Get started

Volume

Liquidation Reversal Signals [AlgoAlpha]🟠 OVERVIEW This tool detects potential liquidation-driven reversals by combining z-score analysis of up/down volume with the classic Supertrend. It watches for abnormal surges in directional volume (on a lower timeframe) and links them to trend flips on the main chart. When both align within a short window, it flags a probable reversal caused by forced liquidations. The goal is to help traders identify exhaustion points where aggressive liquidation moves may mark the end of a trend leg. 🟠 CONCEPTS The logic revolves around Z-score normalization of up and down volume to locate statistical extremes. When up-volume z-scores exceed a threshold during a bearish Supertrend, it implies trapped shorts being squeezed; the opposite applies for long liquidations. The script tracks these liquidation spikes and monitors whether a Supertrend regime change follows soon after. If confirmed within the allowed timeout, a colored signal marks the event. In essence: Z-score outliers = potential forced liquidations. Supertrend = structural regime context. Combined = statistically confirmed reversal signals, not random flips. This pairing reduces false positives by ensuring that both volatility structure and order-flow extremes agree before flagging a reversal. 🟠 FEATURES Z-score detection for liquidation spikes with adjustable lookback and threshold. Confirmation logic linking liquidations to Supertrend flips. Alerts for liquidation spikes and confirmed reversal starts. On-chart “No Volume” warning to avoid misreads on illiquid assets. 🟠 USAGE Setup : Add the script to your main chart. Choose a lower timeframe (default 15m) to capture more granular liquidation flows. Adjust Z-Score Length to control how far back the script measures normal behavior and Threshold to decide what counts as extreme. Keep Timeout Bars low (e.g. 20–50) for faster reversals, or higher for slower markets. Read the chart :  • Circles appear below bars when long liquidations occur; above bars for short liquidations.  • A Supertrend flip with a recent liquidation spike will display an arrow and color shift.  • Fills between candles and trend lines show which side dominates: green for bullish reversal, red for bearish.  • Candle color fades based on the magnitude of liquidation pressure. Settings that matter :  • Z-Score Length : Longer smooths noise but delays signal; shorter reacts faster.  • Z-Score Threshold : Higher means only extreme liquidations trigger; lower finds smaller squeezes.  • Timeout Bars : Defines how long after a liquidation the Supertrend flip remains valid.  • Lower Timeframe : Determines the precision of volume readings; too low may increase noise.
Pine Script® indicator
by AlgoAlpha
4
[FS] Pivot Measurements# Pivot Measurements An advanced TradingView indicator that combines LuxAlgo's pivot point detection algorithm with automatic measurement calculations between consecutive pivots. ## Features ### Pivot Detection - **Regular Pivots**: Detects standard pivot highs and lows using configurable pivot length - **Missed Pivots**: Identifies missed reversal levels that occurred between regular pivots - **Visual Indicators**: - Regular pivot highs: Red downward triangle (▼) - Regular pivot lows: Teal upward triangle (▲) - Missed pivots: Ghost emoji (👻) - **Zigzag Lines**: Connects pivots with colored lines (solid for regular, dashed for missed) - **Ghost Levels**: Horizontal lines indicating missed pivot levels ### Measurement System - **Automatic Measurements**: Calculates price movements between consecutive pivots - **Visual Display**: - Transparent colored boxes (blue for upward, red for downward movements) - Measurement labels showing: - Price change (absolute and percentage) - Duration (bars, days, hours, minutes) - Volume approximation - **Smart Positioning**: Labels positioned outside boxes (above for upward, below for downward) - **Color Coding**: Blue for positive movements, red for negative movements ## Parameters ### Pivot Detection - **Pivot Length** (default: 50): Number of bars on each side to identify a pivot point - **Regular Pivots**: Toggle and colors for regular pivot highs and lows - **Missed Pivots**: Toggle and colors for missed pivot detection ### Measurements - **Number of Measurements** (1-10, default: 10): Maximum number of measurements to display - **Show Measurement Boxes**: Toggle to show/hide measurement boxes and labels - **Box Transparency** (0-100, default: 90): Transparency level for measurement boxes - **Border Transparency** (0-100, default: 50): Transparency level for box borders - **Label Background Transparency** (0-100, default: 30): Transparency level for label backgrounds - **Label Size**: Size of measurement labels (tiny, small, normal, large) ## Usage 1. Add the indicator to your chart 2. Configure the **Pivot Length** based on your timeframe: - Lower values for shorter timeframes (e.g., 10-20 for 1-5 min) - Higher values for longer timeframes (e.g., 50-100 for daily) 3. Adjust pivot colors and visibility as needed 4. Customize measurement display settings: - Set the number of measurements to display - Adjust transparency levels for boxes, borders, and labels - Choose label size ## Technical Details - **Pine Script Version**: v6 - **Pivot Detection**: Based on () algorithm for detecting regular and missed pivots - **Measurement Calculation**: - Measures between consecutive pivots (from most recent to older) - Calculates price change, percentage change, duration, and approximate volume - Automatically sorts pivots chronologically - **Performance**: Optimized with helper functions to reduce code duplication ## Notes - The indicator automatically limits the number of stored pivots to optimize performance - Measurements are only created when there are at least 2 pivots detected - All measurements are recalculated on each bar update - The indicator uses `max_bars_back=5000` to ensure sufficient historical data ## License This indicator uses LuxAlgo's pivot detection algorithm from (). Please refer to the original LuxAlgo license for pivot detection components.
Pine Script® indicator
by SF_Trade
3
Quantura - Supply & Demand Zone DetectionIntroduction “Quantura – Supply & Demand Zone Detection” is an advanced indicator designed to automatically detect and visualize institutional supply and demand zones, as well as breaker blocks, directly on the chart. The tool helps traders identify key areas of market imbalance and potential reversal or continuation zones, based on price structure, volume, and ATR dynamics. Originality & Value This indicator provides a unique and adaptive method of zone detection that goes beyond simple pivot or candle-based logic. It merges multiple layers of confirmation—volume sensitivity, ATR filters, and swing structure—while dynamically tracking how zones evolve as the market progresses. Unlike traditional supply and demand indicators, this script also detects and plots Breaker Zones when previous imbalances are violated, giving traders an extra layer of market context. The key values of this tool include: Automated detection of high-probability supply and demand zones. Integration of both volume and ATR filters for precision and adaptability. Dynamic zone merging and updating based on price evolution. Identification of breaker blocks (invalidated zones) to visualize market structure shifts. Optional bullish and bearish trade signals when zones are retested. Clear, visually optimized plotting for efficient chart interpretation. Functionality & Core Logic The indicator continuously scans recent price data for swing highs/lows and combines them with optional volume and ATR conditions to validate potential zones. Demand Zones are formed when price action indicates accumulation or a strong bullish rejection from a low area. Supply Zones are created when distribution or strong bearish rejection occurs near local highs. Breaker Blocks appear when existing zones are invalidated by price, helping traders visualize potential market structure shifts. Bullish and bearish signals appear when price re-enters an active zone or breaks through a breaker block. Parameters & Customization Demand Zones / Supply Zones: Enable or disable each individually. Breaker Zones: Activate breaker block detection for invalidated zones. Volume Filter: Optional filter to only confirm zones when volume exceeds its long-term average by a user-defined multiplier. ATR Filter: Optional filter for volatility confirmation, ensuring zones form under strong momentum conditions. Swing Length: Controls the number of bars used to detect structural pivots. Sensitivity Controls: Adjustable ATR and volume multipliers to fine-tune detection responsiveness. Signals: Toggle for on-chart bullish (▲) and bearish (▼) signal plotting when price interacts with zones. Color Customization: User-defined bullish and bearish colors for both standard and breaker zones. Core Calculations Zones are detected using pivot highs and lows with a defined lookback and lookahead period. Additional filters apply if ATR and volume are enabled, requiring conditions like “ATR > average * multiplier” and “Volume > average * multiplier.” Detected zones are merged if overlapping, keeping the chart clean and logical. When price breaks through a zone, the original box is closed, and a new breaker zone is plotted automatically. Bullish and bearish markers appear when zones are retested from the opposite side. Visualization & Display Demand zones are shaded in semi-transparent bullish color (default: blue). Supply zones are shaded in semi-transparent bearish color (default: red). Breaker zones appear when previous imbalances are broken, helping to spot structural shifts. Optional arrows (▲ / ▼) indicate potential buy or sell reactions on zone interaction. Use Cases Identify institutional areas of accumulation (demand) or distribution (supply). Detect potential breakout traps and market structure shifts using breaker zones. Combine with other tools such as volume profile, EMA, or liquidity indicators for deeper confirmation. Observe retests and reactions of zones to anticipate possible reversals or continuations. Apply multi-timeframe analysis to align higher timeframe zones with lower timeframe entries. Limitations & Recommendations The indicator does not predict future price movement; it highlights structural imbalances only. Performance depends on chosen swing length and sensitivity—users should optimize parameters for each market. Works best in volatile markets where supply and demand imbalances are clearly expressed. Should be used as part of a broader trading framework, not as a standalone signal generator. Markets & Timeframes The “Quantura – Supply & Demand Zone Detection” indicator is suitable for all asset classes including cryptocurrencies, Forex, indices, commodities, and equities. It performs reliably across multiple timeframes, from intraday scalping to higher timeframe swing analysis. Author & Access Developed 100% by Quantura. Published as a Open-source script indicator. Access is free. Important This description complies with TradingView’s Script Publishing and House Rules. It clearly explains the indicator’s originality, underlying logic, functionality, and intended use without unrealistic claims or performance guarantees.
