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Apex / ChartFanatics Bubbles + Clusters + SweepsApex / ChartFanatics Bubbles + Clusters + Sweeps This open-source indicator combines four visual elements — Volume Bubbles, Volume Clusters, Liquidity Sweep Markers, and Dynamic Supply/Demand Zones — into a single overlay tool. The goal is to provide traders with a unified view of volume intensity, aggressive price action, and key institutional reference levels on any timeframe or instrument. Why this combination? Many volume and structure tools exist separately, but combining them creates synergy: - Volume Bubbles highlight relative volume strength instantly (quick glance at participation level). - Volume Clusters emphasize high-volume bars as potential support/resistance areas. - Liquidity Sweep markers flag classic "fakeout" or stop-hunt behavior (aggressive wicks that fail to sustain). - Supply/Demand zones provide context for where price is likely to react after sweeps or clusters form. Together, these elements help traders spot: - Areas of high institutional interest (clusters + zones) - Potential reversals after liquidity grabs (sweeps + zones) - Confirmation of momentum via volume size and candle direction (bubbles + clusters) This mashup is not random — it follows a logical Smart-Money / Order-Flow inspired workflow: detect volume → identify aggressive liquidity raids → map reaction zones → visualize everything for fast decision-making. Core Features & How They Work 1. Volume Bubbles (Quantile-Based) - Volume is ranked against a rolling lookback (default 200 bars). - Dynamic quantiles divide the volume range into buckets (default 10 levels). - Bubble size scales with quantile rank (tiny → huge). - Color: bright green (bullish close) or bright red (bearish close), with adjustable opacity. - Only shown when volume exceeds 1.2× the lookback minimum (avoids noise). - Tooltip shows exact volume, delta (close-open), and quantile position. 2. Volume Clusters - Draws semi-transparent boxes around bars exceeding a user-defined minimum volume. - Width adjustable (default 4 bars forward) to highlight clusters visually. - Same bullish/bearish coloring as bubbles for consistency. 3. Liquidity Sweeps - Detects classic sweep patterns on the previous bar: → Bullish sweep: high > previous high, but close < previous high AND bearish candle → Bearish sweep: low < previous low, but close > previous low AND bullish candle - Marked with a bright yellow star (★) label + tooltip. - Useful for identifying potential stop hunts or failed breakouts. 4. Supply & Demand Zones - Uses pivot high/low (default lookback 20 left/right) to detect swing points. - Supply zone: from pivot high downward by 2× ATR(14). - Demand zone: from pivot low upward by 2× ATR(14). - Zones extend rightward dynamically (up to +30 bars) and remain visible until new pivots form. - Brownish for supply (resistance), greenish for demand (support). Inputs & Customization - Bubble Quantiles (3–15): more levels = finer volume grading - Bubble Opacity: controls transparency - Volume Lookback: historical window for quantile calculation - Cluster settings: toggle, min volume, width - Sweeps & Zones: individual toggles - Zone Pivot Lookback: sensitivity of swing detection How to Use - Best on lower timeframes (1m–15m) for scalping/day trading or higher (1h–4h) for swing setups. - Look for confluence: → Large green bubble + cluster + demand zone + bullish sweep = strong support area → Large red bubble + cluster + supply zone + bearish sweep = strong resistance area - Use sweeps as early warning of potential reversal when price approaches a zone. - Combine with your own price action or structure analysis — this is a visual aid, not a signal generator. - Keep chart clean: toggle off unused features if cluttered. Publishing Notes - Publish with a clean chart (only this indicator active, no other overlays/drawings). - Recommended symbols: volatile instruments (forex majors, indices, crypto, gold). - Max labels/boxes set high (500) to handle long histories — reduce if performance issues occur. This script is fully open-source for transparency and learning. It is provided for educational purposes — no guarantees of profitability. Trading involves risk. Feedback welcome — happy charting!
Pine Script® 인디케이터
uzair2join의
Trend Matrix: Institutional Confluence EngineTrend Matrix: Institutional Confluence Engine The Institutional Confluence Engine is a professional-grade diagnostic tool designed to solve the two biggest problems in technical analysis: market noise and false breakouts. Unlike standard lagging indicators, the Institutional Confluence Engine uses a sentient resolution engine to adapt its logic based on whether you are scalping or swing trading. It provides a real-time "Efficiency Grade" for the market, allowing you to ignore "C-Grade" chop and focus exclusively on "A-Grade" institutional trends. Institutional Confluence and Alerts: Notifies you only when the Local, HTF1, and HTF2 timeframes all align at an "A-Grade" efficiency—the hallmark of a major structural move. How to Trade It Identify Confluence: Look for the Status Hub in the top right. When all three grades turn Green (A), institutional alignment is at its peak. This is also visible on the chart. Monitor Trend Core: The ribbon acts as dynamic support/resistance. "Trend Flares" (brightening of the ribbon) indicate significant volume spikes entering the trend. Profit Targets: Use the dynamic Green/Red expansion lines. These are volatility-adjusted targets that stretch or contract based on market energy (ATR). Volume Intelligence 1. The Big Money Heatmap (Volume Intelligence) Institutional players leave footprints in the form of volume. This engine visualizes these footprints using a dynamic Volume Profile integrated directly into your price action. Big Money Clusters: These are price levels where massive institutional orders are being "filled." They represent high-conviction zones that act as magnets for price. Major Buy/Sell Zones (POC): This marks the Point of Control—the exact price where the highest volume has transacted. It represents "Fair Value." Breakouts away from this zone often lead to the most explosive moves. Gap Prediction: The engine analyzes the sentiment within volume nodes to predict if the market is preparing for an institutional "Gap Up" or "Gap Down." 2. The Golden Bridge (Structural Confluence) The system calculates the Golden Bridge—a dynamic threshold based on the 0.618 Fibonacci ratio between major structural pivots. The Logic: In institutional finance, the 0.618 level is the "Line in the Sand." If a rally holds above the Golden Bridge, the trend is structurally sound. Golden Cluster Stronghold: When the Golden Bridge aligns perfectly with a Big Money Cluster, the system identifies a "Stronghold." This is the highest-probability support or resistance level generated by the engine. 3. MTF Efficiency Grading (A/B/C) The Trend Matrix doesn't just show direction; it calculates Efficiency. Grade A (High Efficiency): Price is tracking the trend core with minimal deviation. This is where institutional momentum is strongest. Grade B (Moderate Efficiency): Healthy trending with standard pullbacks. Grade C (Low Efficiency/Chop): Price is oscillating. The system will automatically "dim" the interface during these periods to prevent you from over-trading. 4. Status Hub & Intelligent Alerts The Status Hub provides a real-time cockpit of your trading environment, displaying the "Trend Reliability Score" (0-100%) and Multi-Timeframe grades. Confluence Alerts: Get notified when the Local, HTF1, and HTF2 timeframes all reach "A-Grade" status simultaneously. Exhaustion Pillars: Vertical pillars on your chart highlight "Volume Spikes," warning you of potential trend exhaustion before the reversal happens. How to Use Check the Hub: Ensure the Trend Reliability is above 75%. Verify Grade: Look for "A-Grade" efficiency on your local timeframe. Find the Stronghold: Enter trades where the Golden Bridge and Big Money Clusters overlap for the highest-probability entries. Target Expansion: Follow the dynamic Green/Red target lines for volatility-adjusted take-profits. Disclaimer: Trading involves significant risk. This tool is designed for educational and diagnostic purposes and should be used as part of a comprehensive trading plan.
