Smart Money Concepts Liquidity Sweep, Order Block & FVGOVERVIEW
Every Smart Money indicator draws order blocks and tells you they work. This one scores them 0–100 and then forward-tests whether the score is actually true — on your instrument, on your timeframe.
It maps liquidity, detects stop-hunts, builds entry zones from the displacement that follows, confirms them with real order flow, and grades every zone that price returns to. Instead of "here is an order block, trust me", the panel tells you something like:
Tier-A zones returned +0.23R vs +0.08R for a matched control, n=61, t=2.1 — PROVEN
...or, just as usefully, NOT PROVEN. It is built to be able to tell you it doesn't work.
This is a research and framing tool. It is NOT a strategy, NOT a signal service, and NOT a validated edge.
WHY THESE PARTS ARE ONE TOOL (mashup rationale)
The Smart Money / ICT model is a SEQUENCE. Each step is meaningless on its own, and that is why they are combined here rather than sold as separate scripts:
1. LIQUIDITY POOLS — Stops cluster above equal highs (buy-side) and below equal lows (sell-side). Swing points within an ATR tolerance are clustered into a single pool; the more swings, the more stops resting there. A pool is not a signal. It is a magnet and a target.
2. THE SWEEP — Price wicks THROUGH the pool and closes back INSIDE it. That is a stop-hunt, and it is the only part of the sequence that reveals intent. A sweep alone is still not a trade.
3. DISPLACEMENT — An impulsive, ATR-normalised move away from the swept level. This is what separates a SWEEP (reversal) from a RUN (continuation).
4. THE ZONE — Displacement leaves footprints: a FAIR VALUE GAP (a three-bar imbalance) and an ORDER BLOCK (the last opposing candle before the impulse). Where an FVG sits INSIDE an order block, two independent structures agree — flagged as a confluence zone.
5. LOCATION — The zone is then judged on WHERE it sits. Against the VOLUME PROFILE (value area, point of control, and untested "naked" POCs), and against the DEALING-RANGE EQUILIBRIUM. A bullish zone in DISCOUNT is a zone you are being paid to buy; the same zone in premium is not.
6. ORDER FLOW — The question structure cannot answer: did anyone actually show up? Intrabar delta signs each lower-timeframe bar's volume by its own direction. A bullish zone born on NEGATIVE delta is a vacuum, not a footprint — and scores nothing for it.
7. THE ENTRY — Price is never chased. The engine arms only when price RETRACES into a fresh zone, then frames entry / stop / target — the target being THE NEXT OPPOSING POOL OF STOPS, because that is where the next batch of liquidity is resting.
8. THE CALIBRATION — Without it, everything above is folklore.
Remove any one of these and the tool marks noise, chases price, targets nothing, ignores where value actually is, or reports a confidence it has not earned.
THE SCORE (0–100, eight measurable components, no discretion)
Displacement strength ...... impulse body ÷ ATR — the energy behind the zone
Participation (RVOL) ....... volume at formation vs its own recent average
Born from a sweep .......... did a stop-hunt precede it? (the core ICT claim)
Imbalance size ............. FVG height ÷ ATR
HTF alignment .............. does the higher timeframe agree?
Premium / discount ......... bullish zone in DISCOUNT? bearish zone in PREMIUM?
Volume-profile location .... at value, at the POC, or at an untested POC?
Order flow (delta) ......... was the displacement backed by real aggressive flow?
Tiers: A (70+) · B (40–69) · C (below 40). Every weight is an input — if you think the sweep matters more than I do, turn it up, and let the calibration tell you whether you were right.
THE CALIBRATION — AND WHY IT IS HONEST
Every zone trade is paired with a MATCHED CONTROL: the same bar, the same direction, and the SAME R:R — but entered at market with an ATR stop instead of at the zone. This isolates exactly one variable: does entering AT THE ZONE beat entering anywhere else on identical geometry? Under a random walk, this control has zero expectancy, so anything the zones earn is real.
Each tier is tested against its OWN control, because an A-zone may carry a very different R:R from a C-zone, and a trade's hit rate depends on its R:R.
Results are reported as EXPECTANCY IN R, not hit rate. When R:R varies from trade to trade, a hit rate on its own is meaningless: a 6R winner at 20% is +0.4R (excellent), while a 1R winner at 55% is +0.1R (barely worth the commission).
A Welch t-test decides whether the difference is real or luck. The panel does not say "proven" unless t > 1.96.
The panel also answers the one question that matters most: DOES TIER A BEAT TIER C? If the scoring model has any value, A-grade zones must outperform C-grade zones. If they don't, the score is noise — and it will say so.
Conventions are deliberately chosen so the tool cannot flatter itself:
· Both barriers touched on the same bar → the STOP is assumed first.
· Expired trades are marked to market, not counted as wins or losses.
· Everything is logged and resolved on confirmed bars only.
HOW TO USE IT
1. Read the bias, the liquidity map, and the premium/discount shading. Pools above are buy-side, pools below are sell-side, and price usually travels from one to the other.
2. Wait for a SWEEP, then for a zone to be created by the displacement that follows.
3. Do NOT chase. The engine arms an entry only when price RETRACES into a fresh zone.
4. Watch for ABSORPTION at the zone — heavy volume, a small range, price holding. Someone is soaking up the aggression. That is a defended zone, and it is the best live confirmation available.
5. READ THE CALIBRATION BEFORE YOU WEIGHT ANY OF IT. If Tier A is not proven on your instrument and timeframe, a zone is a LOCATION, not a PROBABILITY — treat it as context only.
6. Entry / stop / target and the resulting R:R are drawn on the chart. They are arithmetic, not advice.
Do not tune the weights until the numbers turn green. That is curve-fitting, and the calibration exists to catch it — not to be defeated by it.
ORIGINALITY
The underlying SMC concepts are public and credited below. What is assembled here is the specific synthesis: an eight-component measurable score, the fusion of SMC structure with auction-theory location (volume profile and premium/discount), true intrabar order-flow confirmation, a per-tier matched control, expectancy-in-R reporting, and a significance test that can — and frequently does — return "not proven".
Clean-room implementation. No third-party Pine code is reused.
UNIVERSAL / DATA REQUIREMENTS
Works on any symbol and any timeframe — the engine is ATR-normalised throughout, so it adapts to the instrument rather than assuming point values.
Volume improves the score but is NOT required. On a symbol without real volume, the RVOL, volume-profile and order-flow components neutralise and the panel says so, rather than blanking or pretending.
Intrabar delta requires a timeframe strictly below the chart's. The script AUTO-MAPS this (1m→5s, 3m→15s, 5m→30s, 15m→1m, and so on) because if the intrabar timeframe equals the chart timeframe there is only ONE intrabar — the bar itself — and delta degenerates to ±100% on every bar. Where true intrabar data is unavailable, the script falls back to a close-location proxy AND LABELS IT AS A PROXY in the panel.
NON-REPAINTING
Pools, sweeps, displacement, zones, the volume profile, absorption and entries are ALL computed on confirmed bars only.
Swing points use ta.pivot* and are therefore known only AFTER their confirmation bars. This is why a liquidity pool appears a few bars after its swing. That delay is the honest cost of not repainting, and it is paid deliberately — a level that moves after the fact is worse than no level at all.
The higher-timeframe read uses lookahead_off with a live-bar offset. The calibration harness logs AND resolves on confirmed bars, so its statistics cannot inflate intrabar. Nothing here is drawn and then moved.
HONEST LIMITATIONS — PLEASE READ
Smart Money Concepts is a popular framework, not a proven one. That is precisely why this script measures it instead of asserting it.
The calibration figures are IN-SAMPLE, close-to-close, with NO costs or slippage, and they use overlapping windows. A proven in-sample edge is NOT a guarantee of out-of-sample results.
The rolling volume profile is an APPROXIMATION — each bar's volume is spread uniformly across the bins its range covers. It is not tick data.
Small samples are unreliable. A tier with a low "n" is provisional even if it looks good.
If the edge is near zero, negative, or unstable across timeframes, the honest conclusion is that this model carries no edge on that instrument. The tool is designed to be able to tell you that, and you should believe it when it does.
Nothing here predicts price.
CONCEPT CREDITS
Smart Money / ICT concepts — liquidity pools, stop-hunts, displacement, fair value gaps, order blocks, premium/discount and optimal trade entry — are public trading concepts popularised by Michael J. Huddleston (Inner Circle Trader) and the wider SMC community.
Market Profile, the point of control and the value area — J. Peter Steidlmayer and the CBOT.
Market structure theory — Charles Dow.
Average True Range — J. Welles Wilder.
Wilson score interval — Edwin B. Wilson.
Triple-barrier forward labelling — Marcos López de Prado.
Welch's t-test — B. L. Welch.
The zone-scoring model, the order-flow fusion, the per-tier matched control and the tier calibration are the author's own. Not affiliated with, nor endorsed by, any of the above.
DISCLAIMER
This is a research and educational tool only. It is NOT financial advice, NOT a recommendation, and offers NO guarantee of profitability or accuracy. Indicators describe past behaviour; they do not predict the future. Entry, stop and target output is arithmetic, not advice. Trading carries a risk of loss. Test out-of-sample and make your own decisions. The author accepts no liability for any use of this script. Indicator
Liquidity Divergence OscillatorOverview
Liquidity Divergence Oscillator is a distribution / absorption detector. It estimates liquidity health from Kyle's lambda — the price impact per unit of signed volume — and reads it for divergence against price. When price grinds to a higher high while liquidity health makes a lower high, large participants are often unloading size into strength (a distribution footprint); the mirror — price lower low, health higher low — is absorption. A forward-calibration harness scores whether those price/liquidity divergences have actually followed through on your instrument. It is a flow-structure read, not a signal to trade alone.
Why it is different — not another CVD/volume oscillator
CVD, the A/D line and MFI all measure the direction and amount of flow — who is buying or selling. Kyle's lambda measures something orthogonal: how much price moves per unit of that flow — the depth and fragility of the book. Price pushing to new highs while lambda quietly rises (liquidity thinning) is the classic footprint of size being distributed into strength, and no direction-only flow tool sees it. That impact axis is what makes a liquidity divergence its own, independent read — and it's why this belongs alongside your CVD tools rather than duplicating them. It's also distinct from a liquidity map: this is a standalone divergence oscillator, built to surface the turn, not to chart the shelves.
How the parts work as one tool
Signed volume — sv = volume × sign(price change), a tick-rule aggressor proxy.
Kyle's lambda — Cov(ΔP, sv) / Var(sv) over a rolling window: the regression slope of price change on signed flow, the standard lambda estimator. High = thin/stressed book, low = deep/liquid.
Liquidity health — −z(lambda), smoothed and tanh-squashed to a soft ±100 pane so "liquid vs stressed" reads on a fixed, self-scaling axis (0 = balance, ±50 ≈ a 1.6σ stretch).
Divergence — regular and hidden, from confirmed price pivots against health at those pivots.
Calibration harness — each regular divergence is queued and resolved a fixed horizon later against the unconditional base rate, reporting Hit / Edge / sample and a Wilson-gated star. A divergence class that never beats the base rate here is adding no information — and the dashboard shows that instead of assuming it.
How to use it
Read the oscillator's side and slope — above 0 is liquidity firming, below 0 is liquidity stressed. Treat a divergence mark as context (a distribution or absorption warning), never a standalone entry. Before you weight it, check the dashboard: if the Bull/Bear Edge isn't clearly positive with an adequate sample and a star, that class isn't carrying an edge on this instrument. Signals are marked in the pane and, optionally, on the price chart. Combine with your own levels, trend and risk rules — it describes behaviour; it decides nothing.
Universal & non-repainting
High/Low/Price are inputs, so the divergence engine runs on any series; the lambda estimate needs real volume, so use the futures (a cash index reads "no volume"). Pivots confirm a fixed number of bars after the fact and don't move once printed, and the calibration harness logs and resolves only on confirmed bars, so its statistics never repaint intrabar. The live oscillator updates each bar like any oscillator. Edge figures are in-sample, forward-measured at a fixed horizon, with no costs — a study aid, not a backtest.
Originality
Kyle's lambda and price/oscillator divergence are public; the Wilson interval is Edwin B. Wilson's. What's original is the specific construction: the detrend → z-score → tanh-squash liquidity-health oscillator built off the lambda estimate, the combined regular+hidden divergence engine keyed to it, and the forward-calibration harness that scores each divergence class against its base rate. Clean-room implementation; no third-party Pine code reused.
Concept credits
Price impact / lambda — Albert S. Kyle (1985)
Tick-rule aggressor signing — after the classic trade-sign literature (Lee & Ready)
Wilson score confidence interval — Edwin B. Wilson
Price/oscillator divergence — standard public technical-analysis technique
Disclaimer
Educational / informational only. Not financial advice, not a signal, not a recommendation. The lambda estimate uses tick-rule signed volume — a proxy, not the true tape — so liquidity health is an inference, not an order-book reading. Edge figures are in-sample, forward-measured with no costs. Past behaviour does not assure future behaviour. Markets carry risk. Do your own research and paper-trade before risking capital; you alone are responsible for your decisions.
Indicator
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 alone.
What this is — and is NOT (read this before using)
This measures activity-burst size, not per-trade size. Pine cannot see individual trades — it sees a bar's volume and, via lower-timeframe requests, the volume of each sub-interval within the bar. "Large" here means a sub-interval that printed a lot of volume relative to normal — not a large single trade, and not "institutional." Institutions deliberately slice big orders into many small child-orders, so burst size is a proxy, not proof of who is behind the flow. The classification is honest about this, and the built-in harness is there precisely to test whether the divergence carries any information rather than to assert that it does.
Why these components are ONE tool (mashup justification)
Each stage exists because the previous one is ambiguous on its own:
Intrabar bucketing. Each lower-timeframe sub-bar is classed small/medium/large by its volume against an adaptive average, so "large" means large for this symbol and session, not a fixed lot count. A fixed threshold would misclassify on every instrument and every volatility regime.
Per-tier directional imbalance. Each tier gets its own signed delta (up sub-bar → +volume, down → −volume), expressed as net ÷ gross in — what fraction of that tier was net buying versus selling. Normalising this way lets the tiers' directions be compared apples-to-apples even though the large tier moves far less total volume than the small one.
The divergence. The large-minus-small spread is the object. Three separate delta lines would just be clutter to eyeball; the disagreement between the concentrated and the trickle flow is the actual read, so the tool computes it directly.
The calibration harness. "Concentrated bursts are informed" is a hypothesis, not a law — so when the spread is strong, the harness checks forward whether price actually followed the large tier more than the unconditional base rate, and reports Hit / Base / Edge on confirmed bars. That's what turns the divergence from a story into something you can verify on your instrument.
How it works
For each chart bar the finest available sub-bars are requested. Each is signed by close-versus-open (a tick-rule aggressor proxy) and bucketed by volume against the adaptive average. Per-tier signed volume becomes a net÷gross imbalance in , the large-minus-small spread is smoothed into the oscillator, and a strong gated spread is the divergence signal.
