds, and persistence requirements for signal generation
Visual Rendering System: Provides dynamic color-coded lines and heat ribbons based on velocity and price-POC relationships
🔥Key Features
Real-time POC calculation with 10-100 configurable price bands for optimal precision
Velocity tracking with customizable lookback periods from 5 to 50 bars
Acceleration measurement for detecting momentum changes in POC movement
Persistence scoring to validate signal strength and filter false signals
Dynamic visual feedback with blue/orange color scheme indicating bullish/bearish conditions
Comprehensive alert system for continuation patterns, exhaustion signals, and POC gaps
Adjustable information table displaying real-time metrics and current signals
Heat ribbon visualization showing price-POC relationship intensity
Multiple threshold settings for customizing signal sensitivity
Export capability for use with separate panel indicators
🎨Visualization
POC Connecting Lines: Color-coded lines showing POC levels with intensity based on velocity magnitude
Heat Ribbon: Dynamic colored ribbon around price showing POC-price basis intensity
Signal Markers: Clear exhaustion top/bottom signals with labeled shapes
Information Table: Real-time display of POC value, velocity, acceleration, basis, persistence, and current signal status
Color Gradients: Blue gradients for bullish conditions, orange gradients for bearish conditions
📖Usage Guidelines
POC Calculation Settings
POC Resolution (Price Bands): Default 20, Range 10-100. Controls the number of price bands used to estimate volume distribution within each bar
Volume Weight Factor: Default 0.7, Range 0.1-1.0. Adjusts the influence of volume in POC calculation
POC Smoothing: Default 3, Range 1-10. EMA smoothing period applied to the calculated POC to reduce noise
Velocity Settings
Velocity Lookback Period: Default 14, Range 5-50. Number of bars used to calculate POC velocity
Acceleration Period: Default 7, Range 3-20. Period for calculating POC acceleration
Velocity Significance Threshold: Default 0.5, Range 0.1-2.0. Minimum normalized velocity for continuation signals
Persistence Settings
Persistence Lookback: Default 5, Range 3-20. Number of bars examined for persistence score calculation
Persistence Threshold: Default 0.7, Range 0.5-1.0. Minimum persistence score required for continuation signals
Visual Settings
Show POC Connecting Lines: Toggle display of colored lines connecting POC levels
Show Heat Ribbon: Toggle display of colored ribbon showing POC-price relationship
Ribbon Transparency: Default 70, Range 0-100. Controls transparency level of heat ribbon
Alert Settings
Enable Continuation Alerts: Toggle alerts for continuation pattern detection
Enable Exhaustion Alerts: Toggle alerts for exhaustion pattern detection
Enable POC Gap Alerts: Toggle alerts for significant POC gaps
Gap Threshold: Default 2.0 ATR, Range 0.5-5.0. Minimum gap size to trigger alerts
✅Best Use Cases
Identifying trend continuation opportunities when POC velocity aligns with price direction
Spotting potential reversal points through exhaustion pattern detection
Confirming breakout validity by monitoring POC gap behavior
Adding volume-based context to traditional technical analysis
Managing position sizing based on POC-price basis strength
⚠️Limitations
POC calculations are estimations based on OHLC data, not true tick-by-tick volume distribution
Effectiveness may vary in low-volume or highly volatile market conditions
Requires complementary analysis tools for complete trading decisions
Signal frequency may be lower in ranging markets compared to trending conditions
Performance optimization needed for very short timeframes below 1-minute
💡What Makes This Unique
Advanced Estimation Algorithm: Sophisticated method for calculating POC without requiring lower timeframe data
Velocity-Based Analysis: Focus on POC movement dynamics rather than static levels
Comprehensive Signal Framework: Integration of continuation, exhaustion, and gap detection in one indicator
Dynamic Visual Feedback: Intensity-based color coding that adapts to market conditions
Persistence Validation: Unique scoring system to filter signals based on directional consistency
🔬How It Works
Volume Distribution Estimation:
Divides each bar into configurable price bands for volume analysis
Applies sophisticated weighting based on OHLC relationships and proximity to close
Identifies the price level with maximum estimated volume as the POC
Velocity and Acceleration Calculation:
Measures POC rate of change over specified lookback periods
Normalizes values using ATR for consistent cross-market performance
Calculates acceleration as the rate of change of velocity
Signal Generation Process:
Combines trend direction analysis using EMA crossovers
Applies velocity and persistence thresholds to filter signals
Generates continuation, exhaustion, and gap alerts based on specific criteria
💡Note:
This indicator provides estimated POC calculations based on available OHLC data and should be used in conjunction with other analysis methods. The velocity-based approach offers unique insights into market structure dynamics but requires proper risk management and complementary analysis for optimal trading decisions.
Wick Pressure Zones [BigBeluga]
The Wick Pressure Zones indicator highlights areas where extreme wick activity occurred, signaling strong buy or sell pressure. By measuring unusually long upper or lower wicks and mapping them into gradient volume zones , the tool helps traders identify levels where liquidity was absorbed, leaving behind footprints of supply and demand imbalances. These zones often act as support, resistance, or liquidity sweep magnets .
🔵 CONCEPTS
Extreme Wicks : Large upper or lower shadows indicate aggressive rejection — upper wicks suggest selling pressure, lower wicks suggest buying pressure.
Volumatic Gradient Zones : From each detected wick, the indicator projects a layered gradient zone, proportional to the wick’s size, showing where most pressure occurred.
Liquidity Footprints : These zones mark levels where significant buy/sell volume was executed, often becoming reaction points on future retests.
Automatic Expiration : Zones persist until price decisively trades through them, after which they are cleared to keep the chart clean.
🔵 FEATURES
Automatic Wick Detection : Identifies extreme upper and lower wick events using percentile filtering and Realative Strength Index.
Gradient Zone Visualization : Builds a 10-layer zone from the wick top/bottom, shading intensity according to pressure strength.
