Institutional PointOverview Institutional Point is a sophisticated data-mining indicator designed to identify and track "institutional footprints" by isolating the single candle with the highest volume relative to a specific time anchor. Unlike traditional volume profiles that aggregate data into price bins, this script pinpoints the exact temporal origin of massive liquidity injections.
Core Methodology The script operates on a multi-timeframe analysis engine (MTF). It scans sub-chart data (2-minute or 15-minute intervals) to find the absolute maximum volume peak within a defined period. Once the "Institutional Point" is identified:
Source Identification: The origin candle is highlighted in white, signaling a high-conviction entry or exit by large-scale market participants.
Zone Projection: A borderless "Institutional Zone" is projected forward from the spike’s high/low range.
Dynamic Interaction: The zone remains active until the price revisits the area (mitigation) or until the time-based expiration is reached.
Anchor Modes & Precision
8-Hour Cycle: Optimized for high-frequency scalping. Anchors reset at 00:00, 08:00, and 16:00. Utilizes ultra-precise 2-minute volume detection.
Daily Session: Designed for intraday and swing traders. Anchors to the Daily Open. Utilizes 2-minute volume detection to isolate precise institutional orders.
Weekly Cycle: Built for identifying major structural pivots. Anchors to the Weekly Open. Utilizes 15-minute volume detection for macro-liquidity analysis.
Key Features
Naked Level Tracking: Zones automatically stop extending the moment they are "hit" by price action, providing a clean visual of unmitigated liquidity.
Anti-Noise Filter: Automatically excludes Saturday and Sunday data to maintain statistical integrity across global markets.
Minimalist Interface: High-contrast visual design focused on scannability and professional chart aesthetics.
Use Cases
Data Science & Backtesting: Ideal for measuring the "Z-Score" or "Percentile Distance" from institutional peaks.
Supply & Demand Trading: Automated identification of the "Origin of the Move."
Magnet Analysis: Tracking "Naked" volume spikes as high-probability magnets for future price mean reversion.
볼륨
RVOL Highlighter (Bullish Volume Spikes)Description:
A simple yet powerful indicator that highlights candles with unusually high buying volume.
What it does:
Identifies candles where relative volume (RVOL) exceeds your chosen threshold AND the candle is bullish (green). These high-volume bullish candles often signal strong institutional buying interest or momentum breakouts.
How it works:
Calculates RVOL by comparing current volume to the simple moving average of volume over your selected period
Only highlights candles that meet BOTH conditions: RVOL above threshold + bullish close
Highlighted candles appear in bright magenta for easy visibility on dark mode charts
Settings:
RVOL Period: Lookback period for average volume calculation (default: 10)
RVOL Threshold: Minimum relative volume multiplier to trigger highlight (default: 2.5x)
Highlight Color: Customizable (default: magenta #FF00FF)
Use cases:
Spot potential breakout entries with volume confirmation
Identify accumulation zones
Filter for high-conviction bullish moves
Works on any timeframe and any asset. The actual RVOL value is available in the data window when hovering over candles.
Daily Volume Event This tool is ideal for traders who want to monitor hundreds of symbols simultaneously for volume shocks. This indicator was developed exclusively by the AI Gemini to precisely identify extraordinary trading volumes. The focus lies on detecting "news events" by comparing the current daily volume with the average of the past five days. Thanks to percentage-based normalization, a single alert value can be used universally across an entire watchlist. he script utilizes multi-timeframe analysis to display the daily volume ratio directly on intraday charts such as the 15-minute timeframe. It eliminates the noise of ordinary market movements and isolates significant institutional activity through customizable thresholds. Users can set alerts to be notified immediately when a stock exceeds its typical volume by 30% or more. The clean visual representation as a histogram allows for quick identification of outliers without manual calculation.
