지금 시작

볼륨

MACD Momentum Structure & Volume Profile Sniper [MTF]**Description and Methodology** This script offers a unique approach to Market Structure by moving away from traditional fractal-based highs and lows (which can be noisy). Instead, it utilizes **MACD Momentum Swings** to identify significant structural points, combined with an automated Fixed Range Volume Profile to pinpoint high-probability entry zones. **1. Why MACD Structure? (The Core Concept)** Traditional "ZigZag" or Fractal indicators rely solely on price action, often leading to fake-outs during low-volume consolidation. * This script defines a "Swing High" only when the MACD Histogram crosses below zero (Momentum shifts Bearish). * This script defines a "Swing Low" only when MACD crosses above zero (Momentum shifts Bullish). By linking structure to momentum, we filter out weak price movements and focus on the true "heartbeat" of the trend. **2. The "Mashup" Synergy: Structure + Volume + Logic** This is not a random combination of indicators. Each component serves a specific step in the trading execution sequence: * **Step 1 (Structure):** The script identifies a Change of Character (CHoCH) based on the MACD peaks described above. * **Step 2 (Liquidity/Value):** When a CHoCH occurs, the script *automatically* draws a **Fixed Range Volume Profile (FRVP)** specifically covering the impulse leg that caused the break. This reveals the "Point of Control" (POC)—the hidden price level where the most volume occurred during the move. * **Step 3 (The Sniper Entry):** The script creates a "Zone" around that POC. It then waits for Price to retrace into this zone. * **Step 4 (Confirmation):** Once the zone is touched, the script monitors a lower timeframe (User selectable, default M1) for a fresh MACD crossover to trigger the final entry signal. **Features** * **Multi-Timeframe Dashboard:** Monitor the MACD Trend direction across 4 different timeframes simultaneously. * **Dynamic Trendlines:** Automatically connects confirmed MACD peaks to visualize trend integrity. * **Fibo Time Zones:** Projects potential future pivot points based on the duration of the previous swing. * **Alert System:** Integrated alerts for Zone Touches and "Sniper" entries (Zone Touch + LTF Momentum Confirmation). **How to Use** 1. **Identify Trend:** Look for the CHoCH labels. Green indicates a shift to Bullish, Red to Bearish. 2. **Wait for Pullback:** Do not chase the break. Wait for price to return to the Yellow POC Zone generated by the Volume Profile. 3. **Entry Trigger:** Watch for the "BUY" or "SELL" marks. These appear only when price hits the zone AND the lower-timeframe momentum aligns with the trade direction. **Settings & Inputs** * **Global MACD:** Adjust the sensitivity of the swing detection (Default 12, 26, 9). * **Sniper Entry:** Select the timeframe used for the final confirmation (e.g., use M1 confirmation for an H1 chart structure). * **VP Settings:** Customize how the Volume Profile looks on the chart. *Disclaimer: This script is intended for educational purposes and market analysis. It does not provide financial advice.*
Pine Script® 인디케이터
Csmile_의
5
Delta+CVD&CVD CandlesDelta + CVD & CVD Candles Order-flow indicator combining Delta (Ask–Bid), Cumulative Volume Delta (CVD), and a unique CVD-based synthetic candle system. Shows buy/sell pressure, volume aggressiveness, and momentum shifts with optional Delta histogram, CVD line, and CVD+Delta combined candles. Useful for scalping, intraday trading, divergence detection, and understanding buyer/seller dominance. ________________________________________ 📘 Overview The Delta + CVD & CVD Candles Indicator combines multiple order-flow tools into one clean visual package. It displays: • Delta (Ask–Bid) to measure aggressive buying/selling • Cumulative Volume Delta (CVD) to track accumulated pressure • Combined CVD Candles showing synthetic candles built entirely from order-flow data This indicator helps traders read market intent, find momentum shifts, and detect absorption or hidden buying/selling without needing Level-2 data. ________________________________________ 📊 Features 1. Delta (Ask-Bid) Histogram Shows buying vs selling pressure per candle. • Green = Buyers (Ask > Bid) • Red = Sellers (Bid > Ask) 2. CVD (Cumulative Delta) Line Tracks whether buyers or sellers dominate over time. Useful for spotting divergences and trend strength. 3. Delta + CVD Combined Candles Synthetic candles built from order-flow: • Candle body = change in CVD • Wicks = size of Delta imbalance • Colors = green (bullish), red (bearish) These candles reveal aggressive buying/selling much more clearly than price candles. ________________________________________ 🛠 Inputs & Options • Show/Hide Delta Histogram • Show/Hide CVD Line • Show/Hide Combined CVD Candles • Bull Color • Bear Color • CVD Line Color ________________________________________ 📈 How to Trade With It • Rising CVD + bullish Delta → Strong up momentum • Falling CVD + bearish Delta → Strong down momentum • Price HH but CVD failing → Bearish divergence • Price LL but CVD not making LL → Bullish divergence • Long wick in combined candle → High imbalance (aggressive buyers/sellers) Great for scalping, day trading, and momentum confirmation. ________________________________________ ⚠️ Notes • Uses TradingView’s volume feed (not Level-2 depth). • Works on all markets and timeframes. • Volume accuracy depends on exchange data. ________________________________________ ✔️ Recommended Use-Cases • Intraday trading • Volume/Delta analysis • Divergence trading • Identifying exhaustion and absorption • Understanding buyer/seller strength visually ________________________________________ 👤 Credits Paraskumarpatel5026@gmail.com ________________________________________
Pine Script® 인디케이터
paraskumarpatel5026의
Macros+AMD [NW]Macros + AMD - Daily & Weekly Time-Based Analysis Multi-timeframe AMD (Accumulation, Manipulation, Distribution) visualization with ICT Macro timing windows for time-based market analysis. Overview This indicator visualizes the AMD (Accumulation, Manipulation, Distribution) framework on both daily and weekly timeframes, combined with ICT Macro timing windows. It is designed as an educational tool to help traders study time-based market structure and algorithmic price delivery concepts. The AMD model is based on the idea that markets move through distinct phases within each trading period: Accumulation (A) - Initial range formation, liquidity building Manipulation (M) - False moves to trap traders, liquidity sweeps Distribution (D) - True directional move, price delivery to targets What This Indicator Displays Daily AMD Phases Displays the intraday AMD cycle based on New York trading hours: A Phase (Blue): 4:00 AM - 8:35 AM EST — Morning accumulation, Asian/London overlap M Phase (Red): 8:35 AM - 11:25 AM EST — NY session manipulation, news events D Phase (Green): 11:25 AM - 4:00 PM EST — Afternoon distribution and price delivery Weekly AMD Phases Displays the weekly AMD cycle from Monday to Monday: A Phase: Monday 00:00 - Tuesday 21:56 EST — Weekly high/low formation begins M Phase: Tuesday 21:56 - Thursday 02:04 EST — Mid-week reversal zone D Phase: Thursday 02:04 - Monday 00:00 EST — Weekly price delivery Inner M Phase Fibs When enabled, subdivides the M (Manipulation) phase using Fibonacci levels: 0.382 level — Inner accumulation ends 0.500 level — Mid-point of manipulation 0.618 level — Inner distribution begins This helps identify potential reversal points within the manipulation phase. ICT Macro Windows Horizontal lines marking the XX:42 to XX:15 macro periods (33-minute windows): 2:42 - 3:15 AM 3:42 - 4:15 AM (London) 7:42 - 8:15 AM 8:42 - 9:15 AM 9:42 - 10:15 AM (Prime AM session) 10:42 - 11:15 AM 11:42 - 12:15 PM 12:42 - 1:15 PM 1:42 - 2:15 PM 2:42 - 3:15 PM These windows represent times when algorithmic price delivery is more likely to occur. How To Use Understanding the AMD Framework During the A Phase: Observe range formation and initial liquidity pools Note the high and low established during this phase Wait for manipulation before committing to direction During the M Phase: Watch for false breakouts and stop hunts Look for reversal patterns after liquidity sweeps The inner fibs (0.382, 0.5, 0.618) can help time entries within this phase Mid-week (Wednesday) often sees key reversals on weekly AMD During the D Phase: This is typically when the true move occurs Price tends to deliver toward draw on liquidity targets The direction is often opposite to the manipulation move Using the Macro Windows The XX:42 to XX:15 windows are times to pay attention to price action: These 33-minute periods often see increased algorithmic activity Look for displacement, fair value gaps, or order blocks forming The 9:42-10:15 AM window is considered particularly significant for NY session Weekly Day Labels Monday/Tuesday: "H/L of Week" — Watch for weekly high or low formation Wednesday: "Reversal Day" — Mid-week reversal probability increases Thursday/Friday: "Reversal Day" — Continuation or secondary reversal Settings Guide Main Settings Timezone: Set to your broker's timezone or preferred timezone Macros On Top: Toggle macro lines above or below AMD boxes Show All Text Labels: Master toggle for all text (turn off for clean charts on HTF) Daily/Weekly AMD Show: Enable/disable the AMD visualization Opacity: Adjust transparency of the phase boxes (higher = more transparent) AMD Colors Customize colors for each phase (A, M, D) Default: Blue (A), Red (M), Green (D) Inner M Style Customize the inner M phase fib lines and text colors Default: Black lines for clean visibility Macro Settings Adjust macro line color and thickness Toggle individual macro windows on/off Important Notes This indicator is for educational purposes and time-based analysis It does not provide buy/sell signals Always use in conjunction with proper price action analysis Past price behavior during these time windows does not guarantee future results The AMD framework is one lens for viewing market structure — use it as part of a complete methodology Credits This indicator is based on concepts taught by ICT (Inner Circle Trader) and the broader Smart Money Concepts community. The AMD framework, macro timing windows, and weekly profile concepts are derived from this educational methodology. Timeframe Recommendations Best viewed on 1-minute to 15-minute charts Text labels automatically hide on 9-minute and higher timeframes for cleaner visualization Indicator hides completely on 1-hour and higher timeframes Changelog v1.0 - Initial release Daily AMD phases (4am-4pm EST) Weekly AMD phases (Monday-Monday) Inner M phase Fibonacci subdivisions 10 ICT Macro timing windows Full customization options Automatic 9-day cleanup
Pine Script® 인디케이터
NeverWishing의
1
Delta Magnet Zone Extended – Selective HideLiquidity Zone Reversal — Description 🔍📊 This indicator automatically identifies liquidity zones where price previously grabbed orders, swept highs/lows, or created strong reaction points. Instead of plotting thin lines, this version converts those levels into zones, giving traders a clearer view of where the market has unfinished business and where future reactions are likely to occur. These zones act as institutional magnets — areas where liquidity providers, algos, and larger players commonly enter or exit positions. How It Works ⚙️💡 The script scans recent price action and detects local swing highs and lows. It then builds rectangular liquidity zones around these levels, extending them forward so you can see: 🟥 Bearish liquidity sweep zones 🟩 Bullish liquidity sweep zones 🔁 Areas where price previously failed, rejected, or consolidated 🎯 Potential reversal targets on both sides of the market These zones update automatically as new structure forms, giving you an always-current map of market memory. Why the 9-Day Look-Back Is Powerful (My Default) 📅✨ I personally keep the look-back set to 9 days by default because: ✔️ It captures the entire previous trading week ✔️ It maps out where SPY/QQQ/ES has already tapped liquidity ✔️ It shows the true zones institutions defended ✔️ It reveals where price is most likely to react again moving forward Using a 9-day window gives you a clean, high-signal map of: Last week’s highs & lows Prior liquidity sweeps Rejection zones Imbalance cleanup levels This keeps the chart minimal, powerful, and hyper-relevant to current order flow. How Traders Use These Zones 🎯📈 Here are the most common ways traders use these liquidity zones: 1️⃣ Identify High-Probability Reversal Areas 🔄 Price often reacts strongly when returning to a past liquidity zone — especially if it previously swept stops there. 2️⃣ Confirm Breakouts or Failures 🚪➡️ Break above a bearish zone? Momentum continuation is likely. Reject inside a zone? Reversal or range expansion often follows. 3️⃣ Set Targets & Stop Placement 🎯🛡️ Zones give logical: Profit targets Trend exhaustion points Areas to avoid entering new trades 4️⃣ Time 0DTE Scalps With Precision ⚡ Liquidity zones tighten your expectations for: Where SPY/QQQ will bounce Where reversals start Where liquidity magnets pull price by end of day Why This Indicator Matters 🧠🔥 Liquidity drives markets. Not indicators. Not moving averages. Not random levels. This tool shows you where actual orders exist, where they were previously swept, and where institutions are most likely to step in again. It gives you: Cleaner charts Higher confidence Better strike selection More precise entries Stronger exits All without noise.
