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Volume Surprise [LuxAlgo]The Volume Surprise tool displays the trading volume alongside the expected volume at that time, allowing users to spot unexpected trading activity on the chart easily. The tool includes an extrapolation of the estimated volume for future periods, allowing forecasting future trading activity. 🔶 USAGE We define Volume Surprise as a situation where the actual trading volume deviates significantly from its expected value at a given time. Being able to determine if trading activity is higher or lower than expected allows us to precisely gauge the interest of market participants in specific trends. A histogram constructed from the difference between the volume and expected volume is provided to easily highlight the difference between the two and may be used as a standalone. The tool can also help quantify the impact of specific market events, such as news about an instrument. For example, an important announcement leading to volume below expectations might be a sign of market participants underestimating the impact of the announcement. Like in the example above, it is possible to observe cases where the volume significantly differs from the expected one, which might be interpreted as an anomaly leading to a correction. 🔹 Detecting Rare Trading Activity Expected volume is defined as the mean (or median if we want to limit the impact of outliers) of the volume grouped at a specific point in time. This value depends on grouping volume based on periods, which can be user-defined. However, it is possible to adjust the indicator to overestimate/underestimate expected volume, allowing for highlighting excessively high or low volume at specific times. In order to do this, select "Percentiles" as the summary method, and change the percentiles value to a value that is close to 100 (overestimate expected volume) or to 0 (underestimate expected volume). In the example above, we are only interested in detecting volume that is excessively high, we use the 95th percentile to do so, effectively highlighting when volume is higher than 95% of the volumes recorded at that time. 🔶 DETAILS 🔹 Choosing the Right Periods Our expected volume value depends on grouping volume based on periods, which can be user-defined. For example, if only the hourly period is selected, volumes are grouped by their respective hours. As such, to get the expected volume for the hour 7 PM, we collect and group the historical volumes that occurred at 7 PM and average them to get our expected value at that time. Users are not limited to selecting a single period, and can group volume using a combination of all the available periods. Do note that when on lower timeframes, only having higher periods will lead to less precise expected values. Enabling periods that are too low might prevent grouping. Finally, enabling a lot of periods will, on the other hand, lead to a lot of groups, preventing the ability to get effective expected values. In order to avoid changing periods by navigating across multiple timeframes, an "Auto Selection" setting is provided. 🔹 Group Length The length setting allows controlling the maximum size of a volume group. Using higher lengths will provide an expected value on more historical data, further highlighting recurring patterns. 🔹 Recommended Assets Obtaining the expected volume for a specific period (time of the day, day of the week, quarter, etc) is most effective when on assets showing higher signs of periodicity in their trading activity. This is visible on stocks, futures, and forex pairs, which tend to have a defined, recognizable interval with usually higher trading activity. Assets such as cryptocurrencies will usually not have a clearly defined periodic trading activity, which lowers the validity of forecasts produced by the tool, as well as any conclusions originating from the volume to expected volume comparisons. 🔶 SETTINGS Length: Maximum number of records in a volume group for a specific period. Older values are discarded. Smooth: Period of a SMA used to smooth volume. The smoothing affects the expected value. 🔹 Periods Auto Selection: Automatically choose a practical combination of periods based on the chart timeframe. Custom periods can be used if disabling "Auto Selection". Available periods include: - Minutes - Hours - Days (can be: Day of Week, Day of Month, Day of Year) - Months - Quarters 🔹 Summary Method: Method used to obtain the expected value. Options include Mean (default) or Percentile. Percentile: Percentile number used if "Method" is set to "Percentile". A value of 50 will effectively use a median for the expected value. 🔹 Forecast Forecast Window: Number of bars ahead for which the expected volume is predicted. Style: Style settings of the forecast.
Pine Script® indicator
by LuxAlgo
8
Aurum DCX AVE Gold and Silver StrategySummary in one paragraph Aurum DCX AVE is a volatility break strategy for gold and silver on intraday and swing timeframes. It aligns a new Directional Convexity Index with an Adaptive Volatility Envelope and an optional USD/DXY bias so trades appear only when direction quality and expansion agree. It is original because it fuses three pieces rarely combined in one model for metals: a convexity aware trend strength score, a percentile based envelope that widens with regime heat, and an intermarket DXY filter. Scope and intent • Markets. Gold and silver futures or spot, other liquid commodities, major indices • Timeframes. Five minutes to one day. Defaults to 30min for swing pace • Default demo used in this publication. TVC:GOLD on 30m • Purpose. Enter confirmed volatility breaks while muting chop using regime heat and USD bias • Limits. This is a strategy. Orders are simulated on standard candles only Originality and usefulness • Unique fusion. DCX combines DI strength with path efficiency and curvature. AVE blends ATR with a high TR percentile and widens with DCX heat. DXY adds an intermarket bias • Failure mode addressed. False starts inside compression and unconfirmed breakouts during USD swings • Testability. Each component has a named input. Entry names L and S are visible in the list of trades • Portable yardstick. Weekly ATR for stops and R multiples for targets • Open source. Method and implementation are disclosed for community review Method overview in plain language You score direction quality with DCX, size an adaptive envelope with a blend of ATR and a high TR percentile, and only allow breaks that clear the band while DCX is above a heat threshold in the same direction. An optional DXY filter favors long when USD weakens and short when USD strengthens. Orders are bracketed with a Weekly ATR stop and an R multiple target, with optional trailing to the envelope. Base measures • Range basis. True Range and ATR over user windows. A high TR percentile captures expansion tails used by AVE • Return basis. Not required Components • Directional Convexity Index DCX. Measures directional strength with DX, multiplies by path efficiency, blends a curvature term from acceleration, scales to 0 to 100, and uses a rise window • Adaptive Volatility Envelope AVE. Midline ALMA or HMA or EMA plus bands sized by a blend of ATR and a high TR percentile. The blend weight follows volatility of volatility. Band width widens with DCX heat • DXY Bias optional. Daily EMA trend of DXY. Long bias when USD weakens. Short bias when USD strengthens • Risk block. Initial stop equals Weekly ATR times a multiplier. Target equals an R multiple of the initial risk. Optional trailing to AVE band Fusion rule • All gates must pass. DCX above threshold and rising. Directional lead agrees. Price breaks the AVE band in the same direction. DXY bias agrees when enabled Signal rule • Long. Close above AVE upper and DCX above threshold and DCX rising and plus DI leads and DXY bias is bearish • Short. Close below AVE lower and DCX above threshold and DCX falling and minus DI leads and DXY bias is bullish • Exit and flip. Bracket exit at stop or target. Optional trailing to AVE band Inputs with guidance Setup • Symbol. Default TVC:GOLD (Correlation Asset for internal logic) • Signal timeframe. Blank follows the chart • Confirm timeframe. Default 1 day used by the bias block Directional Convexity Index • DCX window. Typical 10 to 21. Higher filters more. Lower reacts earlier • DCX rise bars. Typical 3 to 6. Higher demands continuation • DCX entry threshold. Typical 15 to 35. Higher avoids soft moves • Efficiency floor. Typical 0.02 to 0.06. Stability in quiet tape • Convexity weight 0..1. Typical 0.25 to 0.50. Higher gives curvature more influence Adaptive Volatility Envelope • AVE window. Typical 24 to 48. Higher smooths more • Midline type. ALMA or HMA or EMA per preference • TR percentile 0..100. Typical 75 to 90. Higher favors only strong expansions • Vol of vol reference. Typical 0.05 to 0.30. Controls how much the percentile term weighs against ATR • Base envelope mult. Typical 1.4 to 2.2. Width of bands • Regime adapt 0..1. Typical 0.6 to 0.95. How much DCX heat widens or narrows the bands Intermarket Bias • Use DXY bias. Default ON • DXY timeframe. Default 1 day • DXY trend window. Typical 10 to 50 Risk • Risk percent per trade. Reporting field. Keep live risk near one to two percent • Weekly ATR. Default 14. Basis for stops • Stop ATR weekly mult. Typical 1.5 to 3.0 • Take profit R multiple. Typical 1.5 to 3.0 • Trail with AVE band. Optional. OFF by default Properties visible in this publication • Initial capital. 20000 • Base currency. USD • request.security lookahead off everywhere • Commission. 0.03 percent • Slippage. 5 ticks • Default order size method percent of equity with value 3% of the total capital available • Pyramiding 0 • Process orders on close ON • Bar magnifier ON • Recalculate after order is filled OFF • Calc on every tick OFF Realism and responsible publication • No performance claims. Past results never guarantee future outcomes • Shapes can move while a bar forms and settle on close • Strategies use standard candles for signals and orders only Honest limitations and failure modes • Economic releases and thin liquidity can break assumptions behind the expansion logic • Gap heavy symbols may prefer a longer ATR window • Very quiet regimes can reduce signal contrast. Consider higher DCX thresholds or wider bands • Session time follows the exchange of the chart and can change symbol to symbol • Symbol sensitivity is expected. Use the gates and length inputs to find stable settings Open source reuse and credits • None Mode Public open source. Source is visible and free to reuse within TradingView House Rules Legal Education and research only. Not investment advice. You are responsible for your decisions. Test on historical data and in simulation before any live use. Use realistic costs.