QQQ 2025 Bucket ATR (Price & Volume) + Today ComparisonHow to interpret the table
For each bucket row (e.g. 09:30–10:30):
Price ATR (Y) → typical price move for that bucket across all 2025 sessions
Vol ATR (Y) → typical change in that bucket’s volume vs the previous day
Avg Vol (Y) → average total volume traded in that bucket
Today Price TR → today’s actual true range move in that bucket
Today Vol ATR → today’s volume change vs yesterday’s volume in that bucket
Today Vol → today’s raw volume for that bucket
So you can eyeball stuff like:
“9:30–10:30 today did 1.5× its usual range and 2× its usual volume, but midday buckets were dead.”
deKoder | Whale Prints [WP]deKoder | Whale Prints | Large Trade Orderflow Detection
This open-source indicator is a clean, precision tool for revealing hidden large-volume activity directly on your chart. By scanning ultra-low timeframes while you view higher ones, it projects statistically significant volume spikes as intuitive markers giving you a clear window into institutional orderflow without visually overwhelming the price action.
Key Features & Strengths
True Intra-Bar Detection | Monitors lower timeframes down to 1-second bars, catching aggressive block trades and absorption that occur within a single higher-TF candle.
Accurate Trade Levels | Markers are placed at the actual hl2 price of the aggressive lower-TF bar, providing a far more accurate estimate of where the large trade executed than typical mid-candle approximations.
Multiple Trades Per Bar | If several significant volume spikes occur inside one higher-TF candle, all qualifying levels are displayed individually – offering greater granularity and context.
Adaptive Thresholding | Uses higher-TF volume standard deviation (stable baseline) intelligently scaled to the lower timeframe, reducing noise in quiet markets while remaining sensitive to genuine outliers.
Clean Visual Hierarchy | Three tiers (Small 🞉 / Medium ⏣ / Large 🞊) with dynamic symbol size, line thickness, transparency, and user-definable bullish/bearish coloring based on LTF candle direction.
How to Use It as an Orderflow Tool
Large volume spikes often mark the footprints of institutional players. This indicator helps you read those footprints in real time.
Small (🞉) | Moderate excess volume: early interest, probing, or building positions.
Medium (⏣) | Strong spike: increasing conviction, potential momentum shift.
Large (🞊) | Extreme outlier: frequently climactic volume signalling exhaustion or major absorption.
Why Price Often Reverses at These Levels
Large players frequently place limit orders in areas rich with liquidity – commonly just beyond recent highs/lows where retail stop-losses cluster. When price sweeps those zones:
Stop hunts trigger a cascade of forced exits, creating liquidity for larger participants to fill their limit orders.
Breakout traders who entered on the move are trapped offside and become forced buyers/sellers when price reverses.
Institutions use this liquidity to execute large orders at favorable prices with minimal immediate market impact.
The result is aggressive volume at the extreme, followed by reversal as smart money finishes filling and price returns toward fair value. Clusters of medium/large markers at swing points are classic signs of this dynamic.
Practical Analysis Tips
Reversals/Absorption | Clusters of large markers at swing highs/lows (especially opposing-color spikes) signal potential turns – buyers or sellers stepping in aggressively.
Level Defense | Trades piling up at key support/resistance suggest institutions protecting or building positions.
Trapped Traders | Large spikes beyond range pivots followed by reversal back into the range often highlight trapped breakout traders who add fuel to a move when they are forced to liquidate their positions.
Use Offset (-3 to +3) to shift markers away from current price for clearer viewing.
Pro tip: Zoom into the lower TF occasionally to see how these projected levels align exactly with aggressive candles.
Recommended Pairings
This is designed as a pure orderflow overlay to be layered with your existing setup:
Support & Resistance (horizontals, pivots, Volume Profile POC/VAH/VAL)
Market Structure tools (swing points, order blocks, fair value gaps)
Trend filters (EMAs, SuperTrend, higher-TF bias)
Momentum oscillators for timing confluence
Best Suited For
Scalping & day trading (1–15 min charts with 5–30S lower TF)
Swing trading entries (1H–4H charts with 1–5 min lower TF)
High-liquidity markets: crypto perpetuals, forex majors, volatile stocks
Add this indicator to start seeing the hidden aggression driving price and expose the hidden edges beyond the noise.