Pine Script® 인디케이터
herose4the의
YM Ultimate SNIPER# YM Ultimate SNIPER - Documentation & Trading Guide ## 🎯 Unified GRA + DeepFlow | YM-Optimized for Low Volatility **TARGET: 3-7 High-Confluence Trades per Day** > **Philosophy:** *YM's lower volatility is not a weakness—it's our edge. Predictability + precision = consistent profits.* --- ## ⚡ QUICK REFERENCE CARD ``` ┌─────────────────────────────────────────────────────────────────────────────┐ │ YM ULTIMATE SNIPER - QUICK REFERENCE │ ├─────────────────────────────────────────────────────────────────────────────┤ │ │ │ 💰 YM BASICS: │ │ ═════════════ │ │ • 1 tick = 1 point = $5/contract │ │ • Typical daily range: 150-400 points │ │ • 30-40% less volatile than NQ │ │ • More institutional, less retail noise │ │ │ ├─────────────────────────────────────────────────────────────────────────────┤ │ │ │ 🎯 TIER THRESHOLDS (YM-OPTIMIZED): │ │ ══════════════════════════════════ │ │ S-TIER: 50+ pts = $250+/contract → HOLD (Institutional sweep) │ │ A-TIER: 25-49 pts = $125-245/contract → SWING (Strong momentum) │ │ B-TIER: 12-24 pts = $60-120/contract → SCALP (Quick grab) │ │ │ ├─────────────────────────────────────────────────────────────────────────────┤ │ │ │ ⏰ SESSION WINDOWS: │ │ ═══════════════════ │ │ LDN → 3:00-5:00 AM ET (European flow) │ │ NY → 9:30-11:30 AM ET (US opening drive) │ │ PWR → 3:00-4:00 PM ET (End-of-day rebalancing) │ │ │ │ Expected Trades: 1-2 LDN | 2-3 NY | 1-2 PWR = 4-7 total │ │ │ ├─────────────────────────────────────────────────────────────────────────────┤ │ │ │ 📊 CONFLUENCE SCORING (MAX 10 POINTS): │ │ ═══════════════════════════════════════ │ │ Tier Signal: S=3, A=2, B=1 points │ │ In Active Zone: +2 points │ │ POC Aligned: +1 point (POC at body extreme) │ │ Imbalance Support:+1 point (supporting IMB nearby) │ │ Strong Volume: +1 point (2x+ average) │ │ Strong Delta: +1 point (70%+ dominance) │ │ CVD Momentum: +1 point (CVD trending with signal) │ │ │ │ MINIMUM SCORE: 5/10 to show signal (adjustable) │ │ IDEAL SCORE: 7+/10 for highest probability │ │ │ ├─────────────────────────────────────────────────────────────────────────────┤ │ │ │ 🚨 SIGNAL TYPES: │ │ ═════════════════ │ │ S🎯 / A🎯 / B🎯 → GRA Tier Signals (Full confluence) │ │ Z🎯 → Zone Entry (At DFZ zone + delta + volume) │ │ SP → Single Print (Institutional impulse) │ │ │ ├─────────────────────────────────────────────────────────────────────────────┤ │ │ │ ✓ ENTRY CHECKLIST: │ │ ═══════════════════ │ │ □ Signal appears (check Score ≥5) │ │ □ Session active (LDN!/NY!/PWR!) │ │ □ Table: Vol GREEN, Delta colored, Body GREEN │ │ □ CVD arrow (▲/▼) matches direction │ │ □ Note stop/target lines on chart │ │ □ Check Zone status (bonus if IN ZONE) │ │ □ Execute at signal candle close │ │ │ ├─────────────────────────────────────────────────────────────────────────────┤ │ │ │ 🎯 POSITION SIZING BY TIER: │ │ ═══════════════════════════ │ │ S-TIER (50+ pts): Full size, hold 2-5 min, target 2.5:1 R:R │ │ A-TIER (25-49): 75% size, hold 1-3 min, target 2.0:1 R:R │ │ B-TIER (12-24): 50% size, hold 30-90 sec, target 1.5:1 R:R │ │ │ ├─────────────────────────────────────────────────────────────────────────────┤ │ │ │ ⛔ DO NOT TRADE WHEN: │ │ ════════════════════ │ │ ✗ Session shows "---" │ │ ✗ Score < 5/10 │ │ ✗ Vol shows RED (<1.8x) │ │ ✗ Delta < 62% │ │ ✗ Multiple conflicting signals │ │ ✗ Just before major news (FOMC, NFP, etc.) │ │ │ └─────────────────────────────────────────────────────────────────────────────┘ ``` --- ## 📋 WHY YM? LEVERAGING LOW VOLATILITY ### The YM Advantage Most traders avoid YM because "it doesn't move enough." This is precisely why it's perfect for precision scalping: | Factor | NQ | YM | Advantage | |--------|----|----|-----------| | **Daily Range** | 300-600 pts | 150-400 pts | More predictable moves | | **Tick Value** | $5/tick (4 ticks/pt) | $5/tick (1 tick/pt) | Simpler math | | **Retail Noise** | High | Low | Cleaner signals | | **Whipsaws** | Frequent | Rare | Fewer fakeouts | | **Trend Persistence** | Short | Long | Easier holds | | **Fill Quality** | Variable | Consistent | Better execution | ### Why 3-7 Trades is the Sweet Spot ``` YM SESSION BREAKDOWN: ════════════════════ LONDON (3-5 AM ET): 1-2 trades ├── Why: European institutions positioning for US open ├── Character: Slow build-up, clean trends └── Best signals: Zone entries + A/B tier NY OPEN (9:30-11:30 AM ET): 2-3 trades ├── Why: Highest volume, most institutional activity ├── Character: Initial balance formation, breakouts └── Best signals: S/A tier, zone confluence POWER HOUR (3-4 PM ET): 1-2 trades ├── Why: End-of-day rebalancing, MOC orders ├── Character: Mean reversion or trend acceleration └── Best signals: Zone entries, B tier quick scalps TOTAL: 4-7 high-quality setups per day ``` --- ## 🔧 YM-SPECIFIC OPTIMIZATIONS This unified indicator has been specifically tuned for YM's characteristics: ### Tier Thresholds | Tier | NQ (Original) | YM (Optimized) | Rationale | |------|---------------|----------------|-----------| | S-Tier | 100 pts | **50 pts** | YM's daily range is ~50% of NQ | | A-Tier | 50 pts | **25 pts** | Proportional scaling | | B-Tier | 20 pts | **12 pts** | Still 5%+ of typical daily range | ### Filter Adjustments | Filter | NQ Value | YM Value | Why | |--------|----------|----------|-----| | Volume Ratio | 1.5x | **1.8x** | Higher bar = less retail noise | | Delta Threshold | 60% | **62%** | Tighter for cleaner signals | | Body Ratio | 70% | **72%** | More conviction required | | Range Multiplier | 1.3x | **1.4x** | Bigger move = real signal | | Gap ATR% | 30% | **25%** | Smaller gaps still significant | | Zone Age | 50 bars | **75 bars** | Zones last longer in slow market | ### Why These Changes Work 1. **Higher Volume Bar**: YM has more institutional flow. Requiring 1.8x volume ensures we're catching real moves, not retail chop. 2. **Tighter Delta**: With less noise, we can demand clearer buyer/seller dominance before entering. 3. **Longer Zone Life**: YM trends persist longer. A zone that would be stale in NQ is still viable in YM. 4. **Smaller Gap Threshold**: YM gaps are naturally smaller. 25% of ATR in YM is significant institutional activity. --- ## 📊 CONFLUENCE SCORING SYSTEM The unified indicator uses a 10-point confluence scoring system to filter for only the highest-probability setups: ### Score Breakdown ``` CONFLUENCE SCORE CALCULATION: ═════════════════════════════ BASE POINTS (Tier): ├── S-Tier signal: +3 points ├── A-Tier signal: +2 points └── B-Tier signal: +1 point BONUS POINTS: ├── Inside Active Zone (DFZ): +2 points │ └── Price within bull/bear zone = institutional level │ ├── POC Alignment: +1 point │ └── POC at body extreme = strong conviction │ ├── Imbalance Support: +1 point │ └── Supporting imbalance within 1 ATR │ ├── Strong Volume (2x+): +1 point │ └── Exceptional institutional participation │ ├── Strong Delta (70%+): +1 point │ └── Clear one-sided aggression │ └── CVD Momentum: +1 point └── CVD trending with signal direction MAXIMUM POSSIBLE: 10 points ``` ### Score Interpretation | Score | Quality | Action | Expected Win Rate | |-------|---------|--------|-------------------| | 8-10 | 🥇 Elite | Full size, hold for target | 75-80% | | 6-7 | 🥈 Strong | Standard size, manage actively | 65-70% | | 5 | 🥉 Valid | Reduced size, quick scalp | 55-60% | | <5 | ⚫ Filtered | No signal shown | N/A | ### Adjusting Minimum Score - **Conservative (Score ≥6)**: Fewer trades, higher win rate - **Standard (Score ≥5)**: Balanced approach, 3-7 trades/day - **Aggressive (Score ≥4)**: More trades, requires active management --- ## 📐 SIGNAL TYPES EXPLAINED ### 1. GRA Tier Signals (S🎯, A🎯, B🎯) These are the primary signals from the merged GRA system: ``` TIER SIGNAL REQUIREMENTS: ═══════════════════════════ ALL must be TRUE: ├── ✓ Point movement meets tier threshold ├── ✓ Volume ≥ 1.8x average ├── ✓ Delta ≥ 62% (buy or sell dominance) ├── ✓ Body ≥ 72% of candle range ├── ✓ Range ≥ 1.4x average ├── ✓ Small opposite wick (<50% of body) ├── ✓ CVD confirms direction (if enabled) ├── ✓ Active session (LDN/NY/PWR) └── ✓ Confluence Score ≥ minimum (default 5) ``` ### 2. Zone Entry Signals (Z🎯) When price enters a DeepFlow zone with confirmation: ``` ZONE ENTRY REQUIREMENTS: ═══════════════════════════ ALL must be TRUE: ├── ✓ Price inside fresh/tested zone (not broken) ├── ✓ Delta ≥ 62% in zone direction ├── ✓ Volume ≥ 1.5x average └── ✓ Active session NOTE: Z🎯 only appears when NOT already showing tier signal (prevents duplicate signals on same candle) ``` ### 3. Single Print Markers (SP) Mark institutional impulse candles for future S/R: ``` SINGLE PRINT REQUIREMENTS: ═══════════════════════════ ALL must be TRUE: ├── ✓ Range ≥ 1.6x average ├── ✓ Body ≥ 72% of range ├── ✓ Volume ≥ 1.8x average ├── ✓ Delta ≥ 62% confirms direction └── ✓ Active session USE: Horizontal lines at high/low act as future S/R ``` --- ## 🎯 TRADING STRATEGIES ### Strategy 1: Zone + Tier Confluence (Highest Probability) ``` THE ULTIMATE YM SETUP: ═══════════════════════ Setup: 1. Active DeepFlow zone exists (green box below for long) 2. Price pulls back INTO the zone 3. Tier signal fires INSIDE the zone (S🎯/A🎯) 4. Score shows 7+/10 Entry: Signal candle close Stop: Below zone bottom (for longs) Target: Based on tier (1.5-2.5:1 R:R) Why It Works: • Zone = institutional limit orders • Tier signal = momentum confirmation • Double confirmation = high probability Expected Win Rate: 70-75% ``` ### Strategy 2: Pure Tier Signal with POC Stop ``` SNIPER TIER TRADE: ══════════════════ Setup: 1. Tier signal appears (preferably A or S) 2. Score ≥ 5/10 3. Note POC level on signal candle 4. Red/green stop/target lines appear Entry: Signal candle close Stop: Beyond POC (shown on chart) Target: Auto-calculated based on tier Key: POC placement matters • POC near candle bottom (longs) = STRONG • POC in middle = weaker signal • POC at extreme = possible exhaustion Expected Win Rate: 60-65% ``` ### Strategy 3: Zone Bounce (Continuation) ``` ZONE BOUNCE TRADE: ══════════════════ Setup: 1. Fresh zone created during session 2. Price leaves zone, moves in zone direction 3. Price returns to test zone (within 15 bars) 4. Z🎯 signal appears or rejection candle forms Entry: At CE line (middle of zone) Stop: Beyond zone edge Target: Previous swing high/low Why It Works: • Zones represent unfilled orders • First retest often finds support/resistance • Lower volatility = cleaner bounces Expected Win Rate: 55-60% ``` ### Strategy 4: Single Print Scalp ``` SINGLE PRINT SCALP: ═══════════════════ Setup: 1. Single Print (SP) marker appears 2. Note the gold/purple lines at high/low 3. Wait for price to return to SP level 4. Look for rejection or tier signal at level Entry: At SP line with confirmation Stop: Beyond the SP line Target: Quick 1:1 or to next structure Why It Works: • SP = price moved too fast, orders unfilled • Price often returns to "fill" these levels • YM's slower pace makes retests likely Expected Win Rate: 55-60% ``` --- ## 📊 TABLE LEGEND | Field | Reading | Color Meaning | |-------|---------|---------------| | **Pts** | Current candle points | Gold/Green/Yellow = Tiered | | **Tier** | S/A/B/X | Tier color or white | | **Vol** | Volume ratio | 🟢 ≥1.8x, 🔴 <1.8x | | **Delta** | Buy/Sell % | 🟢 Buy dom, 🔴 Sell dom | | **Body** | Body % of range | 🟢 ≥72%, 🔴 <72% | | **CVD** | Trend direction | ▲ Bullish, ▼ Bearish | | **Sess** | Active session | 🟡 LDN!/NY!