Volume Labels : Each zone is annotated with the bar’s volume at the origin point for added context.
Dynamic Zone Extension : Zones extend to the right as long as they remain relevant; once price closes through them, they are removed.
Support & Resistance Mapping : Upper wick zones (red) behave like supply/resistance, lower wick zones (green) like demand/support.
Clutter Control : Limits the number of active zones (default 10) to keep charts responsive.
Background Highlighting : Optional background shading when new wick zones appear (red for sell, green for buy).
🔵 HOW TO USE
Look for Upper Wick Zones (red) : Indicate strong selling pressure; watch for resistance, reversals, or liquidity sweeps above.
Look for Lower Wick Zones (green) : Indicate strong buying pressure; watch for support or liquidity sweeps below.
Trade Retests : When price returns to a zone, expect a reaction (bounce or rejection) due to leftover liquidity.
Combine with Context : Align wick pressure zones with HTF support/resistance, order blocks, or volume profile for stronger signals.
Use Volume Labels : High-volume wicks indicate more significant liquidity events, making the zone more likely to act as a strong reaction point.
🔵 CONCLUSION
The Wick Pressure Zones is a powerful way to visualize hidden liquidity and aggressive rejections. By mapping extreme wick events into dynamic, volume-annotated zones, it shows traders where the market absorbed heavy buy/sell pressure. These levels frequently act as magnets or turning points, making them valuable for timing entries, stop placement, or fade strategies.
XAUUSD Confluence Analyzer# TradingView Setup Guide - XAUUSD Confluence Indicator
Configuring the Indicator Settings
Once added to your chart, click the **gear icon** next to the indicator name to access settings:
### RSI Settings:
- **RSI Length**: 14 (default)
- **RSI Overbought**: 70
- **RSI Oversold**: 30
### Volume Settings:
- **Volume Multiplier**: 1.5 (signals high volume when 1.5x average)
### Support/Resistance Settings:
- **Lookback Period**: 20
- **S/R Touch Strength**: 3
### Key Levels (Update these based on current market):
- **Key Support 1**: 3269.0
- **Key Support 2**: 3321.0
- **Key Resistance 1**: 3400.0
- **Key Resistance 2**: 3450.0
### Fibonacci Settings:
- **Fibonacci Lookback**: 100 periods
Understanding the Visual Elements
### Lines and Levels:
- **Green Lines**: Support levels (Key Support 1 & 2)
- **Red Lines**: Resistance levels (Key Resistance 1 & 2)
- **Purple/Blue/Orange Dots**: Fibonacci retracement levels (61.8%, 50%, 38.2%)
### Background Colors:
- **Yellow Background**: High confluence (70+ score) - Strong signal
- **Blue Background**: Moderate confluence (40-69 score)
- **Gray Background**: Low confluence (<40 score)
### Signal Arrows:
- **Green Triangle Up**: Buy signal (confluence score 70+ at support)
- **Red Triangle Down**: Sell signal (confluence score 70+ at resistance)
### Information Table (Top Right):
- **Confluence Score**: Current confluence strength (0-100)
- **RSI**: Current RSI value
- **Distance to Levels**: How close price is to key levels
- **Volume**: Current volume status (HIGH/NORMAL)
- **Signal**: Current signal (BUY/SELL/NONE)
- **Strength**: Overall signal strength (STRONG/MODERATE/WEAK)
Setting Up Alerts
1. **Right-click on the chart** and select "Add Alert"
2. **Choose your indicator** from the dropdown
3. **Select alert type**:
- "Confluence Buy Signal" - Alerts when buy conditions met
- "Confluence Sell Signal" - Alerts when sell conditions met
- "High Confluence Alert" - Alerts when score reaches 70+
4. **Configure notification method** (email, SMS, app notification)
5. **Click "Create"**
## Step 5: Additional Setup Recommendations
### Complementary Indicators to Add:
1. **Volume Profile** - Shows volume at price levels
2. **MACD** - Momentum confirmation
3. **Bollinger Bands** - Volatility and mean reversion
4. **200 EMA** - Long-term trend direction
### Chart Setup:
- **Timeframe**: Daily for main signals, 4H for entries/exits
- **Chart Type**: Candlesticks
- **Extended Hours**: Enable for complete price action
### Watchlist Setup:
Create a watchlist with:
- XAUUSD (main)
- DXY (Dollar Index - inverse correlation)
- US10Y (Bond yields - affects gold)
- SPX (Risk sentiment)
Trading Rules Based on Confluence Score
### High Confluence (70+ Score):
- **Entry**: Wait for score 70+ at key levels
- **Stop Loss**: Below nearest support (buy) / Above nearest resistance (sell)
- **Take Profit**: Next resistance level (buy) / Next support level (sell)
- **Position Size**: Full position size
### Moderate Confluence (40-69 Score):
- **Entry**: Wait for additional confirmation (price action, volume)
- **Stop Loss**: Tighter stops
- **Take Profit**: Partial targets
- **Position Size**: Reduced position size
### Low Confluence (<40 Score):
- **Action**: Avoid trading, wait for better setup
- **Use**: Market analysis only
## Step 7: Backtesting Your Strategy
1. **Use TradingView's Strategy Tester**
2. **Convert indicator to strategy** (modify Pine Script)
3. **Test different timeframes** (4H, Daily, Weekly)
4. **Optimize parameters** based on historical performance
5. **Paper trade** before live implementation
## Step 8: Regular Maintenance
### Weekly Tasks:
- Review key support/resistance levels
- Update Fibonacci lookback period if needed
- Check alert functionality
### Monthly Tasks:
- Analyze performance metrics
- Adjust key levels based on new market structure
- Review and optimize parameters
## Troubleshooting Common Issues
### Indicator Not Loading:
- Check Pine Script syntax errors
- Ensure all input values are valid
- Try reducing lookback periods if memory issues
### Signals Not Appearing:
- Verify key levels are current
- Check if confluence score is reaching threshold
- Ensure all conditions are met simultaneously
### Too Many/Few Signals:
- Adjust confluence score threshold
- Modify RSI overbought/oversold levels
- Change volume multiplier sensitivity
## Mobile App Usage
The indicator works on TradingView mobile app:
1. **Sync your account** to access custom indicators
2. **Alerts will work** on mobile notifications
3. **Table display** may be smaller but functional
4. **All signals and levels** display correctly
## Pro Tips
1. **Combine with multiple timeframes**: Use daily for signals, 4H for entries
2. **Watch news events**: Gold is sensitive to economic data
3. **Monitor correlations**: Watch DXY, yields, and equity markets
4. **Use confluence with price action**: Look for engulfing patterns, pin bars at levels
5. **Risk management**: Never risk more than 1-2% per trade
This indicator automates the confluence analysis we identified and provides clear visual signals for XAUUSD trading opportunities.
