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Volume Indicator

D&C VWMA RibbonA multi-line Volume-Weighted Moving Average ribbon that exposes institutional activity by weighting price movement against volume. Unlike standard EMA ribbons, low-volume moves barely shift the lines, while high-volume institutional surges cause sharp reactions. RIBBON MODES Short-Term — 4 VWMAs (default 20 / 30 / 40 / 50) Long-Term — 4 VWMAs (default 100 / 120 / 140 / 160) Both — All 8 VWMAs simultaneously INSTITUTIONAL VOLUME FILTER When volume exceeds (Volume SMA × Multiplier), the ribbon turns solid and vibrant. During low-volume retail churn it fades to a muted, transparent state — keeping you out of fakeout entries. TREND COLORING Bullish — Fast ST anchor above slow LT anchor → green ribbon Bearish — Fast ST anchor below slow LT anchor → red ribbon Neutral — Lines overlapping → gray ribbon LINE LABELS Each VWMA line is annotated at the right edge of the chart with its period length and optional live price value. Label size, offset, and alignment are all user-configurable.
Pine Script® indicator
by DC_Alpha_Index_Engine
1
Masayan Volume Zone Profile IndicatorMasayan Volume Zone Profile Indicator is a dynamic volume-zone analysis tool that automatically calculates an estimated volume profile from all bars currently visible on the chart. The indicator detects the chart’s visible range and recalculates whenever the user scrolls or zooms. No fixed lookback period is required. Each visible candle’s TradingView volume is distributed across the price rows overlapped by its high-low range. The resulting profile highlights the price zones where the greatest estimated volume was concentrated. Main features: Automatic visible-chart range detection Dynamic recalculation when scrolling or zooming Estimated price-by-volume profile Visible-range total volume summary Estimated Point of Control Value Area High and Value Area Low Highlighted high-volume zones Left or right profile positioning POC-cross and value-area-entry alerts Optional display controls The profile is always drawn inside the currently visible chart range. Value-area volume bars are displayed in orange, volume outside the value area is displayed in blue, and the Point of Control is highlighted in red. This indicator does not use broker order-book data, actual bid/ask volume, or market participant positions. The displayed profile is estimated from TradingView volume data and candle price ranges. For forex symbols, TradingView volume may represent tick volume rather than centralized traded volume. This script is intended for chart analysis, research, and educational purposes only. It does not guarantee future performance and should not be considered financial advice. Please test carefully before using it in any trading decision.
Pine Script® indicator
by MasayanFX
Secure BTC 5m Scalper Pro V6 Dynamic Institutional FlowOverview Secure BTC 5m Scalper Pro V6 is an institutional-grade, high-probability scalping engine engineered specifically for low-timeframe environments (3m/5m). Built on top of a secured trend-following framework, this version introduces the "5-Star Combo Block"—a real-time data matrix that mathematical scans the last 20 candles to filter out low-volume weekend traps, false breakouts, and retail noise. Equipped with a highly responsive, custom-built HUD (Heads-Up Display), this tool delivers complete market context at a single glance without cluttering your workspace. Key Features Secured Momentum Engine: Utilizes an optimized Supertrend filter combined with a major 200 EMA baseline to trade strictly in the direction of the institutional trend. The 20-Candle Multi-Metric Scanner: Automatically runs 5 algorithmic checks in the background on every single tick: Market Flux: Quantifies buyer vs. seller control by checking candle close distribution ratios. Volatility Impulsion: Measures current body size expansions against a localized ATR baseline to detect explosive breakouts. Structure Tracker: Implements Dow Theory principles to immediately flag whether the immediate price action is Bullish, Bearish, or stuck in a horizontal Range. Volume Delta: Approximates localized buying/selling order book pressure by cross-referencing price spreads against volume nodes. Zone Value (VWAP): Identifies premium vs. discount pricing relative to the institutional volume-weighted average price. Anti-Wick Risk Management: Dynamically places custom Stop Loss targets by scanning the extreme structural pivots over the last 3 candles and adding localized volatility padding. Fully Modulable Dashboard: Change positioning (Top, Bottom, Middle) and scale down font sizing dynamically directly from the UI settings menu—fully optimized for iPad, laptop, and multi-screen setups. How to Use the 5-Star Combo HUD The script features a live-updating section titled --- LIVE 20b ACTUEL ---. The dashboard fields will dynamically switch background colors based on market conditions: 🟢 Bright Green Cell: Immediate bullish confirmation. 🔴 Bright Red Cell: Immediate bearish confirmation. ⚪ Dark Gray Cell: Flat, neutral, or non-trending market context. 🎯 The Confirmation Rule When a flashing "GO" signal prints on your chart: For a LONG Signal: Verify that the live section shows a strong dominance of Green Cells (Bullish Structure, High Volume Delta, Over 55% Buyer Flux). For a SHORT Signal: Verify that the live section shows a heavy confluence of Red Cells (Bearish Structure, Seller Volume Delta, Under 45% Buyer Flux). The Filter: If you see a cluster of Gray Cells (Range / Neutral / Mou / Flat), the algorithm is identifying a low-liquidity environment or typical weekend chop. Stay out and preserve capital. Settings & Configuration Trend Sensitivity: Tweak the Supertrend factors and baseline EMA lengths to fit your personal execution style. ADX Threshold Filter: Set your minimum directional index threshold (Recommended: 18) to ensure the engine only fires during real trend expansions. Execution Modes: Toggle between a localized Fibonacci Extension target (1.618) for aggressive trending days or a strict Manual Risk-to-Reward ratio for mechanical, consistent scalp compounding. UI Customization: Shift position and scale table parameters inside the "4. Design Tableau" section. *** ### Disclaimer Past performance does not guarantee future results. Scalping involves high execution speed and precise risk control. Always test strategy parameters on a demo account before risking live capital.
Pine Script® indicator
by manolodes
Fixed Volume Range Profile - FVRPA Fixed Volume Range Profile (FVRP) is a powerful technical analysis tool that shows the trading activity (volume) over a specific, user-selected time period at specific price levels. Unlike traditional volume indicators that show volume by time (at the bottom of your chart), a volume profile shows volume by price (on the side of your chart). Here is a simple way to use it, breaking down what to look for and a practical step-by-step example of this hourly CHWY chart as of 6/6/2026. Option 1: The Pullback Entry at the Value Area Low (Aggressive / Front-Running) If you look at the bottom of your volume profile range, there is a clear boundary marked VAL 20.19 (Value Area Low). The Entry: Right around $20.19 to $20.20. Why: The stock is currently sliding down toward the bottom of its value range. Notice how the price just put in a small bottom wick right near that lower white line before a tiny bounce. Buying near the VAL gives you a highly defined, tight risk-to-reward ratio. Your stop-loss would go just below that lower white line (around $20.10), meaning if the trade fails, your loss is minimal. Option 2: The Breakthrough Entry at the POC (Conservative / Momentum) The most prominent feature on your profile is that bright red horizontal line with the pink label reading POC 21.37. This indicates that $21.37 is the absolute Point of Control—the heavy-weight zone where the most shares changed hands. The Entry: Wait for price to reclaim and break above $21.37, then buy either the breakout or the immediate retest of it. Why: Right now, CHWY is trading below the POC in this example. In volume profile trading, when price is underneath the POC, that massive volume shelf acts as a heavy ceiling of overhead resistance. Buyers who bought at $21.37 are currently losing money and might sell to break even if the price touches it. Waiting for the price to actively cross above $21.37 proves that the buyers have regained control of the asset. Summary Recommendation If you want to catch the absolute bottom of this current range with a very tight stop-loss, watch how price reacts to $20.19. If it holds there, that's your entry. If you prefer confirmation that the downtrend is over before putting your money to work, keep your hands off it until it clears the $21.37 resistance level. 1. The Upside Potential (Your Take-Profit) Because the POC at $21.37 is the highest volume node, it acts like a magnet. Once the price bounces off the bottom of the value area, it naturally wants to gravitate back to that high-density comfort zone. Riding it from ~$20.20 up to $21.37 gives you a solid move of roughly 5.8%. 2. The Clean Risk Management (Your Stop-Loss) The beauty of this setup is that your risk is incredibly small. Because $20.19 is the floor of the value area, if the price drops and closes below that level (say, around $20.05), the trade is immediately invalidated. You can cut the loss quickly for a tiny 0.7% hit. 💡 One Important Caveat to Watch For If you take this trade, treat $21.37 as a hard target to lock in profits, not a place to hold and hope for more. Because it is the POC, price will almost certainly stall, chop sideways, or reject fiercely the first time it hits it from underneath. If you choose to ride it up there, a wise move is to sell most (or all) of your position at $21.37, or at least move your stop-loss up to your entry price to guarantee a risk-free trade.
