Volume Footprint: Measuring by Math & GeometryIntroduction
Volume tells you how much traded. A footprint tells you where.
A conventional volume bar compresses all trading activity within a candle into a single total. That total measures participation, but it does not show how the activity was distributed through price. Two candles can carry similar volume and range while containing very different internal structures.
A volume footprint restores this missing dimension. It organizes a bar's volume across price levels and separates buying from selling, so the candle becomes a readable column: where activity concentrated, where one side dominated, and where the two sides met.
This price-level structure is the basis for the measurements and diagnostics used throughout this indicator.
1. The volume footprint
As introduced above, a footprint reveals the role and position of the real participants inside a candle. The diagram below illustrates the structure:
The diagram shows the footprint structure of a single candle: volume is distributed across price levels and separated into sell and buy activity. This makes the internal distribution of participation visible instead of reducing the candle to one total volume figure.
The real challenge in constructing a footprint is how buy and sell volume are derived. TradingView’s native Footprint data provides the highest-fidelity source used by this indicator, but it is available only on Premium and Ultimate plans. To make the concept accessible to users on other plans, we therefore estimate buy and sell volume using the alternative methods described below. These methods are approximations, intended to explain and visualize footprint mechanics—not to claim the same precision as TradingView’s native Footprint data.
Buy/Sell Volume Calculation Engines
The indicator uses three methods as engines for calculating buy and sell volume. These engines are selected from the Engine option in the indicator settings and will be explained individually below.
- Geometric
- Intrabar
- Footprint
A. Geometric Calculation Engine
The Geometric engine estimates buy and sell volume from the position of the candle’s close within its high–low range. A close nearer the high assigns a larger share to buying volume, while a close nearer the low assigns a larger share to selling volume.
As shown in the image, the Geometric engine is an estimation model based on the position of the candle’s close within its high–low range. Buy and sell volume are calculated as:
If the candle has no range, volume is divided equally between buying and selling.
It is important to emphasize that this is an estimated representation of buy and sell activity, not true transaction-side volume. However, it can still provide a useful analytical framework for markets where reported volume is incomplete, fragmented, or not representative of a centralized market-wide feed, such as many cryptocurrency markets and spot gold.
B. Intrabar Calculation Engine
The Intrabar engine derives buy and sell volume from lower-timeframe activity inside each chart bar, using TradingView’s official ta library. Instead of estimating the split from the shape of the parent candle, it aggregates the lower-timeframe up and down volume returned by the library.
Higher intrabar resolution generally provides greater precision, but also reduces the amount of historical coverage available. Tick-level data offers the finest resolution where available, while a 1-minute lower timeframe provides a practical alternative that can also be used on lower TradingView plans. On higher chart timeframes, such as 4-hour or daily charts, the 1-minute series can provide a substantially finer approximation of the internal buy/sell structure than calculations based only on the parent candle.
In practical terms, Intrabar provides the middle ground between simple candle-based estimation and native Footprint data: more granular than Geometric, yet still accessible across a wider range of TradingView plans. Its effectiveness ultimately depends on how much lower-timeframe detail is available for the chart being analyzed.
C. Footprint Calculation Engine
The Footprint engine reads TradingView’s native volume-footprint data directly. Unlike the Geometric and Intrabar engines, buy and sell volume are not inferred from candle geometry or lower-timeframe direction; they are obtained from TradingView’s own price-level footprint structure.
This provides the highest-fidelity volume source used by the indicator and serves as the reference engine for footprint-based measurements. Access to this data requires a TradingView Premium or Ultimate plan.
How are the footprint price rows constructed when native row-level data is available only through TradingView’s Footprint engine on Premium and Ultimate plans?
For the native Footprint engine, each price row is read directly from TradingView together with its buy and sell volume. For the Geometric and Intrabar engines, only bar-level buy and sell totals are available, so these totals must be distributed across the candle’s price range. To accomplish this, the indicator uses a Gaussian distribution model.
What Is the Gaussian Distribution Model?
A Gaussian distribution is a bell-shaped mathematical model in which the greatest weight is concentrated around a central value and progressively decreases as distance from that center increases. In this indicator, it is used as a weighting model to distribute a bar’s total buy and sell volume across its price rows, rather than assigning the same amount of volume to every level.
The simplified diagrams below illustrate the basic idea before we apply it separately to the buy and sell sides of a candle.
Figure 1 — A single bell distributes one total; no volume is created or lost
Figure 2 — Both bells cover the full range; only their centers differ, and each sums back to its own total
As the Volume Engine and its role in the settings menu were explained earlier, we will follow the same approach here for the Footprint structure and Gaussian model. The relevant settings will be introduced alongside these concepts so their practical effect on the indicator can be understood directly.
Ticks Per Row
This setting controls the row size only for TradingView’s native Footprint engine. A value of 1 creates the finest available structure, with each row representing one minimum price increment of the symbol. Higher values group multiple ticks into wider native Footprint rows.
For the Geometric and Intrabar engines, this setting is not used. Their Gaussian price distribution is calculated on the indicator’s fixed one-tick price lattice, where each row corresponds to syminfo.mintick. This keeps their modeled price-level structure at the highest available symbol resolution.
Window Bars
This setting determines how many valid candle columns the footprint table displays. Its default value is 5, and it can be set from 2 to 60.
The important point is that Window Bars does not simply mean the last N consecutive candles. Starting from the current bar, the indicator scans backward and accepts a candle only when:
the active Volume Engine provides valid volume data for that candle,
its total calculated volume is greater than zero, and
its price range overlaps the price area currently displayed by the footprint table.
If a candle does not satisfy these conditions, it is skipped and the search continues farther back until the requested number of columns is collected.
This same selection logic applies to all three engines. The practical difference is only data availability: Geometric normally has data wherever chart volume exists, Intrabar is limited by the lower-timeframe history available to the selected plan, and Footprint requires valid native Footprint data for the candle.
The search can extend up to 5,000 historical bars. Therefore, Window Bars controls the number of qualifying columns displayed, not the chronological lookback period itself.
Ticks Above/Below
This setting defines the vertical price span of the footprint table around the current price. The default value is 5, with an adjustable range from 1 to 50.
A useful way to understand this behavior is to think of an analog aircraft altimeter. The reference point remains centered while the scale moves around it. In the same way, the indicator keeps the current price on the central row while the surrounding price ladder shifts as the market moves.
The selected value determines how many one-tick rows are shown above and below that center:
Visible Rows = (2 × Ticks Above/Below) + 1
For example, a value of 5 displays 11 price rows: five above the current price, five below it, and the central row itself.
This setting applies to all three Volume Engines and controls only the visible price frame. It does not alter the underlying volume calculation or the native row grouping of the Footprint engine. Volume outside the visible frame remains outside the display and is not merged into the boundary rows.
Like an analog altimeter — the needle stays put while the dial turns behind it
Volume Concentration
This setting controls the width of the Gaussian distributions used by the indicator. Its default value is 3.0, with an adjustable range from 1.0 to 10.0 in steps of 0.5.
The relationship is:
σ = (High − Low) / Volume Concentration
Therefore, a higher value produces a smaller σ and concentrates more volume around the center of each bell. A lower value produces a larger σ and spreads the volume more broadly toward the candle’s extremes.
For the footprint table, this setting affects the Gaussian price-row construction used by the Geometric and Intrabar engines. It does not modify the native price rows when the Footprint engine is selected, because those rows are read directly from TradingView.
The same setting is also used later in the indicator’s Volume Profile construction. There, the common Gaussian profile model uses this concentration parameter regardless of which Volume Engine supplied the underlying buy and sell totals—including the Footprint engine.
Figure 1 — Higher concentration → narrower bell → more volume at the center row
Figure 2 — Concentration reshapes the row distribution, never the bar's total volume
Show Table
This setting controls whether the footprint table itself is displayed on the chart. It is enabled by default.
When Show Table is turned on, the price ladder and its candle columns are drawn according to the current footprint settings. Turning it off removes this table from the chart and provides a cleaner visual workspace.
Importantly, this option controls display only. It does not change the selected Volume Engine or the buy/sell volume values calculated by the indicator. Those volume figures remain available in TradingView’s Data Window even when the footprint table is hidden.
Table Text Size & Table Position
Table Text Size controls the font size used inside the footprint table, allowing the display to be adjusted for readability or to accommodate larger tables.
Table Position determines where the footprint table is anchored on the chart by combining its vertical and horizontal placement options.
2. Point of Control (POC)
Now that the footprint structure and the distribution of buy and sell volume across price levels have been established, we can begin examining the information that can be derived from that structure. One of the most important of these concepts is the Point of Control (POC).
What Is the Point of Control?
The Point of Control is the price level at which the greatest total volume has traded within the analyzed distribution.
At each price level, buy and sell volume are combined:
Total Volume at Price = Buy Volume + Sell Volume
The price level with the highest resulting total becomes the POC.
The importance of the POC comes from what it represents: it identifies the price where market participation was most concentrated. In other words, within the analyzed structure, this is the level where the largest amount of business was conducted and therefore where price received the greatest volume-based acceptance.
The POC should not, however, be interpreted as a directional signal by itself. It identifies where the greatest activity occurred, not whether buyers or sellers dominated that activity. Directional information must be derived from the buy/sell composition and other footprint measurements surrounding that level.
Because the POC is calculated from a defined group of price-level data, its location also depends on the period or footprint window being analyzed. As the underlying volume distribution changes, the POC can shift to a different price level.
The POC marks where business concentrated — not which side won it
How the Indicator Uses the POC
Now that the meaning of the POC is clear, we can look one level deeper and see exactly how the indicator uses it. The POC is not treated as a single decorative level; it is calculated separately for the footprint table and the chart profile, then reused in several parts of the indicator.
A. Dashboard POC
Inside the footprint table, the indicator first sums the buy and sell volume of each visible price row across all qualifying Window Bars:
Row Volume = Σ Buy Volume + Σ Sell Volume
The visible price row with the largest combined volume becomes the Dashboard POC. This means the Dashboard POC belongs specifically to the footprint window currently being analyzed, not to the entire chart history.
B. POC marker and color in the table
The selected row is marked with ● POC in the Metrics column.
Its color describes the composition of that same price level:
Buy volume greater than sell volume → Buy color
Sell volume greater than buy volume → Sell color
Equal buy and sell volume → Neutral color
The color does not redefine the POC as bullish or bearish. The POC is still selected only by total volume; the color simply shows which side contributed more volume at that level.
The row information also retains the individual Sell, Buy, and Total volumes so the user can see what produced the POC.
C. Chart POC
The POC drawn beside the Volume Profile is calculated independently from the Dashboard POC.
Across the selected profile period, the indicator evaluates the Buy and Sell profile curves at successive price samples and combines them:
Combined Profile Intensity = Buy Density + Sell Density
The sampled price where this combined profile reaches its maximum becomes the Chart POC.
This distinction is important: the Dashboard POC is derived from the footprint table's visible price rows and Window Bars, while the Chart POC belongs to the separate Volume Profile period and its sampled profile structure. They can therefore appear at different prices without either calculation being incorrect.
D. POC and profile resolution
Because the Chart POC is found from the sampled Volume Profile curve, the profile's resolution determines how finely the indicator searches for its maximum. Increasing profile resolution provides a denser set of price samples and therefore a finer localization of the Chart POC, without changing the underlying volume itself.
E. POC as the starting point of Value Area
POC also has a structural role in the next concept we will discuss: Value Area.
Rather than finding Value Area independently, the indicator begins from the POC and expands outward through neighboring price levels until the selected percentage of volume has been accumulated. In this sense, POC is not only a displayed level; it is also the anchor from which the Value Area structure is built.
F. POC settings
The Point of Control setting determines where the metric is used:
Off
Dashboard
Chart
Dashboard and Chart
The accompanying offset controls how far the Chart POC line extends beyond the Volume Profile before its label is placed. It affects presentation, not the calculated POC price.
G. POC as an output level
The indicator also publishes the Dashboard POC and Chart POC as separate level series. This allows TradingView's standard alert conditions—such as crossing, crossing up, or crossing down—to be applied to either level. We will return to this functionality in the Alerts section.
The key point is that when you see a POC in this indicator, you can identify exactly which dataset produced it, how its price was selected, what its color means, and where that level is used elsewhere in the calculation.
3. Value Area (VAH / VAL)
Once the POC identifies the price where volume is most concentrated, the next question is:
how far does that concentration extend?
The Value Area answers this by defining the price range that contains a selected share of the analyzed volume, commonly 70%.
The calculation begins at the POC and expands outward through neighboring price levels. At each step, the side containing the greater adjacent volume is added first. This process continues until the required percentage of total volume has been included.
The resulting boundaries are:
VAH — Value Area High: the upper boundary of the Value Area.
VAL — Value Area Low: the lower boundary of the Value Area.
Conceptually, the structure can be pictured as:
VAL ← accepted volume ← POC → accepted volume → VAH
The POC marks the center of greatest volume concentration, while VAH and VAL define the broader region around it where most of the analyzed trading activity took place.
Prices inside this range represent the market’s main area of volume acceptance for the selected dataset; prices outside it belong to the lower-volume remainder of the distribution.
POC sits at the peak of the combined curve; VAH and VAL mark its 70% edges
How Value Area Appears in the Indicator
The same Value Area concept is presented in two analytical contexts:
Dashboard:
The calculation uses the volume distribution of the current Footprint Window. Starting from its POC, the indicator expands toward neighboring rows until the selected volume percentage is reached. The resulting boundaries are marked directly in the Metrics column as ▲ VAH and ▼ VAL, so the accepted-volume region can be read against the footprint price ladder.
Chart:
The chart uses the Volume Profile period rather than the Footprint Window. Its own POC becomes the starting reference, and the Value Area is calculated from the profile’s volume distribution. The resulting VAH and VAL are then drawn as horizontal levels around the profile, making the high-volume acceptance range visible directly on the chart.
Because the Dashboard and Chart analyze different datasets, their POC, VAH, and VAL levels do not necessarily have to coincide.
The Value Area setting determines whether these levels are calculated and displayed in the Dashboard, Chart, Dashboard and Chart, or turned Off. The percentage beside it defines the target share of volume, with 70% as the default.
4. Volume Imbalance
Once we know where volume concentrated, the next question is whether one side became unusually dominant at a particular price. Volume Imbalance is designed to identify exactly that condition.
Unlike a simple comparison of Buy and Sell volume on the same row, footprint imbalance is measured diagonally between neighboring price levels:
Buy Imbalance:
Buy volume at a price is compared with Sell volume one row below.
Sell Imbalance:
Sell volume at a price is compared with Buy volume one row above.
With the default threshold of 300%, the dominant side must exceed the opposing diagonal volume by more than three times before the level is classified as imbalanced.
Conceptually:
Buy Imbalance:
Buy(current row) > Sell(row below) × Threshold
Sell Imbalance:
Sell(current row) > Buy(row above) × Threshold
This diagonal comparison is important because it compares opposing activity across the neighboring prices where buyers and sellers effectively meet, rather than treating each row as an isolated number.
How the Indicator Uses Imbalance
Geometric and Intrabar:
The same diagonal rule is applied to the price rows constructed by the indicator.
Footprint:
When the native Footprint engine is selected, the indicator uses TradingView's own per-row Buy and Sell imbalance results. The selected Imbalance percentage is passed directly into the native Footprint request.
Footprint Table:
An imbalanced Buy or Sell cell receives a directional marker and stronger visual emphasis, making individual imbalances visible inside each candle column.
Dashboard Metrics:
The indicator also evaluates the combined Buy and Sell distribution across the complete Footprint Window. Price levels that satisfy the diagonal imbalance rule at the window level are marked in the Metrics column, allowing isolated candle imbalances to be distinguished from imbalance that persists across the broader window.
Chart:
For the Volume Profile period, imbalance is evaluated from the profile's Buy and Sell distribution and qualifying levels are shown as dotted horizontal marks on the chart.
Imbalance Setting
The Imbalance setting enables or disables these measurements, while the percentage beside it controls how strong the diagonal dominance must be. The default is 300%; increasing it requires a stronger imbalance, while decreasing it makes the measurement more sensitive.
The important distinction is that imbalance identifies relative dominance at specific neighboring prices. It does not simply tell us which side has more total volume across the candle or profile.
Figure 1 — Buy vs sell one row below · sell vs buy one row above · threshold 300%
Figure 2 — A buy imbalance needs the buy row to beat the sell row below it by the threshold
Figure 3 — Sell(P) > Buy(P + 1) × threshold · the buy rule flipped upside down
5. Delta and Totals
After identifying where volume is concentrated and where local imbalances appear, the same Buy/Sell data can be summarized through two direct measurements: Total Volume and Delta.
Total Volume shows how much activity occurred:
Total = Buy Volume + Sell Volume
Delta shows the difference between the two sides:
Delta = Buy Volume − Sell Volume
A positive Delta means Buy volume was greater, while a negative Delta means Sell volume was greater. A value near zero indicates that the two sides contributed similar amounts of volume.
The important distinction is that Delta measures volume dominance, not price direction. A candle can rise while having negative Delta, or fall while having positive Delta, because price movement and Buy/Sell volume balance describe different aspects of market activity.
How They Appear in the Dashboard
At the bottom of each Footprint candle column, the indicator displays:
Total: the complete Buy + Sell volume of that candle.
Delta: the Buy − Sell difference for that candle.
Positive Delta is displayed in the Buy color and negative Delta in the Sell color, while Total remains neutral.
The Sum column applies the same calculation to the entire Footprint Window. It combines the Buy and Sell totals of all qualifying Window Bars and reports:
Window Total = Σ Buy + Σ Sell
Window Delta = Σ Buy − Σ Sell
This allows the user to compare the balance of an individual candle with the broader balance of the complete Footprint Window.
Current-Bar Summary
The status bar at the top of the table also provides a live summary of the current candle, including its Total Volume, Sell Volume, Buy Volume, and the side currently leading.
The lead percentage measures how large the Buy/Sell difference is relative to the candle's total volume:
Lead % = |Buy − Sell| / Total × 100
This makes it possible to distinguish between a small numerical advantage and a genuinely meaningful difference in participation.
The background color of this status bar follows the candle's price change, not its Delta. Therefore, price direction and volume dominance remain intentionally separate.
On the Chart
Total and Delta are not drawn as independent horizontal levels on the chart. Instead, their underlying Buy and Sell volumes continue into the Volume Profile calculations, where the distribution and broader balance between the two sides are analyzed in greater detail.
So while Imbalance asks where one side became unusually dominant at specific neighboring prices, Delta answers a broader question:
Which side carried more volume over this candle or window, and by how much?
6. The Volume Profile
The Footprint shows volume inside individual candles. The Volume Profile takes the next step and combines that information across a selected period to show where Buy and Sell activity accumulated through price.
Instead of one conventional profile, the indicator builds two separate distributions:
Buy Profile
Sell Profile
For every bar in the selected period, its Buy and Sell totals are distributed through that bar’s High–Low range using the same Gaussian framework introduced earlier. These individual distributions are then added together to create the two final profile curves.
An important distinction is that this common profile model is used for all three Volume Engines. Even when the Footprint engine is selected, the chart profile is constructed from its bar-level Buy and Sell totals rather than directly reproducing TradingView’s native footprint rows. This gives all engines the same mathematical basis for profile comparison.
How It Appears on the Chart
The profile spans from the lowest Low to the highest High of the selected period and is drawn to the right of the latest candle.
Both curves grow from the same baseline and use the same horizontal scale, so their relative widths remain meaningful:
Wider Buy curve → greater Buy intensity at that price
Wider Sell curve → greater Sell intensity at that price
Where the two filled curves overlap, the chart also makes the shared price territory visually apparent.
This profile becomes the foundation for several measurements already introduced or still to come, including Chart POC, VAH/VAL, profile Imbalances, OVL, Balance Tilt, and the Residual self-check.
Main Profile Settings
Profile Period: number of bars included in the calculation.
