Order Flow Trade Detector [Dynamic Sizes]detects absorption in the market and gives an idea where buyers and sellers are.
볼륨
GC1 Participation Regime - sudoThis indicator analyzes COMEX GC1! futures activity and maps it directly onto your XAU price chart, allowing you to see when gold futures participation meaningfully increases or fades - without cluttering your workflow.
Here is the TLDR version of the description (below):
The "regime" is calculated by measuring how active GC1! futures are, compared to their own recent history. On each bar, the indicator looks at two things - volume (how much trading occurred) and true range (how much price actually moved). Each of these is compared to its recent average using a normalized score, which simply answers whether today’s activity is higher, normal, or lower than usual. Those two normalized values are then combined into a single participation score , optionally smoothed to reduce noise. That score is compared against user-defined thresholds and classified into one of four regimes - Low, Normal, High, or Extreme participation . In short, the regime shows whether current GC1! futures activity is unusually quiet or unusually active relative to its own recent behavior , without making any directional assumptions.
What this indicator does
-Measures GC1! futures volume and true range relative to their own historical behavior using z-scores
-Combines those metrics into a single participation score
-Classifies the market into four participation regimes
Low
Normal
High
Extreme
Projects those regimes directly onto the XAU price chart
Visual elements
Background shading
-Gray - Low participation
-Blue - Normal participation
-Green - High participation
-Orange - Extreme participation
Regime shift markers
-Upward triangle below price when participation increases
-Downward triangle above price when participation decreases
Volume-informed candle coloring (optional)
-High GC volume + bullish candle
-High GC volume + bearish candle
-Low GC volume + bullish candle
-Low GC volume + bearish candle
These visuals help you instantly identify whether price movement is occurring with real futures participation or during thinner conditions.
How to use it
-Identify high-quality environments for execution when participation is elevated
-Filter breakouts, trends, and reversals based on whether GC futures are involved
-Avoid overconfidence during low-participation regimes, where price moves are more prone to failure
-Use regime transitions as context , not signals!!
-This indicator is designed to be contextual , not predictive .
Customization
-Adjustable lookback lengths for volume and range
-Fully tunable regime thresholds
-Optional background shading
-Optional regime shift markers
-Optional candle recoloring based on GC volume behavior
Everything can be dialed up or down depending on how visually minimal you want your chart to be.
Notes
-Built specifically around COMEX GC1! futures
-Designed to disappear if GC data is unavailable
-Works on all intraday and higher timeframes
Lot Size CalculatorSimple indicator that calculating how many shares you can buy based on your deposit.
QUANT TRADING ENGINE [PointAlgo]Quant Trading Engine is a quantitative market-analysis indicator that combines multiple statistical factors to study trend behavior, mean reversion, volatility, execution efficiency, and market stability.
The indicator converts raw price behavior into standardized signals to help evaluate directional bias and risk conditions in a systematic way.
This script focuses on factor alignment and regime awareness, not prediction certainty.
Design Philosophy
Markets move through different regimes such as trending, ranging, volatile expansion, and instability.
This indicator attempts to model these regimes by blending:
Momentum strength
Mean-reversion pressure
Volatility risk
Trend filtering
Execution context (VWAP)
Correlation structure
Each component is normalized and combined into a single Quant Alpha framework.
Factor Construction
1. Momentum Factor
Measures directional strength using percentage price change over a rolling window.
Standardized using mean and standard deviation.
Represents trend continuation pressure.
2. Mean Reversion Factor
Measures deviation from a longer moving average.
Standardized to identify stretched conditions.
Designed to capture counter-trend behavior.
Directional Clamping
Mean-reversion signals are dynamically restricted:
No counter-trend buying during downtrends.
No counter-trend selling during uptrends.
Allows both sides only in neutral regimes.
This prevents conflicting signals in strong trends.
3. Volatility Factor
Uses realized volatility derived from price changes.
Penalizes environments where volatility deviates significantly from its norm.
Acts as a risk adjustment rather than a directional driver.
4. Composite Quant Alpha
The final Quant Alpha is a weighted blend of:
Momentum
Mean reversion (trend-clamped)
Volatility risk
The composite is standardized into a Z-score, allowing consistent interpretation across instruments and timeframes.
Signal Logic
Buy signal occurs when Quant Alpha crosses above zero.
Sell signal occurs when Quant Alpha crosses below zero.
Zero-cross logic is used to represent shifts from negative to positive statistical bias and vice versa.
Signals reflect statistical regime change, not trade instructions.
Volatility Smile Context
Measures price deviation from its statistical distribution.
Identifies skewed conditions where upside or downside volatility becomes dominant.
Highlights extreme deviations that may imply elevated derivative risk.
Exotic Risk Conditions
Detects sudden price expansion combined with volatility spikes.
Highlights environments where execution and risk become unstable.
Visual background cues are used for awareness only.
Execution Context (VWAP)
Measures price distance from VWAP.
Used to assess execution efficiency rather than direction.
Helps identify stretched conditions relative to average traded price.
Correlation Structure
Evaluates short-term return correlations.
Detects when price behavior becomes less predictable.
Flags structural instability rather than trend direction.
Visualization
The indicator plots:
Quant Alpha (scaled) with directional coloring
Volatility smile deviation
Price vs VWAP distance
Correlation structure
Signal markers indicate Quant Alpha zero-cross events and risk conditions.
Dashboard
A compact dashboard summarizes:
Trend filter state
Quant Alpha polarity and value
Individual factor readings
Current action state (Buy / Sell / Wait / Risk)
The dashboard provides a real-time snapshot of internal model conditions.
Usage Notes
Designed for analytical interpretation and research.
Best used alongside price action and risk management tools.
Factor behavior depends on instrument liquidity and volatility.