Pine Script® indicator
by stonkstradamus
Volume Delta AnalyzerVolume Delta Analyzer ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ WHAT IT DOES Matrix fetches real tick-level volume delta from TradingView's premium data feed and visualizes it directly on your chart. It decomposes total volume into buyer vs seller initiated trades, tracks cumulative volume delta (CVD), detects divergences, identifies absorption, and optionally displays a volume profile histogram. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ FEATURES • Real Delta — Not an approximation. Uses ta.requestVolumeDelta() for actual tick data • Buy/Sell Decomposition — See exactly how much volume was buyer vs seller initiated • CVD Tracking — Cumulative volume delta to see who's in control over time • Delta Spike Alerts — Get notified when delta exceeds a multiple of ATR • CVD Divergence — Background highlights when price and CVD diverge • Bar Coloring — Paint candles green/red based on delta direction • Absorption Detection — Visual circles when big volume hits with small price movement • Volume Profile Mode — Horizontal histogram showing delta distribution across price levels • Smart Timeframe — Auto-selects optimal sub-timeframe based on your chart ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ USE CASES • Order flow analysis without Level 2 data • Spot absorption before breakout/breakdown • Confirm breakouts with real delta direction • Detect smart money divergence via CVD • Volume profile at a glance ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ REQUIRES TradingView Premium plan for real volume delta data. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ CREDITS Based on volume delta research by Benb1122. Enhanced with absorption detection, divergence alerts, and profile visualization.
Pine Script® indicator
by iamsammy
Anchored VWAP ChannelAnchored VWAP Channel — Regime, Confluence & Reversals What it is This is a single overlay that builds a complete read of price around one Anchored VWAP. Instead of just drawing a VWAP line, it wraps the VWAP in a volatility channel and then layers the context a discretionary trader normally checks by eye — where price sits versus fair value, whether the move is trending or stretched, where high-volume and Fibonacci levels line up, and where the edges are getting rejected. Everything is derived from the same anchor and measured in the same volatility unit (one standard deviation, σ), so the pieces describe one structure rather than competing with each other. It runs on any asset class and any timeframe. On instruments that carry real volume (stocks, futures, crypto, etc.) the VWAP, the channel, and the volume profile are fully volume-weighted; on feeds without real volume it falls back gracefully and flags the change in the table (see "Notes and limitations"). Why these components are combined (and how they work together) This is intentionally a mashup, and the parts are chosen because they answer different questions about the same reference point: • The Anchored VWAP is the fair-value anchor — the volume-weighted average price since a chosen pivot. • The channel turns dispersion around that anchor into a measurable unit: the bands are the AVWAP ± k·σ, where σ is the volume-weighted standard deviation of price about the VWAP. This converts "how far is price from fair value" into a number (σ-distance) every other module can reuse. • The regime read uses that σ-distance together with the VWAP slope and the band behaviour to label continuation vs reversal — so the same channel that draws the bands also tells you whether to trust a band tag or fade it. • The volume profile (Point of Control + Value Area) is computed over the same anchored window, so the high-volume price and the value range are measured on exactly the data the VWAP is built from — not an arbitrary separate lookback. • The Fibonacci grid is drawn on the active swing leg and is only emphasised where a level coincides with the VWAP, a band, or the POC. The channel and profile are what make a fib level meaningful here; on their own the fib levels would be just lines. • The reversal signals fire on outer-band rejections, and the optional confluence filter suppresses them while the regime is strongly trending (when band tags tend to continue) — i.e. one module gates another. In short: the channel produces a σ-distance, and the regime, profile, fib confluence, reversal logic, divergence and squeeze modules all consume that single shared measurement. That shared plumbing is the reason these are bundled into one script instead of run as six separate indicators. What it plots • Anchored VWAP centerline with a glow halo, colored by slope direction. • Channel bands at ±1σ and ±2σ. The fill can be a "reversion heat" gradient (denser toward the outer band, red above the VWAP, green below) or a neutral glow, or off. • Volume profile drawn as a translucent Value Area box (VAL→VAH) with a distinct POC line — kept visually and positionally separate from the fib lines so the two are never confused. • Fibonacci grid (active-leg retracement, plus optional swing-to-swing), with confluence levels marked by a star and a brighter tone. • Signals: trend-shift triangles on VWAP reclaim/loss; solid reversal labels on band rejections; diamonds and connecting lines for σ-distance divergence; a marker on volatility-squeeze release. • Status table (single panel): regime, bias, σ-distance, AVWAP, POC, Value Area, squeeze state, divergence, a reversion stop/target/RR template, a data-health row, multi-timeframe regime agreement, and a built-in legend. • Optional forward projection cone and an optional self-calibration panel that scores how past signals resolved. Anchor modes Rolling (fixed bar window), Swing Low, Swing High, or Dual (auto — anchors to the more recent significant pivot). Pivot detection uses bar-count lookbacks (8/13/21/34/55/89), so the entire tool self-scales to any timeframe. How to use it 1. Read the table first: regime + σ-distance tell you whether price is trending or stretched, and how far from fair value it is. 2. Use the bands as context — near the centerline is fair value; the ±2σ edge is where reversion risk is highest (and the heat fill shades it). 3. Treat reversal labels as fade-the-stretch signals, strongest when the regime is not trending and when a divergence diamond agrees. 4. Use trend-shift triangles (VWAP reclaim/loss) for continuation context. 5. Use fib-confluence stars and the Value Area box / POC as the levels most likely to react. 6. Check multi-timeframe agreement in the table before acting. 7. Optionally turn on the calibration panel to see, on your own symbol and timeframe, how often each signal type has historically followed through. What makes it original • A single shared σ framework: bands, regime, divergence, reversals and risk template all read from one volume-weighted standard-deviation measurement around one anchor, rather than bolting unrelated indicators together. • Reversion-heat channel fill that encodes reversion risk as color density. • Confluence-filtered reversals — band rejections gated by regime/divergence. • Volume profile rendered as a separated zone so it never blends into the fib levels. • A transparent self-calibration panel that scores the script's own signals against a follow-through threshold (descriptive, not a backtest). Key settings • Calculation Source — works on any asset/market; default hlc3, switchable to close, hl2, ohlc4, etc. • Anchor mode and pivot/rolling length. • Inner/outer band multipliers and fill style. • Signal sensitivity, session-open filter, reversal-confirmation strictness. • Table position / text size / legend, and toggles for every module. Notes and limitations • Signals are evaluated on closed bars; the σ-distance divergence confirms a few bars after a pivot by design, so it prints late (this is normal for pivot-based divergence and is not repainting of confirmed history). • Last-bar drawings (profile, fib, projection cone) are redrawn on each new bar and will shift forward — that is expected. • Asset classes / volume: runs on any market and any timeframe. On instruments that carry real volume (stocks, futures, crypto, etc.) the Anchored VWAP, the volume-weighted σ channel, and the Volume Profile (POC / Value Area) are all fully volume-weighted as intended. On feeds with no real volume (e.g. spot forex, some indices / CFDs) the script still works but degrades gracefully: the VWAP becomes a simple anchored mean, the channel uses an unweighted standard deviation, and the profile becomes a time-at-price distribution. The Data row in the table flags this state as "no-vol / DEGRADED" so you always know which mode you are in. • The multi-timeframe dashboard uses higher-timeframe requests; you can turn it off to reduce load. • This is an analysis/visualization tool, not a strategy — it does not place orders and is not optimized or backtested for entries/exits. Disclaimer This script is provided for educational and informational purposes only and is not financial, investment, or trading advice. It does not predict future prices. Markets carry risk and you can lose money. Past behaviour of any signal (including the calibration panel) does not guarantee future results. Always do your own research and consider consulting a licensed financial professional before trading. You are solely responsible for your decisions and their outcomes.
