Project Pegasus ChronosDescription
Project Pegasus Chronos is the flagship volume-intelligence overlay of the Pegasus suite, built for traders who read the tape. It spots where the tape gets hit, where moves get absorbed, and when pressure flips — in real time, without repainting. Chronos blends high-signal volume spikes, absorption, pure-delta mismatches, and two crisp market-pressure HUDs into one surgical visualization that stays readable even on noisy charts.
What’s unique
Layered volume intelligence that cuts through noise: spikes, absorption, delta traps, trend bias, and pressure — at a glance.
Absorption Engine – Proprietary scoring of wick/body/delta context to flag “hit & hold” moments where moves stall.
Pure-Delta Mismatch Bubbles – Instantly reveal fake strength or weakness when the candle fights the tape.
Mirage Filters (Add-on) – Smart VolSpike & PriceClamp regime tags (squeeze vs. burst) for clean entries and exits.
Pegasus TrendDynamic – Adaptive bias band with one-look flips and optional shadow fill for context.
Dual HUDs – Buy/Sell Volume HUD and Market Pressure HUD with a Shock badge for sudden impulses.
Readable by Design – Color presets, clustering, absolute filters, and performance scopes (12/24/48/72H) keep charts fast & clean.
Non-repainting – Signals are produced only on confirmed bars; no lookahead.
How it works
Chronos aggregates recent market behavior into simple, decisive visuals:
Bubbles scale by spike tier and direction to highlight initiative participation.
Absorption marks flag bars where flow hits and fails to push through.
Pure-delta markers expose liquidity traps (delta vs. candle color).
TrendDynamic provides a smooth, adaptive bias rail.
HUDs quantify who’s pressing harder and when a shock event fires.
How to use
Stalk large bubbles near key levels; pair them with absorption marks to time fades or continuations.
Treat pure-delta mismatches as early trap signals — especially near session highs/lows or FVGs.
Trade in alignment with the TrendDynamic bias; use Market Pressure HUD & Shock to time adds or cuts.
Refine visuals via clustering and absolute-volume filters on fast instruments.
Notes & limitations
Built for intraday futures, crypto, and FX — but works across assets and timeframes.
If visuals get heavy, use scope, clustering, and filters to keep it buttery smooth.
Analysis and visualization tool — not a signal service.
Disclaimer
For educational and informational purposes only. Not financial advice.
볼륨
Anchored Session Volume Profile • Heatmap Profiles • Asia/EU/US Description
This indicator builds Anchored Session Volume Profiles for Asia, EU, and US sessions on intraday charts and renders them as right-docked line histograms (heatmap or classic style). Each session computes its own POC, VAH, VAL and optional Session High/Low lines. An optional per-price-bin Delta overlay estimates buy/sell pressure inside the profile rows for quick order-flow context.
What’s unique
Three independent session anchors (Asia/EU/US) with custom start/end times, bin size in ticks, and Value Area %.
Right-fixed live rendering or post-close persistence (draw levels only after the session closes).
Adaptive width: profile width scales with elapsed session length (anchor → now/end) within user limits.
Heatmap profile: row tint scales by relative volume; or Classic single-color with optional gradient.
Per-row Delta ticks (outside/inside, configurable direction) derived from bar delta and overlap with each price bin.
Clean POC/VAH/VAL line styling, optional ray extension, and Session High/Low rays per session.
How it works (technical)
Binning: Rows are built with a user-defined bin height in ticks. Arrays expand/shrink as price extends; the base is shifted when new lows appear to keep bins aligned.
Accumulation: For each bar within the active session window, traded volume is distributed to intersecting bins proportionally to the price overlap with that bin.
Value Area: POC is the highest-volume bin. VA is grown symmetrically around the POC until the selected coverage (VA%) is reached.
Delta per bin (optional): A bar-level delta proxy volume * (close − open) / range (clamped) is split into buy/sell and allocated to bins proportionally to the same overlap share, producing a per-row delta magnitude for rendering ticks.
Rendering modes:
Right fixed: refreshes each bar; lines/histogram are docked at the anchor X-position.
Draw Levels after Session Close: on close, only POC/VAH/VAL (and optional Session High/Low) are persisted.
No lookahead: All computations use confirmed bars; levels are deterministic on close.
How to use
Use the Asia/EU/US profiles to read participation hand-offs and session-driven rotations.
Trade off POC/VAH/VAL as acceptance/rejection references; confluence with session High/Low often marks responsive flows.
Employ Delta ticks per row to spot absorption, one-sided stacking, or fading participation inside the profile without leaving TradingView.
Prefer right-fixed during live trading and post-close when you want persistent session levels.
Key settings
General per session: Start/End (hh:mm), Bin size (ticks), Value Area %, toggle POC/VAH/VAL lines.
Rendering: Heatmap vs. Classic, orientation (Left/Right), gradient on/off, row thickness, right offset, adaptive width limits.
Delta (per price bin): global on/off, per-session on/off, tick width, max tick length (bars), outside/inside placement, direction (sign-based / always left / always right), colors.
Levels: POC/VAH/VAL styles (solid/dashed/dotted), widths, colors, extend right (ray).
Session High/Low: per-session on/off, style, width, colors, optional right-ray extension.
Notes & limitations
Designed for intraday data; accuracy depends on the feed’s volume granularity.
Large histories + small bins + delta ticks can be heavy; tune bin size, adaptive width, and delta max length for performance.
Timezone for anchors is set internally to Europe/Berlin.
Educational tool — not a signal generator.
Disclaimer
For educational and informational purposes only. Not financial advice.
Volume Pivot ZoneOverview
This indicator automatically draws boxes on your chart to show important price levels based on high trading volume.
What It Does:
Finds High Volume Spots: It detects bars where the trading volume hits a peak (a "pivot").
Draws Zones: It draws a box around the high and low of that high-volume bar and extends it to the right.
Shows Different Timeframes: You can see zones from your current chart's timeframe (CTF) and a higher timeframe (HTF) at the same time. HTF zones are usually more significant.
Manages Old Zones: Once the price touches or breaks through a zone, the indicator can automatically hide or remove it, keeping your chart clean.
Settings:
Higher Timeframe Section
- CTF Show / HTF Show: Turn the zones for the current (CTF) or higher (HTF) timeframe on or off.
- 1Min:, 5Min:, etc.: Set which higher timeframe to use for your current chart. For example, you can tell it to show 1-hour zones on your 5-minute chart.
Volume Pivot Zone Section
- Show High: Draws zones based on volume peaks. (Most common)
- Show Low: Draws zones based on volume valleys.
- Lookback Length: How many bars to the left and right to check for a volume peak. A higher number finds only the most significant peaks.
- Invalidation Condition: When to consider a zone "used up." For example, Touch means the zone is invalidated as soon as the price touches it.
- Action: What to do with an invalidated zone. Remove deletes it, while Hide just makes it disappear.
- Color Settings: Customize the colors of the zones to your liking.
Liquidity Zones - Joe v1This script lets you plot liquidity/order levels (similar to what you see on Bookmap) directly on your TradingView chart.
It is designed to help traders spot support/resistance levels where large limit orders sit and to visualize whether those liquidity pools are still active, already taken, or being replenished.