☠ FR33FA11 | deKoder ☠
Released January 2025 | Open Source
GCM Price Volume Trend with BB [Dual Signal]Title:
GCM Price Volume Trend with BB
Description:
This script presents an advanced variation of the Price Volume Trend (PVT) indicator, enhanced with a Dual-Signal system and Bollinger Bands to provide a complete volume-momentum analysis tool.
The Concept:
Standard PVT can often produce jagged, noisy signals that make trend identification difficult. To solve this, this script integrates three distinct technical concepts into a single "Volume Dashboard":
Trend Baseline (Signal 1 - SMA): A standard Simple Moving Average (Length 21) acts as the slow-moving baseline to filter out minor volume noise.
Volume-Weighted Trigger (Signal 2 - VWMA): We utilize a Volume Weighted Moving Average (VWMA) (Length 9) as the fast signal. Applying a Volume-Weighted average on top of a Volume indicator (PVT) provides a double-confirmation of volume momentum, making the signal highly sensitive to significant volume spikes while ignoring low-volume drift.
Volatility Context (Bollinger Bands): Standard Bollinger Bands are calculated on the PVT data itself. This allows traders to identify when the volume trend is statistically overextended (touching Upper Band) or oversold (touching Lower Band), which often precedes a price reversal.
Key Features
Dynamic Trend Coloring: The PVT line changes color (Bright Green/Red) based on its immediate slope (Rising vs. Falling), offering instant visual feedback on momentum.
Dual Ribbon System:
Ribbon 1: Fills the space between PVT and the Baseline (SMA) to show the macro trend.
Ribbon 2: Fills the space between PVT and the Fast Trigger (VWMA). By default, this ribbon changes color based on the slope of the PVT, highlighting the strength of the move.
Volatility Bands: A background fill between the Bollinger Bands helps visualize the "normal" operating range of the volume trend.
How to Use
Trend Confirmation: Look for the PVT line to be above the SMA (Signal 1) and the Ribbon to be Green.
Entry Signals: A crossover of the PVT above the VWMA (Signal 2) suggests an immediate influx of buying volume.
Exhaustion: If the PVT line touches or exceeds the Upper Bollinger Band, the volume trend may be overheated, suggesting a potential pause or reversal in price.
Settings
Signal 1: Defaults to SMA (21) for the baseline.
Signal 2: Defaults to VWMA (9) for the fast trigger.
Bollinger Bands: Enabled by default (2.0 Deviation, 20 Length).
Visuals: Fully customizable transparency, colors, and line types.
Rolling Volume Structure: HVN & SentimentTitle:
Rolling Volume Structure: HVN & Sentiment
Description:
This indicator visualizes the distribution of volume over price levels for a user-defined rolling period. It is designed to identify structural market nodes (HVN/LVN) and correlate them with Pivot Points to filter out market noise.
NOTE: This script utilizes a mathematical array binning algorithm to calculate the profile efficiently on the chart timeframe, avoiding the runtime timeouts often associated with standard iterative volume profiles.
How it works (Technical Methodology)
Binning Algorithm: The script calculates the price range (Highest High - Lowest Low) of the lookback period and divides it into a fixed number of vertical bins defined by the Resolution input.
Volume Allocation: It iterates through historical bars once. The volume of each bar is assigned to the corresponding price bin based on the bar's closing price.
Sentiment Approximation: Since tick-level Bid/Ask data is not available for historical bars in standard Pine Script strategies, this indicator estimates directional volume based on candle polarity:
If Close > Open: Volume is categorized as "Up Volume" (Buying Sentiment).
If Close < Open: Volume is categorized as "Down Volume" (Selling Sentiment).
Disclaimer: This is a standard approximation for structural analysis and does not represent true tick-data delta.
Why this Combination? (Originality & Synergy)
This script addresses the problem of validating structural levels. Traders often use Pivots and Volume Profiles separately. This script combines them programmatically to provide context:
Pivot Confluence: A Pivot Point is only plotted if it aligns with significant volume structure.