Vwapbot (VWAP + Ut Bot Alerts)Vwapbot (VWAP + Ut Bot Alerts) - Complete Guide
This Pine Script indicator combines two powerful trading tools: Volume Weighted Average Price (VWAP) and the UT Bot trend-following system. Here's a comprehensive breakdown:
What This Indicator Does
The indicator provides:
1. VWAP calculation with deviation bands
2. UT Bot trend signals with trailing stops
3. Combined confluence alerts when both indicators align
4. Visual information table showing current market conditions
Core Components
1. VWAP (Volume Weighted Average Price)
What it is: VWAP calculates the average price weighted by volume, giving more importance to high-volume periods.
Settings:
• VWAP Source: Price used for calculation (default: hlc3 - average of high, low, close)
• VWAP Anchor: Reset period (Session/Week/Month/Quarter/Year)
Usage:
• Price above VWAP = bullish bias
• Price below VWAP = bearish bias
• VWAP acts as dynamic support/resistance
2. VWAP Deviation Bands
What they show: Statistical boundaries around VWAP based on price volatility
Settings:
• Standard Deviation Multiplier: How far the bands extend (default: 1.0)
• Show Bands: Toggle visibility
Usage:
• Gray dashed lines: 1 standard deviation bands (normal price range)
• Red dotted lines: 2 standard deviation bands (extreme price levels)
• Price touching outer bands may indicate reversal opportunities
3. UT Bot (Ultimate Trend Bot)
What it does: Creates a trailing stop system that follows trends and signals reversals
Settings:
• Key Value: Sensitivity multiplier (1.0 = balanced, lower = more sensitive)
• ATR Period: Lookback period for volatility calculation (default: 10)
How it works:
• Uses ATR (Average True Range) to calculate dynamic support/resistance levels
• Green line = uptrend (trailing stop below price)
• Red line = downtrend (trailing stop above price)
4. UT Bot Alerts are integrated to the logic of Volume Profile i,e VWAP, the UT Bot Stop trailing line plot its data and change trends obtaining it's logic from the VWAP and Standard Deviation bands, thus it differs in it's logic of UT Bot alerts from other indicators.
Visual Elements
On-Chart Displays:
1. Blue line: VWAP
2. Gray lines: 1st deviation bands
3. Red lines: 2nd deviation bands
4. Green/Red thick line: UT Bot trailing stop
5. Green triangles up: Buy signals
6. Red triangles down: Sell signals
7. Background color: Light green (bullish) / Light red (bearish)
Information Table (Top Right):
• VWAP: Current VWAP value
• UT Bot: Current trailing stop level
• Trend: Bullish/Bearish status
• Price vs VWAP: Above/Below comparison
• Deviation: Percentage distance from VWAP
• Volume: Current bar volume
Trading Signals
Basic Signals:
1. UT Bot Buy: Green triangle when trend turns bullish
2. UT Bot Sell: Red triangle when trend turns bearish
3. VWAP Cross Above: Price crosses above VWAP
4. VWAP Cross Below: Price crosses below VWAP
Confluence Signals :
1. Bullish Confluence: UT Bot buy signal + Price above VWAP
2. Bearish Confluence: UT Bot sell signal + Price below VWAP
How to Use This Indicator
For Trend Following:
1. Enter long when you get a bullish confluence signal
2. Enter short when you get a bearish confluence signal
3. Exit when the UT Bot trend changes color
For Mean Reversion:
1. Look for reversals when price hits the 2nd deviation bands
2. Confirm with UT Bot signals
3. Target return to VWAP
For Support/Resistance:
1. Use VWAP as dynamic support in uptrends, resistance in downtrends
2. Watch for bounces at deviation bands
3. Confirm direction with UT Bot trend color
Best Practices
Timeframes:
• Intraday: Use Session VWAP anchor
• Swing trading: Use Weekly/Monthly anchors
• Position trading: Use Monthly/Quarterly anchors
Risk Management:
• Stop loss: Below/above the UT Bot trailing stop
• Position sizing: Smaller positions when price is at extreme deviation bands
• Confluence: Wait for both VWAP and UT Bot alignment for strongest signals
Market Conditions:
• Trending markets: Focus on UT Bot signals and VWAP direction bias
• Ranging markets: Use deviation bands for entry/exit points
• High volume periods: VWAP becomes more significant
Alert System
The indicator provides 6 types of alerts:
1. UT Bot buy/sell signals
2. VWAP crossover alerts
3. Confluence alerts (most important)
Set up alerts for confluence signals to catch the highest probability setups when both indicators align.
This indicator works best when combined with proper risk management and used in conjunction with market structure analysis. The confluence signals provide the highest probability entries, while the individual components help with market.