Profile Width: horizontal drawing size of the profile.
Profile Resolution: number of price samples used to trace the curves; higher values produce finer visual resolution without changing the underlying volume model.
Buy / Sell visibility, Fill and Colors: control presentation only.
In short, the Footprint answers what happened inside each candle, while the Volume Profile reorganizes the same Buy/Sell information around price across an entire period.
Same horizontal scale on both sides — so relative widths are directly comparable
7. Overlapping Coefficient (OVL) and Balance Tilt
The Buy and Sell profiles tell us where each side was active. The next question is:
how much did they operate at the same prices?
The Overlapping Coefficient (OVL) measures this shared price territory.
Before comparison, the Buy and Sell profiles are normalized so that differences in total volume do not distort their shapes. The indicator then measures the common area between the two distributions.
Conceptually:
OVL = Shared Area of the Normalized Buy and Sell Profiles
Its range is:
0.00 → almost no overlap
1.00 → complete overlap
A high OVL means Buy and Sell activity occurred largely at the same prices. A low OVL means the two sides occupied increasingly different price regions.
How the Indicator Interprets OVL
The indicator uses 0.75 as its balance boundary:
OVL ≥ 0.75 → BALANCED
OVL < 0.75 → OFF BALANCE
But OVL alone tells us only that the distributions have separated; it does not tell us which side carried more total volume. For that, the indicator uses Balance Tilt:
Balance Tilt = (Buy Volume − Sell Volume) / Total Volume × 100
Positive values lean toward Buy, while negative values lean toward Sell.
The Balance Tilt % setting determines how large this difference must be before a direction is named. Its default is 5%.
Therefore, when OVL is below 0.75, the chart can report:
OFF BALANCE TO BUY
OFF BALANCE TO SELL
OFF BALANCE — when the volume difference is too small to assign a direction confidently.
On the Chart
The OVL reading appears at the top of the Volume Profile and reports both the coefficient and its interpretation.
This gives two complementary pieces of information:
OVL → Are Buy and Sell occurring at the same prices?
Tilt → If not, which side carries more total volume?
OVL: how much do buy and sell share the same prices?
Balance Tilt: which side carried more total volume
Two questions, answered in order
OVL asks how much the sides share the same prices; Tilt names the heavier side only when OVL says off balance
OVL measures shared prices · Tilt classifies direction when off balance · together they read the profile's balance
8. Residual Self-Check (RES)
Because the Volume Profile is built mathematically, the indicator also verifies that its own reconstruction has not created or lost meaningful volume.
For each side, it compares the original Buy or Sell total with the volume recovered from the complete profile model—including the Gaussian curves and any zero-range bars represented as point masses.
Conceptually:
Residual = Difference between original volume and reconstructed profile volume
The Buy and Sell errors are combined and expressed in parts per million (PPM). A value close to zero means the profile reproduces its source volume with extremely small numerical error.
How It Appears on the Chart
The RES reading is displayed beneath the Volume Profile:
EXACT — Residual is within the permitted tolerance.
DRIFT — Residual exceeds that tolerance.
The default Residual Tolerance is 1 PPM. Lower values make the self-check stricter; higher values allow more numerical deviation.
RES is therefore not a market signal. It is a diagnostic of the indicator itself: a confirmation that the profile you are analyzing remains mathematically consistent with the volume from which it was constructed.
9. Remaining Settings
Most analytical settings have already been explained alongside the concepts they control. Only a few display-related controls remain:
Balance Tilt % sets the minimum Buy/Sell volume difference required before an off-balance profile is labeled toward Buy or Sell. The default is 5%.
Residual Tolerance PPM defines the maximum RES value still classified as EXACT. The default is 1 PPM.
Label Merge Ticks controls how close chart labels may be before they are combined to prevent overlap. A value of 0 keeps nearby labels separate.
Frame Lines control only the color, thickness, and style of the Volume Profile boundary lines.
The remaining profile visibility, colors, fill opacity, width, and resolution settings affect presentation only and were introduced with the Volume Profile itself.
10. Alerts
The indicator does not impose a predefined trading signal. Instead, it publishes its two POC levels as separate series so they can be used directly inside TradingView’s standard Alert dialog:
Dashboard POC — the POC calculated from the current Footprint Window.
Chart POC — the POC calculated from the Volume Profile period.
After selecting either series as the alert source, TradingView’s normal conditions can be applied, including actions such as:
Crossing · Crossing Up · Crossing Down · Greater Than · Less Than
This keeps the alert logic flexible. The indicator provides the calculated level; the user decides what interaction between price and that level is important for the strategy being monitored.
For example:
Price crosses above Chart POC → Crossing Up
Price crosses below Dashboard POC → Crossing Down
Dashboard POC and Chart POC remain independent, so an alert can be built around either the short footprint window or the broader profile structure.
Publisher’s Note
Volume is one of the fundamental dimensions of market analysis because it reveals the level of participation behind price and helps us understand where trading activity is taking place.
This indicator was created first to make Footprint concepts accessible across TradingView plans. The Geometric and Intrabar engines provide approximate Buy/Sell representations, while the Footprint engine uses TradingView’s official native price-level data where available.
An important part of the project was to place these different data sources inside a common mathematical framework. TradingView’s native Footprint presents its price-level structure directly as footprint rows, while this indicator also uses Gaussian mathematics and price geometry to construct a comparable Buy/Sell Volume Profile from the bar-level totals of all three engines. In this way, different sources can be examined through the same analytical language rather than through unrelated visual forms.
The purpose is not to claim that an approximation is equivalent to native data. It is to make the differences measurable, understandable, and comparable. For users who enjoy investigating how markets are represented—and how different methods arrive at their results—the three engines can themselves become an interesting field of study.
Ultimately, the goal is simple: to move from merely seeing volume to understanding its structure. Indicator
High Volume Rejection Zones [BOSWaves]High Volume Rejection Zones - Volume-Validated Swing Rejection Detection with Quality-Scored Dual-Layer Zones and Flip Tracking
Overview
High Volume Rejection Zones is a swing-anchored supply and demand zone system that identifies price levels where confirmed pivot highs and lows were accompanied by meaningful rejection wick structure and above-average volume participation, where zone depth, inner core sizing, and visual intensity are driven by a composite rejection quality score derived from wick magnitude, close distance from the extreme, and relative volume strength rather than arbitrary fixed zone dimensions.
Instead of marking every swing pivot regardless of the conviction behind it, each zone requires three simultaneous conditions to be satisfied: the pivot candle's volume must exceed its rolling average by the configured multiple, the rejection wick must represent a minimum fraction of the candle's total range, and the close must have moved sufficiently far from the extreme, confirming that price was decisively pushed away from the level rather than drifting. Only when all three conditions are met does a zone form, ensuring every level on the chart has measurable evidence of genuine rejection activity behind it.
This creates a zone framework that goes beyond simple level marking into active lifecycle management. Each zone tracks whether price retests and holds the level, displaying a hold signal when the interaction confirms structural defense, then converts visually when price breaks through the zone, flipping from resistance to potential support or from support to potential resistance and monitoring for a subsequent flip retest where the former opposing level is tested from the new side. Zones fade progressively with age using a cubic opacity curve, expired zones dissolve automatically, and a configurable historical limit manages the total object count across the chart history.
Price is therefore evaluated not just against levels that meet structural swing criteria but against levels with quantified rejection evidence, active hold and flip tracking, and aging-aware visual treatment that communicates zone relevance at a glance.
Conceptual Framework
High Volume Rejection Zones is founded on the principle that meaningful supply and demand zones require simultaneous evidence across three independent dimensions: the price was structurally significant enough to form a confirmed swing, the rejection from that level was decisive enough to produce a meaningful wick, and volume participation was sufficient to indicate that the rejection was driven by genuine market activity rather than low-liquidity price movement.
Traditional pivot-based zone tools mark levels from confirmed swings without filtering for the quality of the rejection at those pivots, producing charts populated with zones where price barely paused rather than zones where price was actively defended by participating volume. This framework requires all three rejection dimensions to exceed their configured thresholds simultaneously before a zone is committed, concentrating the chart on the subset of swing pivots with the strongest combined evidence of institutional rejection activity.
Three core principles guide the design:
Zone formation should require concurrent validation across wick structure, close positioning, and volume significance, ensuring each zone reflects a genuine multi-dimensional rejection event rather than a mechanical pivot detection.
Zone depth should scale with rejection quality, with the inner core zone growing proportionally as wick conviction, close distance, and volume strength increase, providing a visual quality gradient across zones of varying rejection evidence.
Zones should track their own lifecycle through hold detection, break identification, flip conversion, and age-based fading, communicating structural relevance dynamically rather than remaining static rectangles regardless of subsequent price interaction.
This shifts supply and demand zone analysis from pivot-counting into evidence-weighted rejection identification where every visible zone carries quantified conviction credentials and active interaction tracking.
Theoretical Foundation
The indicator combines confirmed pivot detection with simultaneous three-condition rejection filtering, a composite quality score derived from normalized wick, close, and volume components, dual-layer zone construction with quality-proportional inner core sizing, cubic fade curve aging, hold retest detection, break detection with visual flip conversion, and flip retest detection with independent completion tracking per zone.
Pivot confirmation uses a symmetric left-right bar requirement to identify structurally validated swing highs and lows. The rejection quality score weights the wick component at forty percent, the close distance component at thirty-five percent, and the relative volume component at twenty-five percent, each normalized to a zero-to-one scale against their respective reference values. The coreDepth variable maps this composite score to an inner zone boundary that ranges from twenty-two percent to seventy percent of the total zone height, producing inner zones that are small for borderline rejections and deep for high-conviction rejections. The cubic fade curve applies a non-linear aging effect that preserves zone visibility through most of the maximum age before accelerating the fade near expiry.
Four internal systems operate in tandem:
Rejection Validation Engine : Tests each confirmed pivot against the relative volume threshold, minimum wick ratio, and minimum close distance simultaneously, qualifying only pivots where all three conditions are met and calculating the composite rejection quality score from the normalized component values.
Zone Construction System : Creates dual-layer outer and inner zone boxes with ATR-scaled height and quality-proportional inner boundary positioning, adds a precise pivot price level line, and displays the relative volume multiple as a label when the show volume setting is enabled.
Hold and Break Tracking System : On each bar after zone creation, tests for hold retests where price touches the zone without closing through it and generates hold signals. Tests for full breaks where price closes beyond the outer zone boundary, converts zone coloring and border style to the opposing direction, and begins monitoring for flip retests.
Aging and Lifecycle Management System : Applies a cubic opacity fade curve based on zone age relative to the configured maximum, dissolves expired zones with a near-transparent final state before removing them, and enforces the historical zone count limit by removing oldest objects first.
This design ensures every zone carries its own rejection quality credentials, tracks its own lifecycle state, and communicates both structural relevance and interaction history through its visual properties at all times.
How It Works
High Volume Rejection Zones evaluates price through a sequence of pivot-aware and evidence-validated processes:
Pivot Detection : Swing highs and lows are confirmed when the configured number of bars to the left and right validate the structural significance of the pivot, providing the structural anchor for rejection testing.
Wick Ratio Measurement : The upper wick of a pivot high is measured as a fraction of the full candle range. The lower wick of a pivot low is measured similarly. Values below the configured minimum exclude the pivot from zone formation.
Close Distance Measurement : The distance between the pivot extreme and the close is expressed as a fraction of the candle range, measuring how decisively price moved away from the extreme before the bar closed. Values below the minimum threshold exclude the pivot.
Relative Volume Test : The pivot candle's volume is divided by its rolling SMA baseline. Values below the configured multiple exclude the pivot, ensuring only bars with meaningful participation qualify.
Rejection Quality Scoring : For qualifying pivots, each of the three components is normalized to a zero-to-one scale against its reference value and combined with the configured weightings to produce a composite rejection quality score.
Zone Depth Calculation : The composite quality score maps linearly to a core depth fraction that determines how far the inner zone boundary sits within the total ATR-scaled zone height, producing quality-proportional inner zones.
Dual-Layer Zone Creation : An outer zone box spans the full ATR height with a transparent fill. An inner zone box spans the quality-proportional depth with a denser fill. A level line marks the precise pivot price. A relative volume label displays the RVOL multiple when enabled.
Hold Retest Detection : After zone creation, each bar tests whether price touched the zone without closing through it in the opposing direction. A qualifying touch generates a hold signal diamond marker and brightens the zone border.
Break Detection and Flip Conversion : When price closes beyond the outer zone boundary in the opposing direction, the zone converts visually to the opposing direction color with dotted borders, indicating the former resistance or support level has been broken and may now function as the opposing structural reference.
Flip Retest Detection : After a zone break, each subsequent bar tests whether price retouched the outer boundary from the new side and closed beyond it, generating a flip signal diamond marker and brightening the converted zone's border.
Age-Based Fading : On each bar, the zone age is calculated and a cubic fade curve maps the age fraction to increasing transparency values applied to all zone visual properties, causing zones to gradually dissolve toward invisibility as they approach the maximum age.
Expiry and Cleanup : Zones reaching maximum age are set to near-transparent final state and all references are cleared. The historical object arrays are trimmed when the maximum zone count is exceeded by removing the oldest entries.
Together, these elements form a continuously updating rejection zone system where every visible level has passed a multi-condition evidence filter, carries a quality-proportional visual footprint, and reflects its current lifecycle state through color, opacity, border style, and signal markers.
Interpretation
High Volume Rejection Zones should be interpreted as an evidence-filtered structural level system with active lifecycle state communication:
Bearish Rejection Zone (Red) : Formed at a confirmed pivot high where volume, wick, and close distance thresholds were all satisfied simultaneously, identifying a price level where selling pressure was both structurally significant and volume-backed.
Bullish Rejection Zone (Green) : Formed at a confirmed pivot low where the equivalent buying pressure thresholds were satisfied, identifying a level where buying activity was structurally significant and volume-backed.
Outer Zone : The full ATR-scaled zone box with the lighter fill represents the complete rejection range anchored to the pivot extreme, serving as the primary zone boundary and the reference for break detection.
Inner Core Zone : The denser inner fill occupying a quality-proportional fraction of the outer zone height represents the highest-confidence portion of the rejection zone where price and volume evidence was strongest. Larger inner cores indicate higher composite rejection quality.
Level Line : The solid line at the precise pivot price provides a pin-point structural reference at the exact level where the rejection candle's extreme registered.
Relative Volume Label : The RVOL multiple displayed on each zone quantifies how significantly above average the pivot candle's volume was, providing an immediate conviction reading for each zone.
Zone Fading : Progressively increasing transparency as zones age reflects diminishing structural relevance over time. Fresh zones are fully opaque and most relevant; older zones are more transparent and carry reduced structural weight.
Flipped Zone (Converted Color) : When price closes through a zone's outer boundary, the zone converts to the opposing direction's color with dotted borders, indicating the former support or resistance may now function in the opposite structural role.
◆ Hold Signal : Diamond marker appearing when price retests an active unbroken zone and closes without penetrating through it, confirming that the rejection level is actively defending its structural role.
◆ Flip Signal : Diamond marker appearing when price retests a previously broken and converted zone from the new side, confirming that the former opposing level has been accepted in its new structural role.
Zone opacity, inner core depth, RVOL label, and lifecycle state collectively communicate more about each level's structural relevance than zone location alone.
Signal Logic & Visual Cues
High Volume Rejection Zones generates four distinct signal types across two lifecycle phases:
Bullish Hold Signal (◆) : Generated when price touches a bullish rejection zone from above and closes back above the pivot price level without closing through the outer zone bottom, confirming structural defense of the demand level.
Bearish Hold Signal (◆) : Generated when price touches a bearish rejection zone from below and closes back below the pivot price level without closing through the outer zone top, confirming structural defense of the supply level.
Bullish Flip Signal (◆) : Generated when price retests the top boundary of a previously broken bearish zone from above and closes above it, confirming that former resistance has been accepted as support.
Bearish Flip Signal (◆) : Generated when price retests the bottom boundary of a previously broken bullish zone from below and closes below it, confirming that former support has been accepted as resistance.
Each zone generates at most one hold signal and one flip signal across its full lifecycle, preventing repeated signals on the same level and focusing attention on the first confirming interaction of each type.
Alert generation covers bullish and bearish zone formation, bullish and bearish hold events, and bullish and bearish flip confirmations for comprehensive systematic monitoring.
Strategy Integration
High Volume Rejection Zones fits within volume-validated structural level and supply and demand zone-based trading approaches:
RVOL-Weighted Zone Prioritization : Favor zones displaying higher relative volume multiples in the label over borderline-qualifying zones, as greater volume participation at the rejection provides stronger evidence of institutional activity at that level.
Inner Core Precision Entries : Use the inner core zone as a precision entry reference rather than the full outer boundary, placing entries where the quality-weighted evidence was most concentrated rather than at the outer ATR extent of the zone.
Hold Signal Confirmation Entries : Use hold signals as lower-risk re-entry or initial entry triggers within established trends, treating a confirmed zone defense as evidence that the structural level remains operationally relevant rather than merely marked.
Flip Zone Framework : Monitor converted zones as potential support-to-resistance and resistance-to-support levels, using flip signals as confirmation that the role conversion has been accepted by subsequent price action before committing to the new directional interpretation.
Zone Age and Opacity Context : Weight fresher, more opaque zones more heavily than faded older zones in trade planning, as recent rejections formed under current market conditions carry more relevance than historical rejections formed in different volatility or volume regimes.
Multi-Timeframe Zone Hierarchy : Apply higher-timeframe rejection zones as primary directional structural context, using lower-timeframe zone interactions for entry timing precision within the structural bias established by the higher-timeframe level.
Technical Implementation Details
Pivot Detection : Symmetric left-right bar confirmation for swing highs and lows with configurable lookback
Rejection Filter : Simultaneous three-condition testing across relative volume, wick ratio, and close distance thresholds
Quality Score : Weighted composite from normalized wick, close, and RVOL components mapping to inner core depth fraction
Zone Construction : Dual-layer outer and inner ATR-scaled boxes with quality-proportional inner boundary and pivot price level line
Lifecycle System : Hold detection, break identification with flip conversion, flip retest detection with per-zone completion flags
Aging System : Cubic fade curve applied to all visual properties with automatic expiry and object cleanup
Historical Management : Array-based object tracking with configurable maximum count enforced by oldest-first removal
Performance Profile : Optimized with calc_bars_count and max_bars_back configuration for deep historical pivot detection across extended chart histories
Optimal Application Parameters
Timeframe Guidance:
1 - 5 min : Intraday rejection zone mapping for scalping with shorter pivot lookback and tighter volume threshold for responsive zone formation on fast intraday swings
15 - 60 min : Session-level supply and demand identification with balanced pivot lookback and moderate rejection thresholds for meaningful zone density across typical session structures
4H - Daily : Swing-level institutional rejection mapping with longer pivot lookback and higher volume thresholds reflecting the larger participation events that define significant higher-timeframe levels
Suggested Baseline Configuration:
Pivot Lookback Left : 12
Pivot Lookback Right : 12
Volume Average Length : 20
Minimum Relative Volume : 1.15
Minimum Rejection Wick : 0.25
Minimum Close Rejection : 0.50
ATR Length : 200
Zone ATR Width : 0.30
Maximum Zone Age : 200
Historical Zones : 60
Show Relative Volume : Enabled
Retest Signals : Enabled
These suggested parameters should be used as a baseline; their effectiveness depends on the instrument's swing frequency, volume behavior, and preferred zone density, so fine-tuning is expected for optimal performance.
Parameter Calibration Notes
Use the following adjustments to refine behavior without altering the core logic:
Too many zones forming : Increase Minimum Relative Volume to demand stronger volume participation, increase Minimum Rejection Wick to require more decisive wick structure, or increase both Pivot Lookback values to demand more structurally significant swings.