Pine Script® strategy
by exlux
2
FluxGate Daily Swing StrategySummary in one paragraph FluxGate treats long and short as different ecosystems. It runs two independent engines so the long side can be bold when the tape rewards upside persistence while the short side can stay selective when downside is messy. The core reads three directional drivers from price geometry then removes overlap before gating with clean path checks. The complementary risk module anchors stop distance to a higher timeframe ATR so a unit means the same thing on SPY and BTC. It can add take profit breakeven and an ATR trail that only activates after the trade earns it. If a stop is hit the strategy can re enter in the same direction on the next bar with a daily retry cap that you control. Add it to a clean chart. Use defaults to see the intended behavior. For conservative workflows evaluate on bar close. Scope and intent • Markets. Large cap equities and liquid ETFs major FX pairs US index futures and liquid crypto pairs • Timeframes. From one minute to daily • Default demo in this publication. SPY on one day timeframe • Purpose. Reduce false starts without missing sustained trends by fusing independent drivers and suppressing activity when the path is noisy • Limits. This is a strategy. Orders are simulated on standard candles. Non standard chart types are not supported for execution Originality and usefulness • Unique fusion. FluxGate extracts three drivers that look at price from different angles. Direction measures slope of a smoothed guide and scales by realized volatility so a point of slope does not mean a different thing on different symbols. Persistence looks at short sign agreement to reward series of closes that keep direction. Curvature measures the second difference of a local fit to wake up during convex pushes. These three are then orthonormalized so a strong reading in one does not double count through another. • Gates that matter. Efficiency ratio prefers direct paths over treadmills. Entropy turns up versus down frequency into an information read. Light fractal cohesion punishes wrinkly paths. Together they slow the system in chop and allow it to open up when the path is clean. • Separate long and short engines. Threshold tilts adapt to the skew of score excursions. That lets long engage earlier when upside distribution supports it and keeps short cautious where downside surprise and venue frictions are common. • Practical risk behavior. Stops are ATR anchored on a higher timeframe so the unit is portable. Take profit is expressed in R so two R means the same concept across symbols. Breakeven and trailing only activate after a chosen R so early noise does not squeeze a good entry. Re entry after stop lets the system try again without you babysitting the chart. • Testability. Every major window and the aggression controls live in Inputs. There is no hidden magic number. Method overview in plain language Base measures • Return basis. Natural log of close over prior close for stability and easy aggregation through time. Realized volatility is the standard deviation of returns over a moving window. • Range basis for risk. ATR computed on a higher timeframe anchor such as day week or month. That anchor is steady across venues and avoids chasing chart specific quirks. Components • Directional intensity. Use an EMA of typical price as a guide. Take the day to day slope as raw direction. Divide by realized volatility to get a unit free measure. Soft clip to keep outliers from dominating. • Persistence. Encode whether each bar closed up or down. Measure short sign agreement so a string of higher closes scores better than a jittery sequence. This favors push continuity without guessing tops or bottoms. • Curvature. Fit a short linear regression and compute the second difference of the fitted series. Strong curvature flags acceleration that slope alone may miss. • Efficiency gate. Compare net move to path length over a gate window. Values near one indicate direct paths. Values near zero indicate treadmill behavior. • Entropy gate. Convert up versus down frequency into a probability of direction. High entropy means coin toss. The gate narrows there. • Fractal cohesion. A light read of path wrinkliness relative to span. Lower cohesion reduces the urge to act. • Phase assist. Map price inside a recent channel to a small signed bias that grows with confidence. This helps entries lean toward the right half of the channel without becoming a breakout rule. • Shock control. Compare short volatility to long volatility. When short term volatility spikes the shock gate temporarily damps activity so the system waits for pressure to normalize. Fusion rule • Normalize the three drivers after removing overlap • Blend with weights that adapt to your aggression input • Multiply by the gates to respect path quality • Smooth just enough to avoid jitter while keeping timing responsive • Compute an adaptive mean and deviation of the score and set separate long and short thresholds with a small tilt informed by skew sign • The result is one long score and one short score that can cross their thresholds at different times for the same tape which is a feature not a bug Signal rule • A long suggestion appears when the long score crosses above its long threshold while all gates are active • A short suggestion appears when the short score crosses below its short threshold while all gates are active • If any required gate is missing the state is wait • When a position is open the status is in long or in short until the complementary risk engine exits or your entry mode closes and flips Inputs with guidance Setup Long • Base length Long. Master window for the long engine. Typical range twenty four to eighty. Raising it improves selectivity and reduces trade count. Lowering it reacts faster but can increase noise • Aggression Long. Zero to one. Higher values make thresholds more permissive and shorten smoothing Setup Short • Base length Short. Master window for the short engine. Typical range twenty eight to ninety six • Aggression Short. Zero to one. Lower values keep shorts conservative which is often useful on upward drifting symbols Entries and UI • Entry mode. Both or Long only or Short only Complementary risk engine • Enable risk engine. Turns on bracket exits while keeping your signal logic untouched • ATR anchor timeframe. Day Week or Month. This sets the structural unit of stop distance • ATR length. Default fourteen • Stop multiple. Default one point five times the anchor ATR • Use take profit. On by default • Take profit in R. Default two R • Breakeven trigger in R. Default one R Usage recipes Intraday trend focus • Entry mode Both • ATR anchor Week • Aggression Long zero point five Aggression Short zero point three • Stop multiple one point five Take profit two R • Expect fewer trades that stick to directional pushes and skip treadmill noise Intraday mean reversion focus • Session windows optional if you add them in your copy • ATR anchor Day • Lower aggression both sides • Breakeven later and trailing later so the first bounce has room • This favors fade entries that still convert into trends when the path stays clean Swing continuation • Signal timeframe four hours or one day • Confirm timeframe one day if you choose to include bias • ATR anchor Week or Month • Larger base windows and a steady two R target • This accepts fewer entries and aims for larger holds Properties visible in this publication • Initial capital 25.000 • Base currency USD • Default order size percent of equity value three - 3% of the total capital • Pyramiding zero • Commission zero point zero three percent - 0.03% of total capital • Slippage five ticks • Process orders on close off • Recalculate after order is filled off • Calc on every tick off • Bar magnifier off • Any request security calls use lookahead off everywhere Realism and responsible publication • No performance promises. Past results never guarantee future outcomes • Fills and slippage vary by venue and feed • Strategies run on standard candles only • Shapes can update while a bar is forming and settle on close • Keep risk per trade sensible. Around one percent is typical for study. Above five to ten percent is rarely sustainable Honest limitations and failure modes • Sudden news and thin liquidity can break assumptions behind entropy and cohesion reads • Gap heavy symbols often behave better with a True Range basis for risk than a simple range • Very quiet regimes can reduce score contrast. Consider longer windows or higher thresholds when markets sleep • Session windows follow the exchange time of the chart if you add them • If stop and target can both be inside a single bar this strategy prefers stop first to keep accounting conservative Open source reuse and credits • No reused open source beyond public domain building blocks such as ATR EMA and linear regression concepts Legal Education and research only. Not investment advice. You are responsible for your decisions. Test on history and in simulation with realistic costs
Pine Script® strategy
by exlux
Spread Trading Z-ScoreIndicator: Z-Score Spread Indicator Description The "Z-Score Spread Indicator" is a powerful tool for traders employing mean-reversion strategies on the spread between two financial assets (e.g., futures contracts like MNQ and MES). This indicator calculates and plots the Z-score of the price spread, indicating how far the current spread deviates from its historical mean. It features customizable entry and exit thresholds with adjustable offsets, along with an estimated p-value displayed in a table to assess statistical significance. Key Features Asset Selection: Allows users to select two asset symbols (e.g., CME_MINI:MNQ1! and CME_MINI:MES1!) via customizable inputs. Z-Score Calculation: Computes the Z-score based on the spread’s simple moving average and standard deviation over a user-defined lookback period. Customizable Thresholds with Offset: Offers adjustable base entry and exit thresholds, with an optional offset to fine-tune trading levels, plotted as horizontal lines. P-Value Estimation: Provides an approximate p-value to evaluate the statistical significance of the Z-score, displayed in a table anchored to the top-left corner. Visual Representation: Plots the Z-score with a zero line and threshold lines for intuitive interpretation. Adjustable Parameters Asset A Symbol: Symbol for Asset A (default: CME_MINI:MNQ1!). Asset B Symbol: Symbol for Asset B (default: CME_MINI:MES1!). Z-Score Lookback: Lookback period for Z-score calculation (default: 40, minimum 2). Base Entry Threshold: Threshold for entry signals (default: 1.8, adjustable with a step of 0.1). Base Exit Threshold: Threshold for exit signals (default: 0.5, adjustable with a step of 0.1). Threshold Offset (+/-): Offset to adjust entry and exit thresholds symmetrically (default: 0.0, range -5.0 to 5.0, step 0.1). Usage Add the indicator to your chart via the "Indicators" tab. Customize the parameters based on your preferred assets and trading strategy (lookback period, thresholds, offset). Observe the Z-score plot and threshold lines (red for short entry, green for long entry, orange dotted for exits) to identify potential trade setups. Check the p-value table in the top-left corner to assess the statistical significance of the current Z-score. Use this data to inform mean-reversion trading decisions, ideally in conjunction with other indicators. Notes A Z-score above the entry threshold (positive) or below the negative entry threshold suggests a potential short or long entry, respectively. Exits are signaled when the Z-score crosses the exit thresholds. The p-value is an approximation based on the normal distribution; a value below 0.05 typically indicates statistical significance, but further validation is recommended. The indicator uses a simple spread (Asset A - Asset B) without volatility adjustments; consider pairing it with a lots calculator for hedging. Limitations The p-value is an approximation and may not reflect advanced statistical tests (e.g., ADF) due to Pine Script constraints. No automatic trading signals are generated; it provides data for manual analysis. Author Developed by grogusama, October 15, 2025, 07:29 PM CEST.