Pine Script® indicator
by Quantura
2
SMC Clean: Structure + LiquidityThis indicator provides Smart Money Concepts (SMC) tools designed to help traders analyze market structure, liquidity pools, and institutional trading zones. It combines several popular SMC methods into one powerful, customizable tool, with a clean and controlled chart display. Features and How it Works: Swing Highs and Lows: The indicator identifies confirmed swing highs and swing lows using a lookback period (default: 15 bars). These points form the basis for market structure analysis. Equal Highs/Equal Lows (EQH/EQL): When price action creates repeated swing highs or lows within a defined tolerance, the tool automatically marks these areas as potential liquidity pools. These are levels where multiple stop orders may accumulate, sometimes leading to significant market moves. Liquidity Lines & Sweeps: Liquidity lines highlight unswept highs and lows, making it easy to see where price may hunt liquidity. When price crosses a swing high/low and closes back, a sweep label is shown (optional). BOS/CHOCH Detection: Break of Structure (BOS): Signals a continuation of the current trend if price closes beyond the previous swing point. Change of Character (CHOCH): Highlights when price reverses and breaks a key swing from the opposite direction, hinting at a potential trend change or shift in market regime. Only confirmed swing points are considered to avoid repainting. Premium & Discount Zones Explained: After a new confirmed swing high and swing low, the area between them forms a “range.” The premium zone is the upper half (from midpoint to swing high): this is typically considered where price is “expensive” or overvalued for the current swing, and is often watched for potential sell setups. The discount zone is the lower half (from swing low to midpoint): this is where price is “cheap” or undervalued for the current swing, commonly monitored for potential buy setups. Colored boxes mark these zones on your chart for instant reference. Dashboard (Movable Position): A visually enhanced dark-themed dashboard shows the current market structure (Bullish/Bearish), liquidity bias (Buy-Side, Sell-Side, or Balanced, based on unswept levels), and last swept side (i.e., which liquidity pool was last taken by price). Dashboard position can be set anywhere on your chart for best visibility. Customization Options: Enable/disable any feature individually for a cleaner chart. Control colors, transparency, and swing sensitivity via user settings. How to Use: Add the indicator to your chart and adjust settings to fit your trading style. Use swing lines and dashboard to determine current market structure and bias. Watch equal highs/lows and liquidity lines for possible sweep events. Use the premium/discount zones to locate optimal areas for trade entries—with institutional logic, buy when price reaches the discount (lower) zone, and look for sales in the premium (upper) zone. Use BOS/CHOCH signals as objective confirmations of trend or regime changes. Always interpret signals in context of broader price action. Important Notes: This indicator is educational and analytical—NO signals are guaranteed. All calculations are non-repainting and use only confirmed price data (no lookahead). No claims of predicting future price movement or performance are made. Disclaimer: This tool is for technical analysis education only. It is not a financial advice nor a guaranteed trading system. Please test all signals and concepts before using in live markets.
Pine Script® indicator
by darshakssc
Indicator Overview主力籌碼預判買賣力道 (JUMBO)Pro+ 2.0主力預判買賣力道 Pro+ 是一個先進的多維度交易分析系統，專為台灣股市投資者設計。本指標整合了趨勢、成交量、動量、價格位置和波動率五大維度，通過加權評分系統生成綜合的「Power指標」，精準預判主力資金動向。 🔧 核心技術架構 1. 多維度評分系統 趨勢維度 (30%)：雙EMA系統 + MACD + ADX趨勢強度 成交量維度 (25%)：OBV能量潮 + 成交量比率分析 動量維度 (20%)：RSI + MFI資金流量指標 價格位置維度 (20%)：VWAP + 布林通道位置分析 波動率維度 (5%)：ATR波動率調整 2. 多重確認機制 趨勢確認：EMA金叉/死叉 + 超級趨勢方向 成交量確認：成交量脈衝檢測 + OBV趨勢確認 動量確認：RSI超買超賣 + MFI資金流向 位置確認：布林通道位置 + VWAP相對位置 📊 主要功能特色 訊號系統 主力佈局訊號 🟥 趨勢多頭確認 + Power > 35 成交量放大 + 動量指標多頭 RSI未超買 + 價格突破基準 主力出貨訊號 🟩 趨勢空頭確認 + Power < -35 成交量異常 + 動量指標空頭 RSI未超賣 + 價格跌破基準 Power交叉訊號 🟠🔵 黃金交叉：Power線向上穿越Power MA線 死亡交叉：Power線向下穿越Power MA線 視覺化系統 台灣股市顏色標準：紅色上漲/多頭，綠色下跌/空頭 多層級K線著色：強力訊號→普通訊號→偏多偏空→盤整 智能資訊面板：實時顯示8大關鍵指標狀態 ⚙️ 參數設定說明 主要參數 EMA週期：13/55（短期/長期） Power閾值：35（靈敏度調整） 成交量濾波：1.2倍（異常成交量檢測） 超級趨勢：10週期/3倍數（趨勢過濾） 進階參數 布林通道：20週期/2倍標準差 波動率設定：14週期ATR 動量指標：14週期RSI/MFI 🎯 交易應用策略 進場時機 強力買入：🔥標記 + Power黃金交叉 常規買入：紅色向上箭頭 + Power > 35 確認買入：多重條件同時滿足 出場時機 強力賣出：💧標記 + Power死亡交叉 常規賣出：綠色向下箭頭 + Power < -35 風險控制：趨勢反轉 + 動量減弱 風險管理 止損設定：ATR波動率參考 倉位控制：Power數值強度分級 訊號過濾：ADX趨勢強度確認 📈 指標優勢 高準確率：多重條件過濾，減少假訊號 及時性：領先指標預判主力動向 完整性：涵蓋技術分析主要維度 用戶友好：直觀的視覺化設計 自定義：參數可調適應不同交易風格 🎯 Indicator Overview Main Force Prediction Buying/Selling Strength Pro+ is an advanced multi-dimensional trading analysis system specifically designed for Taiwan stock market investors. This indicator integrates five key dimensions: trend, volume, momentum, price position, and volatility, generating a comprehensive "Power Indicator" through a weighted scoring system to accurately predict institutional fund movements. 🔧 Core Technical Architecture 1. Multi-Dimensional Scoring System Trend Dimension (30%): Dual EMA system + MACD + ADX trend strength Volume Dimension (25%): OBV accumulation + Volume ratio analysis Momentum Dimension (20%): RSI + MFI money flow index Price Position Dimension (20%): VWAP + Bollinger Bands position analysis Volatility Dimension (5%): ATR volatility adjustment 2. Multi-Confirmation Mechanism Trend Confirmation: EMA golden/death cross + SuperTrend direction Volume Confirmation: Volume spike detection + OBV trend confirmation Momentum Confirmation: RSI overbought/oversold + MFI money flow Position Confirmation: Bollinger Bands position + VWAP relative position 📊 Key Features Signal System Institutional Accumulation Signals 🟥 Bullish trend confirmation + Power > 35 Volume expansion + Momentum indicators bullish RSI not overbought + Price breakthrough baseline Institutional Distribution Signals 🟩 Bearish trend confirmation + Power < -35 Abnormal volume + Momentum indicators bearish RSI not oversold + Price breakdown below baseline Power Cross Signals 🟠🔵 Golden Cross: Power line crosses above Power MA line Death Cross: Power line crosses below Power MA line Visualization System Taiwan Market Color Standard: Red for uptrend/bullish, Green for downtrend/bearish Multi-level Candlestick Coloring: Strong signals → Regular signals → Bias signals → Consolidation Smart Info Panel: Real-time display of 8 key indicator statuses ⚙️ Parameter Settings Main Parameters EMA Periods: 13/55 (Short-term/Long-term) Power Threshold: 35 (Sensitivity adjustment) Volume Filter: 1.2x (Abnormal volume detection) SuperTrend: 10 period/3 multiplier (Trend filtering) Advanced Parameters Bollinger Bands: 20 period/2 standard deviations Volatility Settings: 14 period ATR Momentum Indicators: 14 period RSI/MFI 🎯 Trading Application Strategies Entry Timing Strong Buy: 🔥 Mark + Power Golden Cross Regular Buy: Red upward arrow + Power > 35 Confirmed Buy: Multiple conditions simultaneously met Exit Timing Strong Sell: 💧 Mark + Power Death Cross Regular Sell: Green downward arrow + Power < -35 Risk Control: Trend reversal + Momentum weakening Risk Management Stop Loss Setting: ATR volatility reference Position Sizing: Power value strength grading Signal Filtering: ADX trend strength confirmation 📈 Indicator Advantages High Accuracy: Multiple condition filtering reduces false signals Timeliness: Leading indicators predict institutional movements Completeness: Covers main dimensions of technical analysis User-Friendly: Intuitive visualization design Customizable: Adjustable parameters adapt to different trading styles 🔍 Professional Usage Tips Trend Confirmation: Use in conjunction with major trend direction Volume Validation: Ensure volume confirms price movements Risk Management: Always use appropriate position sizing Timeframe Analysis: Apply across multiple timeframes for confirmation Market Context: Consider overall market conditions and sector rotation 版本: Pro+ 2.0 適用市場: 台股、亞股、全球股市 最佳時間框架: 日線、4小時線、1小時線 開發者: JUMBO Trading System 更新日期: 2025版本
Pine Script® indicator
by jumbozip
VWAP Kalman FilterOverview This indicator applies Kalman filtering techniques to Volume Weighted Average Price (VWAP) calculations, providing a statistically optimized approach to VWAP analysis. The Kalman filter reduces noise while maintaining responsiveness to genuine price movements, addressing common VWAP limitations in volatile or low-volume conditions. Technical Implementation Kalman Filter Mathematics The indicator implements a state-space model for VWAP estimation: - Prediction Step: x̂(k|k-1) = x̂(k-1|k-1) + v(k-1) - Update Step: x̂(k|k) = x̂(k|k-1) + K(k) - Kalman Gain: K(k) = P(k|k-1) / (P(k|k-1) + R) Where: - x̂ = estimated VWAP state - K = Kalman gain (adaptive weighting factor) - P = error covariance - R = measurement noise - Q = process noise - v = optional velocity component Core Components Dual VWAP System - Standard VWAP: Traditional volume-weighted calculation - Kalman-filtered VWAP: Noise-reduced estimation with optional velocity tracking - Real-time divergence measurement between filtered and unfiltered values Adaptive Filtering - Process Noise (Q): Controls adaptation to price changes (0.001-1.0) - Measurement Noise (R): Determines smoothing intensity (0.01-5.0) - Optional velocity tracking for momentum-based filtering Multi-Timeframe Anchoring - Session, Weekly, Monthly, Quarterly, and Yearly anchor periods - Automatic Kalman state reset on anchor changes - Maintains VWAP integrity across timeframes Features Visual Components - Dual VWAP Lines: Compare filtered vs. unfiltered in real-time - Dynamic Bands: Three-level deviation bands (1σ, 2σ, 3σ) - Trend Coloring: Automatic color adaptation based on price position - Cloud Visualization: Highlights divergence between standard and Kalman VWAP - Signal Markers: Crossover and band-touch indicators Trading Signals - VWAP crossover detection with Kalman filtering - Band touch alerts at multiple standard deviation levels - Velocity-based momentum confirmation (optional) - Divergence warnings when filtered/unfiltered values separate Information Display - Real-time VWAP values (both standard and filtered) - Trend direction indicator - Velocity/momentum reading (when enabled) - Divergence percentage calculation - Anchor period display Input Parameters VWAP Settings - Anchor Period: Choose calculation reset period - Band Multipliers: Customize deviation band distances - Display Options: Toggle standard VWAP and bands Kalman Parameters - Length: Base period for calculations (5-200) - Process Noise (Q: Higher values increase responsiveness - Measurement Noise (R): Higher values increase smoothing - Velocity Tracking: Enable momentum-based filtering Visual Controls - Toggle filtered/unfiltered VWAP display - Band visibility options - Signal markers on/off - Cloud fill between VWAPs - Bar coloring by trend Use Cases Noise Reduction Particularly effective during: - Low volume periods (pre-market, lunch hours) - Volatile market conditions - Fast-moving markets where standard VWAP whipsaws Trend Identification - Cleaner trend signals with reduced false crosses - Earlier trend detection through velocity component - Confirmation through divergence analysis Support/Resistance - Filtered VWAP provides more stable S/R levels - Bands adapt to filtered values for better zone identification - Reduced false breakout signals Technical Advantages 1. Optimal Estimation: Mathematically optimal under Gaussian noise assumptions 2. Adaptive Response: Self-adjusting to market conditions 3. Predictive Element: Velocity component provides forward-looking insight 4. Noise Immunity: Superior noise rejection vs. simple moving average smoothing Limitations - Assumes linear price dynamics - Requires parameter optimization for different instruments - May lag during sudden volatility regime changes - Not suitable as standalone trading system Mathematical Background Based on control systems theory, the Kalman filter provides recursive Bayesian estimation originally developed for aerospace applications. This implementation adapts the algorithm specifically for financial time series, maintaining VWAP's volume-weighted properties while adding statistical filtering. Comparison with Standard VWAP Standard VWAP Issues Addressed: - Choppy behavior in low volume - Whipsaws around VWAP line - Lag in trend identification - Noise in deviation bands Kalman VWAP Benefits: - Smooth yet responsive line - Fewer false signals - Optional momentum tracking - Statistically optimized filtering Alert Conditions The indicator includes several pre-configured alert conditions: - Bullish/Bearish VWAP crosses - Upper/Lower band touches - High divergence warnings - Velocity shifts (if enabled) --- This open-source indicator is provided as-is for educational and trading purposes. No guarantees are made regarding trading performance. Users should conduct their own testing and validation before using in live trading.
