Volume Area 80 Rule Pro - Adaptive RTHSummary in one paragraph
Adaptive value area 80 percent rule for index futures large cap equities liquid crypto and major FX on intraday timeframes. It focuses activity only when multiple context gates align. It is original because the classic prior day value area traverse is fused with a daily regime classifier that remaps the operating parameters in real time.
Scope and intent
• Markets. ES NQ SPY QQQ large cap equities BTC ETH major FX pairs and other liquid RTH instruments
• Timeframes. One minute to one hour with daily regime context
• Default demo used in the publication. ES1 on five minutes
• Purpose. Trade only the balanced days where the 80 percent traverse has edge while standing aside or tightening rules during trend or shock
Originality and usefulness
• Unique fusion. Prior day value area logic plus a rolling daily regime classifier using percentile ranks of realized volatility and ADX. The regime remaps hold time end of window stop buffer and value area coverage on each session
• Failure mode addressed. False starts during strong trend or shock sessions and weak traverses during quiet grind
• Testability. All gates are visible in Inputs and debug flags can be plotted so users can verify why a suggestion appears
• Portable yardstick. The regime uses ATR divided by close and ADX percent ranks which behave consistently across symbols
Method overview in plain language
The script builds the prior session profile during regular trading hours. At the first regular bar it freezes yesterday value area low value area high and point of control. It then evaluates the current session open location the first thirty minute volume rank the open gap rank and an opening drive test. In parallel a daily series classifies context into Calm Balance Trend or Shock from rolling percentile ranks of realized volatility and ADX. The classifier scales the rules. Calm uses longer holds and a slightly wider value area. Trend and Shock shorten the window reduce holds and enlarge stop buffers.
Base measures
• Range basis. True Range smoothed over a configurable length on both the daily and intraday series
• Return basis. Not required. ATR over close is the unit for regime strength
Components
• Prior Value Area Engine. Builds yesterday value area low value area high and point of control from a binned volume profile with automatic TPO fallback and minimum integrity guards
• Opening Location. Detects whether the session opens above the prior value area or below it
• Inside Hold Counter. Counts consecutive bars that hold inside the value area after a re entry
• Volume Gate. Percentile of the first thirty minutes volume over a rolling sample
• Gap Gate. Percentile rank of the regular session open gap over a rolling sample
• Drive Gate. Opening drive check using a multiple of intraday ATR
• Regime Classifier. Percentile ranks of daily ATR over close and daily ADX classify Calm Balance Trend Shock and remap parameters
• Session windows optional. Windows follow the chart exchange time
Fusion rule
Minimum satisfied gates approach. A re entry must hold inside the value area for a regime scaled number of bars while the volume gap and drive gates allow the setup. The regime simultaneously scales value area coverage end minute time stop and stop buffer.
Signal rule
• Long suggestion appears when price opens below yesterday value area then re enters and holds for the required bars while all gates allow the setup
• Short suggestion appears when price opens above yesterday value area then re enters and holds for the required bars while all gates allow the setup
• WAIT shows implicitly when any required gate is missing
• Exit labels mark target touch stop touch or a time based close
Inputs with guidance
Setup
• Signal timeframe. Uses the chart by default
• Session windows optional. Start and end minutes inside regular trading hours
• Invert direction is not used. The logic is symmetric
Logic
• Hold bars inside value area. Typical range 3 to 12. Raising it reduces trades and favors better traverses. Lowering it increases frequency and risk of false starts
• Earliest minute since RTH open and Latest minute since RTH open. Typical range 0 to 390. Reducing the latest minute cuts late session trades
• Time stop bars after entry. Typical range 6 to 30. Larger values give setups more room
Filters
• Value area coverage. Typical range 0.70 to 0.85. Higher coverage narrows the traverse but accepts fewer days
• Bin size in ticks. Typical range 1 to 8. Larger bins stabilize noisy profiles
• Stop buffer ticks beyond edge. Typical range 2 to 20. Larger buffers survive noise
• First thirty minute volume percentile. Typical range 0.30 to 0.70. Higher values require more active opens
• Gap filter percentile. Typical range 0.70 to 0.95. Lower values block more gap days
• Opening drive multiple and bars. Higher multiple or longer bars block strong directional opens
Adaptivity
• Lookback days for regime ranks. Typical 150 to 500
• Calm RV percentile. Typical 25 to 45
• Trend ADX percentile. Typical 55 to 75
• Shock RV percentile. Typical 75 to 90
• End minute ratio in Trend and Shock. Typical 0.5 to 0.8
• Hold and Time stop scales per regime. Use values near one to keep behavior close to static settings
Realism and responsible publication
• No performance claims. Past results never guarantee future outcomes
• Shapes can move while a bar forms and settle on close
• Sessions use the chart exchange time
Honest limitations and failure modes
• Economic releases and thin liquidity can break the balance premise
• Gap heavy symbols may work better with stronger gap filters and a True Range focus
• Very quiet regimes reduce signal contrast. Consider longer windows or higher thresholds
Legal
Education and research only. Not investment advice. Test in simulation before any live use.
Volumedelta
Pulse of Market [Riz]Pulse of Market is a next-generation multi-framework trading system that reveals the true rhythm of price, volume, and structure. It unifies Smart Money Concepts (SMC), Wyckoff principles, Volume Spread Analysis (VSA), Delta analysis, Divergence mapping, and multi-timeframe structure tracking — all within one intelligent dashboard. Designed to help traders visualize market intent rather than just raw price, this tool adapts automatically for Scalping, Day Trading, or Swing Trading modes.
What This Indicator Does
⦁ Maps multi-timeframe market structure (Major & Internal BOS/CHoCH).
⦁ Detects liquidity pools, sweeps, traps, and confirms accumulation/distribution cycles.
⦁ Highlights Wyckoff events (Spring, UTAD, SOS, SOW, SV) and VSA signals (No Demand, No Supply, Climax, Stopping Volume).
⦁ Integrates cumulative delta, hidden accumulation/distribution, and divergence detection (RSI & MACD).
⦁ Displays Order Blocks, Fair Value Gaps (FVGs), and Breaker Blocks with auto-mitigation tracking.
⦁ Features adaptive confluence scoring that quantifies the strength of Buy/Sell setups in real-time.
⦁ Includes a full Info Panel Dashboard summarizing all market conditions in one place.
How It Works
The indicator processes multiple analytical layers simultaneously:
1. Structure Engine – Detects major and minor BOS/CHoCH transitions using ATR-filtered pivots.
2. Liquidity & Traps – Highlights liquidity zones, sweeps, bull/bear traps, and mitigation events.
3. Wyckoff Layer – Identifies structural events (Spring/UTAD) and phases (B–E) with live updates.
4. VSA & Volume Layer – Interprets professional buying/selling, volume climaxes, dry-ups, and effort vs. result.
5. Delta Engine – Tracks imbalance between buying and selling pressure (hidden accumulation/distribution).
6. Confluence Model – Aggregates structure, volume, delta, and momentum into a unified score (1–10) to generate graded BUY/SELL signals with adaptive stops and targets.
7. Risk Module – Includes structure-based SL, partial take profits, breakeven shifts, and trailing stops.
Inputs & Customization
🎯 Trading Mode Presets: Scalping, Day Trading, Swing Trading, Custom (auto-adjusts ATR filters, divergence lookback, and confluence thresholds).
📈 Structure Controls: BOS, CHoCH, Internal vs Major depth, ATR filter, and SMC zone display.
📊 Volume & Delta Tools: VSA events, cumulative delta, hidden accumulation/distribution, dry-ups, effort/no-result.
🔍 Wyckoff Analysis: Springs, UTADs, SOS, SOW, Stopping Volume, and phase tracking.
⚙️ Signal Engine: Adaptive confluence scoring, candle confirmation, volume validation, and divergence alignment.