Pine Script® indicator
by Market_Logic_India
Volume Spike LevelsVolume Spike Levels detects abnormal volume candles, draws their price range as boxes or levels, and confirms whether the volume was resolved upward or downward. ----------------------------------------------------------------------------------------------------- Volume Spike Levels is a clean volume spike indicator designed for visual price action analysis and intraday scalping. Unlike a basic volume spike indicator that only places a marker on the candle where abnormal volume appears, this script first detects a volume spike candle and then draws the full price range of that candle as a box or horizontal levels. The idea is simple: when unusual volume appears, the range of that candle becomes important. Instead of only marking the volume candle, the indicator watches how price behaves around that range afterward. If price breaks and confirms above the volume spike range, the indicator can mark it as VOL BUY. If price breaks and confirms below the volume spike range, the indicator can mark it as VOL SELL. This makes it easier to see whether the volume was actually absorbed, continued, inverted, or used as a reaction zone. The indicator has two main marker modes: Confirmed Direction mode: The box or levels are drawn when the volume spike appears, but the directional marker appears only later, after price confirms above or below the spike range. Confirmation can be based on Wick, Body, or Close, depending on your settings. Neutral Fast mode: The indicator marks the volume spike immediately with a neutral marker. In this mode, the trader visually decides the direction based on price action around the box or levels. Level display options: You can display the volume spike range as a box, horizontal high/low levels, both, or turn the levels off and use markers only. Volume strength: The script supports weak, medium, and strong volume spike thresholds. These settings should be adjusted for your broker, symbol, and timeframe. The screenshot shows XAUUSD on the 5-minute chart. The example settings were adjusted for OANDA gold data: Weak Spike Multiplier: 1.9 Medium Spike Multiplier: 2.2 Strong Spike Multiplier: 3.0 Because volume data can differ between brokers and instruments, you should tune these multipliers so the number of signals on your chart feels useful and not overcrowded. Alerts: The indicator includes alerts for neutral volume spikes, bullish confirmed volume spikes, bearish confirmed volume spikes, and strong volume spikes only. This tool can be useful for scalping, intraday trading, reaction zones, volume absorption, and identifying when volume appears in one area but price later confirms in the opposite direction.
Pine Script® indicator
by josseliani
HTF Profile Projection | Rainbow MatrixGENERAL OVERVIEW HTF Profile Projection is a live higher-timeframe X-ray. It takes the current, still-forming candle of a higher timeframe (for example the 4H or Daily candle) and projects it to the right of live price, then fills it with a horizontal profile that shows what is happening INSIDE that candle: where volume is concentrating, where buyers or sellers are dominating each price zone, and where price moved through empty space. The goal is to let a trader read the internal structure of the higher-timeframe candle without leaving the current chart. Instead of seeing the 4H candle as a single block, you see its anatomy — the price levels that hold the most activity, the zones controlled by buyers versus sellers, and the thin gaps the candle ran through quickly. Every bar in the profile is built from real chart-bar data accumulated since the higher-timeframe candle opened, not drawn manually. WHAT IS THE THEORY BEHIND THIS INDICATOR? A higher-timeframe candle is a summary. A single 4H or Daily candle compresses hours of two-sided auction into one open, high, low, and close — and in doing so it hides where the volume actually traded and which side was in control at each price. Two candles with an identical body and identical range can have completely different internal structures: one built on heavy buying absorbed near the lows, the other on distribution near the highs. The standard candle cannot show that difference. Most tools that try to surface this are built around the wrong constraint. Single-timeframe volume profiles describe the visible range, not the live higher-timeframe candle. Intrabar dissection tools that read true sub-candle data depend on functions that require additional data subscriptions and will not load on standard plans. HTF Profile Projection takes a different route: it accumulates the chart's own bars since the higher-timeframe candle opened, and distributes each bar's activity across the price range it actually traversed. This reconstructs the internal volume and directional balance of the forming higher-timeframe candle using only standard data feeds — and projects it forward as a single, readable object. The practical value: when price returns to a higher-timeframe candle later, the levels that mattered inside it — the high-volume node, the buyer- or seller-dominated zones, the empty imbalance gaps — are common revisit and reaction areas. Seeing them while the candle is still forming gives structural context that the candle body alone cannot. HTF PROFILE PROJECTION FEATURES The indicator includes these main components: a projected higher-timeframe candle, a range-spread movement profile, automatic resolution, a buy/sell dominance read, imbalance zones, a Point of Control marker, and a live info panel. Multilingual interface and full visual customization. PROJECTED HTF CANDLE 🔹 What It Does Reads the live, still-forming higher-timeframe candle and draws it (body + wicks) to the right of live price, color-coded by its direction. The horizontal profile attaches inside its price range. 🔹 Method The higher-timeframe OHLCV is read via request.security() with lookahead=barmerge.lookahead_off, so no future information is used. The candle and its profile update in real time as the higher-timeframe bar forms — the intended live behavior — and reset cleanly when a new higher-timeframe period opens. If the chart timeframe is at or above the selected higher timeframe, the profile is hidden and a guard note is shown, because one chart bar covering the whole period cannot produce a meaningful internal read. RANGE-SPREAD MOVEMENT PROFILE 🔹 What It Does Splits the higher-timeframe candle's range into horizontal price buckets and fills each with the activity that occurred there. 🔹 Method Since the higher-timeframe candle opened, each chart bar's volume and signed direction are accumulated, then distributed across every bucket the bar's low–high range spans — not dumped at a single midpoint. This range-spread approach makes both the per-zone volume and the per-zone buy/sell balance reflect where price actually traded inside the candle, rather than collapsing onto one level. AUTOMATIC RESOLUTION 🔹 What It Does The number of price buckets is chosen automatically from volatility. The higher-timeframe range is divided by the average chart-candle size (ATR), so each fraction of the profile corresponds to roughly one typical move of the chart timeframe. 🔹 Why It Matters Calmer markets produce a finer profile; volatile markets produce a coarser one. The resolution matches the instrument and timeframe automatically, bounded between 4 and 50 buckets to keep the chart readable. BUY/SELL DOMINANCE (DELTA MODE) 🔹 What It Does In Delta mode (the default), each zone is colored by which side dominated: green for net buyers, red for net sellers, and gray for balanced zones where heavy two-way trade produced no clear winner. Bar length shows the magnitude of the imbalance. 🔹 Method Each chart bar is classified by the sign of close versus open and contributes its volume as signed activity (+ for an up bar, − for a down bar). The net per zone is a direction-based proxy for buy/sell pressure, computed locally on standard data feeds — it is not exchange order-flow data, which Pine cannot access without additional subscriptions. 🔹 Volume Mode Switching Source Metric to Volume colors the profile by a cold-to-hot intensity gradient instead, showing how much traded at each price regardless of direction. IMBALANCE ZONES 🔹 What It Does Price zones with little or no activity render distinctly. A contiguous run of empty buckets marks an imbalance — a price range the higher-timeframe candle moved through quickly with little participation. 