Not optimized for illiquid or irregular markets.
Disclaimer
This script is provided for educational and analytical purposes only.
It does not provide financial, investment, or trading advice.
All outputs should be independently validated before making any trading decisions.
Amihud Illiquidity Ratio [MarkitTick]💡This indicator implements the Amihud Illiquidity Ratio, a financial metric designed to measure the price impact of trading volume. It assesses the relationship between absolute price returns and the volume required to generate that return, providing traders with insight into the "stress" levels of the market liquidity.
Concept and Originality
Standard volume indicators often look at volume in isolation. This script differentiates itself by contextualizing volume against price movement. It answers the question: "How much did the price move per unit of volume?" Furthermore, unlike static indicators, this implementation utilizes dynamic percentile zones (Linear Interpolation) to adapt to the changing volatility profile of the specific asset you are viewing.
Methodology
The calculation proceeds in three distinct steps:
1. Daily Return: The script calculates the absolute percentage change of the closing price relative to the previous close.
2. Raw Ratio: The absolute return is divided by the volume. I have introduced a standard scaling factor (1,000,000) to the calculation. This resolves the issue of the values being astronomically small (displayed as roughly 0) without altering the fundamental logic of the Amihud ratio (Absolute Return / Volume).
- High Ratio: Indicates that price is moving significantly on low volume (Illiquid/Thin Order Book).
- Low Ratio: Indicates that price requires massive volume to move (Liquid/Deep Order Book).
3. Dynamic Regimes: The script calculates the 75th and 25th percentiles of the ratio over a lookback period. This creates adaptive bands that define "High Stress" and "Liquid" zones relative to recent history.
How to Use
Traders can use this tool to identify market fragility:
- High Stress Zone (Red Background): When the indicator crosses above the 75th percentile, the market is in a High Illiquidity Regime. Price is slipping easily. This is often observed during panic selling or volatile tops where the order book is thin.
- Liquid Zone (Green Background): When the indicator drops below the 25th percentile, the market is in a Liquid Regime. The market is absorbing volume well, which is often characteristic of stable trends or accumulation phases.
- Dashboard: A visual table on the chart displays the current Amihud Ratio and the active Market Regime (High Stress, Normal, or Liquid).
Inputs
- Calculation Period: The lookback length for the average illiquidity (Default: 20).
- Smoothing Period: The length of the additional moving average to smooth out noise (Default: 5).
- Show Quant Dashboard: Toggles the visibility of the on-screen information table.
● How to read this chart
• Spike in Illiquidity (Red Zones)
Price is moving on "thin air." Expect high volatility or potential reversals.
• Low Illiquidity (Green/Stable Zones)
The market is deep and liquid. Trends here are more sustainable and reliable.
• Divergence
Watch for price making new highs while liquidity is drying up—a classic sign of an exhausted trend.
Example:
● Chart Overview
The chart displays the Amihud Illiquidity indicator applied to a Gold (XAUUSD) 4-hour timeframe.
Top Pane: Price action with manual text annotations highlighting market reversals relative to liquidity zones.
Bottom Pane: The specific technical indicator defined in the logic. It features a Blue Line (Raw Illiquidity), a Red Line (Signal/Smoothed), and dynamic background coloring (Red and Green vertical strips).
● Deep Visual Analysis
• High Stress Regime (Red Zones)
Visual Event: In the bottom pane, the background periodically shifts to a translucent red.
Technical Logic: This event is triggered when the amihudAvg (the smoothed illiquidity ratio) exceeds the 75th percentile ( hZone ) of the lookback period.
Forensic Interpretation: The logic calculates the absolute price change relative to volume. A spike into the red zone indicates that price is moving significantly on relatively lower volume (high price impact). Visually, the chart shows these red zones aligning with local price peaks (volatility expansion), leading to the bearish reversal marked by the red box in the top pane.
• Liquid Regime (Green Zones)
Visual Event: The background shifts to a translucent green in the bottom pane.
Technical Logic: This triggers when the amihudAvg falls below the 25th percentile ( lZone ).
Forensic Interpretation: This state represents a period where large volumes are absorbed with minimal price impact (efficiency). On the chart, this green zone corresponds to the consolidation trough (green box, top pane), validating the annotated accumulation phase before the bullish breakout.
• Indicator Lines
Blue Line: This is the illiquidityRaw value. It represents the raw daily return divided by volume.
Red Line: This is the smoothedVal , a Simple Moving Average (SMA) of the raw data, used to filter out noise and define the trend of liquidity stress.
● Anomalies & Critical Data
• The Reversal Pivot
The transition from the "High Stress" (Red) background to the "Liquid" (Green) background serves as a visual proxy for market regime change. The chart shows that as the Red zones dissipate (volatility contraction), the market enters a Green zone (efficient liquidity), which acted as the precursor to the sustained upward trend on the right side of the chart.
● About Yakov Amihud
Yakov Amihud is a leading researcher in market liquidity and asset pricing.
• Brief Background
Professor of Finance, affiliated with New York University (NYU).
Specializes in market microstructure, liquidity, and quantitative finance.
His work has had a major impact on both academic research and practical investment models.
● The Amihud (2002) Paper
In 2002, he published his influential paper: “Illiquidity and Stock Returns: Cross-Section and Time-Series Effects” .
• Key Contributions
Introduced the Amihud Illiquidity Measure, a simple yet powerful proxy for market liquidity.
Demonstrated that less liquid stocks tend to earn higher expected returns as compensation for liquidity risk.
The measure became one of the most widely used liquidity metrics in finance research.
● Why It Matters in Practice
Used in quantitative trading models.
Applied in portfolio construction and risk management.
Helpful as a liquidity filter to avoid assets with excessive price impact.