How to use it
Read the histogram (the large-minus-small spread): green means large bursts are accumulating while small flow lags or sells; red means large bursts are distributing. The bold line is the large-tier imbalance, the faint line the small tier. A gated turn in the spread suggests concentrated flow is leading, and is marked in the pane and — optionally — on the price chart. Always check the Coverage row (how much real sub-bar resolution the current bar received) and the Edge row (whether the divergence has actually led on this instrument). It is never a standalone trigger.
Plan-adaptive & data note
Sub-bar precision auto-selects the finest your plan serves (seconds on Premium+, else 1-minute). Lower-timeframe data exists only for recent bars, so older bars fall back to whole-bar flow and the coverage read shows it. The tool needs an instrument with real volume — a cash index reports none, so use the futures. The adaptive average and the calibration harness advance only on confirmed bars, so they never drift or inflate intrabar. Edge is in-sample, no costs — a study aid, not a backtest.
Originality
The parts are public: cumulative volume delta, the close-vs-open (tick-rule) aggressor proxy, and the general idea of size-partitioned / flow-toxicity order flow. What's assembled here is the specific construction — the adaptive intrabar size-tiering, the net÷gross per-tier imbalance that makes tiers of very different volume directly comparable, the large-minus-small divergence as the headline object, and the forward-calibration harness that scores it against the base rate. This is a clean-room implementation; no third-party Pine code is reused.
Concept credits
Cumulative Volume Delta — standard order-flow technique.
Close-vs-open (tick-rule) aggressor classification — after the classic trade-sign literature (Lee & Ready).
Size-partitioned / flow-toxicity order flow (VPIN) — Easley, López de Prado & O'Hara.
Disclaimer
Research and educational tool only. Not financial advice, no recommendation, no guarantee of results. Burst size is not trade size and does not identify institutions versus retail; the up/down sign is a close-vs-open proxy for the aggressor, not the true tape. Indicators describe past behaviour; they do not predict the future. Trading carries risk of loss. Test out-of-sample and make your own decisions. The author accepts no liability. Indicator
Xcelerate - Order Flow PRO - Delta and ImbalanceORDER FLOW PRO - Volume Delta & Institutional Levels
This indicator brings institutional Order Flow analysis to TradingView,
inspired by professional trading methodologies used by banks, hedge funds,
and institutional traders.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📊 WHAT IS ORDER FLOW?
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Order Flow analysis reveals the real buying and selling pressure behind
price movements. Instead of reacting to price with lagging indicators
(RSI, MACD), you see WHO is in control of the market RIGHT NOW — before
the move happens.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🔥 KEY FEATURES
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📈 VOLUME DELTA HISTOGRAM
- Green bars = Aggressive buying pressure (bullish)
- Red bars = Aggressive selling pressure (bearish)
- Shows who is in control on every single bar
- Smoothed with a configurable Moving Average
📉 CUMULATIVE DELTA
- Running total of buying vs selling pressure
- Rising line = Bulls in control overall
- Falling line = Bears in control overall
- Divergence from price = powerful reversal warning
⚡ STACKED IMBALANCES DETECTION
- Automatically detects 3+ consecutive imbalance bars
- Green signal (▲) = Stacked Buy Imbalance → potential Support
- Red signal (▼) = Stacked Sell Imbalance → potential Resistance
- One of the highest-probability setups in Order Flow trading
⚠️ PRICE-DELTA DIVERGENCE
- Bearish: Price making higher high, Delta making lower high
- Bullish: Price making lower low, Delta making higher low
- Historically one of the most reliable reversal signals
- Automatically marked with warning symbols on chart
📊 LIVE DASHBOARD
- Real-time overview of all key metrics
- Current Delta value
- Cumulative Delta value
- Volume status (Normal / 🔥 HIGH)
- Market Pressure (Buying / Selling / Neutral)
- Imbalance status
- Overall SIGNAL (Bullish / Bearish / Neutral)
🔔 6 BUILT-IN ALERTS
- Stacked Buy Imbalance detected
- Stacked Sell Imbalance detected
- Bearish Divergence detected
- Bullish Divergence detected
- Extreme Buying Pressure
- Extreme Selling Pressure
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🎯 HOW TO USE
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
1. VOLUME DELTA — Monitor the histogram:
• Consistent green bars = bullish bias
• Consistent red bars = bearish bias
• Watch for sudden spikes = institutional activity
2. CUMULATIVE DELTA — Watch the line:
• Trending up while price trends up = strong trend
• Diverging from price = potential reversal
3. STACKED IMBALANCES — Best trade setups:
• Mark the zone when signal appears
• Wait for price to pull back to that zone
• Enter in the direction of the original imbalance
• Place SL just beyond the zone
4. DIVERGENCE — Reversal signals:
• Look for divergence warnings near S/R levels
• Strongest when combined with high volume
• Confirm with a price action candle
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
⚙️ RECOMMENDED SETTINGS
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
- Timeframes: 5m, 15m, 30m (best for day trading)
- Delta MA Period: 20 (default) — increase for smoother signal
- Imbalance Threshold: 0.7 (default) — lower = more signals
- Combine with: Volume Profile, Support/Resistance, Price Action
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📌 BEST INSTRUMENTS
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
✅ Forex pairs (EUR/USD, GBP/USD, etc.)
✅ Crypto (BTC/USD, ETH/USD, SOL/USD)
✅ Indices (SPX, NAS100, DAX)
✅ Commodities (Gold, Oil)
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
⚠️ IMPORTANT NOTES
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
- TradingView does not provide true Bid/Ask data for most instruments
- Volume Delta is estimated based on bar structure (close vs open)
- For true institutional Order Flow, use NinjaTrader 8 with Futures data
- This indicator works best as a CONFLUENCE tool — always combine
with proper price action analysis and risk management
- Past signals do not guarantee future results
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
💡 PRO TIPS
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
→ Trade Stacked Imbalances at key S/R levels for highest probability
→ Use Cumulative Delta to confirm trend direction before entering
→ Pay attention to HIGH volume bars — institutions are active
→ Always wait for the FIRST touch of a level (don't re-trade same zone)
→ Use a minimum 2:1 Risk:Reward on every trade
→ Set alerts so you never miss a signal
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📚 METHODOLOGY
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
This indicator is based on institutional Order Flow trading principles,
including concepts from professional futures and forex trading:
- Volume Delta analysis (Aggressive Buyers vs Sellers)
- Imbalance detection (one-sided market domination)
- Cumulative Delta divergence (weakening momentum)
- High Volume Node identification (institutional activity zones)
These concepts are used by professional traders on platforms like
NinjaTrader and Sierra Chart with real Bid/Ask Futures data. This
indicator adapts those principles for TradingView using estimated
volume data.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
⚠️ RISK DISCLAIMER
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
This indicator is for educational purposes only. Trading financial
markets involves substantial risk of loss. Never risk more than you
can afford to lose. Always use proper risk management. Past performance
is not indicative of future results.
If you find this indicator useful, please leave a comment or a ⭐ —
it helps others discover it and motivates further development!
Good luck and trade safe! 🚀
Feb 17
Release Notes
🚀 ORDER FLOW PRO - Volume Delta & Institutional Levels
This indicator brings institutional Order Flow analysis to TradingView,
inspired by professional trading methodologies used by banks, hedge funds,
and institutional traders.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📊 WHAT IS ORDER FLOW?
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Order Flow analysis reveals the real buying and selling pressure behind
price movements. Instead of reacting to price with lagging indicators
(RSI, MACD), you see WHO is in control of the market RIGHT NOW — before
the move happens.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🔥 KEY FEATURES
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📈 VOLUME DELTA HISTOGRAM
- Green bars = Aggressive buying pressure (bullish)
- Red bars = Aggressive selling pressure (bearish)
- Shows who is in control on every single bar
- Smoothed with a configurable Moving Average
📉 CUMULATIVE DELTA
- Running total of buying vs selling pressure
- Rising line = Bulls in control overall
- Falling line = Bears in control overall
- Divergence from price = powerful reversal warning
⚡ STACKED IMBALANCES DETECTION
- Automatically detects 3+ consecutive imbalance bars
- Green signal (▲) = Stacked Buy Imbalance → potential Support
- Red signal (▼) = Stacked Sell Imbalance → potential Resistance
- One of the highest-probability setups in Order Flow trading
⚠️ PRICE-DELTA DIVERGENCE
- Bearish: Price making higher high, Delta making lower high
- Bullish: Price making lower low, Delta making higher low
- Historically one of the most reliable reversal signals
- Automatically marked with warning symbols on chart
📊 LIVE DASHBOARD
- Real-time overview of all key metrics
- Current Delta value
- Cumulative Delta value
- Volume status (Normal / 🔥 HIGH)
- Market Pressure (Buying / Selling / Neutral)
- Imbalance status
- Overall SIGNAL (Bullish / Bearish / Neutral)
🔔 6 BUILT-IN ALERTS
- Stacked Buy Imbalance detected
- Stacked Sell Imbalance detected
- Bearish Divergence detected
- Bullish Divergence detected
- Extreme Buying Pressure
- Extreme Selling Pressure
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🎯 HOW TO USE
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
1. VOLUME DELTA — Monitor the histogram:
• Consistent green bars = bullish bias
• Consistent red bars = bearish bias
• Watch for sudden spikes = institutional activity
2. CUMULATIVE DELTA — Watch the line:
• Trending up while price trends up = strong trend
• Diverging from price = potential reversal
3. STACKED IMBALANCES — Best trade setups:
• Mark the zone when signal appears
• Wait for price to pull back to that zone
• Enter in the direction of the original imbalance
• Place SL just beyond the zone
4. DIVERGENCE — Reversal signals:
• Look for divergence warnings near S/R levels
• Strongest when combined with high volume
• Confirm with a price action candle
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
⚙️ RECOMMENDED SETTINGS
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
- Timeframes: 5m, 15m, 30m (best for day trading)
- Delta MA Period: 20 (default) — increase for smoother signal
- Imbalance Threshold: 0.7 (default) — lower = more signals
- Combine with: Volume Profile, Support/Resistance, Price Action
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📌 BEST INSTRUMENTS
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
✅ Forex pairs (EUR/USD, GBP/USD, etc.)
✅ Crypto (BTC/USD, ETH/USD, SOL/USD)
✅ Indices (SPX, NAS100, DAX)
✅ Commodities (Gold, Oil)
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
⚠️ IMPORTANT NOTES
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
- TradingView does not provide true Bid/Ask data for most instruments
- Volume Delta is estimated based on bar structure (close vs open)
- For true institutional Order Flow, use NinjaTrader 8 with Futures data
- This indicator works best as a CONFLUENCE tool — always combine
with proper price action analysis and risk management
- Past signals do not guarantee future results
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
💡 PRO TIPS
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
→ Trade Stacked Imbalances at key S/R levels for highest probability
→ Use Cumulative Delta to confirm trend direction before entering
→ Pay attention to HIGH volume bars — institutions are active
→ Always wait for the FIRST touch of a level (don't re-trade same zone)
→ Use a minimum 2:1 Risk:Reward on every trade
→ Set alerts so you never miss a signal
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📚 METHODOLOGY
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
This indicator is based on institutional Order Flow trading principles,
including concepts from professional futures and forex trading:
- Volume Delta analysis (Aggressive Buyers vs Sellers)
- Imbalance detection (one-sided market domination)
- Cumulative Delta divergence (weakening momentum)
- High Volume Node identification (institutional activity zones)
These concepts are used by professional traders on platforms like
NinjaTrader and Sierra Chart with real Bid/Ask Futures data. This
indicator adapts those principles for TradingView using estimated
volume data.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
⚠️ RISK DISCLAIMER
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
This indicator is for educational purposes only. Trading financial
markets involves substantial risk of loss. Never risk more than you
can afford to lose. Always use proper risk management. Past performance
is not indicative of future results.
If you find this indicator useful, please leave a comment or a ⭐ —
it helps others discover it and motivates further development!
Good luck and trade safe! 🚀
Feb 17
Release Notes
🚀 ORDER FLOW PRO - Volume Delta & Institutional Levels
This indicator brings institutional Order Flow analysis to TradingView,
inspired by professional trading methodologies used by banks, hedge funds,
and institutional traders.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📊 WHAT IS ORDER FLOW?
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Order Flow analysis reveals the real buying and selling pressure behind
price movements. Instead of reacting to price with lagging indicators
(RSI, MACD), you see WHO is in control of the market RIGHT NOW — before
the move happens.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🔥 KEY FEATURES
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📈 VOLUME DELTA HISTOGRAM
- Green bars = Aggressive buying pressure (bullish)
- Red bars = Aggressive selling pressure (bearish)
- Shows who is in control on every single bar
- Smoothed with a configurable Moving Average
📉 CUMULATIVE DELTA
- Running total of buying vs selling pressure
- Rising line = Bulls in control overall
- Falling line = Bears in control overall
- Divergence from price = powerful reversal warning
⚡ STACKED IMBALANCES DETECTION
- Automatically detects 3+ consecutive imbalance bars
- Green signal (▲) = Stacked Buy Imbalance → potential Support
- Red signal (▼) = Stacked Sell Imbalance → potential Resistance
- One of the highest-probability setups in Order Flow trading
⚠️ PRICE-DELTA DIVERGENCE
- Bearish: Price making higher high, Delta making lower high
- Bullish: Price making lower low, Delta making higher low
- Historically one of the most reliable reversal signals
- Automatically marked with warning symbols on chart
📊 LIVE DASHBOARD
- Real-time overview of all key metrics
- Current Delta value
- Cumulative Delta value
- Volume status (Normal / 🔥 HIGH)
- Market Pressure (Buying / Selling / Neutral)
- Imbalance status
- Overall SIGNAL (Bullish / Bearish / Neutral)
🔔 6 BUILT-IN ALERTS
- Stacked Buy Imbalance detected
- Stacked Sell Imbalance detected
- Bearish Divergence detected
- Bullish Divergence detected
- Extreme Buying Pressure
- Extreme Selling Pressure
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🎯 HOW TO USE
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
1. VOLUME DELTA — Monitor the histogram:
• Consistent green bars = bullish bias
• Consistent red bars = bearish bias
• Watch for sudden spikes = institutional activity
2. CUMULATIVE DELTA — Watch the line:
• Trending up while price trends up = strong trend
• Diverging from price = potential reversal
3. STACKED IMBALANCES — Best trade setups:
• Mark the zone when signal appears
• Wait for price to pull back to that zone
• Enter in the direction of the original imbalance
• Place SL just beyond the zone
4. DIVERGENCE — Reversal signals:
• Look for divergence warnings near S/R levels
• Strongest when combined with high volume
• Confirm with a price action candle
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
⚙️ RECOMMENDED SETTINGS
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
- Timeframes: 5m, 15m, 30m (best for day trading)
- Delta MA Period: 20 (default) — increase for smoother signal
- Imbalance Threshold: 0.7 (default) — lower = more signals
- Combine with: Volume Profile, Support/Resistance, Price Action
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📌 BEST INSTRUMENTS
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
✅ Forex pairs (EUR/USD, GBP/USD, etc.)