🔹 Why It Matters These gaps are not drawn as separate boxes; they emerge from the ABSENCE of activity in the profile. They are common revisit targets, since price often returns to fill ranges it previously skipped. POINT OF CONTROL MARKER 🔹 What It Does A horizontal marker tags the dominant bucket — the price level with the most activity (Volume mode) or the strongest net dominance (Delta mode). A label reports that level's share of the period's total. LIVE INFO PANEL 🔹 What It Shows A compact corner panel reports the higher timeframe in use, the percentage of the period elapsed, the Point of Control price, the number of imbalance zones, and the total higher-timeframe volume. When the chart-timeframe guard is active, the panel collapses to a single notice so the user always gets feedback. 🔹 Customization The panel can be placed in any of the four chart corners and rendered in several font sizes. The display language is controlled by the System Language input. HOW TO USE This indicator is not a signal generator. It is a structural X-ray: it shows the internal anatomy of the forming higher-timeframe candle. 🔹 Setup Set the Higher Timeframe input above your current chart timeframe (for example chart 15m, HTF 4H). The forward candle appears to the right of live price. If the chart timeframe is at or above the HTF, the profile hides and the guard note appears. 🔹 Reading Delta Mode (default) Green zones mark prices where buyers dominated, red where sellers dominated, gray where the auction was balanced. The Point of Control marks the most decisive level inside the candle. 🔹 Reading Volume Mode The rainbow profile shows where the most volume traded. Long bars are high-activity nodes; gaps are low-volume imbalance zones. 🔹 Tactical Reading ◇ A high-activity node is a price the higher timeframe has accepted — a common reaction level on revisit. ◇ A buyer- or seller-dominated zone shows which side controlled that price during the period. ◇ An imbalance gap is a range price ran through quickly — a frequent magnet for later revisits. INPUTS EXPLAINED 🔹 System Language Display language for the panel and labels. Options: English (default), Português, Español, Русский, 中文 (Chinese). 🔹 Higher Timeframe The higher timeframe to project. Must be above the chart timeframe. 🔹 Show Forward HTF Candle Toggle for the projected candle body and wicks. 🔹 Auto-Resolution ATR Length Lookback for the average chart-candle size used to pick the bucket count. 🔹 Source Metric Volume (intensity gradient) or Delta (buy/sell dominance, default). 🔹 Projection Offset / Profile Width Position and maximum horizontal length of the profile to the right of price. 🔹 Spike Threshold / Imbalance Threshold Controls for what counts as a high-activity node and what counts as an empty/imbalance zone. 🔹 Palette Mode Intensity (cold-to-hot) or Bull-Bear (dominance coloring, default). 🔹 Profile Transparency / Show POC Marker Visual styling for the profile and the Point of Control line. 🔹 Info Panel / Position / Font Size Toggle, corner, and size for the live panel. IMPORTANT NOTES HTF Profile Projection works on any chart timeframe below the selected higher timeframe. It is built for liquid instruments with reliable volume data: crypto perpetual contracts, large-cap equities, futures, major forex pairs. On low-volume instruments the profile becomes less reliable. This is a real-time tool. The forming higher-timeframe candle and its profile update intra-period by design; the profile resets when a new higher-timeframe period opens. It uses only request.security() and chart-bar accumulation, so it runs on standard data feeds without footprint() or request.security_lower_tf(). Pine Script v6. Open-source under Mozilla Public License 2.0. UNIQUENESS HTF Profile Projection is unique in how it unifies three reads into one object. Most higher-timeframe context tools stack separate features: a candle outline, fair-value-gap rectangles, and volume-spike markers. This indicator merges them — the forward higher-timeframe candle and its volume-by-price profile are a single object. High-activity zones appear as the profile's longest bars; imbalance zones are not drawn at all, they emerge from the absence of activity in the profile. The buy/sell dominance read is reconstructed from chart-bar direction and distributed across each bar's true price range, so it reflects where the auction was actually contested — and it does this on standard data feeds, without the order-flow subscriptions that comparable intrabar tools require. The combination of a live forward-projected candle, automatic volatility-matched resolution, range-spread accumulation, and dominance-versus-balance coloring produces a structural read that behaves differently from single-timeframe volume profiles and from static fair-value-gap tools.
Pine Script® indicator
by rainbowmatrix
1
Hydra PVSRAHydra PVSRA The Hydra PVSRA is a high-performance analysis tool designed to identify significant market participation by combining volume surges with price expansion logic. By filtering "noise" and focusing on high-interest areas, this indicator helps traders spot potential institutional "footprints" and potential trend reversals. 🚀 Key Features • Dynamic Volume Spike Detection: Automatically identifies candles where volume exceeds a user-defined percentage of the recent average (default 150%). • Vector Candle Logic: Goes beyond simple volume by identifying "Vector Candles"—bars that exhibit both high volume and high price spread (volatility). This represents significant "effort" resulting in clear price displacement. • External Source Override: A powerful feature for cross-exchange analysis. You can override the local volume with a feed from another ticker (e.g., using CME Bitcoin Futures volume while trading on a spot exchange). • Price Chart Integration: Toggle the "Apply to Price Candles" option to have the detected signals color your main price chart candles automatically. • Dual Color Themes: Separate, fully customizable color sets for standard local volume and external volume feeds. • Smart Alerts: Integrated alert() functionality for both general Volume Spikes and specific Bullish/Bearish Vector Candles. 📊 How it Works 1. Volume Spikes The indicator calculates a Simple Moving Average (SMA) of volume over a lookback period. If the current volume exceeds this average by your specified multiplier, it is flagged as a Spike. This highlights sudden bursts of activity. 2. Vector Candles A Vector Candle is the ultimate sign of market intent. It occurs when: • A Volume Spike is present. • The Price Spread (High - Low) is significantly larger than the recent average spread. Bullish Vectors suggest aggressive buying/short covering. Bearish Vectors suggest aggressive selling/long liquidation. 3. External Volume Feed Professional traders often look at high-liquidity exchanges for the "true" volume. This script allows you to view volume from a master source (like CME or Binance) while keeping your eyes on your preferred trading pair's price action. ⚙️ Settings Lookback Period: Adjust the window for calculating average volume and spread (Default: 20). Volume Increase %: The sensitivity for a "spike" (Default: 150%). Vector Spread Multiplier: How much price expansion is required to upgrade a spike to a "Vector" (Default: 1.5x). External Symbol: Choose any ticker to use as your volume source. 🔔 Alerts To set up alerts, create an alert on the indicator and select "Any alert() function call". You will receive notifications for: • Standard Volume Spikes • Bullish Vector Candles • Bearish Vector Candles
Pine Script® indicator
by InvestiShare