Key Features
Session-based
Works during a defined trading session.
Resets automatically at the first bar of the session.
Up to 8 Liquidity Zones, each of which includes:
Price level
Size (affects line thickness)
Status (Active, Taken, Re-Stocking, or Automatic).
Zone Statuses
Active → Untouched liquidity (potential support/resistance).
Taken → Liquidity consumed after price trades through it.
Re-Stocking → Level is being reloaded with fresh orders.
Automatic → Updates dynamically (switches to Taken when crossed, otherwise stays Active).
Visual Representation
Zones are drawn as horizontal lines.
Labels show price + size (e.g., 4010 (200k)).
Customizable line styles and colors:
Active = solid red
Taken = gray dashed
Re-Stocking = purple dotted
Dynamic Updates
Levels automatically update during the session.
If price crosses a zone → it’s marked as Taken.
Labels, line styles, and colors adjust live.
Line thickness = zone size ÷ 10 → visually represents liquidity strength.
How this indicator is Used
Upon market open, the order book tends to fill with limit orders. Using Bookmap, you can see where these orders are placed at each relative price point, along with their sizes. The most important ones to focus on are the larger levels, which are typically highlighted in reddish tones (depending on your Bookmap settings).
I then manually enter these levels into this indicator. It only takes a few seconds, and since there’s no direct way to connect TradingView to Bookmap, this method works as an effective workaround. Once entered, the levels will stay visible on your TradingView chart.
This seemingly simple script is very powerful and provides a strong edge. More often than not, price action gravitates toward these larger liquidity levels. Remember, the price of a security is influenced by market makers whose role is to fill orders and earn commissions on transactions. They have little interest in arbitrarily pushing price higher or lower; instead, their primary function is to guide price toward liquidity—where the large orders sit.
Of course, this is a general principle, and many other variables can affect price movement. Still, by keeping this concept in mind, you’ll often find yourself on the right side of the market.
Rate of Change Indicator [JopAlgo] (ROCI)Rate of Change Indicator (ROCI) — see impulse early, skip the dead moves
What it is (one line):
ROCI tells you how fast price changed vs N bars ago , in percent. It’s a clean momentum gauge:
Above 0 → price is higher than N bars ago (bullish momentum).
Below 0 → price is lower than N bars ago (bearish momentum).
Further from 0 → stronger impulse.
The default +5 / −5 bands highlight strong thrust . Zero-line crosses flag momentum shifts.
What you’ll see
Blue line = ROCI.
Orange dotted line = 0 (bull/bear divider).
White dotted lines = ±Strong Momentum levels (default ±5).
Green/red panel tint when ROCI lives above +5 or below −5.
Read in 3 seconds: Which side of 0? How far? Growing or fading vs last bar?
How to use it (simple playbook)
Direction filter
Trade longs only while ROCI > 0.
Trade shorts only while ROCI < 0.
Timing
Breakouts: prefer breaks where ROCI pushes through +5/−5 and holds on the first retest.
Pullbacks in trend: in an uptrend, let ROCI dip toward 0 and then turn back up → entry. (Mirror for downtrends.)
Do less in chop
If ROCI whips around near 0, you’re in balance. Only act at objective levels.
Rule of thumb: Zero cross = heads-up. ±5 hold = go-with.
Entries, exits, risk (use this, keep it tight)
Continuation entry (trend):
Bias up at your level (e.g., VAL/AVWAP). ROCI stays > 0 and turns up from a shallow dip → enter long.
Stop: under structure/level. Targets: POC/HVNs or next swing.
Breakout entry:
Break through a level with ROCI > +5 (or < −5 for shorts). Enter on the retest that holds while ROCI remains outside the band.
Invalidation: quick fall back inside the band and under 0 → stand down.
Exit/trim:
On longs, repeated lower ROCI peaks into your target (momentum fading) → take profits or tighten.
Timeframe guide
1–5m (scalps) : ROC Period 10–20, Strong 6–10. Many signals; require level + confirmation.
15m–1H (intraday): ROC Period 14–34, Strong 4–7. Sweet spot.
2H–4H (swing): ROC Period 20–50, Strong 3–6. Cleaner legs, fewer flips.
1D+ (position): ROC Period 50–100, Strong 2–5. Use for backdrop; trigger on lower TF.
Settings that actually matter (and how to tune)
ROC Period (default 32) : lookback for comparison.
Shorter = earlier signals, more noise.
Longer = steadier bias, slower turns.
Strong Momentum Threshold (default 5) : where you say “this is real thrust.”
Pick it by history: scroll back, mark thrusts that ran, and note their typical ROCI. Set the band slightly inside that value so you see the start of good moves.
Pattern cheatsheet
Impulse leg : ROCI above 0 making higher peaks → trend leg in progress.
Healthy pullback : ROCI dips toward 0 but doesn’t flip negative, then turns up → add/entry with trend.
Weak breakout / likely fail: Price pokes level but ROCI stays near 0 or rolls over quickly.
Divergence (lightweight): Price makes a higher high, ROCI peaks lower → momentum thinning; trail tight into HVNs.
Best combos (kept simple)
Volume Profile v3.2 : Use VAH/VAL/LVNs/POC for where. ROCI tells you if the break has juice.
Anchored VWAP : Reclaim/reject AVWAP with ROCI on the correct side of 0 for higher quality.
CVDv1 :
Yes: ROCI thrust + CVD Alignment OK + no Absorption → higher odds the move sticks.
No: ROCI thrust but Absorption red → don’t chase; wait for the fail/reclaim.
(Optional add: RVOL—high participation + strong ROCI is the A+ combo for breaks.)
Common mistakes this avoids
Buying a breakout while ROCI sits near 0 (no impulse).
Shorting a strong trend when ROCI is firmly > 0 (or > +5).
Treating every zero cross as a trade (it’s a heads-up, not an entry by itself).
Quick defaults to start
ROC Period: 32
Strong Threshold: 5
Process: Level → ROCI side/strength → (optionally) CVD quality → Execute with structure-based risk
Screenshots tip: show a level break where ROCI pushes through +5 and a pullback where ROCI turns up from ~0.
Mini-disclaimer
Educational tool, not financial advice. Test first, size sensibly, and always anchor decisions to levels, flow, and risk.
Elite Entries VWAP Fibonacci Bands PremiumElite Entries VWAP Fibonacci Bands
Precision pullbacks. Cleaner trends. External filter ready.
What it is
A professional-grade VWAP/MIDAS-based band system with optional TRAMA or EMA central lines, Fibonacci expansion zones (0.236/0.382/0.5/0.618/0.786), reversal/pullback signals, and an ATR trailing stop. The latest update adds an Open-Source Filter that lets you gate entries using any other indicator’s plot on your chart. That means fewer false signals and cleaner alignment with your personal edge.
Why traders love it
Dialed pullbacks & trend breaks at 0.236 / 0.382 / 0.618
Clean reversal reads at 0.382 / 0.618 / 0.786
External filter integration (choose Source A/B from any indicator)
Stackable filters: Volume > SMA(20) + RSI threshold
ATR trailing stop included for exits
Flexible midline: MIDAS (anchored VWAP), TRAMA, or EMA
Fib bands you can color & label individually
What’s new (vX.X)
Open-Source Filter (External Indicator Gating)
Pick Source A (and optional B) from other indicators on your chart.