In short: Yakov Amihud established a practical and robust link between liquidity and returns, making his 2002 work a cornerstone in modern financial economics.
Disclaimer: All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
Ultimate Institutional Order Flow Pro [Pointalgo]Ultimate Institutional Order Flow (UIOF Pro)
Ultimate Institutional Order Flow (UIOF Pro) is a multi-component market analysis indicator designed to study order flow behavior, liquidity interaction, volatility structure, and session-based participation.
It integrates several commonly used market structure and order-flow concepts into a single visual framework.
This script focuses on context and alignment, not on isolated signals.
Core Objective
The indicator aims to identify areas where price, volume, liquidity, and structure appear aligned in the same direction.
It does this by combining:
VWAP behavior
Volume participation
Cumulative delta analysis
Liquidity pool interaction
Order blocks and fair value gaps
Market structure shifts
Session and higher-timeframe confirmation
VWAP & Volatility Framework
Calculates VWAP using session, weekly, or monthly anchors.
Optional VWAP standard-deviation bands visualize price dispersion.
VWAP slope and price position are used to classify directional bias.
VWAP is treated as a dynamic equilibrium reference rather than a signal.
Cumulative Volume Delta (CVD)
Estimates buy and sell pressure based on intrabar price movement.
Tracks cumulative delta and a smoothed delta average.
Uses delta change normalization to highlight abnormal activity.
Detects potential delta divergences when price and participation differ.
CVD is used to assess whether participation supports or contradicts price movement.
Liquidity Zones & Sweeps
Identifies recent swing highs and lows as potential liquidity pools.
Tracks buy-side and sell-side liquidity areas.
Flags conditions where price sweeps liquidity beyond recent extremes.
Liquidity interaction is treated as context, not prediction.
Order Blocks
1. Detects potential bullish and bearish order blocks using:
Candle structure
Volatility thresholds
Volume confirmation
2.Highlights areas where strong participation followed opposing price movement.
Order blocks are visual reference zones and do not imply guaranteed reactions.
Fair Value Gaps (FVG)
Identifies imbalance zones where price moves without overlapping structure.
Filters gaps using ATR-based size conditions.
Visual shading is used to highlight imbalance areas.
These zones may represent inefficient price movement requiring further interaction.
Volume Profile & Point of Control (POC)
Builds a simplified volume profile over a configurable lookback window.
Determines the price level with the highest traded volume (POC).
POC is used as a reference for acceptance or rejection behavior.
Market Structure
Evaluates recent highs and lows to identify structure breaks.
Classifies directional structure as bullish, bearish, or neutral.
Structure is used as a directional filter rather than a trigger.
Multi-Timeframe Confirmation
Optional higher-timeframe confirmation aligns lower-timeframe behavior with broader context.
Prevents analysis from relying on isolated timeframe conditions.
Session Filtering
1. Allows analysis to be limited to specific trading sessions.
2. Helps reduce signals during low-participation periods.
3. Session logic affects signal eligibility, not calculations.
Signal Logic
Signals are generated only when multiple independent conditions align, including:
Liquidity interaction
Order block presence
VWAP bias
Delta confirmation
Structure alignment
Volume participation
Optional higher-timeframe confirmation
Active trading session
Strong continuation conditions are also highlighted when price, volume, and participation remain aligned.
Signals represent confluence states, not trade instructions.
Dashboard Summary
A real-time dashboard summarizes:
VWAP bias and slope
CVD strength and direction
Delta behavior
Market structure state
Higher-timeframe context
Volume conditions
Liquidity pool counts
Session activity
This provides a high-level snapshot of market conditions without manual calculation.
Alerts are available for:
Institutional alignment conditions
Strong continuation pressure
Liquidity sweeps
Delta divergences
Alerts are informational and reflect internal indicator states only.
Usage Notes
Designed for analytical interpretation and market study.
Best used alongside price action and risk management methods.
Performance depends on instrument liquidity and volume quality.
All visual elements can be individually enabled or disabled.
Disclaimer
This script is provided for educational and analytical purposes only.
It does not provide financial, investment, or trading advice.
All outputs should be independently verified before making trading decisions.
Better VWAP (Current + Prev) Lines by D-conTired of the basic single VWAP? This indicator gives you multi-timeframe VWAPs (Yearly, Quarterly, Monthly, Weekly) with VAH/VAL bands for both current AND previous periods - all fully customizable with individual colors, styles, and label positioning.
Perfect for traders who need reference levels across different timeframes without cluttering their chart, with smart label management and historical data warnings.
Buy / Sell Volume + % (Classic + Pressure)Buy / Sell Volume % (Classic + Pressure)
Overview
Buy / Sell Volume (Classic + Pressure) is a volume decomposition and dominance indicator designed to help traders understand how trading volume is distributed between buying and selling pressure on each candle.
Instead of treating volume as a single number, this indicator splits total volume into estimated Buy Volume and Sell Volume, visualizes them symmetrically, and summarizes dominance using a compact on-chart dashboard.
The indicator is intended as a context and confirmation tool, not a trade signal generator.
Core Concepts
1. Buy / Sell Volume Decomposition
The indicator estimates buying and selling activity based on the position of the close within the candle’s high–low range:
Closes near the high → more buying pressure
Closes near the low → more selling pressure
Middle closes → balanced activity
This provides a clear visual view of demand vs supply on every bar.
