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Anchored Grids ft. VolumeINTRO The 'Volume Profile' is a great tool, isn’t it? It shows us where volume has accumulated on the chart and helps guide trading decisions. The only catch is that we can’t really choose the levels—it’s all based on where volume happens to cluster. But what if we reversed the logic and measured the volume at the levels we define? That’s exactly what this script does, giving you a fresh way to spot support and resistance :) OVERVIEW 'Anchored Grids ft. Volume' is a sophisticated technical analysis tool that combines price grid analysis with volume accumulation metrics. This indicator dynamically calculates and displays custom support and resistance levels based on a user-defined timeframe, while simultaneously tracking and visualizing volume accumulation at each specific price level. Unlike traditional volume profile indicators that use complex statistical clustering, this tool provides straightforward volume measurement at predetermined technical levels. It answers a critical question: "How much trading activity occurred near the key price levels I care about?". HOW DOES THIS INDICATOR WORK? This indicator builds a customizable grid system anchored to the opening price of any user-selected timeframe (hourly, daily, weekly, etc.). From that anchor point, it continuously tracks the highest high and lowest low, then calculates equidistant grid levels within that range. Two calculation modes are available—Arithmetic and Geometric—allowing flexibility in how the levels are distributed. Once the grid is established, a volume accumulation engine comes into play. For each price bar, the script checks whether the bar’s range intersects with any level’s tolerance zone (default 0.01%). If a touch is detected, that bar’s volume is added to the corresponding level. Over time, this process builds a clear picture of where significant trading activity has clustered. The visualization system highlights these dynamics by applying a color gradient based on volume intensity and adjusting line thickness proportional to accumulated volume. Each level is also labeled with four key data points: The grid number (in square brackets) The price of the level The percentage distance between the level and the opening price of the selected timeframe The total volume accumulated within the level’s tolerance range PARAMETERS Timeframe: Defines the anchor period for grid calculation. Then, the indicator automatically determines the open, high, and low prices. Mode: This option determines how the distance between levels is calculated: Arithmetic (linear) means equal price spacing between levels, while Geometric (logarithmic) means equal percentage spacing between levels. Grids: It's the number of levels between high and low. Color: Base color for grid lines and labels. When volume data is displayed, lower values are darkened by 50%. Show Volume Accumulation: When this parameter is activated, the volume calculation is enabled. Tolerance : The Tolerance parameter (default range: 0.01%) defines the price range around each grid level where volume accumulation is registered. It acts as a sensitivity control that determines how close price must be to a level to count trading volume toward that level's accumulation. ORIGINALITY It’s possible to find comprehensive grid-drawing tools among community indicators, but I haven’t come across an example that combines this concept with volume data. More importantly, I wanted to demonstrate how volume accumulation can be generated for any data modeled as an array on the chart by developers. SUMMARY In conclusion, the selected timeframe and the number of grids are only used as a reference to determine where the levels are drawn. The true value of this indicator lies in its ability to calculate volume accumulation directly from the chart’s own candles, showing how much trading activity occurred around each level. The result is a hybrid framework that merges structural price analysis with volume distribution, offering traders deeper insights into where markets are likely to react. NOTE While powerful, this tool should be used as part of a comprehensive trading strategy rather than as a standalone system. Always combine with risk management principles and market context awareness. I hope it helps everyone. Trade as safely as possible. Best of luck!
Pine Script® indicator
by dg_factor
Institutional Session VWAP Bands (Zeiierman)█ Overview Institutional Session VWAP Bands (Zeiierman) plots a clean, session-aware VWAP that restarts at the “True Close” (end of the first trading hour) for each session you enable (Sydney, Tokyo, London, New York). From that anchor, the script computes a classic volume-weighted average price plus optional standard-deviation bands to frame session fair value and dispersion. By aligning VWAP to when institutional flows settle (the first hour), you get a reference that matches real execution behavior, yielding more credible pullbacks, retests, and mean-reversion reads inside each session. █ How It Works ⚪ Session Detection You choose the sessions (on/off), their UTC-aligned time windows, and colors. The script detects when each session is active on your chart timeframe. ⚪ True-Close Anchoring At session open the indicator waits. When the first hour completes, it flips the anchor on and starts a fresh VWAP for that session, mirroring how many desks treat the first hour as the real close for the prior day’s positioning. ⚪ VWAP Core From the true-close anchor, VWAP is calculated in the standard way: cumulative (price × volume) / cumulative volume using your chosen price source (default hlc3). ⚪ VWAP Bands (σ) Upper/Lower bands are built using a running standard deviation of the price source since the anchor. You control the σ multiplier and line width, and you can optionally fill between the bands. █ Why Sessions + True-Close Anchoring ⚪ Institutional Timing Matters A new anchor at the first-hour close reflects where real flows have settled, giving you a session fair-value line that aligns with how many funds evaluate prices intraday. ⚪ Cleaner Session Reads Because VWAP and σ-bands restart each session, your retests, squeezes, and mean-reversion signals are based on today’s order-flow context, not yesterday’s inertia. Result: a session-true fair-value with dispersion bands that stay close to the action, improving the quality of pullback entries and risk framing. █ How to Use ⚪ Session Fair-Value Guide Treat VWAP as the magnet for intraday value. Impulsive moves away from VWAP that fold back often present retest opportunities. ⚪ σ-Band Reversion & Breaks Reversion: Tests beyond the upper/lower band that snap back inside can flag exhaustion. Trend: Price riding the VWAP band in a strong trend ⚪ Session Handoffs When one session hands to the next, watch how price behaves around the new session’s VWAP Bands after its anchor triggers. Continuation through the new VWAP vs. rejection often sets the tone. █ Settings UTC: Choose the timezone used to evaluate session windows (e.g., UTC+2). Sessions (Sydney, Tokyo, London, New York): Toggle visibility and define each HHMM-HHMM window. VWAP Price: Source for weighting. Band Multiplier (σ): Standard deviation multiplier. █ Related publications True Close – Institutional Trading Sessions (Zeiierman) ----------------- 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.