Advice from the publisher:
For using with Indices e.g NIFTY 50, BANKNIFTY etc. use parameters:
UT BOT Key Value : 1
UT BOT ATR Period : 10
Standard Deviation Multiplier : 1 {Default}
For using with commodities e.g NATURALGAS, CRUDEOIL etc. use parameters:
UT BOT Key Value : 2
UT BOT ATR Period : 7
Standard Deviation Multiplier : 1 {Default}
StdDev Supply/Demand Zone RefinerThis indicator uses standard deviation bands to identify statistically significant price extremes, then validates these levels through volume analysis and market structure. It employs a proprietary "Zone Refinement" technique that dynamically adjusts zones based on price interaction and volume concentration, creating increasingly precise support/resistance areas.
Key Features:
Statistical Extremes Detection: Identifies when price reaches 2+ standard deviations from mean
Volume-Weighted Zone Creation: Only creates zones at extremes with abnormal volume
Dynamic Zone Refinement: Automatically tightens zones based on touch points and volume nodes
Point of Control (POC) Identification: Finds the exact price with maximum volume within each zone
Volume Profile Visualization: Shows horizontal volume distribution to identify key liquidity levels
Multi-Factor Validation: Combines volume imbalance, zone strength, and touch count metrics
Unlike traditional support/resistance indicators that use arbitrary levels, this system:
Self-adjusts based on market volatility (standard deviation)
Refines zones through machine-learning-like feedback from price touches
Weights by volume to show where real money was positioned
Tracks zone decay - older, untested zones automatically fade
kaka-Buff横盘系统与CVD和LVP
作用：此指标用于识别市场横盘（震荡）区间，检测累积成交量差额（CVD）背离（基于分形和参考方法），并标记基于大成交量K线的关键价格水平（Large Volume Price, LVP）。它通过结合横盘信号、成交量背离和关键价格水平，帮助交易者识别潜在的趋势反转或延续。指标还绘制可自定义的指数移动平均线（EMA）以辅助趋势分析。主要功能：横盘检测：使用EMA标准差（STD）、平均真实波幅（ATR）、平均方向指数（ADX）和布林带宽度（BB宽度）识别低波动性的横盘区间。
分形CVD背离：通过分形枢轴点和成交量差额计算，检测看涨（“+RD”）和看跌（“-RD”）背离，以标签形式显示在图表上。
参考CVD背离：在成交量分布区域（VAH、VAL、POC）内识别简单的CVD背离（基于价格和成交量差额高/低点），以绿色/红色三角形显示。
大成交量价格（LVP）：在回看周期（可自主设置长度）内标记最大成交量K线的最高/最低价，绘制线和标签，指示关键支撑/阻力位。
EMA线：绘制20、50、100和200周期的EMA，带开关控制和可自定义颜色，用于趋势可视化。
表格：以可自定义的表格（字体大小/颜色均可调节）显示横盘指标（EMA STD、ATR、ADX、BB宽度）和整体横盘状态。
警报：提供横盘进入/退出、分形CVD背离、参考CVD背离和LVP价格突破的警报。
Consolidation System with CVD and LVP
Purpose: This indicator identifies market consolidation zones, detects Cumulative Volume Delta (CVD) divergences (both fractal-based and reference-based), and marks significant price levels based on large volume bars (Large Volume Price, LVP). It helps traders identify potential trend reversals or continuations by combining consolidation signals, volume-based divergence, and key price levels. The indicator also plots customizable Exponential Moving Averages (EMAs) to aid in trend analysis.Key Features:Consolidation Detection: Uses EMA Standard Deviation (STD), Average True Range (ATR), Average Directional Index (ADX), and Bollinger Bands (BB) width to identify low-volatility consolidation zones.
Fractal CVD Divergence: Detects bullish ("+RD") and bearish ("-RD") divergences using fractal pivot points and a volume delta calculation, displayed as labels on the chart.
Reference CVD Divergence: Identifies simpler CVD divergences (based on price and volume delta highs/lows) within volume profile zones (VAH, VAL, POC), shown as green/red triangles.
Large Volume Price (LVP): Marks the high/low of the highest volume bar within a lookback period with lines and labels, indicating key support/resistance levels.
EMA Lines: Plots EMA 20, 50, 100, and 200 with toggle switches and customizable colors for trend visualization.
Table: Displays consolidation metrics (EMA STD, ATR, ADX, BB width) and overall consolidation status in a customizable table.
Alerts: Provides alerts for consolidation entry/exit, fractal CVD divergences, reference CVD divergences, and LVP price crossings.
[MAD] FVG with LTF-POC/TPOOverview
The Fair Value Gap (FVG) Detector is a precision tool designed to automatically identify, draw, and track market inefficiencies. These gaps, also known as imbalances, often act as powerful magnets for future price action.
This indicator handles the entire lifecycle of an FVG: from its creation and extension, to the moment it is first touched, and through its entire mitigation process. To add an even deeper layer of analysis, it can now optionally plot two types of micro-analysis lines for the middle candle of the FVG pattern: a volume-based Point of Control (LTF-POC) and a time-based Time Price Opportunity (LTF-TPO). These high-precision lines pinpoint the most significant price levels within the imbalance itself.
By providing a clean and objective visualization of these critical price zones, the FVG Detector gives traders a clear framework for spotting high-probability setups and understanding how the market returns to areas of inefficiency to become balanced once again.
█ How It Works
The indicator’s logic is built on precise detection, dynamic visualization, and intelligent state tracking to provide a comprehensive view of market imbalances.
⚪ The FVG Detection Engine
At its core, the indicator uses a classic three-candle pattern to identify FVGs. This mechanical definition removes all subjectivity:
Bullish FVG: A gap is identified when the high of the first candle is lower than the low of the third candle. The space between these two prices creates the bullish FVG.
Bearish FVG: A gap is identified when the low of the first candle is higher than the high of the third candle. The space between these two prices creates the bearish FVG.
⚪ Dynamic Drawing and Mitigation
Once an FVG is detected, the indicator automatically draws a colored box to represent the gap. This box is then managed through its entire lifecycle:
Extension: If enabled, the FVG box extends forward in time with each new candle, acting as a visible, forward-looking zone of interest.