2. Dual Calculation Modes
🔹 Classic Mode (Default)
Uses pure candle-range logic
Buy Volume + Sell Volume = Total Volume (exact conservation)
No smoothing or directional bias
Values closely match traditional volume behavior
Best for:
Structural analysis
Accumulation / distribution studies
Comparing against raw volume
🔹 Pressure Mode
Introduces a directional bias:
Bullish candles slightly favor buy volume
Bearish candles slightly favor sell volume
Optional EMA smoothing reduces noise
Still volume-conserving (Buy + Sell = Total Volume)
Best for:
Identifying dominance
Trend continuation confirmation
Absorption vs initiative activity
Visual Elements
Volume Bars
Buy Volume plotted above zero
Sell Volume plotted below zero
Optional Total Volume Envelope for context
Color by Dominance
Bright colors when one side dominates
Faded colors when dominance is weak
Helps instantly identify:
Accumulation
Distribution
Absorption
Dashboard (Optional)
A compact dashboard displays:
Buy %
Sell %
Dominance State
BUY DOM
SELL DOM
BALANCED
The dashboard can be toggled ON/OFF and switched between Normal and Compact size to suit multi-pane layouts.
How to Use This Indicator
This indicator works best as a confirmation layer, not a standalone system.
Common Use Cases
Confirming breakouts or breakdowns
Spotting accumulation or distribution near key levels
Identifying absorption during consolidations
Filtering false price moves
Examples
Price rising + strong Buy % → constructive demand
Price rising + strong Sell % → possible distribution
Flat price + balanced volume → absorption / compression
What This Indicator Is NOT
❌ Not true order-flow or bid/ask data
❌ Not a buy/sell signal generator
❌ Not predictive on its own
All calculations are candle-based estimations, designed for context and insight, not execution timing.
Best Use
Works on all timeframes
Most reliable on liquid instruments
Especially useful when combined with:
Support / resistance
Trend structure
Market regime or breadth indicators
Summary
Buy / Sell Volume (Classic + Pressure) helps traders go beyond raw volume by visualizing who is in control of each candle, how strong that control is, and whether volume behavior supports price action.
Used correctly, it can significantly improve trade selectivity, confidence, and risk awareness.
ORB Pro - NY Opening Range Breakout by Elev8+ORB Pro - NY Opening Range Breakout | Smart Support & Resistance
ORB Pro is a comprehensive, professional-grade toolkit designed for intraday traders who rely on the Opening Range Breakout (ORB) strategy.
Unlike standard ORB indicators that simply draw lines, this suite offers a complete dashboard-driven system that monitors four distinct sessions simultaneously, providing real-time status updates and precision alerts.
— — —
🎯 What is the Opening Range Breakout (ORB)?
The Opening Range is the price range established during the first period of the trading session (e.g., the first 15 or 30 minutes). This period represents the initial balance between buyers and sellers. A breakout from this range often signals the likely trend direction for the remainder of the session.
— — —
🚀 Key Features
1. Multi-ORB Monitoring
Stop switching settings constantly. This suite monitors four key ranges at once:
Pre-Market 15m (08:00 – 08:15 ET)
Pre-Market 30m (08:00 – 08:30 ET)
NY Cash Open 15m (09:30 – 09:45 ET)
NY Cash Open 30m (09:30 – 10:00 ET)
2. Smart Status Dashboard
A compact panel in the bottom-right corner gives you the live state of every session:
⏳ Waiting: The session has not started yet.
⚡ Forming: The range is currently being built.
↔️ Range: The range has formed, but price is still contained within the range.
🚀 BULL / 📉 BEAR: A confirmed breakout has occurred.
⛔ OFF: The session is disabled in settings.
3. "Dynamic Resolution" Technology
This is a unique pro feature.
Precision: The script always calculates the High/Low levels using 1-minute data , ensuring your support/resistance lines are pixel-perfect regardless of your chart timeframe.
Flexibility: Breakout signals (Alerts/Labels) are triggered based on your current chart timeframe. This allows you to trade a 5m or 15m breakout strategy while keeping 1m-level precision on your levels.
4. Visual Clarity
Breakout Labels: Automatically plots "BULL" or "BEAR" labels on the exact candle that confirms a breakout.
Profit Targets: Optional toggle to show 1x and 2x profit targets projected from the breakout level.
Time-Bound Signals: Signals are strictly time-bound to the active window to prevent late, low-quality alerts.
— — —
🛠️ How to Use
Add to Chart: Works best on intraday timeframes (1m, 5m, 15m).
Configure: Enable the sessions you trade (e.g., NY 15m) in the settings.
Wait for Forming: Watch the box form live. The dashboard will show "⚡ Forming".
Trade the Break: Wait for a candle Close outside the range. The dashboard will flip to "BULL" or "BEAR" and a label will appear.
Manage Risk: Use the opposite side of the range or the midline as your stop loss.
— — —
⚙️ Settings Overview
Global Settings: Toggle forming boxes, dashboard, and label visibility.
Breakout Method: Choose between Close (safer) or Wick (aggressive) for signal triggers.
Session Groups: Individually enable/disable the 4 distinct sessions and customize their colors/styles.
— — —
📝 Update Notes (Recent)
New PDH/PDL Levels: Added the ability to display Previous Day High and Previous Day Low lines on the chart.
Auto-Update & Cleanup: The PDH/PDL lines now automatically update daily and erase historical lines, ensuring only the current day's levels are visible to keep the chart clean.
Dashboard Positioning: Added a new setting to move the Status Dashboard to any corner of the screen.
Enhanced Customization: Added full styling options in settings for PDH/PDL lines and Dashboard positioning.
— — —
Disclaimer: This tool is for educational and analytical purposes only. Past performance of a strategy does not guarantee future results. Always manage your risk.
Elev8+ Impulse Levels | Smart Support & ResistanceElev8+ Impulse Levels | Smart Support & Resistance
Ever notice price rejecting “empty” areas on the chart—like it remembered something that isn’t obvious?
That “something” is often Institutional Impulse : footprints left behind by large, aggressive moves that get defended again days or weeks later .
