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Intrabar

Big Trades (Intrabar Approximation)Big Trades (Intrabar Approximation) WHAT IT DOES This indicator highlights moments of unusually high volume inside each bar and prints the volume directly on the chart at the price where it happened. It is inspired by the "big trades" displays found on order-flow platforms, rebuilt using the data available in Pine Script. HOW IT WORKS Pine Script does not provide individual trades (tick-by-tick prints). Instead, the script splits every chart bar into lower-timeframe intrabars (1 second by defa
Indicator
by msalh295
Burst Size Flow Divergence Large vs Small CVDOverview A single cumulative-delta line tells you net buying or selling, but hides who is doing the pushing. Burst-Size Flow Divergence splits the flow inside each bar by the size of each volume burst — small / medium / large sub-intervals — and runs a separate signed delta on each tier. The signal is the divergence between the large-burst delta and the small-burst delta: concentrated bursts leaning one way while trickle flow leans the other. It is a flow-structure read, not a signal to trade a
Indicator
by Market_Logic_India
Projected Volume (Intraperiod Estimate)Projected Volume (Intraperiod Estimate) ════════════════════════════════════════ OVERVIEW Projected Volume replaces the standard volume study with a live, forward-looking estimate of where the current bar's volume is likely to finish. Volume is only known with certainty once a bar closes, which makes it hard to judge in real time whether the bar in progress is trading heavy or light. This indicator solves that by drawing the volume already traded as a solid column and projecting the remaini
Indicator
by brzcap
Adaptive Volume-Delta Score (VDS) | Order-Flow & DivergenceThe Adaptive Volume-Delta Score (VDS) is a technical analysis tool for the statistical classification of volume-delta activity. It utilizes an Adaptive-Switch Logic that toggles between historical bar reconstruction (request.security_lower_tf) and a real-time Rolling-Window Live-Tracker. 🛠 Core Functionality 1. The VDS Engine (Statistical Mapping) Wick-Weighted Delta: The calculation is based on wick-weighting: (close-open)/range * volume. This weights the delta according to price displace
Indicator
by arnipoer
4
OutsiderEdge - Intrabar X-Ray⚠ This script uses request.footprint() and request.security_lower_tf(), which require a TradingView Premium plan or higher. The script will not load on Free or Plus plans. Overview — What is X-Ray? X-Ray is an open-source overlay indicator that dissects every candle into its sub-candle components, footprint data, effort-vs-result dynamics, and trap detection — all in one tool. Instead of guessing what happened inside a bar, X-Ray shows you. It combines lower-timeframe candle decomposition
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by OutsiderEdge
1
[uPaSKaL] Momentum Structure CandlesMomentum Structure Candles Momentum Structure Candles is an intrabar-based framework built to show how momentum develops inside each higher timeframe bar. Instead of reducing momentum to a single line or value, the script reconstructs the internal structure of the bar using lower timeframe data and displays it as a momentum candle. The result is a structural view of direction, stability, expansion, and internal pressure. 🔹 What It Shows Traditional momentum tools focus on outcome. Mom
Indicator
by uPaSKaL
Orderflow GapThis is the **Orderflow Gap (OG)** analyzer. It goes beyond standard price gap detection by integrating **Market Structure (Dow/SMC)** and **Intra-Bar Orderflow** to classify the quality and intent behind price discontinuities. Key Features: 1. **Advanced Gap Detection & Lifecycle:** - **Flexible Definition:** Users can define gaps based on market psychology: - **Body (Open-Close):** Focuses on the "True Gap" between sessions or candles, ignoring wicks. - **Full
Indicator
by AustrianTradingMachine
Volume Weighted Intra Bar LR KurtosisThis indicator analyzes market character by decomposing total Excess Kurtosis ("Fat Tails") of a SINGLE BAR into four distinct, interpretable components based on a Linear Regression model. Key Features: 1. **Intra-Bar LR Kurtosis Decomposition:** For each bar on the chart, the indicator analyzes the underlying price action on a smaller timeframe ('Intra-Bar Timeframe'). It fits a Linear Regression line through the intra-bar data to decompose the 4th Moment: - **Trend Kurtosis