Pine Script® indicator
by Zeiierman
13
Volumetric Support and Resistance [BackQuant]Volumetric Support and Resistance What this is This Overlay locates price levels where both structure and participation have been meaningful. It combines classical swing points with a volume filter, then manages those levels on the chart as price evolves. Each level carries: • A reference price (support or resistance) • An estimate of the volume that traded around that price • A touch counter that updates when price retests it • A visual box whose thickness is scaled by volatility The result is a concise map of candidate support and resistance that is informed by both price location and how much trading occurred there. How levels are built Find structural pivots uses ta.pivothigh and ta.pivotlow with a user set sensitivity. Larger sensitivity looks for broader swings. Smaller sensitivity captures tighter turns. Require meaningful volume computes an average volume over a lookback period and forms a volume ratio for the current bar. A pivot only becomes a level when the ratio is at least the volume significance multiplier. Avoid clustering checks a minimum level distance (as a percent of price). If a candidate is too close to an existing level, it is skipped to keep the map readable. Attach a volume strength to the level estimates volume strength by averaging the volume of recent bars whose high to low range spans that price. Levels with unusually high strength are flagged as high volume. Store and draw levels are kept in an array with fields for price, type, volume, touches, creation bar, and a box handle. On the last bar, each level is drawn as a horizontal box centered at the price with a vertical thickness scaled by ATR. Borders are thicker when the level is marked high volume. Boxes can extend into the future. How levels evolve over time • Aging and pruning : levels are removed if they are too old relative to the lookback or if you exceed the maximum active levels. • Break detection : a level can be removed when price closes through it by more than a break threshold set as a fraction of ATR. Toggle with Remove Broken Levels. • Touches : when price approaches within the break threshold, the level’s touch counter increments. Visual encoding • Boxes : support boxes are green, resistance boxes are red. Box height uses an ATR based thickness so tolerance scales with volatility. Transparency is fixed in this version. Borders are thicker on high volume levels. • Volume annotation : show the estimated volume inside the box or as a label at the right. If a level has more than one touch, a suffix like “(2x)” is appended. • Extension : boxes can extend a fixed number of bars into the future and can be set to extend right. • High volume bar tint : bars with volume above average × multiplier are tinted green if up and red if down. Inputs at a glance Core Settings • Level Detection Sensitivity — pivot window for swing detection • Volume Significance Multiplier — minimum volume ratio to accept a pivot • Lookback Period — window for average volume and maintenance rules Level Management • Maximum Active Levels — cap on concurrently drawn levels • Minimum Level Distance (%) — required spacing between level prices Visual Settings • Remove Broken Levels — drop a level once price closes decisively through it • Show Volume Information on Levels — annotate volume and touches • Extend Levels to Right — carry boxes forward Enhanced Visual Settings • Show Volume Text Inside Box — text placement option • Volume Based Transparency and Volume Based Border Thickness — helper logic provided; current draw block fixes transparency and increases border width on high volume levels Colors • Separate colors for support, resistance, and their high volume variants How it can be used • Trade planning : use the most recent support and resistance as reference zones for entries, profit taking, or stop placement. ATR scaled thickness provides a practical buffer. • Context for patterns : combine with breakouts, pullbacks, or candle patterns. A breakout through a high volume resistance carries more informational weight than one through a thin level. • Prioritization : when multiple levels are nearby, prefer high volume or higher touch counts. • Regime adaptation : widen sensitivity and increase minimum distance in fast regimes to avoid clutter. Tighten them in calm regimes to capture more granularity. Why volume support and resistance is used in trading Support and resistance relate to willingness to transact at certain prices. Volume measures participation. When many contracts change hands near a price: • More market players hold inventory there, often creating responsive behavior on retests • Order flow can concentrate again to defend or to exit • Breaks can be cleaner as trapped inventory rebalances Conditioning level detection on above average activity focuses attention on prices that mattered to more participants. Alerts • New Support Level Created • New Resistance Level Created • Level Touch Alert • Level Break Alert Strengths • Dual filter of structure and participation, reducing trivial swing points • Self cleaning map that retires old or invalid levels • Volatility aware presentation using ATR based thickness • Touch counting for persistence assessment • Tunable inputs for instrument and timeframe Limitations and caveats • Volume strength is an approximation based on bars spanning the price, not true per price volume • Pivots confirm after the sensitivity window completes, so new levels appear with a delay • Narrow ranges can still cluster levels unless minimum distance is increased • Large gaps may jump past levels and immediately trigger break conditions Practical tuning guide • If the chart is crowded: increase sensitivity, increase minimum level distance, or reduce maximum active levels • If useful levels are missed: reduce volume multiplier or sensitivity • If you want stricter break removal: increase the ATR based break threshold in code • For instruments with session patterns: tailor the lookback period to a representative window Interpreting touches and breaks • First touch after creation is a validation test • Multiple shallow touches suggest absorption; a later break may then travel farther • Breaks on high current volume merit extra attention Multi timeframe usage Levels are computed on the active chart timeframe. A common workflow is to keep a higher timeframe instance for structure and a lower timeframe instance for execution. Align trades with higher timeframe levels where possible. Final Thoughts This indicator builds a lightweight, self updating map of support and resistance grounded in swings and participation. It is not a full market profile, but it captures much of the practical benefit with modest complexity. Treat levels as context and decision zones, not guarantees. Combine with your entry logic and risk controls.