Elev8+ Impulse Levels automatically detects these moments and projects the most important prices forward so you can see the structure most traders miss.
— — —
🧠 How It Works (The Logic)
This is not a typical support/resistance tool. It does not hunt swing highs/lows.
It looks for Market Intent —the “Perfect Storm” when two conditions align:
Volume Spike — buying/selling pressure significantly exceeds average volume (multiplier-based).
Volatility Expansion — the candle body is unusually large relative to recent ATR.
When both occur, the script marks the event and treats the impulse close as a key “line in the sand” that can influence future reactions.
— — —
🎯 How to Use These Levels
The script includes a Smart Line behavior that changes level styling based on how price interacts with it—so you can quickly separate two core setups:
1) The Defense (Bounce)
Visual: 🟢 Solid line (Fresh / Untouched)
What it means: Price has not yet traded through or “invalidated” the level.
What to look for: First return to the level → rejection / bounce behavior.
Why it matters: Large players often defend prior entries; first tests can react sharply.
2) The Flip (Break & Retest)
Visual: ◌ Dotted line (Broken / Re-priced)
What it means: A candle has closed through the level.
What to look for: Price returns to the dotted level from the other side (“kiss”) → continuation.
Why it matters: Broken support can act as resistance (and vice versa), similar to a breaker concept.
— — —
✨ Key Features
Smart Visualization — levels automatically transition from solid → dotted when broken to reduce chart noise.
Impulse Candle Highlighting — see the exact candle that created the level (origin clarity).
Fully Customizable Sensitivity — tune volume + size thresholds for Crypto, Forex, Futures, or Stocks.
— — —
🚀 The Elev8+ Workflow
Think of Impulse Levels as your map : it shows where reactions are most likely.
For entry timing, pair it with Elev8+ Pro Reversal to confirm the moment price reacts at these high-value zones.
— — —
Disclaimer: Trading involves risk. This tool is for educational/technical analysis purposes only and does not guarantee future results.
Elev8+ Impulse LevelsElev8+ Impulse Levels | Smart Support & Resistance
Ever notice price rejecting “empty” areas on the chart—like it remembered something that isn’t obvious?
That “something” is often Institutional Impulse : footprints left behind by large, aggressive moves that get defended again days or weeks later .
Elev8+ Impulse Levels automatically detects these moments and projects the most important prices forward so you can see the structure most traders miss.
— — —
🧠 How It Works (The Logic)
This is not a typical support/resistance tool. It does not hunt swing highs/lows.
It looks for Market Intent —the “Perfect Storm” when two conditions align:
Volume Spike — buying/selling pressure significantly exceeds average volume (multiplier-based).
Volatility Expansion — the candle body is unusually large relative to recent ATR.
When both occur, the script marks the event and treats the impulse close as a key “line in the sand” that can influence future reactions.
— — —
🎯 How to Use These Levels
The script includes a Smart Line behavior that changes level styling based on how price interacts with it—so you can quickly separate two core setups:
1) The Defense (Bounce)
Visual: 🟢 Solid line (Fresh / Untouched)
What it means: Price has not yet traded through or “invalidated” the level.
What to look for: First return to the level → rejection / bounce behavior.
Why it matters: Large players often defend prior entries; first tests can react sharply.
2) The Flip (Break & Retest)
Visual: ◌ Dotted line (Broken / Re-priced)
What it means: A candle has closed through the level.
What to look for: Price returns to the dotted level from the other side (“kiss”) → continuation.
Why it matters: Broken support can act as resistance (and vice versa), similar to a breaker concept.
— — —
✨ Key Features
Smart Visualization — levels automatically transition from solid → dotted when broken to reduce chart noise.
Impulse Candle Highlighting — see the exact candle that created the level (origin clarity).
Fully Customizable Sensitivity — tune volume + size thresholds for Crypto, Forex, Futures, or Stocks.
— — —
🚀 The Elev8+ Workflow
Think of Impulse Levels as your map : it shows where reactions are most likely.
For entry timing, pair it with Elev8+ Pro Reversal to confirm the moment price reacts at these high-value zones.
— — —
Disclaimer: Trading involves risk. This tool is for educational/technical analysis purposes only and does not guarantee future results.
Jin#10 HMA/OBV Pro Trader System (15m)HMA/OBV Pro Trader System Overview (15m Timeframe)
This system is designed to identify high-probability entry and exit points on the 15-minute chart by integrating multiple indicators for confirmation.
1. Trend and Confirmation
HMA Lines (Solid Lines): These are two Hull Moving Averages (HMA 8 and HMA 15).
Green/Red HMA 8 (Line 1): The faster HMA, showing short-term momentum.
Blue/Red HMA 15 (Line 3): The slower HMA, indicating the medium-term trend direction.
Trend Alignment: A strong trend requires the fast HMA (8) to be above the slow HMA (15) and both to be sloping favorably.
MTF Background Color (Candle Background): This represents the 30-minute trend filter.
Light Green/Teal: The 30-minute trend is upward and strong.
Light Orange/Red: The 30-minute trend is downward and strong.
This acts as a major confirmation filter for entries.
2. Trading Signals (Shapes)
🚀 BUY / 🔻 SELL: These are the Final Confirmation Signals. They appear when all conditions (HMA alignment, Stochastic, MACD, and the 30m MTF filter) are met.
⚠️ Pre-BUY / Pre-SELL: These are Warning/Early Signals indicating that most conditions on the 15m chart are aligned, but the 30m filter has not yet confirmed the trend direction.
🔥 Volatility Spike / 🧊 Volatility Crash (Small Circle): Alerts the user to an unusually large candle (ATR spike), signaling extreme volatility or a potential reversal.
