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Volume Delta ProfileVolume Delta Profile The Volume Delta Profile is an overlay indicator that builds a horizontal volume delta distribution directly on the price chart, similar to a Market Profile or Volume Profile but using net delta (buying pressure minus selling pressure) as the core metric instead of raw traded volume. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ WHAT IS VOLUME DELTA? ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Volume delta measures the difference between aggressive buying volume (market buy orders hitting the ask) and aggressive selling volume (market sell orders hitting the bid) within a given candle. A positive delta means buyers were more aggressive during that candle. A negative delta means sellers were more aggressive. This indicator uses TradingView's native ta.requestVolumeDelta() function, which reconstructs delta by scanning a lower timeframe (automatically selected or manually configured) to approximate the split between up-volume and down-volume for each candle. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ HOW IT WORKS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ The indicator scans a configurable number of historical bars (default: 500) and for each bar assigns its volume delta to a price level based on the closing price of that bar. Price levels are divided into equally spaced buckets across the high-to-low range of the lookback period. Positive delta (net buying) accumulates in the bullish bucket of that price level. Negative delta (net selling) accumulates in the bearish bucket of that price level. The result is a horizontal bar chart displayed to the right of the last candle, where each row represents a price level and the width of the bar represents the total delta activity at that level. The color of each bar reflects which side dominated: • Teal bars → net buying pressure dominated at that price level • Pink/red bars → net selling pressure dominated at that price level The Point of Control (POC) is marked as a solid horizontal line extending 50 bars to the left, highlighting the price level where the highest total delta activity occurred across the entire lookback period. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ COMPONENTS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 1. Delta Profile (horizontal bars) A visual distribution of accumulated volume delta across price levels. Each bar's width is proportional to the total delta activity at that level relative to the most active level. Bars are color-coded by dominant side (buyers vs sellers). 2. Point of Control (POC) The price level with the highest total delta activity in the lookback window. Displayed as a solid horizontal line extending 50 bars to the left of the current bar. This is the price where the most aggressive order flow occurred — institutional interest tends to concentrate here. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SETTINGS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ • Lookback bars (default 500): Number of historical candles to include in the profile. More bars give a broader context; fewer bars focus on recent activity. • Bar width (default 20): Visual width in pixels of the widest bar in the profile. Adjust for chart readability. • Price levels (default 50): Number of horizontal buckets the price range is divided into. More levels give finer granularity; fewer levels give a smoother, broader view. • Positive delta color (default teal): Color for price levels where buying pressure dominated. • Negative delta color (default pink): Color for price levels where selling pressure dominated. • POC color (default black): Color of the Point of Control line. • Profile offset (default 10): Horizontal distance in bars between the last candle and the left edge of the profile. Increase to avoid overlap with live price action. • Custom timeframe: Override the automatic lower timeframe used for delta reconstruction. Higher timeframes load more history but reduce precision. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ HOW TO INTERPRET IT ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ DOMINANT COLOR ZONES Large teal zones indicate price areas where institutional buyers were consistently aggressive. These levels tend to act as support — if price returns to them, buyers are likely to defend the level. Large pink zones indicate areas of consistent selling aggression, which tend to act as resistance or liquidity targets for short-side participants. PROFILE SHAPE A profile with a clear peak (narrow, tall distribution) suggests price spent most of its time and order flow at a specific level — strong agreement on value. A wide, flat profile suggests price moved across a broad range without clear absorption at any single level. POINT OF CONTROL (POC) The POC is the single most important level in the profile. It represents where the maximum institutional order flow occurred. Price has a strong tendency to gravitate back toward the POC after extended moves away from it, making it a high-probability mean-reversion target. It also acts as a decisive level: a clean break and hold above a teal POC confirms bullish institutional commitment; a rejection at a pink POC confirms continued distribution. DIVERGENCE BETWEEN COLOR AND PRICE MOVEMENT If price fell sharply through a level but the profile shows teal (net buying) at that level, it suggests absorption — institutions were buying the selling pressure. This is often a precursor to a reversal. Conversely, if price rose through a level but the profile shows pink, distribution was occurring into the rally. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ HOW TO USE IT ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 1. IDENTIFY THE VALUE AREA Look for the widest bars in the profile — these are the price levels with the most delta activity. The market considers these levels "fair value." Price tends to spend more time here and frequently returns to these zones after deviation. 2. USE THE POC AS A MAGNET If price is trading significantly above or below the POC, there is a structural tendency to return to it. The POC acts as a mean-reversion target, especially in range-bound or post-impulse conditions. 3. READ THE COLOR FOR BIAS Before entering a trade, check the delta color at the relevant support or resistance level. A teal zone below current price strengthens a long bias — institutions were buying there. A pink zone above current price strengthens a short bias — institutions were selling there. 4. SPOT ABSORPTION Large teal bars at price lows or large pink bars at price highs are signs of institutional absorption. These are the exact footprints of Wyckoff accumulation and distribution phases — smart money absorbing retail order flow before the next directional move. 5. COMBINE WITH STRUCTURE Use this indicator alongside your market structure analysis. A key structural level (support, resistance, order block) that coincides with a high-delta POC or dominant color zone has significantly higher probability of holding or acting as a reversal point. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ NOTES ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ • Delta data requires a data provider that supplies volume. The indicator will throw a runtime error if volume data is unavailable for the selected symbol. • The profile updates on bar close and on the last real-time bar to keep the display current without excessive recalculation. • Works on any timeframe and any instrument with volume data: forex, indices, crypto, commodities, equities. • For best results on higher timeframes (daily, weekly), enable the custom timeframe option and select a higher sub-timeframe (e.g., "60") to ensure sufficient historical delta data is available.
Pine Script® indicator
by BullBearSR
Naked POC (nPOC) (Clean and No Clutter)TradingView's built-in Session Volume Profile is powerful — but it plasters a full histogram over your chart for every session. When you're reading price action in real time, that's a lot of noise for one number that actually matters: the POC. This indicator strips it down. No histogram. No boxes. Just the levels that are still unvisited — the ones that actually have magnetic pull on price. ━━ WHAT IS A NAKED POC? ━━ The Point of Control (POC) is the price where the most volume traded during a session. A POC is naked when price has not revisited it since the session closed. Naked POCs are unfilled magnets. Once price touches one, it is automatically removed from the chart. ━━ VOLUME DISTRIBUTION ━━ Most volume profile tools distribute each bar's volume uniformly across its high-low range. This indicator uses a close-weighted triangular distribution — bins near the bar's close receive more weight than bins at the extremes. The POC lands closer to where price repeatedly settled, not just where it briefly spiked. ━━ SETTINGS ━━ TPO Bins — resolution of the volume calculation (20–500). Higher = more precise POC location. Max Visible nPOCs — cap on how many naked levels are shown at once. Default: 15. Max Age (days) — automatically expires levels older than N days regardless of fill. Default: 7. Extend Forward (hours) — how far the dashed line extends to the right. Remove When Filled — toggle whether levels disappear on touch or stay permanently. Color — fully customizable. Recommended timeframe: 1H – 4H A warning label appears automatically if the indicator is applied to an incompatible timeframe.
Pine Script® indicator
by Confluencer
Anchored VWAP ChannelAnchored VWAP Channel — Regime, Confluence & Reversals What it is This is a single overlay that builds a complete read of price around one Anchored VWAP. Instead of just drawing a VWAP line, it wraps the VWAP in a volatility channel and then layers the context a discretionary trader normally checks by eye — where price sits versus fair value, whether the move is trending or stretched, where high-volume and Fibonacci levels line up, and where the edges are getting rejected. Everything is derived from the same anchor and measured in the same volatility unit (one standard deviation, σ), so the pieces describe one structure rather than competing with each other. It runs on any asset class and any timeframe. On instruments that carry real volume (stocks, futures, crypto, etc.) the VWAP, the channel, and the volume profile are fully volume-weighted; on feeds without real volume it falls back gracefully and flags the change in the table (see "Notes and limitations"). Why these components are combined (and how they work together) This is intentionally a mashup, and the parts are chosen because they answer different questions about the same reference point: • The Anchored VWAP is the fair-value anchor — the volume-weighted average price since a chosen pivot. • The channel turns dispersion around that anchor into a measurable unit: the bands are the AVWAP ± k·σ, where σ is the volume-weighted standard deviation of price about the VWAP. This converts "how far is price from fair value" into a number (σ-distance) every other module can reuse. • The regime read uses that σ-distance together with the VWAP slope and the band behaviour to label continuation vs reversal — so the same channel that draws the bands also tells you whether to trust a band tag or fade it. • The volume profile (Point of Control + Value Area) is computed over the same anchored window, so the high-volume price and the value range are measured on exactly the data the VWAP is built from — not an arbitrary separate lookback. • The Fibonacci grid is drawn on the active swing leg and is only emphasised where a level coincides with the VWAP, a band, or the POC. The channel and profile are what make a fib level meaningful here; on their own the fib levels would be just lines. • The reversal signals fire on outer-band rejections, and the optional confluence filter suppresses them while the regime is strongly trending (when band tags tend to continue) — i.e. one module gates another. In short: the channel produces a σ-distance, and the regime, profile, fib confluence, reversal logic, divergence and squeeze modules all consume that single shared measurement. That shared plumbing is the reason these are bundled into one script instead of run as six separate indicators. What it plots • Anchored VWAP centerline with a glow halo, colored by slope direction. • Channel bands at ±1σ and ±2σ. The fill can be a "reversion heat" gradient (denser toward the outer band, red above the VWAP, green below) or a neutral glow, or off. • Volume profile drawn as a translucent Value Area box (VAL→VAH) with a distinct POC line — kept visually and positionally separate from the fib lines so the two are never confused. • Fibonacci grid (active-leg retracement, plus optional swing-to-swing), with confluence levels marked by a star and a brighter tone. • Signals: trend-shift triangles on VWAP reclaim/loss; solid reversal labels on band rejections; diamonds and connecting lines for σ-distance divergence; a marker on volatility-squeeze release. • Status table (single panel): regime, bias, σ-distance, AVWAP, POC, Value Area, squeeze state, divergence, a reversion stop/target/RR template, a data-health row, multi-timeframe regime agreement, and a built-in legend. • Optional forward projection cone and an optional self-calibration panel that scores how past signals resolved. Anchor modes Rolling (fixed bar window), Swing Low, Swing High, or Dual (auto — anchors to the more recent significant pivot). Pivot detection uses bar-count lookbacks (8/13/21/34/55/89), so the entire tool self-scales to any timeframe. How to use it 1. Read the table first: regime + σ-distance tell you whether price is trending or stretched, and how far from fair value it is. 2. Use the bands as context — near the centerline is fair value; the ±2σ edge is where reversion risk is highest (and the heat fill shades it). 3. Treat reversal labels as fade-the-stretch signals, strongest when the regime is not trending and when a divergence diamond agrees. 4. Use trend-shift triangles (VWAP reclaim/loss) for continuation context. 5. Use fib-confluence stars and the Value Area box / POC as the levels most likely to react. 6. Check multi-timeframe agreement in the table before acting. 7. Optionally turn on the calibration panel to see, on your own symbol and timeframe, how often each signal type has historically followed through. What makes it original • A single shared σ framework: bands, regime, divergence, reversals and risk template all read from one volume-weighted standard-deviation measurement around one anchor, rather than bolting unrelated indicators together. • Reversion-heat channel fill that encodes reversion risk as color density. • Confluence-filtered reversals — band rejections gated by regime/divergence. • Volume profile rendered as a separated zone so it never blends into the fib levels. • A transparent self-calibration panel that scores the script's own signals against a follow-through threshold (descriptive, not a backtest). Key settings • Calculation Source — works on any asset/market; default hlc3, switchable to close, hl2, ohlc4, etc. • Anchor mode and pivot/rolling length. • Inner/outer band multipliers and fill style. • Signal sensitivity, session-open filter, reversal-confirmation strictness. • Table position / text size / legend, and toggles for every module. Notes and limitations • Signals are evaluated on closed bars; the σ-distance divergence confirms a few bars after a pivot by design, so it prints late (this is normal for pivot-based divergence and is not repainting of confirmed history). • Last-bar drawings (profile, fib, projection cone) are redrawn on each new bar and will shift forward — that is expected. • Asset classes / volume: runs on any market and any timeframe. On instruments that carry real volume (stocks, futures, crypto, etc.) the Anchored VWAP, the volume-weighted σ channel, and the Volume Profile (POC / Value Area) are all fully volume-weighted as intended. On feeds with no real volume (e.g. spot forex, some indices / CFDs) the script still works but degrades gracefully: the VWAP becomes a simple anchored mean, the channel uses an unweighted standard deviation, and the profile becomes a time-at-price distribution. The Data row in the table flags this state as "no-vol / DEGRADED" so you always know which mode you are in. • The multi-timeframe dashboard uses higher-timeframe requests; you can turn it off to reduce load. • This is an analysis/visualization tool, not a strategy — it does not place orders and is not optimized or backtested for entries/exits. Disclaimer This script is provided for educational and informational purposes only and is not financial, investment, or trading advice. It does not predict future prices. Markets carry risk and you can lose money. Past behaviour of any signal (including the calibration panel) does not guarantee future results. Always do your own research and consider consulting a licensed financial professional before trading. You are solely responsible for your decisions and their outcomes.
Pine Script® indicator
by Market_Logic_India
HTF Candle Volume Profile [ChartPrime]🔶 OVERVIEW Traders often lose sight of the "big picture" when focused on lower timeframe (LTF) price action. The HTF Candle Volume Profile bridges this gap by projecting Higher Timeframe (HTF) candles—such as Daily or 4-Hour bars—directly onto your current chart. Unlike standard HTF candles, this indicator includes a **built-in Volume Profile for each candle**, revealing exactly where the most trading activity occurred within that specific higher timeframe period. 🔶 KEY CONCEPTS: SYNTHETIC PROJECTION This tool uses a "projection" method, meaning it draws the HTF candles and their profiles to the right of the current price action. This prevents chart clutter and allows you to compare the internal volume structure of the current and previous HTF candles side-by-side. Synthetic Candles: Represents the OHLC (Open, High, Low, Close) of the higher timeframe. Intra-Candle Volume Profile: A horizontal histogram built into the candle body showing volume distribution. Point of Control (POC): The specific price level within the HTF candle that saw the highest volume. 🔶 VISUAL COMPONENTS Projected Candle Slots: You can display up to four candles: * Candle 1 (C1): The currently forming HTF candle (updates in real-time). * Candles 2-4 (C2-C4): The most recent historical closed HTF candles. POC Level Lines: A dashed orange line (customizable) extends from the profile back across your chart, marking the "fairest price" of that HTF period. High/Low Level Lines: Dotted lines marking the extremes of the HTF candles, providing immediate targets for liquidity sweeps or support/resistance. Price Labels: Optional tags that display the exact price of the High, Low, and POC for precise order entry. 🔶 INDICATOR PARAMETERS Timeframe (HTF): Choose the "Anchor" timeframe (e.g., set to "D" while trading on the 15m chart). Profile Bins: Adjust the resolution of the volume histogram. Higher values provide a more granular look at price "nodes." Projection Offset: Moves the projected candles further to the right to keep your current price action clear. Style Controls: Fully customize the colors for bullish/bearish candles and the Point of Control. 🔶 TRADING APPLICATIONS Identifying Institutional Value: The POC of an HTF candle is where "Big Money" is most active. When price returns to a previous HTF POC, it often finds significant support or resistance. Trend Confirmation: Watch the "Migration" of the POC. If the POC of C1 is higher than the POC of C2, the HTF trend is healthily bullish. Targeting Liquidity: The High and Low level lines projected by the indicator act as natural "draws on liquidity." Traders often look for price to sweep these HTF levels before looking for a reversal. 🔶 CONCLUSION The HTF Candle Volume Profile is an essential tool for multi-timeframe analysis. It allows you to see not just *where* price went on a higher timeframe, but *how much business* was conducted at every price point along the way.