/PWR!, ⚫ --- | | **POC** | Point of Control | 🟡 Gold price level | | **Zone** | Zone position | 🟢 BUY⬚, 🔴 SELL⬚, ⚫ --- | | **Zones** | Active zone count | #B/#S format | | **Score** | Confluence score | 🟢 7+, 🟡 5-6, ⚫ <5 | | **IMB** | Recent imbalances | Count in last 10 bars | | **R:R** | Risk/Reward | 🟢 On signal, ⚫ No signal | --- ## ⏰ SESSION-SPECIFIC PLAYBOOKS ### London Session (3:00-5:00 AM ET) ``` CHARACTER: Slow, methodical, trend-building VOLUME: Medium (50-70% of NY) BEST SETUPS: Zone entries, A/B tier with zones PLAYBOOK: • Enter on zone retests • Expect 15-25 pt moves • Don't fight early direction • Watch for pre-NY positioning TYPICAL TRADES: 1-2 ``` ### NY Open (9:30-11:30 AM ET) ``` CHARACTER: Fast, volatile, high-conviction VOLUME: Highest of day BEST SETUPS: S/A tier, zone confluence PLAYBOOK: • First 15 min: Observe Initial Balance • 9:45-10:15: Best setups form • S-tier signals = ride the wave • Be aggressive on high scores TYPICAL TRADES: 2-3 ``` ### Power Hour (3:00-4:00 PM ET) ``` CHARACTER: Rebalancing, MOC orders VOLUME: Medium-high (70-80% of NY) BEST SETUPS: B tier scalps, zone entries PLAYBOOK: • Watch for mean reversion setups • Quick scalps around POC levels • Don't hold through close • Take profits at 1:1 R:R TYPICAL TRADES: 1-2 ``` --- ## 🔧 RECOMMENDED SETTINGS ### Conservative (Fewer, Better Trades) | Setting | Value | Notes | |---------|-------|-------| | Min Confluence Score | 6 | Only strong setups | | Min Volume Ratio | 2.0 | Higher bar | | Delta Threshold | 65% | Stricter dominance | | Max Zones | 8 | Less clutter | ### Standard (Balanced) | Setting | Value | Notes | |---------|-------|-------| | Min Confluence Score | 5 | Default | | Min Volume Ratio | 1.8 | Default | | Delta Threshold | 62% | Default | | Max Zones | 12 | Default | ### Aggressive (More Opportunities) | Setting | Value | Notes | |---------|-------|-------| | Min Confluence Score | 4 | More signals | | Min Volume Ratio | 1.5 | Lower bar | | Delta Threshold | 60% | Looser | | Max Zones | 15 | More context | --- ## 🚨 ALERT SETUP Configure these alerts in TradingView: | Alert | Priority | Action | |-------|----------|--------| | 🎯 YM S-TIER LONG/SHORT | 🔴 CRITICAL | Drop everything, check immediately | | 🎯 YM A-TIER LONG/SHORT | 🟠 HIGH | Evaluate within 15 seconds | | 🎯 YM B-TIER LONG/SHORT | 🟡 MEDIUM | Check if available | | 🎯 YM ZONE BUY/SELL | 🟢 STANDARD | Good context entry | | 📦 NEW ZONE | 🔵 INFO | Mark on mental map | | ⭐ SINGLE PRINT | 🔵 INFO | Note for future S/R | | SESSION OPEN | ⚪ INFO | Prepare to trade | ### Alert Message Format ``` 🎯 YM A-LONG | YM1! @ 42,150 | 68%B | Score: 7/10 | IN ZONE | POC: 42,125 | Stop: 42,098 | SWING ``` --- ## ⚠️ COMMON MISTAKES TO AVOID | Mistake | Why It's Bad | Solution | |---------|-------------|----------| | Trading outside sessions | Low volume = noise | Wait for LDN/NY/PWR | | Ignoring score | Low scores = low probability | Require ≥5/10 | | Fighting the zone | Zones are institutional | Trade WITH zones | | Oversizing B-tier | Quick scalps, not holds | 50% size max | | Holding through news | Volatility spike | Exit before FOMC, NFP | | Chasing after signal | Entry on close only | Miss it = wait for next | | Ignoring POC position | Middle POC = indecision | Strong = extreme POC | --- ## 📈 DAILY TRADE JOURNAL TEMPLATE ``` DATE: ___________ SESSION: □ LDN □ NY □ PWR TRADE 1: ├── Time: _______ ├── Signal: S🎯 / A🎯 / B🎯 / Z🎯 ├── Score: ___/10 ├── Entry: _______ ├── Stop: _______ ├── Target: _______ ├── In Zone: □ Yes □ No ├── Result: +/- ___ pts ($_____) └── Notes: _______________________ TRADE 2: DAILY SUMMARY: ├── Total Trades: ___ ├── Win Rate: ___% ├── Net P/L: $_____ ├── Best Setup: _______ └── Improvement: _______________________ ``` --- ## 🏆 GOLDEN RULES FOR YM > **"YM rewards patience. Wait for the confluence—it's worth it."** > **"Low volatility means you can size up. One good trade beats five forced trades."** > **"Score 7+ is your edge. Anything less is gambling."** > **"The zone + tier combo is your bread and butter. Master it."** > **"Leave every trade with money. YM gives you time to manage."** --- ## 📊 VISUAL GUIDE ``` PERFECT YM SNIPER SETUP: ═══════════════════════════════════════════════════════════════════ │ Current Price │ ┌─────────────────────────┴────────────────────────────┐ │ BEARISH ZONE (Red) │ │- - - - - - - CE Line (Entry for shorts) - - - - - - │ │ │ └──────────────────────────────────────────────────────┘ │ ══════════════════╪══════════════════ SP High (Purple) │ ┌─────────────────────┤ │█████████████████████│ ← A🎯 LONG Signal │█████████████████████│ Score: 8/10 │ ●──────────────────│ ← POC (Gold) near bottom = STRONG │█████████████████████│ │█████████████████████│ └─────────────────────┤ │ ══════════════════╪══════════════════ SP Low (Purple) │ ┌─────────────────────────┴────────────────────────────┐ │ BULLISH ZONE (Green) │ │- - - - - - - CE Line (Entry for longs) - - - - - - -│ │██████████████████████████████████████████████████████│ └──────────────────────────────────────────────────────┘ │ Stop Loss CONFLUENCE CHECK: ✓ A-Tier signal (+2) ✓ At edge of bullish zone (+2) ✓ POC at bottom of candle (+1) ✓ Strong volume 2.3x (+1) ✓ Delta 72% buyers (+1) ✓ CVD bullish (+1) TOTAL: 8/10 = ELITE SETUP ACTION: Full size LONG at signal candle close STOP: Below zone bottom TARGET: 2:1 R:R (auto-calculated) ``` --- ## 🔧 TROUBLESHOOTING | Issue | Cause | Fix | |-------|-------|-----| | No signals appearing | Score too high | Lower min score to 4-5 | | Too many signals | Score too low | Raise min score to 6+ | | Zones cluttering chart | Max zones high | Reduce to 8-10 | | POC not showing | Tiered filter on | Check "POC Only Tiered" | | Session not highlighting | Wrong timezone | Verify timezone setting | | Alerts not firing | Not configured | Set up in TradingView alerts | --- ## 📝 PINE SCRIPT V6 TECHNICAL NOTES This indicator uses advanced features: - **User Defined Types (UDT)**: Clean state management for zones/imbalances - **`request.security_lower_tf()`**: Intrabar volume analysis - **Dynamic Array Management**: Efficient memory for drawings - **Confluence Scoring Engine**: Multi-factor signal qualification - **Auto Stop/Target**: Dynamic risk management calculation **Minimum TradingView Plan:** Pro (for intrabar data access) --- *© Alexandro Disla - YM Ultimate SNIPER* *Pine Script v6 | TradingView* *Unified GRA v5 + DeepFlow Zones | YM-Optimized*
Pine Script® 인디케이터
alexandrodisla의
VB Sigma Smart Momentum IndicatorVB Sigma Smart Momentum Indicator (VBSSMI) The VBSSMI provides a consolidated decision-support framework that surfaces market participation, trend integrity, and liquidity conditions in a single visual environment. The tool integrates four analytical modules: MCDX Flow Mapping, Donchian Regime Layers, Banker Flow Modeling, and Chop Zone Trend Classification. Together, these components convert raw price movement into an actionable interpretation of who is in control, whether momentum is durable, and what phase the instrument is currently cycling through. How to Use the Indicator (Practical Workflow) 1. Start with Institutional / Banker Flow (Pink/Red/Yellow/Green Candles) This is the primary signal layer. It tells you when high-capacity participants are increasing, reducing, or reversing risk. Yellow Candle — Entry Bias Indicates a potential institutional initiation when their trend metric crosses above their accumulation threshold. Operational signal: instrument enters “monitor for entry” state. Green Candle — Accumulation State Fund-trend > bullbearline. Operational signal: trend integrity improving; pullbacks are generally buyable. White Candle — Distribution / Cooling Fund-trend weakening but not broken. Operational signal: tighten stops; momentum deteriorating. Red Candle — Exit / Trend Failure Fund-trend < bullbearline. Operational signal: momentum regime invalidated; avoid long risk. Blue Candle — Weak Rebound A temporary uptick within broader weakness. Operational signal: do not mistake this for a durable reversal. 2. Validate alignment with Flow Chips (Retail / Trader / Institutional) These three flow columns (MCDX layers) answer: who is actually participating? Retailer Flow (Locked Chips – Green) High values imply retail conviction, often late-cycle. Good for confirming trend strength, not timing entries. Trader Zone Flow (Float Chips – Yellow) When this spikes, volatility and tactical positioning increase. Signal: strong short-term engagement, supports breakout/trend continuation. Institutional Flow (Profitable Chips – Red/Pink) This is the “true north” of momentum. Rising values = institutions controlling price discovery. Signal: long setups have statistical tailwind. The operational guidance is straightforward: Institutional Flow > Trader Flow > Retail Flow is the healthiest configuration for sustainable upside momentum. 3. Confirm Breakout / Breakdown Conditions with Donchian Regime Columns The vertical Donchian stack illustrates trend regime in a time-compressed format. Bright Blue/Cyan Structure expanding upward (breakout cluster). Dark Purple/Red Structure breaking downward (breakdown cluster). Mixed Columns Transitional or indecisive conditions. Interpret it as a “momentum backdrop”: If Donchian columns and Banker Flow candles disagree, avoid entries. 4. Consult the Chop Zone Strip Before Committing Capital The Chop Zone uses EMA angle to determine whether the market is trending or congested. Greens/Blues → Trend phase (favorable environment for continuation trades). Yellows/Oranges/Reds → High noise probability; expect false signals. Operationally: Never enter breakout setups during yellow/orange/red chop. 5. Final Decision Framework (Checklist) A long setup typically requires: Green or Yellow Banker Flow Candle Institutional Flow rising Donchian columns in bullish regime colors Chop Zone in a trend color (not red/yellow/orange) A short setup is the exact inverse. Recommended Use Cases Momentum trading Swing position building Institutional-flow confirmation Trend-filtering before deploying breakout systems Screening for strong/weak symbols in multi-asset rotation strategies
Pine Script® 인디케이터
TheSigmaMentor의
5