Pine Script® indicator
by yundore
Quantura - Fair Value GapIntroduction “Quantura – Fair Value Gap” is a precision-engineered institutional concept indicator designed to automatically identify, visualize, and manage Fair Value Gaps (FVGs) across any market or timeframe. It enables traders to observe price inefficiencies, potential liquidity voids, and retracement areas that often act as magnets for price rebalancing. Originality & Value Unlike many public FVG scripts that only highlight candle gaps, this indicator integrates dynamic filters and adaptive logic to determine the strength and reliability of each gap. It merges overlapping zones intelligently and optionally extends valid imbalances forward for ongoing reference. Its value lies in: Dynamic statistical filtering based on gap standard deviation. Optional volume confirmation for high-confidence FVGs. Automatic merging of overlapping or adjacent gaps for clean visualization. Support for both bullish and bearish imbalances. Signal alerts when gaps are filled or rebalanced by price. Functionality & Core Logic Detects Fair Value Gaps by comparing candle-to-candle price displacement. Applies a Gap Filter (standard deviation-based) to qualify valid gaps. Optionally validates gaps formed under significant volume conditions. Draws color-coded boxes to mark bullish (discount) and bearish (premium) inefficiencies. Monitors each FVG until price fills the gap, at which point the box is visually closed. Provides optional signal markers (“▲” or “▼”) when rebalancing occurs. Parameters & Customization Gap Filter: Sets the minimum statistical deviation required for a valid FVG. Higher values detect fewer, stronger gaps. Volume Filter: Toggles additional validation using relative volume strength. Volume Sensitivity: Adjusts how much above-average volume must be present to confirm a gap. Bullish/Bearish Colors: Customize color schemes for imbalance zones. Extend Gaps: Optionally extend open gaps forward for better confluence tracking. Signals: Enables or disables gap-fill signal markers. Visualization & Display Bullish FVGs: Appear in blue-tinted boxes, indicating potential demand-side inefficiencies. Bearish FVGs: Appear in red-tinted boxes, representing potential supply-side inefficiencies. Overlapping zones are merged automatically to maintain clarity. Filled gaps remain visible for historical context, allowing for post-event analysis. Optional signal arrows display when price returns to rebalance an FVG. Use Cases Identify institutional inefficiencies and liquidity voids. Detect premium and discount levels in trending markets. Combine with market structure or order block indicators for confluence. Track when price rebalances inefficiencies to refine entry/exit points. Build FVG-based algorithmic strategies that rely on structural imbalance resolution. Limitations & Recommendations The indicator detects structural imbalances but does not predict future direction or guarantee profitability. Volume filters may behave differently across brokers due to data-source differences. Use alongside structure or liquidity tools for enhanced decision-making. Extreme volatility or illiquid assets may generate temporary invalid gaps. Markets & Timeframes Compatible with all markets (crypto, forex, equities, indices, futures) and all timeframes. Recommended for multi-timeframe confluence analysis — e.g., detecting higher-timeframe FVGs and refining lower-timeframe entries. Author & Access Developed 100% by Quantura. Published as a Open-source script indicator. Access is free. Compliance Note This description adheres fully to TradingView’s House Rules and Script Publishing Requirements . It provides a detailed explanation of originality, core logic, limitations, and appropriate use — with no unrealistic or misleading performance claims.
Pine Script® indicator
by Quantura
VWAP + WaveTrend + CHoCH & BOS//@version=5 indicator("GC — VWAP + WaveTrend + CHoCH & BOS (v3.3, clean + pro visuals)", overlay=true, max_lines_count=500, max_labels_count=500) // ================== TOGGLES D'AFFICHAGE ================== showVWAPLine = input.bool(true, "Afficher VWAP") showVWAPBands = input.bool(true, "Afficher Bandes VWAP (ATR)") showWave = input.bool(true, "Afficher WaveTrend (vague)") showCHoCH = input.bool(true, "Afficher CHoCH") showBOS = input.bool(true, "Afficher BOS") showOB = input.bool(true, "Afficher Order Blocks") highlightBreakCandle = input.bool(true, "Surbrillance bougie de cassure (CHoCH)") // ================== TOGGLES LOGIQUES ================== useBiasFilter = input.bool(true, "Activer filtre Biais HTF (Ichimoku)") useSessionsFilter = input.bool(true, "Activer filtre Sessions (Europe/Paris)") enableAlerts = input.bool(true, "Activer alertes LONG/SHORT") // ================== PARAMS ================== tfHTF1 = input.timeframe("60", "HTF #1 (H1) pour biais") tfHTF2 = input.timeframe("240", "HTF #2 (H4) pour biais") // Sessions (format HHMM-HHMM) asiaSess = input.session("0100-0900", "Asie (Heure Paris)") lonSess = input.session("0900-1730", "Londres (Heure Paris)") nySess = input.session("1430-2200", "New York (Heure Paris)") useAsia = input.bool(true, "Filtrer Asie") useLon = input.bool(false, "Filtrer Londres") useNY = input.bool(false, "Filtrer New York") // VWAP bands (ATR) atrLenBands = input.int(14, "ATR Len (bandes VWAP)") atrMult = input.float(1.0, "ATR Mult (bandes)", step=0.1) // Structure pivotLen = input.int(5, "Pivot len (structure)") // ================== BIAIS ICHIMOKU (HTF) ================== tenkanLen = input.int(9, "Tenkan", inline="ichi") kijunLen = input.int(26, "Kijun", inline="ichi") spanBLen = input.int(52, "SenkouB",inline="ichi") f_ichi(srcH, srcL, cLen, bLen) => ts = (ta.highest(srcH, cLen) + ta.lowest(srcL, cLen)) / 2.0 ks = (ta.highest(srcH, bLen) + ta.lowest(srcL, bLen)) / 2.0 = request.security(syminfo.tickerid, tfHTF1, f_ichi(high, low, tenkanLen, kijunLen), barmerge.gaps_on, barmerge.lookahead_off) = request.security(syminfo.tickerid, tfHTF2, f_ichi(high, low, tenkanLen, kijunLen), barmerge.gaps_on, barmerge.lookahead_off) biaisBullRaw = close > ksH1 and tsH1 > ksH1 and close > ksH4 and tsH4 > ksH4 biaisBearRaw = close < ksH1 and tsH1 < ksH1 and close < ksH4 and tsH4 < ksH4 biaisBull = useBiasFilter ? biaisBullRaw : true biaisBear = useBiasFilter ? biaisBearRaw : true // ================== SESSIONS ================== inAsia = not na(time(timeframe.period, asiaSess, "Europe/Paris")) inLon = not na(time(timeframe.period, lonSess, "Europe/Paris")) inNY = not na(time(timeframe.period, nySess, "Europe/Paris")) sessionPassRaw = (useAsia and inAsia) or (useLon and inLon) or (useNY and inNY) or (not useAsia and not useLon and not useNY) sessionPass = useSessionsFilter ? sessionPassRaw : true // ================== VWAP + BANDES (ATR) ================== vwap = ta.vwap atrB = ta.atr(atrLenBands) upper = vwap + atrMult * atrB lower = vwap - atrMult * atrB plot(showVWAPLine ? vwap : na, "VWAP", linewidth=2, color=color.new(color.gray, 0)) plot(showVWAPBands ? upper : na, "VWAP + ATR", color=color.new(color.gray, 0)) plot(showVWAPBands ? lower : na, "VWAP - ATR", color=color.new(color.gray, 0)) // ================== WAVE TREND (vague lisible) ================== waveLen1 = input.int(20, "Wave base EMA") waveLen2 = input.int(40, "Wave smoothing Hull") srcWT = (high + low + close)/3.0 emaBase = ta.ema(srcWT, waveLen1) w2half = math.max(1, math.round(waveLen2 / 2.0)) hull = ta.wma(2*ta.wma(emaBase, w2half) - ta.wma(emaBase, waveLen2), math.max(1, math.round(math.sqrt(waveLen2)))) wave = ta.ema(hull, math.max(2, math.round(waveLen1/2.0))) slopeUp = wave > wave slopeDn = wave < wave waveColor = (useBiasFilter and biaisBullRaw and slopeUp) ? color.new(color.lime, 0) : (useBiasFilter and biaisBearRaw and slopeDn) ? color.new(color.red, 0) : color.new(color.gray, 0) plot(showWave ? wave : na, "WaveTrend", linewidth=3, color=waveColor) // ================== STRUCTURE: PIVOTS ================== ph = ta.pivothigh(high, pivotLen, pivotLen) pl = ta.pivotlow(low, pivotLen, pivotLen) var float lastSwingHigh = na var float lastSwingLow = na var int lastSwingHighBar = na var int lastSwingLowBar = na if not na(ph) lastSwingHigh := ph lastSwingHighBar := bar_index - pivotLen // index du pivot confirmé if not na(pl) lastSwingLow := pl lastSwingLowBar := bar_index - pivotLen // Cassures confirmées (bar close) brokeHigh = not na(lastSwingHigh) and ta.crossover(close, lastSwingHigh) brokeLow = not na(lastSwingLow) and ta.crossunder(close, lastSwingLow) // Tendance locale par pente de la Wave trendUp = slopeUp trendDown = slopeDn // Définition des états bosUp = barstate.isconfirmed and trendUp and brokeHigh bosDown = barstate.isconfirmed and trendDown and brokeLow chochUp = barstate.isconfirmed and trendDown and brokeHigh chochDown = barstate.isconfirmed and trendUp and brokeLow // ================== VISUELS PRO (lignes BOS/CHoCH + OB + Highlight) ================== // Conteneurs pour limiter l'encombrement var line bosLines = array.new_line() var label bosLabels = array.new_label() var line chochLines = array.new_line() var label chochLbls = array.new_label() var box obBoxes = array.new_box() var box brkBoxes = array.new_box() f_trim(arrLine, arrLbl, maxKeep) => // supprime les plus anciens si on dépasse maxKeep if array.size(arrLine) > maxKeep l = array.shift(arrLine) line.delete(l) if array.size(arrLbl) > maxKeep lb = array.shift(arrLbl) label.delete(lb) f_trim_boxes(arr, maxKeep) => if array.size(arr) > maxKeep b = array.shift(arr) box.delete(b) // --- Création BOS Up / Down (ligne horizontale + petit label "bos") if showBOS and bosUp and not na(lastSwingHigh) and not na(lastSwingHighBar) l = line.new(lastSwingHighBar, lastSwingHigh, bar_index, lastSwingHigh, xloc=xloc.bar_index, extend=extend.none, color=color.new(color.lime, 0), width=2) lb = label.new(bar_index, lastSwingHigh, "bos", style=label.style_label_left, color=color.new(color.lime, 0), textcolor=color.new(color.black, 0)) array.push(bosLines, l), array.push(bosLabels, lb), f_trim(bosLines, bosLabels, 12) if showBOS and bosDown and not na(lastSwingLow) and not na(lastSwingLowBar) l = line.new(lastSwingLowBar, lastSwingLow, bar_index, lastSwingLow, xloc=xloc.bar_index, extend=extend.none, color=color.new(color.red, 0), width=2) lb = label.new(bar_index, lastSwingLow, "bos", style=label.style_label_left, color=color.new(color.red, 0), textcolor=color.new(color.white, 0)) array.push(bosLines, l), array.push(bosLabels, lb), f_trim(bosLines, bosLabels, 12) // --- CHoCH Up / Down (ligne + label "ChoCh" + highlight bougie de cassure) if showCHoCH and chochUp and not na(lastSwingHigh) and not na(lastSwingHighBar) l = line.new(lastSwingHighBar, lastSwingHigh, bar_index, lastSwingHigh, xloc=xloc.bar_index, extend=extend.none, color=color.new(color.teal, 0), width=2) lb = label.new(bar_index, lastSwingHigh, "ChoCh", style=label.style_label_left, color=color.new(color.teal, 0), textcolor=color.new(color.black, 0)) array.push(chochLines, l), array.push(chochLbls, lb), f_trim(chochLines, chochLbls, 12) if highlightBreakCandle b = box.new(bar_index, high, bar_index, low, bgcolor=color.new(color.orange, 70)) array.push(brkBoxes, b), f_trim_boxes(brkBoxes, 8) if showCHoCH and chochDown and not na(lastSwingLow) and not na(lastSwingLowBar) l = line.new(lastSwingLowBar, lastSwingLow, bar_index, lastSwingLow, xloc=xloc.bar_index, extend=extend.none, color=color.new(color.maroon, 0), width=2) lb = label.new(bar_index, lastSwingLow, "ChoCh", style=label.style_label_left, color=color.new(color.maroon, 0), textcolor=color.new(color.white, 0)) array.push(chochLines, l), array.push(chochLbls, lb), f_trim(chochLines, chochLbls, 12) if highlightBreakCandle b = box.new(bar_index, high, bar_index, low, bgcolor=color.new(color.orange, 70)) array.push(brkBoxes, b), f_trim_boxes(brkBoxes, 8) // --- Order Blocks : dernière bougie opposée avant cassure (body-only) f_last_opposite_body_idx(maxLookback, wantBull) => // cherche la dernière bougie opposée dans les 'maxLookback' barres précédant la cassure var int idx = na for i = 1 to maxLookback isBear = close < open isBull = close > open if (wantBull and isBear) or (not wantBull and isBull) idx := i break idx maxLook = 10 if showOB and (bosUp or chochUp) and not na(lastSwingHigh) obIdx = f_last_opposite_body_idx(maxLook, true) // pour un mouvement haussier, bougie "opposée" est rouge if not na(obIdx) topB = math.max(open , close ) botB = math.min(open , close ) b = box.new(bar_index - obIdx, topB, bar_index - obIdx, botB, xloc=xloc.bar_index, extend=extend.right, bgcolor=color.new(color.blue, 80), border_color=color.new(color.blue, 40)) array.push(obBoxes, b), f_trim_boxes(obBoxes, 10) if showOB and (bosDown or chochDown) and not na(lastSwingLow) obIdx = f_last_opposite_body_idx(maxLook, false) // pour un mouvement baissier, bougie "opposée" est verte if not na(obIdx) topB = math.max(open , close ) botB = math.min(open , close ) b = box.new(bar_index - obIdx, topB, bar_index - obIdx, botB, xloc=xloc.bar_index, extend=extend.right, bgcolor=color.new(color.blue, 80), border_color=color.new(color.blue, 40)) array.push(obBoxes, b), f_trim_boxes(obBoxes, 10) // ================== ALERTES ================== barOK = barstate.isconfirmed and sessionPass longSignal = barOK and biaisBull and ( (showBOS and bosUp) or (showCHoCH and chochUp) ) and (showVWAPLine ? close >= vwap : true) shortSignal = barOK and biaisBear and ( (showBOS and bosDown) or (showCHoCH and chochDown) ) and (showVWAPLine ? close <= vwap : true) alertcondition(enableAlerts and longSignal, "LONG signal (clean)", "LONG — {{ticker}} {{interval}}") alertcondition(enableAlerts and shortSignal, "SHORT signal (clean)", "SHORT — {{ticker}} {{interval}}")
Pine Script® indicator
by kvrzz1988
Trading Blueprint v7 Pro — VWAP-CVD, cPOC Trend MomentumTBv7 Pro is the advanced release of the Trading Blueprint framework — engineered for institutional-style intraday analysis that fuses VWAP location, CVD orderflow, composite profile bias, and momentum curvature into one cohesive system. Core Framework VWAP Structure → Adaptive mean anchored to session VWAP with ±1σ / ±2σ deviation envelopes for dynamic equilibrium detection. vPOC per bar by ruckard () Anchored Volume Profile by DGT () CVD Orderflow Divergence → Smoothed delta histogram with fractal pivots identifying hidden absorption and exhaustion (patterns (Bull / Bear Div). Cumulative Volume Delta by AustrianTradingMachine ) cPOC Integration (2-Day Composite) by poopsnag (me :)→ Confirms true acceptance or rejection zones across sessions for precision bias alignment. TMI (Trend Momentum Indicator by TradingRiot()) → Quantifies slope + mean crossover strength, providing actionable momentum confirmation (bullish / bearish support / divergence). Bias Dashboard → Displays VWAP bias, numerical score, and dynamic color feedback for at-a-glance trade orientation. Usage Context Designed for professionals trading 15 m execution inside 1 h / 4 h context. Ideal for VWAP-cPOC location setups, reversion / continuation scalps, and orderflow confirmation using cumulative delta behavior. 🔧 Modules such as RSI / AO are pre-wired and easily activated for full Trading Blueprint confluence mapping.