Pine Script® indicator
by ChartPrime
5
Smart Mahjong ConceptsSmart Mahjong Concepts NOTICE / DISCLAIMER This architecture is NOT a mere entertainment tool or a superficial game. It is a highly advanced algorithmic volume allocation and multi-state logic simulation engine disguised as a traditional matching framework (Mahjong), specifically designed to test the computational overhead and localized rendering boundaries of Pine Script v6 under live tick conditions. EXECUTIVE SUMMARY This script is deployed as a Proof of Concept (PoC) to demonstrate the extreme limits of Pine Script v6's array processing, state evaluation capabilities, and localized UI rendering. This open-source architecture functions as a rigorous technical benchmark for developers building institutional-grade algorithmic dashboards and multi-state logic controllers directly on TradingView charts. HOW TO PLAY (Mahjong Crash Course & Execution Flow) Since TradingView doesn't allow direct mouse clicks on chart objects, we've engineered a dropdown-based state machine to play the game. Here is how you play and the basic rules of Mahjong: 1. The Goal of Mahjong: Your objective is to draw and discard tiles to complete a 14-tile winning hand. A standard winning hand consists of four "Sets" (3 sequential tiles or 3 identical tiles) and one "Pair" (2 identical tiles). We also support special hands like "Seven Pairs" (7 different pairs) and "Thirteen Orphans" (one of each 1, 9, and honor tile). 2. Available Yaku (Winning Patterns) & Advanced Logic: You need at least one "Yaku" to win. This engine automatically calculates the following built-in Yaku: - Ready Hand (Riichi): Toggle the Riichi switch to declare your hand is 1 tile away from winning. This costs 1,000 points (deducted from your HUD score) and adds +1 Han to your final win. - Dora (Bonus Tile): Check the "Dora Indicator" tile displayed at the top of your HUD. Every matching tile in your winning hand adds +1 Han. - All Simples (Tanyao): A hand with NO 1s, 9s, or Honor/Letter tiles. - Value Tiles (Yakuhai): A set of 3 matching Honor/Letter tiles. - Half Flush (Honitsu): A hand using only one suit plus Honor/Letter tiles. - Full Flush (Chinitsu): A hand using ONLY one suit. - All Triplets (Toitoi): A hand where all 4 sets are identical triplets. - Seven Pairs (Chiitoitsu): Exactly 7 different pairs. - Thirteen Orphans (Kokushi Musou): The legendary hand containing all terminals and honors. 3. Step-by-Step Execution: - Initialization: Apply the script to a chart. The system automatically deals 13 tiles to you and the CPU. - Read Your Hand: Look at the grey index numbers (1 to 14) displayed right below your tiles. - Your First Turn: Open the settings. The Turn 1 parameter is pre-set to "14" (your first drawn tile index) to ensure the engine initializes seamlessly without triggering any unselected or error standby states. If you want to discard a different tile, simply change this dropdown to match the grey index number (1 to 14) of the tile you want to drop. Click OK. - CPU Turn: The moment you hit OK, the engine moves your tile to the River, sorts your hand, and triggers the CPU. The CPU draws, thinks using a retro AI algorithm, and discards. - Subsequent Turns: A new tile is drawn for you. Open settings, go to Turn 2, pick the index of your next discard, and hit OK. Repeat up to Turn 18. - Declaring a Win: When your 14 tiles form a valid hand with at least one Yaku, check the Tsumo (self-draw) or Ron (win on opponent's discard) box at the bottom of the settings. The HUD will lock in your score! (Warning: Checking these without a valid hand results in a "Chombo" penalty). CONFIGURATION & FILTERING OPTIONS - Fixed Screen Table Compression: The layout uses a highly optimized 12-column matrix for discard streams (River arrays). By packing tiles tightly across rows 1-2 (Opponent) and 6-7 (Player), it completely aligns with the horizontal hand width, eliminating redundant dead space. - Hand Guide Indices: Dynamic, real-time index markers (1 to 14) map directly below the Player hand elements. This provides structural input verification, eliminating input errors when executing parameters. - SMC Volume Profile Filtering: A toggle-driven threshold filter isolates significant volume nodes. Users can specify a threshold percentage (0.0% to 100.0%). Any price bucket whose volume does not meet the specified percentage relative to the Point of Control (POC) node volume is skipped during the rendering loop. - Standardized Price Coordination: Every individual row of the Mahjong Volume Profile displays its absolute price boundary, formatted using format.mintick inside structural brackets (e.g., ). The maximum volume bar is automatically prefixed with a distinct 'POC' string asset tracker. SYSTEM CAPABILITIES AND LIMITATIONS Capabilities: 1. Complete Replication of Identical States: Given an identical Game Seed, the script guarantees 100% stable replication of all wall shuffles, initial tile distributions, and CPU discard paths across any device or chart timeframe. 2. Visual Synthesis of Financial Volume Data: The horizontal length of the rendered profile tracks live traded volume metrics pro-rata, allowing traders to confirm institutional support levels while running state logic simulation. 3. Clean Pro-Rata Volume Extraction: Noise reduction filtering eliminates low-volume spikes, cleanly isolating key supply/demand clusters on the chart. Limitations: 1. Strict Monzen (Concealed Hand) Architecture: To preserve absolute computational efficiency and prevent Abstract Syntax Tree (AST) node exhaustion, this engine enforces a strict "Concealed Hand Only" constraints. By omitting open-meld variables (Meelee / Pon, Chii, Kan), the system optimizes recursive backtracking matrix pipelines, shifting the structural meta towards maximizing full-flush and terminal anomalous state logic (e.g., Thirteen Orphans) directly on live charts. 2. No Direct Mouse-Click Tile Interaction: TradingView does not expose coordinate click events to Pine Script. Discards must be executed through parameter dropdowns. 3. No Asynchronous Network Multi-Player: Pine Script lacks external socket capabilities. Synchronization between human players across machines is impossible; gameplay is Player-vs-CPU local simulation. 4. Hardware Object Limits: TradingView enforces a strict cap of 500 max labels/boxes per indicator. Scaling VP resolution too high with filtering off will cause automated visual clipping. ARCHITECTURE & QUANTITATIVE LOGIC (Technical Specifications) 1. Volume Allocation Engine (Pro-Rata Range Overlap Distribution) Instead of simple volume summation based on close prices, the script calculates the exact geometric intersection between each bar's High-Low range and the discrete price bins. Volume is distributed across multiple bins according to the overlap percentage. Let bar high be H, bar low be L, and bar volume be V. Let a specific bin b have an upper bound BinTop and lower bound BinBot. The distributed volume delta dV for bin b from bar i is computed as follows: If H > L: Overlap = max(0, min(H, BinTop) - max(L, BinBot)), Ratio = Overlap / (H - L), dV = V * Ratio. If H = L: BinIdx = floor((H - LL) / BinSize). If BinIdx equals b, dV = V; else, dV = 0. 2. Bounding Box Scaling Algorithm (Localized UI Vector Scaling) Standard label.new() text strings are hard-capped at size.huge (approx. 36px). To override this, vector Unicode strings are injected into a box.new() container. The Y-axis boundaries are mathematically locked using Top = Y + 0.5 and Bottom = Y - 0.5 units. By enforcing a strict coordinate bounding box, the text engine is overridden, forcing the vectors to dynamically scale up to 100px+ relative to the visual layout. 3. Floating Relative Coordinate System To prevent visual collision with candlestick series, the UI baseline is decoupled from absolute historical coordinates via the formula: Base_Y = Close + Global_Shift. 4. Deterministic Pseudo-Random Array Shuffling (LCG Implementation) To eliminate chart repainting, a secure Linear Congruential Generator (LCG) loop reorganizes the 136-element primary array via modulo arithmetic: Swap_Index = (Seed + i * 7) % (i + 1). 5. Trigonometric Color Matrix Generation To eliminate computational rigidity, sine waves handle multi-phase shift conversions for RGB gradients: R = floor(sin(Freq * Index) * 127 + 128). 6. Modular State Evaluation Engine (AST Optimization) To circumvent server-side compilation timeouts, all scoring algorithms are entirely externalized across four custom libraries. INPUT PARAMETERS REFERENCE & CRITICAL WARNINGS - UI Mode: Fixed Screen (Table) / Off for Chart-Linked (Label). Default is false. - Game Seed: Default is 777. The seed for the LCG algorithm. Warning: Changing this value mid-game completely breaks transaction state history. - Declare Riichi: Default is false. Deducts 1,000 pts from the HUD and adds +1 Han to a valid win. - Turn 1 (t1): Default is "14". Pre-set to 14 (the first drawn tile index) to eliminate application-stage state mismatch faults. - Turn 2 to Turn 18 (t2 to t18): Default is "0". Warning: Inputs must be executed sequentially. - Tsumo / Ron (is_tsumo / is_ron): Boolean (bool). Default is false. Warning: Do not toggle both to true simultaneously. - VP Volume Threshold (%) (vp_thresh): Range: 0.0 to 100.0. Default is 20.0. CRITICAL WARNING: Setting filter_vp to true with a very low threshold (e.g., 0.0% to 1.0%) on low-volume assets exhausts the 500 max boxes limit, triggering clipping faults. Keep at 20.0%+ on live charts. ======================================================= 📝 日本語説明（Japanese Description） 注意／免責事項 本アーキテクチャは、単なるエンターテインメントツールや表面的なゲームではありません。ライブティック条件下におけるPine Script v6の計算負荷と局所的レンダリングの限界をテストするために、伝統的なマッチングフレームワーク（麻雀）に偽装した、高度なアルゴリズム出来高按分および多状態ロジックシミュレーションエンジンです。 エグゼクティブ・サマリー 本スクリプトは、Pine Script v6における配列処理、状態評価、および局所的なUIレンダリングの極限を実証するための概念実証モデル（Proof of Concept）です。TradingView上で機関投資家レベルのアルゴリズム・ダッシュボードや多状態ロジックコントローラを構築する開発者に向けた、オープンソースの技術的ベンチマークです。 遊び方とゲームの流れ（麻雀ルール超簡易ガイド付き） TradingViewの仕様上、画面の牌を直接マウスでクリックすることはできません。そのため、設定画面の「プルダウン」を使ってゲームを進めます。麻雀を知らない方でも直感的に遊べるように設計しています。 1. 麻雀のクリア条件（アガリの形） 14枚の牌を使って、「3枚セット×4つ」＋「2枚のペア×1つ」を作るのが基本ルールです。（セット＝連番、または同じ牌3枚）。例外として「ペアを7つ作る（七対子）」などの特殊な形もあります。 2. 実装されている役（ヤク）と拡張ロジック アガるためには「役」が最低1つ必要です。本エンジンは以下の役およびボーナスを自動計算します。 - リーチ (Riichi): テンパイ（あと1枚でアガリ）の時に設定画面でリーチを宣言できます。HUDの点棒が1,000点減り、アガった時に「+1飜（Han）」が加算されます。 - 現物ドラ (Dora): HUDの最上部に「Dora Indicator」としてドラ表示牌が1枚表示されています。アガった時、自分の手牌の中にこの表示牌と「全く同じ牌（現物）」があれば、その枚数分だけ「+X飜」が加算されます。 - 断么九（タンヤオ）: 1、9、字牌を使わず、2〜8の牌だけで作る。 - 役牌（ヤクハイ）: 東南西北白發中のどれかを3枚揃える。 - 混一色（ホンイツ）: 1つの色（例：萬子だけ）と字牌だけで作る。 - 清一色（チンイツ）: 1つの色だけで作る。 - 対々和（トイトイ）: 3枚セットをすべて「同じ牌3枚」で作る。 - 七対子（チートイツ）: 2枚のペアを7種類作る。 - 国士無双（コクシムソウ）: 1、9、字牌の全13種類を揃える最強の役。 3. 対局の進め方 - 初期化: チャートに入れると、自動的に13枚の牌が配られます。 - 手牌の確認: 自分の牌のすぐ下に「1〜14」のグレーの番号が振られています。これが捨てる時の「指定番号」です。 - 1巡目（Turn 1）: 最初のツモ牌が引かれ、手牌が14枚になります。設定画面を開くと、初期エラー状態（インジケーター適用直後の未選択によるスタンドバイ不整合）を構造的に回避するため、`Turn 1` はデフォルトで「14（一番右のツモ牌のインデックス）」がプリセットされています。これにより、適用した瞬間に有効な初期トランザクションが確立されます。もし別の牌を捨てたい場合は、捨てたい牌の下にある番号（1〜14）をプルダウンで選び、「OK」を押します。 - CPUのターン: OKを押した瞬間、選んだ牌が河（捨て場）に移動し、即座にCPUがツモって、レトロなAI思考で最適な牌を捨ててきます。 - 2巡目以降: あなたに新しい牌が配られます。設定画面の `Turn 2` で捨てる番号を選び、OKを押す。これを18巡目まで繰り返します。 - アガリの宣言: 手牌がアガリの形になり、役が完成したら、設定画面の一番下にある `Tsumo（ツモ）` または `Ron（ロン）` にチェックを入れてください。画面中央に役と点数（飜数）がドン！と表示されます。（※役がないのにチェックを入れると「チョンボ」と怒られます）。 構成およびフィルタリングオプション - 固定画面テーブルの凝縮レイアウト: 捨牌（河）の格納に高度に最適化された12列マトリックスを採用。対面とプレイヤーの河を手牌の横幅と完璧に同調させ、画面上の無駄なデッドスペースを完全に排除しました。 - SMCボリュームプロファイルの閾値フィルタ: 出来高ノイズをカットするスイッチ。出来高閾値％を指定し、最大出来高（POC）に対して指定割合に満たない価格帯は描画ループからスキップされ、チャートから完全に非表示になります。 - 精密な価格帯およびPOCの数値可視化: プロファイルの各行の左側に、市場価格座標が format.mintick を用いて正確に計算・ブラケット表示されます（例: ）。POCには専用の識別文字列が付与されます。 システムの技術的限界（達成可能な事項と不可能な事項） 達成可能な事項: 1. 完全決定論的な同一状態の再現: Game Seedが同一であれば、どの端末・時間足でも、完全に同一の山牌、CPU打牌経路がミリ秒単位の狂いもなく100%再現されます。 2. 市場出来高データとの視覚的融合: バックグラウンドのプロファイル横幅は実際の取引高にプロラタ（比例配分）で連動しており、機関投資家のサポート価格帯（POC）を確認しながら状態シミュレーションを進めることができます。 3. ノイズレスな出来高ノードの抽出: 閾値フィルタリングにより、価格アクション上の微小な出来高スパイクをクレンジングします。 不可能な事項: 1. 厳格な門前仕様アーキテクチャ（鳴きの排除）: 絶対的な計算効率を維持し、ASTノードの枯渇を防止するため、本エンジンは厳格な「門前限定制約」を強制しています。鳴き変数（ポン、チー、カン）を省略することで、システムは再帰的なバックトラッキング行列パイプラインを最適化し、清一色や国士無双などの大物手状態ロジックの最大化へと構造的メタをシフトさせています。 2. マウスクリックによる直接的な牌選択: TradingViewの仕様上、画面クリックの座標取得が不可能なため、打牌は設定画面のプルダウンから番号指定で行う必要があります。 3. 非同期ネットワーク通信対戦: Pine Scriptは外部サーバーとのソケット通信機能を備えていません。よって対人ネットワーク対戦は不可能であり、対CPU戦のローカルシミュレーション限定となります。 4. オブジェクト上限による描画の消去: 1つのインジケーターが保持できるオブジェクト数は500個が限界です。プロファイルの行数を極大値に設定しフィルタリングをオフにすると、自動消去（クリッピング）が発生します。 アーキテクチャおよび定量的ロジック（技術仕様） 1. 出来高按分エンジン（プロラタ値幅オーバーラップ配分ロジック） 終値に基づく単純な出来高の加算ではなく、各バーの高値・安値レンジと、事前定義された価格帯ビンとの幾何学的な重複を計算し、そのオーバーラップ率に基づいて出来高を複数のビンへ比例配分（プロラタ処理）します。 H > L の場合：Overlap = max(0, min(H, BinTop) - max(L, BinBot)), Ratio = Overl ap / (H - L), dV = V * Ratio。 H = L の場合：BinIdx = floor((H - LL) / BinSize)。BinIdx が b と等しい場合、dV = V。 2. Bounding Boxスケーリング・アルゴリズム（局所的UIベクタースケーリング） 標準の label.new() は最大サイズが制限されておりチャートの拡大縮小に追従しません。この制限を打破するため、ベクターテキストを box.new() に注入し、Y軸の価格単位（Top = Y + 0.5、Bottom = Y - 0.5）で空間境界を固定。内部レンダリングエンジンを強制オーバーライドし、100pxを超える動的スケーリングを実現します。 3. フローティング相対座標系 静的なインターフェースがローソク足と衝突するのを防ぐため、UIのベースラインを絶対価格から分離する数式：Base_Y = Close + Global_Shift を採用しています。 4. 決定論的疑似乱数による配列シャッフル（LCGの実装） ティック更新におけるリペイントを防ぐため、剰余演算を用いた線形合同法（LCG）アルゴリズムが配列を並び替えます：Swap_Index = (Seed + i * 7) % (i + 1)。 5. 三角関数を利用したRGBカラーマトリックス生成 サイン波による連続的な位相シフト計算を実装し、RGB値を 2 * PI / 3 ラジアン（120度）ずつオフセットさせ、動的なカラーグラデーションを生成します。 6. モジュール化された状態評価エンジン（AST最適化） コンパイルタイムアウトを回避するため、スコアリングロジックは4つのカスタムライブラリへと完全に分散（モジュール化）されています。 全入力パラメーターの仕様と注意事項 - UI Mode: Fixed Screen (Table) / Off for Chart-Linked (Label): デフォルトは false。描画モードの切り替え。 - Game Seed: デフォルトは 777。注意事項: 途中で数値を変更すると再シャッフルされ、整合性が破壊されます。 - Declare Riichi: デフォルトは false。リーチ宣言。HUDから1,000点を減算し、アガリ時に+1飜を加算します。 - Turn 1 (t1): 初期値は "14"。インジケーター適用時のエラーを防止するため、デフォルトで14番目の要素（ツモ牌）が選択されています。 - Turn 2 〜 Turn 18 (t2 〜 t18): 初期値は "0"。注意事項: パラメーターは必ず順番通りに入力してください。 - Tsumo / Ron: 和了宣言スイッチ。注意事項: 同時に両方を true に設定しないでください。 - VP Volume Threshold (%) (vp_thresh): デフォルトは 20.0。 【重大な警告】 流動性の低い相場で filter_vp を true にしつつ、vp_thresh を極めて低い値（0.0%〜1.0%等）に設定すると、TradingViewの「500個のBox/Label制限」を瞬時に突破し、描画が完全に消失するクリッピングバグが誘発されます。実戦チャートでは必ず「20.0%」以上に設定してください。
Pine Script® indicator
by ALT_analyst
Sessions Flow [Cartel Console] Sessions Flow # Overview Sessions Flow is a session-based market activity visualization tool designed to provide a detailed view of how trading volume is distributed throughout the major global forex and index trading sessions. Rather than displaying volume as a single aggregated value, the indicator breaks each session into multiple price levels and visualizes where trading activity was concentrated during that session. This allows traders to study session structure, identify high-participation and low-participation areas, and compare how different sessions interact with price. The indicator automatically tracks and analyzes the four major trading sessions: • Sydney Session • Tokyo Session • London Session • New York Session Each session is processed independently and displayed directly on the chart using volume distribution heatmaps, volume profiles, Point of Control calculations, and Value Area measurements. --- # Core Features ## Session Detection The indicator automatically identifies the start and end of each selected trading session and creates a dedicated session structure on the chart. Users can enable or disable individual sessions and customize session times according to their preferences. Supported sessions include: • Sydney • Tokyo • London • New York --- ### Session Heatmap Each session contains a heatmap that displays the relative distribution of trading activity throughout the session range. The heatmap highlights: • Areas with greater participation • Areas with moderate participation • Areas with lower participation This provides a quick visual overview of where the market spent the most and least volume during a session. Heatmap density and transparency settings can be fully customized. --- ### Session Volume Profile For every session, the indicator constructs a volume profile based on price distribution inside the session range. The profile is displayed as a side histogram showing how activity was distributed vertically across different price levels. This can help traders observe: • High-volume areas • Low-volume areas • Session acceptance regions • Session rejection regions The profile width and display settings are adjustable. --- ## Point of Control (POC) The Point of Control represents the price level that accumulated the highest amount of volume during a session. The indicator automatically calculates and plots the POC for each completed session. POC levels often serve as useful reference points when reviewing historical session activity and market structure. --- ### Value Area Analysis The indicator calculates a configurable Value Area based on the percentage of session volume selected by the user. Displayed levels include: • Value Area High (VAH) • Value Area Low (VAL) These levels help visualize the region where the majority of session activity occurred. The default setting uses a 70% Value Area, but users may customize this value. --- ### Historical Session Management To maintain chart performance, the indicator includes controls for: • Maximum detailed sessions displayed • Historical session lookback period • Simplified rendering of older sessions Recent sessions can retain full heatmap and profile information while older sessions transition into lightweight background structures. This allows extensive historical analysis without excessive chart clutter. --- ### Active Session Dashboard A built-in dashboard displays the currently active trading sessions in real time. The dashboard provides: • Active session names • Live session status indicators This makes it easy to determine which global markets are currently open without leaving the chart. --- ## Customization Options The indicator includes a wide range of configurable settings: ### Session Settings • Individual session visibility • Custom session times ### Heatmap Settings • Heatmap resolution • Number of price bins • Density visualization controls ### Volume Profile Settings • Histogram width • Detailed session limits ### Value Area Settings • Value Area percentage • VA visibility controls ### Styling Settings • Session colors • Border transparency • Historical session appearance • Dashboard position --- ## Intended Usage Sessions Flow is designed for traders who want to study how market activity develops during different trading sessions. It can be used for: • Session analysis • Market structure observation • Historical session review • Volume distribution study • Contextual chart analysis The indicator focuses on visualization and analysis rather than signal generation. --- ## Disclaimer This indicator is intended for educational and analytical purposes only. It does not provide financial advice, trading recommendations, or guaranteed outcomes. Trading involves risk, and users should perform their own analysis before making trading decisions.