✅ Crypto (BTC/USD, ETH/USD, SOL/USD)
✅ Indices (SPX, NAS100, DAX)
✅ Commodities (Gold, Oil)
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
⚠️ IMPORTANT NOTES
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
- TradingView does not provide true Bid/Ask data for most instruments
- Volume Delta is estimated based on bar structure (close vs open)
- For true institutional Order Flow, use NinjaTrader 8 with Futures data
- This indicator works best as a CONFLUENCE tool — always combine
with proper price action analysis and risk management
- Past signals do not guarantee future results
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
💡 PRO TIPS
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
→ Trade Stacked Imbalances at key S/R levels for highest probability
→ Use Cumulative Delta to confirm trend direction before entering
→ Pay attention to HIGH volume bars — institutions are active
→ Always wait for the FIRST touch of a level (don't re-trade same zone)
→ Use a minimum 2:1 Risk:Reward on every trade
→ Set alerts so you never miss a signal
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📚 METHODOLOGY
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
This indicator is based on institutional Order Flow trading principles,
including concepts from professional futures and forex trading:
- Volume Delta analysis (Aggressive Buyers vs Sellers)
- Imbalance detection (one-sided market domination)
- Cumulative Delta divergence (weakening momentum)
- High Volume Node identification (institutional activity zones)
These concepts are used by professional traders on platforms like
NinjaTrader and Sierra Chart with real Bid/Ask Futures data. This
indicator adapts those principles for TradingView using estimated
volume data.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
⚠️ RISK DISCLAIMER
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
This indicator is for educational purposes only. Trading financial
markets involves substantial risk of loss. Never risk more than you
can afford to lose. Always use proper risk management. Past performance
is not indicative of future results.
If you find this indicator useful, please leave a comment or a ⭐ —
it helps others discover it and motivates further development!
Good luck and trade safe! 🚀
Mar 9
Release Notes
ORDER FLOW PRO — Volume Delta & Imbalance Analysis | Xcelerate Trade
Overview
Order Flow Pro is a volume-pressure analysis framework designed to visualize directional activity within individual bars and across broader market swings.
It examines the relationship between price expansion and underlying volume-derived pressure, helping traders assess whether movement is supported by participation or developing under weakening internal conditions.
The objective is structural clarity, not prediction.
Methodology
TradingView does not provide true bid/ask transaction data for most instruments. Delta is therefore estimated using volume and bar-structure logic.
The script applies rule-based calculations to:
• Estimate per-bar directional delta
• Aggregate cumulative delta over time
• Detect sustained imbalance conditions using configurable thresholds
• Compare structural price swings with cumulative delta swings
• Classify pressure state using internally defined conditions
All outputs are derived directly from available market data.
Key Features
• Volume Delta Histogram
Displays estimated buying and selling pressure per bar to evaluate participation intensity.
• Cumulative Delta
Tracks whether pressure is expanding, stabilizing, or diverging relative to price movement.
• Stacked Imbalance Detection
Identifies clusters of consecutive directional pressure exceeding a defined threshold.
• Price–Delta Divergence
Highlights structural disagreement between price movement and cumulative pressure.
• Integrated Dashboard
Provides real-time visibility of delta state, cumulative bias, imbalance status, and pressure classification.
• Configurable Alerts
Available for imbalance clusters and divergence conditions.
Practical Application
Order Flow Pro functions as a contextual layer within a structured analytical process.
It may assist in:
• Evaluating whether breakouts are supported by expanding participation
• Assessing the internal strength of ongoing trends
• Identifying areas where directional pressure has concentrated
• Observing potential momentum compression when price extends without corresponding delta expansion
Outputs should be interpreted alongside market structure, volatility conditions, and independent risk management rules.
Recommended Settings
Common intraday configurations:
• Timeframes: 5m, 15m, 30m
• Delta MA Period: 20 (adjustable for smoothing preference)
• Imbalance Threshold: configurable based on instrument volatility
Settings may be adapted to instrument characteristics and trading style.
Applicable Markets
Designed for use on:
• Major Forex pairs
• Crypto pairs
• Equity indices
• Commodities
Behavior varies depending on liquidity profile and volume structure.
Limitations
• Delta values are estimated due to platform data constraints.
• Results may differ from platforms using exchange-level bid/ask feeds.
• Imbalance and divergence represent structural conditions, not forecasts or trade instructions.
• Market regime and timeframe materially influence interpretation.
Developed by Xcelerate Trade — professional-grade tools designed for disciplined market structure workflows. Indicator
Order Flow Criticality Hawkes Branching RatioOrder-Flow Criticality — Hawkes Branching Ratio
What it is
Most order-flow tools ask how strong flow is. This one asks how fragile it is — how close the tape is to a self-sustaining cascade, where each burst of aggressive flow tends to trigger the next. That property is the branching ratio (n) of a self-exciting (Hawkes) process: n ≈ 0 means bursts are independent and the tape is stable (exogenous); n → 1 means flow is nearly self-sustaining — endogenous, reflexive, fragile. The output is a state read that says size down as criticality rises. It never issues a buy or sell.
How it works (and why this method)
Event — a bar whose absolute signed volume-delta is unusually large for its time of day. Delta is built from finest-available lower-timeframe signed volume, with an automatic bar-shape fallback.
Branching ratio — fitting a Hawkes kernel by maximum likelihood is heavy and fragile, so this uses the model-independent moment estimator of Hardiman & Bouchaud (2014): for a self-exciting process the variance-to-mean ratio of the event count (the Fano factor) grows as 1/(1−n)², so n ≈ 1 − √(mean_count / var_count) over recent non-overlapping counting bins. Only a mean and a variance of counts are needed. A random (Poisson) tape gives n ≈ 0; a clustered tape gives n → 1.
De-seasonalization (the key honesty step) — this estimator is known to be biased upward by intraday seasonality: opens and closes have naturally higher flow, which can masquerade as criticality (a Poisson process with a changing rate can show a spurious n ≈ 1). So an event is judged against the typical flow for its hour, removing the daily rhythm so what remains is genuine self-excitation.
Output — a background tint that intensifies as n rises, ● event marks, a SIZE-DOWN tag on crossing the critical zone, and a dashboard stating STABLE / ELEVATED / CRITICAL with a suggested size factor (1 − n).
Everything advances only on confirmed bars; the lower-timeframe delta is read on closed bars. No hindsight.
The stability & multi-timeframe layer
States are dwell-filtered (standard anti-chattering): a new STABLE/ELEVATED/CRITICAL is announced only after surviving a set number of confirmed bars. STABILITY shows how settled the read is; PENDING shows a forming state with a countdown. Cost: a few bars of lag — stated and adjustable.
The criticality lane — a thin strip at the pane bottom — gives the glance-read: green = stable, amber = elevated, red = critical. Risk colors (safe/danger), never direction.
The HTF STACK row shows the raw criticality state on three higher timeframes derived as multiples of the chart (defaults 3×, 5×, 15×). Honesty notes: the HTF slots use the bar-shape delta proxy (lower-timeframe data cannot be nested inside a higher-timeframe request) and the global flow baseline instead of the hourly profile (an HTF bar spans multiple hours, so per-hour bucketing is ill-defined there). ✓ = every timeframe agrees; ⚠ = a higher timeframe is CRITICAL while the chart is not — fragility above your resolution.
Seeing the cascades
Every flow burst prints a dot below its own bar: blue = isolated (arrived independently), warm = chained (within a few bars of the previous burst — likely triggered by it). This is the branching ratio made visible: as the tape approaches critical you can watch chains lengthen at the price action itself.
The EVENTS row shows the recent % chained — the plain-language twin of n — and the branching-ratio row carries a fill gauge so the number reads like a fuel gauge.
How to use it
Add to any liquid symbol/timeframe; defaults suit index futures — change the volume source and lower-timeframe for other markets.
Read the dashboard headline: STABLE / ELEVATED / CRITICAL. As it rises toward CRITICAL, the branching ratio is telling you the tape is increasingly self-referential and prone to cascades.
Use it as a risk overlay on top of your directional tools: when criticality is high, cut size, widen stops, or stand aside — regardless of which way you lean. When it's low and stable, normal sizing is more justified.
Keep de-seasonalization on (default). Turning it off will make opens and closes look critical when they may just be busy.
What makes it original
Retail order-flow tools measure intensity and call it strength. This measures endogeneity — the degree to which flow is feeding on itself — using a published market-reflexivity statistic, computed by a moment estimator that is feasible on a chart, and de-seasonalized so it isn't fooled by the daily rhythm (the exact bias the literature warns about). Reframing order flow from "how strong" to "how fragile," as an explicit size-down gauge, is the contribution.
Concept credits
Self-exciting point processes — A. G. Hawkes (1971). Reflexivity / branching ratio as market endogeneity and flash-crash analysis — V. Filimonov & D. Sornette. Moment (mean/variance) branching-ratio estimator — S. Hardiman & J.-P. Bouchaud (2014). Hawkes models of order flow — E. Bacry, J.-F. Muzy and co-authors. Implementation and charting design are the author's own.
Important disclaimer
Research and education only. Not financial advice, not a signal service, not a guarantee of future results. The branching ratio is a descriptive statistic and a proxy — not a certainty and not a direction. High criticality does not predict which way price will move, only that flow is fragile. Validate independently and manage your own risk. Indicator
Levy Area Flow Sequencer Flow Price Lead LagLévy-Area Flow Sequencer — Flow/Price Lead-Lag
What it is
Correlation says flow and price move together; it cannot say which moves first. But the sequencing is the interesting part: when aggressive flow precedes price, moves are being built by participation before they print; when price precedes flow, price is running ahead and flow is chasing — squeeze / stop-run character. Traced together, the two series form a path in the plane, and the signed (Lévy) area that path encloses measures its rotation — a scale-free, lag-free read of lead–lag, including non-linear lead–lag that fixed-lag cross-correlation misses. This is the most experimental tool of this suite, and it is framed that way.
The mathematics (signature lead–lag metric)
The metric is the antisymmetric part of the second-level path signature of the pair (flow, price): the window sum of (X·dy − Y·dx), with both increment series normalized to unit scale so the area is dimensionless. Per the literature's interpretation, the metric is positive and grows when moves in the first series are followed by same-direction moves in the second. The first series here is cumulative order-flow delta (from lower-timeframe signed volume, with bar-shape fallback) and the second is price, so AREA > 0 → FLOW LEADS and AREA < 0 → PRICE LEADS.
The honesty steps
Significance gate — a raw signed area is noisy, so the reading is ranked against its own recent history, and a lead is declared only when rotation is unusually strong for this symbol/timeframe. Otherwise the state is BALANCED: no claim.
Sequencing ≠ causation — the literature is explicit that a signed area alone cannot establish causal direction. This tool reports a temporal-ordering tendency of past bars; treat it as tape character.
Known limitation, stated — persistent inverse co-movement between flow and price can contaminate the sign. On liquid futures they co-move and the read behaves; on instruments where they reliably anti-correlate, don't trust it.
The stability & multi-timeframe layer
States are dwell-filtered (standard anti-chattering): FLOW LEADS / PRICE LEADS / BALANCED is announced only after surviving a set number of confirmed bars, so the read doesn't flip-flop. STABILITY shows how settled it is; PENDING shows a forming state with a countdown. Cost: a few bars of lag — stated and adjustable.
The lead lane — a thin strip at the pane bottom — gives the glance-read: green = flow leads (moves better backed), amber = price leads (flow chasing, be sceptical), gray = balanced. Trust/caution colors, never direction.
The HTF STACK row shows the raw lead state on three higher timeframes derived as multiples of the chart (defaults 3×, 5×, 15×). Honesty note: lower-timeframe data cannot be requested inside a higher-timeframe request, so the HTF slots use the bar-shape delta proxy — a stated approximation. ✓ = all timeframes agree on the same significant lead; ⚠ = a higher timeframe shows the opposite lead.
How to use it
Add to a liquid intraday chart. Read the dashboard: FLOW LEADS → breakouts/drives carry more weight (participation came first); PRICE LEADS → be sceptical of extensions (flow is chasing); BALANCED → the tool makes no claim.
Tags print when the lead flips while significant; alerts fire on flips.
Use it as context alongside order-flow and structure tools — never as a standalone signal.
What makes it original
Path-signature methods are frontier quantitative machinery (rough-path theory) that has reached systematic trading but, to the author's knowledge, not chart platforms. Applying the signature lead-lag metric to the flow-vs-price pair — the pair an order-flow trader actually cares about — with an honest significance gate and stated limitations, is the contribution.
Concept credits
Signed area of stochastic paths — P. Lévy. Rough-path / signature theory — T. Lyons; Levin, Lyons & Ni (2016). Signature lead-lag metric and interpretation — I. Chevyrev & A. Kormilitzin (2016). Market applications — Bennett, Cucuringu & Reinert (2022); Cartea, Cucuringu & Jin (2023). Implementation and charting design are the author's own.
Important disclaimer
Research and education only. Not financial advice, not a signal service, not a guarantee of future results. The area measures a sequencing tendency in past data; it is not causal proof and not a prediction. Validate independently and manage your own risk. Indicator
Adaptive Market Suite [Jayadev Rana]Overview
Adaptive Market Suite is a four-module analysis toolkit that draws on the price chart. Each module is independent: turn any of them on or off, and each has its own settings group. It shows context, not buy or sell arrows. The four modules are an adaptive trend, volatility bands, market structure with order blocks and fair-value gaps, and an order-flow oscillator. You read the confluence and make your own decisions.
Module 1 - Adaptive Trend and Regime
A moving average whose smoothing adapts to Kaufman's efficiency ratio: the net distance price travelled divided by the total path it took to get there. In clean trends the ratio is high and the average speeds up to hug price; in chop it is low and the average slows and flattens. The line is coloured by its slope, and the info panel reports whether the market is trending or ranging from the same ratio.
Module 2 - Expected-Move Bands
Volatility bands around the adaptive basis. Instead of a fixed multiple of range, the band width scales with where the current Average True Range sits in its own recent history (its percentile), so the bands contract in quiet conditions and expand when volatility rises. A nearer pair and a wider pair mark two envelopes.
Module 3 - Liquidity and Structure
Market structure from confirmed swing pivots, labelled as Break of Structure and Change of Character. Because the pivots are symmetric (confirmed on both sides), they are fixed before they are drawn and do not repaint afterward. On a structure break the tool marks the order block behind the move (the last opposite-direction candle before the push) and it tracks fair-value gaps, which are three-bar imbalances. Each zone follows a mitigation lifecycle: it is extended while it is live and greyed once price trades through it, and only the most recent zones per type are kept so the chart stays readable.