Comparators for entries: Close > A, A > B, A crosses up B, A > Threshold, A rising (and mirrored sell rules).
Apply to Pullback/Trend only (236/382/618) or All Signals (adds reversals, retests, rejections).
Built-in SMA smoothing for A/B to tame noisy externals.
Stability fix: valid input.source defaults to avoid compile errors.
Signals included
Reversals: 0.786, 0.618, 0.382
Pullback/Trend breaks: 0.236 / 0.382 / 0.618 (above/below central line)
Centerline retests (bounce confirmation)
0.618 rejections (directional candle logic)
ATR Trailing Stop (long/short)
All signals honor active filters (Volume/RSI + Open-Source Filter if enabled).
Quick start
Choose your Central Line: MIDAS (anchored VWAP), TRAMA, or EMA.
Set anchor (Timeframe or Date) and Std Dev Multiplier to size the bands.
Enable the pullback/trend signals you want (236/382/618) + any reversals.
Optional filters: Volume > SMA(20) and RSI threshold.
To gate with another indicator: turn on Open-Source Filter, pick Source A (and B), choose comparators, and select scope (Pullback/Trend Only or All Signals).
(Optional) Enable ATR trailing stop for dynamic exits.
Turn on alerts—you’re live.
Best-use ideas
Trend alignment: Gate buys with A rising where A = your HTF MA/VWAP; gate sells with A falling.
Momentum cross: A crosses up B (A=fast, B=slow) to allow only momentum-supported pullbacks.
Level validation: Close > A to ensure price is reclaiming your external baseline before entries.
Alerts
Alerts are available for every signal (reversal, pullback/trend break, retest, rejection). They only fire when all enabled filters pass.
Works on
Any symbol/any timeframe. Day trading, scalping, swing trading—especially useful during NY session volatility and post-anchor resets.
Notes & disclaimer
External filter dropdowns list plots exposed by other indicators.
Trading involves risk. This tool is for education/information—not financial advice.
ZTCRYPTOLAB - Liquidity (v1.8.4)ZTCRYPTOLAB — Liquidation
See the market’s likely liquidation pockets as clean, readable “heat bars.”
The script groups nearby levels into a single bar, sizes the bar by strength, shows a compact value label (K/M/B/T) inside the bar, and automatically fades levels once price takes them out.
What it does (plain-English)
Finds likely liquidation zones above and below current price at three “tiers” (roughly like 25× / 50× / 100×).
Groups nearby levels into one clear bar so your chart doesn’t turn into spaghetti.
Makes stronger zones look wider (more eye-catching) and prints a value pill in K/M/B/T so you can compare strength at a glance.
Fades levels once they’re hit so you instantly see what’s still in play vs. what was already taken.
Quick start (how to use)
Add to chart on the symbol/timeframe you trade.
In the settings, the only control most traders touch is “Max live levels (Top-N)”.
Lower = cleaner, only the best zones.
Higher = more detail.
Zoom out to view big cluster magnets. Zoom in to see them split into more precise lines.
Use wide, nearby bars as targets, magnets, or caution zones. Combine with your entries, stop placement, and risk rules.
Tip: For very busy charts, start with Top-N around 80–100 on intraday, 40–80 on swing. Raise only if you need more context.
Inputs you’ll actually use
Max live levels (Top-N): Caps how many live bars can appear after pruning. Everything else is tuned for clarity out-of-the-box.
(Pre-tuned so you don’t have to fiddle)
Reference price: HLCC4 (balanced)
Density: Fine (crisper separation)
Tier-1 (25×) sensitivity slightly boosted so you see more actionable near-term zones
How to read the chart
Bar color = Tier (25× / 50× / 100×).
Bar width = Relative strength (wider = stronger).
Value pill = Strength in K/M/B/T.
Faded bar = That pocket was taken by price—left for context, no longer active.
Suggested setups by timeframe
Scalping (1–5m): Top-N 80–120. Expect bars to merge more when zoomed out; zoom in for fine detail.
Intraday (15–60m): Top-N 80–100. Balanced view of magnets around current session.
Swing (4H–1D): Top-N 40–80. Use the longest-standing wide clusters as swing targets/areas of interest.
Best practices
Treat bars as areas, not razor-thin lines.
Look for confluence (e.g., HTF levels, fair value gaps, session highs/lows).
Use wide nearby bars to scale out or tighten risk, not as the only reason to trade.
FOR MORE PREMIUM INDICATORS VISIT OUR WHOP : whop.com
Basic Odds Enhancer: Supply Zone for ShortsHow to Use/Adjust:
On your chart, it marks bars where a 20-bar high coincides with high volume and bearish divergence—flag these as supply zones.
Tweak supply_threshold to 2.0 for stricter volume (fewer but stronger signals).
For zones, manually draw rectangles around the flagged area (use Drawing Tools > Rectangle).
Backtest: Apply to historical data (e.g., EUR/USD 4H) and check win rate with shorts on retests.
This setup typically yields 2-5 signals per week on major pairs, depending on volatility. Test on a demo account, and combine with market context (e.g., avoid shorts in strong uptrends).
Odds Enhancer: Volume + RSI DivHow it Works: This flags potential demand zones where price hits a 20-bar low with a volume spike and bullish RSI divergence. Customize for supply zones by flipping logic.
Blizzard TradingBlizzard Trading is an advanced technical indicator designed to identify trends, structural changes, and potential entry zones in the market. It combines multiple layers of analysis — such as overall trend direction, momentum, and price structure — to provide a clear view of market behavior.
Visually, it highlights bullish and bearish phases through colors and shaded areas, making the chart easier to interpret. It also generates automatic alerts when significant changes in trend or price structure are detected. The indicator is mainly aimed at scalping and intraday trading, helping traders spot quick opportunities with precise visual confirmations.
Relative Volume (RVOL) [JopAlgo]Relative Volume (RVOL) — “Filter Fakes, Ride Real Moves”
What it does:
Shows how today’s volume compares to its own average.
RVOL = current volume ÷ SMA(volume, length)
RVOL > cutoff → participation above normal (green)
RVOL < cutoff → participation below normal (red)
Use it to confirm breaks, filter entries, and avoid chasing moves fueled by thin volume.
Read it in 5 seconds
Above/Below the cutoff line (white) = high/low participation now.
Spikes through the cutoff on a break = real interest.
Dry-ups (well below cutoff) into support/resistance = good risk for mean-revert or pullback entries.
If you remember one rule: don’t chase a breakout with RVOL under the cutoff.
Simple playbook (copy this)
Breakout confirmation
Break at VAH/LVN/structure and RVOL > cutoff → take the retest that holds.
If RVOL stays below cutoff on the break → likely fake; wait for reclaim.
Pullback in trend
Trend up, price pulls to AVWAP / VAL / MA cluster with RVOL below cutoff → take the bounce when price turns; add if RVOL rises on the resume.