Pine Script® indicator
by Grogusama
ICT HTF Volume Candles (Based on HTF Candles by Fadi)# ICT HTF Volume Candles - Multi-Timeframe Volume Analysis ## Overview This indicator provides multi-timeframe volume visualization designed to complement price action analysis. It displays volume data from up to 6 higher timeframes simultaneously in a separate panel, allowing traders to identify volume spikes, divergences, and institutional activity without switching between timeframes. **Original Concept Credits:** This indicator builds upon the HTF Candles framework by Fadi, adapting it specifically for volume analysis with enhanced features including gap-filling for extended hours, multiple scaling methods, and advanced synchronization. ## What Makes This Script Original ### Key Innovations: 1. **Three Volume Scaling Methods:** - **Per-HTF Auto Scale:** Each timeframe scales independently for detailed comparison - **Global Auto Scale:** All timeframes use unified scale for relative volume comparison - **Manual Scale:** User-defined maximum for consistent analysis across sessions 2. **Bullish/Bearish Volume Differentiation:** - Volume bars colored based on price movement (close vs open) - Separate styling for bullish (green) and bearish (red) volume periods - Helps identify whether volume supports price direction 3. **Advanced Time Synchronization:** - Custom daily candle open times (Midnight, 8:30 AM, 9:30 AM ET) - Timezone-aware calculations for New York trading hours - Real-time countdown timers for each timeframe - **Gap-filling technology** for continuous display during extended hours and weekends 4. **Flexible Display Options:** - Configurable spacing and positioning - Label placement (top, bottom, or both) - Day-of-week or time interval labels on candles - Works reliably in backtesting and live trading ## How It Works ### Volume Calculation The indicator uses `request.security()` with optimized parameters to fetch volume data from higher timeframes: - **Volume Open/High/Low/Close (OHLC):** Tracks volume changes within each HTF candle - **Color Logic:** Compares HTF close vs open prices to determine bullish/bearish classification - **Alignment:** All volume bars share a common baseline for easy visual comparison - **Gap Handling:** Uses `gaps=barmerge.gaps_off` to maintain continuity during non-trading hours ### Technical Implementation ``` 1. Monitors HTF timeframe changes using request.security() with lookahead 2. Creates new VolumeCandle object when HTF bar opens 3. Updates current candle's volume H/L/C on each chart bar 4. Applies selected scaling method to normalize display height 5. Repositions all candles and labels on each bar update 6. Fills gaps automatically during extended hours for consistent display ``` ### Scaling Methods Explained **Method 1 - Auto Scale per HTF:** Each timeframe displays volume relative to its own maximum. Best for identifying patterns within each individual timeframe. **Method 2 - Global Auto Scale:** All timeframes share the same scale based on the highest volume across all HTFs. Best for comparing relative volume strength between timeframes. **Method 3 - Manual Scale:** User sets maximum volume value. Best for maintaining consistent scale across different trading sessions or instruments. ## How to Use This Indicator ### Setup 1. Add indicator to your chart (it appears in a separate panel below price) 2. Configure up to 6 higher timeframes (default: 5m, 15m, 1H, 4H, 1D, 1W) 3. Set number of candles to display for each timeframe 4. Choose volume scaling method based on your analysis needs 5. Enable "Fix gaps in non-trading hours" for extended hours trading (enabled by default) ### Interpretation **Volume Spikes:** - Sudden increase in volume height indicates institutional activity or strong conviction - Compare volume between timeframes to identify where the real money is moving - Look for volume spikes that appear across multiple timeframes simultaneously **Bullish vs Bearish Volume:** - **Green volume bars:** Price closed higher (buying pressure) - **Red volume bars:** Price closed lower (selling pressure) - High green volume during uptrend = confirmation of strength - High red volume during downtrend = confirmation of weakness - High volume opposite to trend = potential reversal warning **Multi-Timeframe Context:** - **5m/15m:** Scalping and day trading activity - **1H/4H:** Swing trading and intraday institutional flows - **Daily/Weekly:** Major position building and long-term trends **Divergences:** - Price making new highs but volume declining = weakening trend - Volume increasing while price consolidates = potential breakout brewing - Price breaks level but volume doesn't confirm = likely false breakout ### Practical Examples **Example 1 - Institutional Confirmation:** Price breaks above resistance. Check volume across timeframes: - 5m shows spike = retail interest - 15m + 1H + 4H all show spikes = institutional confirmation - **Trade confidence: HIGH** **Example 2 - False Breakout Detection:** Price breaks resistance with: - High volume on 5m only - Normal/low volume on 1H and 4H - **Interpretation:** Likely retail trap, institutions not participating - **Action:** Wait for pullback or avoid **Example 3 - Accumulation Phase:** Price ranges sideways but: - Daily volume gradually increasing - Weekly volume above average - **Interpretation:** Smart money accumulating - **Action:** Prepare for breakout in direction of volume **Example 4 - Volume Divergence:** Price makes new high: - Current high has lower volume than previous high across all timeframes - **Interpretation:** Weakening momentum - **Action:** Consider profit-taking or reversal trade ## Configuration Parameters ### Timeframe Settings - **HTF 1-6:** Select timeframes (must be higher than chart timeframe) - **Max Display:** Number of candles to show per timeframe (1-50) - **Limit to Next HTFs:** Display only first N enabled timeframes (1-6) ### Styling - **Bull/Bear Colors:** Separate colors for body, border, and wick - **Padding from current candles:** Distance offset from live price action - **Space between candles:** Gap between individual volume bars - **Space between Higher Timeframes:** Gap between different timeframe groups - **Candle Width:** Thickness of volume bars (1-4, multiplied by 2) ### Volume Settings - **Volume Scale Method:** Choose 1, 2, or 3 - 1 = Auto Scale per HTF (each TF independent) - 2 = Global Auto Scale (all TF unified) - 3 = Manual Scale (user-defined max) - **Auto Scale Volume:** Enable/disable automatic scaling - **Manual Scale Max Volume:** Set maximum when using Method 3 ### Label Settings - **HTF Label:** Show/hide timeframe names with color and size options - **Label Positions:** Display at Top, Bottom, or Both - **Label Alignment:** Align centered or Follow Candles - **Remaining Time:** Show countdown timer until next HTF candle - **Interval Value:** Display day-of-week or time on each candle ### Custom Daily Candle - **Enable Custom Daily:** Override default daily candle timing - **Open Time Options:** - **Midnight:** Standard 00:00 ET daily open - **8:30 AM:** Align with economic data releases - **9:30 AM:** Align with NYSE market open - Useful for specific trading strategies or market alignment ### Advanced Settings - **Fix gaps in non-trading hours:** Maintains alignment during extended hours and weekends (recommended: ON) - Prevents visual gaps during forex weekend closures - Ensures consistent display during crypto 24/7 trading - Improves backtesting reliability ## Best Practices 1. **Pair with Price Action:** Use alongside HTF price candles indicator for complete picture 2. **Start Simple:** Enable 2-3 timeframes initially (e.g., 15m, 1H, 4H), add more as needed 3. **Match Settings:** Use same candle width/spacing as companion price indicator for visual alignment 4. **Scale Appropriately:** - Use **Global scale** (Method 2) when comparing timeframes - Use **Per-HTF scale** (Method 1) for pattern analysis within each timeframe - Use **Manual scale** (Method 3) for consistent day-to-day comparison 5. **Watch for Volume Clusters:** High volume appearing simultaneously across multiple HTFs signals significant market events 6. **Confirm Breakouts:** Always check if volume supports the price movement across higher timeframes 7. **Extended Hours:** Keep "Fix gaps" enabled for 24/7 markets (Forex, Crypto) and weekend analysis ## Technical Notes - **Timezone:** All calculations use America/New_York timezone for consistency - **Real-time Updates:** Volume and timers update on each tick during market hours - **Performance:** Optimized with max_bars_back=5000 for extensive historical analysis - **Compatibility:** Works on all instruments with volume data (Stocks, Forex, Crypto, Futures) - **Gap Handling:** Uses `barmerge.gaps_off` to fill data gaps during non-trading periods - **Backtesting:** Uses `lookahead=barmerge.lookahead_on` for stable historical data without repainting - **Data Continuity:** Automatically handles market closures, weekends, and extended hours ## Updates & Improvements **Version 2.0 (Current):** - ✅ Fixed alignment issues during extended hours and weekends - ✅ Eliminated repainting in backtesting - ✅ Added gap-filling technology for continuous display - ✅ Improved data synchronization across all timeframes - ✅ Enhanced NA value handling for data integrity - ✅ Added advanced settings group for user control ## Support For questions, suggestions, or feedback, please comment on the publication or message the author. --- **Disclaimer:** This indicator is for educational and informational purposes only. It does not constitute financial advice. Past performance is not indicative of future results. Always perform your own analysis and implement proper risk management before making trading decisions.
Pine Script® indicator
by Pitt4
PRO Scalper(EN) ## What it is **PRO Scalper** is an intraday price–action and liquidity map that helps you see where the market is likely to move **now**, not just where it has been. It combines five building blocks that professional scalpers often watch together: 1. **Session Volume-Weighted Average Price (VWAP)** — the intraday “fair value” anchor. 2. **Opening Range** — the first minutes of the session that set the day’s balance. 3. **Trend filter** — higher-timeframe bias using **Exponential Moving Averages (EMA)** and optional **Average Directional Index (ADX)** strength. 4. **Two independent Supply/Demand zone engines** — zones are drawn from confirmed swing pivots, with midlines and **touch counters**. 5. **Order-flow style visuals**: * **Delta bubbles** (green/red circles) show where buying or selling pressure was unusually strong, using a safe **delta proxy** (no external feeds). * **Liquidity densities** (subtle rectangular bands) highlight clusters of large activity that often act as magnets or barriers and disappear when “eaten” by strong moves. This mix gives you a **complete intraday picture**: the mean (VWAP), the day’s initial balance (Opening Range), the higher-timeframe push (trend filter), the nearby fuel or brakes (zones), and the live pressure points (bubbles and densities). --- ## Why these components * **VWAP** tracks where the bulk of traded value sits. Price tends to rotate around it or accelerate away from it — a perfect compass for scalps. * **Opening Range** frames the early auction. Many intraday breaks, fades and retests start at its boundaries. * **EMA bias + ADX strength** separates trending conditions from chop, so you can keep only the zones that agree with the bigger push. * **Pivot-based zones (two pairs at once)** are simple, objective and fast. Midlines help with confirmations; touch counters quantify how many times the zone was tested. * **Bubbles and densities** add the “effort” layer: where the push appeared and where liquidity is concentrated. You see **where** a move is likely to continue or fail. Together they reduce ambiguity: **context + level + effort** — all on one screen. --- ## How it works (plain language) * **VWAP** resets each day and is calculated as the cumulative sum of typical price multiplied by volume divided by total volume. * **Opening Range** is either automatic (a multiple of your chart timeframe) or a manual number of minutes. While it is forming, the highest high and lowest low are captured and plotted as the range. * **Trend filter** * **EMA Fast** and **EMA Slow** define directional bias. * **ADX (optional)** adds “trend strength”: only when the Average Directional Index is above the chosen threshold do we treat the move as strong. You can source this from a higher timeframe. * **Zones** * There are **two independent pairs** of pivots at the same time (for example 10-left 10-right and 5-left 5-right). * Each detected pivot creates a **Supply** (from a swing high) or **Demand** (from a swing low) box. Box depth = **zone depth × Average True Range** for adaptive sizing; the boxes **extend forward**. * Midline (optional dashed line inside the box) is the “balance” of the zone. * **“Only in trend”** mode can hide boxes that go against the higher-timeframe bias. * The **touch counter** increases when price revisits the box. Labels show the pair name and the number of touches. * **Bubbles** * A safe **delta proxy** measures bar pressure (for example, range-weighted close vs open). * A **quantile filter** shows only unusually large pressure: choose lookback and percentile, and the script draws a circle sized by intensity (green = bullish pressure, red = bearish). * **Densities** * The script marks heavy activity clusters as **subtle bands** around price (depth = fraction of Average True Range). * If price **breaks** a density with volume above its moving average, the band **disappears** (“eaten”), which often precedes continuation. --- ## How to use — practical playbooks > Recommended chart: crypto or index futures, one to five minutes. Use **one hour** or **fifteen minutes** for the higher-timeframe bias. ### 1) Trend pullback scalp (continuation) 1. Enable **Only in trend** zones. 