🧠 Risk Management: Structure-based SL, partial TPs, breakeven shifts, trailing ATR stops, and adaptive position sizing.
🕒 Session Filters: Asia, London, and NY sessions & killzones, with avoidance of early-session volatility.
📺 Info Panel: Displays all metrics including mode, structure, volume, spread, delta, liquidity, confluence score, and Wyckoff phase.
Visual Elements & Labels
| Symbol | Meaning | Description |
| :-----------------------------: | :--------------- | :---------------------------------------------------------- |
| **BUY / SELL** | Trade Signals | Generated from total confluence score |
| **BOS / CHoCH** | Market Structure | Break of Structure / Change of Character |
| **LQH / LQL** | Liquidity Zones | High/Low liquidity areas |
| **TRAP ↓ / TRAP ↑** | Bull/Bear Traps | False breakout confirmations |
| **SPRING / UTAD / SOS / SOW** | Wyckoff Events | Accumulation/Distribution events |
| **ND / NS / PB / PS / SC / BC** | VSA Events | No Demand, No Supply, Professional Buying/Selling, Climaxes |
| **ACC / DIST** | Delta Events | Hidden accumulation or distribution |
| **STRONG BUY / STRONG SELL** | Dual Divergence | RSI + MACD alignment |
| **Dashboard Panel** | Info Overview | Live summary of all conditions |
How to Use
1. Select your Trading Mode (Scalping, Day, or Swing) to auto-adjust internal parameters.
2. Observe structure bias (BOS/CHoCH) and HTF confluence alignment.
3. Watch for Buy/Sell labels (A–A+) when confluence > threshold.
4. Confirm with volume, delta, and Wyckoff/VSA context.
5. Manage risk using built-in TP, SL, and trailing modules or integrate into a separate execution system.
Notes & Tips
⦁ Use across all timeframes; ideal pairings: 5m–1H for intraday, 1H–4H for swing.
⦁ Combine Wyckoff events + Delta divergence + Liquidity sweeps for powerful reversals.
⦁ The Info Panel shows everything you need—structure, confluence, volume, and risk states.
⦁ Use in confluence with higher-timeframe bias or external liquidity models for optimal results.
⦁ All labels are modular; toggle off groups (VSA, Wyckoff, Structure) for cleaner view.
Disclaimer
This indicator is for educational and analytical use only.
It does not constitute financial advice or guarantee profits.
Always validate signals with your own analysis and apply proper risk management before trading live markets.
Integrated Volatility Intelligence System (IVIS) AutoKVolMind™ AutoK — Integrated Volatility Intelligence System (IVIS)
IVIS AutoK
Author: © lfu
Public Description (for publication)
VolMind™ AutoK represents an institutional-grade open-source framework for adaptive volatility intelligence and probabilistic trade management.
This system fuses Kalman-inspired KAMA smoothing, CVD dynamics, Auto K-Means clustering, entropy-based regime analysis, and a Kolmogorov–Smirnov market normality test into a single modular platform.
Key Capabilities:
Adaptive ATR Stop Bands dynamically scale with volatility, entropy, and cluster variance.
Auto KMeans Intelligence automatically selects the optimal cluster count for price structure recognition (3–10 clusters).
Entropy Module quantifies structural uncertainty and information decay within price movement.
KS-Test Integration identifies non-normal distributions, signaling regime divergence and volatility inflection.
CVD Dynamics reveal real-time directional bias via cumulative volume delta.
MSI Composite Signal fuses multi-source indicators (ATR, CVD, entropy, clusters) to model market stress and adaptive risk.
Designed for forward-looking quant traders, IVIS serves as a volatility intelligence backbone for portfolio automation, volatility forecasting, and adaptive stop-loss scaling.
Fully open-source for research and applied strategy development. Not a financial advice. DYOR.
Market Structure Volume ProfileThis indicator visualizes volume profiles that are dynamically anchored to market structure events, rather than fixed time intervals. It builds these profiles using high-resolution intra-bar data to provide a precise view of where value is established during critical market phases.
Key Features:
Event-Based Profile Anchoring: The indicator starts a new profile based on one of three user-selected events ('Profile Anchor'):
Swing: A new profile begins when the 'impulse baseline' (derived from intra-bar delta) changes. This baseline adjusts when a new price pivot is confirmed: When a price high forms, the baseline moves to the lower of its previous level or the peak delta (max of delta O/C) at the pivot. When a price low forms, it moves to the higher of its previous level or the trough delta (min of delta O/C) at the pivot.
Structure: A new profile begins immediately on the bar that confirms a market structure break (e.g., a new HH or LL, based on a sequence of price pivots).
Delta: A new profile begins immediately on the bar that confirms a break in the cumulative delta's market structure (e.g., a new HH or LL in the delta). Both 'Swing' and 'Delta' anchors are derived from the same continuous (non-resetting) Cumulative Volume Profile Delta (CVPD), which is built from the intra-bar statistical analysis.
Statistical Profile Engine: For each bar in the anchored period, the indicator builds a volume profile on a lower 'Intra-Bar Timeframe'. Instead of simple tick counting, it uses advanced statistical models:
Allocation ('Allot model'): 'PDF' (Probability Density Function) distributes volume proportionally across the bar's range based on an assumed statistical model (e.g., T4-Skew). 'Classic' assigns all volume to the close.
Buy/Sell Split ('Volume Estimator'): 'Dynamic' applies a model that analyzes candle wicks and recent trend to estimate buy/sell pressure. 'Classic' classifies all volume based on the candle color.
Visualization & Lag: The indicator plots the final profile (as a polygon) and the developing statistical lines (POC, VA, VWAP, StdDev).
Note on Lag: All anchor events require Pivot Right Bars for confirmation.
In 'Structure' and 'Delta' mode, the developing lines (POC, VA, etc.) are plotted using a non-repainting method (showing the value from pivRi bars ago).
In 'Swing' mode, the profile is plotted retroactively, starting from the bar where the pivot occurred. The developing lines are also plotted with this full pivRi lag to align with the past data.
Flexible Display Modes: The finalized profile can be displayed in three ways: 'Up/Down' (buy vs. sell), 'Total' (combined volume), and 'Delta' (net difference).
Dynamic Row Sizing: Includes an option ('Rows per Percent') to automatically adjust the number of profile rows (buckets) based on the profile's price range.
Integrated Alerts: Includes 13 alerts that trigger for:
A new profile reset ('Profile was resetted').
Price crossing any of the 6 developing levels (POC, VA High/Low, VWAP, StdDev High/Low).
Alert Lag Assumption: In 'Swing' mode, alerts are delayed to match the retroactively plotted lines. In 'Structure' and 'Delta' modes, alerts fire in real-time based on the current price crossing the current (repainting) value of the metric, which may differ from the non-repainting plotted line.
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This includes the values used for real-time alerts in 'Structure' and 'Delta' modes.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Pivot Orderflow DeltaThis indicator analyzes order flow by calculating a continuous Cumulative Volume Profile Delta (CVPD). It plots this delta as a series of "delta candles" and identifies divergences and structural pivot levels.
Key Features:
Statistical Delta Engine: For each bar, the indicator builds a high-resolution volume profile on a lower 'Intra-Bar Timeframe'. It uses statistical models ('PDF' allocation) and advanced classifiers ('Dynamic' split) to determine the buy/sell pressure, which is then accumulated.
Cumulative Delta Candle Visualization: The indicator plots the continuous, accumulated delta as a series of candles, where for each bar:
Open: Is the cumulative delta value of the previous bar.
Close: Is the new total cumulative delta.
High/Low: Represent the peak/trough cumulative delta reached during that bar's formation.
Dynamic Pivot Baseline: The indicator plots a separate dynamic baseline ('Impulse Start') that adjusts when a new price pivot is confirmed.