Pine Script® 인디케이터
TrendMatrix_Labs의
Orderflow GapThis is the **Orderflow Gap (OG)** analyzer. It goes beyond standard price gap detection by integrating **Market Structure (Dow/SMC)** and **Intra-Bar Orderflow** to classify the quality and intent behind price discontinuities. Key Features: 1. **Advanced Gap Detection & Lifecycle:** - **Flexible Definition:** Users can define gaps based on market psychology: - **Body (Open-Close):** Focuses on the "True Gap" between sessions or candles, ignoring wicks. - **Full (High-Low):** Focuses on total price dislocation where no trading occurred at all. - **Lifecycle Tracking:** The indicator persistently tracks open gaps and visually marks them as **Filled** once price mitigates the area by a user-defined percentage. 2. **Intra-Bar Orderflow Profiling (Pre & Post Analysis):** - **Context:** Standard tools treat a gap merely as empty price space. This indicator analyzes the **Micro-Auction** immediately surrounding the event to understand the mechanics of the move. - **Reconstruction:** Using high-resolution lower timeframe data, it builds detailed Volume Profiles for the **Pre-Gap Candle** (The Origin) and the **Post-Gap Candle** (The Reaction). - **Flow Validation:** This allows the user to verify **Orderflow Continuity**: Does the aggressive buying/selling that caused the gap continue immediately after, or is the move fading into absorption? 3. **Statistical Volume Profile Engine:** For each bar in the anchored period, the indicator builds a complete volume profile on a lower 'Intra-Bar Timeframe'. Instead of simple tick counting, it uses **statistical models ('PDF' allocation)** to distribute volume across price levels and **advanced classifiers ('Dynamic' split)** to determine the buy/sell pressure within that profile. 4. **Structural & Volumetric Context:** - **Vacuum (Density):** Calculates the "Volume Density" per tick. A low density indicates a **Liquidity Vacuum** (price slipped due to lack of orders), while high density indicates aggressive fighting. - **Commitment:** Compares the volume surrounding the gap to the historical average to determine if big players are backing the move. - **Trend Alignment:** Filters signals based on the underlying trend using either **Dow Theory** or **Smart Money Concepts**. 5. **Gap Classification Engine:** The indicator automatically classifies gaps into four structural types based on the metrics above: - **Breakaway:** A high-conviction move that breaks structure, showing **Initiative** (breaking previous Value Area) and **Commitment** (High Volume). - **Runaway:** A continuation gap within an established trend, aligned with the Orderflow Delta. - **Exhaustion:** A gap that occurs late in a trend, often characterized by a **Liquidity Vacuum** (low density) despite high volume, signaling potential reversal. - **Common:** Standard volatility gaps lacking significant structural or volumetric backing. **Volume Fallback:** If no volume data is provided by the exchange (e.g., certain CFDs or Indices), the classification logic automatically defaults to **Common** to ensure strict signal integrity without Orderflow verification. 6. **Visual Orderflow Insight:** - **Profile Visualization:** Plots the reconstructed volume profile as a polyline directly adjacent to the gap, allowing you to see the "Injection" of volume that caused the move. - **Color Coding:** Gaps are color-coded based on their classification (Breakaway/Runaway/Exhaustion) and direction (Bullish/Bearish). 7. **Multi-Metric Profiling (Volume, Time, Velocity):** Unlike standard tools, this indicator allows you to switch between three critical dimensions of market activity: - **VOLUME (The "Where"):** Shows standard acceptance levels. - **TIME (The "How Long"):** Measures duration at price (similar to TPO), indicating fair value (High Time) or rejection (Low Time). - **VELOCITY (The "How Fast"):** Measures the speed of trading (Contracts per Second) to reveal intent. **High Velocity** suggests aggression (initiative buying/selling), while **Low Velocity** despite volume indicates absorption (passive limit orders). 8. **Integrated Alerts:** Includes granular alerts for: - Detection of specific gap types (e.g., "Bullish Breakaway Gap"). - General gap formation. **Caution: Real-Time Data Behavior (Intra-Bar Repainting)** This indicator uses high-resolution intra-bar data. As a result, the values on the **current, unclosed bar** (the real-time bar) will update dynamically as new intra-bar data arrives. This includes the values used for real-time alerts in 'Structure' and 'Delta' modes. --- **DISCLAIMER** 1. **For Informational/Educational Use Only:** This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. 2. **Use at Your Own Risk:** All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. 3. **No Guarantee of Performance:** Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. 4. **No Liability:** The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. 5. **Signals Are Not Recommendations:** The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Pine Script® 인디케이터
AustrianTradingMachine의
Clusters Volume Profile [LuxAlgo]The Clusters Volume Profile indicator utilizes K-Means clustering to categorize historical price action into distinct groups and generates individual volume profiles for each detected cluster. This tool provides a unique perspective on volume distribution by isolating price behaviors based on proximity rather than strictly chronological order. 🔶 USAGE The indicator identifies "clusters" of price activity within a user-defined lookback period. Each cluster is assigned a unique color and its own horizontal volume profile, allowing traders to see where liquidity is most concentrated within specific price regimes. 🔹 Identifying Institutional Zones Traders can use the Point of Control (POC) of high-volume clusters to identify significant institutional interest. Because the K-Means algorithm groups price action by density rather than time, a cluster's POC often represents a "fair value" level where significant exchange occurred. These dashed POC lines frequently act as robust support or resistance levels when price returns to them in the future. 🔹 Market Regime Detection By observing the vertical distribution and overlap of clusters, traders can identify market phases. Overlapping clusters with high volume often indicate accumulation or distribution phases (sideways markets), whereas distinct, vertically separated clusters with lower volume gaps between them suggest a trending environment. A shift from multiple overlapping clusters to a new, isolated cluster can signal a breakout or the start of a new trend. 🔹 Precision Entry & Exits Cluster boundaries and POC lines provide concrete levels for trade management. An entry can be sought when price retests a high-volume cluster POC, while stops can be placed outside the total price range of that specific cluster (the area covered by its volume profile). Conversely, targets can be set at the POC of the next major cluster above or below current price action. 🔹 Volume Conviction The tool provides specific volume metrics that allow traders to gauge conviction. By comparing the "Total" volume label of one cluster against another, a trader can determine which price regime had more participation. A breakout into a price zone with a high-volume cluster suggests stronger conviction and a higher probability of the level holding compared to a zone with low total volume. 🔶 DETAILS The script employs a K-Means clustering algorithm. This process involves: Initializing "centroids" across the price range of the lookback period. Iteratively assigning each price bar to the nearest centroid based on the HLC2 (median) price. Recalculating centroids based on the volume-weighted average price of the assigned bars. Finalizing assignments after the specified number of iterations to ensure stable clusters. By separating price action into these clusters, the tool helps identify high-interest zones that might be obscured by a single, traditional Volume Profile. 🔶 SETTINGS 🔹 Clustering Settings Lookback Period: Determines the number of recent bars used for the clustering analysis. Number of Clusters: Sets how many distinct price groups the algorithm should attempt to find (2 to 10). K-Means Iterations: Controls the number of times the algorithm refines the cluster centers. Higher values can lead to more stable results. 🔹 Volume Profile Settings Rows per Cluster VP: Defines the vertical resolution (number of bins) for each individual cluster's profile. Max VP Width (Bars): Sets the maximum horizontal length of the volume profile histograms. VP Offset: Adjusts the horizontal spacing between the current bar and the start of the volume profiles. Highlight Price Dots: Toggles the visibility of the colored dots on the price action to identify cluster assignments. Dot Size: Adjusts the size of the cluster assignment dots on the chart, ranging from tiny to huge.
Pine Script® 인디케이터
LuxAlgo의
4
Bollinger Bands with 3SD Volume SegmentationPurpose This script provides a structured way to analyze how real traded volume distributes across the different volatility zones defined by Bollinger Bands with three standard deviations, it reveals where activity concentrates, how pressure shifts between buyers and sellers, and how market participation behaves as price moves through expanding or contracting volatility regimes. The tool turns the bands into a mechanical segmentation system that exposes the microstructure hidden inside each volatility layer. How it works The script calculates Bollinger Bands at one, two, and three standard deviations, then assigns every bar’s volume to the correct volatility zone based on where price closed, it reconstructs buy and sell volume from candle behavior, computes delta as the difference between them, and aggregates these values over the chosen lookback window. Each zone displays total volume, delta, and a dominance percentage that expresses how strongly buyers or sellers controlled that region, all updated dynamically on the most recent bar. For example, if the Mid–U1 zone shows 28,450 contracts with a –2,728 delta and –9.59% dominance, that indicates mild seller control in a normally balanced rotation area, while the L1–Mid zone showing 10,606 contracts, +1,816 delta, and 17.12% dominance signals buyers absorbing pressure and defending the pullback. Rationale Volatility zones behave like natural boundaries where liquidity concentrates, where traders commit, hesitate, or get trapped, and where expansions or reversals often originate, so segmenting volume and delta by these zones provides a clearer picture of intent and pressure than raw volume alone. By quantifying how much buying or selling occurred in each volatility layer, the script helps identify continuation, absorption, exhaustion, and imbalance, giving traders a mechanical, objective map of market behavior rather than relying on subjective interpretation.