Fade the exhaustion
Into resistance, huge RVOL spike but no follow-through (long wick, CVD Absorption) → look for the fail back inside value.
Do less in chop
When RVOL hugs below cutoff all session, expect range; trade edges only.
Timeframe guide
1–5m (scalps): Signals are frequent. Keep cutoff ≥ 1.5; demand RVOL on breaks.
15m–1H (intraday): Sweet spot. cutoff 1.5–2.0 is a solid filter.
2H–4H (swing): Look for clustered bars > cutoff during expansions; dry-ups flag pullback entries.
1D+: Use RVOL to separate true trend days from drift.
Settings that matter
Length (default 14):
Shorter = reacts faster; Longer = smoother baseline.
Intraday: 14–20
Swing/Daily: 20–30
Cutoff (default 1.0):
Set the bar for “real” volume.
Conservative confirmation: 1.5–2.0
For slower pairs/timeframes: 1.2–1.5
Tune by scrolling back and marking where good breaks happened.
Color logic: green above cutoff, red below—no surprises.
Best combos (kept simple)
Volume Profile v3.2 : Confirm breaks of VAH/VAL/LVNs with RVOL > cutoff; target POC/HVNs.
Anchored VWAP : Reclaims/rejections with RVOL > cutoff stick more often.
CVDv1 :
Yes: RVOL high and CVD Alignment OK and no Absorption → higher-quality move.
No: RVOL high but Absorption red → don’t chase; look for fail/reclaim.
Pattern cheat sheet
Trend day: RVOL stays > cutoff on pushes; pullbacks show RVOL dip, then re-expand.
False break: Price pokes level, RVOL < cutoff, quick give-back.
Accumulation: Series of low-RVOL bars compressing under a level → watch for the first RVOL pop to go.
Exhaustion wick: RVOL spike + long wick into resistance/support → likely trap unless next bar accepts.
Notes & pitfalls
Exchange volume varies (crypto): use the same feed you trade and calibrate cutoff there.
RVOL ≠ direction: it’s participation. Always pair with location, structure, and flow.
Quick defaults to start
Length: 20
Cutoff: 1.5 (intraday) / 1.8–2.0 (for stricter confirmation)
Process: Level → RVOL above/below cutoff → CVD quality → Execute with structure-based risk
Mini-disclaimer
Educational tool, not financial advice. Test first, size sensibly, and always anchor decisions to levels, flow, and risk.
Footprint Bubble VolumeIndicator Name: Footprint Bubble Volume (Shapes + Numbers, Filters)
Description:
This indicator visualizes buy and sell volume as bubbles above or below candles, helping traders see where significant buying or selling activity occurs. Bubble sizes scale with volume, and numbers can optionally display the exact volume in K / M / B format for readability.
Features:
Buy/Sell Bubbles: Green bubbles above bars for buy volume, red bubbles below bars for sell volume. Size grows with higher volume.
Volume Numbers: Optional numeric labels showing scaled volume.
Volume Filters: Only display bubbles when volume is significant:
None: absolute minimum volume.
PctAboveAvg: X% above average volume over a lookback period.
ATRBased: volume exceeds ATR * multiplier over a lookback period.
Split Volume: Optionally estimate buy/sell split within a bar based on close position relative to high/low.
Scaling: Bubble sizes and number formatting adjust dynamically for easier visualization on high-volume instruments.
Inputs:
Absolute Min Volume: Minimum raw volume to show bubbles.
Bubble Size Scale: Controls bubble growth with volume.
Show Volume Numbers: Toggle numeric labels on/off.
Split Volume Proportionally: Approximate buy/sell split inside bar.
Filter Type: None / Percent Above Avg / ATR-Based.
Lookback Period: For volume or ATR calculations.
Percent Above Avg Vol: Threshold for percentage-above-average filter.
ATR Multiplier: Threshold multiplier for ATR-based filter.
Use Case:
Ideal for spotting footprint-like volume clusters and identifying high activity areas without relying on DOM data. Works on stocks, futures, and crypto charts.
RSI MACD CLOCKWORK TABLEWhat you get, at a glance:
• MACD Cell — Shows the current MACD value and a small direction icon (▲ rising, ▼ falling, ⏺ flat). The background color adapts to regime: green above zero, red below zero, gray near the line. Lengths are configurable (fast/slow/signal).
• RSI Cell — Plots the latest RSI with an identical direction icon and background logic (green above 50, red below 50, gray around 50). RSI length is configurable.
• Clockwork Row — This is the structure check. The script computes the slope (in degrees) of EMA(5), EMA(8), and EMA(13). If all three exceed your bullish threshold, you’ll see “Clockwork: Bullish” (lime). If all three are below your bearish threshold, you’ll see “Clockwork: Bearish” (red). Otherwise, it’s “Neutral” (gray). Thresholds are fully user-tunable.
Smart right-hand cell (choose your readout):
• Duplicate — Mirrors the Clockwork label.
• Time to Close — A clean mm:ss countdown for the current timeframe (with safe defaults on unusual timeframes).
• Slope Degrees — Prints the 5/8/13 EMA slopes in degrees (e.g., +12.3°).
• Slope Pack ▲▼ — Only the direction of each slope (less noise, more speed).
• EMA Spread (5↔13) — Shows the slope differential (degrees) between short and long EMAs.
• Volume Pace — Projects end-of-bar volume from live progress, compares it to your N-bar average, and renders a tiny text progress bar (██░░…) with a neutral “thermo” palette: black = hot (> high threshold), light blue = cold (< low threshold), silver = typical. All inputs (length, bar width, thresholds) are configurable.
• ATR — Current ATR with direction vs previous bar (▲/▼/⏺).
Quality-of-life:
• Optional top padding (~20px) to keep the table visually separated from other overlays.
• Lightweight string/emoji UI for clarity without heavy graphics.
• Defensive guards around timeframe math so the TTC keeps working smoothly.
How to use:
Add to any symbol/timeframe.
Set your MACD/RSI lengths and Clockwork slope thresholds to match your system’s sensitivity.
Pick a right-cell mode that complements your workflow (TTC for day trading, Volume Pace for intrabar context, ATR for volatility).
Note: This tool is informational, not a standalone signal generator. Combine the Clockwork alignment with your entries/exits and risk management.
Anchored VWAP Bands v3.3 [JopAlgo]Anchored VWAP — a fair-value compass you can trust on any timeframe
If Volume Profile shows where business concentrated, Anchored VWAP (AVWAP) shows what the crowd has paid on average since a moment that matters. It’s a running average of price weighted by traded volume, reset at a point you choose (the “anchor”). That makes AVWAP a reliable fair-value line: above it, the average participant since the anchor is in profit; below it, they’re under water. Markets naturally react around that line.
This version focuses on the parts that make AVWAP practical for real trading:
Clear, event-anchored VWAP so you can ask “since this moment, where is fair value?”
Optional higher-timeframe anchors (e.g., Weekly AVWAP) to define regime
Simple visuals so newer traders can read it instantly, and advanced traders can layer multiple anchors without clutter
(When you add screenshots: image #1 should point to the main AVWAP line with a label “fair value since anchor”, and show a bounce/reject. Image #2 can show confluence: AVWAP kissing VAL/VAH from Volume Profile v3.2 or a clean reclaim through AVWAP.)