Pine Script® indicator
by poopsnag
Quantura - Average Intraday Candle VolumeIntroduction “Quantura – Average Intraday Candle Volume” is a quantitative visualization tool that calculates and displays the average traded volume for each intraday time position based on a user-defined historical lookback period. It allows traders to analyze recurring intraday volume patterns, identify high-activity sessions, and detect liquidity shifts throughout the trading day. Originality & Value This indicator goes beyond standard volume averages by normalizing and aligning volume data according to the time of day. Instead of simply smoothing recent bars, it builds an intraday volume profile based on historical daily averages, enabling users to understand when during the day volume typically peaks or drops. Its originality and usefulness come from: Converting standard volume data into time-aligned intraday averages. Visualization of historical intraday liquidity behavior, not just total daily volume. Dynamic scaling using normalization and transparency to emphasize active and quiet periods. Optional day-separator lines for precise intraday structure recognition. Gradient-based coloring for better visual interpretation of volume intensity. Functionality & Core Logic The indicator divides each day into discrete intraday time positions (based on chart timeframe). For each position, it stores and updates historical volume values across the selected number of days. It calculates an average volume per time position by aggregating all stored values and dividing them by the number of valid days. The result is plotted as a continuous histogram showing typical intraday volume distribution. The bar colors and transparency dynamically reflect the relative intensity of volume at each point in the day. Parameters & Customization Number of Days for Averaging: Defines how many past days are included in the volume average calculation (default: 365). UTC Offset: Allows synchronization of intraday cycles with local or exchange time zones. Base Color: Sets the main color for plotted volume columns. Color Mode: Choose between “Gradient” (transparency dynamically adjusts by intensity) or “Normal” (fixed opacity). Day Line: Toggles dashed vertical lines marking the start of each trading day. Visualization & Display Volume is plotted as a series of histogram bars, each representing the average volume for a specific intraday time position. A gradient color mode enhances readability by fading lower-intensity areas and highlighting high-volume regions. Optional day-separator lines visually segment historical sessions for easy reference. Works seamlessly across all chart timeframes that divide the 24-hour day into regular bar intervals. Use Cases Identify when trading activity typically peaks (e.g., session opens, news windows, or overlapping markets). Compare current intraday volume to historical averages for early anomaly detection. Enhance algorithmic or discretionary strategies that depend on volume-timing alignment. Combine with volatility or price structure indicators to confirm market activity zones. Evaluate session consistency across different time zones using the UTC offset parameter. Limitations & Recommendations The indicator requires intraday data (below 1D resolution) to function properly. Volume behavior may vary across brokers and assets; adjust averaging period accordingly. Does not predict price movement — it provides volume-based context for analysis. Works best when combined with structure or momentum-based indicators. Markets & Timeframes Compatible with all intraday markets — including crypto, Forex, equities, and futures — and all intraday timeframes (from 1 minute to 4 hours). It is particularly valuable for analyzing assets with continuous 24-hour trading activity. Author & Access Developed 100% by Quantura. Published as a Open-source script indicator. Access is free. Important This description complies with TradingView’s Script Publishing and House Rules. It provides a clear explanation of the indicator’s originality, logic, and purpose, without any unrealistic performance or predictive claims.
Pine Script® indicator
by Quantura
ONLY LONG – 4H Breakout → 1H EMA(12/21) [Signals]🔹 ONLY LONG – 4H Breakout → 1H EMA(12/21) Author: SystemsOverFeelings Type: Signal-only indicator (non-repainting) Timeframe: Designed for the 1H chart Markets: BTCUSDT perpetual& major pairs 📖 Concept A high-timeframe confirmation model for trend-continuation longs. It detects: A 4-Hour breakout candle closing above recent range highs, With very-high volume confirmation, and Then waits for a 1-Hour pullback into the EMA(12/21) band or a Break of Structure (BOS) to re-enter. No repainting — all 4H logic uses request.security(..., lookahead_off) for confirmed data. 🧩 Signal Logic ✅ 4H Trigger: Breakout candle with volume > SMA(20) × user multiplier. ✅ Armed Regime: Green background = system ready for 1H entries. 🟢 LONG Signal: 1H candle consolidates inside or touches the EMA band, or shows BOS confirmation. ❌ EXIT Signal: 4H EMA(12) crosses below EMA(21). All signals are visually marked and alert-ready. ⚙️ Adjustable Parameters 4H volume multiplier Range lookback days Pullback strictness (inside/touch) 1H BOS pivot length & mode Expiry time for invalidated setups 🔔 Alerts Built-in alerts for: 4H breakout trigger 1H long entry signal 4H band exit Use them directly via “Create Alert → Condition → This Script → Choose Signal.” 💡 Notes Works best on BTC/ETH 1H chart. Non-repainting, multi-timeframe logic. Use for directional bias or entry timing — not financial advice.
Pine Script® indicator
by SystemsOverFeelings
Dashboard — Vol & PriceDashboard for traders Indicator Description 1. Prev Day High What it shows: the previous trading day's high. Why it shows: a resistance level. Many traders watch to see if the price will hold above or below this level. A breakout can signal buying strength. 2. Prev Day Low What it shows: the previous day's low. Why it shows: a support level. If the price breaks downwards, it signals weakness and a possible continuation of the decline. 3. Today What it shows: The difference between the current price and yesterday's close (in absolute values ​​and as a percentage). Color: green for an increase, red for a decrease. Why it shows: immediately shows how strong a gap or movement is today relative to yesterday. This is an indicator of current momentum. 4. ADR, % (Average Daily Range) What it shows: Average daily range (High – Low), expressed as a percentage of the closing price, for the selected period (default 7 days). Why it's useful: To understand the "normal" volatility of an instrument. For example, if the ADR is 3%, then a 1% move is small, while a 6% move is very large. 5. ATR (Average True Range) What it shows: Average fluctuation range (including gaps), in absolute points, for the specified period (default 7 days). Why it's useful: A classic volatility indicator. Useful for setting stops, calculating position sizes, and identifying "noise" movements. 6. ATR (Today), % What it shows: How much the current movement today (from yesterday's close to the current price) represents in % of the average ATR. Why it shows: Shows whether the instrument has "played out" its average range. If the value is already >100%, there is a high probability that the movement will begin to slow. 7. Vol (Today) What it shows: Current trading volume for the day (in millions/billions). Comparison with yesterday as a percentage (for example: 77.32M (-52.78%)). Color: green if the volume is higher than yesterday; red if lower. Why it shows:Quickly shows whether the market is active today. Volume = fuel for price movement. 8. Avg Vol (20d) What it shows: Average daily volume over the last 20 trading days. Why it's useful:"normal" activity level. It's a convenient backdrop for assessing today's turnover. 9. Rel. Vol (Today), % (Relative Volume) What it shows: Deviation of the current volume from the average (20 days). Formula: `(today / average - 1)` * 100`. +30% = volume 30% above average, -40% = 40% below average. Color: green for +, red for –. Why it's useful:A key indicator for a trader. If RelVol > 100% (green), the market is "charged," and the movement is more significant. If low, activity is weak and movements are less reliable. 10. Normalized RS (Relative Strength) What it shows: the relative strength of a stock to a selected benchmark (e.g., SPY), normalized by the period (default 7 days). 100 = same result as the market. > 100 = the stock is stronger than the index. <100 = weaker than the index. Why it's needed: filtering ideas. Strong stocks rise faster when the market rises, weak stocks fall more sharply. This helps trade in the direction of the trend and select the best candidates. In summary: Prev High / Low — key support and resistance levels. Today — an instant understanding of the current momentum. ADR and ATR — volatility and potential movement. ATR (Today) — how much the instrument has already "run." Vol + Rel.Vol — activity and confirmation of the movement's strength. RS — selecting strong/weak leaders against the market.