Zones not forming frequently enough : Decrease Minimum Relative Volume toward 1.0 for more inclusive volume qualification, or decrease Pivot Lookback values toward 5 for faster swing confirmation on shorter structural moves.
Zone height too large or small : Adjust Zone ATR Width to scale the vertical zone extent relative to the instrument's typical volatility, calibrating zone depth to realistic price interaction ranges at the target timeframe.
Inner cores consistently too small : The inner core scales with rejection quality. Consistently small cores indicate borderline-qualifying rejections. This is expected behavior and reflects the lower composite evidence at those levels rather than a parameter issue.
Zones fading too quickly or slowly : Adjust Maximum Zone Age to control how many bars zones remain visible before expiring. Shorter ages produce a chart showing only recent levels; longer ages retain historical structural references for extended analysis.
Too many historical zones cluttering the chart : Reduce Historical Zones to limit the total object count, focusing the chart on the most recent qualifying levels within the retained history.
Volume baseline distorted by outlier sessions : Increase Volume Average Length to smooth the SMA baseline across more history, reducing the influence of individual extreme volume sessions on the relative volume threshold calculation.
Adjustments should be incremental and evaluated across multiple session types rather than isolated market conditions.
Performance Characteristics
High Effectiveness:
Trending markets where swing pivots form at structurally significant levels and are accompanied by volume-backed rejection that creates reliable supply and demand references for subsequent pullback interactions
Liquid instruments with consistent volume participation where the SMA baseline accurately classifies above-average bars and relative volume readings reliably indicate genuine institutional activity at pivot levels
Supply and demand zone trading approaches where the multi-condition rejection filter concentrates attention on the highest-conviction structural levels rather than marking every mechanical pivot
Flip zone strategies where broken levels converting to opposing structural roles provide high-probability setups as price returns to test the former level from the new side
Reduced Effectiveness:
Choppy, low-volume markets where pivot formation is frequent but volume at each swing is consistently below average, causing the RVOL filter to suppress most zone formation and leave the chart sparse
Instruments with inconsistent volume distribution where the SMA baseline is distorted by session type variation, producing unreliable relative volume classifications across different trading periods
Very fast-moving markets where swing confirmation requires sufficient right-side bars that pivots are confirmed significantly after the actual structural event, reducing the timeliness of zone placement
Markets with extremely small bar ranges where wick ratios become unreliable as noise rather than genuine rejection structure, causing the wick filter to produce inconsistent zone qualification
Consolidation environments where price oscillates near prior rejection zones without clear directional follow-through, generating frequent hold signals without the subsequent trending behavior that validates the zone's structural significance
Integration Guidelines
Confluence : Combine with BOSWaves momentum tools, market structure indicators, or volume profile analysis to validate rejection zone interactions with broader analytical context before committing to structural level-based trades
RVOL Hierarchy : Build a priority hierarchy among active zones based on RVOL multiples. Zones with the highest relative volume readings represent the most convincing institutional rejection events and should be treated as primary structural references over borderline-qualifying zones.
Hold Signal Discipline : Treat hold signals as structural confirmation rather than automatic entries. A hold signal confirms the level defended but not the direction or magnitude of the subsequent move. Combine with trend alignment and momentum context before acting.
Flip Zone Patience : Allow converted zones to develop their flip retest naturally rather than anticipating the interaction. The flip signal requires price to retest the converted boundary and close through it from the new side, confirming role acceptance rather than mere proximity.
Age Awareness : Monitor zone opacity as a relevance indicator. Fully opaque fresh zones reflect current market conditions while heavily faded older zones may have formed under different volatility and volume regimes that are no longer representative of current structure.
Disclaimer
High Volume Rejection Zones is a professional-grade volume-validated supply and demand zone detection and lifecycle tracking tool. It uses multi-condition rejection filtering with quality-scored zone construction but does not predict future price movements. Results depend on market conditions, instrument volume characteristics, parameter selection, and disciplined execution. BOSWaves recommends deploying this indicator within a broader analytical framework that incorporates momentum context, trend structure, and comprehensive risk management. Indicator
Indicator
Ultimate Volume Delta & Order Flow Suit Ultimate Volume Delta & Institutional Order Flow Suite
Overview
Ultimate Volume Delta is an all-in-one, premium trading script specifically built for traders utilizing Smart Money Concepts (SMC), Inner Circle Trader (ICT) methodology, and Volume Profile strategies. Going beyond conventional price action, this indicator decodes underlying market liquidity, institutional order flow, and real-time buy/sell pressure (Volume Delta) directly onto a clean, unified interface.
Key Features & Components
1- Delta-Based Candlesticks:
Calculates the true balance between buyers and sellers inside every single candle. Bars light up in Bright Teal during strong buying delta and Bright Orange/Red during aggressive selling delta, helping you identify institutional momentum without lag.
2- Filtered Order Blocks & High-Volume FVGs:
Filters out market noise by highlighting only those Order Blocks and Fair Value Gaps (FVG) where volume exceeds 1.3x the moving average (Institutional Volume Expansion).
Bullish OB + FVG: Highlighted with a blue shaded block and dark grey FVG gap.
Bearish OB + FVG: Highlighted with a red shaded block and dark grey FVG gap.
3- On-Chart Dual-Color Volume Profile:
Displays buy volume (Teal) and sell volume (Orange) side-by-side on the right side of the chart.
Cyan POC Line (Point of Control): Draws a bright cyan line at the exact price level where the highest volume was traded. It acts as a powerful price magnet and institutional support/resistance level.
4- Institutional Dashboard (Top-Right):
A sleek, real-time metrics table situated at the top-right corner:
Active Session: Real-time indicator for London, New York, or Asian session status.
Today's Total Delta: Aggregated daily net delta tracking institutional order flow bias.
High Probability Zones: Live count of active, unmitigated OB/FVG zones on the chart.
5- On-Chart Bottom Delta Histogram:
Plots net delta bars along the lower boundary of the chart to give immediate visual feedback on sudden volume spikes and momentum shifts.
How It Works
The script calculates candle range vs. close location to estimate real-time buy/sell volume allocation. When institutional volume flows into the market, it applies a SMA Volume Filter to automatically map out high-probability Order Blocks and FVGs. Simultaneously, the native array-based Volume Profile evaluates the last 90 bars to dynamically render horizontal volume nodes and the Point of Control (POC).
How to Use & Maximize Profitability
High-Probability Confluence Entries:
Look for trades where price mitigates a marked Bullish/Bearish Order Block inside an FVG zone while simultaneously aligning with the Volume Profile POC Line. This multi-layer confluence provides high win-rate setups.
Session-Based Execution:
Trade actively when the dashboard displays LONDON (Active) or NEW YORK (Active). Wait for the Delta Histogram to print green while price retests a Bullish OB to confirm institutional backing before entering long.
Identifying Fakeouts & Traps:
If price is making higher highs while the Delta Histogram prints negative (red) values, it signals a divergence/liquidity sweep—warning you to avoid buying into retail trap moves.
Risk Management:
Entry: On tap/mitigation of the OB/FVG zone.
Stop Loss: Placed just beyond the outer boundary of the Order Block.
Take Profit: Targeted toward opposing FVGs or the nearest Volume Profile POC level.
Pro Tip
Optimal performance is achieved on the 5-minute or 15-minute timeframes for XAU/USD (Gold) and major Forex pairs. Focus on execution during session overlap periods (12:00 – 16:00 UTC) when volume density and FVG accuracy are at their highest.
⚠️ DISCLAIMER & RISK WARNING
For Educational & Informational Purposes Only:
This indicator, along with all associated tools, metrics, dashboard signals, and automated analysis, is designed strictly for educational, analytical, and informational purposes. It does not constitute financial, investment, trading, or legal advice.
Indicator
Order Flow PRO - Delta and ImbalanceOrder Flow PRO - Delta and Imbalance
OVERVIEW
Order Flow PRO is a volume-pressure panel for TradingView that visualizes estimated buying vs selling pressure per bar, cumulative delta, stacked imbalances, and price-delta divergence.
It helps assess whether price movement is supported by participation or developing under weakening internal conditions.
Important: TradingView does not provide true bid/ask transaction data for most instruments. Delta is estimated from bar structure and volume - not real institutional footprint.
Built by the Xcelerate Trade team.
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BEST USED WITH
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Works much better together with:
- Fluid Liquidity Zones - CHoCH + Mitigation + HTF | Xcelerate Trade
(or Fluid Liquidity Zones - CHoCH | Xcelerate Trade)
- Order Flow Footprint and Delta (OF1 / OF2 / OF3 overlay on chart)
Use SUPPLY / DEMAND zones + CHoCH / market structure first, then delta / imbalance as confirmation.
CONCEPT
Order flow analysis studies aggression and participation behind price. On TradingView, that is approximated from open/high/low/close and volume.
Use this indicator as a confluence layer after higher-level context (structure, liquidity zones, sessions) - not as a standalone entry system.
FEATURES
- Volume Delta histogram (green = bullish bar pressure, red = bearish)
- Delta MA smoothing line
- Cumulative Delta (normalized line)
- Stacked imbalance detection (3+ consecutive imbalance bars) - BUY / SELL markers
- Price-Delta divergence warnings
- Live dashboard: Delta, Cum. Delta, Volume, Pressure, Imbalance, Signal
- Dashboard position options and optional overlay on the price chart
- Alerts: stacked buy/sell imbalance, bullish/bearish divergence, extreme buying/selling pressure
HOW TO USE
1) Add the indicator on a separate pane below price (5m / 15m / 30m intraday)
2) Read Volume Delta for bar-by-bar pressure; use Cumulative Delta for session bias
3) Stacked imbalances: mark the zone, wait for pullback, confirm with structure - do not chase
4) Divergence: strongest near key levels + high volume; confirm with price action
5) Combine with Fluid Liquidity Zones and market structure before acting
RECOMMENDED SETTINGS
- Timeframes: 5m, 15m, 30m
- Delta MA Period: 20 (default)
- Imbalance Threshold: 0.7 (lower = more signals, noisier)
SKIP / AVOID
- Treating estimated delta as real bid/ask footprint
- Trading every imbalance or dashboard signal without structure context
- Ignoring high-impact news windows (volatility can distort delta)
- Using divergence alone as a guaranteed reversal call
LIMITATIONS
- Delta values are estimated due to platform data constraints.
- Results differ from platforms with exchange-level bid/ask feeds.
- Imbalance and divergence show structural conditions, not trade instructions.
- This script does not place trades and does not guarantee results.
- Always combine with your own risk management and market context.
Indicator
Order Flow Footprint & DeltaOrder Flow Footprint & Delta
OVERVIEW
Order Flow Footprint & Delta is a candle + volume proxy scanner for the Order Flow playbook on TradingView.
It marks three educational setups — OF1 Continuation, OF2 Absorption reversal, and OF3 Break & retest — using structure bias, volume impulse, absorption proxies, and break/retest logic.
Important: TradingView does not provide true bid/ask footprint data for most symbols. This script uses candle and volume proxies. The on-chart dashboard shows Proxy = no footprint.
Built by the Xcelerate Trade team.
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BEST USED WITH
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Works much better together with:
→ “Fluid Liquidity Zones - CHoCH + Mitigation + HTF | Xcelerate Trade”
(or “Fluid Liquidity Zones - CHoCH | Xcelerate Trade”)
Use SUPPLY / DEMAND zones + CHoCH / market structure first, then OF labels as confirmation.
CONCEPT
Order flow tools help traders read aggression and reaction around levels. On TradingView, those ideas are approximated from open/high/low/close and volume.
Use this indicator as confirmation after higher-level context (supply/demand or liquidity zones + market structure), not as a standalone entry system.
GOLDEN RULE
Zone (SUPPLY/DEMAND) + structure first → then OF1/OF2/OF3 as confirmation — never the reverse.
Recommended timeframes: 15m–1h. Lower timeframes (1m/3m) are noisier and produce more false signals.
HOW THE SETUPS WORK
OF1 — CONTINUATION (cyan)
Idea: trend + stacked impulse + pullback + continuation.
Long OF1 when:
1) Bull bias (HH/HL structure + optional HTF up filter)
2) A bullish impulse / stacked strong bars existed
3) Price pulled back into the impulse zone
4) Confirmation (bullish bar / positive delta proxy)
Short OF1 is the mirror for bearish continuation.
OF2 — ABSORPTION REVERSAL (violet)
Idea: sweep of a level + absorption + reclaim.
Long OF2 when:
1) Sweep below a low / level (wick down)
2) Absorption (high volume, little progress)
3) Reclaim above the level with upside aggression
Short OF2 is the mirror after a sweep above a high.
OF3 — BREAK & RETEST (green long / red short)
Idea: volume break → retest → rejection.
Long OF3: break up → retest broken level as support → rejection up.
Short OF3: break down → retest as resistance → rejection down.
FEATURES
• Toggle OF1 / OF2 / OF3 independently
• Structure bias with optional HTF filter for OF1
• Volume / delta / imbalance / absorption proxies
• Optional break level lines
• Live dashboard (bias, delta proxy, stack status, setup wait/active)
• Alerts for each OF1/OF2/OF3 long and short condition
HOW TO USE (WITH FLUID LIQUIDITY ZONES)
1) Read bias / structure (HH HL / LH LL, CHoCH) for higher-level direction
2) Note where price is: DEMAND = long bias area, SUPPLY = short bias area
3) Then use OF labels:
• DEMAND + OF2 or green OF3 → long candidates
• SUPPLY + OF2 or red OF3 → short candidates
• OF1 only with the trend (not counter-trend in a range)
4) Dashboard “wait” means no signal on the current bar; older labels remain on history
SKIP / AVOID
• Bias = RANGE and you are not clearly on a zone
• Labels in the middle of a range with no level
• OF1 against SUPPLY/DEMAND
• Chaotic OF1+OF2+OF3 overlap with no clear level
• Acting on a label alone with no zone/structure context
EXAMPLES
• DEMAND + green OF3 / OF2 → look for LONG after reclaim/confirm
• SUPPLY + red OF3 / OF2 → look for SHORT
• Cyan OF1 in uptrend, pullback into DEMAND → continuation LONG
• Label only, no zone/structure → do not enter
LIMITATIONS
• This is not real footprint / DOM / bid-ask data. Signals are proxies and can be wrong.
• Especially noisy on 1m/3m charts.
• The script does not place trades and does not guarantee results.
• Always combine with your own risk management and market context.
Indicator
DeltaLens - Order Flow Zones
A single pane order flow toolkit that renders everything directly on your price chart, with no separate oscillator window and no clutter.
DeltaLens reads the tape the way professional flow desks do. It compares the aggressive energy in the market with the price result that energy produces, then paints the interesting moments as zones, bubbles and labels you can actually trade around.
The engine
The script builds a cumulative volume delta series from native footprint data when available, or from a candle direction approximation on any plan. It normalizes price and delta pressure into z scores, subtracts one from the other and scales the gap by relative volume. When this volume weighted divergence moves further than a configurable number of standard deviations from its own average, the bar is flagged as a divergence spike. Spikes are the raw material for every other element on the chart.
On top of that the script ranks every bar by effort, which is the size of the net delta scaled by how unusual the bar volume is, and by efficiency, which is how well that effort translated into price movement. Effort and efficiency together classify each spike into a climax or an absorption event.
What you see on the chart
POC zones. When a cluster of spikes finishes, the script builds a volume and delta profile across the cluster range and finds the point of control. That level is drawn as an FVG style box that extends to the right until price closes through it, exactly like an unfilled fair value gap. These boxes mark where failed aggression accumulated and they act as future support and resistance candidates.
Intra bar profiles. Optional per bin histograms on spike bars that show where inside the bar the battle happened, on a delta or volume basis.
Large aggression bubbles. Circles sized by magnitude at the price level where the largest one sided delta concentration occurred inside a bar, similar to big trades tools on dedicated order flow platforms.
Climax and absorption labels. A climax means extreme effort with high efficiency, a one sided exhaustion burst that often precedes a pause or a reversal. An absorption means extreme effort with poor efficiency, aggressive flow hitting a passive wall, which is one of the most reliable order flow tells.
Spike dots. Tiny markers above and below the candles showing the raw divergence spikes before any classification.
Tape readings. Optional delta labels above each candle and effort plus efficiency numbers below each candle for full manual tape reading.
Settings, explained
Data Source, the footprint toggle and the sub bar resolution used for profiles and bubble scanning.
Divergence Engine, smoothing length, reference lookback and the spike threshold in standard deviations.
POC Zones, zone half height as a share of the cluster range, fill transparency and the extend until traded through behavior.
Profiles, bin count and the delta or volume basis.
Bubbles, the top percent that qualifies, the minimum volume filter and transparency.
Tape Readings and Event Signals, visibility toggles plus the effort and efficiency thresholds behind climax and absorption classification.
Palette, every color on the chart.
How to use it, step by step
Pick your chart timeframe and keep the sub bar resolution one step below it so profiles have real granularity.
Watch for an absorption or climax label together with a fresh POC zone. The zone tells you where the market fought, the label tells you who was trapped.
Treat the zone as a limit order area and a stop reference. Price returning into an unfilled zone after a sell side climax is a classic long setup, and the mirror image applies for buy side climaxes.
Use the large aggression bubbles as confirmation. A bubble in the same direction as your idea at the edge of a zone adds conviction, a bubble against your idea is a reason to stand down.
Let a zone die once price closes through it. A traded through zone has done its job and should no longer be trusted as support or resistance.
Things to keep in mind
Footprint mode needs a Premium or Ultimate TradingView plan. On lower plans the script silently falls back to the candle direction approximation and still works, with less precision.
The tool works on any liquid symbol with real volume. On symbols without volume data the script raises an error on purpose.
Zones and labels are context, not buy or sell orders by themselves. Always combine them with your own trend, session and risk framework.
Divergence spikes are frequent in news windows and thin liquidity. Consider raising the spike threshold in standard deviation units if your instrument is noisy.
All thresholds, colors and visibility toggles are in the settings, so you can strip the chart down to only the layers you trade.
// core spike condition, for the curious
pressSig = (zscore(cvd) - zscore(close)) * relativeVolume
spike = abs(pressSig - sma(pressSig, lookback)) > k * stdev(pressSig, lookback)
DeltaLens is a research and education tool. Nothing in this script is financial advice, and no indicator can guarantee future results. Test everything on your own instruments and size your risk accordingly.
Feedback and ideas are welcome in the comments. If the tool earns a place on your chart, a like helps other traders find it. Indicator
[Kpt-Ahab] Poor Man's Orderflow Simple AlgoPilotImportant Notice and Risk Warning
The published settings were selected solely based on historical data for the asset and timeframe shown.
The displayed result may be random or over-optimized and cannot automatically be transferred to other assets, timeframes, or future market conditions. Even with the presented settings, the strategy may cause significant losses at any time, including the complete loss of the allocated strategy capital.
This script is intended exclusively for analysis and testing purposes. It does not constitute investment advice or a trading recommendation.
Description
This script uses reused and adapted code components from ** Auto RiskManagement & Backtest System 2.1b** and the ** Poor Mans Orderflow Simulator **.
These components have been combined into a standalone strategy that integrates simplified orderflow signals with position management, risk management, and backtesting functions.
How It Works
The strategy uses a simplified approximation of orderflow. It evaluates the relationship between candle body size and candle range, relative volume, candle direction, and recurring absorption and impulse events.
It does not use actual bid/ask, footprint, Level 2, or order book data.
Depending on the selected signal mode, direct breakouts, confirmed absorption clusters, impulse candles, or combinations of these conditions may generate long and short signals.
Position and Risk Management
The script supports, among other features:
* Long and short positions
* Fixed or trailing stop-loss levels
* Multiple partial profit targets
* Breakeven after the first profit target
* Optional additional entries
* Further entries may also be disabled after the specified total number of losing trades has been reached or when the maximum permitted drawdown is exceeded.
* Internal or external trading signals
* Automatic parameters based on asset class and timeframe
Additional entries and simulated leverage may significantly increase the risk of loss.