What you’re seeing (and why price cares)
The AVWAP line: the volume-weighted average price since your anchor time.
Price above AVWAP → average long (since anchor) is in profit → pullbacks to AVWAP tend to support.
Price below AVWAP → average long is losing → rallies to AVWAP tend to resist.
Multiple anchors (optional): you can plot more than one AVWAP (e.g., Weekly AVWAP and an Event AVWAP) to separate regime (weekly) from tactical timing (event/session).
AVWAP works because it ties “fair value” to time and participation, not just price. When price departs far from AVWAP and then returns, participants frequently defend the line. When price accepts on the other side (closes and holds), that’s often a regime change relative to the anchor.
Anchors: how to pick them (and what changes when you do)
An anchor is simply the timestamp where you start the calculation. Changing it changes both context and expectations:
Session anchors (intraday) — e.g., session open, London/NY open.
Use: scalps/intraday plays.
Behavior: frequent tests; strong for fade-to-mean trades and quick reclaims.
Event anchors — listing, major news, ETF approval, earnings, a swing high/low.
Use: track how price behaves since the catalyst.
Behavior: excellent for measured pullbacks and “is the market digesting this event yet?”
Weekly/Monthly anchors — the Weekly AVWAP is a regime line.
Use: swing/position bias.
Behavior: clean “reclaim” and “rejection” signals; great with Volume Profile’s VAH/VAL.
Rule of thumb:
Choose the slowest anchor that defines your bias (e.g., Weekly AVWAP for swings) and one faster anchor for timing (e.g., Session/Event AVWAP). Too many lines → hesitation.
How to use AVWAP on any timeframe
The framework doesn’t change—only your anchor choices and expectations do.
Scalping (1–5m charts)
Anchors: Session open, London/NY open, or the prior swing low/high.
Setup: If price trends away from the session AVWAP, fade back to AVWAP only when flow isn’t showing absorption against you (pair with CVDv1). If price reclaims AVWAP after a push below, look for inside-back retests at the line.
Intraday (15m–1H)
Anchors: Session open + important event AVWAP (FOMC-like news, ETF day, etc.).
Setup: Use pullbacks to AVWAP to join trend; require acceptance above/below (close and hold) before flipping bias. Confluence of AVWAP with VP v3.2’s VAH/VAL = high-quality location.
Swing (2H–4H)
Anchors: Weekly AVWAP for regime + event AVWAP for timing.
Setup: Reclaim of Weekly AVWAP → prefer longs on pullbacks to that line; rejection → fade rallies into Weekly AVWAP (target POC/HVNs from VP). The best entries are AVWAP + VP edge with CVDv1 not flashing Absorption.
Position (1D–1W)
Anchors: Monthly/Quarterly/Cycle AVWAP.
Setup: Treat the higher-timeframe AVWAP as the mean. Acceptance through it (and hold) often marks cycle transitions. Add on pullbacks to the line that hold.
Reading reclaims, rejections, and “acceptance”
Reclaim: price trades below AVWAP, then closes back above and holds on a retest → bullish signal since the anchor.
Rejection: price pops above AVWAP, prints rejection wick and closes back under → bearish.
Acceptance: multiple bars closing and holding beyond AVWAP, ideally with CVDv1 Alignment OK and no Absorption → higher odds the move persists.
With Volume Profile v3.2, treat AVWAP at VAL/VAH as A-tier locations:
VAL + AVWAP reclaim → mean-reversion long to POC is common.
VAH + AVWAP rejection → fade back to POC or to the next HVN.
Settings that matter (and simple defaults)
Names may vary by version, but these are the ideas you’ll see.
Anchor Time — pick a timestamp (session open, event, week start). Newer traders: start with Session AVWAP intraday; add Weekly AVWAP for swings.
Multiple anchors — if enabled, you can show Weekly AVWAP alongside your custom anchor. Keep it to two lines to stay decisive.
Smoothing / Display — most traders use raw AVWAP (no smoothing). Make sure the line is visible across zoom levels.
Theme & Colors — use distinct colors for each anchor (e.g., white for Weekly, aqua for Session/Event) so you don’t mix them up.
How AVWAP pairs with other tools
Cumulative Volume Delta v1 (CVDv1) — confirms flow quality at AVWAP.
Don’t chase a tag through AVWAP if CVD Absorption is red (typical failed break conditions).
Do prefer reclaims when Alignment = OK and Imbalance % is strong for your anchor.
Volume Profile v3.2 — gives you objective levels (POC/VAH/VAL/HVNs).
AVWAP + VAH/VAL confluence is where you plan trades.
Passing through an LVN toward AVWAP often travels fast; use that to manage risk.
(Add a screenshot that highlights AVWAP touching VAL with CVDv1 “Efficient” → clean bounce to POC.)
A simple, durable playbook
Pick one slow anchor (e.g., Weekly) for bias and one fast anchor (Session/Event) for timing.
Trade at the line, not mid-air: reclaims and rejections at AVWAP are your signals.
Require confirmation from flow: CVDv1 Alignment OK, Imbalance strong, Absorption ≠ red on the trigger bar.
Add Volume Profile v3.2 for targets (POC/HVNs) and edges (VAH/VAL).
If price accepts beyond AVWAP (closes and holds), stop fading and instead join pullbacks to the line.
Common mistakes AVWAP solves
“Mean keeps moving, my MA lies.” AVWAP weights actual traded volume, so fair value adapts to where business was done, not just where price wandered.
“It broke the line and reversed.” That’s no acceptance (or CVDv1 flagged Absorption). Wait for the retest/hold.
“Too many lines, can’t decide.” Keep two anchors max: one for bias, one for timing.
Practical defaults to start with
Intraday: Session AVWAP only. Add an Event AVWAP on special days.
Swing: Weekly AVWAP + one Event AVWAP (start of move or weekly open).
Colors: Distinct but readable (e.g., white for Weekly, aqua for Session/Event).
No smoothing. Let the line be honest—your eyes adjust quickly.
Open source & disclaimer
This indicator is provided open source so you can learn, test, and adapt it to your workflow. Trading involves risk; tools guide decisions but don’t remove uncertainty.
Disclaimer — Not Financial Advice.
The “Anchored VWAP ” indicator and this description are for educational purposes only and do not constitute financial or investment advice. Markets involve risk, including possible loss of capital. makes no warranties and assumes no responsibility for any trading decisions or outcomes resulting from the use of this script. Past performance is not indicative of future results.
Use Anchored VWAP for the where and when around fair value; let CVDv1 judge who’s pushing, and let Volume Profile v3.2 define targets and edges. That trio stays reliable across any timeframe.
VIP PRO Realtime with VWAP + TP Labels + AlertsVipPro Realtime is a professional indicator that combines liquidity analysis, momentum, VWAP, and overbought/oversold signals into one simple, easy-to-use tool.
It was designed to give traders a clear view of when liquidity flows in or out of the market, providing real-time signals that help you make smarter decisions without relying on emotions.