Pine Script® indicator
by BackQuant
SMC - Institutional Confidence Oscillator [PhenLabs]📊 Institutional Confidence Oscillator Version: PineScript™v6 📌 Description The Institutional Confidence Oscillator (ICO) revolutionizes market analysis by automatically detecting and evaluating institutional activity at key support and resistance levels using our own in-house detection system. This sophisticated indicator combines volume analysis, volatility measurements, and mathematical confidence algorithms to provide real-time readings of institutional sentiment and zone strength. Using our advanced thin liquidity detection, the ICO identifies high-volume, narrow-range bars that signal institutional zone formation, then tracks how these zones perform under market pressure. The result is a dual-wave confidence oscillator that shows traders when institutions are actively defending price levels versus when they’re abandoning positions. The indicator transforms complex institutional behavior patterns into clear, actionable confidence percentiles, helping traders align with smart money movements and avoid common retail trading pitfalls. 🚀 Points of Innovation Automated thin liquidity zone detection using volume threshold multipliers and zone size filtering Dual-sided confidence tracking for both support and resistance levels simultaneously Sigmoid function processing for enhanced mathematical accuracy in confidence calculations Real-time institutional defense pattern analysis through complete test cycles Advanced visual smoothing options with multiple algorithmic methods (EMA, SMA, WMA, ALMA) Integrated momentum indicators and gradient visualization for enhanced signal clarity 🔧 Core Components Volume Threshold System: Analyzes volume ratios against baseline averages to identify institutional activity spikes Zone Detection Algorithm: Automatically identifies thin liquidity zones based on customizable volume and size parameters Confidence Lifecycle Engine: Tracks institutional defense patterns through complete observation windows Mathematical Processing Core: Uses sigmoid functions to convert raw market data into normalized confidence percentiles Visual Enhancement Suite: Provides multiple smoothing methods and customizable display options for optimal chart interpretation 🔥 Key Features Auto-Detection Technology: Automatically scans for institutional zones without manual intervention, saving analysis time Dual Confidence Tracking: Simultaneously monitors both support and resistance institutional activity for comprehensive market view Smart Zone Validation: Evaluates zone strength through volume analysis, adverse excursion measurement, and defense success rates Customizable Parameters: Extensive input options for volume thresholds, observation windows, and visual preferences Real-Time Updates: Continuously processes market data to provide current institutional confidence readings Enhanced Visualization: Features gradient fills, momentum indicators, and information panels for clear signal interpretation 🎨 Visualization Dual Oscillator Lines: Support confidence (cyan) and resistance confidence (red) plotted as percentage values 0-100% Gradient Fill Areas: Color-coded regions showing confidence dominance and strength levels Reference Grid Lines: Horizontal markers at 25%, 50%, and 75% levels for easy interpretation Information Panel: Real-time display of current confidence percentiles with color-coded dominance indicators Momentum Indicators: Rate of change visualization for confidence trends Background Highlights: Extreme confidence level alerts when readings exceed 80% 📖 Usage Guidelines Auto-Detection Settings Use Auto-Detection Default: true Description: Enables automatic thin liquidity zone identification based on volume and size criteria Volume Threshold Multiplier Default: 6.0, Range: 1.0+ Description: Controls sensitivity of volume spike detection for zone identification, higher values require more significant volume increases Volume MA Length Default: 15, Range: 1+ Description: Period for volume moving average baseline calculation, affects volume spike sensitivity Max Zone Height % Default: 0.5%, Range: 0.05%+ Description: Filters out wide price bars, keeping only thin liquidity zones as percentage of current price Confidence Logic Settings Test Observation Window Default: 20 bars, Range: 2+ Description: Number of bars to monitor zone tests for confidence calculation, longer windows provide more stable readings Clean Break Threshold Default: 1.5 ATR, Range: 0.1+ Description: ATR multiple required for zone invalidation, higher values make zones more persistent Visual Settings Smoothing Method Default: EMA, Options: SMA/EMA/WMA/ALMA Description: Algorithm for signal smoothing, EMA responds faster while SMA provides more stability Smoothing Length Default: 5, Range: 1-50 Description: Period for smoothing calculation, higher values create smoother lines with more lag ✅ Best Use Cases Trending market analysis where institutional zones provide reliable support/resistance levels Breakout confirmation by validating zone strength before position entry Divergence analysis when confidence shifts between support and resistance levels Risk management through identification of high-confidence institutional backing Market structure analysis for understanding institutional sentiment changes ⚠️ Limitations Performs best in liquid markets with clear institutional participation May produce false signals during low-volume or holiday trading periods Requires sufficient price history for accurate confidence calculations Confidence readings can fluctuate rapidly during high-impact news events Manual fallback zones may not reflect actual institutional activity 💡 What Makes This Unique Automated Detection: First Pine Script indicator to automatically identify thin liquidity zones using sophisticated volume analysis Dual-Sided Analysis: Simultaneously tracks institutional confidence for both support and resistance levels Mathematical Precision: Uses sigmoid functions for enhanced accuracy in confidence percentage calculations Real-Time Processing: Continuously evaluates institutional defense patterns as market conditions change Visual Innovation: Advanced smoothing options and gradient visualization for superior chart clarity 🔬 How It Works 1. Zone Identification Process: Scans for high-volume bars that exceed the volume threshold multiplier Filters bars by maximum zone height percentage to identify thin liquidity conditions Stores qualified zones with proximity threshold filtering for relevance 2. Confidence Calculation Process: Monitors price interaction with identified zones during observation windows Measures volume ratios and adverse excursions during zone tests Applies sigmoid function processing to normalize raw data into confidence percentiles 3. Real-Time Analysis Process: Continuously updates confidence readings as new market data becomes available Tracks institutional defense success rates and zone validation patterns Provides visual and numerical feedback through the oscillator display 💡 Note: The ICO works best when combined with traditional technical analysis and proper risk management. Higher confidence readings indicate stronger institutional backing but should be confirmed with price action and volume analysis. Consider using multiple timeframes for comprehensive market structure understanding.
Pine Script® indicator
by PhenLabs
Composite Money Flow (MFI + CMF + OBV z-score)Composite Money Flow gives a single, easy-to-read readout of buy/sell pressure by combining three complementary flows: MFI (Money Flow Index) — price × volume momentum, native 0..100 CMF (Chaikin Money Flow) — accumulation/distribution across the bar (≈ −1..+1) OBV z-score — manual OBV (cumulative signed volume) standardized, then squashed to −100..+100 All three are normalized to the same scale (−100..+100) and combined with user-set weights to form a composite Money Flow Score plus a Signal (SMA). Use thresholds to flag strong accumulation/distribution and alerts for timely notifications. What you get Money Flow Score (−100..+100) with color change at zero Signal line (SMA) to smooth whipsaw Upper/Lower thresholds (defaults +50 / −50) with optional background shading Component lines (optional) to see each contributor (MFI/CMF/OBV) on the same scale Six alerts: cross up/down 0, enter/exit extreme zones, cross above/below signal Inputs (key) Lengths: MFI Length, CMF Length, OBV Z-Score Length, Signal Smoothing Weights: Weight: MFI, Weight: CMF, Weight: OBV Z-Score (blend to taste) Zones: Upper Threshold (+), Lower Threshold (−) Display: Show Component Lines, Shade Background in Extreme Zones How traders use it Direction filter: Score > 0 favors longs; < 0 favors shorts. Momentum turns: Score crosses Signal → early shift in flow. Strength zones: Above Upper = strong buy pressure; below Lower = strong sell pressure. Confluence: Pair with structure (S/R, trend) and execution rules (ATR stop, risk budget). Notes (implementation) OBV is computed manually for compatibility; then standardized (z-score) and squashed to −100..+100 (softsign). All plots are non-repainting; signals update live until bar close like any indicator. Alerts Provided Money Flow crosses up 0 Money Flow crosses down 0 Money Flow enters positive zone (above Upper) Money Flow enters negative zone (below Lower) Money Flow crosses above Signal Money Flow crosses below Signal Good starting settings MFI 14, CMF 20, OBV Z-Score 50, Signal 9 Weights: MFI 1.0, CMF 1.0, OBV 1.0 Thresholds: +50 / −50 Turn on background shading for quick visual reads Disclaimer This script is for educational purposes only and is not financial advice or a recommendation. Trading involves risk; past results do not guarantee future performance. Signals can fail, especially around news and regime shifts. Test on paper, verify settings, and use appropriate position sizing and risk controls. You are solely responsible for your trading decisions.