Pine Script® indicator
by CartelConsole
Footprint Liquidity Imbalance Framework [PakunFX]Footprint Liquidity Imbalance Framework Footprint Liquidity Imbalance Framework is a structural market analysis tool designed to visualize liquidity imbalance behavior using footprint delta, candle rejection structure, and contextual price positioning. The framework focuses on identifying situations where aggressive participation is absorbed or rejected, helping traders observe potential liquidity interaction and liquidity interaction zones. This script is intended for educational and analytical purposes only. ━━━━━━━━━━━━━━━━━━ ■ Core Framework The framework combines multiple analytical layers including: Footprint delta imbalance Candle rejection structure POC positioning Value Area context Volatility-adjusted imbalance conditions Rather than functioning as a standalone prediction system, the script is designed to help traders visually interpret changing market participation conditions. ━━━━━━━━━━━━━━━━━━ ■ Delta Imbalance Analysis The script evaluates abnormal delta expansion relative to historical delta behavior. Positive and negative delta conditions are analyzed together with candle structure in order to identify potential absorption behavior rather than simple directional momentum. This framework focuses on situations where aggressive market participation may show reduced directional continuation. ━━━━━━━━━━━━━━━━━━ ■ Candle Rejection Structure The framework evaluates: Upper wick rejection Lower wick rejection Body-to-range ratio Relative candle acceptance behavior These conditions are used as structural context filters to reduce weak imbalance conditions. ━━━━━━━━━━━━━━━━━━ ■ POC and Value Area Context The script dynamically visualizes: Point of Control (POC) Value Area High (VAH) Value Area Low (VAL) These areas are used as contextual liquidity reference zones rather than predictive levels. The framework is designed to help traders understand how price interacts with active liquidity concentration areas. ━━━━━━━━━━━━━━━━━━ ■ Contextual Market Layer The displayed markers represent contextual imbalance conditions derived from: Delta behavior Price rejection structure POC positioning Relative candle acceptance These markers are intended as analytical references and should not be interpreted as predictive outcomes. ━━━━━━━━━━━━━━━━━━ ■ Intended Usage This framework is designed for traders interested in: Liquidity analysis Footprint behavior Market structure context Volume imbalance observation Discretionary analysis workflows Recommended usage includes high-liquidity markets and structure-based analytical environments. ━━━━━━━━━━━━━━━━━━ ■ Notes This script is intended for educational and structural analysis purposes. Results may vary depending on market conditions and timeframe selection. The framework does not guarantee profitability or predictive accuracy. This tool should be used as part of a broader analytical process.
Pine Script® indicator
by PakunFX
Aurora Compass [JOAT]Aurora Compass Aurora Compass is a higher-timeframe volume-profile overlay with smart-money-weighted bin coloring, Point of Control (POC) tracking, Value Area High / Value Area Low boundaries, top-three High Volume Node (HVN) full-chart-width zones, low-volume node markers, liquidity-sweep detection with persistent price labels, an inter-interval POC drift trail, profile imbalance and HVN-rotation alerts, and a right-side 21-segment bias compass. What makes it different Traditional volume profile shows raw volume distribution. Aurora Compass weights each candle's contribution by a normalized Negative Volume Index delta, emphasising bars where institutions tend to transact (NVI-up days). The result highlights levels of smart-money concentration, not just raw turnover. Full-chart-width HVN zone boxes (not just thin borders) make the top three nodes obvious across the entire visible price history. Value Area High and Value Area Low are computed and drawn. The price boundaries that bracket 70% of profile volume. These are first-class horizontal levels with right-edge labels. An inter-interval POC drift trail draws a line from each interval's POC midpoint to the next, colored by direction. You can read multi-day POC migration at a glance. Liquidity sweeps are detected when price wicks beyond an HVN and the candle body closes back through. The script prints a persistent price label, not just a marker. How it works Higher-timeframe rollover is detected via ta.change(htfTf). No request.security is used. The profile is constructed from local bars within the interval. The price range within the active interval is binned into res slices. For each bin, the script accumulates total volume and smart-money-weighted signed volume. POC is the bin midpoint with the maximum total volume. Value Area is computed by expanding outward from POC until cumulative volume reaches 70%. Top three bins by volume become HVNs. Bottom three become LVNs, where breakouts tend to accelerate through low-resistance areas. Sweep markers fire when a wick pierces an HVN boundary and the body closes the other side. POC drift in ATR units is tracked across interval boundaries. Imbalance is the absolute net signed volume divided by total volume. Reading the chart Heatmap boxes for each bin, transparency-modulated by relative volume share. Smart-money weighting tints them mint or red according to net flow direction. POC dashed horizontal line extends across the visible chart with a right-edge price label that includes the inter-interval drift in ATR units. VAH and VAL dashed lines with right-edge labels. Three HVN full-width zones with right-edge price and volume labels. Three LVN border-only highlights (visually distinct from filled HVN). HTF interval boundary dotted vertical lines (capped to last 20 intervals). Per-interval sentiment timeline labels above each historical interval's high. Liquidity sweep labels at sweep wicks (for example SWEEP 4520.50). Inter-interval POC drift trail (capped to last 10 segments). Right-side 30-segment vertical bias gauge with horizontal sight-line and pointer label. Signals Bullish / bearish liquidity sweep Bullish / bearish POC drift HVN touch HVN rotation (top-3 ordering changed between intervals) Profile imbalance bull / bear (net signed volume crosses the threshold) VAH / VAL touch and Value Area reclaim (up / down breakouts) All gated on barstate.isconfirmed or barstate.ishistory. No future references. Inputs HTF Profile : higher timeframe selector, profile resolution, intensity scale, show heatmap, show POC, show HVN. Cross-Interval : HTF interval markers, sentiment timeline, POC trail, LVN bands, sweep labels, gauge, sentiment label, Value Area, HVN zones, imbalance threshold. Sweep : detection toggle. Visual : bullish / bearish colors, intensity scale. Dashboard : position, size. How traders use this HVN reactions : the top-three HVN zones are the levels most likely to attract price retests. Look for rejections or breakouts at these levels. LVN acceleration : when price enters a low-volume bin, expected travel speed is faster. These are thin-air zones useful for measured-move targets. Sweep then reclaim : a bull sweep where price wicks below an HVN and closes above is a classic stop-hunt-then-reverse pattern. POC drift : a series of mint trail segments showing upward POC migration across multiple HTF intervals is a structural up-trend signal independent of price action on the LTF. Value Area : trading within Value Area is range / rotation behavior. Trading outside is trend / discovery behavior. Limitations The profile is built from local LTF bars within an HTF interval. Resolution and quality scale with how many LTF bars fit in the HTF window. Daily HTF with 1-minute LTF gives the richest profile. Smart-money weighting via NVI is a proxy. It is not a substitute for true tick-level order-flow data. HVN / LVN selection is recomputed each bar and may shift as new volume arrives within an interval. Once the interval closes the profile is locked. For very illiquid instruments the profile is sparse and the levels are less informative. Compatibility Pine Script v6 open-source indicator. Any symbol with volume data. HTF must be strictly higher than the chart timeframe. No external request.security calls. Non-repainting: signals fire on confirmed bars. Defaults Daily HTF, 30 bins, mint / red palette, top-right medium dashboard. For higher resolution increase the bin count. For noisier instruments raise the imbalance threshold.
Pine Script® indicator
by officialjackofalltrades
2
Swing Gradient TPOs [BOSWaves]Swing Gradient TPOs - Swing-Anchored Time Price Opportunity Profiles with Gradient Chronology and Single Print Detection Overview Swing Gradient TPOs is a swing-anchored market profile system that constructs Time Price Opportunity profiles within each detected swing range, where letter assignment, gradient coloring, POC identification, and single print detection are driven by chronological time period progression across the swing rather than fixed session boundaries or arbitrary time windows. Instead of applying TPO profiles to calendar sessions or user-defined time blocks, this system anchors each profile to the confirmed swing structure of the instrument itself, building a complete letter-by-letter participation map for every swing from high to low and low to high. Each time period within the swing receives a sequential alphabetical letter, and those letters are colored using a configurable gradient that visually encodes the chronological progression of price activity from swing origin to completion. This creates a profile framework that reflects how participation distributed across price within each structural swing rather than within arbitrary time containers. The gradient coloring reveals whether price visited certain levels early or late in the swing's development, the POC identifies the price level with the greatest time-based participation, the value area captures the range containing the configured percentage of total activity, and single print zones mark levels touched by only a single time period and project them forward as potential reaction areas until price revisits them. Price structure and participation distribution are therefore evaluated together, with each swing producing a self-contained profile that answers both where price spent time and when within the swing that activity occurred. Conceptual Framework Swing Gradient TPOs is founded on the principle that TPO-based market profile analysis becomes structurally meaningful when profiles are anchored to confirmed swing boundaries rather than to session times that carry no relationship to the instrument's actual directional behavior. Traditional market profile approaches build TPO distributions within daily or weekly sessions, which imposes a time container on the data that is independent of how price is actually behaving structurally. This framework replaces session-based profile construction with swing-event-driven profile building, where each profile begins at a confirmed swing extreme and ends at the next confirmed swing extreme in the opposing direction, ensuring the participation map covers exactly one complete directional structural move. Three core principles guide the design: TPO profiles should be anchored to swing structure rather than calendar time, ensuring each profile captures participation within a single directional move rather than across an arbitrary time boundary that may span multiple structural events. Gradient coloring should encode chronological letter progression visually, revealing whether price visited particular levels early or late in the swing rather than treating all activity within the swing as temporally equivalent. Single print zones represent structurally significant levels visited by only one time period and should be projected forward as active reference areas until price returns to test them, at which point reclaim or rejection behavior provides actionable signal context. This shifts market profile analysis from session-container-based participation tracking into swing-anchored structural profile construction with gradient-encoded temporal intelligence and forward-projecting single print monitoring. Theoretical Foundation The indicator combines swing high and low detection through highest and lowest lookback comparison, alphabetical letter assignment by configurable TPO timeframe period, three-color gradient interpolation for chronological letter coloring, POC identification through maximum TPO count per price bin, value area expansion from POC outward, single print detection and forward projection, and retest signal generation when price sweeps and reclaims a single print zone. Swing detection tracks whether the most recent extreme high or low is the highest or lowest reading in the lookback window, registering a swing point when price rotates away from a prior extreme. TPO letter assignment maps each bar within the swing to a time period based on the ratio between the chart timeframe and the configured TPO timeframe, with sequential alphabet letters A through Z then a through z assigned chronologically across the swing's duration. Gradient coloring maps each letter's alphabetical index to a position along a three-stop gradient, producing a color sequence that progresses from swing start to swing end. Price bins are calculated from the swing range divided into segments sized relative to recent ATR, with each bin's letter count determining POC and value area membership. Four internal systems operate in tandem: Swing Detection Engine : Tracks highest and lowest readings over the configurable lookback window, registering confirmed swing highs and lows when price rotates away from prior extremes and triggering profile construction on each swing direction change. TPO Profile Builder : Assigns sequential alphabetical letters to time periods within each swing, maps each bar's high and low range to the appropriate price bins, accumulates letter strings and counts per bin, and derives POC and value area from the resulting distribution. Gradient Chronology Engine : Maps each letter's sequential index to a position along a configurable three-stop gradient, producing coloring that encodes when within the swing each price level was visited rather than applying uniform directional color across the entire profile. Single Print Detection and Signal System : Identifies price bins touched by exactly one time period letter, projects those zones forward as extended boxes until price revisits them, monitors for sweep-and-reclaim behavior with configurable cooldown, and generates directional retest signals when qualifying conditions are met. This design allows each swing to produce a complete participation profile with temporal depth encoded visually, while structurally significant single print zones remain active as forward reference areas with signal generation capability. How It Works Swing Gradient TPOs evaluates price through a sequence of structure-aware and profile-building processes: Swing Direction Tracking : On each bar, price is compared against the highest high and lowest low over the configured lookback. When the current high matches the lookback high, the swing is classified as transitioning to a downswing. When the current low matches the lookback low, it is classified as transitioning to an upswing. Swing Point Registration : When price rotates away from a prior extreme, the swing point price and bar index are recorded for both highs and lows independently, maintaining the most recent confirmed swing high and low as profile anchors. Profile Build Trigger : When swing direction changes, a profile build is triggered using the recorded swing high and low as boundaries, constructing the complete TPO distribution for the completed swing. Price Bin Calculation : The swing range is divided into bins sized relative to a smoothed ATR-derived tick amount, capped at 80 bins to maintain visual clarity and computational efficiency. Letter Assignment and Accumulation : Each bar within the swing is mapped to a time period letter based on the ratio of the configured TPO timeframe to the chart timeframe. For each bar, its high and low determine which price bins it touches, and the period letter is appended to each qualifying bin's letter string if not already present. POC Identification : The bin with the greatest accumulated letter count is identified as the Point of Control, representing the price level with the most time-based participation across the swing. Value Area Expansion : Starting from the POC bin, the value area expands outward by adding the adjacent bin with the greater letter count, continuing until the accumulated count reaches the configured value area percentage of total swing activity. Gradient Color Mapping : Each letter's alphabetical index is divided by the maximum period index to produce a normalized position along the three-stop gradient, assigning colors that progress from the gradient start color early in the swing to the gradient end color late in the swing. Single Print Identification and Projection : Bins with exactly one letter in their string are classified as single prints and, when the extension setting is enabled, receive forward-projecting zone boxes that extend rightward on each bar until price enters the zone. Single Print Sweep and Reclaim Detection : When price enters a single print zone the zone is marked as swept. If price then exits the zone in the opposing direction and closes beyond the zone boundary with sufficient cooldown observed, a directional retest signal is generated. Real-Time Profile Rendering : On the last bar, the developing swing from the most recent confirmed extreme to current price is rendered as a live TPO profile that updates with each new bar, providing a continuously refreshing participation map for the current incomplete swing. Together, these elements form a continuously updating swing profile system where each completed swing produces a gradient-encoded participation map, single print zones project forward as active structural references, and retest signals identify price reclaims of structurally thin areas. Interpretation Swing Gradient TPOs should be interpreted as a swing-anchored participation distribution system with temporal depth encoding and forward-projecting structural reference zones: TPO Letter Boxes : Each lettered box represents a single time period's visit to that price level within the swing. The letter itself identifies which time period made the visit, and the gradient color reveals where in the swing's chronological sequence that period falls. Gradient Coloring : The gradient progression from swing start to swing end colors early-swing activity in the gradient start color and late-swing activity in the gradient end color, visually encoding whether price visited each level early or late in the structural move. Point of Control (POC) : The horizontal line through the price level with the most accumulated TPO letters represents the level where price spent the greatest amount of time within the swing, acting as a gravitational reference for the swing's dominant auction zone. Value Area : The vertical line at the swing origin spanning the value area high and low with dotted horizontal boundary projections marks the price range containing the configured percentage of total swing TPO activity, identifying the zone of concentrated acceptance during the swing. Single Print Zones (Highlighted) : Price bins touched by exactly one time period letter are visually distinguished within the profile, indicating levels that price passed through quickly without sustained participation, representing structurally thin areas vulnerable to future reaction. Single Print Extensions (Projected) : When extension is enabled, single print zones project forward as shaded