2. In an uptrend: wait for a pullback into a **Demand** zone that overlaps with VWAP or sits just below the Opening Range midpoint. 3. Look for **green bubbles** near the zone’s bottom or a fresh **density** under price. 4. Enter on a candle closing **back above the zone midline**. 5. Stop-loss: below the bottom of the zone or a small multiple of Average True Range. 6. Targets: previous swing high, Opening Range high, fixed risk multiples, or VWAP. Mirror the logic for downtrends using Supply zones, red bubbles and densities above price. ### 2) Reversion with liquidity sweep (fade) 1. Bias neutral or countertrend allowed. 2. Price **wicks through** a zone boundary (or an Opening Range line) and **closes back inside** the zone. 3. The bubble color often flips (absorption). 4. Enter toward the **inside** of the zone; stop beyond the sweep wick; first target = zone midline, second = opposite side of the zone or VWAP. ### 3) Opening Range break and retest 1. Wait for the Opening Range to complete. 2. A break with a large bubble suggests intent. 3. Look for a **retest** into a nearby zone aligned with VWAP. 4. Trade continuation toward the next zone or the session extremes. ### 4) Density “eaten” continuation 1. When a density band **disappears** on high volume, it often means the resting liquidity was consumed. 2. Trade in the direction of the break, toward the nearest opposing zone. --- ## Settings — quick guide **Core** * *ATR Length* — used for zone and density depths. * *Show VWAP / Show Opening Range*. * *Opening Range*: Auto (multiple of timeframe minutes) or Manual minutes. **Trend Filter** * *Mode*: Off, EMA only, or EMA with ADX strength. * *Use higher timeframe* and its value. * *EMA Fast / EMA Slow*, *ADX Length*, *ADX threshold*. * *Plot EMA filter* to display the moving averages. **Zones (two pairs)** * *Pivot A Left / Right* and *Pivot B Left / Right*. * *Zone depth × ATR*, *Extend bars*. * *Show zone midline*, *Only in trend zones*. * Labels automatically show the touch counters. **Bubbles** * *Show Bubbles*. * *Quantile lookback* and *Quantile percent* (higher percent = stricter filter, fewer bubbles). **Densities** * *Metric*: absolute delta proxy or raw volume. * *Quantile lookback / percent*. * *Depth × ATR*, *Extend bars*, *Merge distance* (in ATR), * *Break condition*: volume moving average length and multiplier, * *Midline for densities* (optional dashed line). --- ## Tips and risk management * This script **does not use external order-flow feeds**. Delta is a **proxy** suitable for TradingView; tune quantiles per symbol and timeframe. * Do not trade every bubble. Combine **context (trend + VWAP + Opening Range)** with **level (zone)** and **effort (bubble/density)**. * Set stop-losses beyond the zone or at a fraction of Average True Range. Predefine risk per trade. * Backtest your rules with a strategy script before using real funds. * Markets differ. Parameters that work on Bitcoin may not transfer to low-liquidity altcoins or stocks. * Nothing here is financial advice. Scalping is high-risk; slippage and over-trading can quickly damage your account. --- ## What makes PRO Scalper unique * Two **independent** zone engines run in parallel, so you can see both **larger structure** and **fine intraday levels** at the same time. * Clean **“only in trend” rendering** — zones and midlines against the bias can be hidden, reducing clutter and hesitation. * **Touch counters** convert “feel” into numbers. * **Self-contained order-flow visuals** (bubbles and densities) that require no extra data sources. * Careful defaults: subtle colors for densities, clearer zones, and responsive auto Opening Range. --- (RU) ## Что это такое **PRO Scalper** — это индикатор для внутридневной торговли, который показывает **контекст и ликвидность прямо сейчас**. Он объединяет пять модулей, которыми профессиональные скальперы пользуются вместе: 1. **VWAP** — средневзвешенная по объему цена за сессию, «справедливая стоимость» дня. 2. **Opening Range** — первая часть сессии, задающая баланс дня. 3. **Фильтр тренда** — направление старшего таймфрейма по **экспоненциальным средним** и при желании по силе тренда **Average Directional Index**. 4. **Две независимые системы зон спроса/предложения** — зоны строятся от подтвержденных экстремумов (пивотов), имеют **среднюю линию** и **счетчик касаний**. 5. **Визуализация «ордер-флоу»**: * **Пузыри дельты** (зеленые/красные круги) — места повышенного покупательного/продажного давления, рассчитанные через безопасный **прокси-дельты**. * **Плотности ликвидности** (ненавязчивые прямоугольные ленты) — скопления объема, которые нередко притягивают цену или удерживают ее и исчезают, когда «разъедаются» сильным движением. Итог — **полная картинка момента**: среднее (VWAP), баланс дня (Opening Range), старшая сила (фильтр тренда), ближайшие уровни топлива/тормозов (зоны), текущие точки усилия (пузыри и плотности). --- ## Почему именно эти элементы * **VWAP** показывает, где сосредоточена стоимость; цена либо вращается вокруг него, либо быстро уходит — идеальный ориентир скальпера. * **Opening Range** фиксирует ранний аукцион — от его границ часто начинаются пробои, возвраты и ретесты. * **EMA + ADX** отделяют тренд от «пилы», позволяя оставлять на графике только зоны по направлению старшего таймфрейма. * **Зоны от пивотов** просты, объективны и быстры; средняя линия помогает подтверждать разворот, счетчик касаний переводит субъективность в цифры. * **Пузыри и плотности** добавляют слой «усилия»: где именно возник толчок и где сконцентрирована ликвидность. Комбинация **контекста + уровня + усилия** уменьшает двусмысленность и ускоряет принятие решения. --- ## Как это работает (простыми словами) * **VWAP** каждый день стартует заново: сумма «типичной цены × объем» делится на суммарный объем. * **Opening Range** — автоматический (кратный минутам вашего таймфрейма) или вручную заданный период; пока он формируется, фиксируются максимум и минимум. * **Фильтр тренда** * Две экспоненциальные средние задают направление. * **ADX** (по желанию) добавляет «силу». Источник можно взять со старшего таймфрейма. * **Зоны** * Одновременно работает **две пары** пивотов (например 10-лево 10-право и 5-лево 5-право). * От пивота строится зона **предложения** (от максимума) или **спроса** (от минимума). Глубина зоны = **коэффициент × Average True Range**; зона тянется вперед. * Внутри рисуется **средняя линия** (по желанию). * Режим **«только по тренду»** скрывает зоны против старшего направления. * **Счетчик касаний** увеличивается, когда цена снова входит в зону; подпись показывает пару и количество касаний. * **Пузыри** * Используется безопасный **прокси-дельты** — измерение «напряжения» внутри свечи. * Через **квантильный фильтр** выводятся только необычно сильные места: настраиваются окно и процент квантиля; размер кружка — сила, цвет: зеленый покупатели, красный продавцы. * **Плотности** * Крупные активности отмечаются **ненавязчивыми прямоугольниками** (глубина — доля Average True Range). * Если плотность **пробивается** объемом выше среднего, она **исчезает** — часто это предвещает продолжение. --- ## Как пользоваться — практические схемы > Рекомендация: крипто или фьючерсы, таймфрейм 1–5 минут. Для старшего фильтра удобно взять **1 час** или **15 минут**. ### 1) Скальп на откат по тренду 1. Включите **«только по тренду»**. 2. В восходящем тренде дождитесь отката в **зону спроса**, желательно рядом с **VWAP** или серединой **Opening Range**. 3. Подтверждение — **зеленые пузыри** у нижней границы зоны или свежая **плотность** под ценой. 4. Вход после закрытия свечи **выше средней линии** зоны. 5. Стоп-лосс: за нижнюю границу зоны или небольшой множитель Average True Range. 6. Цели: предыдущий максимум, верх Opening Range, фиксированные R-множители, либо VWAP. Для нисходящего тренда зеркально: зоны предложения, красные пузыри и плотности над ценой. ### 2) Контрдвижение с «выбиванием ликвидности» 1. Нейтральный или контртрендовый режим. 2. Цена **выносит хвостом** границу зоны (или линию Opening Range) и **закрывается обратно внутри**. 3. Цвет пузыря часто меняется (поглощение). 4. Вход внутрь зоны; стоп — за хвост выбивания; цели: средняя линия, противоположная граница зоны или VWAP. ### 3) Пробой Opening Range + ретест 1. Дождитесь завершения диапазона. 2. Сильный пробой с крупным пузырем — признак намерения. 3. Ищите **ретест** в зоне по тренду рядом с линией диапазона и VWAP. 4. Торгуйте продолжение к следующей зоне. ### 4) Продолжение после «съеденной» плотности 1. Когда прямоугольник плотности **исчезает** на повышенном объеме, это значит, что ликвидность поглощена. 2. Торгуйте в сторону пробоя к ближайшей противоположной зоне. --- ## Настройки — краткая шпаргалка **Core** — Длина Average True Range (для размеров зон и плотностей). — Включение VWAP и Opening Range. — Длина Opening Range: автоматическая (кратная минутам ТФ) или ручная. **Trend Filter** — Режим: выкл., только средние, либо средние + ADX. — Источник со старшего таймфрейма и его значение. — Длины средних, длина ADX и порог силы. — Показать/скрыть линий средних. **Zones (две пары одновременно)** — Пара A: лев/прав; Пара B: лев/прав. — Глубина зоны × Average True Range, продление по барам. — Средняя линия, режим **«только по тренду»**. — Подписи со счетчиком касаний. **Bubbles** — Вкл./выкл., окно поиска и процент квантиля (чем выше процент — тем реже пузыри). **Densities** — Метрика: абсолютная прокси-дельты или чистый объем. — Окно/квантиль, глубина × Average True Range, продление, — Порог объединения (в Average True Range), — Условие «разъедания» по объему, — Средняя линия плотности (по желанию). --- ## Советы и риски * Индикатор **не использует внешние потоки ордер-флоу**. Дельта — **прокси**, подходящая для TradingView; подбирайте квантили под инструмент и таймфрейм. * Не торгуйте каждый пузырь. Склейте **контекст (тренд + VWAP + Opening Range)** с **уровнем (зона)** и **усилием (пузырь/плотность)**. * Стоп-лосс — за границей зоны или по Average True Range. Риск на сделку задавайте заранее. * Перед реальными деньгами протестируйте правила в стратегии. * Разные рынки ведут себя по-разному; настройки из Биткоина могут не подойти малоликвидным альткоинам или акциям. * Это не инвестиционная рекомендация. Скальпинг — высокий риск; проскальзывание и переизбыток сделок быстро наносят ущерб капиталу. --- ## Чем уникален PRO Scalper * Две **одновременные** системы зон показывают и **крупную структуру**, и **точные локальные уровни**. * Режим **«только по тренду»** чистит экран от лишних уровней и ускоряет решение. * **Счетчики касаний** дают количественную опору. * **Самодостаточные визуализации усилия** (пузыри и плотности) — без сторонних источников данных. * Аккуратная цветовая схема: плотности — мягко, зоны — ясно; Opening Range — адаптивный. Пусть он станет вашей «картой местности» для быстрых и дисциплинированных решений внутри дня.