Pine Script® indicator
by fts4sure
Index Position Size Calculator for [US30 / US100 / SP500]What it does This tool helps you size positions consistently for index trades on US30 (Dow Jones), NAS100 (Nasdaq-100), and SP500 (S&P 500). Enter your account balance, risk %, and your planned Entry / Stop-Loss / Target and the script calculates: • Position Size (rounded to your lot/contract step) • Risk-to-Reward (R/R) • Potential P/L in USD based on your inputs • Visual Entry / SL / TP lines with green/red zones and concise labels Supported contract styles Choose a preset for common products (e.g., CFD $1/pt, YM/NQ/ES futures, MYM/MNQ/MES micros) or override the economics yourself. You remain in control of the two key levers: • $/point — how many dollars you gain/lose per 1 index point per contract/lot • Point size — how many price units equal 1 index point on your chart (often 1.0, but some brokers use 0.1 or 0.5) Inputs • Account Balance ($) and Risk % per trade • Index: US30 / NAS100 / SP500 • Contract: CFD / Futures (YM, NQ, ES) / Micros (MYM, MNQ, MES) • $/point: auto from Contract or manual override • Point size: auto from Index or manual override • Position size step: rounding (e.g., 1 for futures, 0.01 for CFDs) • Entry / SL / TP: typed values (snapped to tick), with on-chart zones and labels • Display toggles for lines and labels How the math works • StopPoints = |Entry − SL| ÷ PointSize • ProfitPoints = |TP − Entry| ÷ PointSize • Position Size = (AccountBalance × Risk%) ÷ (StopPoints × $/point) • R/R = ProfitPoints ÷ StopPoints • Potential P/L = PositionSize × Points × $/point How to use (quick start) 1. Select Index and Contract. 2. Confirm $/point and Point size match your broker’s specs. 3. Enter Entry / SL / TP for the trade idea. 4. Read the Position Size, R/R, and Potential P/L in the info box. 5. Adjust for fees, spreads, and slippage as needed. Notes & limitations • Broker symbols can vary. Always verify $/point and Point size for your instrument before risking capital. • The script does not place orders and does not generate trade signals; it’s a sizing/visualization tool. • Results can differ across brokers due to pricing, spreads, minimum lot sizes, and execution rules. • Use on the intended indices; you’ll see a reminder if you load it elsewhere. Changelog highlights • Pine v6, constant-safe inputs, tick-snapping, global fills (no local-scope errors). • Robust label handling and optional minimal chart markers. Disclaimer This script is provided for educational purposes only and does not constitute financial advice or a recommendation to buy or sell any security or derivative. Trading involves risk, including the possible loss of principal. Always do your own research, verify contract specifications with your broker, and consider testing in a demo environment before trading live.
Pine Script® indicator
by smithyommite
OHLC Horizontal Compact + Volume + Buy/SellA compact, single-row horizontal table for TradingView displaying Open, High, Low, Close (OHLC), net change, percentage change, volume, and buy/sell pressure percentages. The table is fully color-coded for easy interpretation: green for positive values, red for negative, and yellow for neutral. Table position is fully customizable (top, middle, bottom / left, center, right). Ideal for traders who want a concise, real-time snapshot of price action and market sentiment in a single row. Features: OHLC values in one horizontal row Net change (Δ) and % change with directional arrows Real-time volume display Buy/Sell pressure % with dynamic coloring Fully customizable table placement Works on all timeframes
Pine Script® indicator
by Roger_Kint
Volume Printed Candles WITH RVOL BREAKOUT/BREAKDOWN CONFERMATIONANZAR873 RVOL (Relative Volume) Relative Volume = Current Volume ÷ Average Volume (last N candles) If RVOL = 1.0 → Current volume = exactly average. If RVOL > 1.0 → Current volume is higher than average (buyers/sellers are active). If RVOL < 1.0 → Current volume is lower than average (market dull, higher risk of fake moves). Examples: RVOL = 0.7 → Volume is only 70% of average → Weak move. RVOL = 1.5 → Volume is 50% higher than average → Strong move, genuine breakout/breakdown likely. 🔹 Candle Colors (based on RVOL): Grey (RVOL < 0.7) → Low volume, weak move, possible fake. Blue (0.7 ≤ RVOL < 1.0) → Medium-low volume, some activity but weaker than average. Orange (1.0 ≤ RVOL < 1.5) → High volume, strong buying/selling pressure. With breakout/breakdown → reliable. Red (RVOL ≥ 1.5) → Very High / Ultra volume. Big players active. If support/resistance breaks with red candle → strongest confirmation. 🔹 How to use in trading? Breakout/Breakdown Confirmation → Trust only if RVOL ≥ 1.2–1.5 and candle color is Orange or Red. Avoid trading → When candles are Grey or Blue (fake move risk). Scalping/Quick Trades → Low RVOL = small targets, High RVOL = bigger targets possible. In simple words: RVOL is like a strength meter of the candle. Colors instantly show candle reliability: Grey/Blue = Weak Orange/Red = Strong ⚡ Perfect for intraday, scalping, and breakout traders who want quick volume-based confirmation.