Pine Script® 인디케이터
chriskokal1의
Precision Market Entropy Heatmap [LuxAlgo]The Precision Market Entropy Heatmap indicator provides a high-resolution visualization of volume distribution and market activity within specific anchor intervals using intrabar data. By utilizing lower timeframe (LTF) precision, it maps out where the most significant trading activity occurred, allowing traders to identify institutional interest zones and "fair value" areas through a dynamic heat-mapped profile. 🔶 USAGE The indicator segments the chart into blocks based on the selected Anchor Interval. Within each block, a vertical distribution of volume is calculated using the Intrabar Precision setting to ensure the heatmap accurately reflects market participation at specific price levels. Heatmap Blocks : Brighter colors represent higher volume concentrations (high entropy). These areas often act as significant support or resistance zones where the market has previously found "fair value" or high liquidity. Identifying Institutional Interest : High-volume "bright" nodes represent price levels where heavy institutional participation occurred. These nodes act as powerful magnets or barriers for future price action. Navigating Liquidity Voids : Darker areas indicate low volume nodes (low entropy). Price often "slips" through these gaps quickly. Traders can use these zones to anticipate fast-moving price action or set targets beyond the void. Trend Direction via POC : Observe the slope and shifts of the Developing POC polyline. An ascending POC confirms bullish value migration, while a descending one suggests bearish value migration. Mean Reversion : Significant price deviations from the largest high-volume node, when the POC remains static, can signal that the market is overextended and likely to return to "fair value." Breakout Validation : Use the blocks to identify compression zones. A breakout is more reliable when the POC shifts into the new range, confirming that the move is backed by volume and accepted by the market. POC Extensions : Dashed lines extend the session's final POC. These are dynamically colored based on their relationship to the current price: Green if the POC is below the current price (potential support) and Red if above (potential resistance). 🔶 DETAILS Unlike standard Volume Profiles that look at fixed ranges, this script focuses on "Entropy" by visualizing the density of distribution across a user-defined grid. By requesting security data from lower timeframes, it provides a much more granular view of price action than what is visible on the current chart timeframe alone. The indicator uses a gradient-based coloring system to distinguish between low-activity areas and high-volume nodes, making it easier to spot "Liquidity Voids" (darker areas) and "High Volume Nodes" (brighter areas). 🔶 SETTINGS 🔹 Heatmap Settings Anchor Interval : Sets the timeframe that defines each heatmap block (e.g., "D" for Daily blocks). Intrabar Precision : Determines the lower timeframe used to calculate the volume distribution. Lower values (like "1m") provide higher precision but are limited by available historical data. Number of Rows : Controls the vertical price resolution of the heatmap grid. Higher values create a more detailed but computationally heavier profile. 🔹 Style Settings Heatmap Intensity : A three-color gradient selector that defines the color transition from low to high volume areas. Heatmap Transparency : Adjusts the visibility of the heatmap blocks on the chart. POC Extension (Bull/Bear) : Sets the colors for the dashed POC lines based on whether they are currently below (Bull) or above (Bear) the market price. Show Developing POC : Toggles the visibility of the real-time POC polyline. Auto : When enabled, the developing POC color automatically syncs with your chart theme's foreground color. 🔹 Display Settings Max Sessions to Show : Limits the number of historical heatmap blocks rendered on the chart to maintain performance. Extend POCs to Current Bar : When enabled, historical POC lines will extend to the far right of the chart until they are replaced by newer sessions.
Pine Script® 인디케이터
LuxAlgo의
2
Volume Profile with HVN / LVN Detection (Low-TF Safe)Session-based volume profile with VPOC, HVN, and LVN detection, optimized for fast charts and runtime-safe lower-timeframe execution. Volume Profile with HVN / LVN Detection (Low-TF Safe) This indicator plots a session-based Volume Profile , highlights the Volume Point of Control (VPOC) , and automatically detects High Volume Nodes (HVNs) and Low Volume Nodes (LVNs) from the completed profile. It is a performance-focused refactor of the original Volume Profile With HVN/LVN Detector , redesigned to work reliably on fast timeframes (including 5-second charts) without runtime errors. Features Session-based volume profile with adjustable row resolution VPOC with optional extension and date labeling Automatic HVN and LVN detection from the prior session HVNs and LVNs displayed as levels or areas Configurable strength, colors, and line/area styles Runtime-safe lower-timeframe handling using request.security_lower_tf Optimized to reduce execution overhead on high-frequency charts Designed for traders who use volume structure to identify acceptance, rejection, and potential support/resistance zones across all chart timeframes. --- What’s new in this version Refactored lower-timeframe logic to prevent runtime errors on fast charts Automatic, runtime-safe fallback when selected lower TF exceeds chart TF Stable execution on very low timeframes (e.g. 5s, 10s) Preserved original profile, VPOC, HVN, and LVN behavior No repainting of completed session profiles This update prioritizes stability, correctness, and cross-timeframe compatibility . --- Credits & Attribution This script is based on the original “Volume Profile With HVN/LVN Detector” by tradeforopp (revised by Madpuppy88 ). The current version refactors the original implementation to improve: Runtime safety on low timeframes Performance on high-frequency charts Robust multi-timeframe handling Original concept and core logic credit remain with the original authors. --- How to Use VPOC highlights the price level of highest traded volume for the session and often acts as a magnet or balance point. HVNs represent areas of acceptance where price previously traded heavily and may act as support/resistance or consolidation zones. LVNs mark areas of rejection where price moved quickly and may act as inflection or breakout levels. Use HVNs and LVNs from the prior session to frame intraday bias, targets, and risk zones. On very fast charts, the script automatically falls back to chart-timeframe data to maintain stability.