Bollinger Bands Delta Matrix Analytics [BDMA] Bollinger Bands Delta Matrix Analytics (BDMA) v7.0 Deep Kinetic Engine – 5x8 Volatility & Delta Decision Matrix 1. Introduction & Concept Bollinger Bands Delta Matrix Analytics (BDMA) v7.0 is an analytical framework that merges: - Spatial analysis via Bollinger Bands (%B location), - with a 4-factor Deep Kinetic Engine based on: • Total Volume • Buy Volume • Sell Volume • Delta (Buy – Sell) Z-Scores and converts them into an expanded 5×8 decision matrix that continuously tracks where price is trading and how the underlying orderflow is behaving. BDMA is not a trading system or strategy. It does not generate entry/exit signals. Instead, it provides a structured contextual map of volatility, volume, and delta so traders can: - identify climactic extensions vs. fakeouts, - distinguish strong initiative moves vs. passive absorption, - and detect squeezes, traps, and liquidity voids with a unified visual dashboard. 2. Spatial Engine – Bollinger S-States (S1–S5) The spatial dimension of BDMA comes from classic Bollinger Bands. Price location is expressed as Percent B (%B) and mapped into 5 spatial states (S-States): S1 – Hyper Extension (Above Upper Band) Price has pushed beyond the upper Bollinger Band. Often associated with parabolic or blow-off behavior, late-stage momentum, and elevated reversal risk. S2 – Resistance Test (Upper Zone) Price trades in the upper Bollinger region but remains inside the bands. Represents a sustained test of resistance, typically within an established or emerging uptrend. S3 – Neutral Zone (Middle) Price hovers around the mid-band. This is the mean reversion gravity field where the market often consolidates or transitions between regimes. S4 – Support Test (Lower Zone) Price trades in the lower Bollinger region but inside the bands. Represents a sustained test of support within range or downtrend structures. S5 – Hyper Drop (Below Lower Band) Price extends below the lower Bollinger Band. Often aligned with panic, forced liquidations, or capitulation-type behavior, with increased snap-back risk. These 5 S-States define the vertical axis (rows) of the BDMA matrix. 3. Deep Kinetic Engine – 4-Factor Z-Score & D-States (D1–D8) The Deep Kinetic Engine transforms raw volume and delta into standardized Z-Scores to measure how abnormal current activity is relative to its recent history. For each bar: - Raw Buy Volume is estimated from the candle’s position within its range - Raw Sell Volume is complementary to buy volume - Raw Delta = Buy Volume – Sell Volume - Total Volume = Buy Volume + Sell Volume These 4 series are then normalized using a unified Z-Score lookback to produce: 1. Z_Vol_Total – overall activity and liquidity intensity 2. Z_Vol_Buy – aggression from buyers (attack) 3. Z_Vol_Sell – aggression from sellers (defense or attack) 4. Z_Delta – net victory of one side over the other Thresholds for Extreme, Significant, and Neutral Z-Score levels are fully configurable, allowing you to tune the sensitivity of the kinetic states. Using Z_Vol_Total and Z_Delta (plus threshold logic), BDMA assigns one of 8 Deep Kinetic states (D-States): D1 – Climax Buy Extreme Total Volume + Extreme Positive Delta → Buying climax or blow-off behavior. D2 – Strong Buy High Volume + High Positive Delta → Confirmed bullish initiative activity. D3 – Weak Buy / Fakeout Low Volume + High Positive Delta → Bullish delta without commitment, low-liquidity breakout risk. D4 – Absorption / Conflict High Volume + Neutral Delta → Aggressive two-way trade, strong absorption, war zone behavior. D5 – Neutral Low Volume + Neutral Delta → Low-energy environment with low conviction. D6 – Weak Sell / Fakeout Low Volume + High Negative Delta → Bearish delta without commitment, low-liquidity breakdown risk. D7 – Strong Sell High Volume + High Negative Delta → Confirmed bearish initiative activity. D8 – Capitulation Extreme Volume + Extreme Negative Delta → Panic selling or capitulation regime. These 8 D-States define the horizontal axis (columns) of the BDMA matrix. 4. The 5×8 BDMA Decision Matrix The core of BDMA is a 5×8 matrix where: - Rows (1–5) = Spatial S-States (S1…S5) - Columns (1–8) = Kinetic D-States (D1…D8) Each of the 40 possible combinations (SxDy) is pre-computed and mapped to: - a Status or Regime Title (for example: Climax Breakout, Bear Trap Spring, Capitulation Breakdown), - a Bias (Climactic Bull, Neutral, Strong Bear, Conflict or Reversal Risk, and similar labels), - and a Strategic Signal or Consideration (for example: High reversal risk, Wait for confirmation, Low probability zone – avoid). Internally, BDMA resolves all 40 regimes so the current state can be displayed on the dashboard without performance overhead. 5. Key Regime Families (How to Read the Matrix) 5.1. Breakouts and Breakdowns Climax Breakout (Top-side) Spatial S1 with Kinetic D1 or D2 Bias: Explosive or Extreme Bull Signal: - Strong or climactic upside extension with abnormal bullish orderflow. - Trend continuation is possible, but reversal risk is extremely high after blow-off phases. Low-Conviction Breakout (Fakeout Risk) S1 with D3 (Weak Buy, low liquidity) Bias: Weak Bull – Caution Signal: - Breakout not supported by volume. - Elevated risk of failed auction or bull trap. Capitulation Breakdown (Bottom-side) Spatial S5 with Kinetic D8 Bias: Climactic Bear (panic) Signal: - Capitulation-type selling or forced liquidations. - Trend can still proceed, but snap-back or violent short-covering risk is high. Initiative Breakdown vs. Weak Breakdown - Strong, high-volume breakdown typically corresponds to D7 (Strong Sell). - Low-volume breakdown often corresponds to D6 (Weak Sell or Fakeout) with potential for failure. 5.2. Absorption, Traps and Springs Absorption at Resistance (Top-side conflict) S1 or S2 with D4 (Absorption or Conflict) Bias: Conflict – Extreme Tension Signal: - Heavy two-way trade near resistance. - Potential distribution or reversal if sellers begin to dominate. Bull Trap or Failed Auction Typically S1 with D6 (Weak Sell breakdown behavior after a top-side attempt) Indicates a breakout attempt that fails and reverses, often after poor liquidity structure. Absorption at Support and Bear Trap (Spring) S4 or S5 with D4 or D3 Bias: Conflict or Weak Bear – Reversal Risk Signal: - Aggressive buying into lows (spring or shakeout behavior). - Potential bear trap if price reclaims lost territory. 5.3. Trend Phases Strong Uptrend Phases Typically seen when S2–S3 combine with strong bullish kinetic behavior. Bias: Strong or Extreme Bull Signal: - Pullbacks into S3 or S4 with supportive kinetic states often act as trend continuation zones. Strong Downtrend Phases Typically seen when S3–S4 combine with strong bearish kinetic behavior. Bias: Strong or Extreme Bear Signal: - Rallies into resistance with strong bearish kinetic backing may act as continuation sell zones. 5.4. Neutral, Exhaustion and Squeeze Exhaustion or Liquidity Void S1 or S5 with D5 (Neutral kinetics) Bias: Neutral or Exhaustion Signal: - Spatial extremes without kinetic confirmation. - Often marks the end of a move, with poor follow-through. Choppy, Low-Activity Range S3 with D5 Bias: Neutral Signal: - Low volume, low conviction market. - Typically a low-probability environment where standing aside can be logical. Squeeze or High-Tension Zone S3 with D4 or tightly clustered kinetic values Bias: Conflict or High Tension Signal: - Hidden battle inside a volatility contraction. - Often precedes large directionally-biased moves. 6. Dashboard Layout & Reading Guide When Show Dashboard is enabled, BDMA displays: 1. Title and Status Line Name of the current regime (for example: Climax Breakout, Bear Trap Spring, Mean Reversion). 2. Bias Line Plain-language summary of directional context such as Climactic Bull, Strong Bear, Neutral, or Conflict and Reversal Risk. 3. Signal or Strategic Notes Concise guidance focused on risk and context, not entries. For example: - High reversal risk – aggressive traders only - Wait for confirmation (break or rejection) - Low probability zone – avoid taking new positions 4. Kinetic Profile (4-Factor Z-Score) Shows the current Z-Scores for Total Volume (Activity), Buy Volume (Attack), Sell Volume (Defense), and Delta (Net Result). 5. Matrix Heatmap (5×8) Visual representation of S-State vs. D-State with color coding: - Bullish clusters in a green spectrum - Bearish clusters in a red spectrum - Conflict or exhaustion zones in yellow, amber, or neutral tones The dashboard can be repositioned (top right, middle right, or bottom right) and its size can be adjusted (Tiny, Small, Normal, or Large) to fit different layouts. 7. Inputs & Customization 7.1. Core Parameters (Bollinger and Z-Score) - Bollinger Length and Standard Deviation define the spatial engine. - Z-Score Lookback (All Factors) defines how many bars are used to normalize volume and delta. 7.2. Deep Kinetic Thresholds - Extreme Threshold defines what is considered climactic (D1 or D8). - Significant Threshold distinguishes strong initiative vs. weak or fakeout behavior. - Neutral Threshold is the band within which delta is treated as neutral. These thresholds allow you to tune the sensitivity of the kinetic classification to fit different timeframes or instruments. 7.3. Calculation Method (Volume Delta) Geometry (Approx) - Fast, non-repainting approach based on candle geometry. - Suitable for most users and real-time decision-making. Intrabar (Precise) - Uses lower-timeframe data for more precise volume delta estimation. - Intrabar mode can repaint and requires compatible data and plan support on the platform. - Best used for post-analysis or research, not blind automation. 7.4. Visuals and Interface - Toggle Bollinger Bands visibility on or off. - Switch between Dark and Light color themes. - Configure dashboard visibility, matrix heatmap display, position, and size. 8. Multi-Language Semantic Engine (Asia and Middle East Focus) BDMA v7.0 includes a fully integrated multi-language layer, targeting a wide geographic user base. Supported Languages: English, Türkçe, Русский, 简体中文, हिन्दी, العربية, فارسی, עברית All dashboard labels, regime titles, bias descriptions, and signal texts are dynamically translated via an internal dictionary, while semantic meaning is kept consistent across languages. This makes BDMA suitable for multi-language communities, study groups, and educational content across different regions. However, due to the heavy computational load of the Deep Kinetic Engine and TradingView’s strict Pine Script execution limits, it was not possible to expand support to additional languages. Adding more translation layers would significantly increase memory usage and exceed runtime constraints. For this reason, the current language set represents the maximum optimized configuration achievable without compromising performance or stability. 9. Practical Usage Notes BDMA is most powerful when used as a contextual overlay on top of market structure (HH, HL, LH, LL), higher-timeframe trend, key levels, and your own execution framework. Recommended usage: - Identify the current regime (Status and Bias). - Check whether price location (S-State) and kinetic behavior (D-State) agree with your trade idea. - Be especially cautious in climactic and absorption or conflict zones, where volatility and risk can be elevated. Avoid treating BDMA as an automatic green equals buy, red equals sell tool. The real edge comes from understanding where you are in the volatility or kinetic spectrum, not from forcing signals out of the matrix. 10. Limitations & Important Warnings BDMA does not predict the future. It organizes current and recent data into a structured context. Volume data quality depends on the underlying symbol, exchange, and broker feed. Forex, crypto, indices, and stocks may all behave differently. Intrabar mode can repaint and is sensitive to lower-timeframe data availability and your plan type. Use it with extra caution and primarily for research. No indicator can remove the need for clear trading rules, disciplined risk management, and psychological control. 11. Disclaimer This script is provided strictly for educational and analytical purposes. It is not a trading system, signal service, financial product, or investment advice. Nothing in this indicator or its description should be interpreted as a recommendation to buy or sell any asset. Past behavior of any indicator or market pattern does not guarantee future results. Trading and investing involve significant risk, including the risk of losing more than your initial capital in leveraged products. You are solely responsible for your own decisions, risk management, and results. By using this script, you acknowledge that you understand these risks and agree that the author or authors and publisher or publishers are not liable for any loss or damage arising from its use.
