Orion (Market Structure & Confluence Framework)Orion (Market Structure & Confluence Framework โข Premium โข Closed)
Orion is a professional-grade market structure and execution framework designed for serious intraday traders who want clarity, precision, and discipline โ not signal spam.
This indicator was developed and refined through extensive live trading and backtesting in Natural Gas, one of the most volatile and difficult markets to master. While NG was the primary proving ground, Orion is market-agnostic and works across commodities, stocks, indices, forex, and crypto.
What Orion Does
Orion continuously evaluates higher-timeframe structure and lower-timeframe execution conditions, then only presents trade opportunities when conditions are clean, aligned, and favorable.
It helps traders:
Capture large directional moves
Participate in confirmed reversals
Stand down during choppy or mean-reversion days
Avoid overtrading and noise
Trade signals are intentionally selective. When signals are mixed, Orion does nothing โ by design.
Core Concepts (High Level)
Market Structure Context
Determines whether the market environment is bullish, bearish, or mixed.
Key Levels & Structural Zones
User-defined levels are evaluated based on how price last interacted with them to determine bias and probable targets.
Trendlines (Manual, Human-Defined)
Orion interprets price interaction with trader-drawn trendlines, preserving human discretion and avoiding unreliable auto-drawn logic.
Confluence Logic
Signals only appear when multiple independent factors agree. No alignment = no trade.
Trade Signals (When Appropriate)
Based on extensive testing, signal days have historically been profitable roughly 80% of the time (about 4 out of 5 days), with an emphasis on capturing meaningful market moves, not scalping.
Ease of Use
Simple initial setup (define key levels, draw trendlines)
Minimal upkeep (occasional adjustments as structure evolves)
Once set, Orion handles the heavy lifting
This is not a fully automated system. It is a decision-support tool that rewards discipline, patience, and proper risk management.
Transparency & Risk
No guarantees are made
Losses are part of trading
Stop losses and position sizing are essential
Results depend on trader discipline and execution
Educational resources on trendlines and support/resistance (e.g., creators like Tori Trades or WyseTrade) can be helpful for newer users.
Support & Mentorship
24/7 support included for all users
A limited number of users, upon request, may receive direct mentorship from the creator
The creator combined personal trading experience, discretionary strategy design, and AI-assisted development to build Orion, and trades Natural Gas profitably using this framework.
Pricing
$99.99 per year
One solid trading day can easily justify the cost.
Who Orion Is For
โ
Serious intraday traders
โ
Structure-focused traders
โ
Traders who value quality over quantity
โ Beginners seeking guaranteed signals
โ Fully automated trading seekers
ยฉ 2026 Gordon Edwards. All rights reserved.
Licensed for individual use only. Redistribution, resale, or reverse engineering is prohibited.
Orderflow
Smart Money Confluence Heatmap [PhenLabs]๐ Smart Money Confluence Heatmap
Version: Pine Scriptโข v6
๐ Description
The Smart Money Confluence Heatmap is a professionalโgrade Smart Money Concepts indicator designed to identify highโprobability institutional trading zones. It merges multiple advanced market factors into a single confluence score, allowing traders to focus only on areas that matter. By synthesizing Fair Value Gaps, Order Blocks, Liquidity Sweeps, Volume Strength, and Market Structure, this script removes subjective bias and replaces it with dataโdriven confirmation.
๐ Points of Innovation
Unified confluence scoring system combining five institutional concepts
Adaptive ATRโbased zone sizing for volatilityโadjusted precision
Automatic trend and structure alignment scoring
Volumeโvalidated Order Blocks and Liquidity Sweeps
Probabilityโranked zones instead of static levels
๐ง Core Components
Fair Value Gap detection with imbalance strength scoring
Order Block identification confirmed by displacement and volume
Liquidity sweep analysis using wick depth and volume expansion
Volume strength modeling for accumulation and distribution phases
Market structure confirmation using BOS and directional bias
๐ฅ Key Features
Confluence heatmap zones graded by bullish and bearish probability
Minimum score filtering to remove lowโquality setups
Automatic riskโtoโreward based TP and SL projections
Entry alerts when price taps validated institutional zones
๐จ Visualization
Colorโgraded heatmap zones representing probability strength
Percentage score labels with component icons
Onโchart dashboard displaying market bias and structure state
โ
Best Use Cases
Liquidity sweep reversals at key structure levels
Trendโaligned pullbacks into institutional zones
Intraday and swing trading using confluence confirmation
โ ๏ธ Limitations
Not designed for lowโliquidity or extremely ranging markets
Confluence does not guarantee outcomes and requires risk management
๐ก What Makes This Unique
Objective probability scoring instead of subjective SMC interpretation
Multiโlayer institutional confirmation in a single indicator
Built for traders who demand clarity, not chart clutter
๐ก Note:
This indicator is for educational purposes only and should always be used alongside proper risk management and higherโtimeframe context.
Project Pegasus SpectraProject Pegasus Spectra โ Volume-Weighted Core is a dedicated pane-based indicator designed to visualize volume-derived buy/sell pressure, momentum states, and extreme flow events in a clean, professional layout. It translates standard OHLCV data into an orderflow-inspired structure using Pressure Candles, PA-FL Momentum (ฮด/ATR), an optional momentum heatmap, and optional context markers (Imbalance, Climax, Exhaustion).
The goal is not to generate trade signals, but to provide a stable, low-noise visual framework for understanding pressure, momentum, and intensity across different markets and volatility regimes.
Core Components
1) Pressure Candles (Synthetic Buy / Sell Pressure)
Spectra estimates buy and sell volume within each candle using a price-weighted volume distribution:
Buy volume โ volume ร (close โ low) / (high โ low)
Sell volume โ volume ร (high โ close) / (high โ low)
From this, synthetic pressure candles are constructed to highlight:
buy vs sell dominance within each bar
gradual pressure shifts
sudden pressure expansions or extremes
Pressure Style
Net โ single candle showing net pressure (buy โ sell)
Split Buy/Sell โ buy pressure above zero, sell pressure below zero (clear dominance view)
Pressure Mode
Raw โ fully reactive, unsmoothed pressure
Smooth body + raw wick โ candle body is EMA-smoothed, while wicks preserve raw extremes
โ cleaner visuals without hiding pressure spikes
Visual Control
Multiple color presets (Match Palette, Neon, Ocean, Sunset, Classic, Midnight)
Optional fully custom colors
Independent body and wick transparency, allowing pressure to act as a subtle context layer rather than visual noise
2) PA-FL (Price-Adaptive Flow Line) Momentum โ ฮด / ATR
PA-FL is the main flow engine of Spectra.
It computes a volume-adaptive baseline (EMA-style), optionally blended with VWAP, and measures momentum as baseline delta normalized by ATR.
Why ฮด / ATR?
Makes momentum comparable across:
different symbols
varying volatility regimes
different sessions and market conditions
PA-FL Features
Optional VWAP blend for session anchoring
Adaptive baseline length driven by relative volume
Optional Zero-Lag smoothing (ZLEMA) to reduce delay
Optional clamping to prevent rare spikes from dominating the scale
Visualization
Histogram + Line
Color intensity scales with |ฮด|
Optional regime tinting (trend vs range) for contextual awareness rather than hard signals
3) Momentum Heat Background (PA-FL Heatmap)
An optional background heatmap driven by |ฮด / ATR|.
Purpose:
Quickly visualize momentum intensity without reading exact values
Act as a situational backdrop, not a signal layer
Interpretation
Low heat โ neutral / balanced phase
Rising heat โ momentum expansion
Strong heat โ impulse or extreme activity
Fully adjustable via:
minimum / maximum transparency
intensity scaling
gamma contrast
This allows anything from barely visible to clearly readable, depending on preference.
4) Display Normalization (Stable Axis)
When enabled, Pressure and Rolling Delta are normalized into a stable ยฑ100-style range using percentile-based amplitude estimation plus a hard clamp.
Benefits:
consistent pane scaling across sessions and symbols
prevents single outlier bars from stretching the display
cleaner, professional multi-symbol workflows
Normalization affects display only, not internal calculations.
5) Rolling Delta (Optional Context)
An optional, subtle rolling delta line that shows cumulative pressure drift over a defined window.
The visibility scale affects display only and does not alter the underlying delta calculation.
Optional Context Markers (Sparse by Design)
Imbalance Dot
Marks bars where absolute delta exceeds a threshold:
automatic (average |ฮ| ร factor)
or manual (fixed value)
Use as a context alert, not a standalone entry trigger.
Climax Detector
Flags unusually large buy or sell volume relative to its average.
Typical use cases:
stop-run / liquidation-like activity
momentum kick-offs or exhaustion points
Exhaustion Filter
Combines:
high total volume relative to average
unusually small net delta
Often associated with absorption-like or exhaustion behavior, depending on market context.
Suggested Workflows
Clean Pro Layout
Pressure Candles ON with high transparency
PA-FL Histogram + Line ON
Heatmap ON (subtle)
Normalization ON
More Orderflow-Like Feel
Pressure Style: Split Buy/Sell
Smooth body + raw wick
Optional Climax markers
More Event-Focused Context
Enable Imbalance and Climax sparingly
Use Exhaustion only when specifically analyzing absorption behavior
Important Notes & Disclaimer
Spectra is based on OHLCV-derived volume estimation.
It is not true bid/ask delta, not footprint data, and not time & sales.
All markers and visual elements are informational, not trade signals.
Interpretation depends on symbol, timeframe, session, and data feed.
Always combine with market structure, levels, and risk management.
Options Liquidity Meter (OLM)โ The question behind this indicator
When trading options, it is common to experience situations where price moves in the expected direction, yet the option contract does not increase in value as anticipated.
This typically happens when one or more of the following conditions is missing:
Insufficient liquidity participation
Lack of volatility expansion
Weak or passive order flow
Options Liquidity Meter (OLM) was created to address this specific question:
โIf price moves from here, are there conditions for option premiums to actually expand?โ
๐ฏ What this indicator does
Options Liquidity Meter is a context tool, not a trading system.
It evaluates whether the current market environment is favorable for option premium expansion , based on three core engines:
Liquidity (Relative Volume)
Measures whether price movement is supported by meaningful participation.
Volatility State
Identifies compression, release, and expansion phases, where options tend to respond differently.
Order Flow Activity (OBV-based)
Acts as a proxy for active vs. passive participation, helping filter hollow moves.
These components are combined into a single, easy-to-read options context.
๐ข๐ก๐ด Options Context Output
The indicator displays one consolidated state:
RED โ NO EXPANSION
Price may move, but option premiums often do not respond.
YELLOW โ BUILDING
Liquidity or volatility is developing. Conditions are improving but not fully aligned.
GREEN โ EXPANSION LIKELY
Liquidity, volatility expansion, and active flow are aligned.
This is a favorable environment for option premium expansion.
The same logic is reflected visually through the background color and summarized in the dashboard.
๐ How to read the dashboard
The dashboard shows:
Liquidity: LOW / OK / HIGH
Volatility: COMPRESSED / RELEASED / EXPANDING
Order Flow: FLAT / ACTIVE
Options Context: NO EXPANSION / BUILDING / EXPANSION LIKELY
Below, a Background Color Meaning section explains what each color represents, making the indicator intuitive and educational.
๐ Where to apply this indicator
Options Liquidity Meter must be applied to the underlying asset chart, such as:
Indices (SPY, SPX, QQQ, etc.)
Stocks
Futures
ETFs
It is not designed to be applied to option contracts themselves.
The indicator evaluates the market conditions of the underlying, which are the drivers that influence option premium behavior.
Contract selection (strike, delta, gamma, expiration) remains the traderโs responsibility.
๐ง How to use it
Use your own methodology to define:
Direction
Structure
Entries and exits
Use Options Liquidity Meter to evaluate:
Whether the current environment supports option premium expansion
If the context is RED, be cautious โ price may move without rewarding options.
If the context is GREEN, the environment is statistically more favorable for options responsiveness.
๐ Complementary tools
Options Liquidity Meter is designed to complement, not replace, other tools.
It works well alongside:
Opening Path Selector (EMA200 Context Tool)
For deciding which asset offers the cleanest directional context.