Module 4 - Order-Flow Oscillator
A normalised buy and sell pressure read in the indicator pane. For each bar it combines where price closed within the bar's range with how large that bar's volume was relative to its recent average. Sustained closes near the highs on strong volume push the oscillator positive; the mirror pushes it negative. An absorption marker highlights bars with heavy volume but a small range, where effort is not producing movement.
Info panel
An optional compact table summarises the current trend direction, the regime read, the volatility percentile, and the current order-flow side. It is context only.
Inputs
Inputs are grouped per module: General (ATR length); Module 1 (efficiency length, fast and slow smoothing, regime threshold, colours); Module 2 (volatility lookback, base and extra width, colour); Module 3 (swing length, order-block lookback, max zones per type, toggles for structure, order blocks and fair-value gaps, colours); Module 4 (pressure smoothing, absorption threshold, colours); plus an info-panel toggle. Every module has a single enable switch.
Alerts
Bullish and bearish structure break, and the order-flow oscillator crossing above or below zero.
How to use it
Treat it as a confluence map rather than a signal. For example, price reaching an order block near the lower band, with the order-flow oscillator turning up while the adaptive trend is still rising, is a stronger context than any one of those alone. Turn off the modules you do not need: if you only trade structure, disable the other three groups for a clean map. It is intended for liquid instruments and works across timeframes; the demonstration chart is Gold on the 1-hour timeframe.
Limitations
The structure module confirms swings with bars on both sides, so its labels and order blocks appear a fixed number of bars after the pivot forms. That delay is the trade-off that keeps them from repainting. The bands, the oscillator and the info panel read the current bar and update as it forms, like any live calculation. This is an analysis tool, not a strategy: it places no orders, makes no performance claim, and there is no win rate because it does not promise trades.
Disclaimer
For education and research only. This is not financial advice, and past chart behaviour does not predict future results. Test any approach yourself and manage your own risk. Indicator
Fragility-Weighted Liquidity Map Kyle Amihud RollFragility-Weighted Liquidity Map — Kyle · Amihud · Roll
What it is
A move of the same size means opposite things depending on the book beneath it. Into a thin book, a move is mostly price impact — mechanical, fragile, prone to snap back. Into a deep book, the same move took real participation and is more likely informed. This tool estimates how impact-driven the tape is right now from three classic microstructure measures, fuses them into one fragility read, and tints recent liquidity levels by it. It scales conviction and risk — it never picks a direction.
The three measures (all from OHLCV, peer-reviewed)
Kyle's lambda (Kyle 1985) — price impact per unit of signed volume: |price change over a window| ÷ |Σ sign(Δclose)·volume|. High λ = each unit of flow moves price a lot = thin, impactable.
Amihud illiquidity (Amihud 2002) — the average of |return| ÷ dollar-volume. High = small volume moves price a lot. (Empirically ~0.8 correlated with Kyle, so the two are blended, not double-counted.)
Roll implied spread (Roll 1984) — the effective spread implied by the bid-ask bounce: c = 2·√(−Cov(Δp, Δp₋₁)) when that covariance is negative. When it is positive — common in trends — the Roll model does not apply, so the estimate is shown as not measurable here rather than forced to a number. That honesty is deliberate.
Fusion → fragility
Each measure is ranked against its own recent history (a percentile), so the read self-tunes to the symbol and timeframe. The fragility index is the weighted blend of whichever measures are currently available (Roll drops out in trends, and the blend adapts). High fragility = impact-driven, reversible tape; low = deep, informed. A plain-language read suggests trusting breakouts less and fades more when fragility is high — as context, not a signal.
The map
Bars that trade unusually large volume leave a horizontal liquidity level where size changed hands. Each level is tinted by the fragility state at the moment it formed: warm = it printed in a thin/impact-driven tape (a weaker level, more likely to be swept); cool = it printed in a deep/informed tape (sturdier). So the map shows not just where liquidity sits but how trustworthy each pocket is.
How to use it
Add to any liquid symbol/timeframe; defaults suit index futures — change the price/volume sources for other markets.
Glance at the fragility lane — the thin strip at the pane bottom: red = thin/fragile, green = deep/solid, gray = normal. Risk-semantic colors (danger/safe), never direction. That strip alone answers "how careful should I be" for a non-technical user.
States are dwell-filtered (standard anti-chattering): a new THIN/DEEP/NORMAL is announced only after surviving a set number of bars, so the read doesn't flip-flop. STABILITY shows how settled it is; PENDING shows a forming state with a countdown. The cost is a few bars of lag — stated and adjustable.
The HTF STACK row shows the raw fragility state on three higher timeframes derived as multiples of the chart (defaults 3×, 5×, 15× — a 5m chart reads 15m/25m/75m automatically). ✓ green = all timeframes agree on the same actionable state; ⚠ amber = a higher timeframe reads the opposite state.
Read the dashboard: DEEP / NORMAL / THIN, the three measures' ranks, and a suggested size factor. As it turns THIN, treat moves as more reversible: size down, favour fades over breakout-chasing.
Use the rails as liquidity references coloured by trust — a warm rail formed in fragile conditions; a cool rail in solid ones.
Pairs with Order-Flow Criticality: that tool asks whether flow is self-exciting (endogenous); this asks whether the book is thin (impactable). Both elevated together is the genuinely fragile state.
What makes it original
Retail liquidity tools draw where volume traded. This one weights each level and the whole tape by how impactable it is, using three peer-reviewed microstructure estimators computed from bar data, self-calibrated, and — crucially — honest about when the Roll model doesn't apply. Reframing a liquidity map from "where is liquidity" to "how fragile is liquidity" is the contribution.
Concept credits
Price impact of order flow (lambda) — A. S. Kyle (1985). Illiquidity ratio — Y. Amihud (2002). Implied effective spread from serial covariance — R. Roll (1984). Square-root impact refinement — J. Hasbrouck. Fragility framing — general market-microstructure literature. Implementation and charting design are the author's own.
Important disclaimer
Research and education only. Not financial advice, not a signal service, not a guarantee of future results. These are proxies estimated from bar data, not order-book truth, and they do not predict direction. Validate independently and manage your own risk. Indicator
Adaptive Structural Trail Order Flow, Imbalance & RegimeAdaptive Structural Trail — Order Flow, Imbalance & Regime
What it is
Adaptive Structural Trail is a single, self-contained market-structure framework that re-clocks the chart by participation instead of time, marks the imbalances that real activity leaves behind, lets order flow decide which of those levels still matter, asks a regime filter whether trending behaviour can be trusted right now, and trails the strongest surviving level as an adaptive stop — all summarised in a plain-language dashboard that tells you, at a glance, whether the picture says ride, wait, or stand aside.
It is designed to be market-agnostic: every raw input (price, volume, and the volatility-index reference) is user-selectable, so the same logic runs on index futures, equities, FX, crypto or commodities without touching the code. Defaults are set for NIFTY index futures; change the volatility symbol and (if needed) the volume source for other instruments.
Why the components are combined (this is one tool, not a bundle)
Each layer measures a different facet of one process — activity creating structure, structure decaying or being defended, and a regime deciding whether to act. They are not independent indicators stacked for visual effect; remove any one and the others lose their meaning:
Delta clock (the substrate). A virtual bar closes only when cumulative signed volume becomes statistically significant (σ × a multiplier). Every downstream reading is therefore spaced by participation, not by the clock — a quiet 10 minutes and a violent 10 seconds are treated differently, which is the whole point.
Imbalance / fair-value-gap detection runs on those virtual bars, so a level is recorded only where genuine activity gapped price, not on arbitrary time bars.
Order-flow lifecycle (charge → decay → breaker/dead). When price returns to a level, delta adjudicates the outcome: absorbed-and-defended levels are reborn as breakers; levels that are surged through are killed. Flow decides what structure survives.
Regime gate (efficiency ratio + volatility burst). This routes everything. The trail is shown and signals arm only where trend behaviour is statistically credible; in range/transition/high-volatility states the tool deliberately stands aside.
Confidence fusion. Structure strength, cumulative-delta slope and flow toxicity (VPIN) are blended into one confidence number, which the dashboard converts into a plain instruction.
That coupling — a volume-significance clock feeding imbalance detection whose survival is adjudicated by order flow and gated by regime, fused into a single trailing level and a decision read-out — is the original contribution here.
How to use it
Add it to any liquid instrument. It is built for intraday timeframes (1–15 min is the sweet spot on index futures).
Read the dashboard top-down: the ACTION banner is the headline (e.g. LONG · ride the trail, RANGE · stand aside). Below it: bias + confidence, market state, the actual trail-stop price, order flow, flow toxicity, volatility context, and a plain "what to do" line.
Treat the coloured trail as a structure-based stop while the market state is a trend; when the state leaves trend, the trail disappears by design.
The imbalance zones show where unfilled activity sits; fresh, tapped and breaker levels are colour-coded (see the on-chart legend).
Edge-calibration panel (bottom-right): for transparency it scores past signals against a regime-matched base rate and reports EDGE = Hit − Base with a 95% confidence interval. Read the Edge column, not the raw hit-rate. This is descriptive of the past on your symbol — not a backtest and not a forward guarantee.
Key-info panel (top-left): instrument, timeframe, the live data source (see honesty note), threshold, ATR and level counts.
Honest note on data (please read)
TradingView exposes no true tick-by-tick aggressor delta and cannot build custom bars, so delta here is a proxy: signed intrabar volume taken from the finest lower timeframe your data plan returns — 1-second where available, otherwise 1-minute — falling back to bar-shape when no lower-timeframe data exists. The live source is shown as "Delta source" in the Key-info panel, so you always know which mode is active. Non-repaint: the delta clock advances and structure/regime/signals resolve only on confirmed bars; the trail line itself updates within the forming bar as a current estimate.
Originality
The novelty is the synthesis and coupling, not any single classical block. A participation clock is used to gate imbalance detection; order flow is used to adjudicate level survival; regime is used to route the entire read; and the whole thing collapses into one trailing level plus a decision dashboard and a self-calibration panel. Every raw input is user-selectable so the framework generalises across markets.
Concept credits
This tool synthesises well-established, publicly documented ideas; credit to their originators:
Information / volume-driven bars & VPIN flow toxicity — Marcos López de Prado; Easley, López de Prado & O'Hara.
Efficiency Ratio (trend vs. noise) — Perry J. Kaufman.
Trade-side classification (tick rule) — Lee & Ready.
Market impact & absorption (square-root law) — Almgren; Tóth & Bouchaud.
Wilson score interval (small-sample proportion CI) — E. B. Wilson.
Imbalance / fair-value-gap and trailing-stop concepts are long-standing, widely used market-structure ideas. The synthesis and the Pine implementation are the author's own.
Exported outputs (for use in other scripts)
Available via input.source() in any other indicator, with clean generic names: Bias Score (signed conviction, ±10), Trail Stop, Trail Direction, Regime State, Confidence, Leading Strength, CVD Slope, Flow Toxicity, Cumulative Delta, Volatility ROC, Volatility Bias.
Disclaimer
For research and education only. This is an analytical tool — not financial advice, not a signal service, and not a guarantee of future results. No indicator has an inherent edge; validate with your own testing, apply realistic costs, and manage risk. You are solely responsible for your trading decisions. Indicator
Order Blocks with Volume [Quantum Algo]Order Blocks with Volume
OVERVIEW
This indicator finds order blocks — the candles where a directional move originated before price broke market structure — and measures the buy and sell volume that traded inside each one. Every zone is drawn as a box that extends forward until price returns to it, and each active zone is labelled with its total volume and its buy/sell split, so you can tell at a glance which blocks were built on heavy participation and which were not.
It is built entirely from price and volume on the chart you apply it to. There is no repainting of confirmed zones: detection runs only on closed bars.
HOW DETECTION WORKS
1. Market structure. Confirmed swing highs and swing lows are located using a pivot of configurable length (Swing Length). A larger value isolates more significant structure and produces fewer, larger zones.
2. Break of structure. When a candle closes above the most recent confirmed swing high (bullish) or below the most recent confirmed swing low (bearish), the indicator treats it as a break of structure and looks for the order block that produced the move.
3. The order block candle. Starting from the breakout, the script steps back over the impulse candles and marks the last opposite-close candle before the move began — the last down-close candle for a bullish block, the last up-close candle for a bearish block. This is the origin of the displacement and the level price often revisits.
4. Zone range. The block is drawn from that candle using either its full high-to-low range (Wick) or its open-to-close body (Body).
VOLUME ENGINE
For each order block candle the indicator estimates how much of the traded volume was buying versus selling, using where the candle closed within its own range:
- Buy volume is weighted by how close the candle closed to its high.
- Sell volume is weighted by how close it closed to its low.
This split is shown two ways:
- Buy / Sell volume bars: two horizontal bars anchored at the left of the zone — buy on the top half, sell on the bottom half — with lengths proportional to each side. The Volume Bar Length setting controls how long they can extend (they are automatically kept inside the zone).
- Volume label: written inside the zone on the right edge, showing the total volume of the block and the buy% / sell% balance.
Volume strength is the block's volume divided by the average volume over a configurable baseline (Volume Baseline Length). It is used by the optional filter below to keep only the heaviest blocks.
ZONE LIFECYCLE
- Active. A live zone extends to the current bar and shows its volume bars and label.
- Mitigation. When price first trades back into a zone, the 50% line marks the equilibrium and an alert can fire.
- Invalidation. A zone is invalidated when price moves through its far edge. The source can be a wick touch or a candle close (Invalidation Source).
- Breaker. If "Flip Broken Zones to Breaker Blocks" is on, an invalidated zone is kept and re-coloured as a breaker, since broken support can act as resistance and vice versa.
- Historic. If "Keep Invalidated Zones (Historic)" is on, finished zones are frozen at the bar they died, re-coloured neutral, and their volume bars and text are removed to keep the chart clean.
- If neither option is on, invalidated zones are removed.
To avoid clutter the indicator will not stack a new zone on top of an existing active zone in the same area, limits the number of active zones per side, and automatically drops any zone older than the drawing range.
ON-CHART ELEMENTS
- Coloured boxes: bullish and bearish order blocks (and a neutral colour for breaker/historic).
- Two inner bars per active zone: buy (top) and sell (bottom) volume.
- A dotted line through the middle of active zones: the 50% mitigation / equilibrium level.
- Text inside active zones: total volume and buy% / sell%.
SETTINGS
Structure & Detection
- Swing Length — pivot length used to define structure. Higher = larger, more significant zones.
- Impulse Lookback (bars) — how far back to search for the origin candle after a break of structure.
- Zone Range — Wick (full range) or Body (open-to-close).
- Max Active Zones / Side — cap on simultaneously active zones per direction.
Invalidation
- Invalidation Source — Wick (a high/low piercing the zone) or Close (a candle closing beyond it).