boxes beyond the swing boundary, maintaining active visual reference until price revisits the zone and the extension is consumed. Retest Signals : Arrow signals generated when price sweeps through an extended single print zone and then reclaims it by closing beyond the zone boundary, identifying potential continuation opportunities at structurally thin levels that have now been tested and defended. Real-Time Profile : The developing profile on the current incomplete swing updates continuously with each new bar, providing a live participation map anchored to the most recent confirmed swing extreme using the same gradient, POC, and value area logic as completed historical swings. POC location, value area boundaries, gradient temporal distribution, and single print zone positioning collectively provide more structural and participatory intelligence than any element in isolation. Signal Logic & Visual Cues Swing Gradient TPOs presents two retest signal types derived from single print zone interaction: Bullish Single Print Reclaim : Generated when price sweeps into a bullish single print zone from an upswing and subsequently closes above the zone's upper boundary, indicating the structurally thin area has been swept and reclaimed with bullish resolution. Bearish Single Print Rejection : Generated when price sweeps into a bearish single print zone from a downswing and subsequently closes below the zone's lower boundary, indicating the structurally thin area has been swept and rejected with bearish resolution. Both signal types require the zone to have been swept before reclaim or rejection can register, and a configurable cooldown enforces minimum bar separation between consecutive signals to prevent clustering during active zone interaction. Alert generation covers completed swing high and swing low events as well as bullish and bearish single print reclaim signals for systematic structural and zone-based monitoring workflows. Strategy Integration Swing Gradient TPOs fits within market profile-informed and structure-based participation analysis approaches: POC Reaction Trading : Monitor price behavior when it returns to a prior swing's POC level. The POC represents the most accepted price within the swing and frequently acts as a reference for future support, resistance, or reversion behavior. Value Area Boundary Framing : Use value area high and low projections as structural boundary references, with price outside the value area representing potential imbalance and price returning to the value area suggesting reversion toward prior acceptance. Single Print Zone Trading : Use extended single print zones as anticipatory structural references, monitoring price behavior on approach for the sweep-and-reclaim or sweep-and-reject patterns that trigger retest signals. Gradient Temporal Analysis : Use gradient distribution within each swing to assess whether participation at key levels occurred early or late in the move. Heavily late-swing activity at a level suggests climactic behavior, while early-swing concentration may indicate initial acceptance or rejection zones. Real-Time Profile Monitoring : Use the developing live profile to assess current swing participation distribution in real time, identifying emerging POC levels and single prints within the active structural move before it completes. Multi-Swing Profile Comparison : Compare POC locations, value area widths, and single print density across successive swings to assess whether participation is concentrating or dispersing as the broader trend develops. Technical Implementation Details Swing Detection : Highest and lowest lookback comparison with direction tracking and confirmed extreme registration on price rotation TPO Construction : Alphabetical letter assignment by timeframe-ratio-derived period with per-bin letter string accumulation and count tracking Profile Analytics : Maximum count POC identification, outward value area expansion to configurable percentage threshold, and single print bin classification Gradient Engine : Three-stop gradient interpolation with letter index normalized to maximum period for chronological color mapping Single Print System : Array-managed forward-projecting zone boxes with sweep state tracking, reclaim direction testing, and cooldown-gated signal generation Real-Time Rendering : Last-bar-triggered live profile construction rebuilding on every bar update with independent box and line arrays cleared and redrawn each render cycle Visualization : Per-letter TPO boxes with gradient, POC, and value area coloring, POC dual-line overlay, value area vertical and horizontal boundary lines, single print zone extensions, and retest signal arrows Performance Profile : Optimized with calc_bars_count and max_bars_back configuration and array size caps for object management across extended histories Optimal Application Parameters Timeframe Guidance: 1 - 5 min : Intraday swing profile mapping with shorter swing length and faster TPO timeframe for responsive participation tracking within intraday structural moves 15 - 60 min : Session-level swing profile analysis with balanced swing length and TPO timeframe producing meaningful letter distributions across typical session swings 4H - Daily : Swing-level structural participation mapping with longer swing detection and higher TPO timeframe for profiles that reflect multi-day directional move participation Suggested Baseline Configuration: Swing Length : 12 TPO Timeframe : 30 Box Width : 2 Show POC : Enabled Show Value Area : Enabled Value Area % : 70 Gradient Preset : Sunset Highlight Single Prints : Enabled Extend Single Prints : Enabled Show Retest Signals : Enabled Signal Cooldown : 5 These suggested parameters should be used as a baseline; their effectiveness depends on the instrument's swing frequency, typical swing range, and preferred profile granularity, so fine-tuning is expected for optimal performance. Parameter Calibration Notes Use the following adjustments to refine behavior without altering the core logic: Swings too frequent : Increase Swing Length to require more bars on each side of an extreme before it registers as a confirmed swing point, filtering minor oscillations and producing fewer, more structurally significant profiles. Swings too infrequent : Decrease Swing Length toward 10 for more sensitive swing detection, producing profiles on smaller structural moves within the overall trend. Too few letters per profile : Decrease TPO Timeframe to assign letters to shorter time periods, increasing letter density within each swing and producing more granular participation distributions. Too many letters cluttering the profile : Increase TPO Timeframe so each letter covers a longer period, reducing letter density and producing cleaner, more readable profiles on the target timeframe. Profile bins too coarse : The bin count derives from the swing range divided by a smoothed ATR-based tick size. On instruments with large typical bar ranges relative to the swing, the profile may appear coarse. Consider using a higher timeframe chart or adjusting swing length to capture larger swings with more granular bin resolution. Too many single print signals : Increase Signal Cooldown to enforce greater bar separation between consecutive retest signals, or increase Swing Length to produce swings with fewer single print zones through greater overall participation density. Single print extensions cluttering the chart : Disable Extend Single Prints to remove forward projection boxes while retaining single print highlighting within the historical profile, or reduce Max Zones (capped internally at 50) by allowing older zones to naturally expire as price revisits them. Adjustments should be incremental and evaluated across multiple session types rather than isolated market conditions. Performance Characteristics High Effectiveness: Trending markets with clear directional swings where each profile captures a single sustained move and produces meaningful POC and value area levels that serve as ongoing structural references Instruments with sufficient intrabar participation where TPO letter accumulation produces well-distributed profiles with identifiable concentration zones rather than sparse single-print-dominated structures Market profile-based trading approaches that benefit from swing-anchored rather than session-anchored participation context, aligning profile boundaries with actual structural events Single print zone strategies where structurally thin levels within completed swings provide anticipatory reference areas for future price reactions with defined signal criteria Reduced Effectiveness: Choppy, low-range markets where frequent swing direction changes produce thin profiles with minimal letter accumulation and limited POC or value area differentiation Extremely fast-moving instruments where swing ranges are so large relative to the TPO timeframe that letters are thinly distributed across a wide range, reducing profile interpretive value Low-liquidity instruments where participation is insufficient to produce meaningful time-at-price distributions, resulting in profiles dominated by single prints with no identifiable acceptance zones Markets where the relationship between swing structure and participation distribution is inconsistent, reducing the reliability of POC and value area levels as structural references across successive swings Very short timeframe charts where the ratio between chart timeframe and TPO timeframe produces insufficient letter differentiation to build interpretable profiles within typical swing durations Integration Guidelines Confluence : Combine with BOSWaves structural tools, order flow analysis, or momentum indicators to validate POC and value area reactions with broader analytical context before acting on profile-based reference levels POC Migration Awareness : Track whether POC levels across successive swings are migrating higher, lower, or remaining stable as a secondary indicator of directional participation bias beyond raw trend direction Single Print Zone Patience : Allow single print zones to extend and be approached naturally rather than anticipating reactions prematurely. The sweep-and-reclaim or sweep-and-reject sequence that triggers signals requires zone interaction to complete before directional evidence is confirmed. Gradient Reading : Use gradient distribution within profiles to contextualize POC and value area location. A POC formed late in the gradient sequence suggests late-swing acceptance, potentially indicating exhaustion. An early-forming POC suggests early directional commitment that may carry more structural weight. Real-Time Profile Monitoring : Treat the live developing profile as probabilistic rather than confirmed. POC and value area locations in the real-time profile will shift as new bars are added and should be interpreted as dynamic rather than fixed until the swing completes and the historical profile is committed. Disclaimer Swing Gradient TPOs is a professional-grade swing-anchored market profile and structural participation analysis tool. It uses TPO letter accumulation with gradient chronology encoding and single print zone projection but does not predict future price movements. Results depend on market conditions, instrument participation characteristics, parameter selection, and disciplined execution. BOSWaves recommends deploying this indicator within a broader analytical framework that incorporates momentum context, order flow analysis, and comprehensive risk management.
Pine Script® indicator
by BOSWaves
Elaris Candle Liquidity POC Pro# Elaris Candle Liquidity POC Pro Elaris Candle Liquidity POC Pro is an advanced candle-level liquidity and volume concentration indicator designed to help traders identify where the market executed the highest amount of activity inside individual candles. Instead of treating a candle as a single price bar, the indicator analyzes internal price distribution and estimates where the majority of trading volume was concentrated. These liquidity concentration levels are displayed directly on the chart as clean bullish and bearish POC (Point of Control) levels. The result is a lightweight micro-volume profiling system that helps traders visualize: • High-interest liquidity prices • Strong reaction levels • Potential support and resistance areas • Untested liquidity zones • Retest opportunities • Aggressive buying and selling pressure inside candles The indicator uses optional lower timeframe precision to improve internal candle analysis while remaining optimized for real-time chart performance. ━━━━━━━━━━━━━━━━━━ FEATURES ━━━━━━━━━━━━━━━━━━ • Candle-Level Liquidity Profiling Analyzes each candle internally to estimate the most active traded price zone. • Bullish & Bearish Liquidity Detection Green levels highlight bullish liquidity concentration while red levels highlight bearish concentration. • Untested Liquidity Tracking Important liquidity levels can extend forward until price revisits and tests them. • Liquidity Retest Signals Optional retest markers appear when price revisits strong liquidity zones. • Strength Scoring System Each liquidity level is scored using concentration and relative volume strength. • Lower Timeframe Precision Mode Uses lower timeframe candles to improve volume distribution estimation inside each candle. • Smart Filtering Reduce noise by filtering weak liquidity candles and focusing on stronger institutional-style activity. • Liquidity Zones Optional shaded micro-zones help visualize reaction areas around major POCs. • Built-In Dashboard Simple dashboard and legend help users understand current liquidity conditions directly on chart. ━━━━━━━━━━━━━━━━━━ HOW TO USE ━━━━━━━━━━━━━━━━━━ • Strong bullish liquidity levels may act as support or accumulation zones. • Strong bearish liquidity levels may act as resistance or distribution zones. • Untested levels can remain important until price revisits them. • Retest signals may help identify continuation or rejection opportunities after liquidity interaction. • Higher concentration percentages often indicate stronger market participation at a specific price level. This tool is designed to complement price action, structure analysis, and risk management — not replace them. ━━━━━━━━━━━━━━━━━━ NON-REPAINTING ━━━━━━━━━━━━━━━━━━ This indicator is designed to be non-repainting. Liquidity levels are only confirmed and plotted after candle close. ━━━━━━━━━━━━━━━━━━ IMPORTANT NOTES ━━━━━━━━━━━━━━━━━━ • Internal volume distribution is estimated using available chart and lower timeframe data. • Lower timeframe precision depends on TradingView data availability. • This indicator does not predict future price direction. • No indicator guarantees profitable trades or future performance. Always use proper risk management and personal confirmation before entering trades. ━━━━━━━━━━━━━━━━━━ BEST USE CASES ━━━━━━━━━━━━━━━━━━ • Crypto Futures • Scalping • Intraday Trading • Liquidity-Based Trading • Price Action Trading • Volume Analysis • Support & Resistance Mapping • Session Trading
Pine Script® indicator
by ElarisGroup
Live Footprint Center Frame📊 Live Footprint Center Frame Live Footprint Center Frame is a footprint-style chart overlay designed to help traders study candle-by-candle volume behavior directly on the main chart. The script displays centered footprint frames around candles and breaks each candle into multiple price slots so volume structure can be viewed more clearly. 🔎 What It Does The script visualizes estimated internal candle activity using lower-timeframe OHLCV data. It displays price-slot volume, delta behavior, POC, value area, imbalance markings, absorption-style highlights, delta bars, POC trail, and a compact HUD panel for quick market structure reading. Key visual elements include: • Footprint-style candle frames • Price-slot volume ladder • Estimated ask/bid style cell values • Positive and negative delta coloring • POC highlight • Value Area highlight • Imbalance arrows • Absorption-style border highlights • Small delta bar below candles • POC trail between candles • Compact HUD with ASK, BID, DEL, POC, VA, VOL, CVD, and bias information 🧠 General Logic Live Footprint Center Frame uses lower-timeframe OHLCV data to approximate how volume is distributed inside each candle. The script divides the candle range into price slots, distributes lower-timeframe volume across those slots, and then calculates estimated delta, total volume, POC, value area, and balance information. This is not true exchange-level bid/ask footprint data. It is an educational footprint-style approximation based on the data available through TradingView. 📌 Why It Is Useful This tool can help traders study more than just candle open, high, low, and close. It gives a clearer visual view of where volume activity is concentrated inside the candle and how that activity changes from candle to candle. It can be useful for observing: • Where volume is concentrated • How POC shifts between candles • Whether delta supports or disagrees with price movement • Where value area develops inside the candle • Whether activity appears balanced or imbalanced • Possible absorption-style areas • Short-term volume structure around important price zones 🎨 Visual Reading Guide Green-style cells show stronger positive delta behavior. Red-style cells show stronger negative delta behavior. Orange areas highlight the POC zone. Blue-style areas highlight the value area. Yellow borders can show absorption-style conditions. Small delta bars below candles show candle delta direction and strength. The HUD gives a quick summary of ASK, BID, DEL, POC, VA, VOL, CVD, and bias. 🧭 How To Use 1. Add the script to a clean chart. 2. Use intraday charts for clearer footprint-style reading. 3. Watch the POC area to see where the highest slot volume appears. 4. Compare candle delta with candle direction. 5. Use value area to understand where most candle activity is located. 6. Use imbalance and absorption highlights as context only. 7. Check the HUD for a quick summary of current candle conditions. 8. Combine this with market structure, support and resistance, liquidity zones, and proper risk management. ⚙️ Settings Overview Lower timeframe precision controls the lower timeframe data used for the footprint approximation. Closed bars to keep controls how many previous footprint candles remain visible. Price slots per candle controls how many horizontal volume rows appear inside each candle. Cell text controls whether cells show volume, delta, delta percentage, or estimated ask/bid style values. Frame width adjusts the centered footprint frame width around each candle. Live candle update allows the active candle footprint to update while the candle is forming. POC trail connects POC movement between candles. Value Area highlights the main volume zone. Imbalance ratio controls imbalance sensitivity. Absorption slot volume percentage controls absorption-style highlighting. HUD settings control the compact panel position and visibility. Color settings allow visual customization of bullish, bearish, neutral, POC, value area, frame, and delta elements. ⚠️ Limitations This script uses TradingView-available OHLCV data and lower-timeframe calculations. It does not access true exchange order book data or true bid/ask footprint data on most symbols. Values can vary depending on symbol, timeframe, lower-timeframe availability, volume quality, and chart settings. The live candle can update while it is still forming. Confirmed candles are more stable than the active candle. ✅ Educational Use Only This script is provided for educational market analysis and visual order-flow style study. It does not provide financial advice, guaranteed results, or automatic trade decisions. Traders should use proper risk management and combine this information with their own analysis.