Pine Script® indicator
by BadRockCapital
Curved Radius Supertrend [BOSWaves]Curved Radius Supertrend — Adaptive Parabolic Trend Framework with Dynamic Acceleration Geometry Overview The Curved Radius Supertrend introduces an evolution of the classic Supertrend indicator - engineered with a dynamic curvature engine that replaces rigid ATR bands with parabolic, radius-based motion. Traditional Supertrend systems rely on static band displacement, reacting linearly to volatility and often lagging behind emerging price acceleration. The Curved Radius Supertend model redefines this by integrating controlled acceleration and curvature geometry, allowing the trend bands to adapt fluidly to both velocity and duration of price movement. The result is a smoother, more organic trend flow that visually captures the momentum curve of price action - not just its direction. Instead of sharp pivots or whipsaws, traders experience a structurally curved trajectory that mirrors real market inertia. This makes it particularly effective for identifying sustained directional phases, detecting early trend rotations, and filtering out noise that plagues standard Supertrend methodologies. Unlike conventional band-following systems, the Curved Radius framework is time-reactive and velocity-aware, providing a nuanced signal structure that blends geometric precision with volatility sensitivity. Theoretical Foundation The Curved Radius Supertrend draws from the intersection of mathematical curvature dynamics and adaptive volatility processing. Standard Supertrend algorithms extend from Average True Range (ATR) envelopes - a linear measure of volatility that moves proportionally with price deviation. However, markets do not expand or contract linearly. Trend velocity typically accelerates and decelerates in nonlinear arcs, forming natural parabolas across price phases. By embedding a radius-based acceleration function, the indicator models this natural behavior. The core variable, radiusStrength, controls how aggressively curvature accelerates over time. Instead of simply following price distance, the band now evolves according to temporal acceleration - each bar contributes incremental velocity, bending the trend line into a radius-like curve. This structural design allows the indicator to anticipate rather than just respond to price action, capturing momentum transitions as curved accelerations rather than binary flips. In practice, this eliminates the stutter effect typical of standard Supertrends and replaces it with fluid directional motion that better reflects actual trend geometry. How It Works The Curved Radius Supertrend is constructed through a multi-stage process designed to balance price responsiveness with geometric stability: 1. Baseline Supertrend Core The framework begins with a standard ATR-derived upper and lower band calculation. These define the volatility envelope that constrains potential price zones. Directional bias is determined through crossover logic - prices above the lower band confirm an uptrend, while prices below the upper band confirm a downtrend. 2. Curvature Acceleration Engine Once a trend direction is established, a curvature engine is activated. This system uses radiusStrength as a coefficient to simulate acceleration per bar, incrementally increasing velocity over time. The result is a parabolic displacement from the anchor price (the price level at trend change), creating a curved motion path that dynamically widens or tightens as the trend matures. Mathematically, this acceleration behaves quadratically - each new bar compounds the previous velocity, forming an exponential rate of displacement that resembles curved inertia. 3. Adaptive Smoothing Layer After the radius curve is applied, a smoothing stage (defined by the smoothness parameter) uses a simple moving average to regulate curve noise. This ensures visual coherence without sacrificing responsiveness, producing flowing arcs rather than jagged band steps. 4. Directional Visualization and Outer Envelope Directional state (bullish or bearish) dictates both the color gradient and band displacement. An outer envelope is plotted one ATR beyond the curved band, creating a layered trend visualization that shows the extent of volatility expansion. 5. Signal Events and Alerts Each directional transition triggers a 'BUY' or 'SELL' signal, clearly labeling phase shifts in market structure. Alerts are built in for automation and backtesting. Interpretation The Curved Radius Supertrend reframes how traders visualize and confirm trends. Instead of simply plotting a trailing stop, it maps the dynamic curvature of trend development. Uptrend Phases : The band curves upward with increasing acceleration, reflecting the market’s growing directional velocity. As curvature steepens, conviction strengthens. Downtrend Phases : The band bends downward in a mirrored acceleration pattern, indicating sustained bearish momentum. Trend Change Points : When the direction flips and a new anchor point forms, the curve resets - providing a clean, early visual confirmation of structural reversal. Smoothing and Radius Interplay : A lower radius strength produces a tighter, more reactive curve ideal for scalping or short timeframes. Higher values generate broad, sweeping arcs optimized for swing or positional analysis. Visually, this curvature system translates market inertia into shape - revealing how trends bend, accelerate, and ultimately exhaust. Strategy Integration The Curved Radius Supertrend is versatile enough to integrate seamlessly into multiple trading frameworks: Trend Following : Use BUY/SELL flips to identify emerging directional bias. Strong curvature continuation confirms sustained momentum. Momentum Entry Filtering : Combine with oscillators or volume tools to filter entries only when the curve slope accelerates (high momentum conditions). Pullback and Re-entry Timing : The smooth curvature of the radius band allows traders to identify shallow retracements without premature exits. The band acts as a dynamic, self-adjusting support/resistance arc. Volatility Compression and Expansion : Flattening curvature indicates volatility compression - a potential pre-breakout zone. Rapid re-steepening signals expansion and directional conviction. Stop Placement Framework : The curved band can serve as a volatility-adjusted trailing stop. Because the curve reflects acceleration, it adapts naturally to market rhythm - widening during momentum surges and tightening during stagnation. Technical Implementation Details Curved Radius Engine : Parabolic acceleration algorithm that applies quadratic velocity based on bar count and radiusStrength. Anchor Logic : Resets curvature at each trend change, establishing a new reference base for directional acceleration. Smoothing Layer : SMA-based curve smoothing for noise reduction. Outer Envelope : ATR-derived band offset visualizing volatility extension. Directional Coloring : Candle and band coloration tied to current trend state. Signal Engine : Built-in BUY/SELL markers and alert conditions for automation or script integration. Optimal Application Parameters Timeframe Guidance : 1-5 min (Scalping) : 0.08–0.12 radius strength, minimal smoothing for rapid responsiveness. 15 min : 0.12–0.15 radius strength for intraday trends. 1H : 0.15–0.18 radius strength for structured short-term swing setups. 4H : 0.18–0.22 radius strength for macro-trend shaping. Daily : 0.20–0.25 radius strength for broad directional curves. Weekly : 0.25–0.30 radius strength for smooth macro-level cycles. The suggested radius strength ranges provide general structural guidance. Optimal values may vary across assets and volatility regimes, and should be refined through empirical testing to account for instrument-specific behavior and prevailing market conditions. Asset Guidance : Cryptocurrency : Higher radius and multiplier values to stabilize high-volatility environments. Forex : Midrange settings (0.12-0.18) for clean curvature transitions. Equities : Balanced curvature for trending sectors or momentum rotation setups. Indices/Futures : Moderate radius values (0.15-0.22) to capture cyclical macro swings. Performance Characteristics High Effectiveness : Trending environments with directional expansion. Markets exhibiting clean momentum arcs and low structural noise. Reduced Effectiveness : Range-bound or low-volatility conditions with repeated false flips. Ultra-short-term timeframes (<1m) where curvature acceleration overshoots. Integration Guidelines Confluence Framework : Combine with structure tools (order blocks, BOS, liquidity zones) for entry validation. Risk Management : Trail stops along the curved band rather than fixed points to align with adaptive market geometry. Multi-Timeframe Confirmation : Use higher timeframe curvature as a trend filter and lower timeframe curvature for execution timing. Curve Compression Awareness : Treat flattening arcs as potential exhaustion zones - ideal for scaling out or reducing exposure. Disclaimer The Curved Radius Supertrend is a geometric trend model designed for professional traders and analysts. It is not a predictive system or a guaranteed profit method. Its performance depends on correct parameter calibration and sound risk management. BOSWaves recommends using it as part of a comprehensive analytical framework, incorporating volume, liquidity, and structural context to validate directional signals.