Pine Script® 인디케이터
FullHeartJay의
Volume Profile Skew [BackQuant]Volume Profile Skew Overview Volume Profile Skew is a market-structure indicator that answers a specific question most volume profiles do not: “Is volume concentrating toward lower prices (accumulation) or higher prices (distribution) inside the current profile range?” A standard volume profile shows where volume traded, but it does not quantify the shape of that distribution in a single number. This script builds a volume profile over a rolling lookback window, extracts the key profile levels (POC, VAH, VAL, and a volume-weighted mean), then computes the skewness of the volume distribution across price bins. That skewness becomes an oscillator, smoothed into a regime signal and paired with visual profile plotting, key level lines, and historical POC tracking. This gives you two layers at once: A full profile and its important levels (where volume is). A skew metric (how volume is leaning within that range). What this indicator is based on The foundation comes from classical “volume at price” concepts used in Market Profile and Volume Profile analysis: POC (Point of Control): the price level with the highest traded volume. Value Area (VAH/VAL): the zone containing the bulk of activity, commonly 70% of total volume. Volume-weighted mean (VWMP in this script): the average price weighted by volume, a “center of mass” for traded activity. Where this indicator extends the idea is by treating the volume profile as a statistical distribution across price. Once you treat “volume by price bin” as a probability distribution (weights sum to 1), you can compute distribution moments: Mean: where the mass is centered. Standard deviation: how spread-out it is. Skewness: whether the distribution has a heavier tail toward higher or lower prices. This is not a gimmick. Skewness is a standard statistic in probability theory. Here it is applied to “volume concentration across price”, not to returns. Core concept: what “skew” means in a volume profile Imagine a profile range from Low to High, split into bins. Each bin has some volume. You can get these shapes: Balanced profile: volume is fairly symmetric around the mean, skew near 0. Bottom-heavy profile: more volume at lower prices, with a tail toward higher prices, skew tends to be positive. Top-heavy profile: more volume at higher prices, with a tail toward lower prices, skew tends to be negative. In this script: Positive skew is labeled as ACCUMULATION. Negative skew is labeled as DISTRIBUTION. Near-zero skew is NEUTRAL. Important: accumulation here does not mean “buying will immediately pump price.” It means the profile shape suggests more participation at lower prices inside the current lookback range. Distribution means participation is heavier at higher prices. How the volume profile is built 1) Define the analysis window The profile is computed on a rolling window: Lookback Period: number of bars included (capped by available history). Profile Resolution (bins): number of price bins used to discretize the high-low range. The script finds the highest high and lowest low in the lookback window to define the price range: rangeHigh = highest high in window rangeLow = lowest low in window binSize = (rangeHigh - rangeLow) / bins 2) Create bin midpoints Each bin gets a midpoint “price” used for calculations: price = rangeLow + binSize * (b + 0.5) These midpoints are what the mean, variance, and skewness are computed on. 3) Distribute each candle’s volume into bins This is a key implementation detail. Real volume profiles require tick-level data, but Pine does not provide that. So the script approximates volume-at-price using candle ranges: For each bar in the lookback: Determine which bins its low-to-high range touches. Split that candle’s total volume evenly across the touched bins. So if a candle spans 6 bins, each bin gets volume/6 from that bar. This is a practical, consistent approximation for “where trading could have occurred” inside the bar. This approach has tradeoffs: It does not know where within the candle the volume truly traded. It assumes uniform distribution across the candle range. It becomes more meaningful with larger samples (bigger lookback) and/or higher timeframes. But it is still useful because the purpose here is the shape of the distribution across the whole window, not exact microstructure. Key profile levels: POC, VAH, VAL, VWMP POC (Point of Control) POC is found by scanning bins and selecting the bin with maximum volume. The script stores: pocIndex: which bin has max volume poc price: midpoint price of that bin Value Area (VAH/VAL) using 70% volume The script builds the value area around the POC outward until it captures 70% of total volume: Start with the POC bin. Expand one bin at a time to the side with more volume. Stop when accumulated volume >= 70% of total profile volume. Then: VAL = rangeLow + binSize * lowerIdx VAH = rangeLow + binSize * (upperIdx + 1) This produces a classic “where most business happened” zone. VWMP (Volume-Weighted Mean Price) This is essentially the center of mass of the profile: VWMP = sum(price * volume ) / totalVolume It is similar in spirit to VWAP, but it is computed over the profile bins, not from bar-by-bar typical price. Skewness calculation: turning the profile into an oscillator This is the main feature. 1) Treat volumes as weights For each bin: weight = volume / totalVolume Now weights sum to 1. 2) Compute weighted mean Mean price: mean = sum(weight * price ) 3) Compute weighted variance and std deviation Variance: variance = sum(weight * (price - mean)^2) stdDev = sqrt(variance) 4) Compute weighted third central moment Third moment: m3 = sum(weight * (price - mean)^3) 5) Standardize to skewness Skewness: rawSkew = m3 / (stdDev^3) This standardization matters. Without it, the value would explode or shrink based on profile scale. Standardized skewness is dimensionless and comparable. Smoothing and regime rules Raw skewness can be jumpy because: profile bins change as rangeHigh/rangeLow shift, one high-volume candle can reshape the distribution, volume regimes change quickly in crypto. So the indicator applies EMA smoothing: smoothedSkew = EMA(rawSkew, smooth) Then it classifies regime using fixed thresholds: Bullish (ACCUMULATION): smoothedSkew > +0.25 Bearish (DISTRIBUTION): smoothedSkew < -0.25 Neutral: between those values Signals are generated on threshold cross events: Bull signal when smoothedSkew crosses above +0.25 Bear signal when smoothedSkew crosses below -0.25 This makes the skew act like a regime oscillator rather than a constantly flipping color. Volume Profile plotting modes The script draws the profile on the last bar, using boxes for each bin, anchored to the right with a configurable offset. The width of each profile bar is normalized by max bin volume: volRatio = binVol / maxVol barWidth = volRatio * width Three style modes exist: 1) Gradient Uses a “jet-like” gradient based on volRatio (blue → red). Higher-volume bins stand out naturally. Transparency increases as volume decreases, so low-volume bins fade. 2) Solid Uses the current regime color (bull/bear/neutral) for all bins, with transparency. This makes the profile read as “structure + regime.” 3) Skew Highlight Highlights bins that match the skew bias: If skew bullish, emphasize lower portion of profile. If skew bearish, emphasize higher portion of profile. Else, keep most bins neutral. This is a visual “where the skew is coming from” mode. Historical POC tracking and Naked POCs This script also treats POCs as meaningful levels over time, similar to how traders track old VA levels. What is a “naked POC”? A “naked POC” is a previously formed POC that has not been revisited (retested) by price since it was recorded. Many traders watch these as potential reaction zones because they represent prior “maximum traded interest” that the market has not re-engaged with. How this script records POCs It stores a new historical POC when: At least updatebars have passed since the last stored POC, and The POC has changed by at least pochangethres (%) from the last stored value. New stored POCs are flagged as naked by default. How naked becomes tested On each update, the script checks whether price has entered a small zone around a naked POC: zoneSize = POC * 0.002 (about 0.2%) If bar range overlaps that zone, mark it as tested (not naked). Display controls: Highlight Naked POCs: draws and labels untested POCs. Show Tested POCs: optionally draw tested ones in a muted color. To avoid clutter, the script limits stored POCs to the most recent 20 and avoids drawing ones too close to the current POC. On-chart key levels and what they mean When enabled, the script draws the current lookback profile levels on the price chart: POC (solid): the “most traded” price. VAH/VAL (dashed): boundaries of the 70% value area. VWMP (dotted): volume-weighted mean of the profile distribution. Interpretation framework (practical, not mystical): POC often behaves like a magnet in balanced conditions. VAH/VAL define the “accepted” area, breaks can signal auction continuation. VWMP is a fair-value reference, useful as a mean anchor when skew is neutralizing. Oscillator panel and histogram The skew oscillator is plotted in a separate pane: Line: smoothedSkew, colored by regime. Histogram: smoothedSkew as bars, colored by sign. Fill: subtle shading above/below 0 to reinforce bias. This makes it easy to read: Direction of bias (positive vs negative). Strength (distance from 0 and from thresholds). Transitions (crosses of ±0.25). Info table: what it summarizes On the last bar, a table prints key diagnostics: Current skew value (smoothed). Regime label (ACCUMULATION / DISTRIBUTION / NEUTRAL). Current POC, VAH, VAL, VWMP. Count of naked POCs still active. A simple “volume location” hint (lower/higher/balanced). This is designed for quick scanning without reading the entire profile. Alerts The indicator includes alerts for: Skew regime shifts (cross above +0.25, cross below -0.25). Price crossing above/below current POC. Approaching a naked POC (within 1% of any active naked POC). The “approaching naked POC” alert is useful as a heads-up that price is entering a historically important volume magnet/reaction zone. How to use it properly 1) Regime filter Use skew regime to decide what type of trades you should prioritize: ACCUMULATION (positive skew): market activity is heavier at lower prices, pullbacks into value or below VWMP often matter more. DISTRIBUTION (negative skew): activity is heavier at higher prices, rallies into value or above VWMP often matter more. NEUTRAL: mean-reversion and POC magnet behavior tends to dominate. This is not “buy when green.” It is context for what the auction is doing. 2) Level-based execution Combine skew with VA/POC levels: In neutral regimes, expect rotations around POC and inside VA. In strong skew regimes, watch for acceptance away from POC and reactions at VA edges. 3) Naked POCs as targets and reaction zones Naked POCs can act like unfinished business. Common workflows: As targets in rotations. As areas to reduce risk when price is approaching. As “if it breaks cleanly, trend continuation” markers when price returns with force. Parameter tuning guidance Lookback Controls how “local” the profile is. Shorter: reacts faster, more sensitive to recent moves. Longer: more stable, better for swing context. Bins Controls resolution of the profile. Higher bins: more detail, more computation, more sensitive profile shape. Lower bins: smoother, less detail, more stable skew. Smoothing Controls how noisy the skew oscillator is. Higher smoothing: fewer regime flips, slower response. Lower smoothing: more responsive, more false transitions. POC tracking settings Update interval and threshold decide how many historical POCs you store and how different they must be. If you set them too loose, you will spam levels. If too strict, you will miss meaningful shifts. Limitations and what not to assume This indicator uses candle-range volume distribution because Pine cannot see tick-level volume-at-price. That means: The profile is an approximation of where volume could have traded, not exact tape data. Skew is best treated as a structural bias, not a precise signal generator. Extreme single-bar events can distort the distribution briefly, smoothing helps but cannot remove reality. Summary Volume Profile Skew takes standard volume profile structure (POC, Value Area, volume-weighted mean) and adds a statistically grounded measure of profile shape using skewness. The result is a regime oscillator that quantifies whether volume concentration is leaning toward lower prices (accumulation) or higher prices (distribution), while also plotting the full profile, key levels, and historical naked POCs for actionable context.