Pine Script® 인디케이터
ata_sabanci의
Volume Intelligence Pro [Abusuhil]═══════════════════════════════════════════════════════════════════════════════ 📊 VOLUME INTELLIGENCE TABLE - PROFESSIONAL VOLUME ANALYSIS INDICATOR ═══════════════════════════════════════════════════════════════════════════════ 🌐 BILINGUAL SUPPORT: Full support for English and Arabic languages - switch instantly from settings! 🎯 COMPREHENSIVE VOLUME ANALYSIS DASHBOARD This advanced indicator provides institutional-grade volume analysis through an elegant, customizable table that displays critical volume metrics in real-time. Designed for professional traders who need deep insights into market volume dynamics, order flow, and smart money movements. ═══════════════════════════════════════════════════════════════════════════════ ✨ KEY FEATURES ═══════════════════════════════════════════════════════════════════════════════ 🔷 BILINGUAL INTERFACE • Seamless switching between English and Arabic • All metrics, labels, and signals fully translated • Perfect for international traders 🔷 VOLUME FUNDAMENTALS • Current Volume: Real-time volume tracking • Volume SMA: Moving average for volume comparison • Volume Ratio: Current volume vs average (identifies abnormal activity) • Volume % Change: Percentage change from previous bar • Volume Delta: Difference between buying and selling pressure 🔷 VOLUME SPIKE DETECTION (4 LEVELS) • Weak Spike: 1.5x average volume • Medium Spike: 2.0x average volume • Strong Spike: 2.5x average volume • Extreme Spike: 3.0x+ average volume • Visual alerts with color-coded indicators 🔷 ADVANCED BUY/SELL PRESSURE ANALYSIS • Buy Volume: Bullish candle volume accumulation • Sell Volume: Bearish candle volume accumulation • Buy Pressure %: Percentage of buying pressure • Sell Pressure %: Percentage of selling pressure • Pressure Dominance: Who controls the market (Buyers/Sellers/Neutral) • Candle Body Strength: Measures conviction in price movement • Imbalance Volume: Detects wick imbalances • Volume Delta (HLC3): Advanced delta calculation • Weighted Delta: Volume-weighted price movement • Pressure Lookback: Multi-candle pressure analysis (optimized for performance) 🔷 TECHNICAL INDICATORS INTEGRATION • VWMA (Volume Weighted Moving Average): Price vs VWMA positioning • OBV (On Balance Volume): Trend detection with EMA smoothing • OBV Divergence: Bullish/Bearish divergence detection • MFI (Money Flow Index): Overbought/oversold conditions • A/D Line (Accumulation/Distribution): Smart money tracking 🔷 AI-POWERED VOLUME INTELLIGENCE SCORING • Entry Power: Measures volume strength combined with price movement • Effort vs Result: Identifies climax situations (buying/selling exhaustion) • Reversal Volume Analysis: Tracks volume at reversal candles • Trend Integration: Combines trend direction with volume confirmation • Bullish/Bearish Points: 11-point scoring system • Volume Score: -100 to +100 scale (positive = bullish, negative = bearish) • Confidence Level: Reliability percentage of the signal • Final Signal: Clear BULLISH/BEARISH/NEUTRAL verdict 🔷 TRIPLE SIGNAL SYSTEM (Optional) • Signal 1: Volume Score Based (customizable thresholds) • Signal 2: Volume Spike + Candle Color (spike level selection) • Signal 3: OBV Divergence Detection • Independent on/off toggles for each signal • Visual signals plotted on chart with triangles • Combined signal alerts 🔷 COMPREHENSIVE ALERT SYSTEM • Volume spike alerts (configurable levels) • Signal 1, 2, 3 individual alerts • Combined buy/sell signal alerts • OBV trend change alerts • Strong buying/selling pressure alerts • Customizable alert frequency ═══════════════════════════════════════════════════════════════════════════════ 📊 TABLE STRUCTURE & DISPLAY ═══════════════════════════════════════════════════════════════════════════════ The indicator features a professional 3-column table with the following sections: 📌 COLUMN HEADERS: • INDICATOR: Metric name • VALUE: Current reading • STATUS: Visual status indicator (color-coded dots/icons) 📌 SECTION 1: VOLUME BASICS Displays fundamental volume metrics with ratio indicators and percentage changes. Essential for understanding current market activity levels. 📌 SECTION 2: VOLUME SPIKE DETECTION Real-time spike detection with 4 severity levels. Color-coded for instant recognition of abnormal volume. 📌 SECTION 3: BUY/SELL PRESSURE (ADVANCED) Comprehensive order flow analysis with 10+ metrics. Includes advanced calculations like weighted delta, imbalance volume, and multi-candle pressure lookback. 📌 SECTION 4: VWMA ANALYSIS Shows price position relative to volume-weighted moving average. Critical for identifying volume-supported moves. 📌 SECTION 5: OBV ANALYSIS On Balance Volume trend and divergence detection. Helps identify smart money accumulation/distribution. 📌 SECTION 6: MFI ANALYSIS Money Flow Index readings with overbought/oversold signals. Combines price and volume for comprehensive analysis. 📌 SECTION 7: A/D LINE Accumulation/Distribution line trend analysis. Tracks institutional buying and selling. 📌 SECTION 8: VOLUME INTELLIGENCE AI-powered scoring system with 11 evaluation points: 1. Volume strength assessment 2. Current buy/sell pressure 3. Multi-candle pressure lookback 4. Entry power calculation 5. Reversal volume tracking 6. VWMA position 7. OBV trend 8. OBV divergence 9. MFI signal 10. A/D trend 11. Trend-volume integration Final output: Volume Score, Confidence Level, and highlighted FINAL SIGNAL. ═══════════════════════════════════════════════════════════════════════════════ ⚙️ CUSTOMIZATION OPTIONS ═══════════════════════════════════════════════════════════════════════════════ 🎨 TABLE DISPLAY • Position: 9 locations (top-left, top-center, top-right, middle-left, etc.) • Size: 5 sizes (tiny, small, normal, large, huge) • Colors: Fully customizable background and text colors • Sections: Show/hide any section independently 🎯 VOLUME SETTINGS • Volume Average Length (default: 20) • Spike Thresholds: Adjustable multipliers for each level • Advanced Metrics: Lookback periods (optimized: 10 candles) • Reversal Analysis: Candle count (optimized: 5 candles) 📊 INDICATOR LENGTHS • OBV Smoothing: Default 14 • MFI Period: Default 14 • VWMA Length: Default 20 • A/D Length: Default 14 🎯 SIGNAL SYSTEM • Enable/disable each signal independently • Customizable thresholds for Signal 1 (score & confidence) • Spike level selection for Signal 2 • Show/hide signals on chart • Alert configuration for each signal type ═══════════════════════════════════════════════════════════════════════════════ 🚀 PERFORMANCE & OPTIMIZATION ═══════════════════════════════════════════════════════════════════════════════ ✅ REPLAY MODE OPTIMIZED • Works flawlessly in TradingView Replay mode • Optimized calculations for fast historical analysis • No lag or freezing issues ✅ REAL-TIME EFFICIENCY • Lightweight code structure (50 labels/lines limit) • Smart caching of repeated calculations • Limited loop iterations for optimal performance • Updates only on last bar (table rendering) ✅ NON-REPAINTING • All signals are confirmed on bar close • No retrospective changes to historical signals • Reliable for backtesting and strategy development ═══════════════════════════════════════════════════════════════════════════════ 💡 USAGE RECOMMENDATIONS ═══════════════════════════════════════════════════════════════════════════════ 📈 FOR DAY TRADING: • Use 15m-1H timeframes • Enable all sections for comprehensive analysis • Focus on Volume Spike and Buy/Sell Pressure sections • Set alerts for Strong and Extreme spikes 📈 FOR SWING TRADING: • Use 4H-1D timeframes • Focus on Volume Intelligence and OBV sections • Enable Signal 1 and Signal 3 for swing entries • Monitor divergences for trend reversals 📈 FOR SCALPING: • Use 1m-5m timeframes • Focus on Buy/Sell Pressure and Volume Basics • Enable Signal 2 for quick spike-based entries • Hide less relevant sections to reduce visual clutter ═══════════════════════════════════════════════════════════════════════════════ 🎓 INDICATOR METHODOLOGY ═══════════════════════════════════════════════════════════════════════════════ This indicator combines classical volume analysis with modern algorithmic intelligence: 1. Volume Profiling: Identifies abnormal volume relative to historical averages 2. Order Flow Analysis: Separates buying and selling pressure using candle structure 3. Divergence Detection: Compares price action with volume indicators 4. Multi-Timeframe Approach: Uses smoothing and lookback for context 5. Scoring Algorithm: 11-point evaluation system for objective signal generation 6. Confluence Integration: Combines multiple indicators for higher probability setups ═══════════════════════════════════════════════════════════════════════════════ ⚠️ DISCLAIMER ═══════════════════════════════════════════════════════════════════════════════ This indicator is a tool for analysis and should not be used as the sole basis for trading decisions. Always combine with your own analysis, risk management, and trading plan. Past performance does not guarantee future results. ═══════════════════════════════════════════════════════════════════════════════ 📞 SUPPORT & UPDATES ═══════════════════════════════════════════════════════════════════════════════ • Regular updates and improvements • Bug fixes and optimization • Feature requests considered • Community feedback welcomed ═══════════════════════════════════════════════════════════════════════════════ 🌟 Happy Trading! May your volume analysis lead to profitable decisions! 🚀 ═══════════════════════════════════════════════════════════════════════════════ ═══════════════════════════════════════════════════════════════════════════════ ═══════════════════════════════════════════════════════════════════════════════ 📊 جدول معلومات الفوليوم - مؤشر احترافي لتحليل حجم التداول ═══════════════════════════════════════════════════════════════════════════════ 🌐 دعم ثنائي اللغة: دعم كامل للغتين الإنجليزية والعربية - التبديل الفوري من الإعدادات! 