Ribbon Conviction SystemRibbon Conviction System — Trend, Flow, Value and Adaptive Stop Overview This is a single decision-support system for intraday traders. It answers three questions on one chart: which way is the trend, how much conviction is behind the current move, and where a logical trailing stop sits. A moving-average ribbon defines direction, a conviction score from 0 to 100% grades every signal, and an adaptive volatility stop marks risk. The components are designed to work together as one filtered signal, not as a loose collection of separate indicators. Why these components are combined A moving-average crossover on its own fires constantly in sideways markets and gives no sense of whether a cross is meaningful. Each part added here exists to fix a specific weakness of the part before it, so the result is one filtered signal rather than several indicators stacked on a chart. Ribbon (direction). Five Fibonacci-length averages — 8, 13, 21, 34, 55 — using a mix of Hull, EMA and Kaufman Adaptive Moving Average (KAMA). The KAMA anchors deliberately flatten in choppy conditions, so the ribbon stops giving direction when there is no trend. Weakness it leaves open: a crossover can still fire on a weak, low-conviction move. Conviction score (filter). Instead of taking every crossover, each signal is graded 0–100% by blending four independent readings of the same bar, chosen because they measure different things rather than repeat each other: Buy/sell flow — net buying versus selling pressure, inferred from lower-timeframe price-and-volume behaviour. Effort vs move — how far price travelled for the volume spent; absorption and churn are penalised. Trend quality — Kaufman Efficiency Ratio: directional travel divided by total path, separating trend from noise. Price location — is price on the right side of value? Blends session VWAP slope, a swing-anchored VWAP, the session volume-profile value area (VAH/VAL/POC), and the prior session's VWAP and unfilled POC. A flow-toxicity proxy (VPIN-style) then lowers the score when flow looks one-sided and unstable. Weakness it leaves open: all four readings come from the chart timeframe, so they can agree for the wrong reason. Higher-timeframe agreement (independent confirmation). The same volatility-stop direction is computed on 3×, 5× and 15× the chart timeframe and folded in as a multiplier, not a fifth blended input. It is kept separate precisely because it is the one genuinely independent check on the chart-timeframe score: full agreement raises conviction, disagreement lowers it. Adaptive volatility stop (risk). A Chande-style volatility stop whose ATR period and multiplier adapt through the Efficiency Ratio, so the stop tightens in clean trends and widens in chop. This turns the tool from "where is the signal" into "where is my risk if I take it." How they work together Direction (ribbon) decides the side. The conviction score decides whether a crossover on that side is worth showing and how strongly. Higher-timeframe agreement scales that conviction up or down. The adaptive stop shows the exit reference. Every signal is the product of all four stages working in sequence. What it plots The five-average ribbon with shaded bands; the 55 line is the bold trend-reference band. Signal badges at qualifying crossovers, labelled with the band crossed and the conviction percent (for example "21 65%"). Optional value references: session VWAP, swing-anchored VWAP with bands, volume-profile VAH/VAL/POC, and the prior session's VWAP and POC. The adaptive volatility stop as a step line with a live distance label. A compact dashboard summarising trend, conviction and each component, higher-timeframe agreement, the stop, and the data mode. A small higher-timeframe agreement ribbon. How to use Add it to an intraday chart. The defaults suit index futures, but direction works on any symbol. Spot vs futures: many spot indices publish no real volume, which the flow, value-area and toxicity parts depend on. Under "Data source" the script auto-detects this and switches the volume-based parts to a time-at-price method so everything still works; you can also set the mode manually. The dashboard "Data" row shows which mode is active. Trade in the ribbon's direction. Prefer signals with a higher conviction percent and higher-timeframe agreement, and treat low-conviction crosses as noise. Use "Hide signals weaker than" to suppress them. Use the adaptive stop as a trailing-risk reference, sized to your own plan. The "Look & size" group controls signal size, dashboard size and position, a "Minimal" preset (ribbon + signals + stop only), and band lightness. Originality The individual techniques — adaptive moving averages, the Efficiency Ratio, effort-versus-result, VWAP, volume profile and volatility stops — are publicly documented. What is original here is the integration: a single conviction score that fuses chart-timeframe flow, effort, efficiency and value, damps it by flow toxicity, and scales it by independent higher-timeframe agreement, then gates an adaptive-stop-aware signal on that score. The components were selected so each covers a distinct weakness, and redundant filters were deliberately left out to keep one clear signal. Credits Perry Kaufman — Adaptive Moving Average and Efficiency Ratio. Tushar Chande — Volatility Stop concept. The effort-versus-result component is an original, compact reimplementation inspired by the publicly described effort-versus-result method from the volume-spread-analysis lineage. Disclaimer This script is for education and information only. It is not financial, investment or trading advice and does not guarantee any outcome. Signals describe current conditions; they do not predict the future. Markets carry substantial risk of loss. Volume-based readings depend on the data feed and are unreliable on instruments without real volume. Always test on your own market and timeframe, and manage risk with your own stops and position sizing. The author is not a licensed financial advisor; consult a qualified professional before making financial decisions. You are solely responsible for your own trading decisions.
Pine Script® indicator
by Market_Logic_India
Volume Profile Daily SessionA highly optimized, session-specific Volume Profile indicator tailored for structural intraday traders. Dynamically tracks volume distributions across custom financial sessions (defaulting to the classic 18:00 - 17:00 next-day cycle) with seamless auto-scaling engine protection to prevent visual distortion across variable zoom profiles. Long Description (for the main publication body) Overview The Volume Profile Daily Session (Fixed Scaling) is an advanced intraday market profile engine built for Pine Script® v6. Unlike standard volume profile tools that distort or stretch uncontrollably when you change zoom levels on high-resolution charts (like the 1-minute or seconds intervals), this script features a precision dynamic bar-time calculation engine. This keeps your histograms perfectly proportioned and contained to their specific trading sessions. By default, the script maps the vital 18:00 to 17:00 Eastern (NY) Time session, perfectly capturing the full futures/forex cycle from the globex evening open right through the following day's high-liquidity New York cash close. Key Features Anti-Distortion Scaling Math: Rewritten drawing engine tracks relative bar count metrics rather than flat millisecond durations. Your profile shapes stay strictly locked into place when zooming in and out. Granular Data Collection: Built with native multi-timeframe fetching, allowing you to sample down to 1-Second micro-bars for ultra-precise value area resolution. Smart Garbage Collection Buffering: Employs an internal memory queue that tracks historic drawing arrays. This completely stops your historical charts from breaking or blanking out when loading long histories. Value Area Analytics: Dynamically segments and highlights inside-value volumes vs. outside-value distributions based on user-defined target thresholds (Standard 70% template default). Interpreting the Visuals Orange Histogram Fill: Represents the Value Area (VA)—the price range where 70% of the session’s volume was transacted. Excellent for identifying institutional acceptance zones. Blue Histogram Fill: Identifies volumes transacted outside of the value area, highlighting volatile breakout ranges or low-liquidity rejections. Red Central Line: The Point of Control (POC)—the single price coordinate that saw the absolute highest volume concentration during the session. Dashed Blue Boundary Lines: The Value Area High (VAH) and Value Area Low (VAL) lines, acting as significant dynamic structural support and resistance benchmarks. Configuration & Settings Inputs Session Timezone: Shift the reporting calculations cleanly to adapt to your preferred global hub asset classes (e.g., America/New_York, Europe/London). Auto Timeframe vs. Manual LTF: Let the script automatically choose the most accurate underlying dataset based on your chart, or uncheck it to force an exact micro-timeframe down to 1S (1 Second). Rows: Adjust the resolution density of the volume histogram bins (ranges from 10 to 150). Hist Width %: Controls the maximum visual projection scale width of the profile.