✅ Spot whale moves before they even show on the chart
✅ Identify market direction instantly (bullish / bearish / corrective)
✅ Get precise entry and exit signals backed by liquidity and momentum
✅ Reduce false signals with built-in Open Interest (OI) analysis
🎯 The goal of VipPro Realtime is simple: trade with confidence, protect your capital, and capture the best opportunities—without juggling dozens of separate indicators.
📊 VipPro Realtime
The only indicator that combines AI, classical technical analysis, and Elliott Wave theory into a single powerful tool.
VipPro Realtime is a fully integrated indicator on TradingView, designed to deliver real-time signals and smart trading decisions directly from one chart—without the need for multiple indicators or a premium subscription.
✅ Key Features:
✅ Perfect for both beginners and professionals — one glance is enough to decide.
✅ Supports all markets: Crypto (Spot & Futures), Forex, Stocks, Gold, Oil.
✅ Multiple built-in strategies to confirm signals and avoid random trades.
✅ Accurately identifies real-time market trends (bullish, bearish, corrective).
✅ Shows balance of power between buyers and sellers.
✅ Alerts you to overbought/oversold zones and possible reversals.
✅ Unique OI (Open Interest) analysis to confirm trades and filter fake signals.
✅ Protects you from false breakouts and fake pumps/dumps.
✅ Real-time liquidity and momentum analysis to validate signals.
✅ Dynamic status box that changes color with the current market wave.
✅ Monitors Bitcoin Dominance (BTC.D) to give early alerts when liquidity shifts between BTC and altcoins.
✅ Smart entry signals with retracement percentages to protect portfolio liquidity.
✅ Advanced Elliott Wave analysis to forecast impulse/corrective moves.
✅ Precise Price Action patterns for reversal zones.
✅ Full MACD integration for signal filtering.
✅ Perfect synergy of VWAP + Fibonacci + Divergence.
✅ Developed since 2009, updated daily for scalping, swing, and long-term trading.
📈 All you need is the integrated bot:
Simply send a chart, and the bot gives you a ready-to-trade signal with analysis and targets.
🚀 Officially adopted by the largest Arabic VIP trading community for consistent profits and professional crypto trading.
💡 With your purchase, you also get 3 months of VIP membership for free, where you’ll learn how to trade profitably with experts.
🤖 The integrated Telegram bot:
chatgpt.com
Analyzes any chart automatically.
chatgpt.com
Issues a trade signal if conditions are met.
Rejects unsafe trades when sell signals or weak momentum appear.
🔒 This indicator is invite-only. Its code cannot be accessed or copied.
📩 To get your copy or request a free trial, contact us:
👉 t.me
👨💻 Developer: Amr El Mehrezy
🔗 linktr.ee
📊 More info:
chatgpt.com
x.com
🔥 Meme coin trading mastery:
bit.ly
t.me
📊 Availability
VipPro Realtime is offered exclusively to members of the Crypto Arab Academy, the largest Arabic trading community.
💎 Annual subscription: $1000
🎁 Exclusive offers and discounts are always available:
👉 t.me
Cumulative Volume Delta v1 [JopAlgo]anchor that represents the larger auction you respect, pair a faster anchor to police timing, and only act when the flow agrees at a meaningful level.
Scalping (chart: 1–5m)
A: 4H or 1H (defines the session you respect)
B: 30m or 15m
Use: only chase micro-breakouts when ALIGN OK, Imb% strong for the anchor, and Absorption ≠ red—at a level (POC/VA boundary/LVN or Weekly AVWAP test). Otherwise focus on reclaims after failed pushes.
Intraday (chart: 15m–1H)
A: 1D (default)
B: 8H or 4H
Use: bread-and-butter continuation/retest trades: ALIGN OK + Imb% ≥ strong + Absorption not red at VAH/VAL/POC or Weekly AVWAP.
Swing (chart: 2H–4H)
A: 1D or 2D
B: 8H–12H
Use: fewer trades, higher selectivity. CVD divergences at LVNs or Weekly AVWAP matter more; require ALIGN OK on the close that confirms the reclaim.
Position (chart: 1D–1W)
A: 1W
B: 1D or 12H
Use: ride weekly bias; only add on pullback→retest when Daily agrees. Lower the “strong” Imb% threshold (e.g., ~1–1.5%), increase warm-up.
No matter the timeframe, the decision rule doesn’t change:
Location first (trade at a level, not mid-air),
Alignment OK,
Imb% strong for your anchor,
Absorption not red on the trigger bar.
(If any of the four fail, wait for the next clean retest or a reclaim setup.)
Divergences and reclaims (the allowed exception)
CVD divergences matter at a level. A sweep below VAL/LVN or Weekly AVWAP where price makes a lower low but CVD makes a higher low is a classic bullish divergence. If Alignment isn’t red, you can take the reclaim on the close back inside the range—even if Imb% is only moderate—because location and flow structure are doing the heavy lifting. Mirror the logic for bearish at highs.
Pairing CVDv1 with other tools (optional, but powerful)
CVDv1 is fully compatible with:
Volume Profile v3.2 — objective where (POC, VAH/VAL, LVNs). These are your staging areas; let CVDv1 confirm when the push has quality.
Weekly AVWAP v3 — regime and mean-reversion anchor. Reclaims and divergences at Weekly AVWAP are some of the cleanest entries you’ll see.
If you use these: decide at the level, then consult CVDv1. ALIGN OK + Imb strong + no Absorption turns a good level into a high-probability timing signal. If Absorption is red at the level, that’s often your first hint to look for the failed breakout or reclaim instead.
Defaults that work out of the box
Keep Anchor A = 1D, Anchor B = 8H (or 480 minutes) to start. Imbalance “strong” around 2% (BTC/ETH), “neutral band” around 0.8%. Use the Color direction method first (simple and robust); switch to SlopeEMA if you want a smoother alignment on choppy symbols. Wick check on. Warm-up 15–30 minutes on daily; longer if you move to weekly anchors.
Common pitfalls this solves
Chasing a breakout into hidden sellers. Absorption turns red even while price pokes the level. That’s your cue to wait; many of those go on to become sharp fails.
Over-trusting a big raw delta. Imb% normalizes it. A huge raw delta on a huge-volume day can be mediocre quality.
Fighting the fast flow. ALIGN CONFLICT means the faster anchor disagrees with your main bias; don’t force it.
Open source & disclaimer
This indicator is intentionally open source so traders can learn, tweak, and build rules they trust. Markets involve risk; no single tool eliminates it.
Disclaimer — Not Financial Advice.
The “Cumulative Volume Delta v1 ” indicator and this description are provided for educational purposes only and do not constitute financial or investment advice. Trading involves risk, including the possible loss of capital. makes no warranties and assumes no responsibility for any trading decisions or outcomes resulting from the use of this script. Past performance is not indicative of future results.
Use CVDv1 to filter and time; let your levels decide where, and let risk management decide how much.