Pine Script® indicator
by Lokka_Algo
Simple MA TPO Simple MA TPO ■Description ■Concept & Purpose This indicator was developed with a single core concept: to discover the "true power" and foster a deeper understanding of the Time Price Opportunity (TPO) profile—often considered a super-tool in market analysis. By combining traditional TPO mechanics with market gravity (Moving Averages), this script aims to provide traders with a clearer, more visual representation of value and price deviation over time. ■Originality & How It Works While traditional TPO profiles use letters (A, B, C...) to denote time periods and static colors for volume/time areas, this script introduces two highly original mechanics to add value to the community: Sequential Numbering: Instead of letters, each TPO block is numbered sequentially (1, 2, 3...) based on its formation order. This drastically simplifies reading the flow of time within a session. MA Deviation Gradient Coloring: The most unique feature is its coloring logic. TPO blocks are not colored randomly. Instead, their color is determined by their deviation from a baseline Moving Average (acting as the market's center of gravity). ■Calculations & Output To ensure complete transparency in how the visual data is generated, here is the specific calculation used for the block colors: Formula: Deviation % = ((Price / MA) - 1.0) * 100.0 Why this calculation? This calculates the exact percentage distance between the TPO block's price level and the baseline Moving Average at the time that specific block was formed. It visualizes how "overextended" the market was when time was spent at that price. Actual Output: The output is a percentage float value (e.g., if the MA is $100 and the block price is $102, the output is 2.0 or 2%). This value is then clamped by the user-defined Max Deviation % input (default 2.0%). Color Mapping: The clamped percentage is fed into a gradient. Negative deviations (undervalued relative to MA) shift towards Cyan, while positive deviations (overvalued) shift towards Magenta. ■How to Use Identify Value Areas: Look for the "POC" (Point of Control) line, which indicates the price level where the most time (highest number of blocks) was spent. Assess Reversion Risk: Blocks that are bright Magenta or bright Cyan indicate that time was spent far away from the Moving Average. Traders can use this to visually gauge if a breakout is sustainable or if a mean-reversion is likely. Customize Your View: You can adjust the TPO timeframes (Daily/Weekly/Monthly), the block interval (e.g., 30 minutes), and choose your preferred MA type (SMA, EMA, WMA, HMA). Disclaimer: This indicator is designed for educational and analytical purposes. TPO is a tool for understanding market structure and time spent at price levels, not a standalone trading signal generator. Past performance of price around value areas does not guarantee future results. 説明文 コンセプトと開発目的 このインジケーターは「相場分析におけるスーパーツールであるTPO（マーケットプロファイル）の真の力を見出し、深い理解を得る」というコアコンセプトのもとに開発されました。伝統的なTPOの仕組みと相場の重心（移動平均線）を融合させることで、時間の経過に伴う価値の推移と価格の乖離を、より視覚的かつ明確にトレーダーに提供します。 オリジナリティと機能 従来のTPOプロファイルは時間枠をアルファベット（A、B、C...）で表し、静的な色を使用しますが、このスクリプトはコミュニティに新たな付加価値を提供するために2つの独自機能を備えています。 連番表示: アルファベットの代わりに、各TPOブロックは形成された順番に沿って（1、2、3...）と連番で表示されます。これにより、セッション内での時間の流れを直感的に読み取ることが劇的に容易になります。 MA乖離率によるグラデーション着色: 最大の特徴はその着色ロジックです。TPOブロックは、相場の重心として機能する基準移動平均線（MA）からの「乖離率」に基づいて色が決定されます。 計算式と出力値の根拠 視覚データがどのように生成されているかを完全に透明化するため、ブロックの着色に使用されている具体的な計算式を明記します： 計算式: 乖離率(%) = ((価格 / MA) - 1.0) * 100.0 なぜこの計算なのか？ この式は、特定のTPOブロックが形成された瞬間において、その価格水準が基準となる移動平均線からパーセンテージでどの程度離れているか（価格がどれほど伸びきっているか）を正確に測定するために使用されます。 実際の出力値: 出力はパーセンテージの浮動小数点数になります（例：MAが100ドルで、ブロックの価格が102ドルの場合、出力は 2.0 つまり2%になります）。この値は、ユーザーが設定した「最大の限界乖離率」（デフォルト2.0%）によって制限されます。 カラーマッピング: 制限されたパーセンテージはグラデーション関数に渡されます。マイナスの乖離（MAに対して割安）はシアン（水色）に近づき、プラスの乖離（割高）はマゼンタ（赤紫）に近づくように色が変化します。 使用方法 バリューエリアの特定: 最も多くの時間（ブロック数）が費やされた価格帯を示す「POC（Point of Control）」ラインを探し、相場の中心的価値を把握します。 平均回帰リスクの評価: 鮮やかなマゼンタやシアンのブロックは、移動平均線から遠く離れた場所で時間が費やされたことを示します。トレーダーはこれを視覚的な基準として、ブレイクアウトが持続可能か、あるいは平均回帰（MAへの戻り）が起こりやすいかを判断できます。 柔軟なカスタマイズ: TPOの期間（日/週/月）、ブロックの区切り（例：30分）、そして好みのMAタイプ（SMA、EMA、WMA、HMA）を自由に変更できます。 免責事項：このインジケーターは教育および分析目的で設計されています。TPOは市場構造と価格帯での滞在時間を理解するためのツールであり、単独の売買シグナルではありません。バリューエリア周辺での過去の価格動向は、将来の結果を保証するものではありません。
Pine Script® indicator
by ALT_analyst
Price Density Clouds [EXCAVO]Continuous Kernel-Density Map of Where Price Has Actually Traded The Price Density Clouds builds a smooth, continuous probability density of price over a lookback window and paints it as gradient clouds directly behind the candles. Dense, saturated clouds mark value zones - the equilibrium levels where the market has spent the most time and where price tends to stall and revert. Thin, transparent gaps mark inefficiency zones - levels price travels through quickly. A dashed POC line marks the single highest-probability price, and the Value Area High / Low bracket the core of the distribution. This is not a bin-based volume profile. Instead of chopping price into discrete buckets, KDE sums a smooth gaussian kernel around every price point, producing a continuous density curve with no bin-edge artefacts. The bandwidth is set automatically by Silverman's rule, so the smoothing adapts to the instrument's own volatility. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ HOW TO USE Step 1 → Add the indicator. Gradient clouds appear behind the candles over the lookback window, brightest at the highest-probability levels and fading out toward thin zones. Step 2 → Read the clouds. Saturated bands = value / equilibrium where price tends to stall and mean-revert. Faint gaps = inefficiency where price moves fast - natural travel targets. Step 3 → Use the POC. The dashed POC line is the single most-traded level - a robust magnet and support / resistance anchor. Price far from POC has a statistical pull back toward it. Step 4 → Use the Value Area. The dotted Value Area High / Low bracket the core of the distribution (default 70%). Acceptance inside the area is balance; rejection outside it is imbalance worth trading. Step 5 → Check the side profile. The gradient density profile on the right of the last bar is the same density rotated 90 degrees - a quick read of the full distribution shape at a glance. Step 6 → Combine with structure. Clouds are context, not direction. They pair well with trend, sweep, and breakout tools - a breakout into a thin zone tends to run; a breakout into a dense zone tends to stall. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ HOW IT CALCULATES ◆ Gaussian Kernel Density Every close in the lookback window contributes a gaussian bell curve centred at its own price. The curves are summed across the price range to produce a single continuous density function: density(x) = sum over j of exp(-0.5 x ((x - price_j) / h)^2). Levels where many bars cluster get tall, overlapping kernels and a high density; isolated levels get a low density. ◆ Silverman Bandwidth The kernel width h controls smoothness. It is set automatically by Silverman's rule of thumb: h = 1.06 x sigma x n^(-1/5), where sigma is the stdev of the lookback prices and n is the sample size. The Bandwidth Multiplier input scales this for sharper or smoother clouds. Auto-bandwidth means the same settings adapt across instruments and timeframes. ◆ Normalisation and POC The density is evaluated at Resolution levels between the lookback high and low, then normalised so the peak equals 1.0. That peak level is the POC (Point of Control) - the single highest-probability price. Cloud opacity and colour are driven by each level's normalised density. ◆ Value Area Starting at the POC, the algorithm expands outward, each step absorbing the denser of the two neighbouring levels, until the enclosed density reaches the Value Area % of the total (default 70). The price extent reached becomes the Value Area High and Low. ◆ Gradient Rendering Each density band of the cloud is drawn as a horizontal box tinted by a two-colour gradient: the Low Density Color at thin levels through to the High Density Color at the POC, with opacity ramping in parallel. Adjacent bands tile continuously, so the cloud reads as a smooth heat-map rather than discrete blocks. The same gradient drives the right-side density profile, whose width per level scales with density - at the default resolution the edge reads as a near-smooth wave while keeping the per-level gradient colour. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ WHAT MAKES IT DIFFERENT ◆ Continuous Density, Not Bins Standard volume / price profiles split price into discrete bins, so the result depends heavily on bin size and shows hard edges. KDE produces a smooth continuous curve - no bin-edge artefacts, no arbitrary bucket count, just the true shape of where price has traded. ◆ Auto-Adaptive Bandwidth Silverman's rule sizes the smoothing from the instrument's own volatility and sample size. The clouds stay meaningful on BTC, EURUSD, gold or an index with the same default settings. ◆ Value Structure In One View POC, Value Area High / Low and the full density shape are all on the chart at once, with a matching side profile - the complete market-profile read without a separate pane or a session reset. ◆ Premium Gradient Visual A smooth two-colour density gradient behind the candles with parallel opacity ramp, a clean dashed POC, dotted value-area lines, and a right-side profile histogram. The clouds sit behind price as context and never clutter the read. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ DASHBOARD Real-time panel (top right) with the current value read: POC - price of the highest-density level Value Area High - upper bound of the value area Value Area Low - lower bound of the value area Price Zone - whether price is Above Value, In Value, or Below Value Lookback - bars used to build the distribution Legend table (bottom left) explains every colour. Both panels toggle in the Dashboard settings. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ SETTINGS Engine Lookback Period - 200 (bars used to build the price distribution) Resolution - 120 (number of horizontal density bands; higher = smoother gradient and profile edge, up to 200) Bandwidth Multiplier - 1.0 (smoothness; 1.0 = Silverman auto, higher = broader clouds) Value Area % - 70 (percentage of total density that defines the value area) Visualization Low Density Color - blue (thin / inefficiency end of the gradient) High Density Color - orange (dense / value end of the gradient) POC Line Color - near-white (high contrast against the dense orange cloud the POC sits in) Min Cloud Opacity - 8 (opacity of the lowest-density band; keeps empty zones faint) Max Cloud Opacity - 65 (opacity of the POC band) Show POC Line - ON Show Value Area - ON (dotted Value Area High / Low lines) Value Area Highlight - ON (boosts band opacity inside the value area so the 70% core pops) Show Side Profile - ON Profile Outline - ON (thin bright line tracing the right edge of the profile for a crisp silhouette) Cloud Forward Extend - 10 (bars the clouds extend right of the last bar) Dashboard Show Dashboard - ON Dashboard Position - Top Right Show Legend - ON ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Best regards, EXCAVO Disclaimer Trading involves significant risk. This indicator is a technical analysis tool and does not constitute financial advice, investment recommendations, or a guarantee of future results. Past indicator behavior does not guarantee future performance. Always use proper risk management and your own judgment.
Pine Script® indicator
by EXCAVO
AMT Order Flow Suite v2.2AMT Order Flow Suite v2.2 — CVD · Delta · VWAP · Session Levels · Virgin POC A complete Auction Market Theory order flow indicator built for XAUUSD (Gold), combining Cumulative Volume Delta, per-bar delta, session-anchored VWAP, intraday Point of Control, Value Area levels, Virgin POC detection, and Failed Auction signals — all in one script. Developed and validated against 1.3 million ticks of raw XAUUSD price data across multiple weeks of live session analysis. Everything you see on the chart is derived from actual volume and delta, not price patterns alone. WHAT IT SHOWS Cumulative Volume Delta (CVD) The core of the indicator. CVD accumulates signed volume throughout each session — positive when buyers are aggressive, negative when sellers dominate. Resets at the start of every new session so you always see the current day's order flow in isolation. An EMA signal line rides on top — when CVD crosses below its signal, bias turns bearish; above it, bullish. The fill colour shifts green/red to make the bias instantly readable. CVD Divergence Labels When price makes a new session high but CVD fails to confirm (DIST label) — that is distribution: institutions selling into retail buying. When price makes a new session low but CVD holds up (ABS label) — that is absorption: buyers stepping in as price flushes stops. These are the two highest-conviction signals in the indicator. Both are validated against real tick data. Per-Bar Delta Histogram Shows the signed volume of every individual bar — how hard buyers or sellers hit at that exact moment. Weighted by bar body ratio so doji bars don't falsely signal. High-volume bars are flagged with a marker. Absorption bars (high volume + tight range — the classic sign of an iceberg order defending a level) are marked with a diamond. Session-Anchored VWAP with Standard Deviation Bands VWAP resets each session and is calculated from the true volume-weighted average price. The ±1σ bands approximate the 70% Value Area — the zone where most of the day's business occurred. The ±2σ bands mark the outer extremes. Price extended beyond ±2σ with declining CVD is one of the strongest mean-reversion signals available. Intraday POC (Point of Control) Tracks the price level with the highest volume of the current session in real time. The POC is drawn as a dashed gold line extending right. This is the fair value anchor — price gravitates back to it repeatedly throughout the session and into the next day. Value Area High (VAH) and Value Area Low (VAL) Derived from the VWAP standard deviation bands. VAH = VWAP +1σ, VAL = VWAP -1σ. These are the boundaries of accepted value. Price breaking outside them and failing to hold is the definition of a Failed Auction — the primary trade setup this indicator is built around. Virgin POC Detection Tracks the POC of the previous two sessions. If price has not returned to a prior session's POC since that session ended, that level is "virgin" — untouched high-volume ground. When price finally reaches it, a circle marker appears on the chart (VP for 1-session-old, VP2 for 2-session-old). Virgin POCs produce the strongest reactions of any level because they contain trapped participants at their cost basis. Lines for VP1 and VP2 are drawn on the chart automatically each session and the live price levels are shown in the info table. Failed Auction Signals (FA↑ / FA↓) A Failed Auction occurs when price spikes outside the Value Area then returns back inside, rejecting the breakout. FA↑ (triangle up, below bar) fires when price has recently been below VAL and recovered back into value with positive delta and CVD above its signal line — buyers reclaimed the level. FA↓ (triangle down, above bar) fires when price has been above VAH and falls back with negative delta and CVD below its signal line — sellers rejected the breakout. Both signals are confirmed by CVD direction, not price alone. Session Backgrounds and Open Labels Asia (purple), London (gold), and NY (green) session backgrounds so you can instantly see which session produced which price action. LON and NY open labels appear at the exact opening bar of each session. Live Info Table Top-right corner dashboard showing: Session CVD, CVD Bias (BULL/BEAR), current bar delta, volume ratio, distance from VWAP, live POC price, VAH and VAL prices, current session name, active signal (if any), and the live levels of VP1 and VP2. Everything you need to read order flow without switching panes. ALERT CONDITIONS (9 total) ✅ FA Long — Failed Auction long signal fired ✅ FA Short — Failed Auction short signal fired ✅ Bearish CVD Divergence — price new high, CVD not confirming (distribution) ✅ Bullish CVD Divergence — price new low, CVD not confirming (absorption) ✅ Absorption Detected — high volume + tight range at current bar ✅ Virgin POC Touch (1 session) — price reaching yesterday's untouched POC ✅ Virgin POC Touch (2 sessions) — price reaching 2-session-old POC (higher conviction) ✅ London Open — session beginning, watch for stop-hunt then direction ✅ NY Open — key session, trend continuation or reversal hour SETTINGS Timezone — set to your broker's chart timezone (default: Europe/London) London / NY open hours — adjustable so the session labels and alerts fire at the correct time for your data feed CVD Signal EMA length — controls how responsive the signal line is (default 20) Volume average length — lookback for the volume ratio and absorption calculations High-volume threshold — the multiple above average volume that triggers the high-vol flag Absorption range ratio — how tight a bar's range must be relative to average to qualify as absorption Level lookback — how many bars the POC tracker uses All colours — fully customisable: bull, bear, CVD line, POC, VAH, VAL, VWAP, Virgin POC, absorption HOW TO USE IT Add to a 1-minute or 5-minute XAUUSD chart. Set your timezone to match your broker's data feed. The CVD pane appears below the chart automatically — if you only want the overlay elements on the main chart, right-click the pane and move or close it. Each morning before London opens: note the POC, VAH, and VAL from the previous session (visible as dashed lines). Note the VP1 and VP2 levels in the info table — these are your virgin reaction zones for the day. During London and NY: watch the CVD fill. Green fill above zero with price near VAL = look for FA↑. Red fill below zero with price near VAH = look for FA↓. DIST label at a new price high = distribution, shorts favoured. ABS label at a new price low = absorption, longs favoured. NOTES Works on any instrument with volume data but was designed and tested specifically on XAUUSD spot (Gold). The POC and Value Area are approximated using a session-anchored VWAP standard deviation method — this keeps the indicator fast and free of the loop timeout errors that affect bin-based volume profile calculations in Pine Script. For tick-perfect volume profiles, combine with TradingView's built-in Session Volume Profile tool. Built on Pine Script v6. No repainting. All calculations are bar-confirmed.