HVN Validation: A pivot occurring within a High Volume Node (HVN) suggests a high-liquidity reversal zone, whereas a pivot in a Low Volume Node (LVN) may indicate a liquidity void or a "weak" high/low.
The Dashboard summarizes these metrics (Position relative to Value Area, Net Sentiment, and Trend), removing the need for multiple separate indicators.
Educational Use for Beginners
If you are new to Volume Profile, think of the market structure in these simple terms:
Value Area (VA): This is the "Fair Price" zone where 70% of trading happened. If price is inside here, the market is balanced. If price breaks out, it may be starting a trend.
HVN (High Volume Nodes - Colored Boxes): Think of these as "Traffic Jams". Price often slows down, bounces, or gets stuck here because there are many orders. They act as Support or Resistance.
LVN (Low Volume Nodes - Gray Strips): Think of these as "Empty Highways". Because there is little volume here, price tends to move through these zones very quickly to get to the next HVN.
Features
HVN (High Volume Nodes): Colored boxes highlighting areas of high accumulation.
LVN (Low Volume Nodes): Gray strips highlighting gaps or acceleration zones.
Value Area (VA): Displays the VAH, VAL, and PoC (Point of Control).
Volume-Filtered Pivots: Plots pivots only when supported by the profile structure.
Sentiment Coloring: The profile bins are colored based on the net bullish/bearish candle volume.
Settings
Rolling Period: The lookback window size (default 150 bars).
Resolution: Precision of the profile bins (higher = more detail, lower = smoother).
HVN Thresholds: Percentage of PoC volume required to identify a node.
Global Text Size: Adjusts labels and dashboard for 4K or standard screens.
Credits: The core binning logic is adapted from generic open-source array management concepts for custom volume profiles.
Apex ICT Delivery & Session Flow ProDescription
The Apex ICT Delivery & Session Flow Pro is a high-precision technical analysis indicator designed for inner-circle traders who prioritize a clean, institutional-grade chart. This script specializes in identifying real-time liquidity levels and displacement zones while utilizing an automated "Cleanup Engine" to ensure that only the most relevant, unmitigated data remains visible.
Core Functionalities
Multi-Timeframe Displacement Engine: The script scans across multiple timeframes (1m, 5m, 15m, 1H) to identify Fair Value Gaps (FVG) created by high-displacement price action. It automatically plots the FVG boxes and the 50% Consequent Encroachment (CE) line for precise entry and target mapping.
Dynamic Session Liquidity: Automatically identifies and tracks the Highs and Lows of the Asia, London, and New York sessions. These levels are explicitly labeled and extended to act as magnet levels for price or points of liquidity reversal.
CISD (Change in State of Delivery): Visualizes shifts in order flow by marking the opening prices of the last opposite candle when price action confirms a change in delivery state. This provides immediate visual feedback on market sentiment shifts.
NY-Specific VWAP: Features a strict New York Session VWAP that resets daily at the NY open (08:00). This serves as the "Mean" for the session, helping traders identify premium and discount zones specifically within the high-volume New York hours.
The "Clean Chart" Cleanup Engine: Unlike standard indicators that clutter the screen with historical data, this script features an intelligent removal system:
FVGs & Order Blocks: Automatically deleted once price trades through them or if they move too far from current price (Proximity Filter).
Broken Session Levels: Highs and Lows are instantly removed once they are breached by price.
Temporal Decay: CISD markers are automatically cleared after 20 candles to keep the focus on immediate delivery.
PVSRA High Volume Lines MTF - DailyThis indicator identifies Daily candles with significant volume activity based on the traditional PVSRA calculation.
When a high-volume Daily candle is detected, the indicator plots support and resistance levels at the high and low of that specific candle.
These Daily-based levels are then projected onto lower timeframes, allowing traders to visualize higher-timeframe support and resistance zones directly on intraday charts.
The indicator focuses only on days with elevated volume, rather than plotting levels for every Daily candle.