Backtest Limitations
Strategy Tester results are based exclusively on historical market data. Real-world results may differ significantly due to commissions, spreads, slippage, liquidity, price gaps, and execution delays.
Past performance is not a reliable indication of future results.
Position Closing Settings
The **Open Position Signals** setting determines how new signals are handled while a position is already open:
* **Wait-End-Deal:** All indicator signals are ignored until the current position has ended.
* **Wait-Signal-Close:** Only explicit signals for closing a long or short position are processed.
* **Wait-Reversal:** An opposing entry signal may also close the current position.
Several closing conditions are available for the integrated orderflow logic. For example, a position may be closed by an opposing impulse, a combination of a cluster and an impulse, or a confirmed opposing entry signal.
Further trading may also be restricted after a specified number of losing trades or when the maximum permitted drawdown is reached.
Trailing Stop, Breakeven, and Liquidation Line
The strategy supports both a fixed stop-loss and a trailing stop. The selected percentage represents the direct price distance from the average entry price and is not automatically adjusted by the simulated leverage.
In trailing mode, the stop is only moved in a direction that is favorable to the position. If the average entry price changes due to an additional entry, the existing stop is adjusted accordingly.
The stop may optionally be moved to the average entry price after the first profit target has been reached. A stop mode must be enabled for this function to operate.
The displayed liquidation line is only an internal estimate based on the simulated position and account values. It may differ significantly from the actual liquidation calculation used by a broker or exchange.
Using External Indicators
An external numerical signal source may be used instead of the integrated Poor Man’s Orderflow Simulator.
The external indicator must provide a selectable plot series containing the following values:
* **+1:** Long or buy signal
* **−1:** Short or sell signal
* **+2:** Close short position
* **−2:** Close long position
All other values, including `na`, produce no new signal.
The external indicator must output the required numerical values through a selectable plot. This plot can then be selected under **External Source**.
Whether and how an external signal is processed while a position is open also depends on the selected **Open Position Signals** setting.
-----------------------------------
Wichtiger Hinweis und Risikowarnung
Die veröffentlichten Einstellungen wurden ausschließlich anhand historischer Daten für das dargestellte Asset und den verwendeten Zeitrahmen gewählt.
Das Ergebnis kann zufällig oder überoptimiert sein und lässt sich nicht automatisch auf andere Assets, Zeitrahmen oder zukünftige Marktphasen übertragen. Auch mit den dargestellten Einstellungen kann die Strategie jederzeit erhebliche Verluste verursachen und das eingesetzte Strategiekapital vollständig verlieren.
Dieses Skript dient ausschließlich zu Analyse- und Testzwecken und stellt keine Anlageberatung oder Handelsempfehlung dar.
Beschreibung
Dieses Skript verwendet wiederverwendete und angepasste Codebestandteile aus Auto RiskManagement & Backtest System 2.1b und dem Poor Mans Orderflow Simulator .
Die Komponenten wurden zu einer eigenständigen Strategie verbunden, die vereinfachte Orderflow-Signale mit Positions-, Risiko- und Backtestfunktionen kombiniert.
Funktionsweise
Die Strategie verwendet eine vereinfachte Annäherung an Orderflow. Sie wertet das Verhältnis von Kerzenkörper und Handelsspanne, relatives Volumen, Kerzenrichtung sowie wiederkehrende Absorptions- und Impulsereignisse aus.
Dabei werden keine echten Bid-/Ask-, Footprint-, Level-2- oder Orderbuchdaten verwendet.
Abhängig vom gewählten Signalmodus können direkte Ausbrüche, bestätigte Absorptionscluster, Impulskerzen oder Kombinationen dieser Bedingungen Long- und Short-Signale erzeugen.
Positions- und Risikomanagement
Das Skript unterstützt unter anderem:
Long- und Short-Positionen
feste oder nachlaufende Stop-Loss-Marken
mehrere Teilgewinnziele
Breakeven nach dem ersten Gewinnziel
optionale zusätzliche Einstiege
Drawdown-Begrenzung und Begrenzung nach einer festgelegten Anzahl an Verlusttrades
interne oder externe Handelssignale
automatische Parameter nach Assetklasse und Zeitrahmen
Zusätzliche Einstiege und ein simulierter Hebel können das Verlustrisiko deutlich erhöhen.
Einschränkungen des Backtests
Die Ergebnisse des Strategietesters basieren ausschließlich auf historischen Kursdaten. Reale Ergebnisse können durch Gebühren, Spread, Slippage, Liquidität, Kurslücken und Ausführungsverzögerungen erheblich abweichen.
Vergangene Ergebnisse sind kein verlässlicher Hinweis auf zukünftige Ergebnisse.
Schließungseinstellungen
Über **Open Position Signals** wird festgelegt, wie neue Signale während einer bereits geöffneten Position behandelt werden:
* **Wait-End-Deal:** Alle Indikatorsignale werden bis zum Ende der Position ignoriert.
* **Wait-Signal-Close:** Nur ausdrückliche Signale zum Schließen einer Long- oder Short-Position werden berücksichtigt.
* **Wait-Reversal:** Zusätzlich kann ein entgegengesetztes Einstiegssignal die aktuelle Position schließen.
Für die integrierte Orderflow-Logik stehen verschiedene Schließungsbedingungen zur Verfügung. Eine Position kann beispielsweise durch einen gegensätzlichen Impuls, eine Kombination aus Cluster und Impuls oder ein bestätigtes entgegengesetztes Einstiegssignal geschlossen werden.
Zusätzlich kann der weitere Handel nach einer festgelegten Anzahl an Verlusttrades oder beim Erreichen des maximal erlaubten Drawdowns begrenzt werden.
Trailing-Stop, Breakeven und Liquidationslinie
Die Strategie unterstützt einen festen Stop-Loss sowie einen nachlaufenden Trailing-Stop. Der eingestellte Prozentwert beschreibt dabei den direkten Abstand zum durchschnittlichen Einstiegspreis und wird nicht automatisch durch den simulierten Hebel verändert.
Im Trailing-Modus wird der Stop nur in eine für die Position günstigere Richtung nachgezogen. Verändert sich der durchschnittliche Einstiegspreis durch einen zusätzlichen Einstieg, wird auch der bestehende Stop entsprechend angepasst.
Optional kann der Stop nach dem Erreichen des ersten Gewinnziels auf den durchschnittlichen Einstiegspreis verschoben werden. Hierfür muss ein Stop-Modus aktiviert sein.
Die angezeigte Liquidationslinie ist lediglich eine interne Schätzung auf Basis der simulierten Positions- und Kontowerte. Sie kann deutlich von der tatsächlichen Liquidationsberechnung eines Brokers oder einer Börse abweichen.
Verwendung externer Indikatoren
Anstelle des integrierten Poor-Man’s-Orderflow-Simulators kann eine externe numerische Signalquelle verwendet werden.
Hierfür muss der externe Indikator eine auswählbare Plot-Serie mit den folgenden Werten ausgeben:
* **+1:** Long- beziehungsweise Kaufsignal
* **−1:** Short- beziehungsweise Verkaufssignal
* **+2:** Short-Position schließen
* **−2:** Long-Position schließen
Bei allen anderen Werten oder bei `na` wird kein neues Signal ausgeführt.
Der externe Indikator muss die benötigten Zahlenwerte direkt über einen auswählbaren Plot bereitstellen. Anschließend wird dieser Plot unter **External Source** ausgewählt.
Ob und wie ein externes Signal während einer geöffneten Position verarbeitet wird, hängt zusätzlich von der gewählten Einstellung unter **Open Position Signals** ab. Strategy
Prop Key Levels & Order Blocks - Buy Sell Signals with TP/SLA complete intraday trading suite built around one idea: the decision candle.
Instead of guessing where price might turn, the script marks the exact candles
where the market already made a decision, and then tells you what happened when
price came back to them.
Everything is evaluated on closed bars. Printed signals never move.
━━ WHAT IT DRAWS ━━
MAJOR KEY DETECTION
The origin candle of an impulsive displacement leg. Its body becomes a level
that extends to the right. Green for bullish decisions, red for bearish ones.
When price closes clean through a key, the level is greyed out — it failed, and
you can see that it failed. The detection level (1–100) sets how far price must
travel out of a candidate before it is accepted, so you can go from "every small
turn" to "only the moves that really expanded".
MAJOR ORDER BLOCKS
The last opposing candle before a structural break. Drawn as a box that survives
until price closes through it.
TREND DETECTION
A volatility-scaled trailing line under price, green while bullish and red while
bearish. It is the filter one of the two entry engines uses, and a weighted
component of the other.
ORDER POOL
Price levels that were rejected repeatedly and still hold unfilled resting
orders. Each pool is parked as an arrow at the right edge of the chart. You
decide what happens once price trades through one: remove it (the orders are
spent) or keep it dimmed, so you can still trade the reaction after the sweep.
SMART FVGS
Three-candle imbalances, filtered by a minimum size so the chart is not buried
under meaningless micro-gaps.
━━ THE ENTRY ENGINE ━━
Two independent algorithms, selectable in the settings.
PROP MODE — conservative. A signal needs the trend filter, a key level or order
block, and a confirmation candle to agree, and price must not already be
extended. Fewer trades, built for accounts where a handful of clean entries
beats constant activity.
AI-MODE — adaptive. Trend, momentum, key level, order block, pool sweep, fair
value gap and candle quality each contribute a weighted score. The engine fires
when the combined score clears a threshold you control, so it also takes the
reversals the conservative mode filters away.
Every entry comes with three take profits (Minor, Major, Highest) and a stop.
All four are expressed in volatility units — one unit is the ATR at the signal
bar — so the distances breathe with the market instead of being a fixed point
value that is wrong on half the days.
The reward box, the risk box and the projection line are drawn forward from the
entry, so one glance tells you whether the trade is worth taking. Hover any
signal badge to read why it fired and every price it produced.
━━ COOLDOWN ━━
After a signal, the engine mutes itself for a configurable number of bars. This
is what stops it from firing ten entries into the same move — the single
fastest way to run into a daily loss limit.
━━ DASHBOARDS ━━
A trade metrics table in the corner lists the live entry, all three targets, the
stop, the reward-to-risk and the cooldown state — the numbers you copy into your
order ticket.
A cockpit panel shows the live checklist (trend, key level, order block, pool
sweep, candle, cooldown), the running position, and a hit count across the whole
loaded history: how often each target was reached and how often the stop came
first.
━━ ALERTS ━━
Entry, take-profit hit and stop hit, as readable text or as a JSON object
carrying side, entry, all three targets, the stop and the reward-to-risk — the
format execution bridges expect.
━━ SETTINGS ━━
① Engine Control — strategy type, score threshold, cooldown, metrics table
② Trade Config — Minor / Major / Highest TP, SL, volatility unit
③ Insight Matrix — key detection and its level, order blocks, trend
④ Orderflow & Smart FVGs — order pool, touch count, tolerance, fill handling
⑤ Visuals — theme, candle colouring, boxes, price lines, panel, drawing budget
⑥ Alerts — what to fire and in which format
Every input carries a tooltip explaining what it does and what changes when you
move it.
━━ NOTES ━━
Designed for intraday work on index CFDs, gold and FX. The defaults were set up
on 1- to 15-minute charts; on higher timeframes raise the cooldown and the key
detection level.
This is an analysis tool, not financial advice. Past behaviour of any level or
signal says nothing about future results. Test any configuration on your own
instrument and timeframe before trading it. Indicator
Volume Regression Channel [BOSWaves]Volume Regression Channel - Regression-Anchored Volume Flow Visualization with Inward Pressure Bars, Edge Flares, and Cumulative End Profile
Overview
Volume Regression Channel is a regression-anchored volume flow analysis system that fits a polynomial or linear curve to recent price history and maps buy and sell volume pressure inward from the channel boundaries toward the centerline on every bar, where bar height, coloring, edge flare intensity, and end profile distribution are all driven by actual volume participation and close-position-derived directional weighting rather than fixed histogram positions or arbitrary price levels.
Instead of displaying volume as a separate panel histogram detached from price context, this system integrates volume directly into the regression channel structure. Each bar's volume is split into buy and sell components based on where close sat within the bar's range, and those components are rendered as inward-pointing bars anchored to the upper and lower channel edges, with bar height proportional to normalized volume and coloring distinguishing above-average from below-average participation. The result is a channel where the volume activity on every bar is visible in spatial relationship to the channel boundaries that define the structural context.
This creates a complete price and volume framework within a single overlay. The regression curve defines the trend's expected path. The gradient channel fills communicate the statistical distance from the centerline. The inward volume bars reveal participation intensity and directional split at each bar. The flow-colored centerline segments expose directional pressure evolution across the window. Edge flares highlight exceptional volume events occurring near the channel boundaries. Bound diamond markers identify the first bar of each new boundary touch. And the cumulative end profile extending from the current bar provides a full buy-sell volume distribution summary across the channel's price range for the entire regression window.
Price is therefore evaluated not just for its position within the regression channel but for the volume participation and directional flow composition supporting its location at every bar across the full lookback window.
Conceptual Framework
Volume Regression Channel is founded on the principle that a regression channel becomes significantly more analytically powerful when volume participation is integrated directly into its structure rather than displayed separately, allowing the trader to simultaneously assess where price sits relative to the statistical trend expectation and how much and what type of volume supported each bar's position within that channel.
Standard regression channel tools provide structural price context through the curve and its standard deviation bounds but offer no volume intelligence, leaving traders to consult a separate panel to understand participation dynamics. This framework eliminates that separation by embedding volume directly into the channel geometry, with inward bars, edge flares, centerline flow coloring, and the end profile all deriving from the same volume and price data that defines the channel itself.
Three core principles guide the design:
Volume should be displayed in direct spatial relationship to the channel structure it relates to, with inward bars anchored to the boundaries and sized proportionally to participation intensity so that high-volume bars are immediately identifiable within their structural context.
Buy and sell volume should be separated using close position within the bar range, rendering the directional split of each bar's participation as distinct inward segments that reveal whether volume at each price location was predominantly absorbed by buyers or sellers.
A cumulative end profile should summarize the full window's volume distribution at the current channel position, providing a reference for where participation has been most concentrated across the regression window without requiring a separate profile indicator.
This shifts regression channel analysis from structural price context alone into an integrated price-volume framework where participation intensity, directional flow composition, and cumulative distribution are all visible within the channel geometry itself.
Theoretical Foundation
The indicator combines matrix ordinary least squares regression fitting to HL2 price data, standard deviation channel construction, close-position buy-sell volume splitting, volume SMA normalization for significance classification, three-layer gradient polyline fill construction, inward volume bar rendering with dynamic width scaling, flow-weighted centerline segment coloring, edge flare detection combining volume and boundary proximity conditions, and an overlap-weighted cumulative buy-sell profile with smoothing applied across the channel rows.
The regression is computed using the same OLS matrix approach as conventional polynomial regression, producing a prediction array covering all bars in the lookback window for both linear and quadratic modes. The channel width is scaled by the rolling standard deviation of HL2, ensuring channel boundaries adapt to the instrument's actual price variability. Volume splitting uses close position within the high-low range as the proxy for directional commitment, with bars closing near the high allocating more volume to buying and bars closing near the low allocating more to selling. The end profile smooths each row's accumulated buy and sell volume with a three-point weighted average before normalizing and rendering.
Four internal systems operate in tandem:
Regression Channel Engine : Computes OLS curve fitting in linear or polynomial mode, derives the standard deviation channel width, and constructs all polyline geometry for the gradient fills, glow boundary lines, and centerline using chart.point arrays that follow the regression curve.
Inward Volume Bar System : For each bar in the recent display window, normalizes volume against the window maximum, splits the normalized height into buy and sell components by close position, and renders inward lines from the channel edges with dynamic width scaling and above-average volume coloring.
Edge Flare and Bound Marker System : Monitors each recent bar for the combination of above-threshold volume and boundary zone proximity, rendering bright glowing line segments on the channel edge when qualifying conditions are met, and places diamond markers at the first bar of each new boundary touch.
Centerline Flow and End Profile Engine : Divides the centerline into sixty flow segments and computes volume-weighted directional bias for each, coloring segments by flow direction and strength. Simultaneously accumulates overlap-weighted buy and sell volume into channel rows across the full window, smooths the distribution, and renders horizontal profile bars extending from the current bar edge.
This design ensures volume participation is embedded into every layer of the channel visualization while the end profile provides a complete cumulative distribution summary that updates with each new bar.
How It Works
Volume Regression Channel evaluates price through a sequence of regression-aware and volume-integrated processes:
Regression Curve Fitting : On the last bar, the OLS matrix computation produces a prediction array covering all bars in the configured lookback window using either a linear or polynomial fit to HL2, providing the baseline curve that all channel geometry and volume positioning follows.
Channel Width Calculation : The standard deviation of HL2 over the regression window multiplied by the SD multiplier defines the channel half-width, establishing the upper and lower boundary distances from the curve at each bar position.
Gradient Fill Construction : Three polyline polygon regions are constructed for each of the upper and lower channel halves at proportional fractions of the standard deviation width, filled with progressively increasing opacity from inner to outer to produce a smooth visual gradient across the channel depth.
Boundary Glow Rendering : Triple polylines at the upper and lower channel boundaries create a glow effect using wide low-opacity outer lines and a narrow full-opacity core line, providing visually prominent boundary markers that follow the regression curve.
Volume Normalization and Splitting : For each bar in the volume display window, raw volume is normalized against the window maximum to produce a proportional height score. Close position within the high-low range splits this height into buy and sell components, with the buy portion anchored to the lower boundary and the sell portion anchored to the upper boundary pointing inward.
Inward Bar Rendering : Buy and sell component heights are rendered as inward-pointing lines from the respective channel edges with dynamic width scaling based on relative volume and opacity intensifying for above-average participation bars.
Edge Flare Detection : Each recent bar is tested for the combination of volume exceeding the flare multiplier threshold and price high or low reaching within the configured edge zone percentage of the channel boundary. Qualifying bars receive bright dual-layer line segments on the boundary edge with width scaling by relative volume strength.
Bound Diamond Placement : Each bar is tested for initial channel boundary contact, with a diamond marker placed at the first bar of each new upper or lower boundary touch to mark where price newly reached the statistical extremes.
Centerline Flow Coloring : The centerline is divided into sixty equal segments and each segment's volume-weighted close position bias is computed across its constituent bars. Segments are colored green, red, or neutral based on the directional flow value and intensity with line width scaling to strength.
End Profile Construction : All bars in the regression window contribute their volume to the profile rows based on price overlap between the bar range and each row boundary, with the contribution split into buy and sell portions by close position. The accumulated distribution is smoothed and normalized before rendering as horizontal buy and sell bars extending from the current bar.
Together, these elements form a continuously updating integrated price-volume framework where the regression structure, volume participation, flow direction, and cumulative distribution are all rendered within the same channel geometry on each bar update.
Interpretation
Volume Regression Channel should be interpreted as a regression-anchored structural framework with embedded volume participation intelligence at every level:
Regression Curve : The fitted centerline represents the trend's statistical best-fit path through the lookback window, with the flow-colored segments revealing whether volume-weighted directional bias above or below the curve was predominantly bullish or bearish across each portion of the window.
Channel Boundaries : The upper boundary with its red glow represents the upper standard deviation limit where price is statistically extended above the regression expectation. The lower boundary with its green glow represents the lower limit where price is statistically extended below.
Gradient Fill Depth : The three-layer gradient within each channel half provides visual depth cues, with the innermost near-transparent fill representing mild deviation and the outermost fully opaque fill representing maximum channel boundary proximity.
Inward Buy Bars (Green) : Lines extending upward from the lower channel boundary reflect the buy-attributed volume portion of each bar. Taller bars indicate greater buying participation. Brighter coloring indicates above-average total volume on that bar.
Inward Sell Bars (Red) : Lines extending downward from the upper channel boundary reflect the sell-attributed volume portion of each bar. Taller bars indicate greater selling participation. Brighter coloring indicates above-average total volume.