Pine Script® indicator
by gufranbhanera
Candle Aura Glow [mqsxn]Illuminate your charts with a dynamic visual overlay that highlights the true energy behind each candle. Candle Aura Glow wraps candles in soft glowing rings, with intensity driven by Range/ATR, Volume, or Momentum. The stronger the move, the brighter and larger the aura — instantly drawing your eye to candles that actually matter. This tool is purely visual yet highly intuitive, designed to make volatility, strength, and sentiment obvious at a glance. Whether you’re spotting institutional-sized moves, filtering noise, or simply enhancing your chart readability, Candle Aura Glow brings price action to life. Features - Multiple Engines: Choose glow intensity based on Range/ATR, Volume, or Momentum (ROC). - Aura Customization: Adjust number of rings, transparency fade, horizontal/vertical padding, and color schemes. - Directional Colors: Separate glow tones for bullish vs bearish candles. - Performance Controls: Option to render only the most recent candles for heavy charts. - Non-Repainting: Auras are drawn only on confirmed bars, keeping the visualization reliable. Inputs - Intensity Engine – Select what drives aura strength (Range/ATR, Volume, Momentum). - ATR Length / Volume SMA / Momentum Length – Customize smoothing windows per engine. - Glow Levels (rings) – Number of glow layers drawn per candle. - Horizontal Pad / Vertical Pad – Control aura spread sideways and vertically (ATR-scaled). - Min Intensity – Filter out weak candles to focus only on significant moves. - Inner Alpha / Outer Alpha – Control fade from center outward. - Bull/Bear Aura Colors – Customize glow color by direction. - Use full wick – Base aura on entire wick or just the candle body. - Only render last N bars – Improve speed by limiting glow history.
Pine Script® indicator
by mqsxn
VWMA MACD Amanita Buy/Sell Signals VWMA MACD Amanita Buy/Sell Signals – Volume-Weighted Momentum Indicator A twist on the classic MACD: this indicator uses Volume Weighted Moving Averages (VWMA) instead of EMAs, giving more weight to price moves backed by higher volume. Features: VWMA-based MACD line & signal line Histogram highlights bullish/bearish momentum Color-coded for easy visualization Quick Guide: MACD above Signal → bullish MACD below Signal → bearish Rising histogram → strengthening trend Falling histogram → weakening trend Perfect for traders who want momentum confirmed by volume.
Pine Script® indicator
by kmarin137
Frozen 4H VWAP – Precision AnchoredFrozen 4H VWAP – Precision Anchored Like Ice The Frozen 4H VWAP – Precision Anchored delivers a clean, stable, and reliable view of the 4-hour Volume Weighted Average Price, designed for traders who want higher timeframe insights without intrabar noise or repainting. 🔹 Key Features: Non-Repainting: VWAP value is “frozen” at the close of each 4H candle — no mid-bar updates or flickering. 4H Timeframe Anchoring: Seamlessly pulls 4-hour VWAP values into any timeframe you’re trading on. Clear Trend Reference: Updates only when a new 4H candle begins, acting as a trustworthy anchor for support/resistance. Custom Source Option: Choose from different price sources (default: HLC3) to fit your strategy. Whether you're scalping, day trading, or swing trading, this indicator gives you a powerful edge by grounding your decisions in higher timeframe VWAP data — clear, calm, and frozen in time.
Pine Script® indicator
by Equanimity_raven
VPOC Harmonics - Liquidity-Weighted Price / Time RatiosVPOC Harmonics - Liquidity-Weighted Price / Time Ratios Summary This indicator transforms a swing’s price range, duration, and liquidity profile into a structured set of price-per-bar ratios. By anchoring two points and manually entering the swing’s VPOC (highest-volume price), it generates candidate compression values that unify price, time, and liquidity structure. These values can be applied to chart scaling, harmonic testing, and liquidity-aware market geometry. ________________________________________ Overview Most swing analysis tools only consider price (ΔP) and time (N bars). This script goes further by incorporating the VPOC (Point of Control) — the price with the highest traded volume — directly into swing geometry. • Anchors define the swing’s Low (L), High (H), and bar count (N). • The user manually enters the VPOC (highest-volume price). • The indicator then computes a suite of ratios that integrate range, duration, and liquidity placement. The output is a table of liquidity-weighted price-per-bar candidates, designed for compression testing and harmonic analysis across swings and instruments. ________________________________________ How to Use 1. Select a Swing - Place Anchor A and Anchor B to define the swing’s Low, High, and bar count. 2. Find the VPOC - Apply TradingView’s Fixed Range Volume Profile tool over the same swing. - Identify the Point of Control (POC) — the price level with the highest traded volume. 3. Enter the VPOC - Manually input the POC into the indicator settings. 4. Review Outputs - The table will display candidate ratios expressed mainly as price-per-bar values. 