Stop Loss Hunting Zones This Pine Script indicator identifies and visualizes potential "stop loss hunting zones" on charts. It marks price levels where institutional traders or market makers might trigger retail stop losses before reversing direction, helping traders avoid false breakouts and better time their entries.
Key Features:
Four Types of Detection Zones-
1.Swing Zones (Red/Green): Identifies swing highs and lows using pivot point analysis where stop losses typically cluster above resistance and below support levels.
2.Breakout Zones (Orange): Detects consolidation periods and marks levels where false breakouts might occur, trapping traders who enter too early.
3.Wick Trap Zones (Purple): Highlights candles with disproportionately large wicks relative to body size, indicating potential stop loss raids with quick reversals.
4.Volume Reversal Zones (Blue): Identifies high-volume reversal patterns where price briefly touches a level before sharply reversing, suggesting stop loss absorption.
Customizable Parameters:
Swing Lookback: Period for pivot point detection (5-100 bars)
Swing Threshold: Minimum percentage move to qualify as a swing (0.5-10%)
Volume Threshold: Multiplier for detecting unusual volume (1-5x average)
Wick Ratio: Minimum wick-to-total range ratio for trap detection (0.3-0.9)
ATR Settings: Length and multiplier for zone buffer calculation
Zone Management: Maximum zones per type and minimum distance between zones
Display Options: Toggle individual zone types, heatmap intensity, labels, and transparency
Visual Features:
Heatmap Mode: Colour intensity reflects how often price has tested each zone
Smart Zone Management: Prevents chart cluttering by limiting zones and removing those too close together
Dynamic Labels: Clear zone identification with customizable display
Adjustable Transparency: Control zone visibility (10-90%)
How It Works:
The indicator uses ATR-based buffers to create zones around detected levels. It tracks price history to calculate "intensity" scores for the heatmap feature, helping identify the most significant hunting zones. The algorithm ensures zones are meaningful by enforcing minimum distances and limiting total zones displayed.
Avoid placing stop losses at obvious levels where hunting is likely
Identify potential reversal points for counter-trend trades
Recognize false breakout patterns before they complete
Time entries after stop loss hunts are absorbed
Technical Details:
Maximum 500 boxes, lines, and labels for comprehensive zone tracking
Compatible with all timeframes
Works on any market (stocks, forex, crypto, futures)
Real-time detection as new bars confirm
This indicator is designed for traders who want to understand where institutional players might target retail stop losses and use that information to their advantage. Please boost & follow for more. Happy trading !!
Disclaimer: This indicator is for educational and informational purposes only. It should not be considered financial advice. Always perform your own analysis and risk management before trading.
Apex ICT: Proximity & Delivery FlowThis indicator is a specialized ICT execution tool that automates the identification of Order Blocks, Fair Value Gaps, and Changes in State of Delivery (CISD). Unlike standard indicators that clutter the screen, this script uses a Proximity Logic Engine to ensure you only see tradeable levels. It automatically purges old data (50-candle CISD limit) and deletes mitigated zones the moment they are breached, leaving you with a clean, institutional-grade chart.
Apex ICT: Proximity & Delivery FlowSimple Description: This indicator is a specialized ICT execution tool that automates the identification of Order Blocks, Fair Value Gaps, and Changes in State of Delivery (CISD). Unlike standard indicators that clutter the screen, this script uses a Proximity Logic Engine to ensure you only see tradeable levels. It automatically purges old data (50-candle CISD limit) and deletes mitigated zones the moment they are breached, leaving you with a clean, institutional-grade chart.
Volume HistogramShows volume as Histogram, so it's still readable while RVol bars are shown behind in the same pane.
I want to see both because:
Relative volume indicates higher activity than usual
Absolute volume helps with "Volume Price Analysis"
This is meant to be used for 5m, 15m, 30m, 1w charts.
For 1d charts I recommend Volume Auto fit though, since RVol can be gigantic there sometimes.