Neutral Volume Bars (Gray) : Below-average volume bars render in neutral gray regardless of direction, identifying periods of low participation where the directional split carries reduced analytical significance.
Edge Flares : Bright glowing line segments on the channel boundary mark bars where significant volume occurred close to the boundary edge, identifying high-participation boundary interaction events that frequently precede reversals or continuations from the statistical extremes.
Bound Diamonds : Small colored diamonds at boundary touch initiation bars mark where price first reached the channel edge after a period of interior activity, identifying the onset of boundary interaction sequences.
End Profile : The horizontal bar chart extending from the right edge shows the cumulative volume distribution across the channel's price range for the full regression window, with green segments showing buy-attributed volume and red segments showing sell-attributed volume at each price row. The longest bars identify the price levels with the greatest total participation concentration.
Colored Candles : Optional candle coloring reflects whether price is above or below the regression centerline, providing a continuous directional bias reference directly on the price chart.
Boundary proximity, inward bar height and direction, edge flare frequency, centerline flow coloring, and end profile distribution collectively provide more analytical depth than any element in isolation.
Signal Logic & Visual Cues
Volume Regression Channel does not generate discrete buy or sell signals but provides continuous structural and volume participation reference through several interaction cues:
Edge Flare Events : High-volume boundary proximity bars highlighted by bright edge flares identify exceptional participation at the statistical extremes, marking the bars most likely to precede structural reactions from channel boundaries.
Bound Diamond Initiation : Diamond markers at the first bar of new boundary touches identify where price has newly entered channel extreme territory, providing early warning of boundary interaction sequences before their outcome is determined.
Centerline flow segment coloring provides ongoing directional pressure context across the full window, with color and width encoding whether the volume-weighted bias at each point in the regression history was bullish, bearish, or neutral.
Strategy Integration
Volume Regression Channel fits within regression-informed structural and volume-participation-based analytical approaches:
Boundary Interaction Trading : Use channel boundary touches combined with edge flare presence as elevated-significance interaction events. High-volume flares at the boundary suggest meaningful participation at the statistical extreme that frequently precedes a reaction back toward the centerline or a volume-supported continuation beyond it.
End Profile Acceptance Reading : Use the end profile distribution to identify the price rows with the greatest cumulative participation concentration. Price returning to high-volume profile rows encounters levels where the greatest historical participation occurred within the regression window, making them structurally significant references for support, resistance, or reversion.
Inward Bar Volume Divergence : Monitor situations where price is approaching a boundary but inward bar height from the opposing direction is increasing, indicating growing participation against the directional move and potentially signaling that the boundary interaction will result in rejection rather than continuation.
Centerline Flow Direction : Use centerline flow coloring as a mid-channel directional bias indicator. Sustained green flow segments suggest dominant buying pressure within the regression window. Sustained red segments suggest dominant selling. Neutral gray segments indicate a contested equilibrium without clear directional participation weight.
Regression Mode Selection : Use Polynomial mode for markets with visible curvature in their trend structure where the quadratic bend produces a more accurate fit. Use Linear mode for markets trending in a straight consistent direction where the polynomial's additional degree of freedom would overfit noise.
Profile Distribution Skew Analysis : Compare the buy and sell distribution balance in the end profile to assess whether the window's participation was predominantly concentrated above or below the centerline, providing a volume-based directional bias reading that complements the price-based trend assessment.
Technical Implementation Details
Regression Engine : Matrix OLS with design matrix construction, normal equation formation, matrix inversion, and prediction array application for linear or polynomial curve fitting to HL2
Channel Construction : Standard deviation-scaled channel width with three-layer gradient polyline fills and triple-line glow boundaries following the regression curve
Inward Volume System : Window-maximum normalization with close-position buy-sell splitting, dynamic width scaling by relative volume, and above-average volume color intensification
Edge Flare System : Volume multiplier threshold combined with boundary zone percentage proximity testing with dual-layer glow line rendering and width scaling by relative volume
Centerline Flow : Sixty-segment volume-weighted close-position bias computation with directional color and width encoding
End Profile : Overlap-weighted row accumulation across the full regression window with three-point smoothing, normalization, and horizontal buy-sell bar rendering with curved outline polyline
Performance Profile : All rendering triggered on last bar with full object cleanup and rebuild each cycle, configurable regression length capped at 490 bars for object management
Optimal Application Parameters
Timeframe Guidance:
1 - 5 min : Intraday regression flow tracking with shorter length and tighter SD multiplier for fast-adapting channel that captures intraday trend structure with responsive volume distribution
15 - 60 min : Session-level structural volume analysis with balanced regression length and moderate SD multiplier for meaningful channel geometry across typical session directional moves
4H - Daily : Swing-level regression channel profiling with longer lookback and polynomial mode for a curve-following channel spanning multi-session trend structures
Suggested Baseline Configuration:
Regression Length : 236
SD Multiplier : 1.75
Mode : Polynomial
Volume SMA : 15
Bar Height (ATR×) : 2.1
Show Edge Flares : Enabled
Show Bound Diamonds : Enabled
Show Centerline : Enabled
Show End Profile : Enabled
Color Candles : Enabled (requires disabling original chart candles in chart settings)
These suggested parameters should be used as a baseline; their effectiveness depends on the instrument's volatility characteristics, volume behavior, and preferred channel sensitivity, so fine-tuning is expected for optimal performance.
Parameter Calibration Notes
Use the following adjustments to refine behavior without altering the core logic:
Channel too wide or narrow : Adjust SD Multiplier to expand or contract the channel width relative to the instrument's typical deviation from the regression curve, calibrating boundary distance to realistic price excursion ranges.
Curve fits too loosely to recent price : Decrease Regression Length to shorten the lookback window, producing a tighter curve that adapts more quickly to recent structural changes. Switch to Polynomial mode if visible trend curvature is present.
Inward bars too tall or short : Adjust Bar Height (ATR×) to scale the maximum inward bar height, making volume bars more prominent during high-participation sessions or more subtle on instruments with lower volume variance.
Too many or too few edge flares : Increase Flare Volume Multiplier to restrict flares to only exceptional volume events, or adjust Flare Edge Zone % to control how close to the boundary price must be before a flare qualifies.
End profile too wide or compact : Adjust Profile Width to control the maximum horizontal extent of the end profile bars, calibrating the profile size to the available chart space at the current zoom level.
Profile rows too coarse or granular : Adjust Profile Rows to increase or decrease vertical resolution, with higher values providing finer detail across the channel's price range and lower values producing broader, more readable rows.
Too many bound diamonds cluttering the chart : The diamond system marks only first-bar boundary touches. On instruments with frequent boundary contact the marker density may be high. Disable Show Bound Diamonds and rely on edge flares alone for boundary interaction identification.
Adjustments should be incremental and evaluated across multiple session types rather than isolated market conditions.
Performance Characteristics
High Effectiveness:
Trending markets where the regression curve provides an accurate fit to the directional price path and the channel boundaries represent meaningful statistical extremes with genuine participation significance
Liquid instruments with consistent volume where the buy-sell splitting produces reliable directional participation readings and the end profile accumulates a statistically meaningful distribution across the regression window
Boundary interaction strategies where edge flares and bound diamond markers identify high-participation channel extreme events that frequently precede structural reactions
Distribution analysis workflows where the end profile provides a regression-relative volume profile summary that replaces or complements standalone volume profile indicators
Reduced Effectiveness:
Choppy, directionless markets where the regression curve has no clear shape and channel boundaries are penetrated frequently without the sustained trend structure required for meaningful boundary interaction analysis
Low-liquidity instruments where thin volume produces unreliable buy-sell splits and end profile distributions that reflect random participation patterns rather than genuine directional flow
Markets with frequent gaps where the HL2 series used for regression produces curves distorted by discontinuous price events that shift the channel relative to actual price structure
Very short regression windows where insufficient bars per channel row produce end profiles dominated by noise rather than statistically meaningful participation concentration
Consolidation environments where price oscillates near the regression centerline without reaching channel boundaries, reducing the analytical value of edge flares and bound diamonds while producing uniformly short inward bars
Integration Guidelines
Confluence : Combine with BOSWaves momentum tools, order block analysis, or structural indicators to validate channel boundary interactions and edge flare events with broader analytical context
End Profile Reference : Use the end profile distribution as a volume-based reference layer for price levels visited by price within the regression window. High-volume rows in the profile identify price levels with the greatest historical participation concentration, making them structurally significant references for future interaction.
Inward Bar Divergence Monitoring : Monitor inward bar height on opposing sides as price approaches boundaries. Growing opposing-side bars during boundary approach suggest increasing counter-directional participation that may oppose the boundary continuation.
Regression Mode Consistency : Maintain a consistent regression mode when using the channel as an ongoing structural reference. Switching between Linear and Polynomial shifts the curve and redistributes the channel geometry, making successive comparisons of profile distribution and boundary levels unreliable.
Centerline Cross Awareness : Treat price crossing the regression centerline as a potential flow transition event. Combined with a centerline flow segment color change from one direction to the other, centerline crossings with above-average volume suggest genuine directional repositioning within the channel structure.
Disclaimer
Volume Regression Channel is a professional-grade regression-anchored volume flow analysis tool. It uses OLS curve fitting with close-position volume splitting and cumulative profile construction but does not predict future price movements. Results depend on market conditions, instrument volume characteristics, parameter selection, and disciplined execution. BOSWaves recommends deploying this indicator within a broader analytical framework that incorporates momentum context, order flow analysis, and comprehensive risk management. Indicator
Liquidity Heatmap 3D - Volume Density POC CVDLIQUIDITY HEATMAP 3D — the order-flow heatmap look, rebuilt for TradingView.
This indicator brings the volume-density heatmap visual to any TradingView chart, with a twist no other heatmap here has: a real 3D relief shader. Instead of flat colour tiles, every cell is lit by a virtual light source (emboss lighting computed in the colour math), and the strongest liquidity walls extrude as 3D blocks with shaded side faces and lit top caps.
━━━ HOW IT WORKS ━━━
TradingView provides no order book and no historical tick data, so this is an honest volume-density heatmap: each bar's volume is distributed across the price zones its range covered. Dense zones are the liquidity walls where the market actually spent volume. The engine normalises against the 85th percentile of the column maxima, so one hot spike never blanks out the rest of the map.
━━━ WHAT IS ON THE CHART ━━━
· Heatmap grid up to 22 x 28 zones, rebuilt live on every bar
· 3D RELIEF SHADER — emboss lighting, specular glints on the wall tops, adjustable strength
· 3D WALL EXTRUSION — the strongest cells pop out as shaded blocks (toggle)
· 7 PALETTES — GOLD 3D (default), TWILIGHT, FIRE & ICE (buy/sell split), OCEAN, INFERNO, EMERALD, MONO
· POC LINE — the highest-volume price of the window, with its volume readout
· WALL DETECTION — the two strongest active liquidity walls, labelled with their strength in percent
· VOLUME PROFILE — profile bars on the right, POC highlighted in gold
· TRADE BUBBLES — volume-spike bubbles sized by their ratio against the average, buy blue / sell magenta
· CVD STRIP — cumulative volume delta (bar proxy) along the bottom, mint and red
· COCKPIT PANEL — engine checklist, POC box and a BUY / SELL flow signal line
· Optional dark chart theme: navy background with mint / red bars
━━━ HOW TO USE IT ━━━
1. Watch the golden walls: price often reacts at dense volume zones — support and resistance built by traded volume rather than by drawn lines.
2. The POC is the fairest price of the window and acts as a mean-reversion magnet in ranges.
3. CVD rising while price holds a wall below it is an absorption long idea; CVD falling at a wall above is a distribution short idea.
4. Bubbles mark the bars where outsized volume hit. Combine them with wall touches for confluence.
━━━ SETTINGS ━━━
Grid size, bars per column, cutoff, gamma, tile transparency, relief strength, wall threshold and bubble threshold are all adjustable. Works on every symbol and timeframe; if a symbol carries no volume the engine falls back to time-at-price density and says so in the panel.
━━━ HONEST LIMITS ━━━
This is not level-2 order book data — TradingView does not provide it. The map shows where volume actually traded, not resting limit orders. The 3D effect is a rendering technique, not extra data.
━━━ NOTE ON LOADING ━━━
Right after adding the indicator, or after changing a setting, give it a few seconds: the engine creates its object pools and runs the first build. A brief flicker during that warm-up is normal and stops once the first refresh is done. After that the persistent engine updates in place with no flicker.
Open source — read it, change it, learn from it. This indicator is a study tool, not financial advice.
WHY THESE PARTS BELONG TOGETHER
The heatmap, the point of control and the cumulative delta strip are three views of one question:
where is volume sitting, which price is defending it, and who is doing the trading. The heatmap
shows the distribution, the point of control marks its centre of gravity, and the delta strip says
whether that distribution is being built by buyers or sellers. Read on their own each of the three
is ambiguous; read together they describe one order-flow picture.
Indicator
BBG Trap Score Indicator=================================================================
Trap Score - Institutional Liquidity & Trapped Trader Index
=================================================================
DESCRIPTION:
The Trap Score Index is a quantitative, non-repainting trading indicator designed to detect inducement, liquidity sweeps, trapped buyers, trapped sellers, absorption, and failed breakouts near key higher-timeframe (HTF) level locations.
Rather than relying on subjective pattern recognition, this tool translates order flow dynamics and price action into a deterministic 0 to 100 Trap Score computed at the close of every candle.
CORE CONCEPT:
Markets frequently generate fake breakouts beyond key swing highs and lows to trigger retail stop orders and attract aggressive breakout traders into illiquid positions. When institutional participants absorb these breakout orders, price fails to advance and reclaims the broken level, leaving retail traders trapped.
This indicator calculates two independent normalized metrics:
• 🟥 Bearish Trap Score: Measures trapped buyers at key resistance ➔ Short Setup
• 🟩 Bullish Trap Score: Measures trapped sellers at key support ➔ Long Setup
11 QUANTITATIVE SCORING FACTORS (100 Points Max):
Each candle evaluates 11 weighted mathematical conditions to build the 0–100 score:
1. Liquidity Sweep at Level (15 pts): Candle wicks past an N-bar swing level and closes back inside with wick ratio ≥ 35% and sweep distance ≤ 0.50 ATR.
2. Failed Breakout / Reclaim (15 pts): Price traded outside a key level and failed to hold outside within 3 bars.
3. Extreme Delta (10 pts): Intrabar volume delta ≥ 2.0× its 20-period average.
4. Volume Expansion (10 pts): Candle volume ≥ 1.5× its 20-period SMA.
5. Absorption (15 pts): Extreme volume/delta expansion accompanied by minimal price progress (≤ 0.15 ATR).
6. Delta-Price Divergence (10 pts): Volume delta achieves a new 5-bar extreme while price close fails to confirm.
7. Large-Trade Absorption (10 pts): Extreme volume spike (≥ 2.5× average) with a large wick (≥ 40%) and price progress ≤ 0.15 ATR.
8. HTF Location Proximity (10 pts): Current price within 0.15 × HTF ATR of HTF Swings, Previous Day High/Low (PDH/PDL), Previous Week High/Low (PWH/PWL), or Session VWAP.
9. VWAP / Value Area Rejection (5 pts): Rejection wick crossing Session VWAP or ± 1 stddev bands.
10. Confirmation Candle (5 pts): Candle close confirming directional momentum past the sweep range.
11. Exhaustion (5 pts): 3 consecutive bars of declining volume with narrow candle range (< 0.50 ATR).
HOW TO TRADE WITH TRAP SCORE:
1. Conviction Tiers & Signal Thresholds:
• Score < 50: Neutral / No Trade
• Score 50 – 64: Low Conviction (Observe)
• Score 65 – 79: Standard Setup (Default Alert Trigger)
• Score 80 – 89: High Conviction Setup
• Score ≥ 90: Exceptional Setup
2. Entry Rules:
• Enter on the open of the bar following a confirmed signal candle where Trap Score ≥ 65.
• Ensure market has not established acceptance outside the swept reference level.
3. Stop Loss Placement:
• Long Position: Sweep Low - (ATR × 0.10)
• Short Position: Sweep High + (ATR × 0.10)
4. Profit Targets (Partial Scale-Out):
• TP1 (50%): At 1.0R or Session VWAP (Move stop loss to Breakeven).
• TP2 (25%): At range midpoint or opposing value area.
• TP3 (25%): At opposing liquidity pool (PWH for longs, PWL for shorts) or 3.0R.
KEY SETTINGS & CUSTOMIZATION:
• HTF Resolution: Higher timeframe context resolution (Default: 240 / 4H).
• Swing Lookback: Number of bars to confirm reference highs and lows (Default: 20).
• Minimum Entry Score: Configurable signal score threshold (Default: 65).
• Dashboard Table: Toggleable top-right status summary panel displaying live scores, conviction levels, sweep states, and signals.
NON-REPAINTING GUARANTEE:
This indicator uses strict non-repainting Pine Script v6 syntax. Higher timeframe security requests fetch only closed completed bars (lookahead = barmerge.lookahead_off) to prevent lookahead bias or hindsight repainting.
Indicator
Smart Money Volume Absorption Signals I EonMetricsSmart Money Volume Absorption Signals
Volume Absorption marks a specific situation as a LONG or SHORT setup, with an entry, a stop and two targets. But instead of only printing an arrow and leaving you to reconstruct what happened, it tracks that setup through four stages and shows you exactly how far along it is — how many conditions are met, which one is still missing, how many bars are left before the setup is discarded, and what the same sequence has already done on the history your chart has loaded.
🔶 THE SITUATION IT TRACKS
A bar trades far more volume than its own recent normal, and then closes at the wrong end of its own range. Heavy participation that failed to pay the side that pushed: effort without result. The direction is set against the side that was absorbed — a heavy bar closing in the bottom third of its range is a short premise, one closing in the top third is a long premise.
One thing has to be said plainly, because it decides how much weight this premise deserves: total volume cannot tell you who traded. It cannot separate buyers from sellers. What this gate actually measures is heavy participation combined with a failure to hold the direction the bar travelled. The absorption reading is an interpretation of that pattern, not a measurement of order flow. If you want that distinction to matter less, the remaining three gates are where the work is done.
Absorption on its own happens constantly and most of it leads nowhere. So the tool requires three further confirmations, in order, before it marks anything.
🔶 THE FOUR GATES
G1 · ABSORPTION — bar volume lands in an extreme percentile of its own recent history while the bar closes in the far third of its own range. This gate fixes the direction and nothing later can change it. It also plants the invalidation anchor at that bar's extreme. Optionally the direction must agree with a slow trend filter.
G2 · REACTION — a following bar closes in the direction G1 set. The absorption produced something instead of merely stalling.
G3 · EXPANSION — a candle body in the top percentile of its own recent history, pointing the setup's way. That candle's OPEN becomes the origin level, and the origin level is where entry would be.
G4 · HOLD — price returns to the origin level and closes without violating it. Only now does the signal print, on bar close.
This is a retest model, not a breakout model, and the consequence is worth stating before you use it. A setup whose expansion runs away and never comes back to the origin level will never complete, no matter how far the move goes. You will see setups sit at 3/4 while price travels past the drawn targets, and then expire. That is the design working as intended — the entry is the retest — but if you want a tool that chases the move instead, this is not that tool.
The dashboard reads: which stage the setup is in, the direction, which gate is being waited on, the expiry countdown, the entry and stop levels, and the record of every completed setup on the loaded history.
🔶 ORIGINALITY
Five design decisions separate this from a stack of conditions with an AND between them.
Percentiles instead of ATR multiples. A fixed "1.5 × ATR" or "2 × average volume" threshold means something different in a trending market than in a compressed one, so it has to be re-tuned per symbol and per period. Every threshold here is a percentile rank against the instrument's own recent history — "top 30% of the last 200 bars" keeps its meaning when volatility changes, without tuning.