Multi-Tool VWAP + EMAs (Multi-Timeframe) + Key Levels
For in-chart structure, bias, and reference levels.
Each tool addresses a different stage of the decision process and can be used independently.
โ ๏ธ Important notes
This indicator provides context only
It does not generate trading signals
No indicator guarantees results
Use at your own risk.
Footprint.Pro [Elykia]OVERVIEW
The Footprint Pro is a comprehensive Order Flow and Footprint analysis tool designed to visualize buying and selling pressure inside each candlestick. Unlike standard charts that only show OHLC (Open, High, Low, Close), this script uses a proprietary Reconstruction Engine to reveal the internal volume distribution, allowing traders to see the interaction between aggressive buyers (Ask) and sellers (Bid) at every price level.
METHODOLOGY & DATA PRECISION
To achieve high-definition Order Flow without external data feeds, this script is designed to be applied on a 1-second (1s) chart timeframe .
Reconstruction Engine: It harvests granular 1-second data to mathematically reconstruct and draw Footprint candles for higher timeframes (from 1 Minute up to 15 Minutes).
Why 1-second? By processing 1-second intervals, the script captures the exact price levels where volume was traded with very high precision. This allows for the creation of accurate Volume Profiles and Delta calculations inside the candle, creating a granular view impossible to achieve with standard timeframe data.
CALCULATION MODES & STYLES
The script processes this data using distinct algorithms and visualization styles to adapt to different market conditions.
Timeframe Mode: Reconstructs standard time-based footprints (e.g., viewing M5 candles while remaining on the 1s chart).
Simulated Range Bars: Uses a custom volatility algorithm to ignore time and close bars based on pure price movement.
Why use Range Mode? Unlike time-based charts, Range bars filter out "noise" during low volatility (choppy markets) and clarify market structure, allowing traders to see pure price action and volume distribution without the distortion of time.
VISUALIZATION TOOLS: HISTOGRAM, HEATMAP & POC
Profile Style (Histogram): Instead of raw numbers, the script draws a volume profile inside the candle. This offers an instant visual reading to spot if volume is "heavy" at the bottom (support) or top (resistance).
Heatmap (Dynamic Coloring):
Function: The script dynamically adjusts the opacity (transparency) of each histogram bar based on Delta intensity relative to surrounding volumes. Levels with strong aggression appear opaque and vivid, while low activity zones remain transparent.
Trader Benefit: This creates an immediate visual hierarchy. The trader's eye automatically ignores noise to focus only on "Hot Spots" where the real battle between buyers and sellers is taking place.
POC (Point of Control): Indicates the exact price level where maximum volume was traded. Its position is crucial: a POC at the top of a wick indicates buyers were trapped (weakness/rejection).
Show Data (Dashboard): Displays real-time Total Volume, Delta, and candle size to qualify volatility (e.g., distinguishing an anecdotal move from a real institutional impulse).
MAJOR SYNERGY: MULTI-TIMEFRAME SMT & FOOTPRINT
The script integrates an SMT (Smart Money Technique) engine that works in synergy with the Footprint to offer a comprehensive "Macro & Micro" approach.
1. The SMT Engine (The Structural Alert)
The module performs a background scan on 4 distinct timeframes simultaneously (e.g., 30s, 1m, 2m, 5m).
Logic: It continuously compares the Pivots (Highs/Lows) of the current asset against a correlated comparison asset (e.g., NQ vs ES or EURUSD vs DXY).
Signal: If Asset A makes a Higher High while Asset B makes a Lower High on ANY of the 4 monitored timeframes, a specific divergence label is plotted.
Interest: It is an early warning signal indicating an institutional intention of reversal or exhaustion, often before price visibly turns.
2. Interaction with Footprint (The Confirmation)
An SMT divergence alone can be early. Combining it with Footprint offers surgical timing:
Context: SMT warns that correlations are breaking and the move is running out of steam.
Trigger: The trader then waits for the Footprint to display a Rejection Setup or Absorption at this SMT level.
Result: This avoids entering too early and confirms that real orders (Micro-structure) validate the structural thesis (Macro).
SMART ASSISTANT: REAL-TIME CONTEXT
To assist traders, a logic engine analyzes the last 5-10 reconstructed candles to detect actor psychology:
Liquidity Sweeps (Turtle Soup):
Function: Price breaks a recent high/low to trigger stops, then immediately reintegrates.
Trader Benefit: Allows identification of false breakouts and taking the counter-party (Reversal) with an excellent risk/reward ratio, once liquidity is captured.
Absorption (Iceberg Orders):
Function: Massive volume traded without price progression (Strong Delta but small candle).
Trader Benefit: Signals a "Wall" of passive limit orders. The trader knows not to bet against this wall (protection) or can enter in the direction of the defense.
Traps (Delta Divergence):
Function: Divergence between candle color and its Delta (e.g., Red Candle with massive Green Delta).
Trader Benefit: Indicates aggressive participants are "trapped" (underwater). The trader profits from their pain (Pain Trade) when these trapped traders have to liquidate positions.
THE 6 ALGORITHMIC SETUPS (TRIANGLES & MARKERS)
The script monitors every tick to generate 6 specific signals, reducing trader mental fatigue:
Setup 1: Rejection (Validated Rejection)
Signal: Large wick + Delta confirming rejection.
Interest: Filters profit-taking to keep only real counter-trend aggression.
Setup 2: Exhaustion
Signal: Sharp volume drop at high/low + POC at extreme.
Interest: Indicates end of a healthy trend (no one left to push price).
Setup 3: Failed Aggression
Signal: Explosive volume (>2x avg) but price stalls.
Interest: Sign of institutional hand blocking the market (Absorption). Powerful reversal signal.
Setup 4: Trap
Signal: Strict divergence between candle color and cumulative Delta.
Interest: Exploiting the "Squeeze" of trapped traders.
Setup 5: Stacked Imbalances (The Wall)
Signal: 3 consecutive price levels with buy/sell imbalance > 300%.
Interest: Materializes a very strong Support/Resistance zone (displayed by a box). If price tests this zone again, it's a high-probability bounce opportunity.
Setup 6: Absorption Pattern (Zero Prints / Block)
Signal: Presence of "Zeros" in footprint (lack of liquidity) vs large volume (block).
Interest: Fine microstructure detection often indicating immediate stop of current move.
VWAP INTEGRATION & COMBINED STRATEGY
The script calculates and plots an anchored VWAP (Volume Weighted Average Price), based on the reconstructed data.
Interest of VWAP (The "Fair Value"): The VWAP is the absolute reference for institutional algorithms. It represents the average price paid by all participants during the session. If price is above, the trend is bullish (buyers in control); below, it is bearish. It often acts as an invisible dynamic support/resistance.
VWAP + Footprint Interaction (Context + Trigger): The VWAP provides the level of intervention and the Footprint provides the confirmation via volume.
Instead of trading every Footprint signal randomly, the trader uses VWAP as a probability filter:
1. In uptrend: Ignore sell signals. Wait for price to pull back to VWAP.
2. Confirmation: At that precise moment, look at the Footprint.
Concrete Trade Example (The "Defensive Bounce"):
Scenario: Price is in uptrend and corrects to touch the VWAP line.
What Footprint must show: Look for an Absorption or Failed Aggression Setup. For example, aggressive sellers attack the VWAP (very negative Delta, big red volume), but price refuses to close below VWAP (rejection wick or green candle).
The Order: This is the signal that institutions are defending their average price (passive buy limits absorbing sells). The trader buys with a short stop below the absorption wick, aligning with "Big Players".
AUTHOR'S INSTRUCTIONS
IMPORTANT: CONFIGURATION REQUIRED
This script uses a granular reconstruction engine. To work correctly, you MUST set your chart timeframe to 1 second (1s) .
Step-by-Step Setup:
Open your chart and select the 1-second (1s) timeframe.
Hide the original candles: Right-click on the chart, Settings, Symbol, uncheck the "Body", "Borders", and "Wick". This removes the clutter of the 1s bars so you can see the reconstructed Footprint clearly.
Add the indicator to the chart.
The script loads with a default 1-minute configuration. You can change to Range Bars or other timeframes in the Settings.
DISCLAIMER
This tool is for informational and educational purposes only. It does not constitute financial advice or a signal service. Past performance of the detected patterns (SMT, Imbalances...) does not guarantee future results. Trading involves a high level of risk.
ACCESS
This is an invite-only script. To obtain access, please use the link provided in the Signature field below.
RF iFVG MTF V1Inverse Fair Value Gaps (iFVGs) are a powerful confluence because they mark areas where the market first left a clear imbalance (an FVG), then later returned and proved participation by closing fully through that zone. In other words, they often highlight prices where liquidity was exchanged and orderflow โflipped,โ making them useful as potential reaction areas for:
The RF iFVG MTF indicator Once confirmed, draws the iFVG zone and is projected forward as an actionable area of interest and remains active until price invalidates the zone. Use this zone from a higher time frame as a POI, or use it on the current chart time frame as an entry model.
You can run it on the current chart timeframe or enable MTF mode to detect iFVGs from a higher timeframe while plotting them directly on your chart for clean top-down context. Includes adjustable gap filtering, and inversion timing (N bars) to adjust the sensitivity of the iFVG logic
SMC Post-Analysis Lab [PhenLabs]๐ SMC Post-Analysis Lab
Version: PineScriptโข v6
๐ Description
The SMC Post-Analysis Lab is a dedicated hindsight analysis tool built for traders who want to understand what really happened during any historical trading period. Unlike forward-looking indicators, this tool lets you scroll back through time and instantly receive algorithmic classification of market states using Smart Money Concepts methodology.
Whether youโre reviewing a losing trade, studying a successful session, or building your pattern recognition skills, this indicator provides immediate context. The expansion-aware algorithm processes price action within your selected window and outputs clear, actionable classifications ranging from Parabolic Expansion to Consolidation Inducements.
Stop relying on subjective post-trade analysis. Let the algorithm objectively tell you whether institutional players were accumulating, distributing, or running inducements during your trades.
๐ Points of Innovation
First indicator specifically designed for SMC-based post-trade review rather than live signal generation
Dual-mode analysis system allowing both dynamic scrollback and precise date selection
Expansion-aware classification algorithm that weighs range position against net displacement
Real-time efficiency metrics calculating directional quality of price movement
Integrated visual FVG detection within the analysis window only
Interactive table with clickable date range adjustment via chart interface
๐ง Core Components
Pivot Detection Engine: Uses configurable pivot length to identify significant swing highs and lows for structure break detection
Window Calculator: Determines active analysis zone based on either bar offset or timestamp boundaries
Data Aggregator: Tracks window open, high, low, close and counts bullish/bearish structure break events
State Classification Algorithm: Applies hierarchical logic to determine market state from six possible classifications
Visual Renderer: Draws structure breaks, FVG boxes, and window highlighting within the active zone
๐ฅ Key Features
Sliding Window Mode: Use the Scroll Back slider to dynamically move your analysis zone backwards through history bar-by-bar
Date Range Mode: Select specific start and end timestamps for precise session or trade review
Six Market State Classifications: Parabolic Expansion (Bull/Bear), Bullish/Bearish Order Flow, Accumulation/Distribution Reversal, and Consolidation/Inducement
Range Position Percentile: See exactly where price closed relative to the windowโs high-low range as a percentage
Bull/Bear Event Counter: Quantified count of structure breaks in each direction during the analysis period
Efficiency Calculation: Net move divided by total range reveals trending quality versus chop
๐จ Visualization
Blue Window Highlight: Active analysis zone is clearly marked with blue background shading on the chart
Structure Break Lines: Dashed lines appear at each bullish or bearish structure break within the window
FVG Boxes: Fair Value Gaps automatically render as semi-transparent boxes in bullish or bearish colors
Dashboard Table: Top-right positioned table displays State, Analysis description, and Metrics in real-time
Color-Coded States: Each classification uses distinct coloring for immediate visual recognition
Interactive Tip Row: Optional help text guides users on clicking the table to adjust date range
๐ Usage Guidelines
General Configuration
Analysis Mode: Default is Sliding Window. Choose Date Range for specific timestamp analysis.