Volume-Confirmed Trend Thrust IndicatorOVERVIEW
This indicator combines trend strength, momentum & volume analysis to generate high-conviction buy and sell signals. It is based on the "Volume Confirmation for a Trend System" (VCTS) by Buff Pelz Dormeier (TASC August 2024), which I have taken the liberty of 'buffing up' (heh!) by swapping out original VPCI component with the ATR-aware Net Accumulation Flow (NAF) indicator derived from Markos Katsanos' VPN indicator (TASC April 2021).
The result is a system that only triggers buy signals when three independent conditions align:
• A strong trend exists (ADX)
• Momentum is bullish (TTI)
• Institutional accumulation is detected (NAF)
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COMPONENTS
█ ADX (Average Directional Index)
Measures trend strength regardless of direction. A reading above 30 indicates a strong trend worth trading. This filter prevents signals during choppy, sideways markets.
█ TTI (Trend Thrust Indicator)
Dormeier's volume-weighted MACD variant that provides momentum direction. Unlike standard MACD, TTI uses Volume-Weighted Moving Averages (VWMA) and applies a volume multiplier that amplifies signals when volume confirms price movement. When TTI crosses above its signal line, momentum is considered bullish.
█ NAF (Net Accumulation Flow)
The key enhancement - in my humble opinion - over the original VCTS. NAF classifies each bar's volume as:
• Accumulation: Price moved UP more than 10% of ATR
• Distribution: Price moved DOWN more than 10% of ATR
• Neutral: Price movement too small to be meaningful (filtered as noise)
NAF then calculates the net flow (Accumulation Volume - Distribution Volume) over a 30-bar lookback period, normalized and smoothed. This provides a cleaner read on whether institutions are accumulating or distributing.
Perceived benefits of NAF:
• ATR-based noise filtering eliminates false readings from small price movements
• Rolling 30-bar accumulation captures sustained institutional activity
• Empirically calibrated thresholds based on 717 stocks / 360,000 observations
• 3-period EMA smoothing reduces whipsaws
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SIGNAL LOGIC
🟢 BUY SIGNAL
All three conditions must be true simultaneously:
1. ADX > 30 (strong trend)
2. TTI > Signal Line (bullish momentum)
3. NAF > 16 (accumulation)
Signals fire on the first bar where all conditions align, preventing repeated signals during sustained bullish periods.
🔴 SELL SIGNAL
Exit when volume flow turns negative:
• NAF < -9 (below neutral zone, indicating distribution).
This indicator retains Dormeier's asymmetric approach (strict entry, quick exit) to help protect profits when institutional support fades.
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NAF THRESHOLD REFERENCE
Based on proprietary empirical calibration (717 stocks, 360K observations):
>= +35 │ Strong Accumulation (P95, ~5% of days)
>= +28 │ Solid Accumulation (P90, ~10% of days)
>= +16 │ Moderate Accumulation (P75) ← Default Buy Threshold
-9 to +16 │ Neutral Zone (~50% of days)
<= -9 │ Below Neutral ← Default Sell Threshold
<= -22 │ Solid Distribution (P10)
<= -29 │ Strong Distribution (P5)
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SETTINGS
Setting for all 3 variables (ADX, TTI & NAF), alerts and visual conditional formatting are configurable.
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USAGE TIPS
1. Works best on daily timeframe for swing trading
2. More effective on liquid stocks where volume data is meaningful
3. Consider using NAF threshold of 28 (P90) for higher conviction entries
5. Combine with price action analysis (support/resistance, RS, chart patterns)
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MAXIMUM RESPECT:
• VCTS (ADX + TTI + VPCI): Buff Pelz Dormeier, "Volume Confirmation For A Trend System", Technical Analysis of Stocks & Commodities (TASC), August 2024. Pine Script adaptation: PineCoders.
• VPN / NAF: Markos Katsanos, Technical Analysis of Stocks & Commodities (TASC), April 2021. Pine Script adaptation: LevelUp/John Muchow.