3 Red Heikin Ashi with Higher Lows3 Red Heikin Ashi with Higher Lows will give Buy signal when 3 Red Heikin Ashi with Higher Lows is formed
15min ACTIVE Rangeevery 9:30 am New York Time, Gold prints a high Volume 15 min Candle: "ACTIVE RANGE"
Every time gold prints a candle in which it has a higher candle than the current "ACTIVE RANGE" there would be a new "ACTIVE RANGE"
Breakout and retest the ACTIVE Range
Buy/Sell Volume Bubbles on Candles🎯 New Big Order Filter Features:
Volume Filter Settings (New Group):
Enable Big Order Filter (Default: ON)
Toggle to show only significant volume
When OFF, shows all bubbles
Volume Threshold (Default: 1.5x)
Overall volume must exceed average by this multiple
1.5 = 150% of average (only big volume candles)
Range: 0.5x to 5.0x
Min Buy Volume Threshold (Default: 1.2x)
Buy volume must exceed average buy volume
1.2 = 120% of normal buying
Filters out small buy orders
Min Sell Volume Threshold (Default: 1.2x)
Sell volume must exceed average sell volume
1.2 = 120% of normal selling
Filters out small sell ordersPractical Examples:
Conservative (Show fewer, bigger orders):
Volume Threshold: 2.0x (only double-average volume)
Buy/Sell Threshold: 1.5x (only strong buying/selling)
Result: Very clean chart, institutional-sized orders only
Moderate (Default - Good balance):
Volume Threshold: 1.5x
Buy/Sell Threshold: 1.2x
Result: Shows significant orders, filters noise
Aggressive (Show more activity):
Volume Threshold: 1.0x
Buy/Sell Threshold: 0.8x
Result: More bubbles, captures medium orders
Use Cases:
🐋 Whale Watching (Set 2.5x+):
Only massive institutional orders
Spot market makers and big players
📊 Swing Trading (Set 1.5x):
Significant volume clusters
Key support/resistance confirmation
⚡ Active Trading (Set 1.2x):
More frequent signals
Better order flow visibility
Chart Clarity:
✅ No more bubble clutter
✅ Focus on significant orders
✅ Easy to spot institutional activity
✅ Independent buy/sell filtering
Whale Detector — JarassWhale Detector — Replica (Buy Spikes + Threshold + Alert)
The Whale Detector is a specialized tool designed to help traders identify large accumulation or “buy spikes” often associated with significant market participants (“whales”). It focuses on detecting unusual buying pressure at new local lows and signals potential strong upward movements.
Key Features:
1. Whale Buy Spikes Detection:
• Highlights strong buying activity at local lows using a combination of momentum, smoothing, and normalization.
• Detects new low bars and evaluates whether buying pressure exceeds a configurable threshold.
• Plots detected spikes as yellow histogram columns for clear visualization.
2. Adjustable Sensitivity:
• MOM Length: scales the momentum measurement.
• Smoothing: controls the smoothness of the calculated whale signal.
• Amplitude divisor & global scale: tune the signal strength for different markets.
• Whale Power Threshold: customizable level to mark strong buy spikes.
3. Alerts:
• Alerts trigger when a strong whale buy spike crosses the threshold.
• Persistent alerts when buying pressure remains above the threshold.
• Designed for real-time monitoring of potential accumulation zones by major market players.
4. Visualization:
• Overlay-free indicator (displayed in a separate panel).
• Clear histogram view of detected whale activity.
• Red dotted horizontal line represents the signal threshold for easy identification of strong buying events.
5. Suitable For:
• Traders looking to spot smart money accumulation or unusual buying pressure.
• Can be used in combination with trend-following or breakout strategies.
• Useful across different timeframes and assets.
Summary:
The Whale Detector provides a quantitative view of buying spikes at critical lows, helping traders detect potential market-moving accumulation by whales. Coupled with threshold alerts, it enables timely action on strong buying signals
Sessions [Trade Tribe HQ]Color-coded session ranges with ADR% labels to help you trade smarter, not harder.
This tool marks New York, London, Tokyo, and Sydney sessions, showing their ranges, highs/lows, VWAPs, and ADR%.
🔹 Key Features
Colored session boxes (NY, London, Tokyo, Sydney)
Session highs & lows, VWAP, and trendlines
Dashboard showing active sessions, volume, and %ADR
ADR% labels at session close
🔹 How It Helps
Spot session traps, moves, and reversals faster
Manage expectations using ADR% (no chasing over-extended moves)
Identify overlap zones (London → NY) for volatility spikes
Simplify cycle tracking across global markets
Market Sessions Marker—making it easy to see where the energy has been spent and where opportunity is building next.
Created with ❤️ by TraderChick – part of the Trade Tribe HQ community.
If you found this tool useful, check out my profile for more strategies, classes, and resources.
Volume Based Sampling [BackQuant]Volume Based Sampling
What this does
This indicator converts the usual time-based stream of candles into an event-based stream of “synthetic” bars that are created only when enough trading activity has occurred . You choose the activity definition:
Volume bars : create a new synthetic bar whenever the cumulative number of shares/contracts traded reaches a threshold.
Dollar bars : create a new synthetic bar whenever the cumulative traded dollar value (price × volume) reaches a threshold.
The script then keeps an internal ledger of these synthetic opens, highs, lows, closes, and volumes, and can display them as candles, plot a moving average calculated over the synthetic closes, mark each time a new sample is formed, and optionally overlay the native time-bars for comparison.
Why event-based sampling matters
Markets do not release information on a clock: activity clusters during news, opens/closes, and liquidity shocks. Event-based bars normalize for that heteroskedastic arrival of information: during active periods you get more bars (finer resolution); during quiet periods you get fewer bars (coarser resolution). Research shows this can reduce microstructure pathologies and produce series that are closer to i.i.d. and more suitable for statistical modeling and ML. In particular:
Volume and dollar bars are a common event-time alternative to time bars in quantitative research and are discussed extensively in Advances in Financial Machine Learning (AFML). These bars aim to homogenize information flow by sampling on traded size or value rather than elapsed seconds.
The Volume Clock perspective models market activity in “volume time,” showing that many intraday phenomena (volatility, liquidity shocks) are better explained when time is measured by traded volume instead of seconds.
Related market microstructure work on flow toxicity and liquidity highlights that the risk dealers face is tied to information intensity of order flow, again arguing for activity-based clocks.
How the indicator works (plain English)
Choose your bucket type
Volume : accumulate volume until it meets a threshold.
Dollar Bars : accumulate close × volume until it meets a dollar threshold.
Pick the threshold rule
Dynamic threshold : by default, the script computes a rolling statistic (mean or median) of recent activity to set the next bucket size. This adapts bar size to changing conditions (e.g., busier sessions produce more frequent synthetic bars).
Fixed threshold : optionally override with a constant target (e.g., exactly 100,000 contracts per synthetic bar, or $5,000,000 per dollar bar).
Build the synthetic bar
While a bucket fills, the script tracks:
o_s: first price of the bucket (synthetic open)
h_s: running maximum price (synthetic high)
l_s: running minimum price (synthetic low)
c_s: last price seen (synthetic close)
v_s: cumulative native volume inside the bucket
d_samples: number of native bars consumed to complete the bucket (a proxy for “how fast” the threshold filled)
Emit a new sample
Once the bucket meets/exceeds the threshold, a new synthetic bar is finalized and stored. If overflow occurs (e.g., a single native bar pushes you past the threshold by a lot), the code will emit multiple synthetic samples to account for the extra activity.