Partial Mitigation Trigger: The moment price first "touches" the gap, the box changes color to signal that it is no longer a fresh, unmitigated zone. The statistics table counts this as a "Partially Mitigated" event.
Shrinking FVG: As price moves further into the gap, the colored box dynamically shrinks, providing a real-time visual of how much of the imbalance has been filled.
Historical Outline: An optional secondary outline box is drawn to preserve the FVG's original size. This outline stops extending when the FVG is first touched, leaving a permanent historical marker.
⚪ Optional LTF Analysis for Added Precision
The indicator can look "inside" the FVG's middle candle to find its most significant price levels.
LTF-POC (Volume-Based): Using data from a lower timeframe, it analyzes the volume profile of the FVG-creating candle to find the single price level from the lower-timeframe bar with the highest trading volume.
LTF-TPO (Time-Based): It also identifies the Time Price Opportunity by dividing the candle's price range into distinct "bins." The script counts how many lower-timeframe price ticks occurred in each bin, and the TPO line is drawn at the center of the busiest bin.
Visual Confluence: These are drawn as distinct horizontal lines (defaulting to orange for POC and yellow for TPO) that extend and are managed alongside the FVG's historical outline, serving as precise levels of interest within the broader FVG zone.
█ Why This Indicator is Different
While many traders can spot FVGs manually, this indicator offers a significant edge through the possibility of the lowertimeframe analysis and showing the syntetic TPO or POCs for the relevant candles.
⚪ Automated and Objective
The market moves fast, and manually drawing FVGs is impractical and prone to error. This tool automates the entire process.
Never Miss a Gap: The detector impartially scans every three-candle sequence, ensuring no FVG is missed.
No Subjectivity: The rules for detection, mitigation, and LTF analysis are based on fixed mathematical models, removing subjective judgment.
Multi-Timeframe Clarity: The indicator works flawlessly on any timeframe, allowing you to maintain a consistent view of market structure.
⚪ Visualizing Market Memory
This tool does more than just draw boxes; it tells a story. Watching a box change color and shrink provides a visual of market dynamics in action. The optional historical outlines and LTF analysis lines build a "map" on your chart, showing where significant reactions and high-liquidity zones occurred in the past, which provides invaluable context for future price movements.
█ How to Use
⚪ Identifying High-Probability Zones
The primary use of the FVG Detector is to identify high-probability zones where price may react.
Entries: Unmitigated (fresh) FVGs can serve as powerful entry zones. Traders may look for price to return to a bullish FVG to take a long position, or to a bearish FVG to take a short position.
Targets: An FVG in your path can also act as a logical profit target. For example, if you are in a long position, you might take profit as price fills a nearby bearish FVG above you.
⚪ Confluence and Confirmation
FVGs are most powerful when they align with other forms of technical analysis. Look for FVGs that have "confluence" with:
Market Structure: A bullish FVG found at a key support level or after a bullish break of structure is a higher-probability setup.
Order Blocks: An FVG that overlaps with a bullish or bearish order block creates a very potent point of interest.
Premium/Discount Zones: FVGs found deep in a premium (for shorts) or discount (for longs) area of a trading range often yield strong reactions.
The LTF Lines (POC & TPO): Use these lines as a source of internal confluence. While the FVG gives you a zone, the POC and TPO give you precise levels within that zone. The POC shows where the highest volume was traded, while the TPO shows where price spent the most time. Confluence between these two lines can signal an extremely strong level.
█ Settings
Max Number of FVGs to Display: Controls how many active FVGs are kept on the chart to prevent clutter and maintain performance.
Extend Unmitigated FVGs: When enabled, FVG boxes will extend to the right until price touches them.
Show Bullish/Bearish FVGs: Toggles the visibility of bullish or bearish FVGs.
Show FVG Labels: Toggles the visibility of the "FVG" text labels.
Keep Mitigated Outlines: If checked, the historical outline box (and its associated POC/TPO lines) will remain on the chart even after the FVG is completely filled.
Show Statistics: Toggles the visibility of the statistics table, which tracks total, partly mitigated, and fully mitigated FVGs.
Show LTF-TPO (Time-Based): Toggles the calculation and display of the Time Price Opportunity line.
Show LTF-POC (Volume-Based): Toggles the calculation and display of the Point of Control line.
Use Custom LTF for Analysis: Check this to manually select a timeframe for the POC/TPO calculation. If unchecked, the script auto-selects a lower timeframe.
Lower Timeframe: The specific lower timeframe to use when the "Custom LTF" box is checked.
Magnifier (Bars per Slice): Controls how the script auto-selects a lower timeframe (higher number = lower timeframe). Only active when "Custom LTF" is unchecked.
█ The Logic Explained
This indicator uses a clear, rules-based system based on mathematical and conditional principles.
The 3-Candle FVG Pattern
The detection engine precisely identifies FVGs by comparing the price extremes of a three-candle sequence. For a bullish FVG, it confirms that the high of the first candle is strictly below the low of the third candle. For a bearish FVG, the low of the first candle must be strictly above the high of the third. This leaves an objective, unfilled gap in the market.
The Mitigation and Shrinking Process
Once an FVG is created, the indicator monitors it on every subsequent bar. The moment a candle's price action enters the FVG's zone, it's flagged as "partially mitigated," and its color changes. The script then continues to track how far price pushes into the gap, dynamically shrinking the box to visually represent the remaining imbalance.
Lower-Timeframe (LTF) Analysis Explained
To add precision, the indicator performs a micro-analysis of the middle candle of the FVG pattern. This is achieved by mathematically deconstructing that single candle using data from a smaller timeframe.
The lower timeframe is determined either manually or automatically via the Magnifier. The Magnifier works by dividing the chart's current timeframe. For example, on a 60-minute chart, a Magnifier of 60 tells the indicator to perform its analysis using 1-minute data (60÷60=1).