Gates do not add up to a score. Each gate is a separate class of evidence and none substitutes for another. Three expansion bars in a row are still 1/4, not 3/4. A weighted-sum model can be outvoted by one loud condition repeating itself; this one cannot. There is deliberately no confidence percentage anywhere in this script — with four binary gates in a fixed sequence, the only honest information is how many of them have filled, and dressing that up as a percentage would add precision that does not exist.
The setup dies on its own. Every tracked setup carries an invalidation anchor (a close beyond the absorption bar's extreme) and a bar countdown that resets at each gate advance. When either fires, the setup is discarded immediately — it does not linger until an opposite signal replaces it, and it does not quietly stay on the books.
One setup at a time. While a completed setup is still resolving toward its target or its stop, a new setup will not complete — it waits at 3/4 and may still fire later if the first one resolves in time, or expire if it does not. This exists so that what the dashboard counts is what a person following the tool could actually have taken, one position at a time, rather than an overlapping stack of positions nobody could hold.
It shows its own record. The last two rows of the dashboard walk every completed setup on the chart you are looking at, bar by bar, and count which level price reached first — Target 1 or the stop. The stop is checked before the target, so a bar that spans both counts against the setup, and the bar the signal prints on is not counted at all. That number is whatever it is. It is not a claim, it is not tuned to flatter, and it will read differently on every symbol and timeframe you load — which is exactly the point. You are meant to check it on YOUR instrument before deciding what the tool is worth to you, instead of taking anyone's word for it. Most signal tools do not show this. That is a choice they made, and this is a different one.
🔶 HOW IT IS CALCULATED
Both percentile ranks are ta.percentrank() over one configurable window — one on bar volume (G1), one on the absolute candle body (G3). The close position is (close − low) / (high − low), so it describes where the bar finished inside its own range rather than relative to any external level.
The optional trend filter is a plain exponential moving average of the closing price on the chart's own timeframe, used as a slow-trend proxy: long setups are only allowed above it, short setups only below it. Set its length to 0 to switch it off. There are no higher-timeframe data requests anywhere in this script.
Entry is the open of the expansion bar. The stop is the absorption bar's extreme, plus an optional buffer in ticks. Both targets are multiples of that entry-to-stop distance, so they scale with the setup instead of with a fixed price amount. Target 1 is the level the record row measures against; Target 2 is drawn for reference only.
Every gate is evaluated and latched on confirmed bars only. There is no lookahead and there are no forward-looking references. A filled gate is never un-filled retroactively; the live bar can only be rejected, never rewritten. A bar that would satisfy two gates at once advances the setup by exactly one step — each gate has to be paid for with its own bar.
The chart geometry is redrawn from scratch on the last bar rather than accumulated, so what you see on the chart is always the setup the dashboard is describing, and closed setups do not leave debris behind.
🔶 ALERTS
Six conditions: setup reached 2/4, setup reached 3/4, signal LONG, signal SHORT, setup expired, setup invalidated.
The staged alerts follow from the same idea as the meter: being told a setup is one gate away is more useful than only being told after it is over.
🔶 HOW TO USE
1. Read the record row before anything else. Load your instrument and your timeframe and see what it says there. If it does not convince you, that is the tool telling you honestly that it is not for that market.
2. Check the sample size in the same row. A run of ten or twenty setups is an anecdote. The row flags small samples for exactly this reason.
3. Watch the meter, not the arrows. Most of the information is in setups that reach 2/4 or 3/4 and then die — that tells you what the market is refusing to do.
4. The stop sits at the absorption bar's extreme by default, which is tight. On fast intraday charts try the Stop Buffer input and watch how the record row responds.
5. The trend filter changes the population of setups substantially. Check the record row with it on and with it off on your own market before deciding which you prefer.
6. Set the 3/4 alert if you want to be at the chart before a setup completes rather than after.
🔶 SETTINGS
Volume (percentile window) · Gate Thresholds (G1 volume percentile, G1 close position, G3 body percentile, trend filter length, setup TTL) · Trade Levels (draw toggle, stop buffer in ticks, two R-multiple targets) · Display (dashboard and position, current-signal marker, all-past-signals marker, colors).
🔶 HONEST LIMITATIONS
Volume alone cannot be attributed to buyers or sellers. This tool reads total bar volume against the bar's close position. It does not know who traded, and it is not order-flow data. Treat the absorption premise as a reading of effort against result, which is what it is.
The volume itself is only as good as the feed. On spot forex and CFDs the exchange reports TICK volume rather than real traded volume, so the percentile ranks describe activity rather than quantity. On symbols with no volume data at all the gates cannot fill, and the dashboard says so in its top-right corner.
The retest requirement will cost you moves. As described above, setups that never return to the origin level expire unfilled even when price travels well beyond the drawn targets. This is structural, not a bug, and on strongly trending stretches it happens often.
Percentiles are relative to their window. After an abrupt change of volatility regime the ranks need a few dozen bars to catch up, and during that stretch the thresholds are still measuring the old regime.
The record row is an honest count, not a backtest. It assumes a fill at the exact entry price and it ignores fees, spread and slippage — all of which work against you in reality, and all of which matter a great deal when the outcome is close to even. A record that looks positive before costs can be negative after them. It also covers only the setups on the history your chart has loaded, which on intraday timeframes is a small sample.
Results vary far more between markets than between settings. The same script on the same timeframe can produce a very different record on two different symbols, and there is no timeframe this tool is generally "best" on. Any suggestion otherwise would be an invention. Check your own market.
This tool describes a sequence of conditions in price and volume. It does not forecast anything, it makes no claim about how often the sequence resolves favourably, and the drawn levels are the geometry of the setup, not a recommendation. It is published for analysis and education, it is not financial advice, and past behaviour of a pattern does not guarantee its future behaviour. Check the record on your own market, manage your own risk, and decide for yourself.
Part of the EonMetrics toolset.
Indicator
Delta Volume Profile,Order Flow, Buy/Sell&Absorption POC LunqFXA normal volume profile shows you HOW MUCH volume traded at each price. Delta Volume Profile shows you WHO did it — buyers or sellers — at every price level. Each row of the profile is split into buying volume and selling volume, turning a plain histogram into a clean order-flow map that reveals where demand and supply were really built, and the one level where a large player was quietly absorbing the flow.
❶ WHAT YOU SEE
▸ THE DELTA PROFILE — a horizontal volume profile on the right of price, but every price level is split in two: blue = buying volume, orange = selling volume. The total length of a row is the volume traded there; the blue/orange split is the delta — the balance of buyers versus sellers at that exact price. One glance tells you whether a level was accumulation, distribution, or a fair two-sided fight.
▸ ABSORPTION POC — this is the level that matters most, and it is not the ordinary Point of Control. A classic POC is simply the highest-volume row. The Absorption POC is the row where heavy volume traded with a balanced delta — lots of buying AND selling at the same price. That is the signature of absorption: a large participant filling orders against the crowd without letting price move. It is marked with a gold line and label, because it is where reversals and strong reactions most often begin.
▸ DASHBOARD — a compact readout of the whole range: NET DELTA (are buyers or sellers in control overall), the Buy/Sell split as a percentage, and the exact Absorption price.
❷ WHY DELTA AND ABSORPTION MATTER
Price only tells you where the market went. Order flow tells you the effort behind the move. A rally on weak buying delta is fragile; a level held by heavy two-sided absorption is where smart money is defending a position. By splitting volume into buy and sell at every price — and by isolating the absorption level — this profile shows the intent behind the volume, not just its size. That is the difference between a plain volume profile and an order-flow read.
❸ HOW TO USE IT
1 — Read the NET DELTA in the dashboard. Positive = buyers dominated the range (look for longs on pullbacks); negative = sellers dominated (favour shorts on rallies).
2 — Trade toward and away from the ABSORPTION level. It acts as a magnet and a strong support/resistance zone — price often returns to it, and reactions from it are among the cleanest on the chart. Use it as a target or as your line in the sand.
3 — Read each level's split before you trust it. A level that is mostly blue (buying) is genuine demand; a level built on orange (selling) is supply. When price approaches a level, its colour tells you which side is likely to defend it.
4 — Watch for imbalance vs balance. Strongly one-sided rows (almost all blue or all orange) mark aggressive, directional levels. Balanced rows — especially the Absorption POC — mark battle zones where the trend is most likely to stall or turn.
❹ HOW IT WORKS (transparent)
For every bar, volume is split into buy-volume and sell-volume from where price closed inside the bar's range: buy-volume = volume × (close − low) ÷ range, sell-volume = volume × (high − close) ÷ range. This is a transparent, range-based delta estimate — it needs no tick or bid/ask feed, so it runs on any symbol. Each bar's buy and sell volume is added to the price row it traded in, across a fixed rolling lookback. The Absorption POC is the row that maximises (row volume ÷ largest row volume) × (1 − |buy − sell| ÷ row volume) — heavy volume weighted by how balanced its delta is. On symbols that report no exchange volume, the profile falls back to equal weight per bar (a price-density profile) so it still works everywhere, and the panel says PRICE PROFILE instead of DELTA PROFILE.
Best used on markets with real volume — crypto (e.g. BINANCE:BTCUSDT), stocks, futures and indices — on any timeframe. On forex the volume is broker tick-volume, so treat the delta as an approximation of order flow.
SETTINGS — lookback, number of rows (resolution), profile width, row gap, absorption line on/off, neutral candles on/off, and dashboard position.
NON-REPAINTING — the profile is built only from closed historical bars over a fixed lookback and drawn on the last bar. It uses no request.security and no lookahead, so history never changes; only the current forming bar updates live, as with any volume profile.
This indicator is an educational market-analysis tool, not financial advice. The volume delta shown is a transparent estimate from price and volume, not exchange-audited bid/ask order flow, and past behaviour does not guarantee future results. Always confirm with your own analysis and manage your risk. Indicator
VPIN Flow Regime [OutOfSampleLab]VPIN Flow Regime visualises order-flow toxicity and buy/sell pressure directly on your chart, with non-repainting flow-price divergence. It describes the current state of the tape. It does not give buy or sell signals.
How it works
- Each bar's volume is split into buy and sell parts using Bulk Volume Classification: the buy fraction is the CDF of the standardised close-to-close change. Two paper-faithful variants are selectable: the standard-normal CDF (Easley, Lopez de Prado & O'Hara, 2012) or the fat-tailed Student-t CDF with 0.25 degrees of freedom (their 2016 paper). To our knowledge no other public script offers both.
- VPIN toxicity = sum |buy - sell| / sum volume over N bars. An unsigned measure of how one-sided flow has been. It is coloured by its own rolling percentile into a regime light: Quiet, Normal, Elevated, Burst.
- Buy pressure = net flow rescaled to 0-100 (50 = balanced).
- Divergence: when price makes a higher high (or lower low) that net flow does not confirm. Confirmed on pivots a few bars later, so it never repaints. By default the divergence lines and labels are drawn directly on the price chart.
Alerts
- Toxicity crossing into Elevated / Burst / back to calm.
- Bullish / bearish flow-price divergence.
All alerts are state-change events, not trade instructions.
Honest limitations (please read)
- This is a bar-based approximation of VPIN, not tick-level VPIN on a true volume clock. Read relative levels and percentiles, not absolute values.
- TradingView volume is feed-dependent; on many FX/index/CFD symbols it is tick count, not traded volume, and the reading is weak there. Prefer symbols with real volume.
- Aggressor classification is imperfect and depends on the window settings.
This is an impersonal educational tool that runs the same for everyone. Not financial advice, no performance claims.
References: Easley, Lopez de Prado & O'Hara (2012), Review of Financial Studies 25(5); (2016), Journal of Financial Economics 120(2); Lee & Ready (1991), Journal of Finance 46(2). Indicator
Futures Volume Profile - CFD ChartsCFD charts only show broker tick volume, which does not represent real market
participation. This indicator pulls REAL exchange volume from the matching
futures contract and builds a volume profile directly on your CFD chart.
What makes it original: standard volume-profile tools weight by the chart's
own (tick) volume. This one maps futures contract volume into CFD price
coordinates (price = CFD, weight = futures), accumulates the profile
incrementally so month anchors work without lookback limits, and can anchor
the session to the futures trading day instead of CFD broker midnight.
How it works:
- The futures contract is auto-detected from the chart symbol (DAX/GER40 ->
FDAX, NAS100 -> NQ, US30 -> YM, UK100 -> Z, US500 -> ES), or set manually.
- Each chart bar's price range is split into zones; the futures volume of that
bar is distributed across the zones it covers (price = CFD coordinates,
weight = futures volume — so the basis offset between CFD and futures is
handled naturally).
- The profile accumulates incrementally per anchor period (session/week/month)
and resets at the period change. POC (red), VAH/VAL (blue, dashed) and the
histogram update live.
- Optional "Daily anchor = futures trading day": the session reset fires at
the futures day change instead of the CFD broker midnight, so the profile is
anchored identically whether you chart the CFD or the future itself.
- Bars without futures data (e.g. overnight hours of a 24h CFD) contribute
nothing — mixing tick volume with contract volume would distort the profile.
The source label warns you when no futures data is available.
How to use it: treat POC/VAH/VAL as the real participation levels behind your
CFD chart — acceptance above the value area supports continuation, a rejection
back inside favors rotation toward the POC. Thick zones (HVN) act as magnets
and consolidation areas, thin zones (LVN) tend to be traversed quickly, which
makes them useful stop and target references. Zone width is ATR-derived by
default or fixed in points.
Indicator
Order Flow Volume Delta, CVD, Absorption & Divergence [LunqFX]Price shows you WHERE the market went. Order flow shows you WHO pushed it there — buyers or sellers — and whether they had real volume behind the move. This Order Flow indicator reads the volume delta on every candle (the balance of buying volume vs selling volume), builds it into a cumulative volume delta (CVD) trend, and automatically marks the two order-flow events that lead price: absorption and delta divergence. Everything is drawn on your chart as clean delta candles, order-flow support/resistance levels and a live buying-pressure dashboard.
❶ THE CONCEPTS (so it's clear)
▸ VOLUME DELTA — the difference between buying volume and selling volume inside a bar. Positive delta = buyers were more aggressive, negative = sellers. It is the core of all order-flow analysis.
▸ CVD (CUMULATIVE VOLUME DELTA) — delta added up over time. A rising CVD means buyers are steadily accumulating; a falling CVD means distribution by sellers. CVD is how you see the real trend of order flow, not just price.
▸ ABSORPTION — a bar with heavy volume but almost no price movement. It means a large player (smart money / institutional) is absorbing every market order at that level. Absorption very often appears right before a reversal.
▸ DELTA DIVERGENCE — price makes a new high but CVD does not (or a new low but CVD does not). The move has no real volume behind it — a trap / exhaustion signal that warns a reversal is likely.
❷ WHAT YOU SEE ON THE CHART
▸ Delta candles — sky-blue when buyers won the bar, coral when sellers won; the brighter the candle, the more one-sided the flow. You read buying and selling pressure at a glance.
▸ Order-flow levels — every absorption (gold) and divergence (blue / coral) is projected to the right as a support/resistance level with its exact price. These are the levels where big volume actually traded, so price reacts to them again.
▸ Live dashboard — who is in control (buyers vs sellers) from the CVD, the CVD value, the current bar's buy/sell pressure split, and the latest signal.
❸ HOW TO TRADE IT — STEP BY STEP
1 — Read the BIAS. The panel shows ▲ BUYERS or ▼ SELLERS IN CONTROL from the CVD. Trade with the side that controls order flow, not against it.
2 — Watch for DELTA DIVERGENCE against the move. Price higher high while CVD makes a lower high = buyers are exhausted → look for shorts. Price lower low while CVD makes a higher low = sellers are exhausted → look for longs. This is the highest-value order-flow reversal signal.
3 — Use ABSORPTION as a reversal cue. When heavy volume fails to move price, the move is being absorbed; watch for the turn and use that gold level as your invalidation line.
4 — Trade the reaction at order-flow levels. Old absorption and divergence levels act as support and resistance — enter when the delta flips back in your favour as price returns to a level.
5 — Confirm with Bar pressure. The panel's ▲/▼ % buy shows the live buy/sell split — take the trade when it agrees with your setup and the bias.
❹ HOW IT WORKS (fully transparent)
Each bar's volume is split by where price closed in its range: buy-volume = volume × (close − low) ÷ range, sell-volume = volume × (high − close) ÷ range, and delta = buy − sell. This is a transparent, range-based volume-delta estimate — it needs no tick or bid/ask feed, so it runs on any symbol. CVD is the running sum of that delta (session-anchored on intraday charts, fully cumulative on daily and higher, handled automatically). Absorption is flagged when volume rises above its average by your chosen multiple while the candle body stays smaller than a fraction of ATR. Divergence compares each confirmed swing pivot in price with the CVD value at that pivot. Every reading comes from closed bars and confirmed pivots — no repainting, no lookahead.
Order flow is strongest on markets with true exchange volume — crypto, stocks, futures and indices — and on intraday timeframes (1m–4h), where buying and selling pressure is most meaningful. On forex, volume is broker tick-volume, so treat the delta as an approximation of order flow rather than exact.
SETTINGS — CVD reset (Session / Week / None), absorption sensitivity, divergence swing length, number of order-flow levels + glow, delta candles on/off, dashboard position.
ALERTS — bullish delta divergence, bearish delta divergence, absorption, and CVD crossing zero (buyers / sellers taking control).
This indicator is an educational market-analysis tool, not financial advice. The volume delta shown here is a transparent estimate from price and volume, not exchange-audited bid/ask order flow, and past behaviour does not guarantee future results. Always confirm with your own analysis and manage your risk.
Indicator
APEX Contra Flow | ProjectSyndicateAPEX Contra Flow rebuilds the order flow hidden inside every candle and reads it as an auction — then scores, bar by bar, whether that auction has finished and is ready to reverse. It drills into each bar with a lower-timeframe scan, distributes the intrabar volume across price by true overlap, splits it into graded buy/sell pressure, and renders it as a footprint anchored by POC, Delta POC, intrabar VWAP and the Value Area. On top of that it runs one idea from auction theory that conventional profile tools ignore: a market doesn't turn where volume is heavy — it turns where the auction runs out of business. The Contrarian Engine finds the bars where aggression achieved nothing, grades them 0–10, and fades them back toward value.
Most footprint tools describe. This one takes a side.
🌊 Intrabar Footprint Engine — the core. A lower-timeframe scan breaks each chart bar into its internal prints and rebuilds the auction that produced it. Granularity is adjustable (1 Tick / 1S / 5S / 15S / 1M / 5M) or Auto-scaled to your chart, with an automatic fallback resolution — if your plan or symbol won't serve the resolution you asked for, the engine silently drops to one that works instead of drawing a blank chart.
🧮 Overlap-Proportional Allocation — the accuracy differentiator. Conventional intrabar profiles smear each print's volume equally across every row it touches, which fattens the profile and drags the POC toward wide bars. APEX Contra Flow weights every row by the exact price overlap between the intrabar's range and that row. The shape you read is the shape that traded.
⚖️ Graded Buy/Sell Classification — not close >= open. On tick data the engine classifies against bid/ask (at-or-above ask = buy, at-or-below bid = sell, interpolated between). Off tick data it uses a tunable blend of close-location-in-range and body direction. Delta becomes a gradient, not a coin flip — so a bar that closed flat but was bought all the way up no longer reads as neutral.
🎯 POC · Delta POC · Intrabar VWAP — three separate reads on one candle. The Volume POC is where trade concentrated. The Delta POC is where the largest one-sided delta sits — the two diverging is a tell in itself. The intrabar VWAP marks the candle's true average traded price.
🧲 Value Area (VA) — computed by true value-area expansion outward from the POC at your chosen percentage, drawn as a clean outline with everything outside it dimmed back. Fair value framed; the rest fades.