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DISCLAIMER
This indicator is for educational and informational purposes only. It does not constitute financial advice. Past performance is not indicative of future results. Always conduct your own analysis and consider your risk tolerance before making trading decisions. Use appropriate position sizing and stop-loss orders to manage risk.
Black-Scholes Gamma Scalping Strategy# Black-Scholes Gamma Scalping Strategy
## Overview
This strategy applies options market-making principles to spot/futures trading using the Black-Scholes pricing model. It simulates the behavior of a delta-hedged straddle position, generating buy and sell signals based on how a market maker would hedge their gamma exposure.
---
## The Concept: Gamma Scalping
Professional options traders who hold long straddles (long call + long put at the same strike) profit when the underlying moves significantly in either direction. Here's why:
- A straddle has **positive gamma**, meaning its delta increases as price rises and decreases as price falls
- To stay delta-neutral, traders must **buy after dips** and **sell after rallies**
- If **realized volatility > implied volatility**, the profits from these hedging trades exceed the daily theta (time decay) cost
This strategy captures that edge by:
1. Calculating theoretical Greeks using Black-Scholes
2. Monitoring when delta deviates from neutral
3. Trading to "hedge" back to neutral — buying weakness, selling strength
---
## Black-Scholes Greeks Calculated
| Greek | Symbol | What It Measures |
|-------|--------|------------------|
| Delta | Δ | Directional exposure |
| Gamma | Γ | Rate of delta change |
| Vega | ν | Sensitivity to volatility |
| Theta | Θ | Time decay per day |
All Greeks are calculated in real-time using the standard Black-Scholes formula with configurable inputs for strike, expiration, implied volatility, and risk-free rate.
---
## Entry Signals
**Long Entry** (buy the underlying):
- Price drops significantly (gamma scalp trigger), OR
- Straddle delta falls below the lower hedge band
- Volatility filter confirms favorable regime (HV > IV)
**Short Entry** (sell the underlying):
- Price rises significantly (gamma scalp trigger), OR
- Straddle delta rises above the upper hedge band
- Volatility filter confirms favorable regime
---
## Volatility Regime Filter
The strategy compares **Historical Volatility (HV)** to **Implied Volatility (IV)**:
- **HV/IV > 1.2** → Long volatility regime (gamma scalping profitable) → Trading enabled
- **HV/IV < 0.8** → Short volatility regime (theta wins) → Trading paused or reversed
- **Between** → Neutral, proceed with caution
This filter helps avoid trading when market conditions don't favor the strategy.
---
## Key Inputs
**Option Parameters:**
- Strike Offset % — Distance from ATM (0 = at-the-money)
- Days to Expiration — Synthetic option tenor (affects gamma magnitude)
- Implied Volatility — Your estimate of fair IV
- Risk-Free Rate — For BS calculation
**Trading Parameters:**
- Gamma Scalp Threshold — ATR multiple to trigger trades
- Delta Hedge Band % — How far delta must deviate to signal
- Volatility Regime Filter — Enable/disable HV/IV filter
**Risk Management:**
- Stop Loss / Take Profit (ATR multiples)
- Max Drawdown % — Pauses trading if exceeded
- Max Concurrent Positions
---
## How to Use
1. **Set Implied Volatility** to match current market IV (check options chain or VIX for reference)
2. **Adjust Days to Expiration** — Shorter = higher gamma, more signals; Longer = smoother
3. **Tune the Hedge Band** — Tighter bands = more trades; Wider = fewer, larger moves
4. **Enable Volatility Filter** for trend-following vol regimes, disable for pure mean-reversion
**Best suited for:**
- Range-bound or choppy markets
- High realized volatility environments
- Liquid instruments with tight spreads
**Avoid using when:**
- Strong directional trends (gamma scalping loses to delta)
- Volatility is collapsing
- Low liquidity / wide spreads
---
## Information Table
The on-chart table displays real-time:
- Current strike price
- Straddle Delta, Gamma, Vega, Theta
- Historical vs Implied Volatility
- HV/IV Ratio
- Current volatility regime
---
## Alerts
Built-in alert conditions for:
- Long entry signals
- Short entry signals
- Max drawdown protection triggered
---
## Disclaimer
This strategy is provided for **educational purposes only**. It demonstrates how Black-Scholes option pricing theory can be applied to generate trading signals.