Pine Script® indicator
by APCapitalTrading
Confluence S/R Engine - MTF Strength Map## Confluence S/R Engine - MTF Strength Map An open-source, multi-method support and resistance zone engine that scores price areas by the agreement of independent structural, volumetric and timeframe-based signals. --- ### Why this script exists (mashup justification) Most retail support and resistance tools use one method - pivots, or VWAP, or a volume profile POC, or Fibonacci bands. Each works in some conditions and fails in others. A pivot may have no volume behind it; a POC may sit in dead air with no structural confirmation; a Fibonacci band may coincide with nothing. The premise of this engine is simple: a price level identified independently by several different methods, across several different timeframes, is more meaningful than the same price identified by only one method. This is the confluence principle, written formally. To make that principle usable, this script does four things a simple mashup cannot: 1. Collects 12 different method types in one pass. Each method places a vote at a price level with an associated weight, method-type tag, and timeframe tag. 2. Clusters nearby votes within a configurable distance in ATR units, so a POC at 23,510, a swing low at 23,505 and an HTF pivot at 23,512 are treated as one zone, not three. 3. Scores each cluster on five dimensions (level quality, method diversity, timeframe diversity, recency, tightness) into a single 0-10 composite, with a small bonus when an absorption candle is also present. 4. Exports the resulting zones as numerical signals downstream Pine scripts can read as input sources, so this engine can act as a reference layer for any other strategy or visualisation you build. The components are not just plotted side by side. They are fused. The cluster step is what justifies combining them, because clustering only adds value when you have multiple independent inputs to cluster. A single-method version of this script would not produce the same output, because the score is, by construction, a function of how many independent methods agree. --- ### What this version adds A small set of additions tighten signal quality and make the engine more honest about its own behaviour: - Multi-window volume consensus. The absorption-bonus (+0.5) and naked POC creation now require volume to exceed a percentile across three lookback windows using a majority-vote rule. This prevents a single-window volume spike during a regime transition from inflating a zone's score. - Hawkes pre-kill warning. A self-exciting point process detects volatility clustering. Each bar whose absolute return exceeds about 2 standard deviations raises an intensity which decays each bar. When intensity exceeds the warning multiple of its baseline (default 3.0x), the engine flags the regime row to "DGR vol" and raises the show-threshold for new zones, so during volatility clusters the chart shows only top-tier confluence. - Calibration tracker (descriptive only, optional panel off by default). Every qualifying zone is logged at formation. After a configurable horizon (default 10 bars), the engine checks whether price moved by at least 0.5 x ATR in the expected direction. Users who want to see the engine's measured hit-rate by score tier can turn the panel on; the tracker itself runs regardless, so EXP_* plots stay populated for downstream scripts. Past data, not a backtest, prediction, or advice. - Compact 5-row snapshot panel. The on-chart panel shows only what a trader actually needs: top zone, bias, nearest levels (S below and R above with ATR distance), regime (zones + fortress count + health code combined), and asset. No statistics in the main panel. --- ### The 12 methods (organised by weight tier) - Tier A (heaviest, weight 2.5): Anchored Volume Profile POC, naked (untested) historical POCs, Tier-1 anchor candle highs and lows, absorption candle highs/lows/closes, per-HTF volume-bucketed POCs. - Tier B (weight 2.0): Value Area High and Low, recent native-timeframe swing pivots, Anchored VWAP, Fibonacci 0.618 bands. - Tier C (weight 1.5, with HTF multiplier): Multi-timeframe pivots, so a Daily pivot weighs more than a 1-hour pivot. - Tier D (weight 1.0): Anchored VWAP +/-1 sigma bands, Fibonacci 0.382 bands, prior swing levels. - Tier E (lightest, weight 0.5): Anchored VWAP +/-2 sigma bands, Fibonacci 1.0 bands, HTF closes. The anchor used by AVWAP, the volume profile and the Fibonacci bands is the most recent Tier-1 anchor candle - a candle that, by configurable percentile thresholds across three lookback windows, shows both unusually high volume and unusually wide range. This means the AVWAP and profile reset onto a new participation node rather than running indefinitely from a fixed session start. --- ### The 5-dimension scoring rubric Each cluster scores as the sum of: - Level quality (max 3.0) - based on the highest tier of any method in the cluster. - Method diversity (max 2.5) - more independent method types in the cluster scores higher than the same type appearing multiple times. - Timeframe diversity (max 2.0) - methods from more distinct timeframes (native + HTF1..HTF4) score higher. - Recency (max 1.5) - recent methods score higher than ones from long ago. - Tightness (max 1.0) - clusters whose constituent prices sit within a narrow ATR band score higher than wide, sloppy clusters. Plus a +0.5 absorption bonus if an absorption candle (high volume, narrow range, mid-bar close) is part of the cluster. Total is capped at 10. A "fortress" zone is simply a cluster whose composite score is at or above the user's fortress threshold (default 8.0). The word is a label for a high-score zone - it is not a claim about future price behaviour. --- ### How to read the chart - Green band - support zone (cluster centre below current price). - Red band - resistance zone (cluster centre above current price). - Yellow-green band - support whose score is at or above the fortress threshold. - Yellow-orange band - resistance whose score is at or above the fortress threshold. - Bolder, more opaque band - higher composite score. - Star glyph on the label - fortress-grade zone. - Dot glyph on the label - cluster contains at least one absorption candle. - Triangle up/down - currently acting as support / resistance. - "S 8.6 (5m)" - score 8.6, built from 5 distinct method types. The snapshot panel (top-right by default, position configurable) is a compact 5-row table showing only decision-grade information: 1. **Top Zone** - the single highest-scoring zone (price, score, direction, fortress flag). 2. **Bias** - POC imbalance state (bullish / bearish / neutral with the buy-volume percentage). 3. **Levels** - nearest support below + nearest resistance above, with distance in ATR units. Answers "what should I watch right now?" in one line. 4. **Regime** - zones count, fortress count, and data-health code in one row. Health reads "OK" if all sources are valid, "DGR" if degraded, "DGR vol" if the Hawkes warning is active, "CRIT" if no volume. 5. **Asset** - auto-detected class (Equity / Futures / Index / FX / CFD / Crypto) plus symbol. An optional **calibration panel** can be turned on in the input group. When enabled, it shows in a separate small table the engine's measured hit-rate by score tier (4-star, 5-star, fortress, all zones) with sample size N, Wilson 95% confidence interval, and a live tracker status. Off by default to keep the chart clean. Past-only descriptive data - not a backtest, not a prediction. --- ### How to use it (intended use) This is a decision-support and context layer. It is meant to be combined with your own entry and exit logic, your own risk management, and your own discretion. Suggested workflows: - As a context filter. Look at price relative to the nearest support and resistance zones before taking a setup from your usual system. Trades into a strong opposing zone are higher risk; trades away from one are lower risk. - As a structural map. When price approaches a fortress-grade zone, expect a reaction is more likely than at a low-score zone. The reaction can be a bounce, a break, or a long consolidation - the engine does not predict which. - As an input for other Pine scripts. Attach this engine to your chart, then in any downstream indicator or strategy you build, use input.source() to pick any of the visible plots (POC, VAH, VAL, AVWAP, sigma bands, Fib bands, HTF1-4 POCs) or any of the 28 hidden EXP_* data-window outputs as a real-time reference for your logic. - For multi-timeframe alignment. Turn on multiple HTFs (default 60m, 4h, Daily, optionally Weekly). When zones cluster across HTF and native pivots, the score reflects that automatically. --- ### How not to use it - Do not treat any zone as a buy or sell signal. A high-score zone is a likely reaction area; it does not tell you which direction price will go next. - Do not use it as a standalone strategy. This engine has no entry rules, no stop rules, no position-sizing and no exit logic. It is a map, not a plan. - Do not assume the score is a probability. It is a composite of structural evidence, not a calibrated statistical model. - Do not rely on it alone on volumeless symbols (e.g. some spot indices). On instruments without true volume the engine auto-downgrades - the data-health row will tell you when this is the case. POC, VAH, VAL and AVWAP-based methods are weaker without volume. - Do not back-test it as a strategy. It is an indicator and is published as such; the engine does not place trades. --- ### Key settings you might want to adjust - Detection mode: "Percentile + Consensus" (default) is more robust; "Legacy" matches older volume x average rules if you prefer simple thresholds. - Min strength to display: raise (e.g. 6.0) to see only the strongest zones; lower (e.g. 2.0) to see everything. - Fortress threshold: controls when the special highlight colour appears (default 8.0). - Auto-scale lookbacks: leave ON so the same defaults work from 1-minute intraday to 1-week swing charts. The reference timeframe is 15 minutes; everything scales from there. - HTF1..HTF4: pick the higher timeframes meaningful to your style. Defaults are 1h, 4h, Daily and (optional) Weekly. - Min directional ratio for bias: controls how lopsided LTF flow must be to flip the bias to bullish or bearish. - Multi-window volume consensus: leave ON to gate the absorption bonus and naked POC creation on majority agreement across three lookback windows. - Hawkes pre-kill: leave ON to suppress lower-score zones during volatility clusters. Default warning threshold is 3.0x baseline (less sensitive than v3.2 to avoid over-suppression on higher timeframes). Lower it for stricter behaviour, raise it to mute the filter further. - Calibration tracker: ON by default for logging, but the panel itself is OFF by default to keep the chart clean. Turn on "Show calibration panel on chart" if you want to see the hit-rate breakdown. Horizon (default 10 bars) is how far forward each zone is followed; the minimum-move threshold (default 0.5 x ATR) is what counts as the zone being respected. --- ### Limitations you should know - Volume dependency. Several methods (POC, VAH, VAL, AVWAP, absorption, naked POC, HTF POCs) require valid volume. On spot indices and some FX symbols there is no true volume; the data-health row will show "Degraded" or "Critical" and the engine will lean on range-based methods only. - Anchor recency. The engine reuses the most recent Tier-1 anchor candle. If no anchor has formed in a long quiet period, the AVWAP/profile-based methods are stale and their contribution to the score falls off via the recency dimension. - HTF latency. Higher-timeframe data only updates when each HTF closes. Until the first HTF close has occurred since chart load, HTF-based methods may show "off" in the data-health detail. - Pivot lag is structural. Pivot detection requires pivotLen bars on each side, which means the most recent swing pivots can only be confirmed pivotLen bars after the actual high or low. This is structural, not a script bug. - Last-bar drawing. Zone boxes redraw on the last bar each time. This is intentional - the engine shows the current zone map, not a historical map of past zones. - Calibration is descriptive only. The optional panel reports past outcomes using a fixed rule (move of at least 0.5 x ATR within N bars). It is not a backtest, prediction, or strategy result, and does not include costs or slippage. - Hawkes warning is a suppression layer, not a market call. When the engine enters the pre-kill state, it raises the show-threshold by 1.5 (capped at the fortress level) until volatility intensity returns to baseline. Risk control, not a "market is about to reverse" signal. - Not a strategy. No trades, no equity curve, no backtest. --- ### Alerts (10 included) 01 Tier-1 anchor formed. 02 Absorption anchor formed. 03 Price crossed POC. 04 Price crossed VA edge. 05 Price entered top zone. 06 Price broke top zone. 07 Fortress zone interaction. 08 POC bias flipped. 09 Nearest S/R crossed. 10 Data health changed. All alerts use barstate.isconfirmed so they do not repaint. --- ### Outputs for downstream scripts In addition to the visible chart plots, the engine exposes hidden EXP_* series (visible in the Data Window) so other Pine scripts can read its state. These cover the top zones (price, score, direction, fortress flag), the synthesised top-zone summary, POC bias and buy-ratio, nearest support and resistance prices and their ATR distances, fortress count, and event pulses (zone entered, zone broken, bias flipped, data-health changed, Tier-1 anchor formed). To use them from another script of your own: attach this engine to the chart, then in your downstream script create an input.source(close, "S/R source") field and select any EXP_* series from the dropdown. --- ### Chart, symbol and timeframe (for clarity) The publication chart shows this engine running on its own, with no other indicators or drawings present. The chart watermark shows the symbol and timeframe at the top of the chart. The engine's own snapshot table (top-right) additionally displays the detected asset class and the active ticker, so users can confirm what they are looking at. --- ### Disclaimer This script is published for educational and informational purposes only. It is not investment advice, not a recommendation to buy, sell or hold any instrument, and not a solicitation to trade. Past behaviour of any pattern, level, signal or zone shown by this script does not guarantee future results. Trading involves substantial risk of loss and may not be suitable for every investor. You alone are responsible for your trading decisions, position sizing, risk management and capital. Before committing real money, please do your own research and consider speaking with a qualified, locally-licensed financial professional. The optional calibration panel (off by default) is descriptive only. It reports past outcomes using a fixed rule. It is not a backtest, prediction, or probability, and does not account for transaction costs or slippage. Open-source. Released under the Mozilla Public License 2.0 (TradingView default). Feedback and constructive comments are welcome.
Pine Script® indicator
by Market_Logic_India
Day Trading Session LevelsA clean, session‑accurate framework for intraday traders - maps-out critical levels from the prior session to save you prep time in the morning. Automatically adapts to equities and futures, with all levels time‑anchored to the exact bar where they occurred. Features Prior Day High / Low (PDH / PDL) Tracks the true previous RTH session Not based on calendar days Futures‑aware weekend handling (Thursday → Sunday/Monday) Overnight High / Low (ONH / ONL) Combined overnight session Equities: After‑Hours + Pre‑Market Futures: Globex PM + Globex AM Levels reset at the correct session boundary Anchored to the bar where the extreme was made Prior Day Value Area (VAH / VAL / POC) Calculated by full volume profile of the prior RTH session Identifies: POC (highest‑volume price), VAH / VAL (70% value area) Optional shaded value‑area region extending into the current session Automatic Session Detection Adjusts logic for equities vs futures Handles Globex structure, dead zones, and weekend behavior Clean, Time‑Anchored Visuals All levels extend forward using bar‑time anchoring Consistent across all timeframes Optional price‑scale markers and text labels Minimal Mode One‑click option to show only: PDH, PDL, ONH, ONL Perfect for traders who want a clean, high‑signal chart. This indicator was built with help from AI-coding tools. Please reach out to me if you find issues or have suggestions for improvement.