When a price high forms, the baseline moves to the lower of its previous level or the peak delta (max of delta candle O/C) at the pivot.
When a price low forms, the baseline moves to the higher of its previous level or the trough delta (min of delta candle O/C) at the pivot.
Full Divergence Suite (Class A, B, C): A built-in divergence engine automatically detects and plots Regular (A), Hidden (B), and Exaggerated (C) divergences between price and the peak/trough of the delta candles (High/Low).
Detailed Pivot Confluence: The indicator plots distinct markers to differentiate between pivots occurring only on the price chart, only on the delta oscillator, or on both simultaneously.
Note on Confirmation (Lag): Divergence and pivot signals rely on a confirmation method. A pivot is only plotted after the Pivot Right Bars input has passed, which introduces an inherent lag.
Integrated Alerts: Includes 23 comprehensive alerts for:
The start and end of all 6 divergence types.
The detection of a new Impulse Start pivot.
Delta/volume agreement/disagreement.
Delta crossing the zero line.
The formation of price-only or delta-only pivots.
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Cumulative Volume Profile DeltaThis indicator calculates the Cumulative Volume Profile Delta (CVPD). It constructs a high-resolution volume profile for each bar using intra-bar data, then derives and accumulates the delta from that profile to show net buying/selling pressure.
Key Features:
Statistical Volume Profile Engine: For each bar, the indicator builds a high-resolution volume profile on a lower 'Intra-Bar Timeframe'. Instead of simple tick counting, it uses statistical models ('PDF' allocation) to distribute volume across price levels and advanced classifiers ('Dynamic' split) to determine the buy/sell pressure before accumulation.
Periodic Accumulation: The CVPD accumulation is anchored to a user-defined 'Anchor Timeframe' (e.g., daily, weekly). This cyclical reset allows to analyze the build-up of pressure within specific trading periods.
"Delta Candle" Visualization: The periodic CVPD is shown as a candle, where:
Open: The CVPD value at the start of the period (or zero).
High/Low: Represent the peak buying (CVD High) and selling (CVD Low) pressure within that period's profile.
Close: The final net delta value (CVD) for the period.
Dual CVD & Divergence Engine: The indicator calculates two CVPDs: a Periodic one (for plotting) and a Continuous one (non-resetting). The continuous line is used as a stable source for the built-in divergence engine (detecting Regular, Hidden, and Exaggerated).
Dynamic Divergence Plotting: Divergence markers are plotted relative to the periodic (candle) CVPD. They automatically adjust their vertical position after a reset to remain visually aligned with the plotted candles.
Note on Confirmation (Lag): Divergence signals rely on a pivot confirmation method to ensure they do not repaint.
The Start of a- divergence is only detected after the confirming pivot is fully formed (a delay based on Pivot Right Bars).
The End of a divergence is detected either instantly (if the signal is invalidated by price action) or with a delay (when a new, non-divergent pivot is confirmed).
Multi-Timeframe (MTF) Capability:
MTF Output: The entire analysis (Delta Candles, Divergences) can be calculated on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Divergence detection engine (pivDiv) is disabled if a Higher Timeframe (HTF) is selected.
Integrated Alerts: Includes 18 comprehensive alerts for:
The start and end of all 6 divergence types.
The periodic CVPD crossing the zero line.
Conditions of agreement or disagreement between the delta and the main bar's direction.
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.Example: crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Cumulative Volume DeltaThis Cumulative Volume Delta (CVD) indicator analyzes intra-bar volume dynamics. It introduces a periodic reset mechanism, anchoring the accumulation to a user-defined timeframe (e.g., daily, weekly) for cyclical analysis.
Key Features:
Dual CVD Calculation: The indicator computes two CVD values simultaneously:
Periodic CVD: Resets on the user-defined 'Anchor Timeframe'. This is plotted as "Delta Candles".
Continuous CVD: Accumulates volume continuously (non-resetting) and is used as the source for divergence detection.
Intra-Bar Delta Analysis: Uses a lower timeframe ('Intra-Bar Timeframe') to calculate buy/sell pressure based on the direction of the intra-bar candles.
"Delta Candle" Visualization: The periodic CVD is shown as a candle, where:
Open: The CVD value at the start of the period (or zero).
High/Low: Represent the peak buying (CVD High) and selling (CVD Low) pressure within that period.
Close: The final net delta value for that period.
Full Divergence Suite (Class A, B, C): A built-in engine automatically detects and plots Regular (A), Hidden (B), and Exaggerated (C) divergences between price and the continuous CVD line.
Dynamic Divergence Plotting: Divergence markers are plotted relative to the periodic (candle) CVD. They automatically adjust their vertical position after a reset to remain visually aligned with the plotted candles.
Note on Confirmation (Lag): Divergence signals rely on a pivot confirmation method to ensure they do not repaint.
The Start of a- divergence is only detected after the confirming pivot is fully formed (a delay based on Pivot Right Bars).
The End of a divergence is detected either instantly (if the signal is invalidated by price action) or with a delay (when a new, non-divergent pivot is confirmed).
Multi-Timeframe (MTF) Capability:
MTF Output: The entire dual-CVD analysis can be run on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Divergence detection engine (pivDiv) is disabled if a Higher Timeframe (HTF) is selected.
Integrated Alerts: Includes 18 comprehensive alerts for:
The start and end of all 6 divergence types.
The periodic CVD crossing the zero line.
Conditions of agreement or disagreement between the delta and the main bar's direction.
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Volume Profile DeltaThis indicator calculates the Volume Profile Delta (VPD). It constructs a high-resolution volume profile for each bar using intra-bar data, offering a detailed understanding of buying and selling pressure at discrete price levels.
Key Features:
Statistical Volume Profile Engine: For each bar, the indicator builds a high-resolution volume profile on a lower 'Intra-Bar Timeframe'. Instead of simple tick counting, it uses statistical models ('PDF' allocation) to distribute volume across price levels and advanced classifiers ('Dynamic' split) to determine the buy/sell pressure within that profile, providing a more nuanced delta calculation.
"Delta Candle" Visualization: The per-bar VPD is displayed as a candle, where:
Open: Always anchored at the zero line.
High/Low: Represent the peak buying (CVD High) and selling (CVD Low) pressure accumulated within that bar's profile.
Close: The final net delta value (CVD) for the bar.
Customizable Moving Average: An optional moving average of the net delta (Close) can be added. The MA type, length, and an optional Volume weighted setting are customizable.
Intra-Bar Peak Pivot Detection: Automatically identifies and plots significant turning points (pivots) in the peak buying (High) and selling (Low) pressure.
Note on Confirmation (Lag): Pivot signals are confirmed using a lookback method. A pivot is only plotted after the Pivot Right Bars input has passed, which introduces an inherent lag.
Multi-Timeframe (MTF) Capability:
MTF Output: The entire analysis (Delta Candles, MA, Pivots) can be calculated on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Pivot detection (Calculate Pivots) is disabled if a Higher Timeframe (HTF) is selected.
Integrated Alerts: Includes 8 alerts for:
The net delta crossing its moving average.
The detection of new peak buying or selling pivots.
Conditions of agreement or disagreement between the net delta and the main bar's direction.
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Volume DeltaThis indicator provides a detailed view of Volume Delta (VD) by analyzing order flow on a lower, intra-bar timeframe. For each bar on the chart, it calculates the net difference between buying and selling volume based on the direction of the intra-bar candles.
Key Features:
Intra-Bar Delta Calculation: The indicator analyzes price action on a user-defined lower timeframe ('Intra-Bar Timeframe') to construct a detailed picture of the underlying order flow for each bar on the main chart.
"Delta Candle" Visualization: The delta for each bar is shown as a candle, where:
Open: Always starts at the zero line.
High/Low: Represent the peak buying and selling pressure accumulated within the bar.
Close: The final net delta value for that bar. This visualization shows absorption, exhaustion, and conviction in a single glance.