Indicator
by AustrianTradingMachine
Volume Weighted Intra Bar KurtosisThis indicator analyzes market sentiment by providing a detailed view of Excess Kurtosis ("Fat Tails"). It uses data from a lower, intra-bar timeframe to separate the total kurtosis of a single bar into distinct, interpretable components. Key Features: 1. **Intra-Bar Kurtosis Decomposition:** For each bar on the chart, the indicator analyzes the underlying price action on a smaller timeframe ('Intra-Bar Timeframe'). Unlike Variance, the Fourth Central Moment (Kurtosis) decomposes
Indicator
by AustrianTradingMachine
Volume Weighted Intra Bar LR SkewnessThis indicator analyzes market character by decomposing total skewness (asymmetry) of a SINGLE BAR into four distinct, interpretable components based on a Linear Regression model. Key Features: 1. **Intra-Bar LR Skewness Decomposition:** For each bar on the chart, the indicator analyzes the underlying price action on a smaller timeframe ('Intra-Bar Timeframe'). It fits a Linear Regression line through the intra-bar data to decompose the 3rd Moment: - **Trend Skewness (Green/Re
Indicator
by AustrianTradingMachine
Volume Weighted Intra Bar SkewnessThis indicator analyzes market sentiment by providing a detailed view of skewness (asymmetry). It uses data from a lower, intra-bar timeframe to separate the total skewness of a single bar into distinct, interpretable components. Key Features: 1. **Intra-Bar Skewness Decomposition:** For each bar on the chart, the indicator analyzes the underlying price action on a smaller timeframe ('Intra-Bar Timeframe'). Unlike Variance, the Third Central Moment (Skewness) decomposes into three
Indicator
by AustrianTradingMachine
Volume Weighted Intra Bar LR CorrelationThis indicator analyzes market character by providing a detailed view of correlation. It applies a Linear Regression model to intra-bar price action, dissecting the total correlation of each bar into three distinct components. Key Features: 1. **Three-Component Correlation Decomposition:** The indicator separates correlation based on the 'Estimate Bar Statistics' option. - **Standard Mode (`Estimate Bar Statistics` = OFF):** Calculates correlation based on the selected `Source`
Indicator
by AustrianTradingMachine
Volume Weighted Intra Bar CorrelationThis indicator analyzes market character by providing a detailed view of correlation. It uses data from a lower, intra-bar timeframe to separate the total correlation of a single bar into two distinct components. Key Features: 1. **Intra-Bar Correlation Decomposition:** For each bar on the chart, the indicator analyzes the underlying price action on a smaller timeframe ('Intra-Bar Timeframe') and quantifies two types of correlation: - **Between-Bar Correlation (Directional):** Cal
Indicator
by AustrianTradingMachine
High Volume Footprint BreakoutThe High Volume Footprint Breakout indicator brings institutional-grade Order Flow analysis to your standard TradingView charts. By looking inside the candles using intrabar data, this tool identifies specific price levels where massive, aggressive buying or selling volume has occurred. Unlike standard Volume Profiles which show volume over a long period, this indicator isolates specific moments of high-intensity participation. It draws extended support and resistance lines from these "High
Indicator
by abgthecoder
3
Market Structure Volume Time Velocity ProfileThis is the Market Structure Volume Time Velocity Profile (MSVTVP). It combines event-based profiling with advanced metrics like Time and Velocity (Flow Rate). Instead of fixed time periods, profiles are anchored to critical market events (Swings, Structure Breaks, Delta Breaks), giving you a precise view of value development during specific market phases. ## The 3 Dimensions of the Market Unlike standard tools that only show Volume, MSVTVP allows you to swi
Indicator
by AustrianTradingMachine
Periodic Volume Time Velocity ProfileThis is the Periodic Volume Time Velocity Profile (PVTVP). It is an advanced professional profiling tool that goes beyond standard volume analysis by introducing Time and Velocity (Flow Rate) as profile dimensions. By analyzing high-resolution intra-bar data, it builds precise profiles for any custom period (Session, Day, Week, etc.), helping you understand not just *where* the market traded, but *how* it traded there. ## The 3 Dimens
Indicator
by AustrianTradingMachine