🎯 لوحة معلومات شاملة لتحليل الفوليوم مؤشر متقدم يوفر تحليلاً احترافياً للفوليوم من خلال جدول أنيق وقابل للتخصيص يعرض مقاييس الفوليوم الحيوية في الوقت الفعلي. مصمم للمتداولين المحترفين الذين يحتاجون إلى رؤى عميقة حول ديناميكيات حجم السوق، تدفق الأوامر، وحركة الأموال الذكية. ═══════════════════════════════════════════════════════════════════════════════ ✨ الميزات الرئيسية ═══════════════════════════════════════════════════════════════════════════════ 🔷 واجهة ثنائية اللغة • التبديل السلس بين الإنجليزية والعربية • جميع المقاييس والتسميات والإشارات مترجمة بالكامل • مثالي للمتداولين العرب والدوليين 🔷 أساسيات الفوليوم • الفوليوم الحالي: تتبع حجم التداول في الوقت الفعلي • متوسط الفوليوم: المتوسط المتحرك للمقارنة • نسبة الفوليوم: الحجم الحالي مقابل المتوسط (يحدد النشاط غير الطبيعي) • تغير الفوليوم %: نسبة التغيير من الشمعة السابقة • دلتا الفوليوم: الفرق بين ضغط الشراء والبيع 🔷 اكتشاف انفجارات الفوليوم (4 مستويات) • انفجار ضعيف: 1.5 ضعف المتوسط • انفجار متوسط: 2.0 ضعف المتوسط • انفجار قوي: 2.5 ضعف المتوسط • انفجار شديد: 3.0+ ضعف المتوسط • تنبيهات بصرية مع مؤشرات ملونة 🔷 تحليل متقدم لضغط الشراء/البيع • حجم الشراء: تراكم حجم الشموع الصاعدة • حجم البيع: تراكم حجم الشموع الهابطة • ضغط الشراء %: نسبة ضغط الشراء • ضغط البيع %: نسبة ضغط البيع • سيطرة الضغط: من يتحكم في السوق (المشترين/البائعين/محايد) • قوة جسم الشمعة: يقيس قوة حركة السعر • عدم التوازن: يكتشف اختلال توازن الفتائل • دلتا الفوليوم (HLC3): حساب متقدم للدلتا • الدلتا المرجح: حركة السعر المرجحة بالحجم • تحليل الضغط متعدد الشموع: تحليل عدة شموع (محسّن للأداء) 🔷 تكامل المؤشرات الفنية • VWMA (المتوسط المرجح بالحجم): موقع السعر مقابل VWMA • OBV (الحجم التراكمي): اكتشاف الاتجاه مع تمهيد EMA • تباعد OBV: كشف التباعدات الصعودية/الهبوطية • MFI (مؤشر تدفق الأموال): حالات التشبع الشرائي/البيعي • خط A/D (التراكم/التوزيع): تتبع الأموال الذكية 🔷 نظام تقييم ذكي مدعوم بالذكاء الاصطناعي • قوة الدخول: يقيس قوة الفوليوم مع حركة السعر • الجهد مقابل النتيجة: يحدد حالات الذروة (استنزاف الشراء/البيع) • تحليل حجم الانعكاس: يتتبع الحجم عند شموع الانعكاس • تكامل الاتجاه: يجمع اتجاه الترند مع تأكيد الفوليوم • النقاط الصعودية/الهبوطية: نظام تقييم من 11 نقطة • تقييم الفوليوم: مقياس من -100 إلى +100 (موجب = صعودي، سالب = هبوطي) • مستوى الثقة: نسبة موثوقية الإشارة • الإشارة النهائية: حكم واضح (صعودي/هبوطي/محايد) 🔷 نظام الإشارات الثلاثي (اختياري) • الإشارة 1: بناءً على تقييم الفوليوم (عتبات قابلة للتخصيص) • الإشارة 2: انفجار الفوليوم + لون الشمعة (اختيار مستوى الانفجار) • الإشارة 3: كشف تباعد OBV • تفعيل/إلغاء مستقل لكل إشارة • إشارات بصرية على الشارت بمثلثات • تنبيهات إشارات مجمعة 🔷 نظام تنبيهات شامل • تنبيهات انفجار الفوليوم (مستويات قابلة للتهيئة) • تنبيهات فردية للإشارات 1، 2، 3 • تنبيهات إشارات الشراء/البيع المجمعة • تنبيهات تغيير اتجاه OBV • تنبيهات ضغط الشراء/البيع القوي • تردد التنبيهات قابل للتخصيص ═══════════════════════════════════════════════════════════════════════════════ 📊 بنية الجدول والعرض ═══════════════════════════════════════════════════════════════════════════════ يتميز المؤشر بجدول احترافي من 3 أعمدة مع الأقسام التالية: 📌 عناوين الأعمدة: • المؤشر: اسم المقياس • القيمة: القراءة الحالية • الحالة: مؤشر الحالة البصري (نقاط/رموز ملونة) 📌 القسم 1: أساسيات الفوليوم يعرض مقاييس الفوليوم الأساسية مع مؤشرات النسب والتغيرات المئوية. ضروري لفهم مستويات نشاط السوق الحالي. 📌 القسم 2: كشف انفجارات الفوليوم كشف فوري للانفجارات مع 4 مستويات من الشدة. ملون للتعرف الفوري على الحجم غير الطبيعي. 📌 القسم 3: ضغط الشراء/البيع (متقدم) تحليل شامل لتدفق الأوامر مع أكثر من 10 مقاييس. يتضمن حسابات متقدمة مثل الدلتا المرجح، حجم عدم التوازن، وتحليل الضغط متعدد الشموع. 📌 القسم 4: تحليل VWMA يعرض موقع السعر بالنسبة للمتوسط المرجح بالحجم. حاسم لتحديد الحركات المدعومة بالحجم. 📌 القسم 5: تحليل OBV اتجاه الحجم التراكمي وكشف التباعدات. يساعد في تحديد تراكم/توزيع الأموال الذكية. 📌 القسم 6: تحليل MFI قراءات مؤشر تدفق الأموال مع إشارات التشبع. يجمع بين السعر والحجم للتحليل الشامل. 📌 القسم 7: خط A/D تحليل اتجاه خط التراكم/التوزيع. يتتبع الشراء والبيع المؤسسي. 📌 القسم 8: الذكاء الاصطناعي للفوليوم نظام تقييم ذكي مع 11 نقطة تقييم: 1. تقييم قوة الفوليوم 2. ضغط الشراء/البيع الحالي 3. تحليل الضغط متعدد الشموع 4. حساب قوة الدخول 5. تتبع حجم الانعكاس 6. موقع VWMA 7. اتجاه OBV 8. تباعد OBV 9. إشارة MFI 10. اتجاه A/D 11. تكامل الاتجاه مع الفوليوم الناتج النهائي: تقييم الفوليوم، مستوى الثقة، والإشارة النهائية المميزة. ═══════════════════════════════════════════════════════════════════════════════ ⚙️ خيارات التخصيص ═══════════════════════════════════════════════════════════════════════════════ 🎨 عرض الجدول • الموقع: 9 مواقع (أعلى-يسار، أعلى-وسط، أعلى-يمين، وسط-يسار، إلخ) • الحجم: 5 أحجام (صغير جداً، صغير، عادي، كبير، ضخم) • الألوان: خلفية ونص قابل للتخصيص بالكامل • الأقسام: إظهار/إخفاء أي قسم بشكل مستقل 🎯 إعدادات الفوليوم • طول متوسط الفوليوم (افتراضي: 20) • عتبات الانفجار: مضاعفات قابلة للتعديل لكل مستوى • مقاييس متقدمة: فترات التحليل (محسّن: 10 شموع) • تحليل الانعكاس: عدد الشموع (محسّن: 5 شموع) 📊 أطوال المؤشرات • تمهيد OBV: افتراضي 14 • فترة MFI: افتراضي 14 • طول VWMA: افتراضي 20 • طول A/D: افتراضي 14 🎯 نظام الإشارات • تفعيل/إلغاء كل إشارة بشكل مستقل • عتبات قابلة للتخصيص للإشارة 1 (التقييم والثقة) • اختيار مستوى الانفجار للإشارة 2 • إظهار/إخفاء الإشارات على الشارت • تهيئة التنبيهات لكل نوع إشارة ═══════════════════════════════════════════════════════════════════════════════ 🚀 الأداء والتحسين ═══════════════════════════════════════════════════════════════════════════════ ✅ محسّن لوضع الريبلاي • يعمل بسلاسة في وضع Replay في TradingView • حسابات محسّنة للتحليل التاريخي السريع • لا توجد مشاكل تأخير أو تجميد ✅ كفاءة الوقت الفعلي • بنية كود خفيفة (حد 50 علامة/خط) • تخزين ذكي للحسابات المتكررة • تكرارات محدودة للحلقات للأداء الأمثل • تحديثات فقط على آخر شمعة (عرض الجدول) ✅ غير قابل لإعادة الرسم • جميع الإشارات مؤكدة عند إغلاق الشمعة • لا توجد تغييرات بأثر رجعي على الإشارات التاريخية • موثوق للاختبار الخلفي وتطوير الاستراتيجيات ═══════════════════════════════════════════════════════════════════════════════ 💡 توصيات الاستخدام ═══════════════════════════════════════════════════════════════════════════════ 📈 للتداول اليومي: • استخدم فريمات 15د-1س • فعّل جميع الأقسام للتحليل الشامل • ركز على أقسام انفجار الفوليوم وضغط الشراء/البيع • ضع تنبيهات للانفجارات القوية والشديدة 📈 للتداول المتأرجح: • استخدم فريمات 4س-1ي • ركز على أقسام الذكاء الاصطناعي و OBV • فعّل الإشارة 1 والإشارة 3 لدخولات التأرجح • راقب التباعدات لانعكاسات الاتجاه 📈 للمضاربة: • استخدم فريمات 1د-5د • ركز على ضغط الشراء/البيع وأساسيات الفوليوم • فعّل الإشارة 2 لدخولات سريعة بناءً على الانفجارات • أخفِ الأقسام الأقل صلة لتقليل الفوضى البصرية ═══════════════════════════════════════════════════════════════════════════════ 🎓 منهجية المؤشر ═══════════════════════════════════════════════════════════════════════════════ يجمع هذا المؤشر بين تحليل الفوليوم الكلاسيكي والذكاء الخوارزمي الحديث: 1. تحديد الفوليوم: يحدد الحجم غير الطبيعي نسبة للمتوسطات التاريخية 2. تحليل تدفق الأوامر: يفصل ضغط الشراء والبيع باستخدام بنية الشمعة 3. كشف التباعد: يقارن حركة السعر مع مؤشرات الفوليوم 4. نهج متعدد الفريمات: يستخدم التمهيد والتحليل الرجعي للسياق 5. خوارزمية التقييم: نظام تقييم من 11 نقطة لتوليد إشارات موضوعية 6. تكامل التقاء: يجمع عدة مؤشرات لإعدادات ذات احتمالية أعلى ═══════════════════════════════════════════════════════════════════════════════ ⚠️ إخلاء المسؤولية ═══════════════════════════════════════════════════════════════════════════════ هذا المؤشر هو أداة للتحليل ولا ينبغي استخدامه كأساس وحيد لقرارات التداول. اجمع دائماً مع تحليلك الخاص وإدارة المخاطر وخطة التداول. الأداء السابق لا يضمن النتائج المستقبلية. ═══════════════════════════════════════════════════════════════════════════════ 📞 الدعم والتحديثات ═══════════════════════════════════════════════════════════════════════════════ • تحديثات وتحسينات منتظمة • إصلاحات الأخطاء والتحسين • طلبات الميزات قيد الاعتبار • ملاحظات المجتمع مرحب بها ═══════════════════════════════════════════════════════════════════════════════ 🌟 تداول سعيد! نتمنى أن يقودك تحليل الفوليوم إلى قرارات مربحة! 🚀 ═══════════════════════════════════════════════════════════════════════════════ ═══════════════════════════════════════════════════════════════════════════════
Pine Script® 인디케이터
abusuhil의
JINN: A Multi-Paradigm Quantitative Trading and Execution EngineI. Core Philosophy: A Substitute for Static Analysis JINN (Joint Investment Neural and Network) represents a paradigm shift from static indicators to a living, adaptive analytical ecosystem. Traditional tools provide a fixed snapshot of the market. JINN operates on a fundamentally different premise: it treats the market as a dynamic, regime-driven system. It processes market data through a hierarchical suite of advanced, interacting models, arbitrates their outputs through a rules-based engine, and adapts its own logic in real-time. It is designed as a complete framework for traders who think in terms of statistical edge, market regimes, probabilistic outcomes, and adaptive risk management. II. The JINN Branded Architecture: Your Command and Control Centre JINN’s power emerges from the synergy of its proprietary, branded architectural components. You do not simply "use" JINN; you command its engines. 1. JINN Signal Arbitration (JSA) Engine The heart of JINN. The JSA is your configurable arbitration desk for weighing evidence from all internal models. As the Head Strategist, you define the entire arbitration philosophy: • Priority and Weighting : Define a "chain of command". Specify which model's opinion must be considered first and assign custom weights to their outputs, directly controlling the hierarchy of your analytical flow. • Arbitration Modes : First Wins: For high-conviction, rapid signal deployment based on your most trusted leading model. Highest Score: A "best evidence" approach that runs a full analysis and selects the signal with the highest weighted probabilistic backing. Consensus: An ultra-conservative, "all-clear" mode that requires a unanimous pass from all active models, ensuring maximum confluence. 2. JINN Threshold Fusion (JTF) Engine Static entry thresholds can be limiting in a dynamic market. The JTF engine replaces them with a robust, adaptive "breathing" channel. • Kalman Filter Core : A noise-reducing, parametric filter that provides a smooth, responsive centre for the entry bands. • Exponentially Weighted Quantile (EWQ) : A non-parametric, robust measure of the signal's recent distribution, resistant to outliers. • Dynamic Fusion : The JTF engine intelligently fuses these two methodologies. In stable conditions, it can blend them; in volatile conditions, it can be configured to use the "Minimum Width" of the two, ensuring your entry criteria are always the most statistically relevant. 