🔺 Diagonal Imbalances & Stacked Runs — every row is tested diagonally: buy at a level against sell one level below, sell against buy one level above. Rows clearing your ratio are marked ◆ and coloured by side. Consecutive runs are counted — stacked imbalance sitting at the extreme is exhaustion evidence, not strength.
🕯️ Excess vs Unfinished Auction — the read almost nothing else surfaces. Thin single prints at a bar's extreme (·) are excess: the auction rejected that price and finished. Heavy volume parked at the extreme is unfinished business — an untested magnet price will likely come back for. One says reversal, the other says return.
🔠 Auction Shape Classification — P / b / D / B — real market-profile logic, applied per candle.
▪️ P — POC in the upper third, thin below: the rally was short covering, not fresh buying. Weak. Fade it.
▪️ b — POC in the lower third, thin above: long liquidation / capitulation. Fade it.
▪️ D — balanced auction, POC mid-range. Rotation back to the middle.
▪️ B — double distribution (two volume clusters split by a thin gap). This is a trending auction — and it vetoes the fade outright. The single most valuable filter in the tool is the one that tells you to stand down.
🏆 0–10 Contrarian Conviction Score — the power-ranking. Each fade candidate earns a live grade from seven weighted, principled factors, every one with a fixed directional sign:
▪️ Effort without result — heavy relative volume and delta that produced no body.
▪️ Trapped delta — delta pushing one way while the candle closes the other. Someone is offside.
▪️ Wick rejection — how violently the extreme was defended.
▪️ Excess — thin tail at the extreme being faded (finished auction).
▪️ Auction shape — P against a high, b against a low.
▪️ CVD divergence — a new price extreme that cumulative delta refused to confirm.
▪️ Stacked imbalance at the extreme — aggression stacking into a wall.
Resolved to a tier: WK → MOD → STRONG → V.STRONG → EXTREME.
🚪 Context Gates — why the signals stay rare. A score alone fires nothing. The bar must also print a new N-bar extreme, stretch a configurable ATR distance beyond its mean, clear a cooldown, and survive the B-shape veto. Fading strength in a trend is how contrarians die; these gates exist to stop it.
🎯 Fade Signals, Targets & Invalidation — one clean FADE ▲ / FADE ▼ label carrying the score. A dotted magnet line projects to the target: the nearest naked POC in the fade direction, or the candle's own POC if none is standing. A tick marks the invalidation extreme. Hover the label for the full read — score, tier, auction shape, value migration, delta, relative volume, POC, VWAP and the LTF actually used.
📍 Naked POC Magnets — high-conviction candles leave their POC extended to the right until price trades back through it, then it's removed. Untested POCs are unfinished business — and they double as the fade target.
📖 Legend Key — a static, self-adapting key (bottom-right by default). It lists only the glyphs you have switched on, and reads your live settings — your imbalance ratio, your VA %, your score threshold — so it can never drift out of sync with the chart.
🎨 Nine Dark-Native Themes — Obsidian (default), Institutional, Aurora, Neon, Phantom, Solar, Ice, Plasma and Mono — every one tuned to read on a black background, plus full custom buy/sell/POC overrides.
🧹 Clean-Chart Discipline — no dashboard, by design. No panel, no stat block, no clutter competing with price. The profile is the interface; the score lives inside the candle that earned it, the reasoning lives in the tooltip. Bar delta, CVD, contrarian score and bar volume stream to the Data Window for anyone who wants the raw series.
🔒 Honest & Non-Repainting Core — fade signals fire on confirmed bars only and never repaint away once printed. No signal is ever hidden, deleted or de-rated to flatter the chart. The footprint of the live, forming candle naturally refreshes as it builds — that is inherent to reconstructing order flow in real time, not a defect — and every closed bar is fixed. The 0–10 score is a descriptive auction framework for ranking attention, not a backtested edge.
🔔 Native Alerts — Fade Long, Fade Short, and Any Fade.
🔧 Fully Customizable — profile basis (Volume / Delta), granularity, rows, bar length, classification method and blend weight, VA %, POC / Delta-POC / VWAP / imbalance / excess toggles, imbalance ratio, min score, extreme lookback, mean length and ATR extension, CVD divergence lookback, cooldown, target length, naked-POC threshold and cap, theme, out-of-value transparency, legend position and size.
🎯 Why this is different — profile tools show you where volume is and leave the conclusion to you. Footprint tools show you delta and leave the conclusion to you. APEX Contra Flow classifies the auction, tells you whether it finished or is still trending, refuses to fade the ones that are trending, and puts a graded 0–10 case for the reversal inside the candle that made it. You read where the auction broke, why it's exhausted, and where it should rotate back to — at a glance.
🚀 Apply to Gold (XAUUSD), Silver, Forex, Crypto, Indices and Futures on any intraday timeframe (volume-bearing symbols).
💡 Cleanest setup: an indicator cannot hide the chart's own candles — right-click the chart → Settings → Symbol → uncheck Body / Borders / Wick to let the footprint stand alone.
🎯 How To Trade It — Two Approaches
Everything hinges on one question the tool answers: has this auction finished, or is it still trending? Finished auctions rotate. Trending auctions run you over.
◾ 1) Fade the finished auction → rotate to value (the core thesis)
Use on STRONG / V.STRONG / EXTREME scores (≥7) where the grade is built on excess, trapped delta and CVD divergence — and the shape is P at a high or b at a low.
▪️ Wait for the FADE ▼ / FADE ▲ to print on the confirmed bar — the gates have already checked the new extreme, the ATR extension and the shape veto.
▪️ Entry: on the signal close, or on a shallow re-test of the faded extreme that fails to make a new one.
▪️ Stop: beyond the invalidation tick at the wick extreme. If price closes decisively through and accepts there, the auction wasn't finished — stand aside or flip to Approach 2.
▪️ Targets: the dotted magnet line — the nearest naked POC, else the candle's POC. The opposite Value-Area edge if rotation extends.
⚖️ The cleanest version: price spikes to a new 10-bar high, stretches beyond its mean, prints a long upper wick on heavy volume with positive delta but closes in the lower half (trapped buyers), the top rows are thin (excess), the POC sits high (P — short covering), and CVD refuses to confirm the new high. Score prints 8.4 EXT. That confluence is the exact move this tool was built to frame.
◾ 2) Stand down — and trade the other side
The tool tells you when not to fade, which is worth as much as the signal.
▪️ Shape = B (double distribution) — the auction is trending and building a second distribution. The veto fires. Do not fade; look for continuation on the pullback into the lower distribution instead.
▪️ No excess, heavy volume at the extreme — unfinished business. Price is likely to return to that price rather than reverse from it.
▪️ Signals fire and immediately fail, repeatedly — one-sided flow is expanding. Trade with it into the next naked POC.
Rule of thumb: ⭐ High score + excess + P/b shape + CVD divergence → expect rotation, fade toward the POC. ⭐ B shape, no excess, or price accepting beyond the level → expect follow-through, trade the break toward the next naked POC.
⚠️ IMPORTANT NOTICE: APEX Contra Flow reconstructs estimated order flow from lower-timeframe data. Intrabar delta, absorption and buy/sell classification are an approximation of true tape, not exchange order-book data — off tick resolution the buy/sell split is inferred from price behaviour, not observed aggression. The 0–10 contrarian score is a descriptive auction framework — NOT a backtested signal and NOT a standalone trade trigger. Fading extremes is inherently a counter-trend activity and carries real risk of repeated stop-outs in a trending market; the shape veto reduces this but cannot eliminate it. The indicator requires a volume-bearing symbol. Always combine it with your own strategy, price-action analysis and risk management. Past behaviour does not guarantee future results. Indicator
Order Flow 3D Delta Profile [LuxAlgo]The Order Flow 3D Delta Profile indicator provides a spatial visualization of volume delta distribution across a specified lookback period, using 3D extrusion to represent market depth and intensity.
🔶 USAGE
The indicator projects a 3D volume profile onto the chart, allowing traders to identify price levels with significant buying or selling pressure. Unlike traditional 2D profiles, this tool uses depth and perspective to highlight the relationship between price, volume, and time.
🔹 Value Area and POC
The script identifies the Point of Control (POC) as the price level with the highest total volume, rendered in a distinct color. The Value Area (VA) highlights the price range where a user-defined percentage of total volume (default 70%) occurred. Bins outside the Value Area are darkened to emphasize the core trading zone.
🔹 Profile Alignment and Placement
Users can customize the spatial arrangement of the profile:
Placement: Choose to overlay the profile directly "On Candles" or position it to the "Right of Price" for a clearer view of current price action.
Alignment: Set the profile to "Center" to see delta split (bullish volume to the right, bearish to the left), or "Left/Right" to see unified volume bars.
🔹 3D Perspective
The "3D Options" allow for full control over the visual tilt. Adjusting the X and Y Extrusion Depths changes the angle of the "blocks," providing a pseudo-3D effect that can help distinguish overlapping price levels.
🔹 Volume Anomaly Highlights
When enabled, the indicator identifies individual candles with abnormally high volume (based on a multiplier of the average). These candles are highlighted with a glowing effect and a "3D Laser Beam" that connects the candle directly to its corresponding price level in the profile.
🔶 DETAILS
The script calculates volume distribution by dividing the high-low range of the lookback period into "Buckets." Each candle's volume within the period is assigned to a bucket based on its median price.
The 3D effect is constructed using polylines to create front, side, and top faces for every volume bin. The drawing order is dynamically managed based on the Y-tilt (drawing bottom-to-top or top-to-bottom) to ensure correct visual layering and occlusion.
🔶 SETTINGS
🔹 General
Length: The number of historical bars included in the profile calculation.
Buckets: The number of price rows (bins) used to divide the vertical range.
Value Area %: The percentage of total volume used to calculate the Value Area.
🔹 Profile Setup
Profile Alignment: Determines if volume is centered or pinned to a side.
Profile Placement: Determines the horizontal location of the profile.
Profile Width Scale: Controls the maximum horizontal width of the volume bins.
🔹 3D Options
Extrusion Depth X/Y: Controls the horizontal and vertical tilt of the 3D perspective.
Show Bounding Box: Draws a 3D wireframe around the range of the profile.
🔹 Visuals
Highlight High Vol Candles: Enables the glow and connection beams for volume anomalies.
Anomaly Threshold: The multiplier applied to average volume to identify an anomaly.
🔹 Style
POC Color: Color used for the Point of Control.
Bull/Bear Colors: Colors representing positive and negative volume delta.
Border Color: The color of the 3D block edges and bounding box.
Indicator
Strong Volumetric Zones | ProjectSyndicateStrong Volumetric Zones carves the chart's true supply and demand from actual transacted volume — not from pivots, not from moving averages, not from projected lines — then power-ranks every zone so you know which ones are institutional footprint and which ones are noise. It pulls lower-timeframe order-flow data for every candle in the lookback window, builds a full volume-at-price histogram with buy/sell decomposition, isolates the high-volume nodes that dominate their neighborhood, extends each one into a bounded zone using a fractional-volume cutoff, and grades all of them 0–10. The whole tool runs on one idea: price alone is a story half-told — a level where the auction deposited enormous volume, where delta confirms one side was defending, where every test has been rejected, and that stands fresh and unchallenged is a different animal from a thin blot of retail churn, and it should not look the same on your chart.
BTCUSD
This is an order-flow reaction matrix, not a signal generator. It tells you where the auction has parked real liquidity, whether that liquidity is supply-side or demand-side, how many times price has tested it and held, how hard price was rejected on each hold, and which zone is the strongest one on the chart right now. The read is directional in the sense that you can see, at a glance, whether the session's volume structure is stacked with supply above or demand below — and whether the current candle is absorbing, exhausting, or stacking imbalance in real time.
🟢🔴 Summary how to trade this — more details below, read entire guide. Two clean approaches: react at the zone, or trade the break of it. Prefer STRONG / EXTREME grades and zones with high hold rates — the shallow low-graded zones tag constantly and mean little. The dashboard's Nearest ▲ / Nearest ▼ and Zone Status tell you instantly whether price is inside a volumetric wall or in open air. Runs on any timeframe with intrabar data available.
🧱 The Volume Core — the only source of truth. Every zone in this tool descends from a confirmed high-volume node in the actual volume-at-price histogram, never from a price-only pivot, never from an indicator line, never from a projected level. The engine requests lower-timeframe bars — auto-scaled from 1-second up to 5-minute depending on your chart — and decomposes each candle's range into volume-by-price bins. Buy volume and sell volume are tracked independently from the close-vs-open direction of every intrabar tick. The profile lookback is 300 bars by default and the bin resolution scales dynamically with ATR200, so the histogram adapts to the instrument's volatility without manual tuning. Nothing is drawn from a guess.
🔭 Lower-Timeframe Decomposition — Six granularity slots, auto-selected by default, running from 1-tick to 5-minute. Each confirmed chart candle is exploded into its internal sub-bars; volume is assigned to price bins based on the actual range covered by each sub-bar, not from a proportional tick-close estimate. Buy/sell classification follows the candle direction of the sub-bar itself. This is the reconstruction layer that separates a volume profile built from order flow from one built from assumptions. When the chart is on H4, the engine still reads M1 structure inside every bar.
◆ High-Volume Node Isolation — the signature carve. Within the global histogram, a bin must dominatepeakRadius neighbours on both sides (default 2) to qualify as a high-volume node — it is the local maximum of its neighborhood. A floor filter (minPeakPct of the POC volume, default 18%) eliminates statistical noise. All qualifying peaks are then sorted by absolute volume, strongest first, and the engine attempts to carve up tomaxZones zones (default 8), skipping any whose range overlaps an already-accepted zone. This is where the tool separates from a blob of undifferentiated volume bars: instead of forty equal-weighted histogram rows, you get a handful of bounded zones ranked by the actual liquidity parked inside them.
📐 Zone Edge Extension — Each confirmed node becomes a seed, and the zone expands outward bin-by-bin while neighbouring bins retain at leastnodeCut (default 40%) of the node's volume. Expansion halts atmaxSpan bins (default 2) to prevent overgrowth. The result is a bounded rectangular zone with a defined top, bottom, and mid-line — not a single price point, not an infinite band. The zone's width reflects the actual spread of significant volume around the node, not an arbitrary ATR multiple. Overlapping zones are rejected outright; only the strongest node survives at any price level.
🏷️ The 0–10 Strength Engine — Every zone carries a live grade with stars and a tier word WEAK → MODERATE → STRONG → VERY STRONG → EXTREME. The score is a weighted blend of five independently measurable properties, all derived from real volume and real price action:
▪️ Volume Share 3.5 — how much of the profile's total volume sits inside this zone, normalized against the strongest zone. The dominant term. A zone that holds 30% of the auction is not the same as one holding 3%.
▪️ Touch Count 2.5 — how many times price has entered and exited the zone across the full lookback. Normalized against 6 touches. A zone tested repeatedly has been confirmed by the market.
▪️ Hold Win Rate 2.0 — of all completed tests, what percentage resulted in a hold (rejection) rather than a break. A zone that defends itself 80% of the time is structurally different from one that folds on the first touch.
▪️ Freshness 1.0 — how recently the zone was last tested, normalized against the profile lookback. A zone untouched for 200 bars is fresher than one poked five bars ago.
▪️ Delta Skew 1.0 — the absolute buy-vs-sell imbalance inside the zone, normalized against a 35% threshold. A demand zone with 70% buy volume has institutional sponsorship; a 51/49 split does not.
Read the grade as a descriptive conviction ranking for which zone deserves your attention — it is not a backtested win-rate. A score filter hides everything below a level you choose, and a minimum-touch filter strips zones that have never been tested, so you can strip the chart down to STRONG and EXTREME only.
USDJPY
🔬 Per-Candle Strength Score — Independently, every confirmed candle receives its own 0–10 order-flow strength score, built from five micro-structural inputs: relative volume vs the 20-bar average, delta dominance (absolute delta / total volume), POC concentration (how much volume sits in the single busiest row), stacked imbalance run length, and value-area tightness. This is the engine that powers the Flow Signals — Absorption, Exhaustion, and Stacked Imbalance — and the dashboard's live candle readout. It tells you whether the bar you are looking at right now has order-flow weight behind it or is thin air.
🧬 In-Zone Statistics — Each zone is labeled at its center with its star grade, SUPPLY-SIDE or DEMAND-SIDE designation, the numeric score and tier, the volume share as a percentage of total profile volume, the number of completed tests, the hold win rate, the average reaction magnitude in multiples of ATR, and the buy/sell bias split. A typical label reads:★★★☆☆ DEMAND-SIDE · 6.2/10 STR · VOL 12% · TESTS 4 · HOLD 75% · REACT 2×ATR · DEMAND 68/32. Labels can be restricted by score and touch filters, or the text can be turned off entirely for a pure heatmap look. Four label sizes. Price tags at the right edge show the zone mid-line and score at a glance.
📊 Volume-At-Price Histogram — A full horizontal histogram drawn at the right side of the chart, extending beyond the zones. Each bar's width is proportional to the volume at that price level; color follows buy/sell dominance (demand vs supply palette), with the Master POC row highlighted in the dedicated POC color. A minimum-bin filter hides statistical dust. The histogram is the raw material from which every zone is carved — you see the mountain range and the zones simultaneously.
📐 Master POC & Value Area — The Point of Control (the single highest-volume price in the profile) is drawn as a continuous line spanning the full zone range and extending through the histogram, tagged with its exact price. The Value Area High and Value Area Low (default 70% of total volume) are drawn as dashed lines with labels. Together these three references give you the fair-value anchor for the entire lookback: price above VAH is in premium territory, price below VAL is at a discount, price inside the value area is at equilibrium.
🔬 Per-Candle Footprint — An optional intrabar footprint drawn inside the most recent N candles (default 10). Each row shows block-character bars proportional to volume or delta at that price level, color-coded by buy/sell dominance. Rows outside the candle's value area are muted; the POC row is highlighted. A value-area outline box frames the candle's internal equilibrium. On high-strength candles (score above a configurable threshold), the tier abbreviation is printed directly inside the footprint. This is the microscope — you see exactly where the volume parked inside the bar you just traded.
🎯 Naked POC Tracking — Optionally, every candle whose internal strength score exceeds a threshold spawns a dotted POC line that extends right until price actually trades through it. Once tested, the line is deleted. A cap on active naked POCs (default 8) keeps the chart clean. These are untested fair-value anchors — price tends to return to them, and their persistence means the auction has not yet cleared that liquidity.
NQ
⚡ Order-Flow Signals — Three micro-structural signals fire on confirmed bars:
▪️ ABS — Absorption. Delta dominance is high (>35%), but the candle body is small (<30% of range) and relative volume is elevated (>1.2×). One side absorbed the other's aggression without moving price. The direction hint points opposite to the absorbed delta: if selling was absorbed, the signal is bullish.
▪️ EXH — Exhaustion. Relative volume is elevated (>1.3×), delta is flat (<12%), and price closed near the high or low. Aggression was spent without conviction. The direction hint points away from the extreme: exhaustion at the high is bearish.
▪️ STK — Stacked Imbalance. Three or more consecutive rows of one-sided imbalance (buy vs adjacent sell, or vice versa, at the configured ratio, default 3×). A directional imbalance stack is a footprint of institutional execution.
Signals appear as tiny labeled markers at the high or low of the candle, color-coded by direction. They are not zone entries — they are real-time flow readings that confirm or deny what the zones are telling you.
📋 Live Command Dashboard — A compact panel that answers the questions you actually ask a volume-zone tool, organized into four sections:
▪️ LIVE ORDER FLOW — Bar Delta with a fill meter, Buy/Sell split with a dual-tone bar, Cumulative Volume Delta with trend arrows, Session Delta, Candle Score with tier, and the active Flow Signal with direction tag. This is the real-time pulse: who is hitting whom right now.
▪️ VOLUME PROFILE — Master POC price and position relative to close, Value Area range with a width meter, VA Location (inside or outside), and Profile Depth (bars processed, bins, zones carved). This is the structural map: where is fair value, how wide is it, how deep is the data.