Pine Script® 인디케이터
BackQuant의
2
Replay FootprintReplay Footprint (RF) is a footprint (cluster) volume analysis indicator with a key feature: full support for Replay mode. You can rewind to any point in history, and the indicator will re-request real tick data (or the lower timeframe specified in the inputs) and rebuild the footprint as if the market were forming in real time. This allows accurate historical analysis without distorted or pre-aggregated data. The indicator displays: buy and sell volume at each price level, imbalance levels, delta and volume imbalances, Point of Control (POC), Value Area High / Low (VAH / VAL). Replay note If you want to play Replay in real time, make sure to run Replay using a lower resolution (ticks or lower timeframe) rather than the chart resolution. In this mode, the indicator works correctly and updates footprint data in real time. Requesting detailed data is a resource-intensive operation. If you encounter memory limit errors, reduce the number of price rows or the amount of detailed bars requested. If you need more detail, you can increase these values, keeping TradingView limits in mind.
Pine Script® 인디케이터
dboichenko의
Volume Profile - Density of Density [DAFE]Volume Profile - Density of Density The Art & Science of Market Architecture: An AI-Enhanced Volume Profile & Order Flow Engine with a Revolutionary Visualization Core. █ PHILOSOPHY: BEYOND THE PROFILE, INTO THE DENSITY Standard Volume Profile shows you a one-dimensional story: where volume was traded. It shows you the first layer of density. But this is like looking at a galaxy and only seeing the stars, completely missing the gravitational forces, the dark matter, and the nebulae that give it structure. Volume Profile - Density of Density (VP-DoD) is a revolutionary leap forward. It was engineered to analyze the second order of market data: the properties of the density itself . We don't just ask "Where did volume trade?" We ask " Why did it trade there? What was the character of that volume? What is the statistical significance of its shape? What is the probability of what happens next?" This is a complete, institutional-grade analytical framework built on the DAFE principle: Data Analysis For Execution . It fuses a higher-timeframe structural engine, a proprietary microstructure delta engine, and a Bayesian AI into a single, cohesive intelligence system. It is designed to transform your chart from a flat, lagging record of the past into a living, three-dimensional map of market structure and intention. █ WHAT MAKES VP-DoD ULTIMATE UNLIKE ANY OTHER PROFILE TOOL? This is not just another volume profile script. It stands apart due to a suite of proprietary features previously unseen on this platform. Higher Timeframe (HTF) Core: While other profiles are trapped by the noise of your current chart, VP-DoD builds its foundation on a higher timeframe of your choice (e.g., Daily data on a 15m chart). This is its greatest strength. It filters out intraday noise to reveal the true, macro architectural levels where institutions have built their positions. Microstructure Hybrid Delta Engine: Standard delta is primitive. Our engine provides a far more accurate picture of order flow by simulating tick data and analyzing the battle between candle bodies (aggression) and wicks (absorption). It sees the hidden story inside the volume. Bayesian AI Confidence Model: This is not a simple weighted score. VP-DoD incorporates a genuine Bayesian inference model. It starts with a neutral "belief" about the market and continuously updates its Bullish/Bearish Confidence percentage based on new evidence from delta, POC velocity, and price action. It thinks like a professional quant, providing you with a real-time statistical edge. Advanced Statistical Analysis: It calculates metrics found nowhere else, such as Profile Entropy (a measure of market disorder) and Volatility Skew (a measure of fear vs. greed from the derivatives market), and normalizes them with Z-Scores for universal applicability. Revolutionary Visualization Engine: Data should be intuitive and beautiful. VP-DoD features 14 distinct, animated, and theme-aware rendering modes . From "Nebula Plasma" and "Liquid Metal" to "DNA Helix" and "Constellation Map," you can transform raw data into interactive data art, allowing you to perceive market structure in a way that resonates with your unique analytical style. █ THE ART OF ANALYSIS: A REVOLUTIONARY VISUALIZATION CORE Data is useless if it isn't intuitive. VP-DoD shatters the mold of boring, static indicators with a state-of-the-art visualization engine. This is where data analysis becomes data art. The Profile Itself: 14 Modes of Perception Choose how you want to see the market's architecture: Nebula Plasma & Quantum Matrix: Futuristic, cyberpunk aesthetics with vibrant glow effects that make HVNs and POCs pulse with energy. Thermal Vision & Heat Shimmer: Renders the profile as a heatmap, instantly drawing your eye to the "hottest" zones of institutional liquidity. Liquid Metal & Crystalline: Creates a tangible, almost physical representation of volume with metallic sheens, animated light flows, and faceted structures. 3D Depth Map & Prismatic Refraction: Uses layering and color channel separation to create a stunning illusion of depth, separating the profile into its core components. Particle Field & Constellation Map: Abstract, beautiful data art modes that represent volume as animated particles or glowing stars, connecting major nodes like celestial bodies. DNA Helix & Magnetic Field: Dynamic, animated modes that visualize the forces of attraction and repulsion around the POC and Value Area, representing the market's underlying code. The POC & Value Area: A Living, Breathing Structure The POC and VA are no longer static lines. They are a dynamic, interactive system designed for immediate contextual awareness: Multi-Layered Glow Effects: The POC and VA lines are rendered with multiple layers of glowing, pulsating light, giving them a vibrant, three-dimensional presence on your chart. Dynamic Labels & Badges: Each key level (POC, VAH, VAL) features an advanced label block showing not just the price, but the real-time distance from the current price, and a status badge (e.g., "▲ ABOVE", "◆ INSIDE") that changes color and text based on price interaction. Intelligent Color Adaptation: The color of the VAH and VAL lines dynamically changes. A VAH line will glow bright green when price is breaking above it, but will appear dim and neutral when price is far below it, providing instant visual cues about market context. █ ACTIONABLE INTELLIGENCE: THE SIGNAL & ALERT SYSTEM VP-DoD is not just an analytical tool; it's a complete trading framework with a built-in, context-aware signal system. Absorption/Distribution Signals (🏦): The "Whale Signal." Triggers when price and delta are in stark divergence, indicating large passive orders are absorbing the market—a classic institutional maneuver. Coiling Signals (⚡): A high-probability setup that alerts you when the market is compressing (VA contracting, low entropy), storing energy for a significant breakout. POC Shift & VA Breakout Signals: Trend-initiation signals that fire when value is migrating and the market breaks out of its established balance area with conviction. Delta Extreme Signals: Contrarian reversal signals that detect capitulation at the extremes of buying or selling pressure, often marking key turning points. █ THE DASHBOARD: YOUR INSTITUTIONAL COMMAND CENTER The professional-grade dashboard provides a real-time, comprehensive overview of the market's hidden state. Market Regime: Instantly know if the market is BALANCED, COILING, TRENDING , or VOLATILE . Advanced Metrics: Monitor Entropy (disorder), Volatility Skew (fear/greed), and a composite Risk Score . Institutional Score: See the calculated Liquidity Score and Conviction Level , grading the quality of the current market structure. Bayesian AI: The crown jewel. See the real-time, AI-calculated Bull vs. Bear Confidence percentages, giving you a statistical edge on the probable direction of the next move. Breakout Gauge: A forward-looking metric that calculates the Breakout Probability and its likely Bias (Bullish/Bearish). █ DEVELOPMENT PHILOSOPHY VP-DoD Ultimate was created out of a passion for revealing the hidden architecture of the market. We believe that the most profound truths are found at the intersection of rigorous science and intuitive art. This tool is the culmination of thousands of hours of research into market microstructure, statistical analysis, and data visualization. It is for the trader who is no longer satisfied with lagging indicators and seeks a deeper, more contextual understanding of the market auction. It is for the trader who believes that analysis should be not only effective but also beautiful. VP-DoD Ultimate is designed to help you ride the trend with confidence, but more importantly, to give you the data-driven intelligence to anticipate that final, critical bend. █ DISCLAIMER AND BEST PRACTICES CONTEXT IS KING: This is an advanced contextual tool, not a simple "buy/sell" signal indicator. Use its intelligence to frame your trades within your own strategy. RISK MANAGEMENT IS PARAMOUNT: All trading involves substantial risk. The signals and levels provided are based on historical data and statistical probability, not guarantees. HTF IS YOUR GUIDE: For the highest probability setups, use the HTF feature (e.g., 240m or Daily) to identify macro structure. Then, execute trades on a lower timeframe based on interactions with these key macro levels. ALIGN WITH THE REGIME: Pay close attention to the "Regime" and "Entropy" readouts on the dashboard. Trading a breakout strategy during a high-entropy "RANGING" regime is a low-probability endeavor. Align your strategy with the market's current state. "The trend is your friend, except at the end where it bends." — Ed Seykota, Market Wizard Taking you to school. - Dskyz, Trade with Volume. Trade with Density. Trade with DAFE