- Flip Broken Zones to Breaker Blocks — keep and re-colour broken zones as breakers.
- Keep Invalidated Zones (Historic) — freeze finished zones instead of deleting them.
Volume Engine
- Show Volume Label — write volume and buy/sell% inside active zones.
- Show Buy / Sell Volume Bars — draw the proportional buy/sell bars.
- Volume Baseline Length — averaging length used to rate volume strength.
- Volume Bar Length (bars) — maximum length of the buy/sell bars.
Filters
- Only Show High-Volume Zones — hide blocks below the strength threshold.
- Min Volume Strength (x avg) — threshold as a multiple of average volume.
- Filter Oversized Zones — skip blocks taller than the ATR limit.
- Max Zone Height (ATR x) — the height limit, in multiples of ATR.
Style
- Bullish Zone, Bearish Zone, Buy Volume, Sell Volume, Breaker / Historic, Text — colours.
- Zone Extension (bars) — how far active zones project past the current bar.
- Show 50% Mitigation Line — toggle the equilibrium line.
ALERTS
Alerts are raised through the alert() function for two events: an order block being tapped (mitigation) and an order block being broken (breaker formed). To use them, create an alert on the indicator and choose the "Any alert() function call" condition.
HOW TO USE
Order blocks mark areas where significant orders were likely placed. Traders commonly watch for price to return to an un-mitigated block and react there, and use the buy/sell volume split and strength to judge how meaningful a block is — a block built on high, one-sided volume is generally treated as more significant than a thin one. Combine the zones with your own confirmation and risk management; this tool highlights levels, it does not generate buy or sell signals.
DISCLAIMER
Nothing here is financial advice or a guarantee of any outcome. Past behaviour of price around order blocks does not predict future results. Always do your own research and manage risk. Indicator
Power Order Blocks [ChartPrime]🔶 OVERVIEW
Power Order Blocks is an advanced structural detection engine designed to identify high-probability supply and demand zones. Unlike standard order block indicators, this tool focuses on "Power" — the intensity of the displacement following the block's formation, combined with a live information panel, equilibrium mapping, and touch tracking built directly into each zone.
It identifies the specific candle where institutional participants likely placed large orders, marks the resulting price inefficiency, and tracks these zones in real time until they are either mitigated or invalidated.
🔶 CORE CONCEPT — THE DISPLACEMENT VALIDATOR
The foundation of a "Power" Order Block is the displacement that follows it. For a zone to be considered valid, the market must move away from it with significant force.
The script uses a Displacement Multiplier to ensure quality:
• It compares the size of the engulfing candle to the previous candle's range.
• If the breakout candle isn't large enough relative to the setup candle, the zone is ignored.
• This filters out low-conviction market noise and focuses on areas of true institutional sponsorship.
🔶 THE POWER RATING SYSTEM
Every detected block is assigned a "Power" percentage. This rating provides immediate context regarding the strength of the move that created the zone.
• Calculation: The indicator compares the current displacement candle against the largest candle observed over a 100-bar lookback .
• Meaning: A 100% Power rating indicates the strongest displacement seen in recent history, suggesting a massive imbalance between buyers and sellers.
• Visual Intensity: When Power Intensity is enabled, the fill color of each block becomes more vivid as its Power % increases. High-power zones are immediately visible at a glance — weaker zones fade into the background naturally.
This allows traders to prioritize "High Power" zones, which typically offer more significant structural support or resistance.
🔶 DYNAMIC ZONE MANAGEMENT
The indicator manages zones dynamically to keep the chart clean and relevant:
Bullish Order Blocks (Demand): Formed when a bearish candle is followed by a high-displacement bullish candle. The zone is invalidated if price closes below the bottom of the block.
Bearish Order Blocks (Supply): Formed when a bullish candle is followed by a high-displacement bearish candle. The zone is invalidated if price closes above the top of the block.
Overlapping Cleanup: If a new order block forms that significantly overlaps an existing one, the script automatically removes the older, redundant zone to prevent clutter.
Block Limit: A maximum of 10 active blocks per side are tracked at any time, ensuring chart performance remains clean.
🔶 THE INFO PANEL
Each active Order Block renders a dedicated Info Panel — a secondary box that floats at the right edge of the zone and updates in real time.
The panel displays:
• Zone Direction: "Bullish OB" or "Bearish OB"
• Power %: The relative displacement strength at the time of formation
• Touch Counter: How many times price has tapped the zone boundary without breaking it
The touch counter is particularly valuable — a zone that has been tested multiple times without breaking demonstrates strong institutional defense and may represent a higher-conviction setup.
🔶 EQUILIBRIUM LINE
When Show Equilibrium Line is enabled, a line is drawn at the exact midpoint (50% level) of each Order Block.
• This level represents the theoretical "fair value" within the zone.
• Price often reacts precisely at the equilibrium before continuing in the original direction.
• It provides a refined entry reference within a wider zone, improving risk-to-reward on entries.
🔶 RETEST SIGNALS (MITIGATION)
When Show Retest Labels is enabled, the script monitors active zones for price interaction.
• If price returns to touch the boundary of a Bullish OB without breaking it, an upward arrow ⇡ appears below the bar.
• If price returns to touch the boundary of a Bearish OB without breaking it, a downward arrow ⇣ appears above the bar.
• A minimum 10-bar cooldown between signals prevents label spam on extended zone interactions.
• Each confirmed retest also increments the Touch Counter inside the Info Panel.
🔶 VISUAL ELEMENTS
Main OB Body: A filled rectangle spanning the order block's price range, extending forward in time. Fill intensity reflects the Power % when Power Intensity is enabled.
Info Panel: A secondary box at the right edge of each zone displaying Power % and Touch Count, updated live.
Equilibrium Line: A midpoint line inside each block marking the 50% level of the zone.
Retest Arrows: Clean arrow labels (⇡ / ⇣) marking the first tap into an active zone.
Color Coding: Fully customizable colors for Bullish (Demand) and Bearish (Supply) zones.
🔶 HOW TO USE
Entry Zones: Wait for price to return to a high-power zone. The Retest Arrow confirms the touch. Consider entries near the equilibrium line for tighter stops.
Zone Prioritization: Use the Power % to filter setups. Zones rated 70%+ represent the strongest institutional imbalances and are generally more reliable.
Touch Count Context: A zone with 0 touches is fresh and untested — typically the highest probability. Zones with multiple touches may be weakening.
Trend Confirmation: In a healthy trend, the market should consistently create and respect Power Order Blocks in the direction of the trend.
Stop Loss Placement: Order blocks provide logical structural levels for stops — just below a Bullish OB bottom or above a Bearish OB top.
Confluence: Combine the Power Rating, Equilibrium Line, and Touch Count together for the highest-quality setups.
🔶 SETTINGS REFERENCE
Displacement Multiplier: Controls how aggressive the displacement filter is. Higher values require a stronger engulfing move to validate a zone.
Bullish / Bearish OB Color: Set the fill color for each zone type.
Text Color: Controls the color of text inside the Info Panel.
Show Equilibrium Line: Toggles the midpoint line inside each block.
Power Intensity: When enabled, fill transparency scales with Power % — stronger zones appear more vivid.
Show Retest Labels: Toggles the ⇡ / ⇣ arrow labels on zone interactions.
🔶 CONCLUSION
Power Order Blocks provides a systematic way to map institutional footprint on the chart. By combining strict displacement validation with a relative power rating, live info panels, equilibrium mapping, and touch tracking, it transforms raw price action into a clear and actionable map of supply and demand imbalances — allowing traders to trade alongside the strongest market moves with precision and confidence. Indicator
Strong Squeeze Signals | ProjectSyndicateStrong Squeeze Signals catches the moment a genuine volatility coil releases — and instead of treating every flat patch as a setup, it waits for a real squeeze to fire, tags the direction from momentum, and ranks the release 0–10 with a star score. A market that has been compressing for a stretch of bars — its Bollinger Band wound tightly inside its Keltner Channel — has to actually expand back out, in the direction of momentum, before a signal arms. Every setup gets a structural stop beyond the coil that just broke and fixed R-based targets, and is tracked live on a full statistics dashboard so you can see how the logic behaves on the exact symbol and timeframe you trade.
🧠 Squeeze-Release Core — the core idea. The engine measures volatility compression directly from two bands. When a Bollinger Band contracts entirely inside a Keltner Channel, the market is coiling: range is shrinking and energy is building. A signal fires on the release — the bar where the band expands back outside the channel — and the direction is set by a linear-regression momentum oscillator that measures how far price sits from a composite centreline. Momentum above zero on the release fires a long; below zero fires a short. The longer and tighter the coil before it lets go, the more it counts. Signals are evaluated on the bar's close and are fixed once that bar closes — the release does not repaint.
📈 Coil Mapping & Tightness — while a squeeze is active, the engine continuously tracks how many bars it has been compressing, the high and low extent of the coil, and how tight it became — the Bollinger half-width as a fraction of the Keltner half-width. A long coil that wound down to a very tight ratio is a loaded spring; both the duration and the tightness feed directly into the strength score. A minimum-coil filter ignores fleeting micro-squeezes, and an optional Strict Fire setting demands a confirmed expansion on the release bar rather than just the end of the coil.
🎯 Structural Stop + R-Based Targets — the stop is placed just beyond the coil that just broke, with an ATR buffer: below the coil's low for a long, above the coil's high for a short — then capped and floored by ATR so it can never balloon into a wide stop or collapse into a meaningless one. TP1, TP2, and TP3 are set at clean R multiples and default to 0.5R / 0.75R / 1.25R — a tighter, hit-rate-leaning profile out of the box, and fully adjustable to whatever reward-to-risk you prefer. Every signal plots its complete Entry / SL / TP1 / TP2 / TP3 line set, labeled price levels, and filled TP / SL zone boxes, with a result label on exit.
🎚️ Coil-Conviction Controls — two inputs set how serious a squeeze must be before its release counts: Minimum Coil Bars To Arm how long the spring must compress and Minimum Strength the 0–10 gate. Tighten them for fewer, higher-quality fires; loosen them for more frequent signals. This is your main dial for conviction versus frequency.
🧭 HTF Trend Alignment Filter — an optional higher-timeframe EMA filter blocks counter-trend fires, keeping you on the dominant side of the market: longs only above it, shorts only below. The higher-timeframe value is read without lookahead. A signal cooldown spaces out entries so a single impulsive expansion doesn't stack multiple tickets.
⭐ 0–10 Setup-Quality Score — every release is scored and labeled with 1–5 stars and a tier FORMING → WEAK → MODERATE → STRONG → VERY STRONG → ELITE across nine squeeze-native factors: coil length stored energy, coil tightness how far the band compressed inside the channel, momentum magnitude at release, momentum acceleration in the fire direction, volume confirmation, expansion-candle body and range, band-width widening on the break, higher-timeframe alignment, and RSI agreement. Treat the score as a confluence / cleanliness read for ranking and thinning setups — it describes how textbook a squeeze release is, not a guaranteed outcome. A Minimum Strength / Only Strong gate lets you display and alert on stronger setups only, while the dashboard keeps tracking every tier in the background.
📊 Live Statistics Dashboard — a non-intrusive panel tracks, in real time on your chart: the current squeeze state coiling / fired / expanded / no squeeze, live coil-bar count, the momentum reading, current status and the active trade, the last signal with its star score, total signals, win rate, closed trades, profit factor, average R per trade, best-performing direction, long vs short win rate, current and max win/loss streaks, and a TP1 / TP2 / TP3 / SL hit breakdown. These are computed live from the signals on your current symbol and timeframe — so you can judge the settings yourself rather than trusting a number printed in a description.
🎨 Clean Themed Visuals — an institutional colour palette shades each zone by direction and score: bullish coils run a teal family that deepens as the score climbs, bearish coils a red-to-magenta-to-purple family, so quality reads at a glance. The compression zone is drawn over the bars where the coil formed and labeled with FIRE plus its star score; the TP and SL zones are harmonized to the same palette. Four lighting themes drive the lines, labels, and dashboard; an optional faint background tint marks active coils, and optional state dots can sit under the chart. A Max Zone Width control caps how far the SL / TP / Entry zones extend to the right, so long trades never stretch into oversized towers across the chart.
🔔 Detailed Alerts — fires on strong long / short squeeze releases, plus squeeze-on new coil forming, squeeze-released, partial-TP, TP3, and SL events, including direction and score, formatted for manual or automated use. The minimum-strength setting can restrict alerts to higher-conviction setups.
🔧 Fully Customizable — every component is exposed: Bollinger and Keltner lengths and multipliers, the true-range toggle, minimum coil bars and Strict Fire confirmation, the 0–10 strength gate and Only-Strong filter, ATR length, the structural-stop buffer with risk cap/floor, the three R targets, level-shelf length and Max Zone Width, the HTF alignment filter, the signal cooldown, plus the full institutional box palette, all four themes, and every label, dashboard, and zone-shading option.
🎯 Why this is different — most squeeze tools just print a histogram or drop a dot when the bands let go and leave everything after that to you. This one classifies the release direction from momentum, requires a real coil rather than a momentary flat spot measuring both how long and how tightly it compressed, demands momentum, acceleration, volume, and expansion confirmation, anchors the stop to the coil that actually broke, then layers an objective 0–10 ranking and a live, on-chart statistics panel on top — so you are tuning and judging the system on real, current data instead of a marketing figure.
🚀 Where to use it — markets that coil and expand: Forex, Gold XAUUSD, indices, and crypto, on intraday and swing timeframes M10/M15/M30/H1 and up. The ATR-based stop and R targets adapt to each asset's volatility automatically.
🎯 How to trade it
Apply it to a market that produces real volatility cycles and let the dashboard populate. Read the live win rate, profit factor, and average R for your symbol and timeframe before committing — if the logic doesn't suit that market, you'll see it.
Keep the HTF Trend Alignment filter on so you only take releases in the direction of the larger trend.
Wait for a STRONG LONG FIRE / STRONG SHORT FIRE label — it marks a confirmed coil release, with the star score and Entry, SL, and TP1/2/3 already plotted.
Manage the trade with the plotted levels: with the default sub-1R targets a common approach is to bank TP1 quickly, then trail or hold the remainder toward TP2/TP3; the structural SL defines your risk on the trade. If you prefer a higher reward-to-risk profile, widen the R targets in the inputs.
Use Minimum Coil Bars and Minimum Strength to set your style — stricter for fewer, cleaner releases; looser for more activity — and use the star score and Only-Strong gate to focus on the cleanest setups.