3. JINN Pattern Veto (JPV) with Dynamic Time Warping The definitive filter for behavioural edge and pattern recognition. The JPV moves beyond value-based analysis to analyse the shape of market dynamics. • Dynamic Time Warping (DTW) : A powerful algorithm from computer science that compares the similarity of time series. • Pattern Veto : Define a "toxic" price action template—a pattern that has historically preceded failed signals. If the JPV detects this pattern, it will veto an otherwise valid trade, providing a sophisticated layer of qualitative, shape-based filtering. 4. JINN Flow VWAP This is not a standard VWAP. The JINN Flow VWAP is an institutionally-aware variant that analyses volume dynamics to create a "liquidity pressure" band. It helps visualise and gate trades based on the probable activity of larger market participants, offering a nuanced view of where significant flow is occurring. III. The Advanced Model Suite: Your Pre-Built Quantitative Toolkit JINN provides you with a turnkey suite of institutional-grade models, saving you thousands of hours of research and development. 1. Auto-Tuning Hyperparameters Engine (Online Meta-Learning) Markets evolve. A static strategy is an incomplete strategy. JINN’s Auto-Tuning engine is a meta-learning layer inspired by the Hedge (EWA) algorithm, designed to combat alpha decay. • Portfolio of Experts : It treats a curated set of internal strategic presets as a portfolio of "experts". • Adaptive Weighting : It runs an online learning algorithm that continuously measures the risk-adjusted performance of each expert (using a sophisticated reward function blending Expected Value and Brier Score). • Dynamic Adaptation : The engine dynamically allocates more influence to the expert strategy that is performing best in the current market regime, allowing JINN’s core logic to adapt without manual intervention. 2. Lorentzian Classification and PCA-Lite EigenTrend • Lorentzian Engine : A powerful probabilistic classifier that generates a continuous probability (0-1) of market state. Its adaptive, volatility-scaled distribution is specifically designed to handle the "fat tails" and non-Gaussian nature of financial returns. • PCA-Lite EigenTrend : A Principal Component Analysis engine. It reduces the complex, multi-dimensional data from the Technical and Order-Flow ensembles into a single, maximally descriptive "EigenTrend". This factor represents the dominant, underlying character of the market, providing a pure, decorrelated input for the Lorentzian engine and other modules. 3. Adaptive Markov Chain Model A forward-looking, state-based model that calculates the probability of the market transitioning between Uptrend, Downtrend, and Sideways states. Our implementation is academically robust, using an EMA-based adaptive transition matrix and Laplace Smoothing to ensure stability and prevent model failure in sparse data environments. IV. The Execution Layer: JINN Execution Latch Options A good signal is worthless without intelligent execution. The JINN Execution Latch is a suite of micro-rules and safety mechanisms that govern the "last mile" of a trade, ensuring signals are executed only under optimal, low-risk conditions. This is your final pre-flight check. • Execution Latch and Dynamic Cool-Down : A core safety feature that enforces a dynamic cool-down period after each trade to prevent over-trading in choppy, whipsaw markets. The latch duration intelligently adapts, using shorter periods in low-volatility and longer periods in high-volatility environments. • Volatility-Scaled Real-Time Threshold : A sophisticated gate for real-time entries. It dynamically raises the entry threshold during sudden spikes in volatility, effectively filtering out noise and preventing entries based on erratic, unsustainable price jerks. • Noise Debounce : In market conditions identified as "noisy" by the Shannon Entropy module, this feature requires a real-time signal to persist for an extra tick before it is considered valid. This is a simple but powerful heuristic to filter out fleeting, insignificant price flickers. • Liquidity Pressure Confirmation : An institutional-grade check. This gate requires a minimum threshold of "Liquidity Pressure" (a measure of volume-driven momentum) to be present before validating a real-time signal, ensuring you are entering with market participation on your side. • Time-of-Day (ToD) Weighting : A practical filter that recognises not all hours of the trading day are equal. It can be configured to automatically raise entry thresholds during historically low-volume, low-liquidity sessions (e.g., lunch hours), reducing the risk of entering trades on "fake" moves. • Adaptive Expectancy Gate : A self-regulating feedback mechanism. This gate monitors the strategy's recent, realised performance (its Expected Value). If the rolling expectancy drops below a user-defined threshold, the system automatically tightens its entry criteria, becoming more selective until performance recovers. • Bar-Close Quantile Confirmation : A final layer of confirmation for bar-close signals. It requires the signal's final score to be in the top percentile (e.g., 85th percentile) of all signal scores over a lookback period, ensuring only the highest conviction signals are taken. V. The Contextual and Ensemble Frameworks 1. Multi-Factor Ensembles and Bayesian Fusion JINN is built on the principle of diversification. Its signals are derived from two comprehensive, fully customizable ensembles: • Technical Ensemble : A weighted combination of over a dozen technical features, from cyclical analysis (MAMA, Hilbert Transforms) and momentum (Fisher Transform) to trend efficiency (KAMA, Fractal Efficiency Ratio). • Order-Flow Ensemble : A deep dive into market microstructure, incorporating Volume Delta, Absorption, Imbalance, and Delta Divergence to decode institutional footprints. • Bayesian Fusion : Move beyond simple AND/OR logic. JINN’s Bayesian engine allows you to probabilistically combine evidence from trend and order-flow filters, weighing each according to its perceived reliability to derive a final posterior probability. 2. Context-Aware Framework and Entropy Engine JINN understands that a successful strategy requires not just a good entry, but an intelligent exit and a dynamic approach to risk. • Shannon Entropy Filter : A direct application of information theory. JINN quantifies market randomness and allows you to set a precise entropy ceiling to automatically halt trading in unpredictable, high-entropy conditions. • Adaptive Exits and Regime Awareness : The script uses its entropy-derived regime awareness to dynamically scale your Take Profit and Trailing Stop parameters . It can be configured to automatically take smaller profits in choppy markets and let winners run in strong trends, hard-coding adaptive risk management into your system. VI. The Dashboard: Your Mission Control JINN features a dynamic, dual-mode dashboard that provides a comprehensive, real-time overview of the entire system's state. Mode 1: Signal Gate Metrics Dashboard This dashboard is your pre-flight checklist. It displays the real-time Pass/Fail/Off status of every single gating and filtering component within JINN, including: • Core Ensembles : Technical and Order-Flow Ensemble status. • Trend Filters : VWAP, VWMA, ADX, ATR Slope, and Linear Regression Angle gates. • Advanced Models : Dual-Lorentzian Consensus, Markov Probability, and JPV Veto status. • Regime and Safety : Shannon Entropy, Execution Latch, and Expectancy Gate status. • Final Confirmation : A master "All Hard Filters" status, giving you an at-a-glance confirmation of system readiness. Mode 2: Quantitative Metrics Dashboard This dashboard provides a high-level, institutional-style data readout of the current market state, as seen through JINN's analytical lens. It includes over 60 key metrics for both Signal Gate and Quantitative Metrics, such as: • Ensemble and Confidence Scores : The raw numerical output of the Technical, Order-Flow, and Lorentzian models. • Volatility and Volume Analysis : Realised Volatility (%), Relative Volume, Volume Sigma Score, and ATR Z-Score. • Momentum and Market Position : ADX, RSI Z-Score, VWAP Distance (%), and Distance from 252-Bar High/Low. • Regime Metrics : The numerical value of the Shannon Entropy score and the Model Confidence score. VII. The User as the Head Strategist With over 178 meticulously designed user inputs, JINN is the ultimate "glass box" engine. The internal code is proprietary, but the control surface is transparent and grants you architectural-level command. • Prototype Sophisticated Strategies : Test complex, multi-model theses at your own pace that would otherwise take weeks of coding. Want to test a strategy that uses a Lorentzian classifier driven by the EigenTrend, arbitrated by JSA in "highest score" mode, and filtered by a strict Markov trend gate? These can be configured and unified. • Tune the Engine to Any Market : The inputs provide the control surface to optimise JINN's behaviour for specific assets and timeframes, from crypto scalping to swing trading indices. • Build Trust Through Configuration : The granular controls allow you to align the script's behaviour precisely with your own market view, building trust in your own deployment of the tool. JINN is a commitment. It is a tool for the serious analyst who seeks to move from discretionary trading to a systematic, quantitative, and adaptive approach. If this aligns with your philosophy, we invite you to apply for access. Disclaimer This script is 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. All trading and investment decisions are the sole responsibility of the user. It is strongly recommended to thoroughly test any strategy on a paper trading account for at least one week before risking real capital. Trading financial markets involves a high risk of loss, and you may lose more than your initial investment. Past performance is not indicative of future results. The developer is not responsible for any losses incurred from the use of this script.