Sliding Window Settings
Scroll Back (Bars): Default 0. Increase to move window backwards into history.
Window Width (Bars): Default 100. Range 20-50 for scalping, 100+ for swing analysis.
Date Range Settings
Start Date: Select the beginning timestamp for your analysis period.
End Date: Select the ending timestamp for your analysis period.
Visual Settings
Show Help Tip: Default true. Toggle to hide instructional row in dashboard.
Bullish Color: Default teal. Customize for bullish elements.
Bearish Color: Default red. Customize for bearish elements.
SMC Parameters
Pivot Length: Default 5. Lower values (3-5) catch minor breaks. Higher values (10+) focus on major swings.
โ
Best Use Cases
Post-trade review to understand why entries succeeded or failed
Session analysis to identify institutional activity patterns
Trade journaling with objective algorithmic classifications
Pattern recognition training through historical scrollback
Identifying whether stop hunts were inducements or legitimate breaks
Comparing your real-time read versus what the algorithm detected
โ ๏ธ Limitations
Designed for historical analysis only, not live trade signals
Classification accuracy depends on appropriate pivot length for the timeframe
FVG detection uses simple gap logic without mitigation tracking
State classification is based on window data only, not broader context
Requires manual scrolling or date input to review different periods
๐ก What Makes This Unique
Purpose-Built for Review: Unlike most indicators focused on live signals, this is designed specifically for post-trade analysis
Expansion-Aware Logic: Algorithm weighs both position in range AND directional efficiency for accurate state detection
Interactive Date Control: Click the dashboard table to reveal draggable anchors for window adjustment directly on chart
๐ฌ How It Works
1. Window Definition:
User selects either Sliding Window or Date Range mode
System calculates which bars fall within the active analysis zone
Active zone receives blue background highlighting
2. Data Collection:
Algorithm captures window open, running high, running low, and current close
Structure breaks are detected when price crosses above last pivot high or below last pivot low
Bullish and bearish events are counted separately
3. State Classification:
Range Position calculates where close sits as percentage of high-low range
Efficiency calculates net move divided by total range
Hierarchical logic applies priority rules from Parabolic states down to Consolidation
4. Output Rendering:
Dashboard table updates with State title, Analysis description, and Metrics
Visual elements render within window only to keep chart clean
Colors reflect bullish, bearish, or neutral classification
๐ก Note:
This indicator is intended for educational and review purposes. Use it to develop your understanding of Smart Money Concepts by analyzing what institutional order flow looked like during historical periods. Combine insights with your own analysis methodology for best results.
Participation-Weighted Orderflow Bubbles (HTF / LTF Context ToolThis indicator visualizes participation-weighted market pressure by aggregating lower-timeframe price and volume data into higher-timeframe context bubbles. It is designed to help identify directional dominance, balance, and absorption across timeframes. This is a context and bias tool, not a trade signal generator.
What the indicator shows
Each bubble represents a single chart bar, built from lower-timeframe candles.
Total Notional
Aggregated volume multiplied by price from lower-timeframe candles.
Buy / Sell Proxies
Lower-timeframe candles are classified based on where they close within their range:
โ Close near the high โ buy-side proxy
โ Close near the low โ sell-side proxy
โ Middle of the range โ neutral
Delta (USD and %)
Buy proxy notional minus sell proxy notional, expressed as both absolute USD delta and percentage of total notional.
Bubble colors
Green
Buy-side participation dominance.
Sell color (user configurable)
Sell-side participation dominance. The default is chosen for visibility on bearish candles and can be changed in settings.
Grey
Balanced participation. Indicates two-way trade, consolidation, or auction.
Yellow (Absorption)
High notional with limited price movement, suggesting potential absorption or distribution.
Coloring uses both relative dominance (delta percentage) and absolute dominance (minimum delta in USD), which improves behavior on higher timeframes.
Bubble size and visuals
Bubble size scales with total notional.
HD glow layers adapt automatically by timeframe.
Bubbles are drawn in front of candles for clarity.
Optional text displays delta and total notional.
Hovering over a bubble shows detailed information including total notional, buy/sell/neutral proxies, delta values, absorption status, and the number of lower-timeframe candles used.
Timeframe behavior
The indicator is designed to work across multiple timeframes. On higher timeframes, more grey bubbles are expected due to natural auction and balance behavior. Colored bubbles on higher timeframes represent sustained participation rather than short-term momentum. Visual density and performance are automatically adjusted on higher timeframes.
How to use it
Recommended workflow:
1. Higher timeframe (1H, 4H, Daily)
Use the bubbles to identify dominant buy or sell participation, balance zones, and absorption near highs or lows.
2. Lower timeframe (5m, 15m)
Take trades in alignment with the most recent higher-timeframe dominance. Be cautious or range-focused inside higher-timeframe balance zones. Use structure and price action for entries.
What this indicator is not
This indicator does not show true bid/ask data.
It does not display actual market versus limit orders.
It does not replace a DOM or exchange orderflow feed.
It should not be used as a standalone entry signal.
The indicator works within TradingViewโs available data and provides a probabilistic, participation-weighted view of market pressure rather than true tape or orderflow data.
Best practices
Use a 1-minute lower timeframe for best results.
Avoid setting the lower timeframe too high relative to the chart timeframe.
Combine this tool with structure, levels, and session context.
Treat grey bubbles as information about balance, not as noise.
This tool is intended for traders who want better context and bias, not more signals.
Big Notional Volume Bubbles (Lower-TF Order Flow Approximation)Big Notional Volume Bubbles (Lower-TF Order Flow Approximation)
### Overview
This indicator visualizes large notional trading activity by scanning lower-timeframe candles inside each chart bar and highlighting periods where unusually high traded value (volume ร price) occurs.
This script is intended to help short-term traders and scalpers identify bursts of aggressive activity, potential absorption zones, and areas of heightened participation, using standard OHLCV data.
Important: This indicator does not access true market order tape or DOM data. It is an approximation based on lower-timeframe OHLCV data provided by TradingView.
What the Indicator Shows
Each bubble represents a lower-timeframe candle where traded notional value exceeds a user-defined threshold.
Bubble size scales with the notional value of that candle.
Green bubbles indicate the lower-timeframe candle closed higher (buy-side pressure approximation).
Red bubbles indicate the lower-timeframe candle closed lower (sell-side pressure approximation).
Bubbles can be plotted at candle closes or wick extremes for contextual analysis.
How It Works
1. Lower-timeframe OHLCV data is requested using `request.security_lower_tf`.
2. Notional value is calculated as volume ร price for each micro-candle.
3. The script selects the largest notional events per bar that exceed the minimum threshold.
4. These events are rendered as bubbles on the main price chart.
Intended Use Cases
Scalping and short-term trading
Momentum ignition and continuation analysis
Absorption and failed breakout detection
Effort versus result analysis
Confirmation at key structural levels
Recommended Settings
Lower timeframe: Start with 1 (1 minute). Seconds-based timeframes may not be supported on all feeds.
Minimum notional (USD/USDT):
BTC / ETH: 25,000 โ 250,000
Mid-cap assets: 5,000 โ 50,000
Adjust based on liquidity and volatility
Max bubbles per bar: 3โ8 to avoid visual clutter
Limitations
This indicator does not display individual market orders or aggressor-side execution.
Buy/sell classification is inferred from candle direction, not bid/ask data.
Lower-timeframe data availability depends on the selected symbol and exchange feed.
This tool should not be used as a standalone signal generator.
Best Practices
Use in conjunction with market structure, VWAP, and key price levels.
Focus on price behavior after a bubble appears rather than the bubble itself.
Interpret bubbles as areas of interest, not directional guarantees.
Session Volume Profile - Asia London NYSession Volume Profile โ Asia, London, NY
Description
OVERVIEW
Session Volume Profile is a technical analysis indicator designed to visualize how volume is distributed during the three primary global trading sessions: Asia, London, and New York. The script separates intraday volume data into time-defined sessions to help traders observe where trading activity concentrated and how value areas evolve as liquidity transitions between regions.
This indicator is intended for market structure and contextual analysis, not signal generation.
TECHNICAL OUTPUT
For each enabled session, the indicator calculates and displays:
Point of Control (POC)
The price level with the highest traded volume during the session.
Value Area High / Low (VAH / VAL)
The price range containing a user-defined percentage of total session volume (commonly 70%).
Session Volume Histogram
A horizontal volume-at-price visualization showing relative participation across price levels, highlighting high- and low-volume areas.
CALCULATION FRAMEWORK
Session Segmentation
Sessions are identified using exchange-based time boundaries. Each session is processed independently to prevent overlap and ensure clean separation of volume data.
Volume Binning
Intraday volume is allocated into discrete price buckets using an array-based structure. The resolution of these buckets is controlled by the Histogram Density input.
Value Area Expansion
The script identifies the sessionโs POC and expands outward in both directions until the selected percentage of total volume is reached, defining the Value Area High and Low.
HOW TO USE
Session Context
Observe how price reacts to prior-session POC and value areas when a new session begins.
Customization Controls
Individual sessions can be enabled or disabled, and visual opacity can be adjusted to maintain clarity on lower timeframes.
Session Awareness
An optional countdown timer displays remaining session time to help traders stay aware of upcoming liquidity transitions.
DESIGN NOTES
This indicator visualizes historical volume distribution only. It does not identify specific participants or predict future price behavior. All calculations are derived exclusively from price and volume data available on the chart.
DISCLAIMER
This script is provided for educational and analytical purposes only. It does not generate trade signals, alerts, or financial advice. Historical volume distributions do not guarantee future market behavior.
Order Flow Pro - CVD - Alphaomega18โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
ORDER FLOW CVD SIMPLE - TRADINGVIEW PUBLICATION
Created by Alphaomega18
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ COMPLETE DESCRIPTION
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ฏ FOLLOW INSTITUTIONAL TREND AT A GLANCE
Order Flow CVD is an ultra-simple and ultra-effective indicator that displays CVD (Cumulative Volume Delta) with a colored fill zone to instantly identify order flow trend.
No complexity, no clutter: just 2 lines and 1 colored zone to know if you should HOLD or EXIT your trade.
๐ฅ THE GOLDEN RULE OF TRADING
The secret of professional traders:
โ "Let your winners run, cut your losses"
But how do you know WHEN to hold and WHEN to exit?
**The answer: CVD (Cumulative Volume Delta)**
As long as institutional flow goes your way, HOLD the trade.
As soon as flow changes, EXIT.
This is exactly what this indicator does: it shows you the flow in real-time with ultra-clear visualization.
๐ HOW IT WORKS
๐ท **2 SIMPLE LINES**
**WHITE Line** = CVD (Cumulative Volume Delta)
โ Cumulative sum of volume delta
โ Rises when buying > selling
โ Falls when selling > buying
**YELLOW Line** = CVD Moving Average (20 periods default)
โ Smooths CVD to see trend
โ Filters noise
โ Reference for trend
๐ท **COLORED FILL ZONE**
๐ข **GREEN ZONE** = White CVD ABOVE yellow CVD
โ BULLISH trend
โ Institutions are BUYING
โ HOLD your LONG trades
โ Avoid SHORT
๐ด **RED ZONE** = White CVD BELOW yellow CVD
โ BEARISH trend
โ Institutions are SELLING
โ HOLD your SHORT trades
โ Avoid LONG
โก **CROSSOVER** = Zone changes color
โ Trend change
โ Exit or reverse position
โ Clear and sharp signal
๐ฏ USAGE RULES
๐ **RULE #1: HOLD A LONG TRADE**
You're in a LONG:
โ โ
As long as ZONE IS GREEN โ HOLD
โ โ As soon as ZONE TURNS RED โ EXIT
Real example:
```
LONG entry: 16,500
Zone stays green for 2 hours
Price climbs to 16,650 (+150 points)
Zone turns red โ EXIT
You pocket +150 points instead of giving back 50 points!
```
๐ **RULE #2: HOLD A SHORT TRADE**
You're in a SHORT:
โ โ
As long as ZONE IS RED โ HOLD
โ โ As soon as ZONE TURNS GREEN โ EXIT
Real example:
```
SHORT entry: 16,500
Zone stays red for 1 hour
Price drops to 16,350 (-150 points)
Zone turns green โ EXIT
You pocket +150 points!