Pine Script® indicator
by finrangecom
cPOC 2 DayIt’s perfect for your 2-Day cPOC since: It derives from volume distribution data. It highlights market structure, value area, and composite volume behavior. Traders searching for “cPOC,” “volume profile,” or “market profile” will find it here. Use this if your indicator’s main function is showing POCs, VAH/VAL, or composite volume balance zones. If your cPOC script is part of a broader system: Trend Analysis — if it’s used for directional bias and context with VWAP/EMAs. Support/Resistance — if the tool primarily highlights POC/VAH/VAL as static levels to trade from. Other — only if your indicator mixes data from multiple frameworks (e.g., combines orderflow, delta, VWAP, and TPO).
Pine Script® indicator
by poopsnag
SRD SRD v11 - Multi-Timeframe Volume Profile (POC, VAH, VAL) Key Features Dual Timeframe Analysis: 📈 Main Analysis (Daily): Calculates and displays the most significant levels based on a user-defined period of daily bars. This is ideal for identifying intraday and short-term trading opportunities. 📊 Strategic Analysis (Weekly): Plots key levels from a weekly perspective, giving you a broader, long-term view of market sentiment and structure. This can be toggled on or off. Volume Profile Core Levels: The indicator automatically calculates and visualizes the three most important levels derived from volume analysis for both timeframes: 🎯 POC (Point of Control): The price level with the highest traded volume for the specified period. It acts as a powerful magnet for price and a key reference for market equilibrium. 🔴 VAH (Value Area High): The highest price level within the "Value Area" (where ~70% of the volume was traded). It often acts as a significant resistance zone. 🟢 VAL (Value Area Low): The lowest price level within the Value Area. It often serves as a strong support zone. 🟠 24-Hour High: An optional feature that plots the highest price reached in the last 24 hours, providing a crucial reference point for breakout and reversal traders. Dynamic and Non-Repainting: The levels are calculated based on historical confirmed bars and update automatically as new periods (daily or weekly) close. The lines extend to the right, remaining relevant until a new calculation period begins. Integrated Alert System: Never miss a key price interaction. The indicator includes a comprehensive alert system for: Breakouts: Triggers when the price crosses above or below the POC, VAH, or VAL. Touches: Triggers when the price touches one of these key levels without breaking through it (within a small tolerance). Unified Alert: A single alert that notifies you of any of the above conditions. Customization The SRD v11 is fully customizable to fit your trading style. You can adjust: Timeframes: Change the base timeframes for both the main (default Daily) and strategic (default Weekly) analysis. Analysis Periods: Define the number of bars (days or weeks) to include in the Volume Profile calculation. Visuals: Customize the color, width, and style (solid, dashed, dotted) of every line and label for clear and intuitive visualization. Toggle Elements: Easily show or hide the strategic (weekly) analysis and the 24-hour high line. How to Use It > Identify Key Zones: Use the VAH (resistance) and VAL (support) lines to identify potential entry and exit zones. The area between VAH and VAL is the "Value Area," where the market has found acceptance. Monitor the POC: The Point of Control is the ultimate level of equilibrium. Watch for price reactions around the POC. A sustained break above or below can signal a new trend. Combine Timeframes: Use the strategic (weekly) levels as major, long-term points of interest and the main (daily) levels for your day-to-day trading setup. Confluence between levels from different timeframes can indicate extremely strong support or resistance. Set Alerts: Configure alerts for breakouts or touches to be notified of critical market movements in real-time, even when you are away from the charts.
Pine Script® indicator
by brunomachado788
Volume Based Ranges (VBR) [SS]Here is the Volume Based Ranges or VBR indicator. How it works The indicator works by: Sorting volume into buying and selling volume, then Calculating 2 independent Z-Scores for buying and selling data, then Identifying the high buying and selling nodes through the use of the Z-score threshold. Tracks the average target/move based on buying and selling nodes over a designated lookforward horizon (i.e. if you want to see the average move a high selling node happens over 20 candles, you can modify the lookforward horizon to 20). Calculates the composition from each volume node, displaying the composition information on each line (the % of buying and selling each node contains). How to Use it To use this indicator: Select the Z-Score length of assessment: By default, z-score is 75 and this is usually fine to leave. Identify the threshold trigger: This will need to be adjusted based on your timeframe. If you are using 1 minute, the data is noiser and you want more profound signals. Thresholds generally in this range should be between 5 - 7. For larger timeframes, you want to relax this threshold, to about 2 to 3. You can toggle in increments of 0.5 to find what works the best. Generally you want to see very rigorous volume node signals instead of tons of them. Determine what you want to see: You can turn of the support and resistance lines and just have the node identification signals and the return boxes. Or, you can just have the support and resistance lines and turn off the return boxes. You can customize the information the indicator displays in the settings menu to suit what you are most interested in. Let's look at some examples ' DIS on the hourly. We can see that the average up move from the high buying nodes has a target of 115.42, and in between there we can see the high selling and buying nodes and their compositions. High buying (100% of the high buying volume) is around the 112.61. This means, you would expect this to be an area of retracement. We can also see that high selling is just below that at 111.66, which can be a resistance area. Here is a closer look at the levels specifically: EPAM on the daily: You can see a successful retrace back to a high volume node. Concluding remarks That's the indicator! Its one that is best to get a feel for, play around and decide on the settings you like for your individual ticker. I have included tooltip descriptions for the settings within the indicator as well. I hope you enjoy it and find it helpful! Thanks for reading/checking it out and as always, safe trades!
Pine Script® indicator
by Steversteves
nOI + Funding + CVD • strategynOI + Funding + CVD Strategy Overview This strategy is designed for cryptocurrency trading on platforms like TradingView, focusing on perpetual futures markets. It combines three key indicators—Normalized Open Interest (nOI), Funding Rate, and Cumulative Volume Delta (CVD)—to generate buy and sell signals for long and short positions. The strategy aims to capitalize on market imbalances, such as overextended open interest, funding rate extremes, and volume deltas, which often signal potential reversals or continuations in trending markets. The script supports pyramiding (up to 10 positions), uses percentage-based position sizing (default 10% of equity per trade), and allows customization of trade directions (longs and shorts can be enabled/disabled independently). It includes multiple signal systems for entries, various exit mechanisms (including stop-loss, take-profit, time-based exits, and conditional closes based on indicators), a Martingale add-on system for averaging positions during drawdowns, and handling of opposite signals (ignore, close, or reverse). This strategy is not financial advice; backtest thoroughly and use at your own risk. It requires data sources for Open Interest (OI) and Funding Rates, which are fetched via TradingView's security functions (e.g., from Binance for funding premiums). Key Indicators 1. Normalized Open Interest (nOI) Group: Open Interest Purpose: Measures the relative level of open interest over a lookback window to identify overbought (high OI) or oversold (low OI) conditions, which can indicate potential exhaustion in trends. Calculation: Fetches OI data (close) from the symbol's standard ticker (e.g., "{symbol}_OI"). Normalizes OI within a user-defined window (default: 500 bars) using min-max scaling: (OI - min_OI) / (max_OI - min_OI) * 100. Upper threshold (default: 70%): Signals potential short opportunities when crossed from above. Lower threshold (default: 30%): Signals potential long opportunities when crossed from below. Visualization: Plotted as a line (teal above upper, red below lower, gray in between). Horizontal lines at upper, mid (50%), lower, and a separator at 102%. Notes: Handles non-crypto symbols by adjusting timeframe to daily if intraday. Errors if no OI data available. 