Pine Script® 인디케이터
INVESTATI의
Volume Pressure OscillatorThe Volume Pressure Oscillator (VPO) is a momentum-based indicator that measures the directional pressure of cumulative volume delta (CVD) combined with price efficiency. It oscillates between 0 and 100, with readings above 50 indicating net buying pressure and readings below 50 indicating net selling pressure. The indicator is designed to identify the strength and sustainability of volume-driven trends while remaining responsive during consolidation periods. How the Indicator Works The VPO analyzes volume flow by examining price action at lower timeframes to build a Cumulative Volume Delta (CVD). For each chart bar, the indicator looks at intrabar price movements to classify volume as either buying volume or selling volume. These classifications are accumulated into a running total that tracks net directional volume. The indicator then measures the momentum of this CVD over both short-term and longer-term periods, providing responsiveness to recent changes while maintaining awareness of the broader trend. These momentum readings are normalized using percentile ranking, which creates a stable 0-100 scale that works consistently across different instruments and market conditions. A key feature is the extreme zone persistence mechanism. When the indicator enters extreme zones (above 80 or below 20), it maintains elevated readings as long as volume pressure continues in the same direction. This allows the VPO to stay in extreme zones during strong trends rather than quickly reverting to neutral, making it useful for identifying sustained volume pressure rather than just temporary spikes. What Makes This Indicator Different While many indicators measure volume or volume delta, the VPO specifically measures how aggressively CVD is currently changing and whether that pressure is being sustained. It's the difference between knowing "more volume has accumulated on the buy side" versus "buying pressure is intensifying right now and shows signs of continuation." 1. Focus on CVD Momentum, Not CVD Levels Most CVD indicators display the cumulative volume delta as a line that trends up or down indefinitely. The VPO is fundamentally different - it measures the slope of CVD rather than the absolute level. This transforms CVD from an unbounded cumulative metric into a bounded 0-100 oscillator that shows the intensity and direction of current volume pressure, not just the historical accumulation. 2. Designed to Stay in Extremes During Trends Unlike traditional oscillators that treat extreme readings (above 80 or below 20) as overbought/oversold reversal signals, the VPO is engineered to oscillate within extreme zones during strong trends. When sustained buying or selling pressure exists, the indicator remains elevated (e.g., 80-95 or 5-20) rather than quickly reverting to neutral. This makes it useful for trend continuation identification rather than exclusively for reversal trading. 3. Percentile-Based Normalization The VPO uses percentile ranking over a lookback window, which provides consistent behavior across different instruments, timeframes, and volatility regimes without constant recalibration. 4. Dual-Timeframe Momentum Synthesis The indicator simultaneously considers short-term CVD momentum (responsive to recent changes) and longer-term CVD momentum (tracking trend direction), weighted and combined with a slow-moving trend bias. This multi-timeframe approach helps it stay responsive in ranging markets while maintaining context during trends. How to Use the Indicator Understanding the Zones: 80-100 (Strong Buying Pressure): CVD momentum is strongly positive. In trending markets, the indicator oscillates within this zone rather than immediately reverting to neutral. This suggests sustained accumulation and trend continuation probability. 60-80 (Moderate Buying): Positive volume pressure but not extreme. Suitable for identifying pullback entry opportunities within uptrends. 40-60 (Neutral Zone): Volume pressure is balanced or unclear. No strong directional edge from volume. Often seen during consolidation or trend transitions. 20-40 (Moderate Selling): Negative volume pressure developing. May indicate distribution or downtrend continuation setups. 0-20 (Strong Selling Pressure): CVD momentum is strongly negative. During downtrends, sustained readings in this zone suggest continued distribution and downside follow-through probability. Practical Applications: Trend Confirmation: When price makes new highs/lows, check if VPO confirms with similarly elevated readings. Divergences (price making new highs while VPO fails to reach prior highs) may indicate weakening momentum. Range Trading: During consolidation, the VPO typically oscillates between 30-70. Readings toward the low end of the range (30-40) may present accumulation opportunities, while readings at the high end (60-70) may indicate distribution zones. Extreme Persistence: If VPO reaches 90+ or drops below 10, this indicates exceptional volume pressure. Rather than fading these extremes immediately, monitor whether the indicator stays elevated. Sustained extreme readings suggest strong trend continuation potential. Context with Price Action: The VPO is most effective when combined with price action or other orderflow indicators. Use the indicator to gauge whether volume is confirming or contradicting. What the Indicator Does NOT Do: It does not provide specific entry or exit signals It does not predict future price direction It does not guarantee profitable trades It should not be used as a standalone trading system Settings Explanation Momentum Period (Default: 14) This parameter controls the lookback period for CVD rate-of-change calculations. Lower values (5-10): Make the indicator more responsive to recent volume changes. Useful for shorter-term trading and more active oscillation. May produce more whipsaws in choppy markets. Default value (14): Provides balanced responsiveness while filtering out most noise. Suitable for swing trading and daily timeframe analysis. Higher values (20-50): Create smoother readings and focus on longer-term volume trends. Better for position trading and reducing false signals, but with slower reaction to genuine changes in volume pressure. Important Notes: This indicator requires intrabar data to function properly. On some instruments or timeframes where lower timeframe data is not available, the indicator may not display. The indicator uses request.security_lower_tf() which has a limit of intrabars. On higher timeframes, this provides extensive history, but on very low timeframes (<1-minute charts), the indicator may only cover limited historical bars. Volume data quality varies by exchange and instrument. The indicator's effectiveness depends on accurate volume reporting from the data feed.
Pine Script® 인디케이터
VEGAlgo의
GENESIS DHANUS A clean, non-repainting trend-following signal indicator. Buy signals appear when: • Fast EMA (9) crosses above Slow EMA (21) • RSI > 50 (bullish momentum) • Previous bar volume > 1.5× 20-period average • Price is above the current Heikin-Ashi "trend level" Sell signals use the exact opposite conditions. All conditions use confirmed data only (no future leak, no repainting). Perfect for swing trading and alert setups on any timeframe. Features: - Large clear arrows with text - Optional light background coloring - Precise alert conditions - EMA lines can be toggled 100% Pine Script v5 – open source and free.
Pine Script® 인디케이터
Rappleh의
Best Metal to Sell → More BTCWhichever precious metal has outperformed Bitcoin the most over the last 21 days (by >4%) is showing short-term strength → sell a small slice of that metal and rotate into BTC. Orange = trim some gold → buy BTC Grey = trim some silver → buy BTC Black = no clear edge → hold This is a gradual, disciplined rebalancing tool for anyone holding physical gold & silver who wants to slowly increase their BTC exposure on relative strength spikes — without ever going “all-in”. You decide the pace: 1% per signal, pause anytime, or stop when you’ve reached your personal comfort level of BTC allocation. 2020–2025 backtest (weekly 1% rotations): $200k metals → 18.4 BTC + $0 metals left = $1.68 million HODL metals only = $320k HODL BTC from day one = ~$1.4 million It’s not about beating BTC every cycle — it’s about turning stagnant metals into more sats, at your own pace.
Pine Script® 인디케이터
Bitcoin_Gold_Silver의
ZynIQ Volume Surge Pro v2 - (Pro Pack)Overview ZynIQ Volume Surge Pro v2 highlights abnormal changes in trading volume using multi-tier surge detection, churn analysis and optional divergence logic. It provides a detailed view of when market participation increases or decreases in a meaningful way. Key Features • Multi-tier surge detection (mild/strong/exceptional) • Churn and absorption-style volume behaviour • Optional volume-price divergence detection • Configurable sensitivity for different markets and timeframes • Clean labels marking surge conditions • Optional HUD panel with surge state and metrics • Works well for intraday and swing trading Use Cases • Confirming breakouts with strong participation • Identifying exhaustion or stopping volume conditions • Spotting divergences between price and volume • Enhancing trend, structure or breakout analysis with volume context Notes This tool provides surge and participation context. It is not a standalone trading system. Use it with your own confirmation and risk management.
Pine Script® 인디케이터
ZynIQ의
ZynIQ Market Structure Master v2 - (Pro Pack)Overview ZynIQ Market Structure Master v2 (Pro) maps structural shifts in price action using automated BOS/CHOCH detection, swing analysis and directional flow. It provides a clear view of when the market transitions between expansion, pullback and reversal phases. Key Features • Automated BOS (Break of Structure) and CHOCH detection • Swing high/low mapping with optional filtering • Directional flow logic for identifying trend vs reversal phases • Optional EQ levels and mitigation markers • Configurable structure sensitivity for different timeframes • Clean labels and minimal clutter for fast interpretation • Suitable for intraday and swing structure analysis Use Cases • Identifying key structural shifts in trend • Spotting early reversal signals via CHOCH • Assessing trend continuation vs distribution/accumulation • Combining structure with liquidity, FVG or breakout tools Notes This tool provides structural context using break-of-structure and swing logic. It is not a trading system by itself. Use alongside your own confirmation and risk management.
Pine Script® 인디케이터
ZynIQ의
Orderflow - Full suiteThis indicator provides a comprehensive institutional view of the market by aggregating real-time volume and delta data from the four largest crypto derivatives exchanges: Binance, Bybit, OKX, and Gate.io. Unlike standard indicators that rely on a single data feed, this tool normalizes and combines volume from multiple sources to reveal the "True Market Volume." It features a sophisticated 1-Minute Granularity Scanner that analyzes the underlying 1m data within your current timeframe to detect hidden whale activity that is often smoothed out on higher timeframe charts. Key Features: 🌊 Multi-Exchange Aggregation: Automatically fetches and sums volume from Binance, Bybit, OKX, and Gate.io. It handles currency normalization (converting USDT volume to Base Currency) to ensure accurate apples-to-apples calculations. 🐋 1-Minute Big Trade Scanner: The script scans the 1-minute candles underlying your current bar. It detects "Whale," "Huge," and "Large" trades that occur within a single minute, revealing aggressive market participants hiding inside consolidated candles. 🛡️ Absorption Detection: Identifies specific moments where high aggregated volume meets minimal price movement, highlighting areas where passive limit orders are absorbing aggressive flow. 📉 CVD Divergence: accumulating Aggregated Delta to spot divergences between price action and order flow (e.g., Price making Lower Lows while CVD makes Higher Lows). 📊 Dynamic Volume Profile: A fully functional Volume Profile driven by the global aggregated data, including Value Area (VAH/VAL) and POC logic. ⚖️ Market Balance & Retests: Automatically detects if the market is Balanced or Imbalanced and highlights valid retests of Value Area High/Low levels. How to Use: Bubbles: Represent Big Trades detected on the 1m timeframe (Blue = Buy, Red = Sell). Size indicates relative volume. Diamonds: Indicate Absorption events (High volume, zero price progress). Triangles: Indicate CVD Divergences (Potential reversals). Right Panel: Displays the Volume Profile and Key Levels based on the total market liquidity. Note: This indicator uses request.security_lower_tf to scan granular data. It is optimized for Crypto Perpetual pairs (USDT.P).
Pine Script® 인디케이터
ranogajecf의
investXperts + position sizerThis exclusive invite-only script combines a clean, structured trend-following system with a fully automated, candle-based position sizer for the Micro Gold Future (MGC). It is designed for traders who demand high precision, full transparency, and disciplined risk control in their intraday trading. The integrated trend filter, based on the 20, 50, and 200 EMAs, identifies clear directional phases and visually removes noise from the chart. Building on this foundation, the script generates automatic long and short signals that only appear when the candle touches either the EMA20 or EMA50, volume exceeds the 5-period SMA, the candle structure confirms direction, and the market is aligned with the prevailing trend. To further enhance clarity, the background color adjusts to the current trend direction, making market conditions instantly recognizable. Complementing the entry logic, the built-in position sizer calculates the exact position size for MGC in real time, based on the actual candle range. It determines the number of ticks, the dollar risk per contract, and the precise number of contracts that can be traded, with an optional calculation of the previous candle as well. This removes the need for manual calculations and ensures that position sizing adjusts dynamically to market volatility. This script is part of the IX system and provides a professional, clean, and practical presentation for traders who aim to operate consistently and make well-structured decisions. Access is restricted to selected users and represents a high-quality, private component of the InvestXperts workflow.
Pine Script® 인디케이터
investXperts의