Customizable Moving Average: An optional moving average of the net delta (Close) can be added. The MA type, length, and an optional Volume weighted setting are customizable.
Intra-Bar Peak Pivot Detection: Automatically identifies and plots significant turning points (pivots) in the peak buying (High) and selling (Low) pressure.
Note on Confirmation (Lag): Pivot signals are confirmed using a lookback method. A pivot is only plotted after the Pivot Right Bars input has passed, which introduces an inherent lag.
Multi-Timeframe (MTF) Capability:
MTF Output: The entire analysis (Delta Candles, MA, Pivots) can be calculated on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Pivot detection (Calculate Pivots) is disabled if a Higher Timeframe (HTF) is selected.
Integrated Alerts: Includes 8 alerts for:
The net delta crossing its moving average.
The detection of new peak buying or selling pivots.
Conditions of agreement or disagreement between the net delta and the main bar's direction (absolute volume).
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Dynamic Volume ✨ Profile PublicThis script is a comprehensive Pine Script indicator for TradingView called "Dynamic Volume Profile." It analyzes price and volume data to calculate a dynamic oscillator, adaptive midlines, and volume-weighted price deviations. The script highlights bullish and bearish zones, detects trend reversals, and plots signals for potential long and short entries using colored circles. It also visualizes probability density function (PDF) zones to identify statistically favorable trading areas. Additionally, it automatically detects trend direction, volatility, and trend strength, and can display a table of major global trading sessions with real-time status and countdowns. The script is highly customizable for different assets, timeframes, and trading styles.
Volumetric Spectrogram [by Oberlunar]Volumetric Spectrogram
A two-pole, price-relative volume profiler that turns regional buy/sell pressure into clean oscillators and actionable regimes in a multi-broker setup.
What it measures
The indicator divides the recent price span into bins and accumulates buy vs. sell volume in each bin, then summarises two regions with respect to the current price:
Upper (↑) — volume that traded above the current price (overhead supply/demand).
Lower (↓) — volume that traded below the current price (underfoot bid/pressure).
Per region, it computes BUY% and SELL%, then forms two normalised oscillators in :
Upper Osc = Upper(BUY%) − Upper(SELL%) → positive when overhead offers are being lifted (breakout acceptance), negative when overhead sell pressure dominates (resistance).
Lower Osc = Lower(BUY%) − Lower(SELL%) → positive when sub-price bids strengthen (support/absorption), negative when selling persists beneath price (weak underbelly).
Both oscillators are optionally smoothed with EMA and can be filled to zero or between curves for quick polarity/strength reading.
Candle-fill modes across brokers
The indicator supports multiple candle-fill policies tied to cross-broker volumetric agreement (e.g., spectral/range-only fills when ≥N brokers align above 70% bullish or below 20% bearish Buy%). This makes regime and pressure shifts visually explicit while filtering out unconfirmed noise.
How it works (core algorithm)
Over a lookback window, find the high/low and split the range into N bins .
For each historical bar, approximate “buy” vs “sell” volume using candle direction and the close relative to each bin’s midprice; update left/right profiles per bin.
Aggregate bins above the current price into the Upper region and bins below into the Lower region; compute regional totals and percentages.
Convert to signed oscillators and smooth (EMA length per input).
Scenario engine (table, every bar)
A compact table reports, for Upper/Lower: BUY Vol, SELL Vol, BUY%, SELL%, and Net%. A classifier labels 8 regimes based on oscillator sign and recent expansion/decay: Sync Long/Short (Expanding/Decaying), Opposite Signs (Widening/Converging), and Tilts (Upper/Lower). This helps distinguish trend continuation, fade risk, compression before break, and asymmetric pressure (e.g., “Tilt Lower — bid/support strengthening”).
# Example strategies and annotated cases:
There are different operational strategies:
1) Bottle-neck Strategy with multi-broker confirmation
When both oscillators are red and they compress toward the zero line (a bottle-neck [/i>), if the squeeze does not flip into the opposite trend but instead resolves in the same direction, you have a continuation setup that can be exploited:
• Pattern: both oscillators red → short, visible contraction (narrow, low-variance cluster) → break of the cluster lows → background shadow bars align bearish (multi-broker agreement).
Example:
This sequence often supports a 1.5–2.5 R/R trade, as in:
Bullish mirror
If both oscillators are teal and compress, then expand upward with multi-broker agreement, the scenario becomes bullish after several bars; the position can be profitable with a reasonable risk setup:
Example:
Follow-through:
Here are the additional, English “playbook” examples you can append to the previous description.
2) Dual-confirmation on volume spikes + multi-broker checks
When pronounced volumetric spikes appear (up or down), trend often reverses sharply. In the figure, the circles highlight the spikes; once the spike subsides (reversion toward baseline), the oscillator turns bullish. The double confirmation of two consecutive minimum spikes acts as support for an ensuing up-move, with fill colors confirming direction.
Chart:
Even with a single spike confirmation, the reversion from an extreme often provides actionable long setups.
3) Volume-pressure + regime-change (multi-broker)
A prospective long configuration emerges when bullish volumetric pressure dominates and bearish pressure fades, especially if this occurs after a lateral phase, followed by a bullish volume spike and multi-broker confirmation .
Chart:
Shadow bars subsequently confirm continuation in a bullish regime; however, a possible regime change is flagged by the scenario classifier and by a color flip in the volumetric borders ( “Possible regime change, but without multi-broker confirmation.” is an appropriate label when applicable).
Chart:
After a verified mean-reversion, price transitions into a bearish configuration: both oscillators turn red. One can wait for a pullback and seek short entries.
Chart:
As shown here, the regime change is anticipated well in advance by the oscillators and multi-broker pressure:
Chart:
4) Contrastive regime-shift with multi-broker validation
In a contrastive trading phase, the lower volumetric oscillator flips color first—buyers start attacking. The first set of background shadow bars does not agree with the regime flip; the second set does. This sequence (oscillator flip → later multi-broker agreement) is a robust early sign of a potential long setup.
Chart:
At the multi-broker level, all shadow bars turn fully green and the setup becomes unambiguously bullish.
Chart:
Note that bearish pressure can still be non-trivial on the volumetric scale—even if it does not reach prior extreme minima—so risk controls should reflect the residual supply.
Delta-bar coloring (optional)
Bars (or candle overlays) can be tinted by a multi-venue weighted bias:
Choose venues (OKX, Coinbase, Bybit, Binance, BlackBull…).
Weight by Equal / Last Volume / SMA Volume.
Apply deadband to suppress flicker around neutrality and a gamma curve to modulate opacity with |bias|.
This layer is independent of the spectrogram core but provides immediate market-wide flow context, consistent with the table and fills.
Inputs (essentials)
Calculation Period and Bins — resolution and depth of the price-range histogram.
EMA length — smoothing per oscillator (optional)
Fill options — to zero / between curves, gradual opacity by |osc|, min/max alpha.
Delta Bar — enable tinting, gamma, neutral band; venue list and weighting mode.
Reading guide
Upper > 0 & expanding : overhead supply is being lifted → breakout acceptance risk rises.
Lower > 0 & expanding : sub-price bids strengthen → pullbacks more likely to absorb.
Opposite signs widening : tug-of-war; avoid late entries.
Converging : compression → prepare for break.
Use the table’s regime label to keep the narrative honest bar-by-bar.
Notes & limits
Buy/Sell attribution uses candle direction and range partitioning (no L2/tick tape).
Venue aggregation relies on per-exchange volume and your chosen weighting; symbols must align (e.g., BTCUSDT pairs).
Oscillators are relative to the current price (regional) by design; they complement, not replace, classical volume profile.