Pine Script® indicator
by ech0whiskey
3
Nocturne Auction Atlas [JOAT]Nocturne Auction Atlas Introduction Nocturne Auction Atlas is an open-source auction-mapping indicator that studies session VWAP, developing volume distribution, value areas, imbalance shelves, estimated CVD, divergence, and auction quality. It is designed to show where price is accepting value, rejecting value, or interacting with unfinished auction references. Core Concepts 1. Session Auction Framework The script resets during a new session and tracks session high, low, VWAP, and developing volume distribution. 2. Developing Volume Profile Price is divided into rows. Each row accumulates estimated volume to identify the point of control, value area high, and value area low. 3. Estimated CVD CVD is estimated from candle body position, close location, and volume. This is not exchange-level bid/ask data, but it provides a consistent pressure proxy. 4. Divergence Detection Pivot-confirmed price swings are compared against estimated CVD swings to identify bullish or bearish divergence. 5. Imbalance Shelves Rows with strong buy or sell imbalance are marked as auction shelves. These shelves can help identify areas where pressure was concentrated. Features Session VWAP and bands: Tracks intraday auction center and deviations Developing profile: Builds POC and value area from recent session data Imbalance shelves: Highlights rows with strong bid or ask imbalance Estimated CVD: Uses candle-derived volume pressure Divergence logic: Pivot-confirmed CVD divergence events Naked POC memory: Tracks unfinished prior auction references Dashboard: Shows auction state, quality, delta, POC, value area, and shelf state Input Parameters Session Bars Used controls how many bars feed the profile Profile Rows controls profile granularity Value Area controls the percentage of volume included in value Quality Gate controls signal sensitivity Shelf Gate controls imbalance shelf detection How to Use This Indicator Step 1: Read auction location Use VWAP, POC, VAH, and VAL to understand whether price is trading near value or outside value. Step 2: Watch shelves Imbalance shelves identify price rows where estimated pressure was concentrated. Step 3: Interpret divergences carefully Divergence requires confirmed pivots and is naturally delayed. It is context, not a prediction. Indicator Limitations Profile calculations are approximations based on chart bars CVD is estimated from candles and volume, not true bid/ask transactions Pivot divergence confirms after pivot bars have passed High row counts and long sessions can increase script workload Originality Statement Nocturne Auction Atlas combines session VWAP, developing profile rows, imbalance shelves, estimated CVD, divergence, and unfinished auction references into one chart framework. The components are designed to explain auction state rather than simply plot volume levels. Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice. Auction references can fail, and volume approximations can differ from real order-flow data. -Made with passion by jackofalltrades
Pine Script® indicator
by officialjackofalltrades
Vanta Delta Cartography [JOAT]Vanta Delta Cartography Introduction Vanta Delta Cartography is an open-source liquidity and auction-mapping indicator. It combines session VWAP bands, a developing volume profile, POC/value-area/VWMP references, estimated CVD impulse, pivot-confirmed divergence, absorption scoring, naked POC memory, and compact execution plans. The goal is to show where the active session is accepting value, where pressure is imbalanced, and where a confirmed bid-side or ask-side plan appears. Core Concepts 1. Manual Session VWAP The script calculates session VWAP from cumulative price-volume and volume during the configured active session. Weighted deviation bands create inner and outer auction zones around VWAP. 2. Developing Volume Profile The active range is divided into rows. The script estimates total volume, buy pressure, and sell pressure inside each row, then derives POC, value area high, value area low, VWMP, and imbalance shelves. 3. Estimated CVD Impulse CVD is estimated from candle-derived delta. Fast and slow CVD lines create impulse context, while pivot-confirmed divergence identifies disagreement between price and participation. 4. Naked POC Memory Prior session POC levels can be stored until price revisits them. This gives the chart a memory of unfinished auction references. 5. Auction Quality Gate Long and short plans require location, delta, quality score, and a supporting event such as POC reclaim, value-area reaction, divergence, or shelf pressure. Features Session VWAP with deviation bands: Shows the active auction mean and volatility envelope. Developing profile: Tracks POC, VAH, VAL, VWMP, and row pressure. Right-side heatmap: Displays volume and pressure intensity by price row. Imbalance shelves: Highlights areas where buy or sell pressure dominates. Estimated CVD impulse: Measures participation direction from candle and volume data. Pivot-confirmed divergence: Marks bullish or bearish CVD disagreement. Naked POC memory: Stores prior POC references until revisited. Execution plans: Draws compact entry, stop, TP1, and TP2 zones for confirmed absorption states. Candle coloring: Bars can reflect liquidity pressure. Dashboard and alerts: Includes auction state, POC, value area, VWAP, CVD impulse, divergence, naked POC, and session state. Input Parameters Core and Bands: Active Session, Session Bars Used, Profile Rows, Value Area, Show VWAP Bands, Inner Sigma, Outer Sigma. Signals and Risk: Signal Zones, Pivot Left, Pivot Right, Delta Impulse Threshold, Auction Quality Gate, Signal Projection Bars, Signal Cooldown Bars, ATR Stop, ATR Target. Visuals: Right Profile Heatmap, POC / VA / VWMP Lines, Naked POC Line, Session Auction Frame, Right Imbalance Shelves, Liquidity Candle Color, Dashboard. How to Use This Indicator Step 1: Read the session auction Use VWAP, value area, and POC to determine whether price is accepting above control, below control, or rotating around value. Step 2: Check pressure shelves Imbalance shelves show where estimated participation is concentrated. These areas can act as reaction context. Step 3: Watch CVD impulse and divergence Strong CVD impulse supports continuation. Divergence warns that price and participation are not confirming each other. Indicator Limitations CVD and pressure are estimated from candles and volume, not true exchange delta. Volume profile rows are approximations based on chart data and selected lookback. Session behavior depends on the selected session template. Divergence uses pivot confirmation and can appear after the pivot candle. Originality Statement Vanta Delta Cartography is original in its combined session VWAP, developing profile, pressure heatmap, estimated CVD impulse, pivot divergence, naked POC memory, imbalance shelves, and confirmed execution-plan logic. Each layer supports the same auction question: where is value, where is pressure, and where has participation failed or accepted? Disclaimer This script is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell. Auction and delta estimates can be inaccurate, especially on symbols with limited volume data. Use independent analysis and risk management. Made with passion by jackofalltrades
Pine Script® indicator
by officialjackofalltrades
Aurelian Consensus Bands [JOAT]Aurelian Consensus Bands Introduction Aurelian Consensus Bands is an open-source price consensus map built around a log-volume profile, dynamic consensus bands, VWAP context, and confirmed-bar signal logic. It is designed to answer a specific question: where is price trading relative to the market's recent volume-weighted agreement zone, and is that move supported by session pressure? The script plots VPOC, consensus area, boundary bands, session VWAP deviation shells, a dynamic volume node, right-side price rails, managed signal boxes, candle coloring, and a compact top-right dashboard. Its goal is not to predict the future. It provides a structured chart layer for reading acceptance, rejection, and directional pressure around consensus levels. Core Concepts 1. Log-Volume Consensus Profile The script builds a rolling profile on a logarithmic price canvas. Recent bars contribute volume across high-low rows, with recency weighting applied before the profile is converted into levels. This reduces sensitivity to one-off spikes while preserving important volume clusters. // Conceptual summary // volume is distributed across log-price rows // rows are then analyzed for VPOC, mean, and stdev bands 2. VPOC, CA, and Boundary Band The engine extracts a volume point of control, consensus area high/low, and wider boundary bands. The midpoint of the consensus area and the VPOC can be blended into the active anchor. Price displacement from that anchor is normalized so the indicator can classify whether price is inside, above, or below the agreement zone. 3. Dual-Anchor Coherence Aurelian compares the VPOC view and consensus-area midpoint view. Signals are only stronger when both views agree. If the two anchors conflict, the coherence score falls and the dashboard shows weaker context. 4. VWAP and Session Pressure The script adds session VWAP, VWAP deviation shells, synthetic delta pressure, and a dynamic volume node. Qualified signals require more than a simple cross; they also consider whether VWAP and pressure agree with the band event. 5. Right-Side Price Rails and Signal Box The current VPOC, anchor, consensus levels, VWAP, and dynamic node are projected to the right edge with price labels. Qualified signals can also create a managed visual box with entry, stop, T1, and T2 levels based on ATR and planned R multiples. Features Rolling log-volume profile: Builds VPOC, consensus area, and boundary bands from recent price-volume structure Dual-anchor coherence filter: Compares VPOC and consensus midpoint before qualifying signals VWAP deviation shells: Adds session VWAP context and upper/lower deviation bands Dynamic volume node: Tracks a lighter-weight volume anchor for current conditions Candle color blending: Colors bars using consensus direction and institutional context strength Qualified signal markers: Uses clean dots/squares rather than arrows or retail-style markers Managed signal box: Projects entry, stop, T1, and T2 for visual planning only Right-side rails: Labels VPOC, anchor, CA high/low, VWAP, and node prices at the chart edge Top-right dashboard: Shows mode, bias, coherence, score, VWAP state, delta, node, quality, and state Confirmed-bar logic: Main signal events are gated on confirmed bars Input Parameters Profile Core: Profile Rows controls profile resolution Profile Lookback controls how much recent history is used Recency Weight Span controls how quickly old bars lose influence Profile Smooth controls smoothing on extracted levels Context and Rails: Show Session VWAP and VWAP Deviation Shells Show Dynamic Volume Node Show Right-Side Price Rails Show Managed Signal Box Signal Stop ATR Mult and Target R settings How to Use This Indicator Step 1: Read the anchor Use the VPOC and consensus anchor to understand where the market's recent agreement zone sits. Step 2: Check coherence Higher coherence means the VPOC and consensus midpoint agree. Lower coherence suggests mixed structure. Step 3: Watch VWAP and node context Signals carry more context when price, VWAP, delta, and the dynamic node point in the same direction. Step 4: Use right-side rails The rails provide forward reference levels for continuation, rejection, or mean reversion planning. Indicator Limitations The profile depends on the selected lookback and row resolution Signals are contextual, not standalone trade recommendations Very low volume symbols may produce less reliable profile and delta readings Confirmed-bar logic means signals appear after the bar closes, not before Originality Statement Aurelian combines a rolling log-volume consensus profile, dual-anchor coherence, session VWAP deviation context, synthetic pressure, dynamic node tracking, right-edge rails, and managed visual signal boxes in one open-source Pine v6 tool. The purpose is not to merge unrelated indicators, but to create a single acceptance/rejection framework around volume agreement and session context. Disclaimer This script is for educational and informational use only. It is not financial advice and does not ensure any trading outcome. Market behavior is uncertain, and all signals should be evaluated with risk management and independent judgment. -Made with passion by jackofalltrades
Pine Script® indicator
by officialjackofalltrades
Kivra Liquidity Nodes [JOAT]Kivra Liquidity Nodes Introduction Kivra Liquidity Nodes is an open-source right-edge volume profile that finds high-participation price areas inside a configurable lookback window. It distributes each bar's volume across price rows, smooths the result, highlights the point of control, and labels local liquidity nodes. The problem it solves is volume context. A raw profile can show where trading occurred, but it often becomes visually heavy. Kivra Liquidity Nodes keeps the profile compact, separates bullish and bearish participation estimates, and prioritizes POC, value area, and node labels. The profile is offset to the right of price, while the lookback range and value area remain visible on the active chart so the levels have context. Core Concepts 1. Price-Overlap Volume Allocation Each bar contributes volume to every row it overlaps. This makes the profile more representative than assigning all volume to a single close price. 2. Participation Split The script estimates bullish and bearish participation from candle direction and close location inside the bar range. This is a proxy designed for visual context, not bid/ask delta. 3. Smoothed Node Detection Profile rows are smoothed with neighboring rows. Local peaks above an average-volume threshold become liquidity nodes. 4. Value Area Expansion The value area expands from the POC until the selected portion of total profile volume is covered. 5. Context Bands and Candle Tinting The script shades the full lookback range, marks the value area across the live price region, draws node bands across the profiled window, prints VAH/VAL and POC labels far to the right of the profile to avoid overlap, and can tint candles using a pressure blend from trend location and candle direction. Features Right-edge profile: Clean horizontal profile projected to the right of the chart POC line and label: Dashed level marking the highest-volume row POC line and label: Dashed level marking the highest-volume row with price and row volume VAH and VAL labels: Right-edge value-area high and low labels with dotted guide lines Value area boxes: Shaded profile zone plus live-chart value band across the lookback Lookback range box: Subtle range boundary around the profiled window Bull/bear split bars: Row coloring estimates directional participation Node labels: Local high-volume nodes with participation share and volume Node bands: High-participation node rows project back across the profiled price window Offset label rail: POC, VAH/VAL, and node labels are projected beyond the histogram so they do not sit on top of the profile Pressure candle tint: Candles can be softly colored from bearish red to bullish green using trend location and candle direction No-volume fallback: Uses range proxy when reliable volume is not available Top-right dashboard: POC, node count, value area width, bias, range, and source Input Parameters Calculation: Lookback Bars: Historical bars used for the profile Profile Rows: Vertical resolution of the profile Profile Width: Maximum right-edge width Profile Offset: Distance from current bar to the profile Value Area Portion: Portion of total profile volume included in value area Node Threshold: Required row strength for node detection Node Merge Gap: Distance allowed between merged node peaks Max Node Labels: Maximum labels drawn for detected nodes How to Use This Indicator Step 1: Use the POC as the dominant participation level in the current lookback. Step 2: Use the value area to understand where volume is concentrated. Step 3: Watch VAH and VAL as acceptance/rejection boundaries. Step 4: Watch labeled nodes as potential reaction or acceptance zones. Step 5: Read the dashboard bias and candle tint as context, not as standalone entry signals. Indicator Limitations Bull/bear participation is an estimate based on candle structure, not exchange bid/ask data The profile is recalculated on the latest bar and depends on the selected lookback High node count can add visual density on small screens Volume data quality varies by market and symbol Originality Statement Kivra Liquidity Nodes is original in its compact right-edge implementation combining overlap-based volume allocation, smoothed node detection, value area expansion, participation split visualization, and no-volume fallback logic. It does not copy third-party source code. Disclaimer This open-source indicator is provided for educational and informational purposes only. It is not financial advice. Volume nodes identify historical participation zones and do not guarantee future reactions. -Made with passion by jackofalltrades
Pine Script® indicator
by officialjackofalltrades
MGI Walls | Rainbow MatrixGENERAL OVERVIEW The MGI Walls is a multi-timeframe institutional liquidity radar that extracts and renders the price zones where institutional capital concentrates: Volume Profile blocks (Point of Control, Value Area High, Value Area Low), Anchored VWAPs, and Parabolic SAR levels. Instead of showing these levels for a single chart timeframe, the indicator scans up to five macro timeframes simultaneously and merges overlapping zones into a single intensified block whenever multiple timeframes agree on the same price area. The main goal of this indicator is to give traders a clean, automatic read on where the structural barriers in the market are — without having to manually flip between timeframes, mark POCs by hand, or guess which level the next reaction will respect. Every line, box, and confluence zone you see on the chart was extracted from real volume distribution data, not drawn manually. It plots up to four level types per timeframe (POC, VAH, VAL, VWAP, SAR), each weighted by the structural significance of its timeframe — a Weekly POC carries five times the gravitational weight of a 15-minute POC. The Wall Fusion Engine then detects when levels from different timeframes fall within a configurable percentage threshold and consolidates them into a single block. The Nearest Wall HUD panel and the institutional collision alerts complete the toolkit. This indicator was developed for traders who already understand Volume Profile and VWAP concepts and want to see them across multiple timeframes in a single visual, with automatic confluence detection. WHAT IS THE THEORY BEHIND THIS INDICATOR? Most Volume Profile indicators on TradingView — including the standard built-in profiles, Fixed Range Volume Profile, and the various session/visible-range derivatives — share a common architectural choice: they operate on a single timeframe. They show you the POC and Value Area for the current chart only. This treats each timeframe as an isolated decision space. The problem: institutional flow is not isolated to one timeframe. The market makers operating on the daily horizon see different value areas than those operating on the weekly or 4-hour horizon. Their orders sit at their own POCs and Value Area boundaries. When price approaches a level that only one institutional horizon defends, the reaction is often modest. When price approaches a level that multiple horizons defend simultaneously, the reaction is structurally stronger — that confluence is where the largest pools of resting liquidity accumulate. This indicator addresses that by performing the extraction across five user-configured timeframes simultaneously via `request.security()`, weighting each level by the gravitational significance of its parent timeframe, and then fusing levels from different timeframes that fall within a configurable margin. The math is standard Volume Profile (POC at the volume-weighted mode, VAH/VAL at the ±2.51σ boundary that approximates the 70% Value Area) — what makes it useful is doing it across five timeframes at once, with hierarchical weighting and confluence merging. Why traders use it: each block represents an institutional decision zone. A standalone POC line from the 15-minute timeframe is a local reaction point. A POC line that simultaneously aligns with the 4-hour VAH and the daily VWAP is a multi-horizon barrier — a zone defended by three independent pools of institutional capital at once. The fusion engine makes these confluences immediately visible as thicker, more opaque blocks; the polarity of each block reflects the accumulated weight balance of the levels that compose it, not the polarity of the last level to be merged. The three rendered components — Volume Profile zones, Anchored VWAPs, and Parabolic SAR levels — are not independent layers stacked on the same chart. They map three different aspects of institutional positioning at the same set of timeframes: where past volume concentrated (Volume Profile), where the live volume-weighted consensus price currently sits (VWAPs), and which directional trend regime each timeframe is in (SARs). The Wall Fusion Engine operates across all three layers indiscriminately — a POC from the 4-hour timeframe and a VWAP from the daily timeframe at the same price are fused into a single block, because from the perspective of institutional defense they represent the same structural barrier reinforced by two independent mechanisms. This integration is the reason the three components exist in a single script rather than as three separate indicators: the cross-layer fusion is what surfaces multi-mechanism confluence, which a separate-script approach cannot do. MGI WALLS FEATURES The indicator includes 6 main features: Multi-Timeframe Volume Profile Engine Anchored MTF VWAPs Parabolic SAR Levels (MTF) Wall Fusion Engine with Polarity-Balance Coloring Nearest Wall HUD Panel Institutional Collision Alerts Multilingual interface and full customization across all visual layers. MULTI-TIMEFRAME VOLUME PROFILE ENGINE 🔹 What It Does The core of the indicator. For each of the five configured radar timeframes, the engine performs three operations: ◇ Locates the price level that received the highest traded volume in the lookback window — the Point of Control (POC). ◇ Computes the volume-weighted standard deviation of price around that POC. ◇ Builds the Value Area High (VAH) and Value Area Low (VAL) at a calibrated multiplier (±2.51σ) of that deviation, approximating the price range that contained 70% of the total volume. The result is three institutional reference levels per timeframe — POC, VAH, VAL — extracted natively at the granularity of each timeframe rather than approximated from the current chart's data. 🔹 Method The extraction runs via `request.security()` with `lookahead=barmerge.lookahead_off` to prevent repainting. The POC is identified as the volume-weighted mode within the lookback window. The Value Area boundaries are derived statistically from the volume-weighted variance of price around the POC, using a calibration factor (vp_k = 2.51) tuned to approximate the conventional 70% Value Area definition. Each level is plotted on the chart as a line or box at its native price location, color-coded by whether it sits above (resistance) or below (support) the current price, and weighted by the timeframe it originated from. 