Pine Script® indicator
by BOSWaves
10
ZS Master Vision Pro - Advanced Multi-Timeframe Trading SystemZS MASTER VISION PRO - PROFESSIONAL TRADING SUITE Created by Zakaria Safri A comprehensive, all-in-one trading system combining multiple proven technical analysis methods into a single, powerful indicator. Designed for traders who demand precision, clarity, and actionable signals across all timeframes. KEY FEATURES CORE TREND ALGORITHM Adaptive ATR-based trend detection with dynamic support and resistance zones. Features Type A and Type B signal modes for different trading styles, strong signal detection in key reversal zones, and optional EMA source smoothing for noise reduction. MULTI-LAYER EMA CLOUD SYSTEM Five customizable EMA cloud layers for multi-timeframe analysis with theme-adaptive color coding across five professional themes. Optional line display for detailed MA tracking with configurable periods from scalping to position trading. WAVE TREND OSCILLATOR Advanced momentum oscillator with channel-based calculations featuring smart reversal detection at extreme overbought and oversold levels. Includes directional strength confirmation and customizable sensitivity with adjustable reaction periods. DIVERGENCE SCANNER Detects four types of divergence automatically: - Regular Bullish: Price making lower lows while oscillator making higher lows - Regular Bearish: Price making higher highs while oscillator making lower highs - Hidden Bullish: Trend continuation signals in uptrends - Hidden Bearish: Trend continuation signals in downtrends Automatic fractal-based detection with clear visual labels on chart. MARKET BIAS INDICATOR Heikin Ashi-based trend strength analysis with real-time bias calculation showing Bullish or Bearish combined with Strong or Weak conditions. Smoothed for cleaner signals and perfect for trend confirmation. MOMENTUM SYSTEM Proprietary momentum calculation using adaptive smoothing with growing and falling state detection. Normalized values for consistent interpretation and responsive to rapid market changes. DYNAMIC SUPPORT AND RESISTANCE Automatic pivot-based support and resistance level detection with adjustable left and right bar lookback. Non-repainting levels with visual clarity through color-coded lines. LIVE INFORMATION DASHBOARD Real-time market analysis panel displaying current trend direction, market bias based on Heikin Ashi, Wave Trend status and value, and momentum trend with state. Customizable display options with theme-adaptive colors. VISUAL CUSTOMIZATION FIVE PROFESSIONAL COLOR THEMES: Pro - Modern green and red color scheme (default) Classic - Traditional teal and red combination Cyberpunk - Neon cyan and magenta contrast Ocean - Blue and orange contrast Sunset - Gold and red warmth SIGNAL STYLES: Labels with emoji indicators (BUY with rocket, SELL with bear, STRONG with lightning) Arrows for clean minimal appearance Triangles for classic approach DISPLAY OPTIONS: Color-coded candles following trend direction Trend background highlighting for instant trend recognition Optional EMA line display for detailed analysis Adjustable transparency levels for personal preference SMART ALERTS Pre-configured alert conditions for all major signals: Buy signals for standard entry opportunities Sell signals for standard exit or short opportunities Strong buy signals for high-confidence long entries Strong sell signals for high-confidence short entries Bullish divergence detection alerts Bearish divergence detection alerts Alert messages automatically include ticker symbol, current price, and specific signal type for quick decision making. HOW TO USE FOR TREND TRADERS: Enable EMA Clouds with focus on Cloud 5 featuring 50 and 200 period moving averages. Wait for trend background color change to confirm direction. Enter on STRONG signals aligned with higher timeframe trend direction. Use support and resistance levels for strategic exits. FOR SWING TRADERS: Enable Wave Trend Oscillator information display. Look for oversold and overbought reversal setups. Confirm potential reversals with divergence scanner. Enter on smart reversal signals with proper risk management. FOR SCALPERS: Use Type B signal mode for more frequent trading signals. Enable Cloud 1 with 5 and 13 periods for quick trend confirmation. Focus on momentum growing and falling states for entry timing. Take quick entries on regular buy and sell signals. FOR POSITION TRADERS: Use Type A mode with higher ATR multiplier set to 3.0 or above. Enable only Cloud 5 with 50 and 200 periods for major trend confirmation. Only take STRONG signals for highest probability setups. Hold positions through minor pullbacks and noise. RECOMMENDED SETTINGS STOCKS ON DAILY TIMEFRAME: Trend Period: 180 ATR Period: 155 ATR Multiplier: 2.1 Signal Mode: Type A FOREX ON HOURLY AND 4-HOUR TIMEFRAMES: Trend Period: 150 ATR Period: 120 ATR Multiplier: 2.5 Signal Mode: Type A CRYPTOCURRENCY ON 15-MINUTE AND 1-HOUR TIMEFRAMES: Trend Period: 100 ATR Period: 80 ATR Multiplier: 3.0 Signal Mode: Type B SCALPING ON 1-MINUTE AND 5-MINUTE TIMEFRAMES: Trend Period: 50 ATR Period: 40 ATR Multiplier: 2.0 Signal Mode: Type B WHAT IS INCLUDED Trend Analysis using ATR-based adaptive algorithm Five EMA Cloud Layers for multi-timeframe confluence Wave Trend Oscillator for momentum and reversal detection Divergence Scanner detecting four types of divergence Market Bias using Heikin Ashi-based trend strength Momentum System with advanced momentum tracking Support and Resistance Levels with automatic pivot detection Live Dashboard showing real-time market analysis Smart Alerts featuring six pre-configured alert types Five Color Themes offering professional visual options TECHNICAL DETAILS CALCULATION METHODS: Average True Range (ATR) for volatility adaptation Exponential Moving Average (EMA) and Simple Moving Average (SMA) for trend smoothing Wave Trend channel oscillator for momentum analysis Fractal-based divergence detection algorithm Heikin Ashi transformation for bias calculation Logarithmic momentum calculation for precision PERFORMANCE CHARACTERISTICS: Optimized for maximum speed and efficiency No repainting signals ensuring reliability Works on all timeframes from 1 minute to monthly Compatible with all instruments including stocks, forex, crypto, and futures RISK DISCLAIMER This indicator is a technical analysis tool and should not be used as the sole basis for trading decisions. Always use proper risk management and never risk more than you can afford to lose. Combine with other analysis methods and practice on demo accounts first. Past performance does not guarantee future results. Trading carries substantial risk and is not suitable for all investors. SUPPORT AND UPDATES Regular updates and continuous improvements Based on proven technical analysis principles Developed following Pine Coders best practices and standards Clean, well-documented, and optimized code structure WHY CHOOSE ZS MASTER VISION PRO All-in-one solution eliminating the need for multiple indicators Highly customizable to adapt to your specific trading style Professional grade analysis with institutional-quality standards Clean interface that is not cluttered or confusing Works everywhere across all markets and all timeframes Smart signals filtered for quality over quantity Beautiful design featuring five professional color themes Active development with regular improvements and updates Transform your trading with ZS Master Vision Pro today. Version 2.0 | Created by Zakaria Safri | Pine Script Version 5
Pine Script® indicator
by zakariasafri47
Leverage & Liquidations (Margins) Plotter - [SANIXLAB]Leverage & Liquidations (Margins) Plotter — This indicator visualises liquidation zones across multiple leverage tiers and helps traders manage margin exposure . It dynamically plots the liquidation ranges for 5x → 100x positions, highlighting where leveraged traders could get wiped out. Add manual long / short markers , choose leverage and margin size, and the script calculates your exact liquidation prices — buffered for realism. A clean control panel shows entries, liquidation levels, and percentage distance to liquidation. Features Visual leverage zones (5x → 100x) Manual Long / Short marker system Margin-based liquidation math with buffer Toggleable entry & liq lines Compact top-right control panel Floating mid-zone leverage labels Fully customizable colors Use Case Quickly see: Where 10x / 20x traders get squeezed How far your own trade can move before margin burn Where cascading liquidations might begin Perfect for futures & leverage traders who want to keep one eye on price … and the other on survival. — MR.L ☕ Brewed with caffeine, coded with care.
Pine Script® indicator
by SANIXLAB
Khusan Pullback & Mean-Reversion (Manual ADX, Clean)Description The indicator combines two logics in one tool: Trend Pullback: Entries in the direction of the dominant trend after a short-term pullback to the EMA. Return to the mean (Mean-Reversal): countertrend trades from external Bollinger bands with an RSI filter. Key Features Manual ADX (Wilder calculation): more precisely, it controls the strength of the trend without hidden smoothing. There is a clear separation of market modes: the background of the chart highlights the condition: trend up/down or sideways (range). Signal tags: Long TPB / Short TPB for pullbacks in the trend, Long MR / Short MR for a return to the average. A minimum of “noise": neat colors, clear captions, without unnecessary graphics. How to read signals Trend Pullback Long TPB — ADX ≥ threshold, price returns above fast EMA, RSI > 45. Short TPB — ADX ≥ threshold, price goes below fast EMA, RSI < 55. Mean-Reversion Long MR — sideways (ADX < threshold), price below lower BB, RSI < 30, confirmation of reversal. Short MR — sideways (ADX < threshold), price above upper BB, RSI > 70, reversal confirmation. Parameters (Inputs) EMA fast / EMA slow — fast and slow EMA (default 20/50). ADX length / threshold — period and trend strength threshold. BB length / mult — period and Bollinger Bands multiplier. RSI length — RSI period. Show labels/background — enable mode signatures and highlighting. Recommendations for use Timeframes: from M15 to H4. On lower TF, add a filter by the higher trend (e.g. H1/H4 EMA). Instruments: XAUUSD, FX majors, indices, liquid futures and crypto pairs. Risk management: for TPB, use SL behind the local swing extremum/below the EMA zone; for MR, use SL behind the external BB. Filters: avoid entering against strong news; prioritize MR when volatility is low, and TPB when volatility is high. Alerts Create standard alerts based on the appearance of Long/Short TPB and Long/Short MR labels — the indicator provides clear conditions for auto-entry/notifications. Important The indicator is not
Pine Script® indicator
by mega2vega
1
BTC Flow Dashboard (Spot Premium + OI + Funding)It builds a single flows dashboard that shows whether real spot demand (fiat buyers) or leveraged perps (futures traders) are driving BTC, and then cross-checks that with Open Interest (OI) and funding pressure—all normalized so you can spot regime shifts and squeeze risk fast. How to read it (practical playbook) Continuation (healthier trend) Price ↑, premium > 0 and rising, oiZ ≥ 0 → spot sponsoring the move; perps chase → add on pullbacks. Leverage-led & vulnerable Price ↑, premium < 0, fundZ > 0 (expensive longs) → crowding → fade extensions / expect sharp pullbacks. Buyable dip / absorption Price ↓, premium ≥ 0 (spot supporting), oiZ flat/down, fundZ ≤ 0 → selling looks weak → scale into reversals. Exhaustion / mean reversion premZ ≥ +2 after a run → flows unusually hot → take profits / tighten risk. premZ ≤ −2 into key support → capitulation risk but also bounce setups if OI/funding aren’t pressuring.
Pine Script® indicator
by FIRE_CRYPTO
Liquidations Aggregated (Lite)Liquidations Aggregated (Lite) The Liquidations Aggregated (Lite) script provides a unified cross-exchange visualization of short and long liquidation volumes, allowing traders to identify high-impact market events and sentiment reversals driven by forced position closures. It aggregates normalized liquidation data from Binance, Bybit, and OKX into a single coherent output, offering a consolidated perspective of derivative market stress across major venues. Core Concept Liquidations are involuntary closures of leveraged positions when margin requirements are breached. They represent points of structural orderflow imbalance, often triggering localized volatility spikes and price pivots. This indicator isolates and aggregates those liquidation volumes by direction (short vs. long), allowing traders to map where leveraged traders are being forced out and whether current market movement is driven by short covering or long capitulation. Underlying Methodology Each connected exchange provides liquidation feeds via standardized symbols (e.g., BTCUSDT.P_LQBUY or BTCUSD.P_LQSELL). The script differentiates between: Short Liquidations → Buy Volume: Forced covering of shorts, representing upward pressure. Long Liquidations → Sell Volume: Forced selling of longs, representing downward pressure. Bybit’s inverse data is normalized to align directional logic with Binance and OKX. Data is drawn through the request.security() function per symbol and per exchange, with per-exchange scaling adjustments applied to compensate for differences in reported nominal sizes (USD vs. coin-margined). The script is meant to match the calculation methods of professional-grade data sources (e.g., Velodata, Coinalyze). The value is denominated in the base currency at all times. Computation Logic Liquidation volumes are fetched separately for USD- and USDT-margined pairs on each exchange. Exchange-specific magnitude adjustments are applied to account for nominal denomination differences. Normalized liquidation buy and sell volumes are summed into two global aggregates: combinedBuyVolumeLiquidationsShort → aggregated buy volume from forced short positions closes (Short Liquidations) combinedSellVolumeLiquidationsLong → aggregated sell pressure from forced long position closes (Long Liquidations) Final series are plotted as mirrored column charts around a zero baseline for direct comparison. How to Use Apply the script to any crypto perpetual futures symbol (e.g., BTCUSDT, ETHUSDT). Observe teal bars (Buy Volume from Short Liquidations) for short squeezes and red bars (Sell Volume from Long Liquidations) for long wipes. Strong teal spikes during downtrends often indicate aggressive short liquidations leading to short-term bounces. Strong red spikes during uptrends often mark long unwinds that can trigger sharp retracements. Sustained asymmetry in either direction suggests systemic imbalance across leveraged positioning.