2. Funding Rate Group: Funding Rate Purpose: Tracks the average funding rate (premium index) to detect market sentiment extremes. Positive funding suggests bull bias (longs pay shorts), negative suggests bear bias. Calculation: Fetches premium index data from Binance (e.g., "binance:{base}usdt_premium"). Supports lower timeframe aggregation (default: enabled, using 1-min TF) for smoother data. Averages open and close premiums, clamps values, and scales/shifts for plotting (base: 150, scale: 1000x). Upper threshold (default: 1.0%): Overheat for shorts. Lower threshold (default: 1.0%): Overcool for longs. Ultra level (default: 1.8%): Extreme for additional short signals. Smoothing: Uses inverse weighted moving average (IWMA) or lower-TF aggregation to reduce noise. Visualization: Shifted plot (green positive, red negative) with filled areas. Horizontal lines for overheat, overcool, base (0%), and ultra. Notes: Custom ticker option for non-standard symbols. 3. Cumulative Volume Delta (CVD) Group: CVD (Cumulative Volume Delta) Purpose: Measures net buying/selling pressure via volume delta, normalized to identify divergences or confirmations with price. Calculation: Delta: +volume if close > open, -volume if close < open. Cumulative: Rolling cumsum over a window (default: 500 bars), smoothed with EMA (default: 20). Normalized: Scaled by absolute max in window (-1 to 1 range). Scaled/shifted for plotting (base: 300 or 0 if anchored, scale: 120x). Upper threshold (default: 1.0%): Over for shorts. Lower threshold (default: 1.0%): Under for longs. Visualization: Shifted plot (aqua positive, purple negative) with filled areas. Horizontal lines for over, under, and separator (default: 252). Filter Options (for Signal A): Enable filter (default: false). Require sign match (Long ≥0, Short ≤0). Require extreme zones. Require momentum (rising/falling over N bars, default: 3). Signal Logics for Entries Entries are triggered by buy/sell signals from multiple systems (A, B, C, D), filtered by direction toggles and entry conditions. Signal System A: OI + Funding (with optional CVD filter) Enabled: Default true. Sell (Short): nOI > upper threshold, falling over N bars (default: 3), delta ≥ threshold (default: 3%), funding > overheat, and CVD filter OK. Buy (Long): nOI < lower threshold, rising over N bars (default: 3), delta ≥ threshold (default: 3%), funding < overcool, and CVD filter OK. Signal System B: Short - Funding Crossunder + Filters Enabled: Default true. Sell (Short): Funding crosses under overheat level, optional: CVD > over, nOI < upper. Signal System C: Short - Ultra Funding Enabled: Default false. Sell (Short): Funding crosses ultra level (up or down, both default true). Signal System D: Long - Funding Crossover + Filters Enabled: Default true. Buy (Long): Funding crosses over overcool level, optional: CVD < under, nOI > lower. Combined: Sell if A/B/C active; Buy if A/D active. Entry Filters Cooldown: Optional pause between entries (default: false, 3 bars). Max Entries: Limit pyramiding (default: true, 6 max). Entries only if both filters pass and direction allowed. Opposite Signal Handling Mode: Ignore (default), Reverse (close and enter opposite), or Close (exit only). Processed before regular entries. Position Management Martingale (3 Steps): Enabled per step (default: all true). Triggers add-ons at loss levels (defaults: 5%, 8%, 11%) by adding % to position (default: 100% each). Resets on position close. Break Even: Enabled (default: true). Activates at profit threshold (default: 5%), sets SL better by offset (default: 0.1%). Exit Systems Multiple exits checked in sequence. Exit 1: SL/TP Enabled: Separate for long/short (default: true). SL: % from avg price (defaults: 1% long/short). TP: % from avg price (defaults: 2% long/short). Exit 2: Funding Enabled: Separate for long (up) / short (down) (default: true). Long Exit: Funding > upper exit threshold (default: 0.8%). Short Exit: Funding < lower exit threshold (default: 0.8%). Exit 3: nOI Enabled: Separate for long (up) / short (down) (default: true). Long Exit: nOI > upper exit (default: 85%). Short Exit: nOI < lower exit (default: 15%). Exit 4: Global SL Enabled: Default true. Exit: If position loss ≥ % (default: 7%). Exit 5: Break Even (integrated in position block) Exit 6: Time Limit Enabled: Separate for long/short (default: true). Exit: After N bars in trade (defaults: 30 each). Timer updates on add-ons if enabled (default: true). Visual Elements Buy/Sell Labels: Small labels ("BUY"/"SELL") on bars with signals, limited to last 30. All indicators plotted on a separate pane (overlay=false). Usage Notes Backtesting: Adjust parameters based on asset/timeframe. Test on historical data. Data Requirements: Works best on crypto perps with OI and funding data. Risk Management: Incorporates SL/TP and global SL; monitor drawdowns with Martingale. Customization: All thresholds, enables, and scales are inputs for fine-tuning. Version: Pine Script v6. For questions or improvements, contact the author. Happy trading!
Pine Script® strategy
by RezzoRedPriest
Volume Spike & RSI | Buy/Sell SignalsThis indicator is designed for intraday traders who seek clean, actionable buy and sell signals using a blend of momentum (RSI) and volume analysis. It automatically detects momentum bursts based on the RSI crossing user-defined levels with a simultaneous volume spike—helping filter out weak or late signals. Signals are highlighted by discrete, color-coded arrows and non-overlapping labels for easy chart interpretation without clutter. How it works Buy signal: Generated when the RSI crosses above your chosen “Buy Threshold” (default 60) AND the volume on that bar is above its 20-period average. This suggests strong momentum with real volume support. Sell signal: Generated when the RSI crosses below your chosen “Sell Threshold” (default 40) AND the volume on that bar is above average, signaling momentum loss or bearish pressure. Visuals: Buy signals are illustrated by green upward labels/arrows beneath candles. Sell signals feature red downward labels/arrows above candles. All signals adjust spacing dynamically, so they never overlap the price bar. Bars are colored lime when momentum and volume are both high. Customization Fully adjustable RSI “Buy” and “Sell” levels. Customizable sensitivity for the volume spike via the SMA period input. Label spacing can be tuned in settings so signals always remain visible, regardless of volatility. Alerts Built-in alert conditions for both buy and sell events, compatible with TradingView’s native alerting system. How to use 1. Add the indicator to your intraday chart (works on any timeframe). 2. When a buy or sell label/arrow appears, it marks a technical momentum burst with real volume conviction. Use these as actionable entries or exits—always manage risk with your personal trading plan. 3. Adjust parameters in the script’s settings as needed for your market or style. Originality & credits The logic and code were developed specifically for this script, combining classic RSI levels with volume confirmation and careful non-overlapping visual presentation to ensure clarity for intraday trading. This tool is for educational and informational purposes only. It is not financial advice or a guarantee of performance. Always test on demo before using in live trading.
Pine Script® indicator
by darshakssc
2
God of Scalping BTCUnleash divine precision in the chaotic realm of BTC scalping with the God of Scalping BTC—a bespoke, price-action powerhouse crafted for lightning-fast entries and exits on 1-5 minute charts. Forged from raw momentum velocity (no recycled RSI or MACD here), this indicator detects micro-trend accelerations to pinpoint surge moments where BTC's volatility bends to your will.Core Mechanics:Velocity Engine: Calculates fast (default: 3-bar) and slow (default: 8-bar) price speeds, then derives normalized acceleration using ATR (14-bar) to filter noise in BTC's wild swings. Surge Detection: Smoothed signal line confirms crossovers—bullish when acceleration surges above signal with positive bias; bearish on the downside. Volume Guardian: Triggers only on 20%+ volume spikes above its EMA (10-bar), ensuring conviction behind the chaos. Visual Oracle:Blue/Red Lines: Fast (EMA close, 3-bar) and slow (EMA close, 8-bar) velocity trends for trend context. Background Glow: Subtle green/red tint for real-time momentum bias. Divine Arrows: Green triangles below bars for BUY surges; red above for SELL—your scalp signals from the heavens. Scalping Ritual:Optimal Altar: Load on BTCUSD/USDT (1m-5m). Tune lengths for your broker's feed. Invocation: Enter long on green arrow (target 0.1-0.3% gains), short on red. Tight stops at recent swings; exit on opposite signal or threshold breach (1.5x mult). Alerts: Built-in notifications—"God Surge Buy: BTC Scalp Entry!"—to summon you mid-prayer (er, trade). Backtested for BTC's fury, this isn't a holy grail, but a scalper's Excalibur: pure, adaptive, and unyielding. Trade wisely—markets are mortal, your edge is eternal.
Pine Script® indicator
by rminchv