5. Apply in Practice - Use the ratios as chart compression inputs or as benchmarks for testing harmonic alignments across swings. ________________________________________ Outputs Swing & Inputs • Bars (N): total bar count of the swing. • Low (L): swing low price. • High (H): swing high price. • ΔP = H − L: price range. • Mid = (L + H) ÷ 2: midpoint price. • VPOC (V): user-entered highest-volume price. • Base slope s0 = ΔP ÷ N: average change per bar. • π-adjusted slope sπ = (π × ΔP) ÷ (2 × N): slope adjusted for half-cycle arc geometry. ________________________________________ VPOC Harmony Ratios (L, H, V, N) • λ = (V − L) ÷ ΔP: normalized VPOC position within the range. • R = (V − L) ÷ (H − V): symmetry ratio comparing lower vs. upper segment. • s1 = (V − L) ÷ N: slope from Low → VPOC. • s2 = (H − V) ÷ N: slope from VPOC → High. ________________________________________ Blended Means (s1, s2) These combine the two segment slopes in different ways: • HM(s1,s2) = 2 ÷ (1/s1 + 1/s2): Harmonic mean, emphasizes the smaller slope. • GM(s1,s2) = sqrt(s1 × s2): Geometric mean, balances both slopes proportionally. • RMS(s1,s2) = sqrt((s1² + s2²) ÷ 2): Root-mean-square, emphasizes the larger slope. • L2 = sqrt(s1² + s2²): Euclidean norm, the vector length of both slopes combined. ________________________________________ Slope Blends • Quadratic weighting: s_quad = s0 × ((V−L)² + (H−V)²) ÷ (ΔP²) • Tilted slope: s_tilt = s0 × (0.5 + λ) • Entropy-scaled slope: s_ent = s0 × H2(λ), with H2(λ) = − ________________________________________ Curvature & Liquidity Extensions • π-arc × λ: s_arc = sπ × λ • Liquidity-π: s_piV = sπ × (V ÷ Mid) ________________________________________ Scale-Normalized Families With k = sqrt(H ÷ L): • k (scale factor) = sqrt(H ÷ L) • s_comp = s0 ÷ k: compressed slope candidate • s_exp = s0 × k: expanded slope candidate • Exponentiated blends: - s_kλ = s0 × k^(2λ−1) - s_φλ = s0 × φ^(2λ−1), with φ = golden ratio ≈ 1.618 - s_√2λ = s0 × (√2)^(2λ−1) ________________________________________ Practical Application All formulas generate liquidity-weighted price-per-bar ratios that integrate range, time, and VPOC placement. These values are designed for: • Chart compression settings • Testing harmonic alignments across swings • Liquidity-aware scaling experiments ________________________________________
Pine Script® indicator
by geneclash
AmazingGPT//@version=6 indicator("AmazingGPT", shorttitle="AmazingGPT", overlay=true, max_lines_count=500, max_labels_count=500) // ─────────────────────────── Inputs group_ma = "SMMA" group_avwap = "AVWAP" group_fibo = "Fibo" group_toler = "Yakınlık (2/3)" group_trig = "Trigger & Onay" group_misc = "Görsel/HUD" // SMMA len21 = input.int(21, "SMMA 21", group=group_ma, minval=1) len50 = input.int(50, "SMMA 50", group=group_ma, minval=1) len200 = input.int(200, "SMMA 200", group=group_ma, minval=1) // AVWAP const int anchorDefault = timestamp("2025-06-13T00:00:00") anchorTime = input.time(anchorDefault, "AVWAP Anchor (tarih)", group=group_avwap) bandMode = input.string("ATR", "Band mode", options= , group=group_avwap) band1K = input.float(1.0, "Band 1 (×Unit)", step=0.1, group=group_avwap) band2K = input.float(0.0, "Band 2 (×Unit)", step=0.1, group=group_avwap) // Fibo useAutoFib = input.bool(false, "Auto Fib (son 252 bar HL)", group=group_fibo) fibL_in = input.float(0.0, "Swing Low (fiyat)", group=group_fibo, step=0.01) fibH_in = input.float(0.0, "Swing High (fiyat)", group=group_fibo, step=0.01) // Yakınlık (2/3) – ayrı eşikler tolMA = input.float(1.00, "Yakınlık eşiği – SMMA (×ATR)", minval=0.0, step=0.05, group=group_toler) tolAV = input.float(0.80, "Yakınlık eşiği – AVWAP (×ATR)", minval=0.0, step=0.05, group=group_toler) tolFibo = input.float(0.60, "Yakınlık eşiği – Fibo (×ATR)", minval=0.0, step=0.05, group=group_toler) starterTolMA = input.float(1.00, "Starter SMMA eşiği (×ATR)", minval=0.0, step=0.05, group=group_toler) // Trigger & Onay useDailyLock = input.bool(true, "Lock core calcs to Daily (1D)", group=group_trig) triggerSrc = input.string("Auto", "Trigger Source", options= , group=group_trig) useCH3auto = input.bool(true, "Auto: CH3 fallback ON", group=group_trig) fallbackBars = input.int(3, "Fallback after N bars", minval=1, group=group_trig) tamponTL = input.float(0.10, "Tampon (TL)", step=0.01, group=group_trig) tamponATRf = input.float(0.15, "Tampon (×ATR)", step=0.01, group=group_trig) capATR = input.float(0.60, "Cap (kovalama) ≤ ×ATR", step=0.05, group=group_trig) vetoATR = input.float(1.00, "Veto (asla kovala) ≥ ×ATR", step=0.05, group=group_trig) useRSIbreak = input.bool(false, "RSI≥50 (sadece kırılımda)", group=group_trig) nearCloseStarter = input.bool(true, "Starter (reclaim gününde) ENABLE", group=group_trig) // Görsel showHud = input.bool(true, "HUD göster", group=group_misc) showBands = input.bool(true, "AVWAP bantlarını göster", group=group_misc) // ─────────────────────────── Daily sources (lock) smma21D = request.security(syminfo.tickerid, "D", ta.rma(close, len21)) smma50D = request.security(syminfo.tickerid, "D", ta.rma(close, len50)) smma200D = request.security(syminfo.tickerid, "D", ta.rma(close, len200)) atrD = request.security(syminfo.tickerid, "D", ta.atr(14)) rsiD = request.security(syminfo.tickerid, "D", ta.rsi(close, 14)) v20D = request.security(syminfo.tickerid, "D", ta.sma(volume, 20)) dHighD = request.security(syminfo.tickerid, "D", high) h3HighD = request.security(syminfo.tickerid, "D", ta.highest(high, 3)) ch3CloseD= request.security(syminfo.tickerid, "D", ta.highest(close, 3)) // ─────────────────────────── Core calcs (lock uygulanmış) smma21 = useDailyLock ? smma21D : ta.rma(close, len21) smma50 = useDailyLock ? smma50D : ta.rma(close, len50) smma200 = useDailyLock ? smma200D : ta.rma(close, len200) atr = useDailyLock ? atrD : ta.atr(14) rsi = useDailyLock ? rsiD : ta.rsi(close, 14) v20 = useDailyLock ? v20D : ta.sma(volume, 20) // ─────────────────────────── AVWAP (anchor sonrası) tp = hlc3 isAfter = time >= anchorTime var float cumV = na var float cumTPV = na var float cumTP2V = na if isAfter cumV := nz(cumV ) + volume cumTPV := nz(cumTPV ) + tp * volume cumTP2V := nz(cumTP2V ) + (tp*tp) * volume else cumV := na cumTPV := na cumTP2V := na avwap = isAfter ? (cumTPV / cumV) : na // Band birimi: ATR veya VWAP-σ vwVar = isAfter ? math.max(0.0, cumTP2V/cumV - avwap*avwap) : na vwStd = isAfter ? math.sqrt(vwVar) : na bandUnit = bandMode == "ATR" ? atr : nz(vwStd, 0) upper1 = isAfter and showBands ? avwap + band1K*bandUnit : na lower1 = isAfter and showBands ? avwap - band1K*bandUnit : na upper2 = isAfter and showBands and band2K>0 ? avwap + band2K*bandUnit : na lower2 = isAfter and showBands and band2K>0 ? avwap - band2K*bandUnit : na // ─────────────────────────── Fibo (manuel/auto) var float swingL = na var float swingH = na if useAutoFib swingL := ta.lowest(low, 252) swingH := ta.highest(high, 252) else swingL := fibL_in swingH := fibH_in float L = na(swingL) or na(swingH) ? na : math.min(swingL, swingH) float H = na(swingL) or na(swingH) ? na : math.max(swingL, swingH) fib382 = na(L) ? na : H - 0.382 * (H - L) fib500 = na(L) ? na : H - 0.500 * (H - L) fib618 = na(L) ? na : H - 0.618 * (H - L) // ─────────────────────────── 2/3 yakınlık (ayrı eşikler) d21ATR = math.abs(close - smma21) / atr dAVATR = na(avwap) ? 