🔹 Hierarchical Weighting The five timeframes are weighted by structural significance: ◇ TF1 (Micro, default 15m): weight 1 — local reaction point. ◇ TF2 (Intraday, default 1h): weight 1 — session-scale level. ◇ TF3 (Macro 1, default 4h): weight 2 — multi-session level. ◇ TF4 (Macro 2, default Daily): weight 3 — multi-day level. ◇ TF5 (Global, default Weekly): weight 5 — multi-week structural barrier. The weight controls visual prominence (opacity, border thickness) and, when fusion occurs, the contribution of each level to the polarity balance of the resulting block. ANCHORED MTF VWAPS 🔹 What It Does For each of the five radar timeframes, an Anchored VWAP is extracted and rendered as a separate level. The Global VWAP — the average of all five — is also plotted, marked with a globe emoji to distinguish it from the per-timeframe VWAPs. 🔹 Method The per-timeframe VWAP is computed via a volume-weighted moving average of hlc3 on the native bars of each timeframe, then reported back to the current chart through `request.security()`. The Global VWAP is the unweighted average of the five timeframe VWAPs that are currently available (NA values are skipped). 🔹 Why It Matters The Volume Profile blocks tell you where past volume concentrated. The VWAPs tell you what the volume-weighted consensus price is for each horizon, updated bar by bar. Together they give a complete read on every bar: where the past institutional reference zones are (the blocks) and where the live volume-weighted average for each horizon currently sits (the VWAPs). PARABOLIC SAR LEVELS (MTF) 🔹 What It Does The Parabolic SAR for each of the five radar timeframes is extracted and rendered as an institutional trend-direction anchor. SAR levels are toggleable independently of the Volume Profile and VWAP layers. 🔹 Why It Matters The SAR provides a directional trend reference per timeframe — when the Weekly SAR sits above price and the Daily SAR sits below, the structure is in conflict and the resolution of that conflict often drives the next swing. When multiple SARs align on the same side, the directional bias is structurally agreed across horizons. WALL FUSION ENGINE WITH POLARITY-BALANCE COLORING 🔹 What It Does When two or more levels from different timeframes fall within a configurable percentage threshold (default 0.30%), the engine fuses them into a single block. The fused block inherits the combined weight of all its components — visually thicker, more opaque, more visible than a standalone level. The label of the fused block accumulates the directional triangles of each contributing level (▲ for support, ▼ for resistance). 🔹 Polarity-Balance Coloring The color of a fused block reflects the accumulated weight balance of its constituent levels — not the polarity of the last level to be merged. A block containing four resistance levels (▼▼▼▼) and two support levels (▲▲) will render red, because the resistance weight dominates. A block where support and resistance weights are equal uses a tiebreaker: the position of the current price relative to the block's midpoint. Price above midpoint resolves to support (green); price below resolves to resistance (red). This produces a coloring scheme that is internally consistent with the triangle labels and with the price's current location. 🔹 Customization The Wall Merge Margin (%) input controls how aggressively levels are fused. Lower values produce many separate precise lines. Higher values produce massive consolidated institutional blocks. The default of 0.30% is calibrated for liquid instruments on intraday timeframes; for higher-volatility assets or higher timeframes, larger margins (0.50–1.00%) may produce more readable charts. NEAREST WALL HUD PANEL 🔹 What It Shows A compact corner panel reports four live values: ◇ RESISTANCE — the price of the nearest wall above the current price ◇ DIST. — the percentage distance from current price to that resistance ◇ SUPPORT — the price of the nearest wall below the current price ◇ DIST. — the percentage distance from current price to that support The distances are computed against the midpoint of each fused block, so the values reflect the consolidated wall, not any single contributing level. 🔹 Why It Helps The HUD removes the need to visually measure distances to the walls on every bar. It tells you in plain numerical form how far the nearest barriers are in each direction. Useful for stop placement, target placement, and live decision-making where the visual chart is busy with multiple levels. 🔹 Customization The HUD can be positioned in any of the four chart corners and rendered in any of five font sizes. The display language is controlled by the System Language input. snapshot INSTITUTIONAL COLLISION ALERTS 🔹 What Triggers Two alert types are available: ◇ VWAP Collision — fires when price crosses or touches the daily, weekly, or monthly VWAP within a 0.15% proximity band. ◇ Volume Profile Wall Hit — fires when price crosses or touches the Global POC, VAH, or VAL within the same proximity band. 🔹 How They Fire Alerts are gated by `barstate.isconfirmed`, which means they only trigger on the close of the bar that touched the level — not intra-bar. This prevents false signals from wicks that get rejected before the bar closes. Each alert uses `alert.freq_once_per_bar`, ensuring no duplicate firings on the same candle. 🔹 alertcondition() Mode For users who prefer the TradingView alert UI rather than the `alert()` function call, two `alertcondition` blocks are also exposed: "VWAP Collision" and "Volume Profile Wall Hit". A third dummy `alertcondition` titled "HOW TO SETUP ALERTS (READ)" provides setup guidance in the alert condition menu. MULTILINGUAL INTERFACE The indicator supports five languages for the HUD display and alert messages: English (default), Português, Español, Русский, and 中文 (Chinese). Code, comments, and configuration tooltips remain in English regardless of the selected language. For reference, the English text of all multilingual UI strings used in the HUD and alerts: ◇ (SUPPORT) / (RESISTANCE) — appended to wall labels indicating polarity ◇ RESISTANCE: / SUPPORT: — HUD row labels for nearest walls ◇ DIST.: — HUD row label for distance percentage ◇ VWAP Collision Alert: "🛡️ Price collided with Institutional VWAP. Defense zone active." ◇ Volume Profile Wall Alert: "🧱 Price hit Macro Volume Profile zone (POC/VAH/VAL). Institutional decision imminent." HOW TO USE This indicator is not a signal generator. It is a structural map: it tells you where the institutional barriers are, how strong each one is (by weight and fusion), and how far the nearest one is in each direction. 🔹 Reading the Walls ◇ Each line or block on the chart marks an institutional decision zone. ◇ The triangles in the label (▲ or ▼) and their count indicate the polarity and weight of the level. ◇ Walls with multiple triangles in the same direction are stronger reaction points than single-triangle walls. ◇ A block with mixed triangles is a fused confluence — the color shows which side dominates by weight. 🔹 Reading the HUD ◇ The HUD reports the nearest resistance above and nearest support below the current price. ◇ The percentage distances help size stops and targets against the structural barriers rather than against arbitrary fixed values. 🔹 Tactical Reading ◇ Price approaching a heavy multi-triangle wall: zone of elevated structural significance, where multiple institutional horizons coincide. ◇ Price sitting between two close walls of opposite polarity: ranging structure, defined by two opposing barriers of comparable weight. ◇ Price breaking through a heavy wall on confirmed close: structural shift. The wall often inverts polarity on subsequent retests. ◇ VWAP collision alerts: useful as a contextual reference for mean-reversion or trend-continuation analysis. 🔹 Multi-Timeframe Reading ◇ On lower timeframes (1m, 5m, 15m), configure shorter radar timeframes to track intraday institutional flow. ◇ On higher timeframes (1h, 4h, daily), keep the default 15m/1h/4h/D/W configuration to read multi-day and multi-week structural zones. ◇ The Global VWAP and Global POC (marked with 🌎) represent the consensus across all five timeframes — the most structurally significant single reference. INPUTS EXPLAINED 🔹 System Language Display language for the HUD and alert messages. Options: English (default), Português, Español, Русский, 中文 (Chinese). 🔹 Radar Timeframes (TF1 to TF5) Configure each of the five macro periods to scan. Defaults: 15m, 1h, 4h, Daily, Weekly. The shortest timeframe carries weight 1; the longest carries weight 5. 🔹 Show MTF VWAPs (Radar) Toggle for the Volume-Weighted Average Price extracted from each radar timeframe. 🔹 Show POC Lines Toggle for the Point of Control lines — the price level with the highest traded volume in each timeframe. 🔹 Show VA Boxes (VAH / VAL) Toggle for the Value Area High and Value Area Low — the upper and lower boundaries of the 70% volume zone. 🔹 Show SAR Levels Toggle for the Parabolic SAR levels from each timeframe. 🔹 Fuse Overlapping Walls Toggle for the confluence merging engine. When enabled, levels from different timeframes that fall within the Wall Merge Margin are consolidated into a single intensified block. 🔹 Wall Merge Margin (%) Distance threshold to fuse nearby walls. Range 0.01–3.00, default 0.30. Lower values produce separate precise lines; higher values produce consolidated institutional blocks. 🔹 Show Nearest Wall Panel Toggle for the corner HUD reporting nearest resistance, nearest support, and the percentage distances. 🔹 Panel Position Position of the HUD on the chart. Four corners available: Top Right (default), Top Left, Bottom Right, Bottom Left. 🔹 Font Size HUD font size. Options: Tiny, Small (default), Normal, Large, Huge. 🔹 VWAP Collision Alert Toggle for the alert that fires when price collides with the daily, weekly, or monthly VWAP. 🔹 Volume Profile Wall Alert (POC/VAH/VAL) Toggle for the alert that fires when price touches the Global POC, VAH, or VAL. IMPORTANT NOTES The MGI Walls works on any timeframe. The default radar configuration (15m/1h/4h/D/W) is calibrated for intraday and swing trading on liquid instruments. For position trading or scalping, the radar timeframes can be reconfigured to scan longer or shorter horizons respectively. The indicator works best on instruments with reliable volume data: crypto perpetual contracts, large-cap equities, futures, major forex pairs. On low-volume instruments, the Volume Profile component becomes less reliable, though the VWAP and SAR components continue to function correctly. Alerts fire once per confirmed bar. Historical bars never repaint after they close. The live bar updates intra-bar as expected for a real-time indicator. The Value Area calibration factor (vp_k = 2.51) is tuned to approximate the conventional 70% Value Area definition under volume-weighted standard deviation. It is a calibration constant derived from observation rather than an arbitrary choice. Pine Script v6. Open-source under Mozilla Public License 2.0. UNIQUENESS The MGI Walls is unique in three ways. First, it performs the Volume Profile, VWAP, and SAR extraction across five timeframes simultaneously rather than on the current chart only, surfacing the institutional reference zones that multiple time horizons agree on rather than only those visible on the active timeframe. Second, it weights each level by the structural significance of its parent timeframe — a Weekly POC carries five times the gravitational weight of a 15-minute POC — and the Wall Fusion Engine consolidates levels from different timeframes that fall within a configurable margin into a single intensified block, making multi-horizon confluence zones immediately visible as visually thicker walls. Third, the fused-block coloring reflects the accumulated weight balance of all constituent levels rather than the polarity of the last level to be merged, producing a visual scheme that is internally consistent with the triangle labels (▲ for support, ▼ for resistance) and with the price's current position relative to the block. The combination of multi-timeframe simultaneous extraction, hierarchical weighting with automatic confluence fusion, and balance-driven block coloring produces a structural map that behaves differently from single-timeframe Volume Profile indicators, particularly at price zones where multiple institutional horizons converge and where the strongest reactions tend to occur. PUBLICATION METADATA (handoff to operator — not part of description) Title: MGI Walls | Rainbow Matrix Visibility: Open-source / Public Category suggestion: Volume-based (primary) — TradingView's category for Volume Profile / volume-driven indicators Tag suggestions (TV allows up to 10; pick the 9 most relevant): - volume-profile - poc - value-area - vwap - multi-timeframe - mtf - confluence - institutional - support-resistance - parabolic-sar (optional, swap for one above if SAR is a key selling point) License declaration: Mozilla Public License 2.0 (already in script header) Screenshot slots in the description (5 "snapshot" placeholders): 1. After GENERAL OVERVIEW — wide chart showing the indicator running on BTC or major instrument, with walls visible across multiple TFs 2. After Multi-Timeframe Volume Profile Engine section — chart annotated with POC/VAH/VAL lines from different TFs 3. After Wall Fusion Engine section — close-up of a fused confluence block with mixed triangles (▲▼) and the polarity-balance color clearly visible 4. After Nearest Wall HUD Panel section — HUD close-up showing the 5-row layout with real values 5. (Optional, swap into one of the above slots) — Black Swan-style touch event showing a collision alert firing
Pine Script® indicator
by rainbowmatrix
Parallax Density Atlas [JOAT]Parallax Density Atlas Introduction Parallax Density Atlas is an open-source price-acceptance overlay that maps where the market has spent the most time doing business across a recent lookback. It combines a kernel density estimate of recent closing prices with percentile-based value rails so the user can see both the smooth acceptance curve and the practical operating envelope around it. The problem Parallax solves is hidden value structure. Traders often know whether price is moving, but not whether that movement is taking place inside accepted value, above value, or below value. Parallax puts that information directly on the chart through a point of control, value area boundaries, rails, cloud zones, and a concise dashboard. Core Concepts 1. Kernel density estimation The script evaluates a Gaussian kernel across recent closes to estimate continuous price density: densitySum += gaussianKernel((evalPrice - samplePrice) / bandwidth) densityValue = densitySum / (array.size(closeSample) * bandwidth) This creates a smooth value map instead of a stepped histogram alone. 2. Point of control and value area The highest-density node becomes the point of control. From there, the script expands outward until the target percentage of total density is captured, defining the value area high and low. 3. Percentile rails In parallel with the KDE engine, the script maintains sorted close samples and derives lower and upper rails from user-defined percentiles. Those rails create a stable operating envelope around recent value. 4. Density cloud Only the densest accepted zones inside the value area are shaded as a cloud, keeping the display focused on high-importance price zones rather than every possible level. 5. Context and skew The dashboard reports whether current price is accepted inside value, expanding above value, or trading below accepted value, along with skew and rail width. Features KDE value map: Smooth density estimate built from recent closes Point of control: Highest-density price node marked directly on the chart Value area boundaries: High and low edges of accepted price territory Percentile value rails: Smoothed lower and upper rails from sorted price samples Density cloud: Highlights only the strongest accepted zones Right-side profile: Extends density visually to the right of current price Optional candle tinting: Reflects where price sits inside the value structure Top-right dashboard: Shows POC, value area, rail width, skew, and current location state Input Parameters Density Engine: Lookback Density Steps Bandwidth Multiplier Value Area Percent Value Rails: Lower Rail Percentile Upper Rail Percentile Rail Smoothing Visual System: Profile Width Bars Cloud Threshold Show Density Cloud Show Right Profile Tint Candles Show Dashboard How to Use This Indicator Step 1: Start with location Read whether price is inside value, above value, or below value. This defines whether the market is rotating in accepted territory or exploring away from it. Step 2: Use POC as the acceptance anchor The point of control marks the most accepted price in the sample window. Reactions around it can frame mean-reversion and acceptance behavior. Step 3: Compare rails with value area The rails provide a smoothed operating envelope while the value area shows the densest accepted region. Using both together gives a more complete value map. Step 4: Monitor skew Positive skew means the density center is leaning upward in the sample range. Negative skew means accepted value is leaning lower. Indicator Limitations The density map is lookback-dependent and will evolve as old data leaves the sample KDE on closing prices is an acceptance approximation, not a full order-flow model Strong trends can stay outside accepted value for extended periods Originality Statement Parallax Density Atlas is original in how it pairs a continuous KDE-based value map with percentile rails and a selective density cloud in one overlay. It is published because: The script combines smooth value estimation with rail-based structure instead of using one method alone It focuses the cloud only on high-density accepted regions, preserving chart cleanliness The dashboard turns the density map into a practical location framework rather than a purely visual profile Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice and does not guarantee future market behavior. Value zones can shift as new data enters the sample, and persistent trends can stay outside accepted areas longer than expected. Always use independent judgment and proper risk management.
Pine Script® indicator
by officialjackofalltrades
Aurelian Auction Ledger [JOAT]Aurelian Auction Ledger Introduction Aurelian Auction Ledger is an open-source range and auction analysis overlay designed to identify compressive trade zones, map their internal value structure, and show how price behaves when it tests the edges of that ledger. The script builds a live range shell, calculates a point of control and value area, tracks sweep events, and presents the active auction state in a top-right dashboard. The problem Aurelian solves is hidden range structure. Consolidation zones are often treated as simple rectangles, but not all ranges are equal. Some are balanced, some lean toward accumulation, some toward rejection, and many fail through one-sided sweeps before resolving. Aurelian turns that internal auction structure into something visible. Core Concepts 1. Compression-based ledger build The script measures whether recent bars are tight enough in ATR terms, efficient enough in body structure, and balanced enough in directional pressure to qualify as a live auction ledger. 2. Range shell and internal value area When a ledger is active, the script draws: The outer ledger shell The internal value area The point of control This separates broad range boundaries from the price zone where most business is actually being done. 3. Right-side auction profile Volume is accumulated across profile rows inside the active ledger so the script can identify the highest-volume row and estimate the value area around it. 4. Sweep tracking Upper and lower sweep events are tracked only on confirmed bars. This helps distinguish clean acceptance from failed range probes. 5. Ledger tilt The indicator maintains a directional tilt metric so the range shell is not displayed as neutral by default. If the auction begins leaning toward acceptance or rejection, the color balance reflects that change. Features Compression-driven range detection: Searches for structured auction zones rather than generic boxes Live range shell: Displays the active ledger high, low, and midpoint Point of control and value area: Maps where the auction is most concentrated Right-side profile: Extends the auction structure visually beyond the current bar Sweep detection: Tracks confirmed probes beyond the ledger edges Auction tilt readout: Shows whether the range is leaning toward acceptance or rejection Top-right dashboard: Reports mode, compression, width, POC, value area, sweeps, and tilt Non-repainting event logic: Sweep and breakout conditions are confirmed on bar close Input Parameters Ledger Core: ATR Length Ledger Build Bars Compression Ceiling Body Efficiency Ceiling Directional Balance Ceiling Breakout Buffer Auction Profile: Profile Rows Profile Width Value Area Coverage Visuals: Show Range Shell Show Right-Side Profile Show Sweep Marks Tint Auction Bars Show Dashboard How to Use This Indicator Step 1: Confirm that a ledger is live Check the dashboard mode first. If the ledger is not active, the script is still scanning for a qualified auction structure. Step 2: Watch the POC and value area These levels show where the auction is concentrated and whether price is rotating inside value or challenging the edges. Step 3: Track sweeps versus acceptance Confirmed sweep events can mark failed probes. If price repeatedly sweeps one side and returns, the ledger is revealing where excess is being rejected. Step 4: Use tilt as context, not prediction Ledger tilt helps interpret which side has more pressure, but the actual resolution still depends on whether price ultimately accepts outside the shell. Indicator Limitations The script is designed for structured ranges and will naturally stand down during broad directional moves Volume distribution inside a candle is approximated using row allocation rather than true intrabar order flow A qualified ledger can still break without first producing a sweep event Originality Statement Aurelian Auction Ledger is original in how it combines a compression-qualified range state, an internal profile-derived value area, sweep tracking, and directional tilt into a single clean overlay. It is published because: The script distinguishes a structured auction ledger from a generic consolidation rectangle It combines shell, POC, value area, and sweep tracking in one coherent range workflow The tilt metric provides additional auction context without cluttering the chart with heavy labels Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice and does not guarantee future market behavior. Range structures can fail abruptly, and volume-based value estimates are still interpretations of historical trading activity. Always use independent judgment and proper risk management.
Pine Script® indicator
by officialjackofalltrades