⚠️ Important — this is a decision-support tool, not a standalone buy/sell system, and it makes no performance guarantees. Default settings were chosen on historical data and behavior will vary by symbol, timeframe, and configuration; the dashboard's statistics are historical and descriptive, not a forecast. Note the default targets are sub-1R 0.5R / 0.75R / 1.25R: tight targets tend to raise the raw hit rate while lowering the reward-to-risk on each trade, so win rate read on its own is misleading — always weigh it together with average R and profit factor, and resize the targets to your own risk profile. Signals confirm on the closed bar, so always wait for the labeled release on a closed candle. Always combine it with your own analysis and risk management, and test it on your market before trading it live. Indicator
[Kpt-Ahab] Planned Order Visualizer INDThis Script visualizes planned long or short positions, including an optional existing position size, average entry price, up to three planned entries, a stop-loss level, and an estimated liquidation price. The current position can be treated either as already open or as a new planned entry. In simulation mode, all active entries are included in the calculation immediately, while in live mode only triggered price levels are included. Additional safety settings help prevent historical alerts and can optionally block entry or SL levels that would trigger immediately. The script is designed for planning, visualization, and alerting of planned positions.
**Tips**
* Use **Simulation** mode to preview how all active entries affect the average price before any live alerts are enabled.
* Use **Live** mode only when you want the script to track price-level triggers in real time.
* Keep **Trigger only in realtime** enabled when using alerts, to avoid historical alert triggers after loading the script.
* Use **Block marketable entry limits** and **Block marketable SL** to prevent levels that would trigger immediately.
* Increase the **Reset counter** only when you intentionally want to reset all triggered states and prepare a fresh setup.
* The liquidation price is an estimate for planning purposes and may differ from the exact exchange liquidation price.
This script currently uses a fixed entry structure with `E0` plus `E1`, `E2`, and `E3`. To increase the number of planned entries, duplicate the existing entry blocks and keep the same naming pattern.
For every additional entry, add:
* new input fields for active state, price, and quantity
* new submitted and triggered flags
* average price quantity/value calculations
* price-allowed and price-hit logic
* alert trigger logic
* line and label objects
* table rows if the entry should be shown in the info table Indicator
Liquidity Map & Execution Cost# Liquidity Map & Execution Cost
## What this script does
LMX answers three execution questions most indicators ignore: **how expensive is it to get in and out right now, how hard would it be to move size, and where on the chart will price struggle versus travel freely.** It reads only the chart's own price and volume — no symbol is hardcoded, so it runs on any asset and any market (equities, futures, FX, crypto, indices) — and turns the answers into a plain-language trade check: liquidity state, suggested position size, order type, estimated slippage, and a colour-coded map of support, resistance, walls and open gaps.
## Why these components are combined (mashup justification)
This is not several indicators stacked together — it is one liquidity model whose parts each answer a question the others cannot, and they are designed to be read together. Removing any one leaves a specific blind spot:
1. **Cost to cross — effective spread.** Estimated with the EDGE estimator (Ardia, Guidotti & Kroencke 2024) from open/high/low/close, cross-checked against Abdi-Ranaldo (2017) and Corwin-Schultz (2012). This tells you the round-trip cost of entering, which spread-blind tools cannot show. Alone, it says nothing about moving size or about levels.
2. **Cost to move size — price impact.** The Amihud (2002) illiquidity ratio with a high-low refinement, plus a rolling Kyle (1985) lambda computed as a true regression slope. This tells you how far your own order would push price — the question that matters for sizing, and one a spread estimate cannot answer.
3. **Direction of pressure — order imbalance.** A close-location signed-volume imbalance and its persistence. This tells you which side is leaning now, adding direction that the cost measures lack.
4. **The spatial map — volume at price.** A time-decay-weighted, range-distributed volume profile that yields the Point of Control and Value Area (standard 70% method), rendered as directional zones: green support below price, red resistance above, solid = a wall price struggles at, faint = an open gap price slides through. This converts the abstract cost/impact numbers into *locations* on the chart.
5. **Anchored VWAP — fair value.** A volume-weighted average anchored to your chosen reference (last major swing by default; or session/week/month open, or the highest-volume bar), drawn as a trend-coloured line. It is the dynamic counterpart to the static profile: where the average participant is positioned, and whether price is rich or cheap versus that.
Together they form one decision: the spread and impact set the **cost and size**, the imbalance and VWAP set the **direction and fair value**, and the map sets the **location** — so the output is "trade full size with market orders, buyers in control, room to run up to the gap above," not five separate readings.
## How a reading is produced
Each estimator is normalised to a percentile of its own history so thresholds adapt to every symbol and timeframe. The inverted spread, inverted impact and depth combine into a 0–100 **Liquidity Score**, classified as Deep / Normal / Thin / Stressed (a sudden impact spike forces Stressed). The score drives the suggested size multiplier, the order-type advice and the slippage estimate. The map is rebuilt on the last bar from the volume-at-price profile.
## How to use it
- Apply to any symbol. Set the price source and, if you trade very low intraday timeframes, optionally fix the calc timeframe (e.g. Daily) so the spread estimators stay stable. On symbols without real volume the volume modules disable automatically and the score leans on the spread estimators (the panel shows "price-only").
- **Simple mode (default)** gives plain-language guidance: Liquidity, Trade cost, Pressure, Position size, Orders, Watch-out, Fair value, and a one-line verdict. **Pro mode** exposes the full readout (spread in bps, Amihud and Kyle percentiles, depth, imbalance, flow persistence, value-area levels).
- On the chart: trade toward green support, expect resistance at red, size down where the map is thin (price moves fast there), and read the trend-coloured fair-value line for rich/cheap context.
- Alerts: liquidity-state change and sudden liquidity withdrawal.
## Originality
The combination is the original contribution: a single overlay that fuses low-frequency **spread**, **impact** and **imbalance** estimators with a **time-decay, range-distributed volume profile** and an anchored fair-value line, then translates all of it into sizing/order/slippage decisions in plain language. The building blocks are public-domain methods (EDGE, Abdi-Ranaldo, Corwin-Schultz, Amihud, Kyle, volume-profile Value Area, anchored VWAP), each used for the specific job described above and cited in the script header.
## Limitations (please read)
- These are **low-frequency estimators** of quantities normally measured from quote/tick data. They approximate — they do not measure — the true spread, depth, or dealer book.
- Volume-based modules require a real volume feed; they disable on symbols without one.
- Spread estimators were validated on daily-type bars; on very fast intraday timeframes they are noisier — use the calc-timeframe option if needed.
- The on-panel statistics are computed on the loaded chart history.
- This is an analysis tool, **not financial advice.** Test before use and trade at your own risk.
Indicator
XRS Order Blocks / Breaker BlocksXRS Order Blocks / Breaker Blocks is a market-structure tool designed to identify potential bullish and bearish order blocks, track invalidation, and convert broken zones into breaker blocks.
The script uses swing structure to detect order block zones after price breaks a prior swing high or swing low. It includes both a filtered engine and a raw engine, with optional overlap matching to mark stronger dual-engine zones.
Features include:
• Bullish and bearish order block detection
• Breaker block tracking after invalidation
• Dual-engine matching for overlapping zones
• Optional merging of confirmed zones
• ATR-based filtering to reduce oversized zones
• Body or wick-based zone boundaries
• Multiple invalidation modes
• First tap / reaction tracking
• Optional historical broken zones
• Optional 50% consequent encroachment line
• Custom zone colors, fills, and styling
• Alerts for new bullish/bearish order blocks
• Alerts when price enters bullish/bearish order blocks
This indicator is useful for traders who use market structure, order blocks, breaker blocks, liquidity sweeps, failed reactions, and auction-market context. It can help map potential reaction zones, invalidated supply/demand areas, and areas where price may retest prior institutional structure.
The indicator does not provide automatic buy or sell signals. It is designed as a discretionary charting and confluence tool.
Disclaimer: This script is for educational and informational purposes only and does not constitute financial advice. Trading involves risk. Use at your own discretion.
Indicator
Institutional Order Flow Signals [PMT]Institutional Order Flow Signals applies a Gaussian Naive Bayes classifier — trained entirely within Pine Script® v6 — to cumulative volume delta divergence in order to surface, in real time, three mutually exclusive market regime states: bullish re-alignment, bearish re-alignment, and order flow divergence.
The core question this indicator addresses is distinct from threshold-crossover approaches: given the current statistical pattern of delta momentum, price/CVD divergence, and delta slope, what is the posterior probability that the market is entering — or exiting — a directional institutional order flow regime?
――――――――――――――――――――――――――――――――――――――
🔷 WHAT IT MEASURES
🔸 Cumulative Volume Delta (CVD)
CVD is the running sum of intrabar net order flow — buy volume minus sell volume — estimated via the close-position formula: bull_vol = volume × (close − low) / (high − low). The cumulative series tracks persistent institutional buying or selling pressure independently of price direction, making it a first-order proxy for directional order flow without requiring exchange-level bid/ask data.
🔸 Three Z-Score Normalised Features
Each bar, the classifier receives three inputs derived from CVD and z-score normalised for cross-instrument compatibility:
F1 — CVD Momentum : rate of change of CVD over N bars, normalised by its rolling mean and standard deviation. Encodes how rapidly buying or selling pressure is accelerating relative to its own recent baseline.
F2 — Price/CVD Divergence : price rate of change minus CVD rate of change. A large positive value signals price rising while order flow is falling — the classic institutional distribution pattern. Near-zero values indicate price and flow agreement.
F3 — CVD Slope : linear regression slope of CVD over a short window, z-score normalised. Provides a direction-of-flow signal independent of F1's momentum measure, satisfying the Naive Bayes conditional independence assumption as closely as CVD-derived features can.
🔸 Market Regime Labels
Three mutually exclusive regimes are recognised. A bullish re-alignment bar is one where both price ROC and CVD ROC are positive — institutional flow and price confirm each other to the upside. A bearish re-alignment bar is the symmetric case. A divergence bar occurs when price and order flow point in opposite directions — historically associated with regime transitions and distribution/accumulation activity.
――――――――――――――――――――――――――――――――――――――
🔷 THE CLASSIFIER
🔸 Welford Online Learning
The classifier accumulates running sufficient statistics — count, mean, and variance — for each of the nine (feature × regime) combinations using Welford's numerically stable online update. No historical arrays are stored. The model's parameters shift gradually with each new bar, making it adaptive to changing market microstructure conditions without a fixed lookback window.
🔸 Gaussian Likelihood + Bayesian Posterior
Each feature is modelled as a Gaussian distribution under each class. The joint likelihood of the current feature vector is computed by multiplying the three per-feature probability densities under the Naive Bayes independence assumption. A class prior — updated empirically from observed regime frequencies — is combined with the joint likelihood via Bayes' theorem to produce posterior probabilities P(Bull | F1,F2,F3) and P(Bear | F1,F2,F3) for the current bar. A warmup gate suppresses signals until the classifier has accumulated statistically meaningful training observations.
――――――――――――――――――――――――――――――――――――――
🔷 SIGNALS AND DISPLAY
🔸 High-Conviction Buy — P(Bull) > 85%
A long signal fires when the bull posterior clears the configurable threshold, CVD momentum confirms, and price is above the trend EMA. The threshold is surfaced on the label itself, making the confidence level explicit at every entry rather than hidden inside an opaque signal.
🔸 Bear Signal — CVD Divergence
A short signal fires when the bear posterior clears threshold and F2 is in active divergence territory — price moving up while order flow is declining, or the symmetric distribution case. CVD divergence without posterior confirmation does not produce a signal; both conditions are required simultaneously.
🔸 Bull Regime Band — CVD Aligned
A fill band anchored to the trend EMA expands when the classifier assigns high posterior probability to a sustained bullish re-alignment regime. The opacity of the band scales with the posterior — faint during low-confidence periods, saturated when the classifier considers the regime firmly established.
🔸 Info Table
Live readout displays current bull and bear posteriors, CVD direction, and training bar count. The Trained N counter confirms the classifier has completed warmup before acting on any signal.
――――――――――――――――――――――――――――――――――――――
🔷 INPUTS
Classifier Lookback — minimum training bars before signals activate. Default 100.
Entry Posterior Threshold — minimum posterior required. 0.60 permissive; 0.70 default; 0.80 high-conviction only.
CVD Momentum Period — lookback for F1 and F2 rate of change.
CVD Slope Period — regression window for F3.
Z-Score Period — normalisation window applied across all three features.
Trend EMA Period — macro filter; long signals only fire above EMA, short signals below.
――――――――――――――――――――――――――――――――――――――
🔷 REQUIREMENTS AND LIMITATIONS
The classifier requires a warmup period before signals are valid. The CVD estimator is synthetic — derived from intrabar price position, not actual bid/ask data — and introduces noise on instruments with low liquidity or wide spreads. The Naive Bayes independence assumption is partially violated because all three features are CVD-derived; the posteriors function as relative confidence scores rather than calibrated frequentist probabilities.
――――――――――――――――――――――――――――――――――――――
Built natively in Pine Script® v6. No external libraries, no data feeds, no fixed lookback arrays. The Gaussian Naive Bayes classifier trains continuously from the chart's own bar history using Welford's online algorithm. Open source — Mozilla Public License 2.0. Indicator
Indicator
Elaris Volume Intelligence ProElaris Volume Intelligence Pro is a professional-grade volume analysis and smart money intelligence indicator designed to help traders understand market participation, hidden pressure, and potential reversal activity in real time.
Instead of displaying raw volume alone, Elaris Volume Intelligence Pro transforms market volume into actionable intelligence by combining relative volume analysis, volume delta estimation, CVD (Cumulative Volume Delta), absorption detection, climax activity, and smart flow momentum into a single clean and trader-friendly system.
The indicator is built for discretionary traders, scalpers, intraday traders, swing traders, and crypto traders who want deeper insight into market behavior beyond standard candles.
━━━━━━━━━━━━━━━━━━
FEATURES
━━━━━━━━━━━━━━━━━━
• Smart Volume Columns
Dynamically colored volume bars help identify bullish pressure, bearish pressure, climax activity, and absorption zones instantly.
• Relative Volume & Z-Score Engine
Detects abnormal market participation using relative volume and statistical volume expansion analysis.
• Volume Flow Momentum
A smoothed institutional-style flow model that helps traders identify whether aggressive buying or selling pressure is dominating the market.
• Bullish & Bearish Climax Detection
Highlights potential exhaustion candles during extreme participation and volatility conditions.
• Demand & Supply Absorption Detection
Detects high-volume compression behavior that may indicate hidden accumulation or distribution by larger participants.
• Volume & CVD Divergence Signals
Identifies possible reversal conditions when price action and cumulative volume behavior diverge.
• Smart Market State Dashboard
A clean built-in intelligence panel provides:
* Market bias
* Smart score
* Relative volume strength
* Volume Z-score
* Delta pressure
* Active signal state
• Dark Mode Optimized UI
Professionally designed visuals optimized for both dark and light TradingView themes.
• Fully Configurable
All thresholds, smoothing values, divergence sensitivity, and visual layers can be customized for different trading styles and markets.