Once the LTF data is obtained, two calculations are performed:
LTF Point of Control (Volume-Based): This method seeks the price of maximum commitment. The indicator analyzes the volume of every single lower-timeframe bar within the main candle and identifies the one bar with the highest trading volume. The closing price of that specific high-volume bar is designated as the POC.
LTF Time Price Opportunity (Time-Based): This method finds the price where the market spent the most time trading. The process is a form of price distribution analysis:
The total price range (high to low) of the main candle is measured.
This range is divided into 40 equal price zones, or "bins". For a candle with a $2 range, each bin would represent a price slice of 5 cents
The indicator then counts how many of the lower-timeframe closing prices fall within each of the 40 bins.
The TPO line is drawn at the midpoint of the single bin that contained the most prices, representing the "busiest" price level.
Time-Based Drawing for Accuracy
To ensure perfect alignment across all historical data and chart reloads, all drawings are anchored to the precise timestamp of the bar, not its sequential position on the chart. This robust method guarantees that all zones remain fixed and accurate regardless of how much historical data is loaded.
█ Disclaimer
Investors are fully responsible for any investment decisions they make.
Have fun trading :-)
Volatility HistogramCandle Size vs Volume Ratios — Interpretation & Trading Guide
1. Understanding the Ratios
Ratio 1 (Range/Volume): top histogram
Represents the candle's price range divided by the volume.
High values mean large price movement with relatively low volume.
Typically signals less conviction, possible consolidation or fake moves.
Ratio 2 (Volume/Range): bottom histogram
Represents the volume divided by the candle range.
High values mean high volume for the given price movement.
Usually indicates strong market participation and trend strength.
Negative sign often used in plots to separate it visually from Ratio 1.
2. Role of Moving Averages (MAs)
Moving averages smooth the ratios to reduce noise and highlight trend changes.
MA of Ratio 2 often leads the market movement, especially in the morning session.
MA of Ratio 1 tends to lag, confirming trend direction later in the day.
The divergence between the MAs (distance between them) indicates increasing
momentum.
Flat or converging MAs signal consolidation or low market conviction.
3. Interpreting the Relationship and Market Behavior
When Ratio 2 MA moves first and starts diverging from Ratio 1 MA, expect a
potential initiation of trend.
Ratio 1 rising while Ratio 2 remains low often signals consolidation or indecision.
High Ratio 1 with low volume suggests fake breakouts or traps.
High Ratio 2 with stable or rising price indicates strong trend and volume support.
The spread between MAs can be used as a momentum gauge.
Outside main trading hours, ratios oscillate and MAs remain flat, reflecting low
liquidity.
4. Practical Trading Tips
Use early movement in Ratio 2 MA (e.g., 8:15–9:00 AM) as a signal for upcoming
volatility.
Confirm trends later with Ratio 1 MA movement (usually 10:30–11:00 AM).
Watch for periods of high volume but flat ratios as signs of
accumulation/absorption.
Beware of high Ratio 1 values indicating potential consolidation or fake moves.
Use the spread between MAs to assess trend strength and decide entry or exit.
Combine this oscillator with price action and volume profile for best results.
5. Summary
Ratio 1 and Ratio 2 ratios combined with their moving averages offer a powerful
way to interpret price and volume interplay. Their leading-lagging behavior helps
traders anticipate volatility and confirm trends. Proper normalization and visual
scaling are essential for clear interpretation. Use these tools together to improve
timing and reduce false signals in your trading
Volume MA Breakout T3 [Teyo69]🧭 Overview
Volume MA Breakout T3 highlights volume bars that exceed a dynamic moving average threshold. It helps traders visually identify volume breakouts—periods of significant buying or selling pressure—based on user-selected MA methods (SMA, EMA, DEMA).
🔍 Features
Volume Highlighting: Green bars indicate volume breakout above the MA; red bars otherwise.
Custom MA Options: Choose between SMA, EMA, or Double EMA for volume smoothing.
Dynamic Threshold: The moving average line adjusts based on user-defined length and method.
⚙️ Configuration
Length: Number of bars used for the moving average calculation (default: 14).
Method: Type of moving average to use:
"SMA" - Simple Moving Average
"EMA" - Exponential Moving Average
"Double EMA" - Double Exponential Moving Average
📈 How to Use
Apply to any chart to visualize volume behavior relative to its MA.
Look for green bars: These suggest volume is breaking out above its recent average—potential signal of momentum.
Red bars indicate normal/subdued volume.
⚠️ Limitations
Does not provide directional bias—use with price action or trend confirmation tools.
Works best with additional context (e.g., support/resistance, candle formations).
🧠 Advanced Tips
Use shorter MAs (e.g., 5–10) in volatile markets for more responsive signals.
Combine with OBV, MFI, or accumulation indicators for confluence.
📌 Notes
This is a volume-based filter, not a signal generator.
Useful for breakout traders and volume profile enthusiasts.
📜 Disclaimer
This script is for educational purposes only. Always test in a simulated environment before live trading. Not financial advice.
Liquidity Trap Zones [PhenLabs]📊 Liquidity Trap Zones
Version: PineScript™ v6
📌 Description
The goal of the Liquidity Trap Zones indicator is to try and help traders identify areas where market liquidity appears abundant but is actually thin or artificial, helping traders avoid potential fake outs and false breakouts. This advanced indicator analyzes the relationship between price wicks and volume to detect “mirage” zones where large price movements occur on low volume, indicating potential liquidity traps.
By highlighting these deceptive zones on your charts, the indicator helps traders recognize where institutional players might be creating artificial liquidity to trap retail traders. This enables more informed decision-making and better risk management when approaching key price levels.