Pine Script® indicator
by mxdvt07
xVWAP (Multi-Source VWAP)This indicator lets you plot a true cross-symbol VWAP — volume-weighted average price taken from any symbol or from your current chart. It’s ideal for futures, micros/minis, indices, and correlated assets (e.g., MGC ↔ GC1!, MNQ ↔ NQ1!, ES ↔ SPX). You can choose the source symbol, anchor period, and display up to three standard-deviation bands around VWAP. In the chart, since I trade Micros, I used MGC1! (colored), then overlay it with the VWAP from GC1! (Grey).
Pine Script® indicator
by bibabiera
1
MACD-V with RSI Gradient## Overview MACD-V is a volatility-adjusted momentum indicator that normalizes MACD using ATR. This version adds a dynamic RSI-based background gradient to highlight momentum zones visually. ## Features - **MACD-V Line**: EMA-based momentum normalized by ATR - **Signal Line**: EMA of MACD-V - **Histogram**: Color-coded based on slope and polarity - **RSI Gradient Background**: Shading from bright green (RSI > 75) to bright red (RSI < 30), with intermediate tones for momentum context ## Use Case Designed for 30-minute oil futures charts, this indicator helps identify: - Trend strength and reversals - Momentum zones using RSI shading - Pullback opportunities and exhaustion zones ## Inputs - Fast EMA (default: 12) - Slow EMA (default: 26) - Signal EMA (default: 9) - ATR Length (default: 26) ## Notes - RSI shading is purely visual—no alerts are wired in yet - Histogram renders behind MACD-V and Signal lines for clarity - Colors are tuned for dark charts ## Credits The MACD-v is an indicator created in 2015 by Alex Spiroglou and presented to the public in 2022 as a paper called: "𝗠𝗔𝗖𝗗-𝘃: 𝗩𝗼𝗹𝗮𝘁𝗶𝗹𝗶𝘁𝘆 𝗡𝗼𝗿𝗺𝗮𝗹𝗶𝘀𝗲𝗱 𝗠𝗼𝗺𝗲𝗻𝘁𝘂𝗺" It received the following Awards: 1. “𝐅𝐨𝐮𝐧𝐝𝐞𝐫𝐬 𝐀𝐰𝐚𝐫𝐝” (2022), for advances in Active Investment Management from the National Association of Active Investment Managers (NAAIM) 2. “𝐂𝐡𝐚𝐫𝐥𝐞𝐬 𝐇. 𝐃𝐨𝐰 𝐀𝐰𝐚𝐫𝐝” (2022) for outstanding research in Technical Analysis, from the Chartered Market Technicians Association (CMTA) The RSI Gradient was my idea, but quite frankly, if I go looking around I suppose I'll find that others had the same idea. This is the first time I've ever published any code, so if I stepped on anyone's toes. I'm sorry.
Pine Script® indicator
by sylvarocks
1
MACD-V with RSI Gradient## Overview MACD-V is a volatility-adjusted momentum indicator that normalizes MACD using ATR. This version adds a dynamic RSI-based background gradient to highlight momentum zones visually. ## Features - **MACD-V Line**: EMA-based momentum normalized by ATR - **Signal Line**: EMA of MACD-V - **Histogram**: Color-coded based on slope and polarity - **RSI Gradient Background**: Shading from bright green (RSI > 75) to bright red (RSI < 30), with intermediate tones for momentum context ## Use Case Designed for 30-minute oil futures charts, this indicator helps identify: - Trend strength and reversals - Momentum zones using RSI shading - Pullback opportunities and exhaustion zones ## Inputs - Fast EMA (default: 12) - Slow EMA (default: 26) - Signal EMA (default: 9) - ATR Length (default: 26) ## Notes - RSI shading is purely visual—no alerts are wired in yet - Histogram renders behind MACD-V and Signal lines for clarity - Colors are tuned for dark charts ## Credits Developed by Mark (SylvaRocks), optimized for tactical clarity and scalping precision.
Pine Script® indicator
by sylvarocks
2
We Buy / We Sell - #TheStrat SignalsWe Buy / We Sell - #TheStrat SignalsDescription This indicator is inspired by the #TheStrat methodology from Rob Smith, designed to identify high-probability "We Buy" (bullish) and "We Sell" (bearish) signals for trading stocks, ETFs, or futures like AMEX:SPY or $VSAT. It combines price action reversal patterns, higher timeframe continuity (HTFC), and optional broadening formation (BF) breaks to time entries with market momentum. Key Features: We Buy Signals: Triggered on a 2d-2u reversal (bearish to bullish candle) when the higher timeframe (HTF) is bullish (green) and optionally at a BF bottom (pivot low break). Labeled as "We Buy" at the candle’s low with a green triangle. We Sell Signals: Triggered on a 2u-2d reversal (bullish to bearish candle) when the HTF is bearish (red) and optionally at a BF top (pivot high break). Labeled as "We Sell" at the candle’s high with a red triangle. Candle Numbering: Displays #TheStrat candle types (1=Inside, 2u=Up, 2d=Down, 3=Outside) for context. Debug Labels: Enabled by default, showing why signals don’t fire (e.g., "No HTFC Buy" if HTF isn’t bullish). Partial Signals: Optional faint circles for 2d-2u or 2u-2d reversals (without HTFC/BF), disabled by default. HTFC Background: Green (HTF bullish) or red (HTF bearish) background for timeframe alignment. How It Works Based on #TheStrat, the indicator seeks evidence of aggressive buying ("We Buy") or selling ("We Sell") by analyzing: Reversal Patterns: 2d-2u (We Buy): A bearish directional candle (2d) followed by a bullish directional candle (2u), signaling a potential bullish reversal. 2u-2d (We Sell): A bullish directional candle (2u) followed by a bearish directional candle (2d), signaling a potential bearish reversal. Higher Timeframe Continuity (HTFC): We Buy requires the HTF (e.g., 1H or Daily) to close above its open (bullish). We Sell requires the HTF to close below its open (bearish). Broadening Formation (BF): Optional pivot high/low breaks approximate BF extremes (tops for We Sell, bottoms for We Buy). Can be disabled (use_bf=false) for more frequent signals. How to Use Setup: Apply to a 5min chart of a liquid asset (e.g., AMEX:SPY , NASDAQ:VSAT ) for intraday trading, or higher timeframes for swing trading. Ensure sufficient chart history (TradingView > Chart Settings > Max Bars > 1000+). Settings: Higher Timeframe (htf): Default "60" (1H). Try "15" (15min) for faster signals or "D" (Daily) for swing trades. Pivot Lookback Length (pivot_len): Default 3. Lower to 1 for more signals, higher for stricter BF breaks. Require Broadening Formation (use_bf): Default true. Set to false to skip BF checks, increasing signal frequency. Show We Buy/We Sell Labels: Default true. Shows "We Buy" or "We Sell" on signal candles. Show Candle Numbers: Default true. Displays 1/2u/2d/3 for #TheStrat context. Show Debug Labels: Default true. Shows "No HTFC Buy", "No BF Buy", etc., to diagnose missing signals. Show Partial Signals: Default false. Enable to show faint circles for 2d-2u/2u-2d reversals without HTFC/BF. Trading: We Buy: Enter long on a green "We Buy" label (with triangle). Set stops below the signal candle’s low. Target BF highs or resistance. We Sell: Enter short on a red "We Sell" label (with triangle). Set stops above the signal candle’s high. Target BF lows or support. Use debug labels to understand why signals don’t fire (e.g., "No HTFC Buy" means HTF isn’t bullish). Partial signals (faint circles) indicate reversals without full conditions, useful for discretionary setups. Alerts: Right-click the indicator > "Add Alert" on we_buy or we_sell for real-time notifications. Tips Best Assets: Use on liquid tickers like AMEX:SPY , NASDAQ:QQQ , or NASDAQ:VSAT , as seen in @AlexsOptions ’ examples. Volatility: Signals are more frequent in trending or volatile markets. Check historical periods (e.g., September 2025) for testing. Risk Management: Always use stops (e.g., 1-2% risk per trade) and validate signals with market context (e.g., sector/index alignment). Learning #TheStrat: Study Rob Smith’s #TheStrat for deeper understanding of candle types and FTFC. Troubleshooting No Signals? Check debug labels (e.g., "No HTFC Buy" means HTF isn’t bullish). Adjust htf (e.g., "15" or "D"). Set use_bf=false or lower pivot_len to 1 for more signals. Ensure reversals (2d-2u or 2u-2d) are present (check candle numbers). Test on volatile periods or liquid tickers. No Partial Signals? Enable show_partial in settings to see faint circles for 2d-2u/2u-2d reversals. Confirm reversal patterns exist (e.g., "2d" → "2u" in candle numbers).
Pine Script® indicator
by SmartGatorTrader
4
YM & NQ Directional Strength PanelA real-time momentum visualization tool for tracking directional strength across three major U.S. equity index futures (YM, NQ, ES). The indicator displays RSI-based momentum readings for each contract using a color-coded histogram that transitions from bright green (bullish, above 50) to bright red (bearish, below 50). Live momentum tracking for Dow (YM), Nasdaq (NQ), and S&P 500 (ES) micro contracts Customizable moving average types (ALMA, EMA, SuperSmoother) with adjustable parameters Visual confirmation of multi-index alignment - quickly spot when all three indices agree on direction Dynamic color gradient showing overbought (top) and oversold (bottom) zones Ideal for scalpers and day traders who need quick confirmation of market directional bias across multiple indices without cluttering their charts.