Pine Script® 인디케이터
DskyzInvestments의
4
Volume ProfileVolume Profile — Daily & Weekly Levels This indicator plots session-based Volume Profile levels directly on the chart, focusing on Daily and Weekly structures. It is designed to help visualize areas where trading activity was most concentrated during the current and previous periods. The script calculates and displays the following levels: POC (Point of Control) — price level with the highest traded volume VAH (Value Area High) — upper boundary of the value area VAL (Value Area Low) — lower boundary of the value area Features Today’s Volume Profile POC, VAH, and VAL updated in real time during the current trading day Yesterday’s Volume Profile Previous day’s POC, VAH, and VAL extended forward as reference levels Current Weekly Volume Profile Live weekly POC, VAH, and VAL Previous Weekly Volume Profile Last week’s completed POC, VAH, and VAL Configurable Inputs Adjustable number of volume bins (rows) Custom value area percentage Toggle visibility for daily, yesterday, weekly, and previous weekly levels Optional labels with configurable horizontal offset How it works The indicator builds a custom volume distribution by aggregating volume across price bins within each session (daily or weekly). From this distribution, it identifies: The price level with maximum volume (POC) The value area surrounding the POC based on the selected percentage All calculations are performed locally using historical bar data, without external data sources. Alerts An alert condition is included that triggers when price crosses any visible Volume Profile level (POC, VAH, or VAL). Notes This indicator is designed for market structure and volume analysis.
Pine Script® 인디케이터
Kerbox의
2
Delta Microstructure AnalysisDelta Microstructure Analysis Market microstructure analysis using footprint data for divergence, exhaustion, absorption, and trapped trader detection Overview Delta Microstructure Analysis is an order flow indicator that uses TradingView's footprint data to identify market conditions including divergences, exhaustion patterns, absorption zones, and trapped trader scenarios. The indicator calculates delta at each bar and tracks cumulative delta to identify potential reversals and continuations. Key Features Footprint Data Integration: Uses TradingView's built-in footprint data for accurate buy/sell volume delta calculation. Falls back to synthetic delta calculation when footprint data is unavailable. Adaptive Tick Calculation: Automatically adjusts footprint tick size based on asset type and timeframe. Baseline values: crypto (200), forex (10), stocks (5), indices/futures (1), with timeframe scaling. Cumulative Volume Delta (CVD): Tracks cumulative delta with reset options (None, Daily, Fixed Bars) to identify overall buying/selling pressure trends. Divergence Detection: Identifies bullish and bearish divergences between price action and cumulative delta using configurable pivot strength (3-20 bars). Exhaustion Pattern Recognition: Detects buying and selling exhaustion when delta exceeds configurable multiplier (2.0-10.0x) of average delta over lookback period (10-100 bars). Absorption Zone Analysis: Identifies areas where aggressive orders are absorbed by resting liquidity, indicating potential support/resistance zones. Trapped Trader Detection: Recognizes scenarios with strong initial momentum followed by sharp reversals, suggesting trapped positions. Visual Labeling System: Displays signals as monospace labels (DIV↑/DIV↓, EXH↑/EXH↓, ABS↑/ABS↓, TRAP↑/TRAP↓) above/below candles. Info Table Display: Shows current CVD, delta, average delta, data source, and active signals in a monospace-formatted table. Alert System: Individual alerts for each signal type (divergences, exhaustion, absorption, trapped traders). How It Works Footprint Data Request: The indicator requests footprint data using adaptive tick sizing. If unavailable, uses synthetic delta calculation based on candle characteristics. Delta Calculation: For footprint data, uses fp.delta() function. For synthetic delta, considers body size, wick analysis, and volume characteristics. Cumulative Delta Tracking: Maintains running cumulative delta that resets based on selected mode (daily session changes or fixed bar intervals). Pivot Detection: Uses configurable pivot strength to identify significant highs and lows in both price and cumulative delta. Divergence Analysis: Compares price pivots with cumulative delta pivots. Bullish divergence: lower price lows with higher delta lows. Bearish divergence: higher price highs with lower delta highs. Exhaustion Detection: Calculates average absolute delta over lookback period and identifies when current delta exceeds multiplier threshold. Absorption Identification: Analyzes footprint patterns to detect when aggressive orders are met with sufficient resting liquidity. Trapped Trader Recognition: Identifies strong momentum followed by sharp reversals using proprietary pattern recognition. Signal Display: Shows signals as labels on chart and summarizes in info table with current market conditions. Use Cases Divergence Trading: Use divergence signals to identify potential trend reversals before they appear in price action. Exhaustion Monitoring: Identify when buying or selling pressure may be exhausted, suggesting potential reversals. Support/Resistance Levels: Use absorption zones to identify key price levels where institutional activity occurs. Risk Management: Use trapped trader signals to anticipate sharp reversals and adjust position sizing. Market Structure Analysis: Understand underlying order flow dynamics driving price movements. Confirmation Tool: Combine with other technical indicators to confirm signals and improve trade probability. Settings Footprint Settings: Use Footprint Data: Toggle between footprint and synthetic delta Tick Size Mode: Auto (adaptive) or Manual tick sizing Tick Density Multiplier: Adjusts price bucket size in footprint data Manual Footprint Ticks: Custom tick size for Manual mode CVD Settings: CVD Reset Mode: None, Daily, or Fixed Bars Reset Every N Bars: Number of bars between resets (10-1000) Divergence Settings: Pivot Strength: Bars required for pivot detection (3-20) Show Divergence Lines: Toggle line display Bullish/Bearish Divergence Color: Custom colors Divergence Line Width: Line thickness (1-5) Exhaustion Settings: Delta Multiplier: Threshold multiplier (2.0-10.0) Lookback for Avg Delta: Period for average calculation (10-100) Show Exhaustion Markers: Toggle signal display Display Options: Show Info Table: Toggle table display Table Position: Choose table location on chart Table Styling: Background, text, and border colors Header styling options Label Styling: Label text color Alert Settings: Individual toggles for each signal type Technical Notes The indicator uses TradingView's footprint functions (request.footprint(), fp.delta()) for order flow analysis. Adaptive tick calculation converts all timeframes to minutes for consistent scaling across chart intervals. Synthetic delta calculation uses body size (70% weight), wick analysis, and body-to-range ratio for fallback when footprint data unavailable. The indicator uses barstate.isconfirmed for calculations to prevent repainting. All text displays use monospace font for consistent readability. Table displays current CVD, delta, average delta, data source, and active signals in real-time. Best Practices Use on symbols where footprint data is available for most accurate analysis. Combine divergence signals with price action for higher probability setups. Monitor exhaustion signals in context of overall trend direction. Pay attention to absorption zones at key technical levels. Use trapped trader signals as early warning for potential reversals. Adjust pivot strength based on trading timeframe (lower for shorter timeframes). Consider data source indicator - synthetic delta may be less reliable than footprint data. Set up alerts for preferred signal types when monitoring multiple symbols. This indicator analyzes market microstructure using footprint data to identify divergences, exhaustion, absorption, and trapped trader patterns.