🚀 Points of Innovation
Mirage Score Algorithm: Proprietary calculation that normalizes wick size relative to volume and average bar size
Dynamic Zone Creation: Automatically generates gradient-filled zones at trap locations with ATR-based sizing
Intelligent Zone Management: Maintains clean charts by limiting displayed zones and auto-updating existing ones
Scale-Invariant Design: Works across all assets and timeframes with intelligent normalization
Real-Time Detection: Identifies trap zones as they form, not after the fact
Volume-Adjusted Analysis: Incorporates tick volume when available for more accurate detection
🔧 Core Components
Mirage Score Calculator: Analyzes the ratio of price wicks to volume, normalized by average bar size
ATR-Based Filter: Ensures only significant price movements are considered for trap zone creation
EMA Smoothing: Reduces noise in the mirage score for clearer signals
Gradient Zone Renderer: Creates visually distinct zones with multiple opacity levels for better visibility
🔥 Key Features
Real-Time Trap Detection: Identifies liquidity mirages as they develop during live trading
Dynamic Zone Sizing: Adjusts zone height based on current market volatility (ATR)
Smart Zone Management: Automatically maintains a clean chart by limiting the number of displayed zones
Customizable Sensitivity: Fine-tune detection parameters for different market conditions
Visual Clarity: Gradient-filled zones with distinct borders for easy identification
Status Line Display: Shows current mirage score and threshold for quick reference
🎨 Visualization
Gradient Trap Zones: Purple gradient boxes with darker centers indicating trap strength
Mirage Score Line: Orange line in status area showing current liquidity quality
Threshold Reference: Gray line showing your configured detection threshold
Extended Zone Display: Zones automatically extend forward as new bars form
📖 Usage Guidelines
Detection Settings
Smoothing Length (EMA) - Default: 10 - Range: 1-50 - Description: Controls responsiveness of mirage score. Lower values make detection more sensitive to recent price action
Mirage Threshold - Default: 5.0 - Range: 0.1-20.0 - Description: Score above this level triggers trap zone creation. Higher values reduce false positives but may miss subtle traps
Filter Settings
ATR Length for Range Filter - Default: 14 - Range: 1-50 - Description: Period for volatility calculation. Standard 14 works well for most timeframes
ATR Multiplier - Default: 1.0 - Range: 0.0-5.0 - Description: Minimum bar range as multiple of ATR. Higher values filter out smaller moves
Display Settings
Zone Height Multiplier - Default: 0.5 - Range: 0.1-2.0 - Description: Controls trap zone height relative to ATR. Adjust for visual preference
Max Trap Zones - Default: 5 - Range: 1-20 - Description: Maximum zones displayed before oldest are removed. Balance clarity vs. history
✅ Best Use Cases
Identifying potential fakeout levels before entering trades
Confirming support/resistance quality by checking for liquidity traps
Avoiding stop-loss placement in trap zones where sweeps are likely
Timing entries after trap zones are cleared
Scalping opportunities when price approaches known trap zones
⚠️ Limitations
Requires volume data - less effective on instruments without reliable volume
May generate false signals during news events or genuine volume spikes
Not a standalone system - combine with price action and other indicators
Zone creation is based on historical data - future price behavior not guaranteed
💡 What Makes This Unique
First indicator to specifically target liquidity mirages using wick-to-volume analysis
Proprietary normalization ensures consistent performance across all markets
Visual gradient design makes trap zones immediately recognizable
Combines multiple volatility and volume metrics for robust detection
🔬 How It Works
1. Wick Analysis: Calculates upper and lower wicks for each bar. Normalizes by average bar size to ensure scale independence
2. Mirage Score Calculation: Divides total wick size by volume to identify thin liquidity. Applies EMA smoothing to reduce noise. Scales result for optimal visibility
3. Zone Creation: Triggers when smoothed score crosses threshold. Creates gradient boxes centered on trap bar. Sizes zones based on current ATR for market-appropriate scaling
💡 Note: Liquidity Trap Zones works best when combined with traditional support/resistance analysis and volume profile indicators. The zones highlight areas of deceptive liquidity but should not be the sole factor in trading decisions. Always use proper risk management and confirm signals with price action.
TRAPPER Volume Trigger + SMAs + Buy/Sell SplitThe TRAPPER TRIGGER is a precision-based volume spike indicator designed for intraday traders, scalpers, and swing traders who rely on key volume activity to anticipate sharp market movements. It operates on volume delta logic, detecting disproportionate buying or selling activity that signifies potential market reversals or breakouts.
How It Works:
Volume Spike Logic (Delta-Based)
The script calculates a dynamic volume threshold using a moving average of historical volume data.
It identifies a delta spike by comparing current volume against this threshold—when volume exceeds it significantly, it suggests abnormal activity.
If the candle closes higher than it opens (bullish), the script registers it as a Buy Spike ⚖️.
If the candle closes lower than it opens (bearish), it marks a Sell Spike 🏁.
These are not based on the candle’s body size but the volume differential (delta) between buy/sell pressure inferred from candle direction.
Trigger Labels
Only the most recent buy/sell spike is labeled for clarity, avoiding clutter.
Labels are color-coded to match the candle body (e.g., bright green for bullish, magenta for bearish).
Label style: ⚖️ for Buy Spikes, 🏁 for Sell Spikes.
SMA Suite (Fully Customizable):
Six SMAs: 5 (yellow), 10 (blue), 20 (green), 50 (orange), 100 (red), 200 (white).
Each can be toggled and customized in the script settings for visibility and styling.
Key Benefits
Clean, minimalistic charting — focuses only on high-probability events.
Provides delta-driven insights without requiring access to full L2 order book data.
Works across any timeframe — logic recalculates and resets zones per timeframe switch.
Designed for sniper-style entries—ideal for traders who prefer minimal noise and maximum signal clarity.
Easily extendable with SR zones, AVWAP, liquidity levels, or alerts if desired in future updates.
Who It’s For
Scalpers and intraday traders looking for clean triggers.
Swing traders wanting confirmation of institutional moves.
Volume profile enthusiasts who need a trigger alert system.