Maintain a rolling history efficiently
A ring buffer can overwrite the oldest samples when you hit your Max Stored Samples cap, keeping memory usage stable.
Compute synthetic-space statistics
The script computes an SMA over the last N synthetic closes and basic descriptors like average bars per synthetic sample, mean and standard deviation of synthetic returns, and more. These are all in event time , not clock time.
Inputs and options you will actually use
Data Settings
Sampling Method : Volume or Dollar Bars.
Rolling Lookback : window used to estimate the dynamic threshold from recent activity.
Filter : Mean or Median for the dynamic threshold. Median is more robust to spikes.
Use Fixed? / Fixed Threshold : override dynamic sizing with a constant target.
Max Stored Samples : cap on synthetic history to keep performance snappy.
Use Ring Buffer : turn on to recycle storage when at capacity.
Indicator Settings
SMA over last N samples : moving average in synthetic space . Because its index is sample count, not minutes, it adapts naturally: more updates in busy regimes, fewer in quiet regimes.
Visuals
Show Synthetic Bars : plot the synthetic OHLC candles.
Candle Color Mode :
Green/Red: directional close vs open
Volume Intensity: opacity scales with synthetic size
Neutral: single color
Adaptive: graded by how large the bucket was relative to threshold
Mark new samples : drop a small marker whenever a new synthetic bar prints.
Comparison & Research
Show Time Bars : overlay the native time-based candles to visually compare how the two sampling schemes differ.
How to read it, step by step
Turn on “Synthetic Bars” and optionally overlay “Time Bars.” You will see that during high-activity bursts, synthetic bars print much faster than time bars.
Watch the synthetic SMA . Crosses in synthetic space can be more meaningful because each update represents a roughly comparable amount of traded information.
Use the “Avg Bars per Sample” in the info table as a regime signal. Falling average bars per sample means activity is clustering, often coincident with higher realized volatility.
Try Dollar Bars when price varies a lot but share count does not; they normalize by dollar risk taken in each sample. Volume Bars are ideal when share count is a better proxy for information flow in your instrument.
Quant finance background and citations
Event time vs. clock time : Easley, López de Prado, and O’Hara advocate measuring intraday phenomena on a volume clock to better align sampling with information arrival. This framing helps explain volatility bursts and liquidity droughts and motivates volume-based bars.
Flow toxicity and dealer risk : The same authors show how adverse selection risk changes with the intensity and informativeness of order flow, further supporting activity-based clocks for modeling and risk management.
AFML framework : In Advances in Financial Machine Learning , event-driven bars such as volume, dollar, and imbalance bars are presented as superior sampling units for many ML tasks, yielding more stationary features and fewer microstructure distortions than fixed time bars. ( Alpaca )
Practical use cases
1) Regime-aware moving averages
The synthetic SMA in event time is not fooled by quiet periods: if nothing of consequence trades, it barely updates. This can make trend filters less sensitive to calendar drift and more sensitive to true participation.
2) Breakout logic on “equal-information” samples
The script exposes simple alerts such as breakout above/below the synthetic SMA . Because each bar approximates a constant amount of activity, breakouts are conditioned on comparable informational mass, not arbitrary time buckets.
3) Volatility-adaptive backtests
If you use synthetic bars as your base data stream, most signal rules become self-paced : entry and exit opportunities accelerate in fast markets and slow down in quiet regimes, which often improves the realism of slippage and fill modeling in research pipelines (pair this indicator with strategy code downstream).
4) Regime diagnostics
Avg Bars per Sample trending down: activity is dense; expect larger realized ranges.
Return StdDev (synthetic) rising: noise or trend acceleration in event time; re-tune risk.
Interpreting the info panel
Method : your sampling choice and current threshold.
Total Samples : how many synthetic bars have been formed.
Current Vol/Dollar : how much of the next bucket is already filled.
Bars in Bucket : native bars consumed so far in the current bucket.
Avg Bars/Sample : lower means higher trading intensity.
Avg Return / Return StdDev : return stats computed over synthetic closes .
Research directions you can build from here
Imbalance and run bars
Extend beyond pure volume or dollar thresholds to imbalance bars that trigger on directional order flow imbalance (e.g., buy volume minus sell volume), as discussed in the AFML ecosystem. These often further homogenize distributional properties used in ML. alpaca.markets
Volume-time indicators
Re-compute classical indicators (RSI, MACD, Bollinger) on the synthetic stream. The premise is that signals are updated by traded information , not seconds, which may stabilize indicator behavior in heteroskedastic regimes.
Liquidity and toxicity overlays
Combine synthetic bars with proxies of flow toxicity to anticipate spread widening or volatility clustering. For instance, tag synthetic bars that surpass multiples of the threshold and test whether subsequent realized volatility is elevated.
Dollar-risk parity sampling for portfolios
Use dollar bars to align samples across assets by notional risk, enabling cleaner cross-asset features and comparability in multi-asset models (e.g., correlation studies, regime clustering). AFML discusses the benefits of event-driven sampling for cross-sectional ML feature engineering.
Microstructure feature set
Compute duration in native bars per synthetic sample , range per sample , and volume multiple of threshold as inputs to state classifiers or regime HMMs . These features are inherently activity-aware and often predictive of short-horizon volatility and trend persistence per the event-time literature. ( Alpaca )
Tips for clean usage
Start with dynamic thresholds using Median over a sensible lookback to avoid outlier distortion, then move to Fixed thresholds when you know your instrument’s typical activity scale.
Compare time bars vs synthetic bars side by side to develop intuition for how your market “breathes” in activity time.
Keep Max Stored Samples reasonable for performance; the ring buffer avoids memory creep while preserving a rolling window of research-grade data.
Delta Bubbles by exp3rtsDelta Bubbles is a powerful volume-based order flow tool that detects aggressive market activity, highlights trapped traders, and visualizes key liquidity zones on your chart — perfect for scalpers, intraday traders, and anyone trading momentum or reversals.
🧠 What It Does:
📈 Buy/Sell Bubbles: Detects aggressive buying/selling pressure using a volume delta approximation.
🟩 Trap Zones: Highlights areas where traders likely got trapped (buying in downtrends or selling in uptrends).
⚠️ Potential Traps: Shows lighter “setup” zones for trades that may become traps.
🟥🟩 Colored Bars: Optional trend coloring for visual clarity (based on 50 EMA).
📉 Zone Liquidation: Automatically removes zones once price revisits them.
🧩 Customizable Settings:
Bubble sensitivity and size thresholds.
Trap zone width and minimum bubble size.
Toggle trap liquidation, potential zones, colored bars, and bubble visibility.
📌 How to Use It:
Look for trap zones forming against the trend (e.g., bearish bubble in an uptrend → green trap zone).
Watch for retests of zones — these can be key levels for fades or breakouts.
Combine with price action, support/resistance, VWAP, or other confluence tools.
🚀 Best For:
Scalping and reversal trading on intraday timeframes (5m, 15m).
Futures, indices (e.g., NASDAQ, S&P 500), crypto, or any liquid market.