— Oberlunar 👁 ★
Delta Arbitrage [by Oberlunar]Delta Arbitrage turns fragmented exchange activity into a single, readable pulse. Each broker breathes at its own rhythm; this tool measures the share of “buy vs. sell” participation per broker, weights those brokers by liquidity/activity, and blends them into one continuous bias. The result is a chart you can read in seconds: aqua when buy-side dominates, red when sell-side does—stronger shades for stronger imbalances.
Delta Arbitrage indicator supports several ways to colour candles based on the aggregated, cross-venue delta, so you can match visual feedback to the strength/consensus of flow.
Examples
LONG opportunity — broad bullish agreement (>70% weighted Buy%)
In this case, a LONG setup formed because a high proportion of brokers simultaneously pushed bullish volumetric deltas (>70%).
The corridor then stayed positive across multiple bars, with sustained long strength in agreement across venues:
Follow-through:
SHORT opportunity — broad bearish agreement (<20% weighted Buy%)
Here, a SHORT setup formed because a high proportion of brokers simultaneously pushed bearish volumetric deltas (<20%).
The corridor remained negative over several bars, showing high-intensity short pressure in cross-venue agreement:
Follow-through:
Spectral mode
You can enable the spectral mode, where range candles are colored only when multiple brokers are in volumetric agreement. You’ll see bullish pressure when weighted Buy% exceeds ~70%; when direction changes, range candles fade out and the lower tiles flip red to reflect rising short pressure.
Example:
How it’s built (in plain words)
For every selected broker, the script computes a robust Buy% over a rolling window and maps it to a signed bias (−1…+1).
Venues are then combined with flexible weighting—Equal, Last Volume, SMA Volume, or Relative-to-SMA—to emphasise who is active now .
A small neutral band near zero calms noise; an intensity curve (gamma) makes strong pushes visually obvious without overshooting weak ones.
What you see
Tinted bars/background : the aggregate bias colours the chart so the prevailing side is instantly clear.
Dashboard : a compact meter for each venue (SELL⇄BUY), its normalised weight, and exact Buy%/bias, plus a summary line for the weighted & unweighted aggregates. It shows whether one venue is dragging the whole market or if participation is broad.
Lower panel (timeline) : a tile-per-bar strip using the same bias logic. Long, saturated runs = sustained participation; choppy, desaturated tiles around zero = balance/compression. The strip’s height is fixed vs. a recent range, so it remains legible on any zoom.
How to act on it (minimal, auditable rules)
Entries: a one-shot arrow when the weighted Buy% crosses a high/low threshold (e.g., >70 for longs, <30 for shorts).
Exits: trail the indicator itself—close when the weighted Buy% retraces by a set number of points from its peak (long) or trough (short).
Context: prefer entries that align with a fresh, persistent run in the lower strip and supportive rows in the dashboard; fade/exit when the strip desaturates or flips.
Do not operate when the average volumetric pressure (avg) is around 50% +- 15%
Why it matters
This is not tick-level microstructure; it’s a fast, stable cross-venue proxy designed for operational use on any timeframe. By unifying “who’s in charge, for how long, and how strongly,” the indicator reduces discretionary noise and turns participation into a tradable, testable context.
— Oberlunar 👁 ★
Balanced Delta Volume Profile (Zeiierman)█ Overview
Balanced Delta Volume Profile (Zeiierman) builds a vertical, price-by-price profile that blends total participation with balance quality. Instead of plotting raw volume alone, it weights each price bin by:
how balanced buyers vs. sellers were,
how compressed price was inside that bin,
how often price revisited it.
The result spotlights fair value and acceptance zones while still revealing momentum/imbalance areas—ideal for reading rotation vs. trend, continuation vs. exhaustion, and the prices that truly matter.
Highlights
Balanced score that fuses delta symmetry, price compression, and hit frequency.
Optional heat spectrum for instant read of participation density and balance strength.
POC-like auto highlight of the dominant price level within the lookback window.
Works across timeframes for session profiling, swing context, or regime shifts.
█ How It Works
⚪ Profile Construction
The script scans a fixed History Length and divides the full high–low span into Bin Count price bins. For every bar in the window, its volume is proportionally distributed across the bins it overlaps, so wide-range bars contribute across multiple bins, while narrow bars concentrate where they traded most. This yields per-bin totals for:
Total Volume (participation)
Positive / Negative Volume (up vs. down bar contribution)
Hit Count (how often price touched the bin)
Average Price Range (mean bar range inside the bin; a proxy for compression)
⚪ Delta & Direction
For each bin, delta symmetry is measured via the ratio of |pos − neg| to total volume. Bins with balanced two-sided flow score higher than one-sided, runaway bins. This curbs the tendency of raw volume profiles to over-reward impulsive bursts.
⚪ Balance Score
Each price bin gets a balance score that multiplies three normalized components:
Delta Balance: rewards bins where buy/sell pressure is symmetrical (configurable via Volume Momentum Weight).
Price Compression: rewards bins where average bar range is relatively small (configurable via Price Momentum Weight).
Durability: rewards bins revisited often (configurable via Hits Weight).
A Min Hits Filter removes flimsy, single-touch bins from dominating the score. The profile can display pure totals or Average Mode (Vol/Hit) to compare bins fairly when hit counts differ.
⚪ Display & Heat Spectrum
The final plotted bar length per bin is the display volume (total or average) weighted by the balance score and normalized to 100.
POC-like Highlight: The 100% bin is outlined (and labeled) when Highlight Max Volume Bin is ON.
Heat Spectrum (optional): A background gradient scales with normalized bar length and balance hue.
Balance Hue: Interpolates between Balance Low/High Colors so high-balance bins visually pop as “accepted value.”
█ How to Use
The profile is effectively a map of price acceptance:
High, bright bars = strong participation at balanced prices → fair value/rotation zones.
Thin, muted bars = poor acceptance → imbalance or transition areas.
POC-style level = most influential price in the lookback window.
⚪ Find Fair Value & Acceptance
Thick, high-balance bins mark value. Expect rotation: price often revisits or oscillates around these areas. They’re prime zones for mean-reversion fades, scale-ins, and risk-defined trades against the edges.
⚪ Identify Imbalance & Funnels
Low-balance, low-hit bins often act like air pockets—price can move through them quickly. These zones are helpful for continuation trades into thin areas or for timing breakout pulls back into acceptance.
⚪ POC Dynamics
When price leaves the POC and returns, watch for re-acceptance (price comes back into the POC or high-balance zone and stays there.) vs. rejection (trend continuation away from value). The auto-highlight makes this quick to judge.
█ Settings
History Length – Bars scanned for the profile. Longer = broader context, slower to adapt.
Bin Count – Vertical resolution of bins between the window’s min and max price.
Display Shift – Offsets the rendering rightward for clarity.
Average Mode (Vol/Hit) – ON uses average volume per visit; OFF uses total volume.
Volume Momentum Weight – Emphasizes two-way flow; higher values favor balanced bins over one-sided deltas.
Price Momentum Weight – Emphasizes compression; higher values favor narrow-range, coiling price action.
Hits Weight – Rewards bins revisited often; higher values favor durable acceptance.
Min Hits Filter – Minimum visits a bin needs to qualify for the balance score.
Show Heat Spectrum – Background gradient for quick read of density and balance.
Highlight Max Volume Bin – Outline + raw volume label for the dominant bin.
Max Volume Color – Color used for that highlight.
Balance Low/High Colors – Gradient endpoints for balance hue across the profile.
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Disclaimer
The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information.
All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
High Volume Vector CandlesHigh Volume Vector Candles highlights candles where trading activity significantly exceeds the average, helping you quickly identify powerful moves driven by strong volume.
How it works:
- The script calculates a moving average of volume over a user-defined period.
- When current volume exceeds the chosen threshold (e.g. 150% of the average), the candle is marked as a high-volume event.
- Bullish high-volume candles are highlighted in blue tones, while bearish ones are shown in yellow, both with adjustable opacity.