▪️ REACTION ZONE RADAR — Up to six zones ranked by strength score, each showing price, star grade, score, bias (DEMAND / SUPPLY / BATTLE), test count, and hold win rate. The strongest zone on the chart is always row one. This is the hit list.
▪️ REGIME — Volatility state (COMPRESSED / NORMAL / EXPANSION) based on ATR14 vs ATR100, Zone Status (IN SUPPLY / IN DEMAND / OPEN AIR) with the in-zone score, and Nearest Supply / Nearest Demand with star grades. This is the tactical read: are you in a wall, are you in open air, how far to the next wall.
🔒 Non-Repainting — Lower-timeframe data is requested on confirmed bars only. Volume is accumulated into the histogram only after the chart bar closes. Zones are carved on the last bar of the chart from the completed histogram and then projected — they do not shift, flicker, or disappear retroactively within their lookback window. The candle strength score updates on confirmation. This is the honest tradeoff of order-flow structure: you wait for the bar to close, and in exchange the reading is real.
🔔 Native Alerts — Five condition alerts:
▪️ Volumetric Zone Entry — price enters any displayed zone.
▪️ Strong Volumetric Zone Entry — price enters a zone scoring 7+ (VERY STRONG / EXTREME). The one alert most people will actually run.
▪️ Volumetric Zone Exit — price leaves a zone.
▪️ High-Strength Candle — a confirmed candle scores 7+ on the order-flow engine.
▪️ Order-Flow Signal — an Absorption, Exhaustion, or Stacked Imbalance signal fires on any confirmed bar.
🎨 Five Theme Palettes — Obsidian Aurora (teal/coral/purple), Obsidian Gold (emerald/vermillion/gold), Deep Ocean (cyan/rose/indigo), Midnight Ember (mint/ember/amber), and Graphite Mono (silver/steel/white). Every palette is engineered for a pure-black chart background: deep, saturated, never toxic. Full custom override is available for demand, supply, POC, and accent colors. Zone shading scales opacity directly off the score — weak zones stay faint, extreme zones render solid. You read conviction with your peripheral vision before you read a single number.
Silver
🔧 Fully Customizable — Intrabar granularity (auto or manual), profile lookback, bin resolution, max zones, node isolation radius, min node volume, zone edge cutoff, max zone width, min tests and min score filters, right extension, zone text and price tag toggles, text size, mid-line width and fade, histogram toggle/width/floor, Master POC toggle, Value Area toggle and percentage, footprint toggle/bars/rows/type/max-length/candle-VA/strength-text/threshold, naked POC toggle/min-score/cap, signal toggle and imbalance ratio, dashboard toggle/position/size, theme selection, custom colors, and all five scoring weights for both zones and candles — all adjustable.
🎯 Why this is different — Most volume tools dump a histogram on your chart and leave you guessing which rows matter. Most zone tools draw every pivot they find with no weighting, no testing, no delta, no bias. This one reconstructs the order flow, carves zones from confirmed high-volume nodes, tracks how many times price tested each one and whether it held, measures the reaction magnitude, reads the buy/sell sponsorship inside the zone, and grades the result 0–10. You read the zone, the volume behind it, the delta skew, the hold rate, and the conviction score — at a glance. The chart itself does the filtering.
🚀 Apply to Gold XAUUSD, Silver, Forex, Crypto and Indices on any timeframe with intrabar data.
🎯 How To Trade It — Two Approaches
Everything hinges on the grade and the hold rate. A WEAK zone with no tests is noise you can see; a STRONG or EXTREME zone with a 70%+ hold rate and demand-side bias is where institutional volume has already defended. Trade the graded zones, and use the dashboard's Zone Status and Volatility Regime to confirm the trade has the right environment.
◾ 1 REACT at the zone — trade the rejection
This is the tool's core use. Price arrives at a high-graded zone and you fade the touch back toward the opposite side of the ladder.
▪️ Setup: wait for price to reach a STRONG / VERY STRONG / EXTREME zone — ideally one with a high hold rate and a clear DEMAND or SUPPLY bias. Check the dashboard: is it the top-ranked zone on the radar? Is the Volatility Regime in NORMAL or EXPANSION (not compressed — compressed means no fuel for a reaction)? Is the Candle Score on the approach bar showing Absorption or Stacked Imbalance in your direction?
▪️ Entry: on rejection out of the zone, with your own confirmation — a wick, an engulfing close, a lower-timeframe structure break, or an order-flow signal that validates the rejection. The zone is the location; it is not the trigger.
▪️ Stop: on the far side of the zone band. The zone has real width derived from the volume distribution — use it. A decisive close through the zone means the volume was cleared and the thesis is wrong.
▪️ Targets: the Nearest ▼ demand or Nearest ▲ supply on the opposite side, then step through the radar tier by tier, banking partials at each graded zone.
⚖️ The cleanest version: price runs into an EXTREME demand zone with 80% hold rate, the Candle Score on the approach prints ABS (absorption), the Volatility Regime shows EXPANSION, and price rejects on the first touch. First touches of fresh high-graded zones with order-flow confirmation are the setup; the fifth retest of the same zone is not.
◾ 2 TRADE THE BREAK — the zone flips role
The mirror case, and the one that saves you when approach 1 fails.
▪️ Setup: a decisive close through a high-graded zone — especially one with a strong hold rate — is meaningful information. It took real volume displacement to clear a level that the market had been defending. Check the delta inside the zone on the break bar: if the breaking candle has strong delta in the break direction, the liquidity was genuinely absorbed, not just pierced.
▪️ Entry: on the retest of the broken zone from the other side, once it has flipped from supply to demand or demand to supply. Wait for price to return to the zone and show respect — a wick, a small-body candle, an absorption signal.
▪️ Stop: back on the original side of the zone. If price reclaims it, the break failed and the original bias holds.
▪️ Targets: the next graded zone in the direction of travel, then the next. Use the radar: if all remaining zones in the direction are weak and untested, structure is thin and the move may extend.
⚖️ Watch the top-ranked zone on the radar. When the strongest zone on the chart breaks and holds as a flip, that is the session's structural event. The naked POCs ahead become magnets.
Rule of thumb: ⭐ First touch of a fresh STRONG / EXTREME zone with high hold rate and Volatility in NORMAL or EXPANSION → look for the rejection trade. ⭐ Decisive close through a high-graded zone confirmed by Candle Score and delta → stop fading it, wait for the retest and trade the flip. ⭐ Low grades, no tests, compressed volatility, or a zone already tested repeatedly → no trade. The score exists to tell you when to do nothing.
⚠️ IMPORTANT NOTICE: Strong Volumetric Zones maps and ranks volume-derived supply and demand zones from reconstructed lower-timeframe order flow. The 0–10 zone score is a descriptive conviction ranking built from volume share, touch count, hold win rate, freshness and delta skew — it is not a backtested win-rate, and this indicator tracks no trade outcomes and reports no performance statistics. The 0–10 candle strength score is built from relative volume, delta dominance, POC concentration, stacked imbalance and value-area tightness — also a descriptive reading, not a signal with a verified edge. Zones are locations, not entries. Volume accumulation occurs only on confirmed bars. These zones are decision support, not a standalone trade trigger. Always combine them with your own strategy, price-action confirmation and risk management. Past behavior does not guarantee future results. Indicator
Indicator
Liquidity Radar Engine [MarkitTick]💡 The financial markets operate on a continuous search for liquidity, moving dynamically from areas of consolidation to zones of unmitigated resting orders. This technical evaluation tool is engineered to objectively map these critical liquidity thresholds and provide a comprehensive framework for identifying high-probability market reversals and continuation phases. By tracking the exact interaction between historical pivot structures and real-time volume dynamics, it offers a highly systemic, algorithmic approach to charting price action.
✨ Originality and Utility
● A Synergistic Approach to Market Dynamics
Standard technical tools typically evaluate a single dimension of market data, such as momentum or trend direction, which frequently leads to fragmented analysis and false signals. This script stands out by synthesizing pure price structure, volume delta approximation, and multi-timeframe consensus into a unified visual environment. It removes the guesswork from order block and liquidity trading by mathematically defining structural shifts.
• Justification of the Integrated Logic
This tool is a deliberate fusion of price action concepts and mathematical volume filtering. Relying strictly on a breakout of a previous day's high or low can be highly susceptible to false moves and liquidity traps. By incorporating a relative volume (RVOL) filter and a proprietary candle-based delta estimation, the tool validates structural shifts with quantifiable market participation. Additionally, the inclusion of momentum divergence protocols ensures that price action is aligned with the anticipated structural pivot, filtering out low-probability setups in exhausted trends.
🔬 Methodology and Concepts
● Core Analytical Framework
The script operates by mapping significant price extremes across varying temporal horizons and evaluating the market's precise reaction when these zones are breached.
• Liquidity Sweep Detection
The algorithm constantly monitors the Highs and Lows of the Previous Day, Week, and Month. When current price action breaches one of these levels but fails to sustain the breakout—closing back inside the defined range—a sweep zone is generated. This defines a failed auction mechanism where stops may have been triggered without genuine directional follow-through from larger market participants.
• Equal Highs and Lows (EQH/EQL)
To identify resting liquidity pools, the script evaluates historical pivot points within an adjustable lookback window. Using the Average True Range (ATR) as a dynamic tolerance threshold, it mathematically defines whether two separate swing points are functionally "equal," marking them as magnetic targets for future price action.
• Structural Shifts and Displacement
Once a sweep occurs, the engine scans for a localized Change in State of Delivery (CISD). A valid shift requires displacement, which is measured by comparing the breakout candle's body size against a moving average of recent candle bodies, or by the immediate formation of a Fair Value Gap (FVG).
• Multi-Factor Validation
Signals are not generated strictly on price structure. They must pass a rigorous matrix of internal filters:
Relative Volume (RVOL): Requires the sweep or shift to occur with volume significantly exceeding the recent moving average.
Cumulative Volume Delta (CVD): Approximates buying and selling pressure within the candle spread to confirm directional momentum.
Trend Alignment: Evaluates the current price against a long-term Exponential Moving Average (EMA).
Volatility Squeeze Avoidance: Uses ATR ratios to actively block signals in exceptionally low-volatility environments.
Currency Correlation: Compares the traded pair against a reference index to ensure macroeconomic alignment.
News Blackout: Blocks all signals during user-defined, high-impact news windows to protect against erratic slippage.
🎨 Visual Guide
● Chart Elements and Topography
The visual interface is meticulously designed to present complex, multi-dimensional data without obfuscating the primary candlestick action.
• Historical Liquidity Levels
PDH/PDL Lines: Displayed as subtle, translucent lines indicating the Previous Day's High and Low.
PWH/PWL Lines: Denoting the Previous Week's extremes in distinct, moderately visible hues.
PMH/PML Lines: Marking the Previous Month's extremes for macro higher-timeframe context.
Equilibrium Line: A distinct midline drawn between the daily extremes to gauge intraday premium and discount pricing.
• Structural Zones and Markers
Sweep Zones: Highlighted boxes marking the exact area of a failed breakout. Buy-side sweeps appear in a muted green-toned box, while sell-side sweeps are marked in a red-toned box. These zones feature active aging, gently fading as time progresses.
FVG Clouds: Displayed as gold or yellow background areas denoting supply/demand imbalances.
EQH/EQL Markers: Small textual annotations above or below the price, bounded by a semi-transparent box, indicating concentrated liquidity pools.
• Execution and Management Visuals
Signal Labels: Distinct text markers indicating validated Buy or Sell conditions upon bar close.
Position Boxes: When a signal is active, a structured box appears showing the Entry level (dashed neutral line), Stop Loss (dashed red line), and up to three Take Profit targets (dashed teal lines).
Heatmap Candles: The main chart candles are dynamically colored based on the dominant daily bias or RSI momentum.
• The Multi-Timeframe (MTF) Dashboard
A tabular data panel positioned on the chart displays the trend and liquidity status across three distinct timeframes. It also features a comprehensive statistics section monitoring the active trading session, the current volatility regime, the count of unfilled fair value gaps, and the dynamic risk-to-reward ratio of any open simulated positions.
📖 How to Use
● Interpreting the Data
The primary workflow involves observing the direct interaction between price velocity and the mapped structural zones.
• Executing an Analysis
Wait for a visual Sweep Zone to form, indicating that a significant historical level has been tested and rejected by the market.
Observe the Signal Labels. A signal is only printed if the internal confluence engine—validating volume, delta, and structural displacement—has fully approved the setup.
If the FVG entry model is active, wait for price to retrace into the highlighted Fair Value Gap cloud before considering the setup valid for engagement.
• Trade Management
Utilize the plotted Position Boxes to evaluate the mathematical risk profile. The entry, stop loss, and targets are drawn directly on the chart for immediate visual feedback.
Monitor the MTF Dashboard to ensure the lower timeframe execution signal is not fighting a dominant higher timeframe trend.
If Dynamic Trade Management is enabled, closely observe the Stop Loss line as it automatically trails price based on the selected ATR, Swing, or Chandelier mathematical logic.
⚙️ Inputs and Settings
● Configuration Options
The script is heavily modular, allowing for extensive adjustment of its internal validation logic.
• General and Display Limits
Toggle the visibility of specific liquidity levels (Daily, Weekly, Monthly) and limit the maximum number of historical zones, FVG clouds, or signal boxes retained on the chart to maintain a highly optimized workspace.
• Validation Filters
Volume Validation: Adjust the Moving Average length and the RVOL threshold multiplier to define what constitutes a genuine volume climax.
Delta Filter: Toggle the requirement for estimated volume delta to perfectly align with the signal direction.
Divergence Source: Choose whether the script requires RSI, MACD, or a combination of both to display divergence before validating a reversal.
ADX Threshold: Define the strict minimum trend strength required for continuation signals.
• Target and Management Settings
Risk to Reward (R:R) Inputs: Define the exact mathematical multiples for Target 1, Target 2, and Target 3.
Position Sizing: Input an account balance and risk percentage to have the engine calculate the exact unit size for the plotted setup.
Trailing Logic: Select between None, ATR-based, Swing-based, or Chandelier-based trailing stops, complete with user-defined multiplier adjustments and partial profit scaling.
• Dashboard and Visual Preferences
Modify the specific timeframes monitored by the MTF panel, alter its position, and heavily customize the color palettes for all sweep zones, lines, heatmaps, and interface text.
🔍 Deconstruction of the Underlying Scientific and Academic Framework
● Theoretical Foundations
The architecture of this script is grounded in several well-documented financial theories, primarily focusing on Auction Market Theory and the statistical modeling of price volatility distributions.
• Auction Market Theory and Liquidity
The core premise of the sweep detection logic rests securely on the concept of order matching and liquidity cascades. Markets move constantly to facilitate trade, frequently gravitating toward areas with a high density of resting stop orders, such as historical highs and lows. When these areas are breached but fail to attract aggressive participation, the auction process is deemed to have failed. This script mathematically quantifies these failed auctions by tracking the spatial relationship between the breakout wick and the closing price relative to the historical pivot.
• Statistical Variance and Normalization
The tool heavily utilizes the Average True Range (ATR) as a core normalization factor. Financial time series exhibit continuous heteroskedasticity, meaning volatility varies over time. Hardcoding a fixed point-value for concepts like "Equal Highs" or "Trailing Stops" is mathematically flawed. By utilizing ATR ratios, the algorithm rapidly adapts its spatial thresholds to the current standard deviation of price movement, ensuring highly consistent behavior across varying market regimes and asset classes.
• Momentum Divergence and Rate of Change
The inclusion of oscillators like the Relative Strength Index (RSI) and Moving Average Convergence Divergence (MACD) serves to measure the first and second derivatives of price—specifically velocity and acceleration. By actively requiring a divergence between price extremes and momentum extremes, the script effectively filters for environments where the kinetic energy of the prevailing trend is decaying, thereby increasing the statistical probability of a mean-reverting event or structural reversal.
• Volume Delta Approximation
While granular tick data is technically required for an exact volume delta calculation, the script employs a highly robust approximation algorithm that distributes volume proportionally across the candle's spread. This provides a quantifiable metric of localized supply and demand imbalances, adhering strictly to the Wyckoffian principle of Effort versus Result, ensuring that price moves are backed by actual transactional weight.
⚠️ Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. We expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion. Indicator
Orderflow Suite [martineye15]Orderflow Suite — four order-flow tools in one indicator: Cumulative Volume Delta, footprint bars, imbalance / absorption signals, and a volume profile. Each module toggles independently, so you can run the full suite or just the part you need. CVD gets its own pane; the footprint, signals and profile draw directly on the price chart, so no second script is required.
MODULES
- Cumulative Volume Delta (CVD): running buy-minus-sell volume, with Session / Day / Week / None reset anchoring and a Line, Columns or Candle display (candles show open = previous CVD, close = new CVD, wicks from the intrabar delta extremes). Optional price-CVD divergence: bearish when price makes a higher high while CVD makes a lower high, bullish when price makes a lower low while CVD makes a higher low.
- Footprint bars: the most recent bars are split into price bins, each showing aggregated buy x sell volume, shaded by its net delta, with the bar's highest-volume bin (VPOC) framed.
- Imbalance & absorption: delta-imbalance triangles when |delta| / volume passes a threshold, stacked-imbalance zones when several same-direction imbalance bars line up, plus absorption labels (heavy volume in a tight range near a swing) and exhaustion labels (a new swing high on negative delta, or a new swing low on positive delta).
- Volume profile: a volume-at-price histogram over a lookback window with POC, value-area high / low and the 70% value area, in total-volume or delta-coloured mode.
DELTA ENGINE (please read)
TradingView does not provide a true bid/ask tick feed, so delta here is an approximation, not exchange order flow. Historical delta is estimated from lower-timeframe intrabars: an intrabar counts as buy volume when it closes above its open, sell volume when below, and is split evenly on an unchanged close. On the live bar you can optionally accumulate tick-based delta instead (uptick = buy, downtick = sell). Because TradingView does not store ticks, realtime values built this way can differ from what the same bar shows after a chart refresh. Treat every delta value as an estimate.
ALERTS
Ten conditions: CVD bullish / bearish divergence, bullish / bearish imbalance, stacked bullish / bearish imbalance, absorption at highs / lows, and exhaustion top / bottom.
HOW TO USE
Add it to a symbol that has volume (crypto, futures or stocks — spot forex usually has no real volume, and the tool will tell you so). Intraday timeframes from about 1 minute to 1 hour work best. Turn on the modules you want, set the delta engine (lower-timeframe auto / manual, and optional realtime tick mode), and adjust the per-module thresholds and sizes. Use CVD and its divergences for momentum and non-confirmation, the footprint and profile to see where volume actually traded, and the imbalance / absorption / exhaustion signals as context around swings. Set alerts on any of the ten conditions.
WHAT MAKES IT DIFFERENT
It combines CVD, footprint, imbalance / absorption and a volume profile in a single indicator, sharing one delta engine and drawing the price-chart modules through force_overlay from a lower pane — a combined order-flow view without stacking several scripts. Drawing counts are budgeted internally so the modules together stay within TradingView's object limits.
REPAINTING & LIMITATIONS
Confirmed-bar behaviour is stable: footprints are built on closed bars, CVD divergences use confirmed pivots (so they appear a few bars after the pivot — normal pivot lag, not repainting), and the profile is computed over completed bars. The delta approximation is the main caveat: the live bar's delta is an estimate, and if you enable realtime tick mode, the live values will not match the same bar's historical lower-timeframe values after a refresh — this is inherent to how TradingView exposes data and is noted in the input tooltips. One-second intrabars need a plan with seconds data; without it the tool uses a one-minute fallback, and very old bars beyond the intrabar budget fall back to whole-bar classification. A symbol with no volume cannot produce delta and will show a notice instead.
This is a visual, decision-support tool. It is not a strategy, it places no orders and reports no performance statistics, and it is not financial advice. Indicator