━━━━━━━━━━━━━━━━━━
HOW TO USE
━━━━━━━━━━━━━━━━━━
• Strong Bullish Conditions
Look for:
* Bullish volume climax
* Positive flow momentum
* Increasing relative volume
* Bullish divergences
* Demand absorption
• Strong Bearish Conditions
Look for:
* Bearish climax candles
* Negative flow momentum
* High sell-side pressure
* Bearish divergences
* Supply absorption
• Best Use Cases
* Crypto futures trading
* Intraday momentum trading
* Breakout confirmation
* Reversal detection
* Smart money analysis
* Volume-based confluence systems
━━━━━━━━━━━━━━━━━━
ALERTS INCLUDED
━━━━━━━━━━━━━━━━━━
The indicator includes built-in alerts for:
* Bullish/Bearish Volume Climax
* Demand/Supply Absorption
* Bullish/Bearish Divergence
* Bullish/Bearish Pressure States
━━━━━━━━━━━━━━━━━━
IMPORTANT NOTES
━━━━━━━━━━━━━━━━━━
• This indicator does not use repainting logic.
• Signals are generated using confirmed candle data.
• Works best on liquid markets with reliable volume data.
• Designed for confirmation and confluence, not standalone financial advice.
Built by Elaris Group.
Financial intelligence for modern markets.
Indicator
MTF Kinetic Oscillator | Rainbow MatrixGENERAL OVERVIEW
The MTF Kinetic Oscillator is a multi-timeframe order-flow probability oscillator that fuses 5 timeframes into a single composite score, blended with three independent order-flow sensors (CVD, Volume Climax, Squeeze) and plotted against a self-adaptive Fibonacci channel that recalibrates to current volatility conditions. Instead of treating an oscillator as a fixed 0-100 envelope where the same threshold means the same thing across all market regimes, the indicator continuously classifies the current score against an adaptive channel — and colors the chart accordingly.
The main goal of this indicator is to give traders a clean, automatic read on where the order-flow consensus sits across 5 timeframes simultaneously, and how stretched that consensus is relative to its own recent statistical range — without having to manually monitor multiple oscillators on multiple timeframes. Every value the oscillator displays is the result of a weighted aggregation of 5 timeframe scores, modulated by order-flow sensors, and contextualized against an adaptive channel.
It plots a single score line that travels through five color zones (yellow, orange, red, purple for upper extremes; green, teal, blue, aqua for lower extremes), each corresponding to a probabilistic regime. Combined with the Info Panel HUD, Vacuum Trail convergence lines, and Black Swan dynamic glow, the indicator gives a complete read on order-flow direction, statistical position, and proximity to exhaustion zones — all from a single oscillator pane.
This indicator was developed for traders who already understand oscillator-based indicators (RSI, MFI, Stochastic, CCI) and want a multi-timeframe aggregation that calibrates its thresholds to current volatility instead of using fixed 0-100 boundaries.
WHAT IS THE THEORY BEHIND THIS INDICATOR?
Most oscillators on TradingView — RSI, MFI, CCI, Stochastic, and their derivatives — share two common architectural choices: they operate on a single timeframe, and they classify against fixed thresholds (typically 70/30 or 80/20). This treats every market regime as statistically equivalent.
The problem: market regimes are not equivalent. A score of 75 during a tight-range, low-volatility period is structurally different from a score of 75 during a volatile expansion phase. Fixed thresholds applied to a non-stationary distribution produce systematic mismatches — overbought readings that resolve into further upside, oversold readings that continue lower, signals that appear at the wrong moments precisely when volatility shifts regimes. This mismatch becomes most visible during transitions between volatility regimes: trend climaxes, capitulation lows, squeeze breakouts.
This indicator addresses both issues at once. First, the per-timeframe score is built from a Log-Normal Z-Score regression of price (which respects the asymmetric distribution of returns) blended with RSI through a sigmoid normalization. Second, the 5 per-timeframe scores are aggregated through Fibonacci weights (0.15 / 0.20 / 0.25 / 0.25 / 0.15) into a single global score — giving the most weight to the middle macro horizons rather than the shortest or longest timeframes. Third, the global score is plotted not against fixed 0-100 thresholds, but against a self-adaptive channel whose boundaries are re-computed every bar from the highest and lowest scores in the lookback window, smoothed by EMA, and proportioned by Fibonacci ratios (1.50/1.85, 1.85/1.85, 2.75/1.85, 3.85/1.85).
The three order-flow sensors — CVD Z-Score, Volume Climax, and Squeeze — operate as modulators of the base score: the CVD bonus amplifies the score when directional order pressure dominates (clamped at ±12 points), Volume Climax drag dampens the score when abnormal volume is detected (statistical exhaustion signal), and the Squeeze damper compresses score amplitude to 25% during compressed-volatility regimes (suppressing false signals during low-conviction lateral phases).
Why traders use it: each color zone on the chart represents a different probabilistic regime, calibrated to current volatility. When the score sits between the median and the inner band (yellow/green), the order-flow consensus is in normal operating range — equilibrium. When the score crosses into the second band (orange/teal), the move has crossed into directional territory. The third band (red/blue) marks the threshold beyond which most of the impulse has already happened — exhaustion. The fourth band (purple/aqua) marks the tail of the distribution — a Black Swan event in Taleb's sense — where score positions rarely persist under normal volatility conditions.
The three order-flow sensors and the adaptive Fibonacci channel are not independent layers stacked in the same pane. They map three different aspects of the same question: where the multi-timeframe order-flow consensus currently sits (the score), how that consensus is being modulated by live order-flow pressure (the sensors), and how stretched that modulated value is relative to its own recent statistical range (the channel). The integration of all three components into a single oscillator is the reason they exist in one script rather than as three separate indicators: the cross-component blending is what surfaces multi-sensor confluence that separate-script approaches cannot produce.
MTF KINETIC OSCILLATOR FEATURES
The indicator includes 6 main features:
Multi-Timeframe Score Engine
CVD Order-Flow Sensor
Volume Climax and Squeeze Sensors
Adaptive Fibonacci Channel
Vacuum Trail and Black Swan Dynamic Glow
Info Panel HUD and Alerts
Multilingual interface and full customization across all visual layers.
MULTI-TIMEFRAME SCORE ENGINE
🔹 What It Does
The core of the indicator. For each of the 5 configured radar timeframes, the engine performs three operations:
◇ Calculates a Log-Normal Z-Score regression of price (hlc3 transformed via natural logarithm, fitted with linear regression, residuals normalized by their own standard deviation).
◇ Computes a per-timeframe RSI at a Fibonacci-aligned length (8, 13, 21, 34, 55 — one per timeframe).
◇ Blends the Z-Score (via sigmoid normalization) and the RSI into a single per-timeframe score, bounded 0-100.
The 5 per-timeframe scores are then aggregated through Fibonacci weights (0.15 / 0.20 / 0.25 / 0.25 / 0.15) into a single global score representing the multi-horizon order-flow consensus.
🔹 Method
The regression runs in log space, addressing the asymmetric nature of price distribution that linear estimators (such as the Simple Moving Average) fail to account for. The directional reference (high vs low) is selected per bar based on candle direction — green candles use the high (upward pressure reference), red candles use the low (downward pressure reference). This produces a Z-Score that reflects the directional intent of each bar rather than the midpoint average.
The sigmoid normalization compresses Z-Scores into a bounded 0-100 range without losing the asymmetric information of extreme values. The RSI component anchors the score to a familiar momentum reference, blending two independent signal families into one bounded value per timeframe.
🔹 Hierarchical Weighting
The five timeframes are weighted by structural significance using Fibonacci proportions:
◇ TF1 (Trigger, default 5): weight 15% — fastest reactivity, lowest weight.
◇ TF2 (Intraday, default 13): weight 20% — session-scale resolution.
◇ TF3 (Macro 1, default 55): weight 25% — backbone of the score.
◇ TF4 (Macro 2, default 233): weight 25% — institutional reference horizon.
◇ TF5 (Base, default 987): weight 15% — macro trend anchor.
The middle horizons (TF3 and TF4) carry the highest weight because they typically represent the most structurally significant reference for institutional decision-making — short enough to react to current conditions, long enough to filter intraday noise.
CVD ORDER-FLOW SENSOR
🔹 What It Does
The CVD (Cumulative Volume Delta) sensor estimates the difference between buyer and seller volume per bar — measuring market-order aggression. The signed delta is normalized to a Z-Score against a 50-period rolling reference, and the resulting bonus is clamped at ±12 points before being added to the global score.
🔹 Method
For each bar, total volume is split between buyer share (proportional to `close - low / range`) and seller share (proportional to `high - close / range`). The signed delta is the difference. A 50-period mean and standard deviation define the reference; the current delta is expressed as a Z-Score against that reference, then multiplied by 4 and clamped to ±12 to control its contribution to the final score.
🔹 Why It Matters
The Z-Score component answers "where is the multi-timeframe consensus", and the RSI component answers "what is the momentum". The CVD sensor answers a separate question: "who is currently aggressive in the order book". When the multi-timeframe consensus is bullish and CVD aggression confirms it, the bonus amplifies the score. When the consensus is bullish but CVD shows seller aggression, the bonus subtracts from the score — surfacing a divergence between consensus and order-flow.
VOLUME CLIMAX AND SQUEEZE SENSORS
🔹 Volume Climax
A standalone sensor that detects abnormal volume conditions (volume Z-Score above 3.0). When triggered, a climax drag is applied to the score, signaling potential exhaustion. The HUD reports this state explicitly in the Status row.
🔹 Squeeze
A volatility-compression detector based on the percentage-rank of the current range against a 20-period lookback. When the range compresses to its 15th percentile or lower, the squeeze flag activates and the score amplitude is dampened to 25% of its normal range — preventing false directional signals during compressed-volatility regimes.
🔹 Why They Matter
These sensors operate on a different axis from the price-direction sensors. Volume Climax surfaces statistical exhaustion before it becomes visible in price; Squeeze suppresses noise during periods when the oscillator would otherwise produce false reads. Together they make the oscillator behave correctly during regime transitions, where standard oscillators are typically least reliable.
ADAPTIVE FIBONACCI CHANNEL
🔹 What It Does
The global score is plotted against a self-adaptive channel rather than against fixed 0-100 thresholds. The channel boundaries are re-computed every bar from the highest and lowest scores in a 50-bar lookback window, smoothed by 10-period EMA, and then proportioned through Fibonacci ratios into four zones:
◇ Z-Breathing (inner, yellow/green) — ratio 1.50 / 1.85 (≈ 0.811)
◇ Z-Alert (upper limit, orange/teal) — ratio 1.85 / 1.85 = 1.000 (the visible anchor)
◇ Z-Exhaustion (outer, red/blue) — ratio 2.75 / 1.85 (≈ 1.486)
◇ Black Swan (extreme edge, purple/aqua) — ratio 3.85 / 1.85 (≈ 2.081)
🔹 Why It Adapts
Fixed thresholds (70/30 or 80/20) treat every volatility regime as equivalent. The adaptive channel calibrates the rainbow visual to the actual statistical envelope of the current regime — overbought during a low-volatility consolidation does not mean the same as overbought during a volatility expansion, and the channel reflects that.
🔹 Visual Rendering
The space between adjacent channel boundaries is filled with a semi-transparent color matching the zone palette (toggleable via "Show Thermal Zone Fills"). This makes the current zone immediately visible without having to read the score number — the visual position alone tells you the regime.
VACUUM TRAIL AND BLACK SWAN DYNAMIC GLOW
🔹 Vacuum Trail
Ghost convergence lines projecting from exhaustion extremes back toward the channel median. The lines anchor at a level 15% inside the inner Breathing zone (not at the channel boundary itself), which produces visual convergence inward rather than along the edge — useful for anticipating the typical mean-reversion path after extreme touches.
🔹 Black Swan Dynamic Glow
The outermost ±3.85σ-equivalent boundaries are rendered as a main line plus a wide outer glow whose intensity scales with the score's distance from the boundary. The glow becomes bright when the score is near the Black Swan zone and fades when far — drawing visual attention only when the statistical tail is approached.
🔹 Why They Matter
Both elements give the oscillator a sense of direction beyond the score's current position: the Vacuum Trail visualizes the expected return path during exhaustion; the Black Swan Glow makes statistical tail events visible at a glance, before the score itself crosses the boundary.
INFO PANEL HUD AND ALERTS
🔹 What the HUD Shows
A compact corner panel reports six live values:
◇ SCORE — the current global score (0-100) with color matching the active channel zone
◇ PROB. — the absolute probability (distance from neutral 50 expressed as percentage)
◇ DIRECTION — BUY / SELL / NEUTRAL based on score position relative to the median
◇ CHANNEL — current channel regime classification (Uptrend / Downtrend / Sideways / Compression / Expansion)
◇ RHYTHM — score velocity classification (Fast / Slow)
◇ STATUS — Black Swan / Squeeze / Climax / Neutral, prioritized by severity
🔹 Customization
The HUD can be positioned in any of the four chart corners and rendered in any of five font sizes. The display language is controlled by the System Language input.
🔹 Alerts
Three alert types are available:
◇ Exhaustion Alert — fires when the score crosses above 85% (buying exhaustion) or below 15% (selling exhaustion).
◇ Squeeze Alert — fires when the squeeze flag activates (volatility compression detected).
◇ Black Swan Alert — fires when the score enters the ±3.85σ-equivalent extreme zone; uses an edge-trigger arm/disarm mechanism (fires once on entry, locks while inside, re-arms only on exit).
All alerts are gated by `barstate.isconfirmed` and use `alert.freq_once_per_bar` to prevent duplicate firings on the same candle. Five `alertcondition` blocks are also exposed for users who prefer the TradingView alert UI.
MULTILINGUAL INTERFACE
The indicator supports five languages for the HUD display and alert messages: English (default), Português, Español, Русский, and 中文 (Chinese). Code, comments, group names and input labels remain in English regardless of the selected language.
For reference, the English text of all multilingual UI strings used in the HUD and alerts:
◇ BUY / SELL / NEUTRAL — direction states
◇ SQUEEZE — Low Volatility. Await the Explosion.
◇ CLIMAX — Abnormal Volume Detected. Possible Exhaustion.
◇ UPTREND / DOWNTREND / SIDEWAYS / COMPRESSION / EXPANSION — channel states
◇ FAST / SLOW — rhythm states
◇ SCORE: / DIRECTION: / CHANNEL: / RHYTHM:
◇ BLACK SWAN — EXTREME HIGH / BLACK SWAN — EXTREME LOW
◇ Buying Exhaustion Alert: " Buying Exhaustion: Score above 85%. High reversal probability."
◇ Selling Exhaustion Alert: " Selling Exhaustion: Score below 15%. High reversal probability."
◇ Squeeze Alert: " Squeeze Active: Volatility maximally compressed. Explosion imminent."
◇ Black Swan Alert: " Score reached the dynamic channel's extreme zone. Maximum statistical tension. Reversal probable."
HOW TO USE
This indicator is not a signal generator. It is a state classifier: it tells you where the multi-timeframe order-flow consensus currently sits, how stretched that consensus is relative to its own recent statistical range, and which order-flow regime (climax, squeeze, normal) is currently active.