Developers who want a base volume framework to build more advanced tools on.
Disclaimer
This script is provided as-is and is intended for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any security or asset.
All trading involves risk. Users should perform their own due diligence and consult with a qualified financial advisor before making any trading decisions. The author of this script assumes no liability for any losses or damages arising from the use or reliance on this tool.
By using this script, you acknowledge and agree that you are solely responsible for your own trading decisions and outcomes.
LTF Volume markerLTF Volume Marker
Overview:
The LTF Volume Marker highlights candles that contain volume spikes on a lower timeframe (LTF), even while you are viewing a higher timeframe chart. It is designed to help identify hidden volume activity that may not be visible when aggregating candles.
This indicator is conceptually similar to a volume profile — but instead of showing distribution across price levels, it visualizes volume clusters within the structure of a sloped trend or time-based aggregation.
Key Features:
✅ Automatically detects high-volume candles on a user-defined lower timeframe
✅ Marks the price level of volume spikes using weighted average price (VWAP) within higher timeframe bars
✅ Supports both manual threshold and auto mode (which highlights top X% of volume candles in a selected range)
✅ Fully adjustable timeframe and date range
✅ Displays either a point or an area at the spike location or together
How It Works:
You define a Lower Timeframe (e.g. 1-minute) and optionally a threshold or use the auto mode to dynamically calculate it from past data.
On higher timeframes (e.g. 5-min, 15-min), the indicator looks inside each bar, finds all volume spikes, and plots the volume-weighted average price of those spikes.
If you are on the same timeframe as the LTF, it simply highlights candles with volume exceeding the threshold.
Use Cases:
Spotting hidden volume clusters inside trending moves
Validating support/resistance levels with underlying volume
Filtering false breakouts using intra-bar volume
Enhancing scalping and intraday setups by visualizing internal structure
Notes:
The indicator ignores future-looking data (lookahead=off) and only processes completed bars.
If the chart’s timeframe is lower than the selected LTF, the indicator will automatically disable itself.
Works best with aggregated symbols, such as futures or cryptocurrencies with high resolution data.
Delta AO + Regular AO (Normalized)🔀 Delta AO + Regular AO (Normalized) – Visualizing Market moods becomes simpler 🔀
🧠 Introduction
The Delta AO + Regular AO (Normalized) is a custom oscillator that fuses the power of classic momentum analysis with volume-derived delta flow to give traders a dual-perspective edge.
This tool was born from a need to better visualize internal market thrust (via delta) while still respecting the time-tested signal power of the traditional Awesome Oscillator (AO).
🔍 What makes it unique?
✅ Volume-based Delta Calculation – Models upward/downward delta using a custom volatility-weighted volume allocation method, not simple tick-delta or raw buys/sells.
✅ Cumulative Delta Candles – Instead of just plotting bars, the indicator rebuilds the market structure using cumulative delta logic.
✅ Dual AO Display – Shows both custom delta AO and traditional price AO simultaneously.
✅ Normalized Scaling – Each AO is independently normalized by its standard deviation (volatility-adjusted), making both indicators visually comparable without distortion.
🧮 Under the Hood
Let’s break down the components:
1. Delta Logic 📊
Rather than using raw delta or tick-level data, this script simulates net effort:
Delta Up = Volume × a smart weighting when the candle is bullish
Delta Down = Volume × weighting when the candle is bearish
The weighting dynamically adjusts based on candle body-to-wick ratio. This provides a more refined delta estimate based on candle structure.
This delta is accumulated (cumulative delta) and used to form a synthetic OHLC candle structure.
2. AO Calculations ⚖️
Custom AO: Calculated from the median of synthetic delta candles
Regular AO: Classic (median price 5-period SMA - 34-period SMA)
Both are normalized using their own 34-bar standard deviation, improving comparability and visualization in one pane.
3. Color Coding 🎨
For the delta AO histogram:
Lime: Bullish + Increasing Momentum
Green: Bullish + Weakening Momentum
Red: Bearish + Increasing Momentum (to the downside)
Maroon: Bearish + Weakening Momentum
This lets you immediately spot momentum shifts and strength behind volume-based moves.
📈 How to Use – Trading Guide
🔧 Recommended Setup:
Timeframe: Works well on all intraday and higher timeframes (5m–1D)
Symbol: Especially effective on liquid instruments (futures, indices, large caps)
✅ Entry Signals
🔹 Buy Setup
Delta AO turns green or lime above zero, and Regular AO is also rising
Ideal confirmation: Lime bar (strong bullish delta momentum) and a crossover above zero
🔹 Sell Setup
Delta AO turns maroon or red below zero, and Regular AO is also falling
Ideal confirmation: Red bar (strong bearish delta momentum) and AO falling further below zero
🔄 Momentum Confirmation
Look for divergence between the Delta AO and Regular AO.
🔼 If Delta AO is rising but Regular AO is flat or falling → Volume is leading price (possible breakout ahead)
🔽 If Regular AO is strong but Delta AO fades → Price may be unsustainable (fakeout risk)
🛑 Exit / Reversal Clues
Sudden color shifts (e.g., Lime → Green → Maroon) can signal momentum exhaustion
Both AOs converging to zero suggests consolidation phase ahead
📌 Pro Tips
Use this with volume profile, support/resistance, or market structure zones for maximum confluence
Works great as a secondary confirmation tool for your existing strategy
💬 Final Thoughts
This oscillator is not just a pretty double AO — it's a strategic fusion of price and volume time-series designed to help you anticipate shifts before they’re obvious in price alone.
If you're looking for:
A modernized AO
Volume-integrated signal clarity
Normalized, noise-filtered momentum visual
Then this tool belongs in your chart arsenal.
📈 Try it. Test it. Pair it. If you find value, consider sharing or following for more next-gen indicators.
Please note this is an educational idea and past performance is not assurance of future performance.
Happy trading!
— @Pratik_4Clover