3. Exit and Risk Management
ATR Trailing Stop (Dashed Line): This dynamic line serves as a Soft Exit or Stop-Loss Guide.
❌ Exit Long / Exit Short (X-Cross): This shape appears when the price crosses the ATR Trailing Stop, suggesting the existing position (Long or Short) should be closed immediately.
Dashed TP/SL Lines (Green/Red): These lines mark a calculated Take Profit (TP) and Stop Loss (SL) based on the entry price and the defined Risk-Reward Ratio (e.g., 1:1.5).
Big Trades Whale Detector [Volume Anomalies] By HKOverview The "Big Trade Detector" helps you spot institutional footprints by identifying volume anomalies that act as outliers compared to recent history. It uses statistical analysis (Standard Deviation) to filter out noise and highlight only significant buying or selling pressure.
Features:
Volume Decomposition: Approximates buy/sell volume based on price action within the candle (Close vs. Range).
3-Tier Detection: Uses dynamic thresholds to categorize volume spikes into Small, Medium, and Extreme events.
Smart Calculation: Compares current volume against the previous average to detect sudden shifts in momentum.
Visuals:
Green Circles (Below Bar): Unusual Buying Pressure (Support defense or Breakout).
Red Circles (Above Bar): Unusual Selling Pressure (Resistance defense or Dump).
Size Matters: The larger the circle, the higher the standard deviation (Sigma) of that volume event.
Intraday Volume Pulse GSK-VIZAG-AP-INDIA📊 Intraday Volume Pulse — by GSK-VIZAG-AP-INDIA
Overview:
This indicator displays a simple and effective intraday volume summary in table format, starting from a user-defined session time. It provides an approximate breakdown of buy volume, sell volume, cumulative delta, and total volume — all updated in real-time.
🧠 Key Features
✅ Session Start Control
Choose the session start hour and minute (default is 09:15 for NSE).
🌐 Timezone Selector
View volume data in your preferred timezone: IST, GMT, EST, CST, etc.
📈 Buy/Sell Volume Estimation Logic
Buy Volume: When candle closes above open
Sell Volume: When candle closes below open
Equal: Volume split equally if Open == Close
🔄 Daily Auto-Reset
All volume metrics reset at the start of a new trading day.
🎨 Color-Coded Volume Insights
Buy Volume: Green shade if positive
Sell Volume: Red shade if positive
Cumulative Delta: Dynamic red/green based on net pressure
Total Volume: Neutral gray with emphasis text
🧾 Readable Number Formatting
Volumes are displayed in "K", "L", and "Cr" units for easier readability.
📌 Table Positioning
Choose from top/bottom corners to best fit your layout.
⚠️ Note
All data shown is approximate and based on candle structure — it does not reflect actual order book or tick-level data. This is a visual estimation tool to guide real-time intraday decisions.
✍️ Signature
GSK-VIZAG-AP-INDIA
Creator of practical TradingView tools focused on volume dynamics and trader psychology.
SCOTTGO - Buy Sell Volume📊 SCOTTGO - Buy Sell Volume Bars - Delta - Up Down Volume Bars
This indicator disaggregates the total volume traded on each bar into estimated Buying Volume and Selling Volume to visualize market pressure and dominance directly in a dedicated sub-pane.
Key Features:
Volume Disaggregation: Uses a standard formula to estimate how much of a bar's total volume was associated with upward (buying) pressure and how much was associated with downward (selling) pressure.
Visual Clarity: Plots the Buy Volume (teal, upward) and Sell Volume (red, downward) as separate columns against a transparent total volume background, allowing for quick assessment of pressure balance.
Real-Time Badge: A dynamic badge is fixed to the corner of the chart (default: Top Right) providing a numeric summary of the latest bar:
Buy %: Percentage of the bar's total volume estimated as Buying Volume.
Sell %: Percentage of the bar's total volume estimated as Selling Volume.
Delta %: The magnitude of the volume difference (Delta) as a percentage of total volume, indicating the strength of the dominant side.
Dominance Indicator: The background color of the badge changes dynamically to immediately signal whether Buying (customizable color, default: Teal) or Selling (customizable color, default: Red) pressure was dominant on the current bar.
Usage:
Traders can use this tool to identify periods of heavy accumulation (high Buy Volume) or distribution (high Sell Volume), providing insight into the conviction behind price movements.
Liquidity Levels Pro Tool - thewallranka
Liquidity Levels Pro Tool is a market-structure and liquidity-mapping indicator designed to help discretionary futures and index traders identify statistically relevant price levels where reactions, continuations, or liquidity sweeps are more likely to occur.
This script is a decision-support tool, not a signal generator. It does not issue buy/sell alerts or predict future price movement. Instead, it organizes and scores liquidity information so traders can make their own contextual decisions.
What this indicator does
The script continuously detects and maintains liquidity zones derived from price pivots, then evaluates those zones using multiple structural and contextual factors:
Repeated price interaction (touches)
Freshness (time since last interaction)
Confluence with key reference levels
Reaction behavior after contact
Session relevance (RTH vs overnight)
Market regime (trend vs mean reversion)
Time-of-day effects (open, midday, power hour)
Only the most relevant zones—based on a dynamic scoring system—are displayed to reduce chart clutter and focus attention on levels that have historically mattered.
Core components
1. Liquidity Zones
Zones are built from pivot highs and lows and expanded into areas using a configurable tick-based padding. Nearby zones are merged to avoid redundancy.
Each zone is continuously evaluated and assigned a score (0–100) reflecting its relative importance.
2. Zone Scoring (No Lookahead)
Zone scores are based on:
Number of confirmed interactions
Recency of the last touch
Confluence with prior day/week levels, VWAP, and Opening Range
Reaction quality after touches (speed and follow-through)
Session alignment (zones that “work” in the current session are favored)
Penalties after liquidity sweeps
Zones are not forward-looking and do not rely on future data.