Pine Script® 인디케이터
mindyourbuisness의
5
Time-Segmented RVOLTime-Segmented RVOL The Mathematical Flaw in Standard RVOL Most Relative Volume (RVOL) indicators are built on a "Linear Scaling" hypothesis. They take the daily average and divide it by the number of bars in the day. This fails to account for the "Volume Smile"—the natural tendency for volume to be heavy at the open/close and dry up during mid-day. This leads to "False Highs" every morning and "False Lows" during lunch. The Solution: Time-Slot Memory This script uses a high-performance array to create a 20-Day Memory for every specific minute of the trading day. Contextual Comparison: It compares the current 10:30 AM bar only to the previous twenty 10:30 AM bars. Pre-Market Precision: Because it compares 4:00 AM volume to historical 4:00 AM volume, it can spot "early-bird" runners hours before the opening bell, identifying unusual interest when total volume is still low. The Coherent Momentum Tiers We have organized the color logic into four distinct, logical tiers to assist in rapid decision-making: Cold (Blue): RVOL < 1.0 . Volume is below the historical average for this specific time slot. Building (Green): RVOL 1.0 – 3.0. Active participation. The stock is "Awake" and moving with healthy, sustainable interest. High Intensity (Yellow): RVOL 3.0 – 5.0. Extreme interest. The trade is becoming "crowded"; look for increased volatility. Parabolic/Super High (Pink): RVOL > 5.0. Massive abnormality (5x+ normal volume). Common in small-cap "pumpers" and major institutional news events. Trading Strategy: Spotting the "In-Play" Runner The Awake Signal: Watch for a transition from Blue to Green. This confirms the ticker is "in-play" relative to its own 20-day history. The Breakout: Look for Yellow or Pink bars accompanied by a price breakout from a consolidation zone. High RVOL confirms the move has real conviction. Exhaustion (White X): The script includes built-in divergence tracking. If the price makes a new high but the RVOL bars are shrinking, a "White X" will appear. This suggests "Volume Exhaustion"—the fuel is running out. Settings Lookback (Days): Default is 20. This acts as a "Truth Filter" to ensure the baseline remains grounded in long-term reality rather than chasing short-term noise. Custom Thresholds: Fully adjustable levels for the Green, Yellow, and Pink tiers to suit different asset classes (Small-caps vs. Mega-caps).
Pine Script® 인디케이터
nicojenkins의
Smart Range ProfilerSmart Market Structure Viewer: Gaps, Swings & Dealing Ranges Overview This script is a comprehensive technical analysis viewer designed to provide a clear and objective visualization of market structure. By mapping liquidity gaps, multi-tier swing points, and dynamic dealing ranges, it helps traders identify key institutional levels and price action context without the clutter of predictive signals. Key Features 1. Gap Analysis (FVG & Breakaway) The tool identifies and tracks price imbalances to help visualize market inefficiency: Fair Value Gaps (FVG): Highlights standard price imbalances. Breakaway Gaps: Specifically marks gaps where the candle close remains outside the previous range, indicating strong directional commitment. Sophisticated Mitigation: Users can choose how gaps are cleared from the chart (e.g., when price touches, leaves, or completely covers the gap), ensuring only relevant imbalances are displayed. 2. Hierarchical Swing Points To help distinguish between minor fluctuations and major trend shifts, the viewer categorizes market structure into three hierarchical levels: Short-Term (ST): Localized swing points identified in relation to gap formations. Intermediate-Term (IT): Structural points derived from the relationship between short-term swings. Long-Term (LT): High-level structural points that define the broader market framework. 3. Dynamic Dealing Range & Profiling The script calculates and projects the current "Dealing Range" based on the selected structural hierarchy (ST, IT, or LT). Range Geometry: Displays the Range Top, Range Bottom, and the Equilibrium (50%) level. MTP (Most Traded Price): A volume-based profile indicating the price level with the highest trading activity within the current range. MTS (Most Time Spent): A time-based profile highlighting the price level where the market spent the most duration. How to use this Viewer Structural Context: Use the multi-tier swings to identify the current market phase (Bullish/Bearish) and seniority of the trend. Imbalance Tracking: Monitor how price interacts with Fair Value and Breakaway gaps to gauge the strength of a move. Premium vs. Discount: Utilize the Dealing Range Equilibrium in conjunction with MTP/MTS levels to identify where price sits relative to its value distribution.
Pine Script® 인디케이터
Hanageman의
1
ZigZag Volume Profile [Honestcowboy]The ZigZag Volume Profile Indicator is a combination of 2 very popular trading indicators, the volume profile and zigzag indicator. Instead of using predetermined sessions like traditional volume profile analysis. This indicator expands on zigzag indicators "legs" and draws a volume profile inside each zigzag leg. What is a Volume Profile? "Technical analysis tool showing trading volume at specific price levels, creating a horizontal histogram on the side of a chart to reveal areas of high buying/selling interest, unlike traditional volume bars showing volume over time. Key elements include the Point of Control (POC) for most traded price, the Value Area (VAH/VAL), identifying crucial support/resistance, and analyzing profile shapes (like D, B, P) to understand market balance and potential price targets, used by professionals to spot liquidity and market structure." Key Differences Does not have a value area but distinguishes each column in relation to the biggest column in percentage terms. Does not take sessions into account instead using zigzag legs 🟦 CALCULATION The zigzag volume profile first builds a standard zigzag indicator to find structure in the market. Using pivot points and a minimum % price move threshhold. Then once it knows the zigzags it will use each leg as a time window to calculate a volume profile inside. 🔹Coloring each column: The script will find the biggest column in the Profile and use that as a reference for all other columns. It will then decide for each column individually how big it is in % compared to the biggest column. It will use that percentage to decide which color to give it, top 20% will be red, top 40% purple, top 60% blue, top 80% green and all the rest yellow. The user is able to adjust these numbers for further customisation. 🟦 USAGE The idea behind this indicator is, if you look at markets as different legs (moves) going in a zigzag pattern you might want to look deeper inside your previous moves and see where the actual liquidity/volume was during that move. The hypothesis here is you build trade ideas based on zigzags but then use the volume profiles. Since volume and market structure are very well known concepts to discretionary traders I'm hoping this indicator might give some different perspective on this relation and help people create a trading approach based on it. Here's some quick cherry picked examples, just as a proof of concept: 🟦 SETTINGS 🔹ZIGZAG SETTINGS Price Deviotion % : This is the minimum price move in % term from last pivot price needs to move to form a new pivot for the zigzag. Pivot Legs (Left/Right): The amount of bars a high or a low needs to be higher/lower than to the left and right of the bar. 10 By default to create medium term zigzag 🔹Volume Profile Profile Rows: The amount of rows in Y axis the zigzag is going to be sliced into to create the volume profile. Higher number is more detailed volume profile but also uses more box objects which is maxed at 500. 25 by default Profiles to Display: The amount of volume profiles the indicator will draw back in time. Higher number means more history but also longer loading time. 20 by default 🔹Visual Settings This part is pretty self explanatory and you have can manually select the colors used to create the volume profile. Refer back the the explanation about the "🔹coloring each column" section.