This visualization makes it easier to spot potential breakout points, absorption zones, or institutional activity directly on your chart.
Customizable Settings:
• Moving average length
• Threshold percentage above average
• Bullish/Bearish highlight colors
• Opacity level
Ideal for traders who combine price action with volume analysis to anticipate market momentum.
RKT_(CVD + Δ Vol) DESCRIPTION
The Volume & Volume Delta (CVD) indicator tracks buy–sell imbalance to gauge money flow strength. Delta is calculated from aggressive (market) volume and accumulated into CVD to identify directional flow. Suitable for crypto/futures/forex, intraday and swing trading.
HOW TO USE
When Delta > 0 and CVD makes higher highs → favor the uptrend; when Delta < 0 and CVD makes lower lows → favor the downtrend.
Divergence between price and CVD suggests potential reversals or pullbacks.
Recommend confirming with price structure/MA/volume before acting.
Directional Flow Index (DFI) — v2.4Directional Flow Index (DFI) — v2.4
✨ 1) What DFI measures (conceptual)
DFI aims to quantify directional flow —i.e., whether trading activity is skewed toward buying (supportive pressure) or selling (resistive pressure) —and then present it as a normalized oscillator that is easy to compare across symbols and timeframes. It is designed to highlight high-confidence thrusts within a prevailing trend and to detect fatigue as momentum decays.
Positive DFI (> 0) : net buy-side pressure dominates.
Negative DFI (< 0) : net sell-side pressure dominates.
Magnitude reflects intensity after de-trending and Z-score normalization.
While multiple “flow” proxies exist, this version emphasizes a True Volume Delta (TVD) workflow (default) that tallies buy vs. sell volume from a lower timeframe (LTF) inside an anchor timeframe bar, producing a more realistic per-bar delta when supported by the symbol’s data.
✨ 2) Core pipeline (how it works)
Flow construction (TVD default).
Using ta.requestVolumeDelta(LTF, Anchor), the script approximates up-volume vs. down-volume inside each anchor bar.
A per-bar delta is derived (with a reset on anchor switches to avoid jumps).
If TVD is unsupported on the symbol, DFI can fall back to synthetic proxies (e.g., Synthetic Delta Volume: (close-low)/(high-low) × vol), but TVD is the intended default.
CVD-style accumulation.
Per-bar delta is cumulatively summed into a running flow line (CVD-like), providing temporal context to the net pressure.
High-pass de-trending + smoothing.
A high-pass step (EMA-based) removes slow drifts (trend bias) from the CVD line.
A short EMA smoothing reduces noise while preserving thrust.
Z-score normalization.
The de-trended series is standardized (rolling mean/std), so DFI readings are comparable across markets/timeframes.
The Signal line is an EMA of DFI and is used for momentum cross checks.
SuperTrend (regime filter).
A lightweight SuperTrend (ATR len=5, factor=6 by default) provides up/down regime.
DFI coloring and alerts can be conditioned on the regime (optional).
Fatigue % (0–100).
Tracks energy (EMA of |DFI|) vs. peak energy (with adaptive half-life decay).
When energy stays far below the decaying peak, Fatigue% rises, suggesting momentum exhaustion.
The decay rate adapts to DFI volatility and regime alignment, so decay is faster when thrusts are misaligned with trend, slower when aligned and orderly.
Gradient highlight (confidence shading).
Histogram color transparency blends three ingredients:
DFI strength (|DFI| vs user-set bands)
Low fatigue (fresher thrusts score higher)
Regime alignment (DFI sign vs SuperTrend direction)
Result: darker bars indicate higher confidence in thrust quality; faint bars warn of weaker, stale, or misaligned pushes.
✨ 3) Interpreting the plots
DFI histogram (columns):
Green above zero for buy-side thrust, Red below zero for sell-side thrust.
Opacity encodes confidence (darker = stronger alignment & lower fatigue).
Signal (line): EMA of DFI used for momentum regime checks.
Zero line: structural reference for thrust crossovers.
Fatigue Table (optional): shows Fatigue%, SuperTrend regime, and selected Flow Method.
✨ 4) Alerts (examples)
Long Thrust: DFI crosses above zero while in Up regime.
Short Thrust: DFI crosses below zero while in Down regime.
Loss of Momentum (Up): DFI crosses below Signal while DFI > 0 (warns of weakening long thrust).
Loss of Momentum (Down): DFI crosses above Signal while DFI < 0 (warns of weakening short thrust).
✨ 5) How to set the TVD Lower TF (important)
TVD needs a sensible LTF/Anchor ratio for balanced accuracy and performance. As a rule of thumb, aim for ~30–120 LTF bars inside one anchor bar:
1h chart → 1–2m LTF (if seconds not available).
4h → 3–5m.
1D → 15–30m.
1W → 1–2h.
1M → 4h–1D.
Notes: Some symbols/exchanges do not provide seconds. Too small an LTF can be heavy/noisy; too large becomes coarse/laggy.
✨ 6) Practical usage patterns
Trend-following entries:
Look for DFI > 0 in Up regime (green) with low Fatigue%, and DFI crossing above zero or above its Signal.
Prefer darker (higher-confidence) histogram bars.
Trend-following exits / de-risking:
Rising Fatigue% toward your high threshold (e.g., 80–90) suggests exhaustion.
DFI vs Signal crosses against your position can be used to scale down.
Avoid chop:
When DFI oscillates around zero with faint bars and Fatigue% rises quickly, quality is low—be selective.
✨ 7) Inputs (summary)
Flow Method: default True Volume Delta (LTF scan); synthetic fallbacks available.
Processing: Detrend length, smoothing EMA, Z-score window, Signal EMA.
Regime: SuperTrend ATR length & factor (default 5 & 6).
Fatigue%: EMA length, base half-life, adaptive volatility coupling (enable/disable, sensitivity).
UI Highlight: strength thresholds, fatigue cap, alignment weights, opacity range.
Table: toggle Fatigue table, decimals, position.
✨ 8) Compatibility & performance notes
TVD requires supported data for the symbol; if unavailable, DFI can switch to synthetic deltas.
Smaller LTFs increase request load and may introduce noise; prefer a balanced ratio.
The indicator is designed to be self-contained; no other overlays are needed to read the outputs.
✨ 9) Limitations and good practice
This is an oscillator, not a price predictor. Extreme values can persist in strong trends.
Normalization (Z-score) makes values comparable, but distributions differ across assets/timeframes.
Always combine with risk management and position sizing; avoid interpreting any single condition as a guarantee.
✨ 10) Disclaimer
This script is for educational purposes only and does not constitute financial advice. Trading involves risk, including possible loss of principal.
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한국어 번역 / Korean version below
✨DFI란 무엇인가?
DFI는 시장의 매수·매도 우위를 Flow(흐름) 형태로 분석하여
그 에너지를 정규화된 오실레이터로 표현하는 지표입니다.
가격의 단순 변동이 아니라, “얼마나 일관성 있는 압력(Flow)이 유지되는가”를 보여줍니다.
DFI > 0: 매수세 우위 (상방 압력)
DFI < 0: 매도세 우위 (하방 압력)
값의 크기: 모멘텀의 강도 (Z-score 기반 정규화)
기본 방식인 True Volume Delta (TVD) 는 상위 봉(Anchor) 내부의 하위 타임프레임(LTF) 데이터를 스캔해
실제 매수/매도 체결량 차이를 계산합니다.
이로써 단순 가격 변화가 아닌 실제 체결 흐름의 방향성을 반영합니다.
✨DFI의 계산 과정 (개념적 흐름)
1. Flow 계산 (TVD 또는 대체 방식)
ta.requestVolumeDelta()를 사용하여 상·하위 TF간 볼륨 델타를 계산합니다.