- Past performance does not guarantee future results
- Backtest results may not reflect live trading conditions
- Always use proper position sizing and risk management
- Paper trade extensively before using real capital
**No financial advice is given or implied.**
---
## Credits
Based on the Black-Scholes-Merton option pricing model (1973) and gamma scalping techniques used by professional options market makers.
---
*If you find this useful, please leave a like or comment. Suggestions for improvements are welcome!*
EXPANSION MODELTrading algo has been optimized to pin point key areas in the market where large order reside.
Works best with XXXUSD pairs as a trend following model.
777 mean reversion engineA guy asked his librarian if they had any books on "paranoia." She leaned in and whispered, "They're right behind you." He hasn't been back to the library since.
Friendly IT Algo System_2026Friendly IT Algo System V1 is a comprehensive trend-following system that combines SMC (Smart Money Concepts) order blocks with powerful volume filters.
🧠 Key Features:
Smart Trend Signals: EMA 7/20 crossover filtered by market energy.
SMC Order Blocks: Automated key supply/demand zones.
Regular Divergence: RSI-based trend reversal tracking.
Auto Fib & Pivot: Displays 0.618 golden level and pivot S/R.
Sideways Filter: ADX-based gray background to avoid choppy markets.
Simple Volume IndicatorVolume is an important indicator in technical analysis because it is used to measure the relative significance of a market move.
The higher the volume during a price move, the more significant the move and the lower the volume during a price move, the less significant the move.
here i made some changes using Significant volume which helps to see the Price moment
Black = Unconsumed Selling
Blue = Exceptional Buying Strength
Yellow = Demand Strength
The Supply–Demand Battle
Think of it like this:
Black bar = supply waiting to be absorbed.
Blue = demand stepping in to absorb supply.
Yellow = Strength of move
If Black dominate without follow-up blue/yellow, price struggles.
If blue/yelow appear after Black, it signals buyers are winning.
Relative Vol % (RTH Only)A measure of the relationship between the most recent trading activity to the number of shares traded on an average daily basis (over the last 50 trading sessions).
When viewing this data item during a trading session, please note:
Percentage change calculations are based on a projected volume figure.
We use 'rth_open_time' which is fixed at 09:30 for the current day
VOLKDW!This indicator displays real-time trading volume to help identify institutional participation, momentum strength, and potential reversals.
Volume bars expand during periods of high market interest, often confirming breakouts, trend continuations, and high-probability entries. Contracting volume can signal exhaustion, consolidation, or weakening trends.
How to Use:
Rising price + rising volume → strong trend confirmation
Rising price + falling volume → possible divergence or fake breakout
High volume spikes → institutional activity or key decision points
Low volume zones → chop, consolidation, or no-trade environments
Best used alongside price action, support/resistance, ORB, and market structure for confirmation—not as a standalone signal.
💣 Volume Pressure Indicator – Description (Aggressive / Trader Style)
This indicator tracks raw volume pressure to expose where real money steps in.
Explosive volume bars often mark:
Breakouts that actually matter
Stop runs
Reversal traps
Trend continuation fuel
When price moves without volume, it’s usually fake.
When volume expands, something real is happening.
Trading Logic:
Volume spike + breakout = high-conviction move
Volume spike + rejection = reversal / fade setup
Weak volume = sit on hands
Climax volume = trend exhaustion warning
Designed to keep you out of dead markets and in sync with momentum.
DTS Momentum Dot Plot (MACD / STOCH / RSI)This comes from Treyding Stocks Famous Dot Plot, but for think or swim. When the green and red dots align, then it is a good opportunity for a buy or sell. It is the MACD, MACD Histogram, Fast Stochastic, the slow stochastic and the RSI, t
You can also add alerts when all lines turn green or red!
Enjoy!