```
๐ **RULE #3: DON'T ENTER COUNTER-TREND**
Green zone visible:
โ โ Do NOT enter SHORT
โ โ
Look for LONG setups only
Red zone visible:
โ โ Do NOT enter LONG
โ โ
Look for SHORT setups only
๐ **RULE #4: CROSSOVERS = CHANGE**
White CVD crosses yellow CVD:
โ Zone changes color
โ Institutional flow reverses
โ Exit or reverse position
๐ก REAL USE CASES
๐ **CASE 1: MNQ Scalping 5min**
Setup:
โ Price breaks resistance
โ CVD zone is GREEN
โ You enter LONG
Management:
โ Price rises, pulls back, rises again
โ Zone STAYS GREEN โ You hold
โ +30 points, +40 points, +50 points...
โ Zone turns RED โ You exit at +52 points
Without CVD:
โ You would have exited at +15 points out of fear
โ You lose 37 points of gain!
๐ **CASE 2: ES Day Trading 15min**
Setup:
โ Price in range
โ CVD zone RED for 1 hour
โ Price touches top of range
โ You enter SHORT
Management:
โ Zone STAYS RED during decline
โ Price makes -20 points, -30 points, -40 points
โ Zone turns GREEN โ You exit at +42 points
Without CVD:
โ You would have exited at +20 points (fear)
โ Or held too long and gave back gains
๐ **CASE 3: Avoid Losing Trade**
Perfect technical setup:
โ Triangle breakout
โ Supportive VWAP
โ FVG below
BUT... CVD zone is RED!
Decision:
โ You DON'T ENTER LONG
โ Price rises 10 points then collapses -30 points
โ Losing trade avoided thanks to CVD!
โ๏ธ CUSTOMIZABLE PARAMETERS
๐ง **CVD Moving Average Length** (default: 20)
โ Yellow moving average length
โ Shorter (10-15) = More reactive, more signals
โ Longer (30-50) = Smoother, fewer false signals
Recommendations by style:
โข Scalping (1-5min): 10-15
โข Day Trading (15min-1H): 20 (default)
โข Swing Trading (4H-Daily): 30-50
๐จ **Show Fill Between CVD and MA** (On/Off)
โ Show/hide colored zone
โ OFF = Just 2 lines
โ ON = Lines + green/red zone
๐จ **Bullish Fill Color** (Customizable)
โ Bullish zone color
โ Default: Transparent green (80%)
โ Change to blue, cyan, or other
๐จ **Bearish Fill Color** (Customizable)
โ Bearish zone color
โ Default: Transparent red (80%)
โ Change to orange, pink, or other
๐ก **Transparency Tip:**
โ 90% transparent = Very subtle
โ 80% transparent = Balanced (recommended)
โ 60% transparent = Well visible
โ 40% transparent = Very visible
๐ RECOMMENDED CONFIGURATIONS
**Scalping (1-5min) - Reactive**
```
CVD MA Length: 10
Show Fill: โ
ON
Bullish Color: Green 70% transparent
Bearish Color: Red 70% transparent
```
**Day Trading (15min-1H) - Balanced** โญ
```
CVD MA Length: 20
Show Fill: โ
ON
Bullish Color: Green 80% transparent
Bearish Color: Red 80% transparent
```
**Swing Trading (4H-Daily) - Smooth**
```
CVD MA Length: 30
Show Fill: โ
ON
Bullish Color: Green 85% transparent
Bearish Color: Red 85% transparent
```
**Minimalist - Lines only**
```
CVD MA Length: 20
Show Fill: โ OFF
(Just white and yellow, no zone)
```
๐ก MARKETS AND TIMEFRAMES
โ
**ALL markets compatible:**
โข Futures (ES, NQ, YM, RTY, MNQ, MES, etc.)
โข Forex (EUR/USD, GBP/USD, USD/JPY, etc.)
โข Crypto (BTC, ETH, altcoins)
โข Stocks (Tesla, Apple, Nvidia, etc.)
โข Indices (S&P 500, Nasdaq, Dow Jones)
โ
**All timeframes:**
โข Scalping: 1min, 5min
โข Day Trading: 15min, 30min, 1H โญ (optimal!)
โข Swing Trading: 4H, Daily
Note: More reliable with real volume data
โ TradingView Premium recommended
๐ UNIQUE ADVANTAGES
โ
**Ultimate simplicity**: 2 lines, 1 zone, 1 rule
โ
**Instant vision**: Green = hold LONG, Red = hold SHORT
โ
**Hold trades longer**: Maximize your gains
โ
**Avoid counter-trend**: Don't trade against flow
โ
**Customizable**: Colors and transparency of choice
โ
**Ultra-light**: Optimized code, no lag
โ
**No repaint**: Reliable signals
โ
**Works everywhere**: All markets, all TF
๐ QUICK INTERPRETATION
**When zone is GREEN:**
โ Institutions buying
โ Bullish momentum
โ Hold LONG, avoid SHORT
โ Look for buy setups
**When zone is RED:**
โ Institutions selling
โ Bearish momentum
โ Hold SHORT, avoid LONG
โ Look for sell setups
**When zone CHANGES color:**
โ Institutional flow reverses
โ Trend changes
โ EXIT position
โ Or reverse if new setup
**White line volatile:**
โ White CVD zigzags a lot
โ Market indecisive or range
โ Wait for clear zone before trade
๐ช TRADER PSYCHOLOGY
What THIS indicator solves:
โ "I'm afraid, I exit too early" โ Green/red zone says WHEN to exit
โ "I hold my losses too long" โ Zone changes = EXIT
โ "I trade counter-trend" โ Zone tells which direction to trade
โ "I don't know if trend continues" โ Green/red zone = answer
Result:
โ
You hold your gains longer
โ
You exit at right time
โ
You avoid counter-trend trades
โ
You trade with institutions
๐ PERFECT COMPLEMENT
Use with:
โข **Order Flow Signals** โ Precise signals (๐โฒ๐)
โข **VWAP** โ Institutional price levels
โข **Fair Value Gaps** โ Inefficiency zones
โข **Market Profile** โ POC/VPOC
**CVD Simple** tells you WHEN to hold/exit
**Technical analysis** tells you WHERE to enter
โ ๏ธ DISCLAIMER
Technical indicators are decision support tools. No indicator guarantees profits. Always use:
โข Appropriate risk management
โข Stop loss on every trade
โข Proper position sizing
โข Demo account testing first
Order Flow CVD improves your trade management but doesn't replace a complete strategy.
๐ INSTALLATION
1. Copy the Pine Script code
2. Open Pine Editor in TradingView
3. Paste the code
4. Click "Add to Chart"
5. Indicator displays in separate pane (below)
6. Configure colors to your preferences
7. Apply golden rule: Green = LONG, Red = SHORT!
๐ก PRO TIP
**CVD Discipline:**
Create this mental rule:
โ "I NEVER exit a position until zone changes color"
This simple discipline will:
โ
Multiply your gains (you hold longer)
โ
Reduce your losses (you exit when flow changes)
โ
Eliminate emotional exits
โ
Align you with institutions
๐ CONTACT AND SUPPORT
Created by Alphaomega18
For questions, bugs or suggestions:
Find my other indicators:
โข Order Flow Signals (precise signals on chart)
โข Order Flow Dashboard (CVD oscillator + pressures)
โข VWAP Multi-Timeframe Pro
โข Fair Value Gap Detector
CVD Oscillator - Alphaomega18ORDER FLOW DASHBOARD OSCILLATOR - TRADINGVIEW PUBLICATION (ENGLISH)
Created by Alphaomega18
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ PUBLICATION TITLE
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
Order Flow Dashboard - CVD Oscillator & Pressures - Alphaomega18
๐ COMPLETE DESCRIPTION
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ฏ TRACK INSTITUTIONAL FLOW IN REAL-TIME
Order Flow Dashboard Oscillator is an advanced indicator that displays CVD (Cumulative Volume Delta) as a percentage oscillator, combined with real-time buy/sell pressures.
Unlike traditional CVD indicators where raw CVD reaches millions and crushes other data, this oscillator displays CVD deviation from its average in %, allowing clear reading on the SAME scale as pressures.
๐ฅ THE PROBLEM SOLVED
Classic CVD indicator problem:
โ Raw CVD climbs to 1,000,000+ โ Unreadable
โ Pressures stay small (0-500) โ Invisible
โ Impossible to see both simultaneously
โ Cluttered and confusing chart
Solution with CVD Oscillator:
โ
CVD displayed as % deviation (oscillates around 0)
โ
Pressures normalized on same scale
โ
EVERYTHING visible simultaneously
โ
Clear and intuitive reading
๐ INDICATOR COMPONENTS
๐ท CVD OSCILLATOR (Thick white line)
Traditional CVD accumulates infinitely:
โ Raw CVD = 50,000 ... 100,000 ... 500,000 ... 1,000,000+
โ Hard to interpret
CVD Oscillator shows DEVIATION:
โ CVD Oscillator = +5% ... +12% ... -3% ... -8%
โ Easy to interpret!
**How it works:**
โข Calculates distance between CVD and its moving average (20 periods default)
โข Converts to percentage
โข Oscillates around 0 (gray center line)
**Interpretation:**
โข **Above 0** โ CVD > Average = BULLISH trend
โข **Below 0** โ CVD < Average = BEARISH trend
โข **+10% zone** (green dotted line) โ Buyer strength
โข **-10% zone** (red dotted line) โ Seller strength
๐ท BUY/SELL PRESSURES (Green/Red zones)
**Buy Pressure (Green zone)**
โ Calculated on bullish candles
โ Proportional to candle size
โ Normalized for optimal visibility
**Sell Pressure (Red zone)**
โ Calculated on bearish candles
โ Proportional to candle size
โ Normalized for optimal visibility
**Extreme Pressures** (Background)
โ ๐ข Light green background = EXTREME buy pressure (delta > 2x average)
โ ๐ด Light red background = EXTREME sell pressure (delta < -2x average)
๐ท REAL-TIME DASHBOARD (Top right corner)
Displays 6 key metrics:
1. **CVD Osc**: Oscillator value in %
2. **CVD Raw**: Raw CVD value (reference)
3. **Trend**: ๐ข Bullish or ๐ด Bearish
4. **Delta**: Current candle delta
5. **Volume**: HIGH (spike) or Normal
6. **Pressure**: ๐ BUY / ๐ฅ SELL / Neutral
๐ฏ HOW TO USE IT
๐ CASE 1: HOLD TRADES LONGER
**Classic problem:**
โ You're in a LONG
โ Price pulls back slightly, you panic
โ You exit... then price resumes up
โ Frustration: "I was right but exited too early!"
**Solution with CVD Oscillator:**
Example LONG trade:
1. You enter LONG on breakout
2. You watch CVD Oscillator
3. **As long as it stays ABOVE 0** โ Keep the trade
4. Institutions continue accumulating
5. Trend remains intact
Exit:
โ CVD Oscillator **crosses below 0**
โ Signal: Institutions now selling
โ You exit or take profits
**Result:**
โ
You maximize your gains
โ
You exit at right time (when flow changes)
โ
You don't panic on small corrections
๐ CASE 2: CONFIRM TREND STRENGTH
**Setup:**
โ Price in uptrend
โ But is it real trend or just noise?