TVD 미지원 심볼은 자동으로 Synthetic Delta Volume 등 대체 방식으로 전환됩니다.
2. 누적(CVD) 구성
Flow를 CVD처럼 누적하여 순매수/순매도 압력을 누적 추적합니다.
3. 고역통과(High-pass) 필터
누적 흐름(CVD)에서 장기 추세 성분을 제거하여 순수한 변동 에너지만 남깁니다.
4. Z-score 정규화
평균과 표준편차로 표준화해 DFI의 크기를 **일정한 스케일(0 중심)**로 만듭니다.
다른 종목·시간대 간 비교가 용이합니다.
5. SuperTrend 레짐(추세 상태) 인식
ATR 기반 ST(기본: Length=5, Factor=6)를 통해 시장이 상승/하락/중립 중 어디에 있는지를 감지합니다.
DFI 컬럼 색상 및 알림은 이 ST 방향에 따라 동작합니다
6. Fatigue% (피로도 지수)
최근 에너지 평균과 역사적 피크(감쇠)를 비교해 0~100%로 “신선도”를 표현합니다.
높을수록 피로한 상태, 낮을수록 신선한 추세.
또한 변동성과 정렬 여부에 따라 Adaptive Half-Life로 감쇠 속도가 자동 조정됩니다.
7. 그라디언트 하이라이트 (Gradient Highlight)
DFI 강도(|DFI|), Fatigue%, 레짐 정렬 상태를 종합해 히스토그램의 투명도를 연속적으로 변화시킵니다.
강하고 신선하며 정렬된 추세일수록 더 진하게 표시, 반대로 약하거나 피로한 구간은 흐리게 표시됩니다.
✨DFI 차트 해석법
DFI 히스토그램 (컬럼):
위로 향한 초록색 = 매수 우위,
아래로 향한 빨강색 = 매도 우위.
진할수록 “신뢰도 높은 흐름(Aligned + Low Fatigue)”
흐릴수록 “노이즈성 움직임 / 피로 구간”
Signal 선:
DFI의 EMA.
DFI와의 교차는 모멘텀 전환 신호로 사용.
Zero 선:
추세 전환의 기준선.
Fatigue Table:
Fatigue%, Regime, Flow Method 정보를 실시간 표시.
✨알림 조건 (Alerts)
DFI Long Thrust: 상승 레짐에서 DFI가 0 위로 돌파.
DFI Short Thrust: 하락 레짐에서 DFI가 0 아래로 돌파.
Loss of Momentum (Up): DFI>0 상태에서 Signal 아래로 하락.
Loss of Momentum (Down): DFI<0 상태에서 Signal 위로 상승.
TVD (True Volume Delta) 설정 가이드
TVD는 Anchor:LowerTF = 약 30~120배 비율이 가장 효율적입니다.
1시간봉 -> 30초~2분
4시간봉 -> 2~8분
일봉(1D) -> 12~48분
주봉(1W) -> 1~4시간
월봉(1M) -> 4시간~ 1일
참고:
일부 거래소는 초 단위를 지원하지 않습니다 → 분 단위로 대체.
너무 짧은 LTF → 과부하/노이즈,
너무 긴 LTF → 신호 지연/정밀도 저하.
✨활용 전략 예시
추세 추종 (Trend-following):
Up Regime에서 DFI>0 & Fatigue% 낮을 때 롱 신호 우선.
DFI가 Signal 위로 돌파하는 시점이 thrust 시작점.
리스크 축소 (De-risking):
Fatigue%가 80~90 이상이면 추세 과열로 간주.
DFI가 Signal을 역방향으로 교차 시 포지션 축소 고려.
횡보 회피:
DFI가 0선 부근에서 얕게 진동하며 흐릿하게 표시될 때는
방향성이 약한 구간 → 진입 회피.
✨한계 및 권장 사용법
TVD는 심볼/거래소의 지원 여부에 따라 제한될 수 있습니다.
Z-score 정규화로 수치 간 비교는 용이하지만, 자산마다 분포 특성이 달라 절대값 해석은 주의 필요.
Fatigue%는 “모멘텀 신선도” 개념이지, 반전 타이밍이 아닙니다.
리스크 관리 및 전략적 컨텍스트 안에서 사용하세요.
✨면책 (Disclaimer)
이 스크립트는 교육용 도구(Educational purpose)이며,
투자 조언(Financial advice)이 아닙니다.
모든 트레이딩에는 손실의 위험이 있으며,
DFI의 신호나 수치가 수익을 보장하지 않습니다.
✨정리
DFI는 단순한 “추세 오실레이터”가 아니라,
에너지의 흐름 + 피로도 + 레짐 정렬이라는 3요소를 결합해
“지속 가능한 방향성”을 시각적으로 표현하는 지표입니다.
즉, 단순한 ‘방향’이 아니라 “추세의 질(Quality)”을 보여주는
새로운 형태의 Flow 분석 도구입니다.
Cumulative Volume Delta Divergence Periodic EMACumulative Volume Delta Divergence Periodic EMA
extended indicator
Dynamic ~ CVDDynamic - CVD is a smart, time-adaptive version of the classic Cumulative Volume Delta (CVD) indicator, designed to help traders visualize market buying and selling pressure across all timeframes with minimal manual tweaking.
Overview
Cumulative Volume Delta tracks the difference between buying and selling volume during each bar. It reveals whether aggressive buyers or sellers dominate the market, offering deep insight into real-time market sentiment and underlying momentum.
This version of CVD automatically adjusts its EMA smoothing length based on your selected timeframe, ensuring optimal sensitivity and consistency across intraday, daily, weekly, and even monthly charts.
Features
Dynamic EMA Length — Automatically adapts smoothing parameters based on the chart timeframe:
1–59 min → 50
1–23 h → 21
Daily & Weekly → 100
Monthly → 10
CVD Visualization — Displays cumulative delta to show the ongoing buying/selling imbalance.
CVD‑EMA Curve — Offers a clear trend signal by comparing the CVD line with its EMA.
Adaptive Color Logic — EMA curve changes color dynamically:
Green when CVD > EMA (bullish pressure)
Gray when CVD < EMA (bearish pressure)
How to Use
Use Dynamic - CVD to gauge whether the market is accumulating (net buying) or distributing (net selling).
When CVD rises above its EMA, it often signals consistent buying pressure and potential bullish continuation.
When CVD stays below its EMA, it highlights sustained selling pressure and possible weakness.
The dynamic EMA makes it suitable for scalping, swing trading, and longer-term trend analysis—no need to manually adjust settings.
Best For
Traders looking to measure real buying/selling flow rather than price movement alone.
Market participants who want a plug‑and‑play CVD that stays accurate across all timeframes.
Anyone interested in volume‑based momentum confirmation tools.
Disclaimer
This script is provided for educational and analytical purposes only. It does not constitute financial advice or a recommendation to buy or sell any asset. Past performance is not indicative of future results. Always perform your own analysis and consult a licensed financial advisor before making investment decisions. The author is not responsible for any financial losses or trading outcomes arising from the use of this indicator.
RSI Crypto Strength (Asset vs BTC)The "RSI Crypto Strength" is an advanced analysis tool built on a fundamental pillar of the cryptocurrency market: for an altcoin to achieve exponential bullish performance, it must invariably be and remain stronger than Bitcoin itself.
The primary objective of this indicator is to quantify and reinforce this thesis. It provides a clear and immediate view of the relative strength of any cryptocurrency in direct comparison with the market leader, Bitcoin. This relative strength can be identified on any timeframe. This also reinforces a scenario where a cryptocurrency that is weaker than Bitcoin is prone to sideways movements and downturns.
Key Features
This indicator combines multiple tools into a single solution:
> Dual RSI Plot: Simultaneously visualizes the RSI of the asset on the chart (dynamic) and the RSI of Bitcoin (blue line).