3. Context Engine
The script classifies the current environment using VWAP slope and distance:
Trend (up or down)
Mean reversion
Mixed/transition
Time-of-day context (Open, Midday, Power Hour) is also tracked internally and influences zone scoring.
This context is displayed in the HUD to support situational awareness, not automated decisions.
4. Liquidity Sweeps
Optional sweep detection highlights situations where price trades beyond a zone and closes back inside, indicating potential stop runs or failed breakouts.
Sweeps are rate-limited and applied conservatively to avoid visual noise.
5. Trade Planning Levels (Optional)
When enabled, the script highlights the nearest high-quality liquidity level above and below price based on score thresholds.
These are intended as reference targets, not trade entries or exits.
HUD (Heads-Up Display)
The on-chart HUD summarizes:
Key reference levels (prior day/week, Opening Range)
Nearest strong liquidity above/below price
Market regime and time-of-day context
Distance to levels (ticks or points)
The HUD is fully optional, positionable, and includes resizable modes (Small / Medium / Large) to fit different chart layouts.
How to use this tool
This indicator is best used as part of a discretionary trading process, for example:
Identifying areas where price is more likely to react or pause
Framing trades around higher-quality structure instead of arbitrary levels
Filtering setups based on session and regime context
Managing expectations near known liquidity rather than chasing price
It is intentionally designed not to provide trade signals.
Limitations and important notes
This script does not predict outcomes or guarantee reactions
High-scoring zones can still fail
Liquidity behavior is context-dependent and probabilistic
No performance claims or backtested results are provided
The indicator should not be used in isolation
Past behavior does not imply future results.
Chart and usage notes
The script is intended for standard time-based charts
Recommended for liquid futures and index products
Use a clean chart for clarity when publishing or sharing
No external indicators are required
Final note
Liquidity Levels Pro (Tool) — v6 is designed to organize complex market structure into a clear, readable framework, allowing traders to focus on execution and risk management rather than raw level detection.
This script reflects an analytical approach to intraday liquidity and structure, not an automated trading system.
Raeinex Momentum Liquidity IndexEntry arrow signals with volumetric momentum (buying and selling pressure) and the possibility to use all entry signals as liquidity area for price retest.
Session HeatmapIntraday Seasonality
Overview
Analyzes historical patterns by time of day. Identifies when volatility, volume, and open interest changes tend to be highest or lowest.
Features
Multiple Metrics: TR (volatility), Volume, and Open Interest changes
Flexible Grouping: View patterns by weekday or month to spot day-of-week or seasonal effects
Heatmap Visualization: Blue (low) to Red (high) color scale for quick pattern recognition
Percentile Mode: Reduces outlier impact by using 5th-95th percentile range
Timezone Support: Display in UTC alongside your local time
Metrics Explained
TR: Volatility - when markets move most
Volume: Liquidity - when participation is highest
OI Increase: When new positions are opened
OI Decrease: When positions are closed
OI Net: Net open interest change
Usage
Set your timezone and preferred slot size (30min/1H)
Choose a date range (relative or custom)
Select a metric to analyze
Use "Group By" to see weekday or monthly patterns
Switch to Percentile color scale if outliers dominate
Notes
Chart timeframe should be equal to or smaller than Slot Size
OI metrics require Binance Perpetual symbols
DST is not automatically adjusted; consider seasonal shifts for US/EU sessions
15min Candle > 20% of Daily ATRThis Pine Script® (v6) indicator, titled "15min Candle > 20% of Daily ATR", detects unusually large 15-minute candles by comparing their size (full range or body) to a user-defined percentage (default 20%) of the previous day's Average True Range (ATR, default 14-period).
Current and Previous Period Anchored VWAPanchored VVWAPS and previous month VWAP extend out into the following month. Includes 1SD for both
VR Volume Ratio + Divergence (Pro)成交量比率 (Volume Ratio, VR) 是一項通過分析股價上漲與下跌日的成交量，來研判市場資金氣氛的技術指標。本腳本基於傳統 VR 公式進行了優化，增加了**「趨勢變色」與「自動背離偵測」**功能，幫助交易者更精準地捕捉量價轉折點。
Introduction
Volume Ratio (VR) is a technical indicator that measures the strength of a trend by comparing the volume on up-days versus down-days. This script enhances the classic VR formula with "Trend Color Coding" and "Auto-Divergence Detection", helping traders identify volume-price reversals more accurately.
核心功能與參數
公式原理： VR = (Qu + Qf/2) / (Qd + Qf/2) * 100
Qu: 上漲日成交量 (Up volume)
Qd: 下跌日成交量 (Down volume)
Qf: 平盤日成交量 (Flat volume)
參數 (Length)：預設為 26 日，這是市場公認最有效的短中線參數。
關鍵水位線 (Key Levels)：
< 40% (底部區)：量縮極致，市場情緒冰點，常對應股價底部，適合尋找買點。
100% (中軸)：多空分界線。
> 260% (多頭警戒)：進入強勢多頭行情，但需注意過熱。
> 450% (頭部區)：成交量過大，市場情緒亢奮，通常為頭部訊號。
視覺優化 (Visuals)：
紅漲綠跌：當 VR 數值大於前一日顯示為紅色（動能增強）；小於前一日顯示為綠色（動能退潮）。
背離訊號 (Divergence)：自動標記量價背離。
▲ 底背離 (Bullish)：股價創新低，但 VR 指標墊高（主力吸籌）。
▼ 頂背離 (Bearish)：股價創新高，但 VR 指標走弱（買氣衰竭）。
Features & Settings
Formula Logic: Calculated as VR = (Qu + Qf/2) / (Qd + Qf/2) * 100.