10e6 : math.abs(close - avwap) / atr dFATR = na(fib382) ? 10e6 : math.min(math.abs(close - fib382), math.min(math.abs(close - fib500), math.abs(close - fib618))) / atr near21 = d21ATR <= tolMA nearAV = dAVATR <= tolAV nearFib = dFATR <= tolFibo countConfluence = (near21?1:0) + (nearAV?1:0) + (nearFib?1:0) twoOfThree = countConfluence >= 2 // ─────────────────────────── Trigger (Auto → CH3 fallback) d1High = useDailyLock ? dHighD : high h3High = useDailyLock ? h3HighD : ta.highest(high, 3) ch3Close = useDailyLock ? ch3CloseD : ta.highest(close, 3) stretch = d21ATR grindCond = close > smma21 and close > avwap and close > smma21 and close > avwap and close > smma21 and close > avwap and stretch <= 0.6 reclaimCond = (close >= smma21) and (close >= avwap) and twoOfThree tampon = math.max(tamponTL, tamponATRf*atr) manualHigh = triggerSrc == "D-1 High" ? d1High : triggerSrc == "H3 High" ? h3High : na manualTrig = not na(manualHigh) ? math.ceil((manualHigh + tampon)/syminfo.mintick)*syminfo.mintick : triggerSrc == "CH3 Close" ? math.ceil((ch3Close + tampon)/syminfo.mintick)*syminfo.mintick : na baseHighAuto = grindCond ? h3High : d1High brokeHigh = high > baseHighAuto barsNoBreak = ta.barssince(brokeHigh) useCH3 = useCH3auto and reclaimCond and (barsNoBreak >= fallbackBars) autoTrig = useCH3 ? math.ceil((ch3Close + tampon)/syminfo.mintick)*syminfo.mintick : math.ceil((baseHighAuto + tampon)/syminfo.mintick)*syminfo.mintick trigger = triggerSrc == "Auto" ? autoTrig : manualTrig // Mesafe filtreleri (cap/veto) ve RSI kırılım filtresi dist = close - trigger okCap = dist <= capATR*atr veto = dist >= vetoATR*atr rsiOK = not useRSIbreak or (rsi >= 50) // Starter (sadece reclaim gününde, cap'e değil SMMA yakınlığına bakar) starterToday = nearCloseStarter and reclaimCond and (d21ATR <= starterTolMA) and (volume >= v20*1.0) // ─────────────────────────── Plots plot(smma21, "SMMA21", color=color.new(color.white, 0), linewidth=2) plot(smma50, "SMMA50", color=color.new(color.blue, 0), linewidth=2) plot(smma200, "SMMA200", color=color.new(color.red, 0), linewidth=2) plot(avwap, "AVWAP", color=color.new(color.orange, 0), linewidth=2) pU1 = plot(upper1, "AVWAP Band1+", color=color.new(color.lime, 40)) pL1 = plot(lower1, "AVWAP Band1-", color=color.new(color.lime, 40)) pU2 = plot(upper2, "AVWAP Band2+", color=color.new(color.green, 70)) pL2 = plot(lower2, "AVWAP Band2-", color=color.new(color.green, 70)) trigColor = okCap ? color.teal : (veto ? color.red : color.gray) plot(trigger, "Trigger", color=color.new(trigColor, 0), style=plot.style_circles, linewidth=2) // İşaretler plotshape(starterToday, title="Starter", style=shape.triangleup, location=location.belowbar, color=color.new(color.teal, 0), size=size.tiny, text="Starter") breakoutNow = (close >= trigger) and okCap and rsiOK plotshape(breakoutNow, title="Breakout", style=shape.triangledown, location=location.abovebar, color=color.new(color.fuchsia, 0), size=size.tiny, text="BRK") // ─────────────────────────── Alerts alertcondition(starterToday, title="Starter_Ready", message="Starter: reclaim + Δ21 ≤ starterTolMA + v≥v20") alertcondition(breakoutNow, title="Trigger_Breakout", message="Trigger üstü kapanış (cap OK, RSI filtresi OK)") // ─────────────────────────── HUD var label hudLbl = na if barstate.islast and showHud hudTxt = "2/3:" + (twoOfThree ? "✅" : "❌") + " Trg:" + str.tostring(trigger, format.mintick) + " ATR:" + str.tostring(atr, format.mintick) + " Δ21:" + str.tostring(d21ATR, "#.##") + "≤" + str.tostring(tolMA, "#.##") + " ΔAV:" + str.tostring(dAVATR, "#.##") + "≤" + str.tostring(tolAV, "#.##") + " ΔF:" + str.tostring(dFATR, "#.##") + "≤" + str.tostring(tolFibo, "#.##") + " RSI50:" + (rsiOK ? "✅" : "❌") + " Cap:" + (okCap ? "≤"+str.tostring(capATR, "#.##")+" OK" : (veto ? "≥"+str.tostring(vetoATR, "#.##")+" VETO" : ">"+str.tostring(capATR, "#.##")+" FAR")) if not na(hudLbl) label.delete(hudLbl) hudLbl := label.new(bar_index, high, hudTxt, style=label.style_label_upper_left, textcolor=color.white, color=color.new(color.black, 60))
Pine Script® indicator
by casperbad
Previous High/Low Range (D,W,M,Q)Previous High/Low Range (D, W, M, Q) This indicator displays the previous period’s high, low, and midpoint levels across multiple timeframes: Daily, Weekly, Monthly, and Quarterly. It extends these key price levels into the future, allowing traders to quickly identify important support and resistance zones based on historical price action. Features: Shows previous Daily, Weekly, Monthly, and Quarterly highs, lows, and midpoints. Optionally extends these levels forward for easy visualization. Configurable colors and visibility for each timeframe. Includes optional midpoint lines at 50% between high and low to identify equilibrium points. Supports logarithmic scale calculations for midpoints to maintain accuracy on log charts. Optional labels that display exact price values for each level. Designed to help traders recognize key levels for entries, exits, and risk management. Use this indicator to gain a multi-timeframe perspective on significant price ranges and anticipate potential reversal or breakout zones.