**Check CVD Oscillator:**
STRONG trend:
โ CVD Oscillator **stays positive** (+5%, +8%, +12%)
โ Dominant buy pressures (green zones)
โ Few or no red backgrounds
WEAK trend:
โ CVD Oscillator **oscillates around 0** (+2%, -1%, +3%)
โ Mixed pressures (green and red alternate)
โ Lack of conviction
**Action:**
โ
Strong trend โ Trade with confidence
โ ๏ธ Weak trend โ Be cautious or avoid
๐ CASE 3: DETECT TREND CHANGE
**CVD Oscillator Divergence:**
Price makes higher highs BUT:
โ CVD Oscillator makes lower highs
โ +15% ... +12% ... +8% (progressive decline)
โ Sell pressures increasing
Signal: Distribution in progress
โ Institutions selling into rally
โ Reversal likely
โ Prepare SHORT or exit LONG
๐ CASE 4: OPTIMAL ENTRY TIMING
**Situation:**
โ Price consolidating
โ You wait for signal to enter
**LONG entry signal:**
โ CVD Oscillator **crosses above 0**
โ Green background (extreme buy pressure) appears
โ Dashboard: ๐ BUY
Action: Enter LONG immediately
**SHORT entry signal:**
โ CVD Oscillator **crosses below 0**
โ Red background (extreme sell pressure) appears
โ Dashboard: ๐ฅ SELL
Action: Enter SHORT immediately
โ๏ธ CUSTOMIZABLE PARAMETERS
๐ง **CVD Moving Average Length** (default: 20)
โ Moving average period for oscillator
โ Shorter (10-15) = More reactive, more signals
โ Longer (30-50) = Smoother, fewer false signals
๐๏ธ **Show CVD Oscillator** (On/Off)
โ Show/hide CVD Oscillator line
๐๏ธ **Show Buy/Sell Pressure** (On/Off)
โ Show/hide pressure zones
๐๏ธ **Show Info Dashboard** (On/Off)
โ Show/hide information table
๐ RECOMMENDED CONFIGURATIONS
**For Day Trading (15min-1H):**
```
CVD MA Length: 20
Show CVD Oscillator: โ
ON
Show Buy/Sell Pressure: โ
ON
Show Info Dashboard: โ
ON
```
**For Scalping (1-5min):**
```
CVD MA Length: 10 (more reactive)
Show CVD Oscillator: โ
ON
Show Buy/Sell Pressure: โ
ON
Show Info Dashboard: โ
ON
```
**For Swing Trading (4H-Daily):**
```
CVD MA Length: 30 (smoother)
Show CVD Oscillator: โ
ON
Show Buy/Sell Pressure: โ
ON
Show Info Dashboard: โ
ON
```
๐ก MARKETS AND TIMEFRAMES
โ
**ALL markets compatible:**
โข Futures (ES, NQ, YM, RTY, MNQ, MES, etc.)
โข Forex (EUR/USD, GBP/USD, USD/JPY, etc.)
โข Crypto (BTC, ETH, altcoins)
โข Stocks (Tesla, Apple, Nvidia, etc.)
โข Indices (S&P 500, Nasdaq, Dow Jones)
โ
**All timeframes:**
โข Scalping: 1min, 5min
โข Day Trading: 15min, 30min, 1H โญ (optimal!)
โข Swing Trading: 4H, Daily
Note: More reliable with real volume data
โ TradingView Premium recommended
๐ UNIQUE ADVANTAGES
โ
**CVD Oscillator**: % deviation instead of raw value
โ
**Same scale**: CVD and pressures visible together
โ
**Intuitive reading**: Above/below 0
โ
**Normalized pressures**: Always visible
โ
**Real-time dashboard**: 6 key metrics
โ
**Strength zones**: +10% and -10% marked
โ
**Background alerts**: Visual extreme pressures
โ
**Optimized code**: Light and fast
โ
**No repaint**: Reliable signals
๐ PERFECT COMPLEMENT
Use with **Order Flow Signals** for complete system:
โข **Order Flow Signals** (overlay=true) โ Signals on chart
โ ๐ Absorptions, โฒ Divergences, ๐ Pressures
โข **Order Flow Dashboard** (overlay=false) โ CVD and metrics
โ CVD Oscillator, Pressures, Live dashboard
**Complete system = 360ยฐ order flow vision!**
๐ QUICK INTERPRETATION
**CVD Oscillator:**
โข +5% to +10% = Moderate bullish
โข +10% and above = STRONG bullish
โข -5% to -10% = Moderate bearish
โข -10% and below = STRONG bearish
โข Near 0 = Neutral / Consolidation
**Pressures:**
โข Large green zones = Dominant buying
โข Large red zones = Dominant selling
โข Balanced = Indecision
**Dashboard:**
โข ๐ข Bullish + ๐ BUY = Strong LONG signal
โข ๐ด Bearish + ๐ฅ SELL = Strong SHORT signal
โข Massive positive delta = Bullish momentum
โข Massive negative delta = Bearish momentum
โ ๏ธ DISCLAIMER
Technical indicators are decision support tools. No indicator guarantees profits. Always use:
โข Appropriate risk management
โข Stop loss on every trade
โข Proper position sizing
โข Demo account testing first
Order Flow Dashboard improves your analysis but doesn't replace a complete strategy.
๐ INSTALLATION
1. Copy the Pine Script code
2. Open Pine Editor in TradingView
3. Paste the code
4. Click "Add to Chart"
5. Indicator displays in separate pane (below)
6. Configure parameters to your preferences
7. Combine with Order Flow Signals for complete system!
๐ก USAGE TIPS
**Golden Rule for Holding Trades:**
โ LONG: Keep as long as CVD Osc > 0
โ SHORT: Keep as long as CVD Osc < 0
**Strength Signals:**
โ CVD Osc > +10% = Very bullish
โ CVD Osc < -10% = Very bearish
**Trend Change:**
โ CVD Osc crosses 0 = Potential change
โ + Extreme background = Strong confirmation
๐ CONTACT AND SUPPORT
Created by Alphaomega18
For questions, bugs or suggestions:
Find my other indicators:
โข Order Flow Signals (signals on chart)
โข VWAP Multi-Timeframe Pro
โข Fair Value Gap Detector
โข Volume & Volatility Crisis Detector
DeltaReact - Volume and Orderflow ReactivityThis indicator is designed to visualise institutional participation and directional pressure using a multi-timeframe blend of volume expansion, delta imbalance, and trend context.
Unlike traditional volume or momentum tools, it focuses on relative change rather than absolute values.
Core Concepts
The script measures:
Volume expansion relative to its own moving baseline
Delta strength derived from directional volume imbalance
Directional agreement between delta, volume, and trend state
Multi-timeframe structure, allowing lower-timeframe signals to be viewed in higher-timeframe context
What Makes This Different
Most volume-based indicators treat volume and delta independently. This tool:
Normalises both metrics into percentage-based strength
Applies contextual filters to reduce noise
Highlights structural shifts rather than raw spikes
Provides clear visual hierarchy for participation intensity
How to Use
Strong delta + volume expansion suggests active participation
Directional alignment improves confidence
Signals are designed for confluence, not standalone entries
Works across assets and sessions without instrument-specific tuning
Access & Availability
This script is published as invite-only to control distribution.
If you would like to request access or learn more about usage, please contact the author via TradingView direct message.
Important Notes
This indicator is not a trading strategy and does not provide buy or sell signals.
It is intended as a decision-support tool to be used alongside risk management and broader market analysis.
DCT - Liquidity Heatmap - ProDCT - Liquidity Heatmap - Pro
Overview
This indicator maps liquidity concentration zones by analyzing volume distribution across price levels. It identifies areas where significant trading activity has accumulated, potentially indicating zones of interest for future price interaction.
Methodology
Volume Intensity Calculation
Each price level accumulates a normalized volume score calculated as:
- Volume Intensity = Current Bar Volume / SMA(Volume, lookback period)
- This normalization allows comparison across different volatility regimes and trading sessions
Level Construction
- Price levels are distributed symmetrically above and below current price using percentage-based spacing
- Each level maintains cumulative volume data, tracking both raw volume and normalized intensity
- Levels are visualized as zones with height proportional to the spacing parameter
Sweep Detection Logic
A level is marked as "swept" when price action crosses through it:
- Condition: Low โค Level Price AND High โฅ Level Price
- Swept levels stop accumulating new volume and can be styled differently (fade, hide, or preserve)
Color Intensity Grading
Zones are color-coded based on their normalized volume relative to the maximum observed:
- Purple: < 25% of max intensity
- Yellow: 25-50% of max intensity
- Orange: 50-75% of max intensity
- Red: > 75% of max intensity
Optional CVD (Cumulative Volume Delta) Mode
When enabled, directional volume is estimated using candle structure:
- Bullish candles: Buy pressure weighted by (Close - Open) / (High - Low)
- Bearish candles: Sell pressure weighted by (Open - Close) / (High - Low)
- Levels display green/red bias based on accumulated directional volume ratio
Adaptive System
The indicator includes a three-layer adaptive system:
1. Timeframe adaptation: Spacing, level count, and retention automatically adjust for M5 through Daily charts
2. Volatility adaptation: ATR-based adjustments widen spacing during high volatility and tighten during consolidation
3. Market type adaptation: Different imbalance thresholds for BTC/ETH, large altcoins, and small caps
Imbalance Detection
Buy/sell imbalance markers appear when the ratio of accumulated buy volume to sell volume exceeds a configurable threshold (default 1.5x for BTC/ETH, 2.0x for small caps).
What Makes This Implementation Unique
- Dollar-denominated liquidity display: Labels show estimated liquidity in USD (K/M/B format) rather than abstract values
- Three-layer adaptive logic: Combines timeframe, volatility (ATR), and asset-class adjustments simultaneously
- Memory-optimized architecture: Automatic cleanup of old swept levels prevents performance degradation on extended charts
- Forward projection: Active levels extend into future bars for cleaner visualization
- Granular visibility controls: Each intensity tier can be toggled independently
Settings Guide
- Dynamic: Enable adaptive adjustments (recommended)
- Spacing: Distance between levels as % of price
- Levels: Number of levels above/below price
- CVD: Enable directional volume analysis
- Forward: Project levels ahead by specified bars
Usage Notes
- Works on both Perpetual and Spot crypto markets
- Optimized for crypto assets; results may vary on other instruments
- Higher timeframes show broader liquidity structure; lower timeframes show granular detail
- Combine with your own analysis framework
Disclaimer
This indicator visualizes historical volume distribution and does not predict future price movement. Not financial advice. Use appropriate risk management.
Absorption BubblesSUMMARY
This indicator visualizes absorption events by plotting bubbles on candle wicks where volume activity suggests one side of the market is absorbing the otherโs pressure. Instead of raw volume, the script normalizes activity against a rolling standard deviation defined by the Lookback Period. Bubbles appear on upper or lower wicks depending on whether buyers or sellers are absorbing pressure. The goal is to highlight whether aggressive orders are being accepted or absorbed at key price points.
METHODOLOGY
Absorption occurs when one side of the market absorbs aggressive orders from the other, preventing continuation. The script measures normalized volume against a userโdefined threshold to filter out weaker signals.
Green bubbles on upper wicks โ Selling absorption (buyers push price up, sellers absorb the buying).
Red bubbles on lower wicks โ Buying absorption (sellers push price down, buyers absorb the selling).
Redโcolored bars highlight candles where large volume is concentrated inside the body, signifying aggressive selling activity.
Greenโcolored bars highlight candles where large volume is concentrated inside the body, signifying aggressive buying activity.
The Lookback Period controls how many bars are used to calculate the rolling standard deviation of volume, letting traders adjust sensitivity to recent vs. longerโterm activity. Optional significant volume lines extend forward, marking areas where absorption was strongest.
FUNCTIONS
Normalized volume detection using rolling standard deviation
Adjustable Lookback Period for volume normalization
Dynamic bubble plotting on candle wicks (size scales with absorption strength)
Separate visualization for buying vs. selling absorption
Alerts for buying absorption, selling absorption, or any absorption event (only at bar close)
Bar coloring when large absorption occurs inside candle bodies
APPLICATION
Setup: Add the script to any chart and timeframe. Adjust the Absorption Threshold to filter out weaker bubbles and the Lookback Period to control how volume normalization is calculated. Red bubbles highlight buying absorption, often signalling potential price pivots - price can often go upwards from this. Green bubbles mark selling absorption, reflecting resistance to upward moves - price may go downwards from this.
Interpretation:
Green bubbles on upper wicks = sellers absorbing buying pressure.
Red bubbles on lower wicks = buyers absorbing selling pressure.
Larger bubbles = stronger absorption relative to recent volume.
Settings & Use:
Raising the Absorption Threshold filters out smaller bubbles, leaving only significant absorption events.
Changing the Lookback Period alters how โnormalโ volume is defined โ shorter periods make the script more sensitive, longer periods smooth out noise.