Pine Script® indicator
by lchjie
Volume Divergence ScannerOverview The indicator combines two independent signal types: Volume Spike (abnormal volume with RSI confirmation) and Divergence (RSI divergence near price extremes). Both must align within a time window to produce a BUY or SELL signal. Settings General Min Bars Between BUY - Minimum bars between any two BUY signals Min Bars Between SELL - Minimum bars between any two SELL signals Volume Spike Enable Volume Spike Signals - Toggle the volume spike component on/off RSI Length - Period for RSI calculation Volume MA Length - Short-term volume moving average period Volume MA Long Length - Long-term volume moving average period (baseline for spike detection) Buy Multiplier - Volume must exceed long MA by this factor to trigger a buy spike Sell Multiplier - Volume must exceed long MA by this factor to trigger a sell spike RSI Buy Level - RSI must be below this level for a buy spike to fire RSI Sell Level - RSI must be above this level for a sell spike to fire Min Bars Between BUY - Minimum bars between volume spike buy signals Min Bars Between SELL - Minimum bars between volume spike sell signals Divergence Enable Divergence - Toggle the divergence component on/off Lookback Bars - Window for detecting local price and RSI extremes RSI Buy Level - RSI must be below this level for a divergence buy RSI Sell Level - RSI must be above this level for a divergence sell Buy Proximity to Low - Price must be within this multiplier of the local low (e.g. 1.02 = within 2%) Sell Proximity to High - Price must be within this multiplier of the local high (e.g. 0.98 = within 2%) Min Bars Between BUY - Minimum bars between divergence buy signals Min Bars Between SELL - Minimum bars between divergence sell signals VOL+D Confirmation Window - Maximum bars allowed between a Volume Spike and Divergence signal for them to confirm each other Alerts Alert: BUY - Enable Trading View alert on BUY signal Alert: SELL - Enable TradingView alert on SELL signal Signal Logic When both components are enabled a BUY fires when either: Volume Spike BUY occurred and a Divergence BUY happened within the last confirmWindow bars Divergence BUY occurred and a Volume Spike BUY happened within the last confirmWindow bars A SELL fires by the same logic in reverse. When only Volume Spike is enabled, signals fire on volume spikes alone, without divergence confirmation. When only Divergence is enabled, signals fire on RSI divergence alone, without volume confirmation. Tuning Tips Too few signals: Increase VOL+D Confirmation Window Lower Buy Multiplier / Sell Multiplier Widen Buy Proximity to Low (e.g. 1.05) and Sell Proximity to High (e.g. 0.95) Disable one component to see which fires more frequently Too many signals: Increase Min Bars Between BUY/SELL Raise Buy Multiplier / Sell Multiplier Tighten Buy Proximity to Low (e.g. 1.01) and Sell Proximity to High (e.g. 0.99) Decrease VOL+D Confirmation Window Adapting to different assets or timeframes: Higher timeframes (4h, 1D) generally need higher multipliers and longer MA periods More volatile assets may need looser RSI levels and proximity values Start with default settings and adjust one parameter at a time
Pine Script® indicator
by vms_raccoon
1
Volume Flames (hotchkiss)Volume Flames is a volume analysis indicator designed to visualize the intensity and momentum of market volume as a layered flame structure. Rather than displaying raw volume bars, it transforms volume data into a multi-layered heat gradient that rises and falls like fire — making it immediately intuitive to read at a glance how "hot" or "cold" volume pressure is at any given moment. How it works: The indicator stacks multiple exponential moving averages of volume on top of each other, each smoothed at a progressively faster rate. This creates a flame body with a dense dark core at the base, rising through deep reds and oranges into bright yellows and a white-hot tip. The outermost layer represents raw unsmoothed volume, giving the flame its sharp reactive spikes on high-volume bars. Gradient fills between each layer produce the signature fire glow effect. What the signals mean: White circles appear above the flame tip whenever volume surges significantly above its recent average — these are your burn signals, flagging explosive volume events that often precede sharp price moves. Yellow dots cluster near the base of the flame when volume momentum is building across consecutive bars, giving early warning that heat is rising before a full burn triggers. The dark maroon core columns underneath indicate baseline volume density, helping you distinguish genuine spikes from noise. How to use it: Watch for white circles breaking well above the flame body — that's a volume surge worth paying attention to. When yellow dots begin clustering and the flame layers start widening and brightening, it means momentum is accumulating. The taller and brighter the flame, the more volume pressure is building. A sudden spike of the white raw-volume tip far above the smoothed layers signals an aggressive market participant entering or exiting a position. Best used on: Any liquid asset on any timeframe. Works particularly well on 1m–1h charts for intraday momentum reading, and daily charts for spotting accumulation and distribution phases.
Pine Script® indicator
by hotchkiss27
Volume Profile Fixed Range with Value AreaThe Volume Profile Fixed Range with Value Area is an advanced, high-precision volume analysis tool built entirely in Pine Script v6. Unlike standard volume bars that track volume over time, this indicator shifts volume horizontally to track volume over price across a user-defined fixed time range. By utilizing Lower Timeframe (LTF) data routing, this script breaks down historical bars into granular micro-bars, offering a highly precise view of institutional accumulation, distribution, and fair value zones. Key Features Precision Lower Timeframe Routing: Dynamically requests granular intrabar data (request.security_lower_tf) to accurately distribute volume across price steps instead of just relying on daily or standard session close data. True Algorithmic Value Area Calculation: Calculates the standard market profile Value Area (VA) by finding the Point of Control (POC) and expanding outward row-by-row, absorbing the highest adjacent volume chunks until your target percentage (e.g., 70%) is satisfied. Dual-Color Histogram Mapping: Visually separates the "Fair Value" zone from the volume extremes. Rows inside the Value Area are highlighted with a distinct color, while rows outside remain subdued. Dynamic Axis Plotting: Automatically maps the POC, VAH, and VAL prices directly onto your chart's right-hand price scale for effortless level tracking. Visual & Technical Definitions POC (Point of Control): The red line indicating the single price level with the highest concentrated trading volume inside the selected range. VAH (Value Area High): The upper boundary line of the Value Area, acting as a major structural resistance/support level. VAL (Value Area Low): The lower boundary line of the Value Area, acting as a major structural support/resistance level. Value Area (Inside Rows): The highlighted cluster representing the core pricing zone where the heavy auction process took place. How to Use It Select Your Range: Apply the indicator to your chart. Click on your start point and end point to set the precise evaluation window. Identify Support/Resistance: Look for high-volume nodes inside the Value Area to find strong support or resistance. Spot Breakouts: Look for price moving out of the Value Area Low or High into low-volume rows, which often signals high-velocity trend expansions. Input Settings Guide Range Start Time / End Time: Interactive chart anchors to customize the exact range of your volume profiling. Settings Auto Timeframe: When enabled, the script intelligently selects the optimal lower timeframe (down to seconds) to ensure maximum volume distribution accuracy without crashing execution limits. Lower Timeframe: Manually override and hardcode your preferred intra-bar calculation depth if Auto Timeframe is disabled. Rows: Adjust the resolution of the histogram (10 to 150 price steps). Value Area %: Customize your value threshold (Industry standard is 70.0%). Visuals Hist Outside VA / Hist Inside VA: Customize individual color layouts to match your chart's theme perfectly. Extend Lines: Toggle whether you want the POC, VAH, and VAL lines to extend infinitely across the right side of your chart. License & Attribues Language: Pine Script v6 License: Mozilla Public License 2.0 Author: Pechka_Rider
Pine Script® indicator
by lchjie
Volume Flow Analyzer with DMI Pressure ColorsAuthor: IndicatorEdge** | Pine Script™ v6 What It Does Colors volume bars GREEN (bullish) or RED (bearish) based on DMI pressure. Shows real-time trading suggestions in dashboard. How It Works - **+DI > -DI + ADX ≥ 20** → 🟢 BULLISH (buyers in control) - **-DI > +DI + ADX ≥ 20** → 🔴 BEARISH (sellers in control) - **+DI ≈ -DI or ADX < 20** → ⚪ NEUTRAL (wait) Dashboard Info | Field | Meaning | |-------|---------| | STATE | Bullish/Bearish/Neutral + ADX | | DMI | +DI / -DI values (who's winning) | | ADX | Trend strength (>20 = trending) | | RATIO | Volume vs average (SPIKE = unusual) | | STRENGTH | Visual bar █░░░ (0-100%) | | ACTION | What to do (BUY/WAIT/SELL) | Trading Actions | When | Action | |------|--------| | +DI = -DI | ⏸️ WAIT - No direction | | +DI > -DI + spike | 🟢🔥 STRONG BUY | | +DI > -DI | 🟢 BUY | | -DI > +DI + spike | 🔴🔥 STRONG SELL | | -DI > +DI | 🔴 SELL | | DMI crossover | 🟢⬆️ BULLISH ENTRY | | DMI crossunder | 🔴⬇️ EXIT/SHORT | How to Use 1. Check STATE (bullish/bearish) 2. Check ADX (>20 = strong trend) 3. Follow ACTION suggestion 4. Confirm with price action Best Timeframes 15min, 30min, 1H, 4H Alerts (6 types) - Bullish crossover - Bearish crossunder - DMI equal (WAIT signal) - Volume spike + bullish - Volume spike + bearish Limitations - Lagging indicator (14 periods) - Does NOT predict future - False signals in low ADX Default Settings - DMI Period: 14 - ADX Threshold: 20 - ADX Filter: ON - Bar Opacity: 80% ⚠️ Past performance does not guarantee future results. Confirmation with price action required.