🔹 Reading the Oscillator
◇ The score line color matches the active channel zone — visual position alone identifies the regime.
◇ The HUD reports the score numerically and classifies the channel/rhythm/status in plain language.
◇ Vacuum Trail lines indicate the expected mean-reversion path during exhaustion conditions.
◇ Black Swan glow intensity scales with proximity to the statistical extreme.
🔹 Tactical Reading
◇ Score between dyn_mid and inner band: equilibrium zone. Order-flow consensus is in normal range.
◇ Score crossing into the Alert band: directional move asserting itself across multiple timeframes.
◇ Score at the Exhaustion band: most of the impulse has already happened — continuation in trend direction becomes structurally less favorable.
◇ Score touching the Black Swan band: statistical tail event. Mean-reversion context is elevated, but regime change is also possible — the boundary itself is adaptive, so a sustained breach indicates the volatility envelope expanding.
◇ Squeeze state active: oscillator is operating in low-conviction mode. Wait for squeeze release before trusting directional reads.
◇ Climax state active: abnormal volume has been detected. Exhaustion context is present regardless of score position.
🔹 Multi-Timeframe Reading
◇ The default radar configuration (5/13/55/233/987) follows Fibonacci minute periods and is calibrated for intraday and swing trading.
◇ For scalping, configure shorter timeframes (e.g., 1/3/8/21/55).
◇ For position trading, configure longer timeframes (e.g., 60/240/D/W/M).
◇ The middle-weighted timeframes (TF3 and TF4) carry the most influence — choose them carefully.
INPUTS EXPLAINED
🔹 System Language
Display language for the HUD and alert messages. Options: English (default), Português, Español, Русский, 中文 (Chinese).
🔹 MTF Synchronization (TF1 to TF5)
Configure each of the five timeframes to aggregate. Defaults: 5, 13, 55, 233, 987 (Fibonacci minutes). Weights are fixed at 15/20/25/25/15 percent respectively.
🔹 Show Thermal Zone Fills
Toggle for the semi-transparent rainbow fills between adjacent channel boundaries.
🔹 Show Vacuum Trail (Ghost Lines)
Toggle for the convergence ghost lines from exhaustion extremes back toward the channel median.
🔹 Show Dynamic Median Line
Toggle for the channel midline (dyn_mid) — the adaptive zero-reference of the oscillator.
🔹 Show Black Swan Lines (Dynamic Glow)
Toggle for the outermost ±3.85σ-equivalent boundaries with proximity glow.
🔹 Show Info Panel
Toggle for the corner HUD reporting score, direction, channel, rhythm, and status.
🔹 Panel Position
Position of the HUD on the chart. Four corners available: Bottom Right (default), Bottom Left, Top Right, Top Left.
🔹 Font Size
HUD font size. Options: Tiny (default), Small, Normal, Large, Huge.
🔹 Exhaustion Alert
Toggle for the alert that fires when the score crosses ±85/15 thresholds.
🔹 Squeeze Alert
Toggle for the alert that fires when the squeeze flag activates.
🔹 Black Swan Alert
Toggle for the alert that fires when the score enters the adaptive extreme zone.
IMPORTANT NOTES
The MTF Kinetic Oscillator works on any timeframe. The default MTF configuration (5/13/55/233/987 in minutes) is calibrated for intraday and swing trading on liquid instruments. The Fibonacci-aligned RSI lengths (8/13/21/34/55) and per-timeframe data lengths (288/96/72/60/40) are tuned to provide roughly equivalent statistical resolution across all five horizons.
The indicator works best on instruments with reliable volume data: crypto perpetual contracts, large-cap equities, futures, major forex pairs. On low-volume instruments, the CVD component becomes less reliable, though the score engine and channel continue to function correctly using the Z-Score and RSI components alone.
Alerts fire once per confirmed bar. The Black Swan alert uses an edge-trigger arm/disarm mechanism that prevents repeated firings while the score remains inside the extreme zone. Historical bars never repaint after they close. The live bar updates intra-bar as expected for a real-time indicator.
The Value Area calibration factor (vp_k = 2.51) used internally by the score engine for the Volume Profile distance component is tuned to approximate the conventional 70% Value Area definition. The Fibonacci sigma multipliers (1.50, 1.85, 2.75, 3.85) used by the adaptive channel are intentionally non-standard — they are Fibonacci-inspired proportions, not arbitrary choices, and they map to four behavioral regimes derived from observation rather than to integer statistical thresholds.
Pine Script v6. Open-source under Mozilla Public License 2.0.
UNIQUENESS
The MTF Kinetic Oscillator is unique in four ways. First, it operates across 5 timeframes simultaneously, aggregating per-timeframe scores via Fibonacci-proportioned weights (0.15 / 0.20 / 0.25 / 0.25 / 0.15) rather than operating on a single timeframe like RSI, MFI, CCI, or Stochastic. Second, the per-timeframe score is built from a Log-Normal Z-Score regression of price (which respects the asymmetric distribution of returns) blended with RSI through sigmoid normalization — producing a bounded composite that combines two independent signal families per horizon. Third, the global score is plotted not against fixed 0-100 thresholds but against a self-adaptive Fibonacci channel whose boundaries are recomputed every bar from the highest and lowest scores in the lookback window — calibrating the rainbow visual to current volatility regime rather than to static numerical levels. Fourth, three independent order-flow sensors (CVD Z-Score, Volume Climax detection, and Squeeze volatility compression) modulate the score continuously, with the Squeeze damper compressing score amplitude to 25% during low-conviction lateral phases — suppressing false directional signals at exactly the moments standard oscillators are typically least reliable. The combination of Fibonacci-weighted multi-timeframe aggregation, log-space Z-Score plus RSI per timeframe, adaptive Fibonacci channel, and three order-flow modulators produces an oscillator that behaves differently from single-timeframe and fixed-threshold oscillators, particularly during volatility regime transitions where standard oscillators are least reliable. Indicator
Indicator
Smart Money Liquidity Detector [PickMyTrade]Smart Money Liquidity Detector
This indicator measures market microstructure — the structural signals that institutional activity leaves behind in price and volume data. It combines four academically grounded models into a single Microstructure Stress Score (MSS) ranging from 0 to 100.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
MODELS USED
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
► Roll (1984)
Synthetic bid-ask spread estimated from the serial covariance of price changes. High Roll spread indicates wider market-maker quotes — historically associated with periods of elevated volatility.
► Corwin-Schultz (2012)
High-low range spread estimator. Uses the relationship between single-period and two-period high-low ranges to back out the effective spread without requiring tick data.
► Amihud (2002)
Illiquidity ratio measuring price move per unit of volume. High Amihud values mean large price impact per dollar traded — a sign of thin order books.
► Kyle Lambda (1985)
Price impact of signed order flow. Derived from the regression of price changes on volume direction. Estimates how aggressively informed participants are moving the market.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
MICROSTRUCTURE STRESS SCORE (MSS)
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Each model is z-scored over a rolling window, normalised to , then averaged and scaled to 0–100.
MSS = (Roll + Corwin-Schultz + Amihud + Kyle Lambda) / 4 × 100
- MSS > 70 → High stress. Spreads wide, illiquidity elevated, price impact high. Consistent with institutional order flow.
- MSS 30–70 → Normal range. No structural signal.
- MSS < 30 → Low stress. Tight spreads, liquid conditions, quiet tape.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
ANOMALY DETECTION
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Any individual model z-score crossing ±2σ triggers an anomaly flag. Anomaly bars are highlighted in orange on the chart. Roll and Corwin-Schultz anomalies are marked with coloured circles directly on the MSS line.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
INPUTS
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
- Spread window (default 20) — lookback for Roll and Corwin-Schultz estimation
- Z-score window (default 60) — rolling window for z-scoring all models
- Impact window (default 20) — lookback for Amihud and Kyle Lambda
- MSS normalise window (default 100) — window for normalisation before scoring
- Toggle each model's z-score plot individually
- Highlight anomaly bars on/off
- Info table on/off
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
INFO TABLE
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Top-right table displays live values and z-scores for all four models, the current MSS reading, and anomaly status on the last closed bar.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
NOTES
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
- Works on any liquid instrument and any timeframe. Most effective on futures, forex, and equity indices where volume data is reliable.
- This indicator does not generate buy or sell signals. It is a market structure diagnostic tool.
- Powered by PickMyTradeLib — PickMyTrade's open quantitative library.
This script is published for educational and informational purposes only. It does not constitute financial advice. Use at your own risk. Past microstructure behaviour does not guarantee future price outcomes.
Indicator
Order Flow Imbalance Recovery Planner [AGPro Series]Order Flow Imbalance Recovery Planner
🧠 Core Idea
Can a high-volume displacement pocket recover with enough absorption and follow-through to become actionable chart context?
📌 Overview / What it does
Order Flow Imbalance Recovery Planner maps high-volume displacement candles, converts them into practical imbalance recovery pockets, and evaluates whether price can recover that pocket with measurable response.
The script produces imbalance pockets, recovery rails, continuation corridors, invalidation shelves, target reference rails, event labels, and a compact AG Pro dashboard with a 0-100 recovery score.
This script does not read live order book data, footprint data, bid/ask tape, or true exchange-level order flow. It uses chart-available volume, relative volume, candle displacement, wick response, and recovery behavior as a practical visual proxy.
🎯 Purpose & Design Philosophy
The script was built for traders who want a structured way to study volume imbalance recovery instead of reacting to every large candle.
Many displacement candles look important at first, but the useful question is whether price can return to the pocket, absorb pressure, and recover the key rail.
The design supports a context-first workflow: identify the imbalance, observe the test, evaluate the recovery quality, and then read the current state.
⚡ Why This Script Is Different
Most tools mark volume spikes or wide candles as isolated events.
This script does NOT treat every high-volume candle as a signal.
Instead, it builds a recovery pocket, scores the reaction around that pocket, separates test conditions from READY conditions, and keeps invalidation visible.
⚙️ Methodology
1. Context Detection
The script searches for directional displacement candles with elevated relative volume, meaningful candle range, and sufficient body commitment.
2. Reference Mapping
When a valid imbalance is found, the script maps a recovery pocket and a recovery rail around the displacement body.
3. Reaction Evaluation
Price interaction with the pocket is evaluated through retest behavior, close location, wick response, relative volume, freshness, and failure distance.
4. Visual Output
The script displays the active pocket, recovery rail, target rails, invalidation shelf, event labels, bar state color, and dashboard state.
🗺️ How to Read the Chart
Zones represent the active imbalance recovery pocket.
The recovery rail marks the key level price needs to reclaim or lose before the context improves.
Labels highlight new imbalance pockets, pocket tests, ready recovery events, invalidations, and expirations.
Colors:
• Teal = bullish recovery context
• Pink = bearish recovery context or failed context
• Gold = neutral or wait state
• Indigo = monitor or reference state
The panel summarizes imbalance state, recovery score, flow response, risk, and action.
🚦 Signals & States
• Bull Imbalance → a bullish high-volume displacement pocket has been mapped
• Bear Imbalance → a bearish high-volume displacement pocket has been mapped
• Pocket Test → price is interacting with the active imbalance pocket
• Ready Recovery → the recovery score has reached the required threshold
• Invalidated → price has moved beyond the active failure edge
• Expired → the imbalance pocket is too old to remain active
🔔 Alerts Logic
Alerts can trigger when a new imbalance pocket is locked, when price tests the active pocket, when recovery reaches READY status, or when the context is invalidated.
Alerts are attention markers only. They are not trade instructions and do not guarantee future price behavior.
🧩 Confluence Logic
The context becomes stronger when high relative volume, large displacement, clean pocket retest, wick absorption, and recovery close align around the same pocket.
📊 When to Use
• After high-volume displacement candles
• During pullback and recovery phases
• Around breakout continuation attempts
• When studying absorption after aggressive movement
• On liquid symbols with reliable volume data
⚠️ When NOT to Use
• Very low-liquidity markets
• Symbols with unreliable volume data
• Extremely noisy sideways sessions
• News-driven spikes with unstable spreads
• Markets where chart volume does not represent meaningful participation
🎛️ Key Inputs
• Minimum Displacement Range → controls how large a candle must be relative to ATR
• Minimum Body Ratio → filters weak candles with too much wick noise
• Minimum Relative Volume → controls how much volume confirmation is required
• Minimum Ready Score → controls how strict the READY state is
• Projection Bars → controls how far active pockets and rails extend
• Visual Settings → control labels, zones, right-side tags, panel, font size, and bar colors
🖥️ Interface & Visual Design
The dashboard is designed as a quick decision-support panel, not a separate oscillator.
The chart uses a clear hierarchy: pocket first, recovery rail second, labels third, and targets only after recovery context becomes relevant.
The goal is to keep the chart premium, readable, and useful at first glance.
🧪 Practical Usage Workflow
1. Read the panel state
2. Locate the active imbalance pocket
3. Check whether price is testing or recovering the pocket
4. Review the recovery score and risk
5. Compare the output with broader market structure
🔍 Interpretation Guidelines
A READY state means the script has detected enough recovery behavior around the imbalance pocket to mark the context as worth attention.
It does not mean price must continue.
Use the output as structured context together with trend, liquidity, volatility, and higher-timeframe conditions.
🚫 What This Script Is NOT
This script is not a prediction engine.
It is not a true order book, footprint, or bid/ask delta tool.
It is not an automated trading system.
It does not provide guaranteed signals.
It is not financial advice.
⚠️ Limitations & Transparency
The script uses chart-available data only.
Volume quality differs between markets, brokers, exchanges, and asset classes.
Timeframe changes may alter the appearance and timing of imbalance pockets.
Extreme volatility may produce rapid invalidation or repeated displacement events.
🧠 Market Context Notes
Order-flow style interpretation should always consider liquidity, volatility, structure, and session context.
A strong recovery pocket in a clean trend may carry more practical meaning than the same pocket inside a noisy range.
🧾 Use Case Examples
When price creates a high-volume bullish displacement candle and later retests the pocket, the script evaluates whether the retest shows enough absorption and recovery strength to become a READY context.
When price loses the recovery edge, the script marks invalidation rather than keeping the setup visually alive.
🧱 System Philosophy
AGPro Series tools are designed as decision-support engines.
The goal is not to simplify markets into blind signals, but to organize complex price behavior into readable structure, state, and risk context.
🔐 Non-Promise Statement
No script can provide certainty.
No signal guarantees continuation, reversal, or profit.
Outputs should be interpreted as analytical context only.
📉 Risk Disclosure
Trading involves risk.
Users are responsible for their own decisions, risk management, and trade execution.
This script is for educational and analytical purposes only and does not provide financial advice.
📚 Educational Note
Use this tool to study how volume displacement, imbalance pockets, absorption, and recovery behavior interact across different markets and timeframes.
Indicator
Indicator