Alerts can be set for buying absorption, selling absorption, or any absorption event, and they only trigger at bar close to avoid noise.
Volume Analysis๐๐ป (signed) Volume Analysis is 2 of 2 structural layer / ordeflow analysis scripts, while the first one is Liquidity Analysis. Both are independent so canโt be released together as a single script, but should be used together.
The same math used in this script can be applied to other types of aggressive volume data: non-aggregated flow of market orders, volume traded of put vs call options.
Thereโs no universal agreement about terminology, but this script works with volumes signed by the aggressor who initiated a transaction. Then these volumes get aggregated by time and a cumulative sum is calculated. Mostly this is widely known as Cumulative Volume Delta.
However this script works with 'inferred' volumes vs the provided ones. Itโs the better choice for equities, bonds; neutral choice for currencies; and suboptimal choice for natural and artificial commodities.
Contents:
Output description;
How to analyze & use the outputs;
How to use it together with Liquidity Analysis script;
How did I use both scripts to finish The Leap profitably and skipped many losses.
1. Output description
Color of the CVD line reflects (signed) volume imbalance state: red is negative, purple is neutral, blue is positive.
3 purple lines are lower deviation (lower band), basis (middle band), upper deviation (upper band): used to generate signals by a ruleset that would be explained in a minute
Gray number in the scriptโs status line is the advised input you may put into Inferred volume multiplier in scriptโs setting, I will explain it
Vertical dash line marks the moving window end, this way you can be certain over what exact data you see the profile was built.
2. How to analyze & use the outputs
Setup up the script:
Moving window length: set it to ~ ยผ of your data analysis window. E.g if you see on your charts and use ~ 256 bars, set the length to 64.
Inferred volume multiplier: you can easily leave it 256, this is not a critical factor for the math, itโs mostly there if you want to ~ equate inferred volumes with real ones in scale. For this, use the gray number in the script status line, itโs calculated as ratio of long term real volumes weighted avg to long term inferred volumes weighted avg.
Again, changing the inferred volume multiplier wonโt affect the math.
Use 2 timeframes: main one and a far lower one 3 steps down, just like on the screenshot.
Find out current volume imbalance state:
As mentioned before, based on CVD line color, it can be negative, neutral or positive. This is the state variable that changes slowly and denies/confirms the signals generated by crossovers of CVD line and 3 purple thresholds.
For this I use my own very fast and lightweight metric that is totally statistically grounded, utilizes temporal information, and calculates volume imbalance without using heavy math like regressions as itโs usually done. It also provides a natural neutral zone, when volume imbalance is not strong enough to be confirmed.
...
CVD-based signals:
First you need to understand what precisely a touch of a threshold is:
Touch: an event when either of these 2 happens:
One CVD datapoint is above the threshold, and the next CVD datapoint is below the threshold
One CVD datapoint is below the threshold, and the next CVD datapoint is above the threshold
These are usually called crossovers/crossunders.
Now with the 3 purple thresholds we follow this logic:
Monitor the last touched threshold;
Once another threshold is touched, here we may generate a signal but only once !, after the first generated signal at that threshold we canโt generate more signals on this threshold, we need to wait when CVD comes to another threshold.
If CVD touches one threshold, and then goes down and touches another threshold downwards, we wait when CVD makes a datapoint above this threshold. When it happens, we register a long signal
If CVD touches one threshold, and then goes up and touches another threshold upwards, we wait when CVD makes a datapoint below this threshold. When it happens, we register a short signal
However, donโt open new trades against the current volume imbalance state. So donโt open shorts when the CDV line is blue, and donโt open longs when CVD line is red.
Btw, this technique I call it โreclaimโ of a level/threshold. It can be applied to horizontal levels, and itโs very powerful especially when you fade levels on very volatility assets like BTC. This technique allows you to Not fade a level straight away, but wait when price goes past the level a bit, and then comes back and reclaims it, only there you enter, and moreover you now have a very well defined risk point.
The last part is multi-timeframe logic. Prefer to act when a lower timeframe is Not against the main timeframe. Thatโs all, no multiple higher timeframes are needed.
3. How to use it together with Liquidity Analysis script.
That script also has a mean to generate its own signals, and another state variable called Liquidity Imbalance.
So now youโre not only looking at volume imbalance but also at liquidity imbalance that would deny/confirm the CVD based signal. You need at least one of these two to favor your long or short.
This is the same logic widely used in HFT, where MM bots cancel/shift/resize orders when book is too onesided And ordeflow is one sided as well.
4. How did I use both scripts to finish The Leap profitably and skipped many losses.
Even tho you can use structural information as your main strategic layer, as many so-called orderflow traders do, I traded in objective style: my fade signals were volatility based in essence, and I used ordeflow for better entries and stops, but most importantly to skip losses.
When โbothโ liquidity imbalance and volume imbalance (in their main timeframes) were against my trades, I skipped them all, saving many ~$500 stop losses (that was my basis risk unit for the Leap). Unless I had a very strong objective signal, i.e. confluence of several signals, or just one higher timeframe signal, I did all these skips.
I traded ~ intraweek timeframe, so I was analyzing either the last 230 30min bars or 1380 5min bars. Both Liquidity Analysis and (signed) Volume Analysis scripts were set to moving window length 46 or 276 for either granularity.
I finished the leap with 9% profit and max DD ~ 5%, a bit short of my goal of 12.5%. If not these 2 scripts I wouldโve finished a bit above breakeven I think.
,,,
Another thing, I made these 2 scripts invite-only because they are made particularly for trading, particularly for certain types of market data. These are tools adapted for particular use case, not like my other posts with general math entities like Kernel Density Estimation or Kalman filter, that you can take and apply properly on any data you need yourself.
However these are made from general math entities like everything else. โAllโ the components are available in my other scripts, ideas, and other sources related to me. If you want to reverse-engineer these, you can find all the components you need in my already posted open source work.
โ
Liquidity Analysis๐๐ป Liquidity Analysis is 1 of 2 structural layer / orderflow layer analysis scripts. Both are independent so canโt be released together as a single script, but should be used together. The second one which is called (Signed) Volume Analysis is incoming.
The same math used in this script can be applied on other types of profile-like data: orderbooks, trading volumes of all options for each strike.
Important: market or volume profile, just as orderbooks and options traded volume by strikes, are all liquidity โestimatesโ, showing where liquidity is more likely or less likely to be. These estimates however, especially combined with other info, are really useful and reliable.
This script works with inferred volumes vs the provided one. It's the better choice for equities, bonds; neutral choice for currencies; and suboptimal choice for natural & artificial commodities.
Contents:
Output description;
How to analyze & use the outputs;
How to use it together with upcoming (Signed) Volume Analysis script;
How did I use both scripts to finish The Leap profitably and skipped many losses.
1. Output description
Color of the profile reflects the liquidity imbalance state: red is negative, purple is neutral, blue is positive.
Bar coloring represents history values of liquidity imbalance for backtesting purposes. It can be turned on/off in the script's Style settings.
Two purple vertical lines represent calculated borders of excessive liquidity (HVN), scarce liquidity (LVN), and sufficient liquidity (NVN) zones.
Vertical dash line marks the moving window end, this way you can be certain over what exact data you see the profile was built.
2. How to analyze & use the outputs
Setup up the script:
Moving window length: set it to ~ ยผ of your data analysis window. E.g if you see on your charts and use ~ 256 bars, set the length to 64.
Native tick size multiplier: leave it at 0 to calculate optimal number of rows automatically, or set it manually to match native tick size multiples you desire.
Use 2 timeframes: main one and a far lower one 3 steps down, just like on the screenshot.
Native lot size multiplier allows to round profile rows themselves to nearest multiples of native lot size. I added this just in case any1 needs it.
Find out current liquidity imbalance state:
As mentioned before, based on profile color, it can be negative, neutral or positive. This is the state variable that changes slowly and denies/confirms the signals that would be explained in the minute.
I use my own statistically grounded imbalance metric (no hardcoded/learned thresholds), that unlike mainstream imbalance metrics (e.g orderbook imbalance as sum of bids vs sum of asks) provides a natural neutral zone, when liquidity imbalance is ofc there but not strong enough to be considered.
โฆ
Profile-based signals: look at profile shape vs 2 vertical purple lines.
where profile rows exceed the left purple line, these prices are considered HVN. Too much potential liquidity is there.
where profile rows donโt exceed the right purple line, these prices are considered LVN. Potential thin/lack of liquidity is expected there.
where profile rows are in between these 2 purple lines, these are NVN, or neutral liquidity zones.
Trading ruleset itself is based on couple of simple rules:
Only! Use limit orders hence provide liquidity in LVNs and Only! use stop-market orders hence consume liquidity in HVNs;
These orders should be put in advance โonlyโ. This is how you discover the direction or orders: you can only put sell limit orders above you and buy limit orders below you, and you can only put buy stop orders above you, and sell stop orders below you.
This is really it. It may look weird, but once you just try to follow these 2 rules letter by letter for 1 hour, youโll see how liquidity trading works.
Now once you know that, just donโt open new trades against the liquidity imbalance state. So donโt open shorts when the profile is blue, and donโt open longs when itโs red.
The last part is multi-timeframe logic. Prefer to act when a lower timeframe is Not against the main timeframe. Thatโs all, no multiple higher timeframes are needed.
3. How to use it together with upcoming (Signed) Volume Analysis script.
That upcoming script would also have a mean to generate its own signals, and another state variable called volume imbalance.
So now youโre not only looking at liquidity imbalance but also at volume imbalance that would deny/confirm a profile based signal. You need at least one of these to favor your long or short.
This is the same logic widely used in HFT, where MM bots cancel/shift/resize orders when book is too onesided And ordeflow is one sided as well.
4. How did I use both scripts to finish The Leap profitably and skipped many losses.
Even tho you can use structural information as your main strategic layer, as many so-called orderflow traders do, I traded in objective style: my fade signals were volatility based in essence, and I used ordeflow for better entries and stops, but most importantly to skip losses.
When โbothโ liquidity imbalance and volume imbalance (in their main timeframes) were against my trades, I skipped them all, saving many ~$500 stop losses (that was my basis risk unit for the Leap). Unless I had a very strong objective signal, i.e confluence of several signals, or just one higher timeframe signal, I did all these skips.
I traded ~ intraweek timeframe, so I was analyzing either the last 230 30min bars or 1380 5min bars. Both Liquidity Analysis and (signed) Volume Analysis scripts were set to moving window length 46 or 276 for either granulary.
I finished the leap with 9% profit and max DD ~ 5%, a bit short of my goal of 12.5%. If not these 2 scripts I wouldโve finished a bit above breakeven I think.
โ
BT Delta AbsorptionBT Absorption detects aggressive counterflow volumeโmoments where one side
of the market (buyers or sellers) attacks aggressively, yet price fails to move
proportionally.
This is the classic definition of absorption:
"Large market orders are being absorbed by strong passive limit orders."
Absorption is one of the most reliable early signals for:
Reversals
Trap conditions
Failed breakouts
Liquidity grabs
Fake displacement moves
---
โ What BT Absorption Measures
1. Delta Imbalance
Identifies when buying or selling pressure becomes unusually one-sided.
2. Volatility Mismatch
Shows when large delta does NOT translate into meaningful price movement.
3. Absorption Strength Score
A normalized reading (often 0โ100) showing the intensity of counterflow activity.
4. Wick & Structure Absorption
Wick-driven absorption helps identify:
Failed sweeps
Stop hunts
Rejection zones
Trapped traders
---
โ Why Absorption Matters
Absorption almost always precedes:
Reversals
Failed breakout moves
SMC/ICT-style displacement
Order block formation
Trend continuation after a trap
When aggressive traders cannot move price toward their desired direction,
the move typically reverses quicklyโand with force.
---
โ Visual Elements
โข Bull Absorption Marker
Often appears near lowsโsignals seller aggression failing to push price down.
โข Bear Absorption Marker
Often appears near highsโsignals buyer aggression failing to break higher.
โข Absorption Score Heatmap (optional)
Shows intensity of absorption per candle.
โข Threshold Levels
Identify when absorption becomes statistically significant.