Pine Script® indicator
by IndicatorEdge
1
Institutional Order Flow Signals [PMT]Institutional Order Flow Signals applies a Gaussian Naive Bayes classifier — trained entirely within Pine Script® v6 — to cumulative volume delta divergence in order to surface, in real time, three mutually exclusive market regime states: bullish re-alignment, bearish re-alignment, and order flow divergence. The core question this indicator addresses is distinct from threshold-crossover approaches: given the current statistical pattern of delta momentum, price/CVD divergence, and delta slope, what is the posterior probability that the market is entering — or exiting — a directional institutional order flow regime? ―――――――――――――――――――――――――――――――――――――― 🔷 WHAT IT MEASURES 🔸 Cumulative Volume Delta (CVD) CVD is the running sum of intrabar net order flow — buy volume minus sell volume — estimated via the close-position formula: bull_vol = volume × (close − low) / (high − low). The cumulative series tracks persistent institutional buying or selling pressure independently of price direction, making it a first-order proxy for directional order flow without requiring exchange-level bid/ask data. 🔸 Three Z-Score Normalised Features Each bar, the classifier receives three inputs derived from CVD and z-score normalised for cross-instrument compatibility: F1 — CVD Momentum : rate of change of CVD over N bars, normalised by its rolling mean and standard deviation. Encodes how rapidly buying or selling pressure is accelerating relative to its own recent baseline. F2 — Price/CVD Divergence : price rate of change minus CVD rate of change. A large positive value signals price rising while order flow is falling — the classic institutional distribution pattern. Near-zero values indicate price and flow agreement. F3 — CVD Slope : linear regression slope of CVD over a short window, z-score normalised. Provides a direction-of-flow signal independent of F1's momentum measure, satisfying the Naive Bayes conditional independence assumption as closely as CVD-derived features can. 🔸 Market Regime Labels Three mutually exclusive regimes are recognised. A bullish re-alignment bar is one where both price ROC and CVD ROC are positive — institutional flow and price confirm each other to the upside. A bearish re-alignment bar is the symmetric case. A divergence bar occurs when price and order flow point in opposite directions — historically associated with regime transitions and distribution/accumulation activity. ―――――――――――――――――――――――――――――――――――――― 🔷 THE CLASSIFIER 🔸 Welford Online Learning The classifier accumulates running sufficient statistics — count, mean, and variance — for each of the nine (feature × regime) combinations using Welford's numerically stable online update. No historical arrays are stored. The model's parameters shift gradually with each new bar, making it adaptive to changing market microstructure conditions without a fixed lookback window. 🔸 Gaussian Likelihood + Bayesian Posterior Each feature is modelled as a Gaussian distribution under each class. The joint likelihood of the current feature vector is computed by multiplying the three per-feature probability densities under the Naive Bayes independence assumption. A class prior — updated empirically from observed regime frequencies — is combined with the joint likelihood via Bayes' theorem to produce posterior probabilities P(Bull | F1,F2,F3) and P(Bear | F1,F2,F3) for the current bar. A warmup gate suppresses signals until the classifier has accumulated statistically meaningful training observations. ―――――――――――――――――――――――――――――――――――――― 🔷 SIGNALS AND DISPLAY 🔸 High-Conviction Buy — P(Bull) > 85% A long signal fires when the bull posterior clears the configurable threshold, CVD momentum confirms, and price is above the trend EMA. The threshold is surfaced on the label itself, making the confidence level explicit at every entry rather than hidden inside an opaque signal. 🔸 Bear Signal — CVD Divergence A short signal fires when the bear posterior clears threshold and F2 is in active divergence territory — price moving up while order flow is declining, or the symmetric distribution case. CVD divergence without posterior confirmation does not produce a signal; both conditions are required simultaneously. 🔸 Bull Regime Band — CVD Aligned A fill band anchored to the trend EMA expands when the classifier assigns high posterior probability to a sustained bullish re-alignment regime. The opacity of the band scales with the posterior — faint during low-confidence periods, saturated when the classifier considers the regime firmly established. 🔸 Info Table Live readout displays current bull and bear posteriors, CVD direction, and training bar count. The Trained N counter confirms the classifier has completed warmup before acting on any signal. ―――――――――――――――――――――――――――――――――――――― 🔷 INPUTS Classifier Lookback — minimum training bars before signals activate. Default 100. Entry Posterior Threshold — minimum posterior required. 0.60 permissive; 0.70 default; 0.80 high-conviction only. CVD Momentum Period — lookback for F1 and F2 rate of change. CVD Slope Period — regression window for F3. Z-Score Period — normalisation window applied across all three features. Trend EMA Period — macro filter; long signals only fire above EMA, short signals below. ―――――――――――――――――――――――――――――――――――――― 🔷 REQUIREMENTS AND LIMITATIONS The classifier requires a warmup period before signals are valid. The CVD estimator is synthetic — derived from intrabar price position, not actual bid/ask data — and introduces noise on instruments with low liquidity or wide spreads. The Naive Bayes independence assumption is partially violated because all three features are CVD-derived; the posteriors function as relative confidence scores rather than calibrated frequentist probabilities. ―――――――――――――――――――――――――――――――――――――― Built natively in Pine Script® v6. No external libraries, no data feeds, no fixed lookback arrays. The Gaussian Naive Bayes classifier trains continuously from the chart's own bar history using Welford's online algorithm. Open source — Mozilla Public License 2.0.