Pine Script® indicator
by el1live
Institutional Orderflow Pro — VWAP, Delta, and Liquidity Institutional Orderflow Pro is a next-generation order flow analysis indicator designed to help traders identify institutional participation, directional bias, and exhaustion zones in real time. Unlike traditional volume-based indicators, it merges VWAP dynamics, cumulative delta, relative volume, and liquidity proximity into a single unified dashboard that updates tick-by-tick — without repainting. The indicator is open-source, transparent, and educational. It aims to provide traders with a clearer read on who controls the market — buyers or sellers — and where liquidity lies. The indicator combines multiple institutional-grade analytics into one framework: RVOL (Relative Volume) = Compares current volume against the average of recent bars to identify strong institutional participation. zΔ (Delta Z-Score) = Normalizes the buying/selling delta to reveal unusually aggressive market behavior. CVDΔ (Cumulative Volume Delta Change) = Shows which side (buyers/sellers) is dominating this bar’s order flow. VWAP Direction & Slope = Determines whether price is trading above/below VWAP and whether VWAP is trending or flat. PD Distance (Prev Day Confluence) = Measures the current price’s distance from previous day’s high, low, close, and VWAP in ATR units — highlighting liquidity zones. ABS/EXH Detection = Identifies institutional absorption and exhaustion patterns where momentum may reverse. Bias Computation = Combines VWAP direction + slope to give a simplified regime signal: UP, DOWN, or FLAT. All metrics are displayed through a color-coded, non-repainting HUD: 🟢 = bullish / favorable conditions 🔴 = bearish / weak conditions ⚫ = neutral / flat 🟡 = absorption (potential trap zone) 🟠 = exhaustion (momentum fading) | Metric | Signal | Meaning | | ---------------------- | ------- | ---------------------------------------------- | | **RVOL ≥ 1.3** | 🟢 | High institutional activity — valid setup zone | | **zΔ ≥ 1.2 / ≤ -1.2** | 🟢 / 🔴 | Unusual buy/sell aggression | | **CVDΔ > 0** | 🟢 | Buyers dominate this bar | | **VWAP dir ↑ / ↓** | 🟢 / 🔴 | Institutional bias long/short | | **Slope ok = YES** | 🟢 | Trending market | | **PD dist ≤ 0.35 ATR** | 🟢 | Near key liquidity zones | | **Bias = UP/DOWN** | 🟢 / 🔴 | Trend-aligned environment | | **ABS/EXH active** | 🟡 / 🟠 | Caution — possible reversal zone | How to Use Confirm Volume Context → RVOL > 1.2 Align with Bias → Take longs only when Bias = UP, shorts only when Bias = DOWN. Check Slope and VWAP Dir → Ensure trending context (Slope = YES). Confirm CVD and zΔ → Flow should agree with price direction. Avoid ABS/EXH Triggers → These signal exhaustion or absorption by large players. Enter Near PD Zones → Ideal trade zones are within 0.35 ATR of prior-day levels. This multi-factor confirmation reduces noise and focuses only on high-probability institutional setups. Originality This script was written from scratch in Pine v6. It does not reuse existing public indicators except for standard built-ins (ta.vwap, ta.atr, etc.). The unique combination of delta z-scoring, VWAP slope filtering, and real-time confluence zones distinguishes it from typical orderflow tools or cumulative delta overlays. The core innovation is its merged real-time HUD that integrates institutional metrics and natural-language feedback directly on the chart, allowing traders to read market context intuitively rather than decode multiple subplots. Notes & Disclaimers This indicator does not repaint. It’s intended for educational and analytical purposes only — not as financial advice or a guaranteed signal system. Works best on liquid instruments (Futures, Indices, FX majors). Avoid non-standard chart types (Heikin Ashi, Renko, etc.) for accurate readings. Open-source, modifiable, and compatible with Pine v6. Recommended Use Apply it with clean charts and standard candles for the best clarity. Use alongside a basic structure or volume profile to contextualize institutional bias zones. Author: Dhawal Ranka Category - Orderflow / VWAP / Institutional Analysis Version: Pine Script™ v6 License: Open Source (Educational Use)
Pine Script® indicator
by thewallranka
3
Dobrusky Volume PulseWhat it does & who it’s for Volume Pulse is a lightweight, customizable volume profile overlay that shows traders how volume is distributed across price levels over a chosen lookback window. Unlike standard profiles, it also maps cumulative buy/sell pressure at each level, so you see not just where volume clustered, but which side dominated. Core ideas Cumulative volume by price: Builds a horizontal profile of traded volume at each level, based on user-defined depth and resolution. Directional pressure mapping: At every price level, the script accumulates bullish vs. bearish volume based on candle closes vs. opens, providing a directional read on whether buyers or sellers had the upper hand. POC: Automatically highlights the Point of Control (POC) — the level with the most activity. Customizable presentation: Adjustable profile resolution, bar width, offset, colors, and whether to show cumulative, directional, or both. How the components work together The profile provides the “where,” while the buy/sell mapping adds the “who.” By combining these, traders can see whether a high-volume node was buyer-driven absorption or seller-driven distribution — a distinction classic profiles don’t reveal. This directional overlay reduces the guesswork of interpreting raw volume clusters. How to use Apply the overlay to your chart. Watch the POC and areas of significant increase or decrease in volume (and pressure) as natural magnets or rejection areas. When trading intraday, I've found that higher timeframe volume levels act as strong magnets. In the chart, you can see the volume levels I've drawn on the SPY daily chart. These levels are targets I use when trading the 5-minute chart. Pay attention to color dominance at those zones — green-heavy nodes suggest buyer control; red-heavy nodes suggest seller control. Combine with time-based volume tools and price-action for a more comprehensive trade plan. Settings overview Lookback depth: Number of bars used for profile calculation. Profile resolution: Number of horizontal bars to split volume across price. Bar style: Width, offset, and multiplier for scaling. Toggle layers: Choose cumulative, directional, or both. POC display: Optional highlight of the most traded level. Limitations & best practices This is a contextual overlay, not a trade-signal system. Works best on liquid instruments (indices, futures, major stocks, liquid crypto) where volume distribution is meaningful. Directional mapping uses candle body bias (close vs. open), not raw order flow. For full tape analysis, pair with actual order flow data. Originality justification Dual profile: combines cumulative volume-by-price and buyer/seller pressure per bin (close vs. open) — not a standard VP clone. From-scratch binning + POC in a single pass for speed; no reused libraries. Flexible display (cumulative / directional / both) with independent resolution, width, and offset for intraday or HTF use. Clear visuals (optional POC, balanced node coloring) and open-source code so traders can audit and extend.
Pine Script® indicator
by adobtrades
Fish OrbThis indicator marks and tracks the first 15-minute range of the New York session open (default 9:30–9:45 AM ET) — a critical volatility period for futures like NQ (Nasdaq). It helps you visually anchor intraday price action to that initial opening range. Core Functionality 1. Opening Range Calculation It measures the High, Low, and Midpoint of the first 15 minutes after the NY market opens (default 09:30–09:45 ET). You can change the window or timezone in the inputs. 2. Visual Overlays During the 15-minute window: A teal shaded box highlights the open range period. Live white lines mark the current High and Low. A red line marks the midpoint (mid-range). These update in real-time as each bar forms. 3. Post-Window Behavior When the 15-minute window ends: The High, Low, and Midpoint are locked in. The indicator draws persistent horizontal lines for those values. 4. Historical Days You can keep today + a set number of previous days (configurable via “Previous Days to Keep”). Older days automatically delete to keep charts clean. 5. Line Extension Control Each day’s lines extend to the right after they form. You can toggle “Stop Lines at Next NY Open”: ON: Yesterday’s lines stop exactly at the next NY session open (09:30 ET). OFF: Lines extend indefinitely across the chart.
Pine Script® indicator
by Fishhhhh_
Solana 4H RSI->MACD — Counter-Trend By TetradTetrad RSI→RSI Cross→MACD (Sequenced) — Counter-Trend (SL-Only) Category: Market-neutral, counter-trend, sequenced entries Timeframe default: Works on any TF; designed around 4H On Solana Markets: Any (spot, perp, futures); parameterize to your asset What it does This strategy hunts reversals using a 3-step sequence on RSI and MACD, then optionally restricts entries by market regime and a price gate. It shows stop-loss lines only when hit (clean chart), and paints a Donchian glow for quick read of backdrop conditions. Entry logic (sequenced) 1. RSI Extreme: Long path activates when RSI < Oversold (default 27.5). Short path activates when RSI > Overbought (default 74). 2. RSI Cross confirmation: Long path: RSI crosses up back above the oversold level. Short path: RSI crosses down back below the overbought level. Each step has a max bar lookback so stale signals time out. 3. MACD Cross trigger: Long: MACD line crosses above Signal. Short: MACD line crosses below Signal. → When step 3 fires and gates are satisfied, a trade is entered. Optional gates & filters Regime Filter (Counter-Trend): Longs allowed in **Range / Short Trend / Short Parabolic** regimes. Shorts allowed in **Range / Long Trend / Long Parabolic** regimes. Based on ADX/DI and ATR% intensity. * Price Gate (Long Ceiling): Toggle to **disable new longs above a chosen price (default 209.0 For SOL). Useful for assets like SOL where you want longs only below a cap. Exits / Risk * Stop-Loss (% of entry):** default **14%**, toggleable. * SL visualization:** plots a **thin dashed red line only on the bar it’s hit**. * (No take-profit or time-based exit in this version—keep it pure to the sequence and regime. Add TP/time exits if desired.) Visuals * Donchian Glow (50): background band only (upper/lower lines hidden). * Regime HUD: compact table (top-right) highlighting the active regime. * Minimal marks: no entry/exit “arms” clutter; only SL-hit lines render. Inputs (key) * Core: RSI Length, Oversold/Overbought, MACD Fast/Slow/Signal. * Sequence: Max bars from Extreme→RSI Cross and RSI Cross→MACD Cross. * Regime: ADX Length, Trend/Parabolic thresholds, ATR length & floor. * Stops: Enable/disable; SL %. * Price Gate: Enable; Long ceiling price. Alerts Sequenced Long (CT): RSIhigh → RSI cross down → MACD bear cross. ## Notes & Tips Designed for counter-trend fades that become trend rides. The regime filter helps avoid fading true parabolics and aligns entries with safer contexts. The sequence is stateful (steps must occur in order). If a step times out, the path resets. Works on lower TFs, but the 4H baseline reduces noise and over-trading. Consider pairing with volume or structure filters if you want fewer but higher-conviction entries. Past performance ≠ future results. **Educational use only. Not financial advice.
Pine Script® strategy
by TetradProtocol
ILM Checklist [Nix]ILM Checklist and Ratings Indicator! This is a checklist type guide for those that trade the ILM model and are having trouble rating setups on their own. You can double click on the checklist to open its settings where you can select all the confluences you see on the chart while a setup is forming. Then the checklist will give you a mechanical estimate of what rating would Nix give it. Obviously discretion is important as an A+ mechanical setup if still an F setup if you are executing it during a news event. I have also added a dark / light mode theme toggle to suit your chart.
Pine Script® indicator
by Nix-Futures
1