---
โ How to Use BT Absorption in Trading
1. Reversal Detection
Look for absorption after:
Equal highs/lows
Sweeps
Stop runs
Breakout failures
This is often the earliest possible signal that a reversal is coming.
2. Filter Breakouts
A breakout without absorption is usually weak.
A breakout with absorption against it is likely a fakeout.
3. Confirm SMC/ICT Concepts
The indicator pairs perfectly with:
Fair Value Gaps
Order Blocks
Liquidity sweeps
Displacement legs
If your setup triggers and absorption confirms โ high confidence.
4. Identify Trap Conditions
Absorption often marks:
Trapped breakout chasers
Trapped trend shorts
Imbalanced orderflow
These create ideal high-R trades.
5. Alert-Driven Market Monitoring
Use alerts for:
Bull Absorption
Bear Absorption
High-strength absorption
Absorption clusters
This allows traders to step away from charts while still catching
high-probability reversals.
---
โ High-Probability Absorption Setups
A) Sweep + Absorption
Swept level โ absorption โ enter opposite direction.
B) Failed Breakout Absorption
Breaks structure โ delta fails โ absorption prints โ strong reversal.
C) Trend Continuation Absorption
Absorption against the correction often precedes continuation.
D) Absorption Clusters
Multiple absorption signals indicate a structural market shift.
---
โ Final Summary
BT Absorption provides:
Early reversal signals
Counterflow pressure detection
Confirmation for existing setups
Identification of liquidity traps
Alert-based monitoring across multiple markets
BT Absorption is the perfect complement to BT Spike:
โข BT Spike = detects volatility ignition
โข BT Absorption = detects failed aggression + reversals
Combined, they form a complete liquidity and orderflow toolkit.
Volume Flow Anatomy [Kodexius]Volume Flow Anatomy is a dynamic, multi-dimensional volume map that reconstructs how buy, sell, and โstealthโ activity is distributed across price rather than just across time. Instead of relying on a static, session-based volume profile, it uses an exponentially decaying memory of recent bars to build a constantly evolving โanatomyโ of the auction, where each price level carries an adaptive history of order flow.
The script separates buy vs. sell pressure, adds a third โStealth Flowโ dimension for low-volume price movement (ease of movement / divergence), and automatically derives POC, Value Area, imbalances, absorption zones, and classic profile shapes (D, P, b, B). This gives the trader a compact but highly information-dense map on the right side of the chart to read control (buyers vs. sellers), structure (balanced vs. trending vs. double distribution), and key reaction levels (support/resistance born from flow, not just wicks).
๐น Features
๐ธ Dynamic Lookback with Decay
- The script computes an effective lookback N from the Decay Factor and caps it with Max Lookback.
- Higher decay keeps more history; lower decay emphasizes the most recent flow.
- The profile continuously adapts as new bars are printed.
๐ธ Price-Bucketed Flow Map
Each bucket accumulates:
- Sell Flow (sell pressure)
- Buy Flow (buy pressure)
- Stealth Flow (low-volume price movement)
- Box width at each bucket is proportional to the relative intensity of that component.
๐ธ Stealth Flow (Low-Volume Price Movement)
- Measures close to close movement relative to volume, emphasizing price movement that occurs on comparatively low volume.
- Helps reveal hidden participation, inefficient moves, and areas that may be vulnerable to re-tests or reversions.
๐ธ POC & 70% Value Area (VA)
- Identifies the Point of Control (price bucket with the highest total volume) over the effective lookback.
- Builds a 70% Value Area by expanding from POC towards the nearest high volume neighbors until 70% of the total volume is included.
- POC is drawn as a line over the analyzed range; VA is displayed as a shaded band in the profile area.
๐ธ Market Profile Shape Detection
Splits the profile vertically into three zones (bottom / middle / top) and compares their volume distribution.
Classifies structure as:
- D-Shape (Balanced)
- P-Shape (Short Covering)
- b-Shape (Long Liquidation)
- B-Shape (Double Distribution)
Displays a shape label with color coded bias for quick auction context interpretation.
๐ธ Imbalance Zones & Absorption
Imbalance: detects buckets where Buy Flow or Sell Flow exceeds the opposite side by at least Imbalance Ratio.
Absorption: flags zones with high volume but low price โeaseโ, where price is not moving much despite significant volume.
Extends these levels into horizontal zones, marking potential support/resistance and trap areas.
Bullish Imbalance Zone :
Bearish Imbalance Zone :
Absorption Zone :
๐ธ Range Context & On-Chart Legend
Draws a Range Box covering the dynamically determined lookback (N bars), with a label displaying the effective bar count.
A bottom-right legend summarizes:
- Color keys for Buy / Sell / Stealth
- POC / VA status
- Bullish vs. Bearish dominance percentage
- Profile shape classification
- Imbalance and Absorption conventions
๐น Calculations
1. Dynamic Lookback & Price Buckets
int N = math.min(int(4 / (1 - decayFactor) - 1), maxHistory)
float priceHigh = ta.highest(high, N)
float priceLow = ta.lowest(low, N)
float bucketSize = (priceHigh - priceLow) / bucketCount
The effective lookback N is derived from the Decay Factor, using the approximation 4 / (1 - decay) to capture roughly 99% of the decayed influence, then capped with maxHistory to control performance. Over that adaptive range, the script finds the highest and lowest prices and divides the band into bucketCount equal slices (bucketSize). Each slice is a price bucket that will accumulate volume-flow information.
2. Exponentially Decayed Volume Allocation
addValue(array profile, float weight, float minPrice, float maxPrice) =>
for j = 0 to bucketCount - 1
float bucketMin = priceLow + j * bucketSize
float bucketMax = bucketMin + bucketSize
float overlapMin = math.max(minPrice, bucketMin)
float overlapMax = math.min(maxPrice, bucketMax)
float overlapRange = overlapMax - overlapMin
if overlapRange > 0
profile.set(j, profile.get(j) * decayFactor + weight * overlapRange)
This function is the core engine of the indicator. For a given price span and intensity, it checks every bucket for overlap, distributes the weight proportionally to the overlapping range, and before adding new value, decays the existing bucket content by decayFactor. This results in an exponentially weighted profile: recent activity dominates, while older levels retain a gradually fading footprint.
3. POC and 70% Value Area
array totalProfile = array.new(bucketCount, 0)
for j = 0 to bucketCount - 1
float total = sellProfile.get(j) + buyProfile.get(j)
totalProfile.set(j, total)
if total > eaMax
eaMax := total
int pocIdx = 0
float pocVal = 0.0
for j = 0 to bucketCount - 1
if totalProfile.get(j) > pocVal
pocVal := totalProfile.get(j)
pocIdx := j
float totalSum = totalProfile.sum()
float targetSum = totalSum * 0.70
int vaLow = pocIdx
int vaHigh = pocIdx
float currentSum = pocVal
while currentSum < targetSum and (vaLow > 0 or vaHigh < bucketCount - 1)
float lowVal = vaLow > 0 ? totalProfile.get(vaLow - 1) : 0.0
float highVal = vaHigh < bucketCount - 1 ? totalProfile.get(vaHigh + 1) : 0.0
First, totalProfile is built as the sum of buy and sell flow per bucket, and eaMax (the maximum total) is tracked for later normalization. The POC bucket (pocIdx) is simply the index with the highest totalProfile value.
To compute the 70% Value Area, the algorithm starts at the POC bucket and expands outward, each step adding either the upper or lower neighbor depending on which has more volume. This continues until the cumulative volume reaches 70% of totalSum. The result is a volume-driven VA, not necessarily symmetric around POC, which more accurately represents where the market has truly traded.
4. Market Profile Shape Classification
float volTopThird = 0.0
float volMidThird = 0.0
float volBotThird = 0.0
int thirdIdx = int(bucketCount / 3)
for j = 0 to bucketCount - 1
float val = totalProfile.get(j)
if j < thirdIdx
volBotThird += val
else if j < thirdIdx * 2
volMidThird += val
else
volTopThird += val
float totalVolShape = totalProfile.sum()
string shapeStr = "D-Shape (Balanced)"
if (volTopThird > totalVolShape * 0.20) and (volBotThird > totalVolShape * 0.20) and (volMidThird < totalVolShape * 0.50)
shapeStr := "B-Shape (Double Dist)"
else
if pocIdx > bucketCount * 0.5 and volTopThird > volBotThird * 1.3
shapeStr := "P-Shape (Short Covering)"
else if pocIdx < bucketCount * 0.5 and volBotThird > volTopThird * 1.3
shapeStr := "b-Shape (Long Liquidation)"
else
shapeStr := "D-Shape (Balanced)"
The profile is split into bottom, middle, and top thirds. The script compares how much volume is concentrated in each and combines that with the relative location of POC. If both extremes are heavy and the middle light, it labels a B-Shape (double distribution). If the POC is high and the top dominates the bottom, itโs a P-Shape (short covering). If the POC is low and the bottom dominates, itโs a b-Shape (long liquidation). Otherwise, it defaults to a D-Shape (balanced). This provides a quick, at-a-glance assessment of auction structure.
5. Imbalances, Absorption & Zones
bool isBuyImb = showImb and sVal > 0 and (bVal / sVal >= imbRatio)
bool isSellImb = showImb and bVal > 0 and (sVal / bVal >= imbRatio)
float volRatio = eaMax > 0 ? tVal / eaMax : 0
float stRatio = esmRange > 0 ? (stVal - esmMin) / esmRange : 1.0
bool isAbsorp = showAbsorp and volRatio > 0.6 and stRatio < 0.25
if showImbZone
if isSellImb
zoneBoxes.push(box.new(bar_index - N + 1, bucketHi, bar_index + 1, bucketLo, ...))
if isBuyImb
zoneBoxes.push(box.new(bar_index - N + 1, bucketHi, bar_index + 1, bucketLo, ...))
if isAbsorp
zoneBoxes.push(box.new(bar_index - N + 1, bucketHi, bar_index + 1, bucketLo, ...))
Imbalances are identified where one sideโs volume (buy or sell) exceeds the other by at least Imbalance Ratio. These buckets are marked as buy or sell imbalance zones, indicating aggressive participation from one side.
Absorption is detected by combining a high volume ratio (volRatio) with a low normalized stealth ratio (stRatio). High volume with limited price movement suggests that opposing orders are absorbing flow at that level. Both imbalance and absorption buckets are extended into horizontal zones from the start of the lookback to the current bar, visually emphasizing key support/resistance and liquidity areas.
6. Building Buy, Sell & Stealth Profiles
sellProfile := array.new(bucketCount, 0)
buyProfile := array.new(bucketCount, 0)
stealthProfile := array.new(bucketCount, 0)
Three arrays are used to store Sell Flow, Buy Flow, and Stealth Flow. Bars are processed from oldest to newest so that decay is applied in correct chronological order. For each bar, a volume density (volume / range) is calculated and distributed across the candle range. Bull candles feed buyProfile, bear candles feed sellProfile.
Stealth Flow computes the close-to-close move between consecutive bars, scaled by 1 / (1 + volume). Big moves on low volume produce high stealth values, which are then allocated across the moveโs price span into stealthProfile. This yields a three-layer profile per price level: directional volume and stealthy price movement.
Direction via Zone Break [by rukich]๐ OVERVIEW
The indicator shows the direction of movement and zones: SSL, BSL, FVG.
Zones serve as support/resistance and as validation/invalidation of a movement reversal.
๐ COMPONENTS
The direction of movement is built based on a three-candle swing high (BSL) and swing low (SSL) pattern. If swing high (BSL) and swing low (SSL) are formed, and then an internal swing high/low is formed (depending on the direction of movement), then in case the initial movement continues โ for example, in an upward movement โ the new swing low (SSL) will be the minimum before the update, i.e., the internal low, while the swing high (BSL) will be formed according to the three-candle pattern.
A change of direction is considered when a candle closes beyond the key swing high/low (BSL/SSL), depending on the direction of movement. For example, in an upward movement, a break occurs when a candle closes beyond the swing low (SSL). After that, the swing high (BSL) will be the nearest fractal (swing high), and the swing low (SSL) will be formed according to the three-candle pattern.