Pine Script® indicator
by PickMyTrade_Official
1
Volume Waves (Buy / Sell / Delta) [footprint data] ⚠️ This indicator uses footprint data and requires TradingView Premium plan or higher. Without footprint support the waves will not appear. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Volume Waves (Buy / Sell / Δ) is a footprint-based volume visualization that renders buy volume, sell volume and delta directly on the price chart as adaptive filled waves - no separate pane, everything stays on the candles where it belongs. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ What you see ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Three layers are rendered directly on the chart: Volume wave (gray) — total buying or selling activity scaled to recent history. Shows how significant the current bar's volume is compared to the lookback window. Delta wave (semi-transparent lime / purple) — positive delta (buyers dominated) is lime, negative delta (sellers dominated) is purple. Rendered on top of the volume wave, always stays within its boundaries. Extreme delta (fully opaque lime / purple) — same colors, full opacity. Appears only when both volume and imbalance cross their thresholds simultaneously. The brighter the spike stands out against the semi-transparent background — the more significant that bar was. The waves are normalized relative to recent market activity and scaled dynamically using ATR, allowing the visualization to remain readable across different instruments and timeframes without constant manual adjustment. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Why footprint data matters ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Most "buy/sell volume" or "volume delta" indicators available on charts do not use actual trade classification. They approximate — typically by comparing the candle's close to its open and assuming the entire volume was either buying or selling, or by applying the same approximation from a lower timeframe (the accuracy does not improve from this — the method stays the same, only the scale changes). Footprint data works differently. When supported by the broker and exchange feed, TradingView provides bid/ask-classified executed trades where each transaction is identified as aggressive buying or selling at the moment of execution. Not calculated from price behavior, not estimated from candle shape — recorded as a fact from the exchange order book. This distinction becomes especially important around: high-liquidity levels and absorption zones, breakouts and exhaustion moves, and news-driven volatility. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Display modes ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Two sides — buy and sell waves expand in opposite directions from the baseline: buy volume upward, sell volume downward. Buyer and seller dominance is immediately visible. One side — buy and sell volume are stacked upward together as total activity. Useful when focusing on participation intensity or volatility expansion. The delta wave remains visible and colored by sign — directional information is always present. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ How it is built ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Shared normalization. Buy and sell volume are both divided by the same highest total volume over the lookback window. This preserves the real proportion between them and ensures delta always reflects the correct sign and magnitude. Independently normalized sides would distort this relationship. Adaptive ATR scaling. Wave height = normalized volume × ATR(200) × scale factor. This gives the indicator automatic adaptation across markets, stable visual proportions across timeframes, and consistent readability during volatility expansion. Quiet markets remain compact, volatile markets naturally expand. The scale factor setting provides additional manual control when needed. Visible-area rendering. Waves are built only for bars currently visible on screen using chart.left_visible_bar_time and chart.right_visible_bar_time . The loop range accounts for the offset of the last bar from the right edge — correctly handling situations when recent bars are outside the viewport after scrolling left. When scrolling or zooming, the structure recalculates intentionally to preserve local proportionality. Baseline positioning. The baseline can be placed manually via the position setting: top, bottom or middle of the visible range. In auto mode the indicator checks whether current price is in the upper or lower half of the visible range and positions the baseline on the opposite side — in most cases preventing overlap with candles without manual adjustment. Extreme delta detection. A bar is marked as extreme only when two conditions are met simultaneously: total volume exceeds a configured percentile of recent history (Lookback Window - 500 bars by default), and absolute delta exceeds a configured percentage of total bar volume. This filtering removes low-volume noise, small meaningless imbalances, and high-volume but balanced bars. Only bars where both participation and asymmetry are genuinely exceptional are highlighted. Both thresholds are independently adjustable. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ How to read it ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Dominance. When buy waves consistently exceed sell waves — buyers are participating more aggressively. When sell waves dominate — sellers control the auction. The relationship becomes visible instantly without requiring footprint tables or numerical inspection. Delta as confirmation. Price rising with positive delta means real buying pressure is behind the move. Price rising while delta weakens or turns negative suggests passive absorption may be occurring — the move may lack genuine initiative participation. Extreme highlights. Fully opaque spikes mark bars where both participation and directional imbalance were exceptional. These bars are often structurally important and tend to stand out clearly even on dense charts — absorption, exhaustion, breakout moments. Info label. On the last bar a small label shows buy volume, sell volume, delta value and delta as a percentage of total volume — quick numerical context without opening a separate footprint panel. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Settings ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ side — one side or two sides visualization position — baseline placement: auto / top / bottom / middle shift — offset between baseline and chart edge scale factor — overall wave height multiplier Lookback Window — normalization and percentile range Delta % threshold — minimum imbalance percentage for extreme detection Volume Percentile % — minimum participation percentile for extreme detection show volume — toggle buy/sell volume waves show delta — toggle delta overlay and extreme highlights delta transparency — two inline values: opacity for regular delta and for extreme highlights separately show label — toggle information label on last bar ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Notes ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Footprint data required. The indicator uses request.footprint() available on TradingView Premium or higher. Availability also depends on broker and exchange feed support. Updates on scroll. Waves recalculate every time the visible area changes — intentionally. You always see volume structure scaled to what is currently on screen. If you find it useful — a boost or comment is appreciated. Feedback and suggestions are always welcome.
Pine Script® indicator
by NoveltyTrade
Elaris Candle Liquidity POC Pro# Elaris Candle Liquidity POC Pro Elaris Candle Liquidity POC Pro is an advanced candle-level liquidity and volume concentration indicator designed to help traders identify where the market executed the highest amount of activity inside individual candles. Instead of treating a candle as a single price bar, the indicator analyzes internal price distribution and estimates where the majority of trading volume was concentrated. These liquidity concentration levels are displayed directly on the chart as clean bullish and bearish POC (Point of Control) levels. The result is a lightweight micro-volume profiling system that helps traders visualize: • High-interest liquidity prices • Strong reaction levels • Potential support and resistance areas • Untested liquidity zones • Retest opportunities • Aggressive buying and selling pressure inside candles The indicator uses optional lower timeframe precision to improve internal candle analysis while remaining optimized for real-time chart performance. ━━━━━━━━━━━━━━━━━━ FEATURES ━━━━━━━━━━━━━━━━━━ • Candle-Level Liquidity Profiling Analyzes each candle internally to estimate the most active traded price zone. • Bullish & Bearish Liquidity Detection Green levels highlight bullish liquidity concentration while red levels highlight bearish concentration. • Untested Liquidity Tracking Important liquidity levels can extend forward until price revisits and tests them. • Liquidity Retest Signals Optional retest markers appear when price revisits strong liquidity zones. • Strength Scoring System Each liquidity level is scored using concentration and relative volume strength. • Lower Timeframe Precision Mode Uses lower timeframe candles to improve volume distribution estimation inside each candle. • Smart Filtering Reduce noise by filtering weak liquidity candles and focusing on stronger institutional-style activity. • Liquidity Zones Optional shaded micro-zones help visualize reaction areas around major POCs. • Built-In Dashboard Simple dashboard and legend help users understand current liquidity conditions directly on chart. ━━━━━━━━━━━━━━━━━━ HOW TO USE ━━━━━━━━━━━━━━━━━━ • Strong bullish liquidity levels may act as support or accumulation zones. • Strong bearish liquidity levels may act as resistance or distribution zones. • Untested levels can remain important until price revisits them. • Retest signals may help identify continuation or rejection opportunities after liquidity interaction. • Higher concentration percentages often indicate stronger market participation at a specific price level. This tool is designed to complement price action, structure analysis, and risk management — not replace them. ━━━━━━━━━━━━━━━━━━ NON-REPAINTING ━━━━━━━━━━━━━━━━━━ This indicator is designed to be non-repainting. Liquidity levels are only confirmed and plotted after candle close. ━━━━━━━━━━━━━━━━━━ IMPORTANT NOTES ━━━━━━━━━━━━━━━━━━ • Internal volume distribution is estimated using available chart and lower timeframe data. • Lower timeframe precision depends on TradingView data availability. • This indicator does not predict future price direction. • No indicator guarantees profitable trades or future performance. Always use proper risk management and personal confirmation before entering trades. ━━━━━━━━━━━━━━━━━━ BEST USE CASES ━━━━━━━━━━━━━━━━━━ • Crypto Futures • Scalping • Intraday Trading • Liquidity-Based Trading • Price Action Trading • Volume Analysis • Support & Resistance Mapping • Session Trading
Pine Script® indicator
by ElarisGroup