Pine Script® indicator
by celynuik
VWMA MACD AmanitaVWMA MACD (Volume-Weighted MACD) This indicator modifies the standard MACD by replacing EMAs with VWMAs (Volume-Weighted Moving Averages). - Fast VWMA (default 12 bars) - Slow VWMA (default 26 bars) - MACD Line = Fast VWMA - Slow VWMA - Signal Line = EMA of MACD (default 9 bars) - Histogram = MACD - Signal Compared to the standard MACD, this version emphasizes price moves that are backed by higher trading volume, helping to filter out weak signals. The script also lets you choose the price source (Close, HL2, HLC3, OHLC4).
Pine Script® indicator
by kmarin137
1
VWAP Price ChannelVWAP Price Channel cuts the crust off of a traditional price channel (Donchian Channel) by anchoring VWAPs at the highs and lows. By doing this, the flat levels, characteristic of traditional Donchian Channels, are no more! Author's Note: This indicator is formed with no inherent use, and serves solely as a thought experiment. > Concept I would be hesitant to call this a "predictive" indicator, however the behavior of it would suggest it could be considered at least partially predictive Essentially, the Anchored VWAPs creates something from otherwise nothing. While the DC upper or lower values are staying flat, the VWAPs improvise based on price and volume to project a level that may be a better representation of where future highs or lows may settle. Visually, this looks like we have cut off the corners of the Donchian Channel. Note: Notice how we are calculating values before the corners are realized. > Implementation While this is only a concept indicator, The specific application I've gone with for this, is a sort of supertrend-ish display (A Trend Flipping Trailing Stop Loss). The script uses basic logic to create a trend direction, and then displays the Anchored VWAPs as a form of trailing stop loss. While "In Trend", the script fills in the area between the VWAP and Price in the direction of trend. When new highs or lows are made while in trend, the opposite VWAP will start to generate at the new highs or lows. These happen on every new high or low, so they are not indicating the trend shift, but could be interpreted as breakout levels for the current trend direction in order for continuation. Note: All values are drawn live, but when using higher timeframes, there is a natural calculation discrepancy when using live data vs. historical. > Technicals In this script, I'm simply detecting new highs or lows from the DC and using those as the anchor frequency on the built-in VWAP function. So each time a new high or low is made based on DC, the VWAP function re-anchors to the high or low of the candle. Past that, I have implemented some logic in order to account for a common occurrence I faced during development. Frequently, the price would outpace the anchored VWAP, so we would end up with the VWAP being further from price than the actual DC upper or lower. Due to this, what I have ended up with was a third value which, rather than switching between raw VWAP values and DC values, it adjusts the value based on the change in the VWAP value. This can be simply thought of as a "Start + Change" type of setup. By doing this, I can use the change values from the actual anchored VWAP, and under normal conditions, this will also be the true VWAP value. However, situationally, I am able to update the start value which we're applying the VWAP change to. In other words, when these situations happen, the VWAP change is added to the new (closer to price) DC value. The specific trend logic being used is nothing fancy at all, we are simply checking if a new high or low is created and setting the trend in that direction. This is in line with some traditional DC Strategies. To those who made it here, Just remember: The chart may be ugly, but it's the fastest analysis of the data you can get. Nicer displays often come at the hidden cost of latency. You have to shoot your shot to make it. Choose 2: Fast, Clean, Useful Enjoy!
Pine Script® indicator
by SamRecio
1
Option Buying IndicatorThis strategy is based on the idea that strong moves are supported by both price and volume. The 5 EMA crossing the 50 EMA shows the price is accelerating, while the VWAP confirmations indicate that this move is backed by significant buying pressure. Using previous VWAP adds a historical context, confirming that the current momentum is stronger than the momentum of the prior day. The pivots provide a clear, predefined structure for managing risk and setting realistic profit expectations, which is crucial for options trading, where time decay (theta) can be a significant factor
Pine Script® indicator
by bhaleraocedric
B3 - Price Action Indicator ( H2M ) B3 - Price Action Indicator ( H2M ) is a cutting-edge price action indicator , packaged as a protected (closed-source) Pine Script that you can freely apply to your charts without limitations . It blends advanced price-based analysis with simplicity and speed, helping traders pinpoint key levels and momentum shifts with clarity. Key Features . Pure Price Action Analysis: Offers signals and visual cues directly derived from price movement, ideal for traders focusing on market structure. Low Resource Usage: With no heavy dependencies, this indicator runs smoothly on any chart setup. Ready-to-Go Confidence: Zero setup required—ideal for both new and experienced traders looking for reliable insights. Benefits Clarity in Market Moves: Clear visuals help you interpret trend continuations, reversals, or consolidations with ease. Trustworthy Utility: Protected code means you can use it as-is, confident in its function and unchanged methodology over time. Fast Application: Quickly add it to charts for immediate, clean insights—no configuration needed. Watch price rhythms surface through the indicator’s visual hints—then interpret and trade accordingly.
Pine Script® indicator
by SMC_Insight_ICT