All the above logic also applies to downward movements.
Within each movement, there can be FVG zones, which can act as support/resistance or indicate weakness in the movement direction.
Note: if the movement is upward, only bullish FVG+ will be displayed; if the movement is downward, only bearish FVG- will be displayed.
Weakness of movement direction.
For example, consider an upward impulse with the nearest FVG+ zone. If the price closes beyond the lower boundary of the zone, it will be considered invalidated (inv. FVG-), which in turn indicates weakness in the movement direction and a possible local short, which may subsequently lead to a break of the entire movement.
๐ HOW TO USE
There are only two visual settings in the configuration:
Show previous SSL/BSL โ enables/disables the display of all previous SSL/BSL zones
Show Bullish/Bearish trend โ enables/disables background shading between SSL and BSL for visual understanding of the movement direction
On the chart, the following are displayed:
Labels with current SSL/BSL
FVG+- / inv. FVG+- zones, for trading in the movement direction
In case the nearest FVG is invalidated, a label will appear with the text: Weak bullish/bearish & local short/long (this is not a signal, but only indicates the probability of a potential move based on the weakness of the nearest zone)
๐ CONCLUSION
The indicator helps determine the current movement with zones for trading in the direction, and also indicates movement weakness through invalidation of the nearest zones.
Double Whammy StopโRun IndicatorThis indicator simulates the institutional "Double Whammy" order flow setupโfor order flow tradersโusing standard Price Action and Volume analysis.
Since TradingView does not provide native access to Level 3 data (Stop Orders and Iceberg Orders), this script uses a proprietary algorithm to create a "proxy" for these events using relative volume anomalies, candle body strength, and market structure breaks.
The Concept
The "Double Whammy" is a reversal pattern that relies on the interaction between trapped retail traders and institutional absorption. It occurs in two specific phases:
The Stop Run (The Trap): Price aggressively breaks a significant recent High or Low on high volume. This represents retail stop-losses being triggered or breakout traders getting trapped.
The Absorption (The Whammy): Instead of continuing in the direction of the breakout, price is immediately absorbed by "Iceberg" orders (limit orders) and reverses with high intensity.
How It Works (The Logic)
This script identifies these two phases using the following logic:
1. Identifying the Stop-Run Proxy
The script monitors for a specific set of conditions to identify a potential trap:
Market Structure: The price must make a new High or Low based on the user-defined Lookback period (default 50 bars).
Volume Spike: The bar must have a volume significantly higher than the average (defined by the Volume Multiplier), suggesting a capitulation or stop-cascade.
Candle Strength: The bar must be a strong trend bar (large body relative to wicks) to mimic the look of a breakout.
2. Identifying the Absorption
Once a Stop-Run is detected, the script opens a "Window of Opportunity" (shaded background). For a valid signal to generate, a reversal must occur within Max Bars (default 3):
Reversal: A candle of the opposite color must appear.
Engulfing Logic: The reversal candle must close back inside the range (below the High of a bullish trap, or above the Low of a bearish trap).
Momentum: The reversal candle must also show significant volume and body strength.
Visual Guide
Background Shading (Green/Red): Indicates a Stop-Run has just occurred. This is a warning zone. Do not trade yet.
"DW" Label (Double Whammy): An immediate reversal occurred on the very next bar after the stop run.
"DDW" Label (Delayed Double Whammy): The reversal occurred 2 or 3 bars later, but still within the valid window.
Settings
Lookback Bars: The range used to determine significant Support/Resistance levels (Default: 50).
Max Bars to Absorption: How many bars the market has to reverse before the setup is considered invalid (Default: 3).
Volume Multiplier: How much larger current volume must be compared to the SMA to qualify as a "Stop Run" (Default: 1.5x).
Body/Range Ratio: Filters out Doji candles or weak moves. Higher numbers require stronger candles.
Disclaimer
This tool is intended for educational purposes and to assist in identifying high-volatility reversal zones. It uses price and volume proxies to estimate order flow events and does not track actual Level 3 limit orders. Always combine this indicator with your own risk management and market analysis.
Use Arrow Up and Arrow Down to select a turn, Enter to jump to it, and Escape to return to the chat.
Bookmap Style Aggressor Bubbles
This indicator is designed to emulate the visual aesthetic of professional Order Flow software (such as Bookmap) directly within TradingView. It replaces the traditional candlestick view with a clean "Microstructure" Step Line and highlights significant volume events using dynamic "Aggressor Bubbles."
This tool is perfect for traders who practice Order Flow analysis, Scalping, or VSA (Volume Spread Analysis) and want to visualize the relative intensity of buyers and sellers without the noise of traditional wicks and bodies.
1. How it Works
Since TradingView Pine Script operates on OHLCV (Level 1) data, this indicator uses a heuristic model to approximate Order Flow dynamics:
Aggressor Bubbles (Volume Spikes):
The script calculates a Relative Volume (RVOL) metric by comparing the current bar's volume against a 50-period Simple Moving Average (SMA).
If the current volume exceeds a user-defined threshold (e.g., 2.0x the average), a bubble is plotted.
Size: The bubble size scales dynamically based on how massive the volume spike is (Small, Normal, Large, Huge).
Direction (Color): The aggressor side is approximated using the price action of the bar. If Close >= Open, it is treated as Buy Aggression (Green). If Close < Open, it is treated as Sell Aggression (Red).
Microstructure Price Line:
Standard candles can obscure the immediate path of price. This indicator includes a Step Line option that plots the closing price. This mimics the "Last Price" feed seen in DOM-based software, allowing you to see exactly where price held or broke.
2. Features
Smart Filtering: Filters out low-volume noise. You only see bubbles when "Whales" or significant liquidity changes occur.
Visual Customization: Fully adjustable colors for Buy/Sell bubbles and the price line.
Alert System: Includes a built-in alert that triggers whenever a significant Aggressor Bubble appears, allowing you to be notified of high-activity moments instantly.
Clean Aesthetic: Optimized for Dark Mode/Black backgrounds.
3. How to Use
Chart Setup (Important): For the best experience, hide your standard candles. Go to Chart Settings > Symbol and uncheck Body, Borders, and Wick.
Settings: Set your background to Black.
Interpretation:
Breakouts: Look for large bubbles pushing price through a key level. This indicates strong momentum.
Absorptions: Look for large bubbles appearing at the top/bottom of a range without price follow-through. This often suggests a reversal (Passive limit orders absorbing the aggressive market orders).
4. Technical Disclosure & Limitations
Please note that TradingView Pine Script provides access to OHLCV (History) data, not historical Tick-by-Tick or Level 2 (Depth of Market) data. Therefore, this indicator is a simulation. The "Aggressor" side is derived from bar direction, and the bubbles represent executed volume per bar, not individual tick clusters. It is intended for visual analysis and identifying high-volume nodes relative to recent history.
Viprasol Elite Flow Pro - Premium Order Flow & Trend Systemโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ฅ VIPRASOL ELITE FLOW PRO
Professional Order Flow & Trend Detection System
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ WHAT IS THIS INDICATOR?
Viprasol Elite Flow Pro is a comprehensive trading system that combines institutional order flow analysis with adaptive trend detection. Unlike basic indicators, this tool identifies high-probability setups by analyzing where smart money is likely positioning, while filtering signals through multiple confirmation layers.
This indicator is designed for traders who want to:
โ Identify premium (supply) and discount (demand) zones automatically
โ Detect trend direction with adaptive cloud technology
โ Spot high-volume rejection points before major moves
โ Filter low-quality signals with intelligent confirmation logic
โ Track market strength in real-time via elite dashboard
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ฏ CORE FEATURES
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
1๏ธโฃ ELITE TREND ENGINE
โข Adaptive Moving Average system (Fast/Adaptive/Smooth modes)
โข Dynamic trend cloud that expands/contracts with volatility
โข Real-time trend state tracking (Bullish/Bearish/Ranging)
โข Trend strength meter (0-10 scale)
โข ATR-based volatility adjustments
2๏ธโฃ ORDER FLOW DETECTION
โข Automatic Premium Zone (Supply) identification
โข Automatic Discount Zone (Demand) identification
โข Smart zone extension - zones remain valid until broken
โข Zone rejection detection with price action confirmation
โข Customizable zone strength (5-30 bars lookback)
3๏ธโฃ VOLUME INTELLIGENCE
โข Volume spike detection (configurable threshold)
โข Climax bar identification (exhaustion signals)
โข Volume filter for signal validation
โข Institutional activity detection
4๏ธโฃ SMART SIGNAL SYSTEM
โข 3 Signal Modes: Aggressive, Balanced, Conservative
โข Multi-layer confirmation logic
โข Automatic profit targets (2:1 risk-reward)
โข Stop loss suggestions based on ATR
โข Prevents overtrading with bars-since-signal filter
5๏ธโฃ ELITE DASHBOARD (HUD)
โข Real-time trend direction and strength
โข Volume status monitoring
โข Active zones counter
โข Market volatility gauge
โข Current signal status
โข 4 positioning options, compact mode available
6๏ธโฃ PREMIUM STYLING
โข 4 Professional color themes (Cyber/Gold/Ocean/Fire)
โข Adjustable transparency and label sizes
โข Clean, institutional-grade visuals
โข Optimized for all chart types
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ HOW TO USE THIS INDICATOR
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
STEP 1: TREND IDENTIFICATION
โ Green Cloud = Bullish trend - look for LONG opportunities
โ Red Cloud = Bearish trend - look for SHORT opportunities
โ Purple Cloud = Ranging - wait for breakout or fade extremes
STEP 2: ZONE ANALYSIS
โ PREMIUM (Red) zones = Potential resistance/supply areas
โ DISCOUNT (Green) zones = Potential support/demand areas
โ Price rejecting from zones = high-probability setups
STEP 3: SIGNAL CONFIRMATION
โ Wait for "LONG" or "SHORT" labels to appear
โ Check dashboard for trend strength (Moderate/Strong preferred)
โ Confirm volume status is "HIGH" or "CLIMAX"
โ Entry: Enter when label appears
โ Stop Loss: Use dotted line (1 ATR away)
โ Take Profit: Use dashed line (2 ATR away)
STEP 4: RISK MANAGEMENT
โ Never risk more than 1-2% per trade
โ Use the provided stop loss levels
โ Trail stops as price moves in your favor
โ Avoid trading during low volatility periods
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
โ๏ธ RECOMMENDED SETTINGS
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
FOR SCALPING (1M - 5M):
- Trend Type: Fast
- Sensitivity: 15
- Signal Mode: Aggressive
- Zone Strength: 8
FOR DAY TRADING (15M - 1H):
- Trend Type: Adaptive
- Sensitivity: 21 (default)
- Signal Mode: Balanced
- Zone Strength: 12 (default)
FOR SWING TRADING (4H - Daily):
- Trend Type: Smooth
- Sensitivity: 34
- Signal Mode: Conservative
- Zone Strength: 20
BEST MARKETS:
โ Crypto (BTC, ETH, major altcoins)
โ Forex (Major pairs: EUR/USD, GBP/USD)
โ Indices (S&P 500, NASDAQ, DAX)
โ High-liquidity stocks
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ UNDERSTANDING THE METHODOLOGY
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
This indicator is built on three core concepts:
1. ORDER FLOW THEORY
Markets move between premium (expensive) and discount (cheap) zones. Smart money accumulates in discount zones and distributes in premium zones. This indicator identifies these zones automatically.
2. ADAPTIVE TREND FOLLOWING
Unlike fixed-period moving averages, the Elite Trend Engine adjusts to current market volatility, providing more accurate trend signals in both trending and ranging conditions.
3. CONFLUENCE-BASED ENTRIES
Signals only trigger when multiple conditions align:
- Price in correct zone (premium for shorts, discount for longs)
- Trend confirmation (cloud color matches direction)
- Volume validation (spike or climax present)
- Price action strength (strong rejection candles)
This multi-layer approach dramatically reduces false signals.
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ ALERT SETUP
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
This indicator includes 5 alert types:
1. Long Signal โ Triggers when buy conditions met
2. Short Signal โ Triggers when sell conditions met
3. Volume Climax โ Warns of pot