Pine Script® 인디케이터
Honestcowboy의
Volume Channel Flow [ChartPrime]⯁ OVERVIEW — Volume Channel Flow The Volume Channel Flow indicator dynamically tracks evolving trend channels while simultaneously analyzing volume distribution within each channel segment. By combining adaptive volatility-based channel boundaries with real-time volume profiling, the tool highlights directional bias, structural breakouts, and zones where buy/sell pressure is concentrated. This makes it a powerful hybrid of a trend-tracking system and a miniature volume-profile engine that updates live as the market moves. ⯁ CONCEPTS Dynamic Volatility Channel: Upper and lower channel levels are continuously recalculated using ATR. These levels shift only when price breaks outside the previous channel, signaling a trend transition. Channel Segmentation: When a channel shift occurs, the previous segment is closed and visually plotted as its own range — allowing traders to inspect each discrete “flow phase” of the market. Embedded Volume Profile: Inside each channel segment, the indicator builds a mini volume histogram using user-defined binning. This creates a quick visual read of how volume was distributed within that price range. Point of Control (PoC): The price level with the highest traded volume inside each completed segment is detected and plotted as a dashed horizontal PoC line. Flow Bias (Bullish/Bearish): The volume profile color adapts depending on whether cumulative delta volume (buy minus sell pressure) is positive or negative for the segment. Breakout Labels: When a new channel is formed, arrows mark whether the breakout occurred upward or downward. ⯁ FEATURES Adaptive Trend Channel Construction Channels update only when price closes beyond upper or lower volatility thresholds. This isolates trend shifts with minimal noise. Channel Visualization Options Choose to display full channel boxes or only trend lines using customizable styling. Real-Time Volume Profiling As long as the channel remains active, volume distribution is recalculated live on every bar. PoC Projection The PoC is drawn across the channel range, marking the highest-volume price level for each segment. Directional Delta Coloring Volume profiles automatically shift to bullish or bearish colors based on cumulative delta inside the channel. Breakout Detection Arrows highlight each transition into a new channel regime. ⯁ HOW TO USE Spot trend changes using breakout arrows and the creation of new trend channels. Gauge strength of a channel by examining the density and shape of the internal volume profile. Use PoC levels as potential support/resistance interaction zones. Validate momentum by checking whether volume delta shows bullish or bearish dominance. Monitor channel edges to anticipate continuation or reversal setups. ⯁ CONCLUSION The Volume Channel Flow indicator merges trend structure with volume analytics, providing a continuously adaptive picture of market flow. It not only detects where trend phases begin and end, but also reveals what type of volume behavior shaped each segment, offering a deeper understanding of trend strength and directional pressure.
Pine Script® 인디케이터
ChartPrime의
15
Session Dominance Profile [Pointalgo]Session Dominance Profile is a visual volume-distribution tool that shows which global trading session (Asia, London, or New York) dominates price activity across different price levels within a defined historical range. The indicator builds a horizontal volume profile using candle close prices and volume, then classifies each price level by the session that contributed the highest volume. How It Works : The script analyzes a configurable lookback period Price range is divided into multiple horizontal bins Volume is accumulated per price level Each bin is split into three session buckets: Asia Session (Yellow) London Session (Blue) New York Session (Red) The session with the highest volume at that price level determines the color This results in a Session-based Dominance Profile, helping traders visually identify: Where major sessions were most active Session-specific acceptance or rejection zones Potential intraday and swing reaction areas Practical Use Cases : Identify price levels dominated by a specific session Understand session rotation and participation Combine with: Market structure Support & resistance VWAP or moving averages Useful for intraday, scalping, and swing trading Inputs Explained: Lookback – Number of historical bars used to build the profile Resolution – Number of price bins (higher = more detail) Fixed Width (Bars) – Maximum horizontal width of the profile Offset (Bars) – Distance of the profile from the current bar Profile Direction – Left-to-Right or Right-to-Left rendering Session Time Reference: All sessions are calculated using UTC time. Important Notes: This indicator is visual and analytical only It does not generate buy or sell signals No repainting: the profile is calculated on the last bar only Designed for educational and research purposes Disclaimer: This script does not provide financial advice. Trading involves risk, and past volume behavior does not guarantee future results. Always confirm signals using additional analysis and proper risk management.
Pine Script® 인디케이터
pointalgo의
Volume Profile Visible Range (VPVR) with POC PriceThis script visualizes volume distribution for the bars currently visible on your chart, helping you identify key liquidity zones and high-traffic price levels. Main Features: ・Dynamic Range: Recalculates automatically as you zoom or scroll. ・POC Price Label: Highlights the Point of Control (highest volume) with a clear price tag. ・Value Area (VA): Visually separates the most active trading zone (default 70%). ・Highly Flexible: Choose your preferred layout (Left or Right) and colors. How to use: 1. Spot S/R Levels: Look for long bars (High Volume Nodes); these often act as strong support or resistance. 2. Monitor the POC: The Point of Control is a price magnet. Watch for reactions or retests at this level. 3. Low Volume Gaps: Price tends to move quickly through areas with very short volume bars.
Pine Script® 인디케이터
ken5_5489의
Auction Context Engine ( Value Area, VWAP & Regime)📌 Indicator Name Auction Context Engine (Value Area, VWAP & Regime) Short name: ACE Context 🧠 Description Auction Context Engine (ACE) is a professional market context and structure indicator based on Auction Market Theory.It is designed to help traders understand where the market is positioned, not to generate trade signals. ACE focuses on: • Developing Value Area (VAH / VAL) • Developing Point of Control (POC) • Session VWAP positioning • Volatility regime expansion • Opening Range context • Failed auction / trap detection • Market bias and environment quality This indicator provides context only and is intended to be used alongside a separate execution strategy or system. 🎯 What This Indicator Is ✔ A context engine ✔ A market structure filter ✔ A bias alignment tool ✔ A regime and environment classifier ❌ What This Indicator Is NOT ✘ Not a signal generator ✘ Not a buy/sell system ✘ Not a strategy ✘ Not a profitability promise 📊 How To Use Use ACE to answer: • Is price accepting or rejecting value? • Is the market in balance or expansion? • Is VWAP supporting or opposing price? • Is this a breakout environment or a trap? • Is volatility expanding? • Is the market trending or ranging? You may then use your own execution strategy aligned with this context. 🟢 Core Components Developing Value Area • VAH / VAL dynamically update through the session • POC tracks highest traded volume area VWAP Position • Above VWAP = bullish bias • Below VWAP = bearish bias Opening Range Context • Detects breakouts or balance after session open Volatility Regime • Identifies expansion vs normal conditions Failed Auction Detection • Highlights trap conditions near value extremes Market Quality • Strong / Mixed / Weak environment classification Context Table • Clean 1-column vertical dashboard with color-coded bias 🔵 Visual Elements • Developing VAH, VAL, POC lines • Session VWAP • Small context dots when environment turns READY • Compact professional context table ⚙️ Settings • Value Area bin size • Value area percentage • Opening range duration • Regime expansion factor • Line colors and thickness • Context table ON/OFF • Context dots ON/OFF 🧩 Best Use Case This indicator is ideal for: • Intraday trading • Index futures and equities • Options context filtering • Trend / range regime identification • Professional discretionary traders ⚠️ Disclaimer This script is provided for educational and informational purposes only.It does not constitute financial or investment advice.Trading involves risk. Always use proper risk management.
Pine Script® 인디케이터
Market_Logic_India의