Intra Bar Volume ProfileThis indicator provides a high-resolution volume profile analysis for every single bar on the chart. It builds this profile by sampling data from a lower intra-bar timeframe, allowing for a granular view of price distribution and buying/selling pressure within the bar. Key Features: Intra-Bar Profile Engine: For each bar on the main chart, the indicator builds a complete volume profile on a lower 'Intra-Bar Timeframe'. It uses: Statistical Models ('Allot model'): Distributes volume across pri
Indicator
by AustrianTradingMachine
6
Market Structure Volume ProfileThis indicator visualizes volume profiles that are dynamically anchored to market structure events, rather than fixed time intervals. It builds these profiles using high-resolution intra-bar data to provide a precise view of where value is established during critical market phases. Key Features: Event-Based Profile Anchoring: The indicator starts a new profile based on one of three user-selected events ('Profile Anchor'): Swing: A new profile begins when the 'impulse baseline' (derived from i
Indicator
by AustrianTradingMachine
4
Periodic Volume ProfileThis indicator visualizes volume profiles that are dynamically anchored to market structure events, rather than fixed time intervals. It builds these profiles using high-resolution intra-bar data to provide a precise view of where value is established during critical market phases. Key Features: Event-Based Profile Anchoring: The indicator starts a new profile based on one of three user-selected events ('Profile Anchor'): Swing: A new profile begins when the 'impulse baseline' (derived from d
Indicator
by AustrianTradingMachine
Pivot Orderflow DeltaThis indicator analyzes order flow by calculating a continuous Cumulative Volume Profile Delta (CVPD). It plots this delta as a series of "delta candles" and identifies divergences and structural pivot levels. Key Features: Statistical Delta Engine: For each bar, the indicator builds a high-resolution volume profile on a lower 'Intra-Bar Timeframe'. It uses statistical models ('PDF' allocation) and advanced classifiers ('Dynamic' split) to determine the buy/sell pressure, which is then accumul
Indicator
by AustrianTradingMachine
Cumulative Volume Profile DeltaThis indicator calculates the Cumulative Volume Profile Delta (CVPD). It constructs a high-resolution volume profile for each bar using intra-bar data, then derives and accumulates the delta from that profile to show net buying/selling pressure. Key Features: Statistical Volume Profile Engine: For each bar, the indicator builds a high-resolution volume profile on a lower 'Intra-Bar Timeframe'. Instead of simple tick counting, it uses statistical models ('PDF' allocation) to distribute volume a
Indicator
by AustrianTradingMachine
Cumulative Volume DeltaThis Cumulative Volume Delta (CVD) indicator analyzes intra-bar volume dynamics. It introduces a periodic reset mechanism, anchoring the accumulation to a user-defined timeframe (e.g., daily, weekly) for cyclical analysis. Key Features: Dual CVD Calculation: The indicator computes two CVD values simultaneously: Periodic CVD: Resets on the user-defined 'Anchor Timeframe'. This is plotted as "Delta Candles". Continuous CVD: Accumulates volume continuously (non-resetting) and is used as the sou
Indicator
by AustrianTradingMachine
Volume Profile DeltaThis indicator calculates the Volume Profile Delta (VPD). It constructs a high-resolution volume profile for each bar using intra-bar data, offering a detailed understanding of buying and selling pressure at discrete price levels. Key Features: Statistical Volume Profile Engine: For each bar, the indicator builds a high-resolution volume profile on a lower 'Intra-Bar Timeframe'. Instead of simple tick counting, it uses statistical models ('PDF' allocation) to distribute volume across price lev
Indicator
by AustrianTradingMachine
Volume DeltaThis indicator provides a detailed view of Volume Delta (VD) by analyzing order flow on a lower, intra-bar timeframe. For each bar on the chart, it calculates the net difference between buying and selling volume based on the direction of the intra-bar candles. Key Features: Intra-Bar Delta Calculation: The indicator analyzes price action on a user-defined lower timeframe ('Intra-Bar Timeframe') to construct a detailed picture of the underlying order flow for each bar on the main chart. "Delta
Indicator
by AustrianTradingMachine