Default Length: 26, widely regarded as the optimal setting for short-to-medium term analysis.
Key Zones:
< 40% (Oversold/Bottom): Extreme low volume, often indicating a market bottom and potential buying opportunity.
100% (Neutral): The balance point between bulls and bears.
> 260% (Bullish Zone): Strong uptrend, volume is expanding.
> 450% (Overbought/Top): Extreme high volume, often indicating a market top and potential reversal.
Visual Enhancements:
Color Coding: Line turns Red when VR rises (Momentum Up) and Green when VR falls (Momentum Down).
Divergence Signals: Automatically marks divergence points on the chart.
▲ Bullish Divergence: Price makes a lower low, but VR makes a higher low (Accumulation).
▼ Bearish Divergence: Price makes a higher high, but VR makes a lower high (Distribution).
應用策略建議
抄底策略：當 VR 跌破 40% 後，指標線由綠翻紅，或出現「▲底背離」訊號時，為極佳的波段進場點。
逃頂策略：當 VR 衝過 450% 進入高檔區，一旦指標線由紅翻綠，或出現「▼頂背離」訊號時，建議分批獲利了結。
Strategy Guide
Bottom Fishing: Look for entries when VR drops below 40% and turns red, or when a "▲ Bullish Divergence" label appears.
Taking Profit: Consider selling when VR exceeds 450% and turns green, or when a "▼ Bearish Divergence" label appears.
Disclaimer: This tool is for informational purposes only and does not constitute financial advice. / 本腳本僅供參考，不構成投資建議。
Session Volume Profile Sniffer: HVN & Rejection ZonesA simple tool built for traders who rely on intraday volume structure.
What this script does
This script tracks volume distribution inside a selected session and highlights two key price levels:
High Volume Nodes (HVNs) — areas where price spent time building heavy participation.
Low Volume Nodes (LVNs) — thin zones where price moved quickly with very little interest.
Instead of plotting a full profile, this tool gives you the exact rejection-level lines you usually hunt manually.
Why these levels matter
HVN → price tends to react, stall, or flip direction
LVN → price often rejects strongly since liquidity is thin
Rejection patterns around these areas give clean entry signals
Positioning trades around HVN/LVN helps filter noise in choppy sessions
This script removes the trouble of drawing profiles, counting bins, or guessing node levels. Everything is calculated inside the session you choose.
How the detection works
Inside your session window, the script:
1. Tracks each tick-based price bucket
2. Accumulates raw volume for every bucket
Identifies:
HVNs = buckets with volume above a tier
LVNs = buckets with volume below a tier
3. Prints each level as a single clean line
4. Generates:
Long signal → bounce from LVN
Short signal → rejection from HVN
Built-in exits use ATR-based conditions for quick testing.
Features
Session-based volume mapping
HVN + LVN levels drawn automatically
Entry triggers based on rejection
ATR exits for experimental backtests
Clean, minimal visual output
Best use cases
Intraday futures
Index scalping
FX sessions (London / NY)
Crypto sessions (user-timed)
Anyone who trades around volume structure
Adjustable settings
Session window
Volume bin size
HVN multiplier
LVN multiplier
Enable/disable zone lines
This keeps it flexible enough for both scalpers and slow-paced intraday setups.
Important note
This script is built for study + idea testing.
It is not intended as a final system.
Once you identify how price behaves around these nodes, you can blend this tool into your own setup.
Supply and Demand Zones [BigBeluga]🔵 OVERVIEW
The Supply and Demand Zones indicator automatically identifies institutional order zones formed by high-volume price movements. It detects aggressive buying or selling events and marks the origin of these moves as demand or supply zones. Untested zones are plotted with thick solid borders, while tested zones become dashed, signaling reduced strength.
🔵 CONCEPTS
Supply Zones: Identified when 3 or more bearish candles form consecutively with above-average volume. The script then searches up to 5 bars back to find the last bullish candle and plots a supply zone from that candle’s low to its low plus ATR.
Demand Zones: Detected when 3 or more bullish candles appear with above-average volume. The script looks up to 5 bars back for a bearish candle and plots a demand zone from its high to its high minus ATR.
Volume Weighting: Each zone displays the cumulative bullish or bearish volume within the move leading to the zone.
Tested Zones: If price re-enters a zone and touches its boundary after being extended for 15 bars, the zone becomes dashed , indicating a potential weakening of that level.
Overlap Logic: Older overlapping zones are removed automatically to keep the chart clean and only show the most relevant supply/demand levels.
Zone Expiry: Zones are also deleted after they’re fully broken by price (i.e., price closes above supply or below demand).
🔵 FEATURES
Auto-detects supply and demand using volume and candle structure.
Extends valid zones to the right side of the chart.
Solid borders for fresh untested zones.
Dashed borders for tested zones (after 15 bars and contact).
Prevents overlapping zones of the same type.
Labels each zone with volume delta collected during zone formation.
Limits to 5 zones of each type for clarity.
Fully customizable supply and demand zone colors.
🔵 HOW TO USE
Use supply zones as potential resistance levels where sell-side pressure could emerge.
Use demand zones as potential support areas where buyers might step in again.
Pay attention to whether a zone is solid (untested) or dashed (tested).
Combine with other confluences like volume spikes, trend direction, or candlestick patterns.
Ideal for swing traders and scalpers identifying key reaction levels.
🔵 CONCLUSION
Supply and Demand Zones is a clean and logic-driven tool that visualizes critical liquidity zones formed by institutional moves. It tracks untested and tested levels, giving traders a visual edge to recognize where price might bounce or reverse due to historical order flow.