> Strength Delta (Asset vs. BTC): The heart of the indicator. A panel displays the exact difference (Asset RSI - Bitcoin RSI).
- Green: The asset has more RSI strength than Bitcoin.
- Red: The asset has less RSI strength than Bitcoin.
> Dynamic Coloring and Area Fill: The asset's RSI line and the background area automatically change color to highlight critical zones:
- Green (Overbought): RSI above 70.
- Red (Oversold): RSI below 30.
- Orange (Neutral): RSI between 30 and 70.
> Integrated Moving Average: A Moving Average line (gray) is plotted directly on the asset's RSI, serving as a signal line or to smooth momentum. The type (SMA, EMA, WMA, etc.) and period are fully customizable.
> Multi-Timeframe (MTF) Support: You can configure the indicator to display data from a higher timeframe (e.g., "1H") while analyzing a lower timeframe chart (e.g., "5m").
> Customizable Panel and Labels:
- A Delta Panel that can be enabled/disabled and moved to any of the four corners of the indicator.
- Labels at the end of the lines (Asset, BTC, MA) for easy identification, which can also be enabled/disabled.
> Alert-Ready: The indicator exposes the 4 main data sources for creating alerts.
How to Use
> Thesis Validation (Higher Timeframes): This is the primary use. Before looking for entries, use the indicator on timeframes like the H4, Daily, or Weekly. Confirm that the Asset (orange/green line) is consistently above Bitcoin (blue line) and that the Delta is positive. This is your structural strength validation, confirming the asset has potential for an exponential rally.
> Delta Analysis: The "Delta (Asset - BTC)" panel is your immediate strength metric. A positive and rising value indicates the asset is outperforming Bitcoin. A negative and falling value indicates relative weakness.
> Line Crossovers (Timing): On lower timeframes, watch for crossovers between the Asset line and the Bitcoin line. A cross of the Asset line above the Bitcoin line is a clear sign that the asset's momentum is gaining strength.
> Signal Confluence: Look for high-probability scenarios. For example: The Asset's RSI crosses above the Bitcoin RSI while the Delta also crosses above 0.
> Market Extremes: Use the area fill to quickly identify when the asset reaches extreme overbought (>70) or oversold (<30) levels, regardless of what Bitcoin is doing.
Alerts
This indicator is fully prepared for alert creation. When setting up an alert in TradingView, you can select the following data sources from this indicator:
> RSI Asset: Alerts on the RSI value of the asset on the chart.
> RSI Bitcoin: Alerts on the RSI value of Bitcoin.
> Moving Average: Alerts on the value of the Moving Average.
> RSI Delta: Allows creating alerts based on the difference between the two. (e.g., "Alert if RSI Delta crosses above Value 0").
Settings (Inputs)
The indicator offers full customization:
> RSI Length: The calculation period for both RSIs (default 14).
> Indicator Timeframe: Enables Multi-Timeframe functionality.
> Bitcoin Ticker: Allows changing the Bitcoin reference ticker.
> MA Settings: Choose the MA Type (SMA, EMA, WMA, VWMA, etc.) and its period.
> Panels and Labels: Toggles to enable/disable the Delta Panel and Line Labels, plus a selector for the panel's location.
> Colors: All line and highlight colors are fully customizable in the settings.
DISCLAIMER: This script is an analysis tool and does not provide financial advice. All trades carry risk. Use this tool as part of a broader trading strategy and always practice good risk management.
Huge VolumesHuge Volumes indicator plots areas on the chart where trading volume spikes — showing where strong buying or selling pressure takes place.
It helps visualize how large players move in and out of positions, making it easier to spot potential turning points or confirm trends.
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.
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## 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.
Tick-Based Delta Volume BubblesTICK-BASED DELTA VOLUME BUBBLES
OVERVIEW
A real-time order flow indicator that displays volume delta at the tick level, helping traders identify buying and selling pressure as it develops during live market hours. Unlike traditional volume delta indicators that rely on bar close data, this indicator captures actual tick-by-tick volume changes and directional bias, providing granular insight into market dynamics.
HOW IT WORKS
The indicator monitors live tick data during real-time trading by tracking volume increases between consecutive price updates. Each time volume increments, the script calculates the volume delta, determines price direction, assigns directional bias to the volume, and accumulates net delta for each bar.
This methodology is identical to the tick detection mechanism used in professional cumulative volume delta tools, ensuring accuracy and reliability.
FEATURES
Real-Time Tick Detection
- Captures genuine tick-by-tick volume flow using varip persistence
- Not estimated from OHLC data
- Processes actual market ticks as they occur
Adaptive Bubble Sizing
- Bubbles scale based on delta strength relative to a customizable moving average (default 20 bars)
- Highlights significant order flow imbalances
- Five size levels from tiny to huge
Dual Display Modes
- Normal Mode: Sized bubbles with optional volume labels positioned at bar midpoint
- Minimal Mode: Clean dots above/below bars for unobtrusive delta visualization
Flow Classification
- Aggressive Buy (bright green): Strong positive delta with greater than 1.2x strength
- Aggressive Sell (bright red): Strong negative delta with greater than 1.2x strength
- Passive Buy (light green): Moderate positive delta
- Passive Sell (light red): Moderate negative delta
Intensity Mode (Optional)
- Gray: Low intensity (less than 0.5x average)
- Blue: Medium intensity (0.5-1.0x average)
- Orange: High intensity (1.0-2.0x average)
- Red: Extreme intensity (greater than 2.0x average)
Smart Filtering
- Percentile-based filters (customizable) ensure only significant delta events are displayed
- Reduces chart clutter while highlighting important order flow
- Separate thresholds for bubble display and numeric labels
Data Collection Status
- Optional progress box in top-right corner
- Shows real-time bar collection progress
- Displays percentage completion and bars remaining
- Automatically hides when sufficient data is collected
Hide Until Ready Option
- Suppresses bubble display until the averaging period is complete
- Prevents misleading signals from incomplete data
- Default requires 20 bars before displaying bubbles
SETTINGS
Delta Average Length (1-200, default 20)
- Lookback period for calculating delta strength baseline
- Higher values = longer-term delta comparison
- Lower values = more sensitive to recent changes
Hide Bubbles Until Enough Data
- Prevents display until averaging period completes
- Ensures reliable delta strength calculations
Show Data Collection Status Box
- Displays progress indicator during initialization
- Can be disabled if you understand the warmup period
Minimal Mode
- Switches to simple dot display above/below bars
- Green dots above bars = positive delta
- Red dots below bars = negative delta
- Maintains color intensity or flow type classification
Show Bubbles
- Master toggle for bubble display
Bubble Volume Percentile (0-100, default 60)
- Minimum percentile rank required to display bubble
- Higher values = fewer, more significant bubbles
- Lower values = more bubbles displayed
Show Numbers in Bubbles
- Toggle delta value labels
- Only appears in normal mode
- Disabled automatically in minimal mode
Label Volume Percentile (0-100, default 90)
- Higher threshold for displaying numeric labels
- Typically set higher than bubble percentile
- Reduces label clutter on chart
Intensity Mode
- Switch from flow-type coloring to magnitude-based coloring
- Useful for identifying volume spikes regardless of direction
IMPORTANT NOTES
Real-Time Only: This indicator processes live tick data and does not provide historical analysis. It begins collecting data when added to a live chart.
Volume Required: Symbol must have volume data available. Will not function on symbols without volume (most forex pairs from retail brokers).
Initialization Period: Requires the specified number of bars (default 20) to calculate accurate delta strength. Use the "Hide Until Ready" option to prevent premature signals.
Market Hours: Only collects data during live market hours. Does not backfill historical data.
CREDITS
Tick detection methodology inspired by the Kioseff Trading Tick CVD indicator. This implementation adapts the same core tick-level volume delta calculation for bubble-style visualization and per-bar delta analysis.
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.
