Market Session Boxes with Volume Delta [algo_aakash]This script highlights four key forex trading sessions — Tokyo, London, New York, and Sydney — by drawing color-coded boxes directly on the chart. For each session, it shows:
High and low of the session
Total volume traded
Volume delta (bullish vs bearish pressure)
Optional extension of session highs/lows into future candles
Cleanly labeled time range and stats
Users can:
Select which sessions to display
Customize session times (in UTC+0)
Choose colors per session
Toggle session labels and extension lines
Use Case: Designed to help intraday and short-term traders visualize market rhythm, liquidity zones, and session-based volatility. The volume delta metric adds an extra layer of sentiment analysis.
This tool works best on intraday timeframes like 15m, 30m, or 1H.
Disclaimer:
This indicator is for educational and visual analysis purposes. It does not constitute trading advice or guarantee results. Always conduct your own analysis before making trading decisions.
Volume
VPSRVP Sovereign Reign (VPSR) - Advanced Volume Profile Analysis
A sophisticated volume analysis tool that provides deep insights into market participation and momentum through an intuitive visual interface. This indicator helps traders identify significant market moves, potential reversals, and institutional activity.
Key Features:
1. Smart Volume Analysis
• Dynamic volume profiling
• Institutional participation detection
• Abnormal volume identification
• Real-time momentum tracking
2. Advanced Visual System
• Color-coded volume bars
• Adaptive cloud formation
• Reversal pattern detection
• Fake-out warning system
Visual Components:
1. Volume Bars
• Green: Bullish pressure with normal volume
• Purple: Bearish pressure with normal volume
• White: Significant bullish participation
• Pink: Significant bearish participation
• Orange: High-probability reversal zones
2. Dynamic Cloud
• White Cloud: Bullish control zone
• Purple Cloud: Bearish control zone
• Cloud density indicates participation strength
• Adaptive to market conditions
Signal Interpretation:
1. Normal Market Conditions
• Green/Purple bars show directional pressure
• Cloud color indicates dominant force
• Cloud height shows average participation
2. Significant Events
• White/Pink bars signal major moves
• Orange bars highlight potential reversals
• Cloud expansion shows increasing activity
• Cloud contraction indicates consolidation
Customization Options:
• Volume MA Length: Smoothing factor
• Abnormal Volume Threshold: Sensitivity
• Cloud Display: Toggle visualization
• Color scheme optimization
Best Practices:
1. Multiple Timeframe Analysis
• Start with higher timeframes
• Confirm on lower timeframes
• Watch for confluence
2. Volume Analysis
• Compare to historical levels
• Monitor abnormal spikes
• Track participation trends
3. Trade Management
• Use as confirmation tool
• Wait for clear signals
• Monitor fake-out warnings
• Combine with price action
Trading Applications:
1. Trend Analysis
• Identify strong moves
• Spot weakening trends
• Detect consolidation
2. Reversal Detection
• Spot potential turning points
• Identify fake-outs
• Monitor institutional activity
3. Risk Management
• Volume-based position sizing
• Stop loss placement
• Profit target selection
The VP Sovereign Reign indicator excels at:
• Identifying significant market moves
• Detecting institutional participation
• Warning of potential reversals
• Highlighting fake-outs
• Providing clear market context
Risk Warning:
This indicator is designed as a technical analysis tool and should be used as part of a complete trading strategy. Past performance does not guarantee future results. Always employ proper risk management techniques.
Note: For optimal results, use in conjunction with price action analysis and other complementary indicators.
NexAlgo AI with Dynamic TP/SLThe NexAlgo Indicator combines a Gaussian kernel regression engine with adaptive volatility thresholds to generate clear, data‑driven trade signals and built‑in risk levels. It predicts the next bar’s price relative to a simple moving average, then measures the average deviation between actual and forecasted values to form dynamic bands. Breakouts beyond these bands, aligned with the prediction’s direction, produce buy or sell signals directly on your chart.
How It Works & What You’ll See
Kernel Regression Forecast: A rolling “lookback” window builds a Gaussian similarity matrix of recent prices. This matrix is used to project the next price, smoothing around a moving average.
Adaptive Volatility Bands: The indicator computes the mean absolute error between actual and predicted prices, multiplies it by your chosen volatility factor, and plots upper and lower bands.
Signal Triggers: When price closes above the upper band while the prediction is rising, a green “BUY” label appears; when price closes below the lower band as the forecast falls, a red “SELL” label is shown.
Automatic SL/TP Levels: After each signal, the script scans recent swing highs/lows and applies an ATR buffer. Stop‑loss is set conservatively at the more protective of these levels, while take‑profit is calculated by your reward‑to‑risk ratio and capped near the opposite swing extreme.
Customizable Inputs
Lookback Period & Smoothing: Adjust how many bars the regression and volatility calculations use, and tune the noise regularization to suit fast or slow markets.
Volatility Multiplier: Widen or tighten the adaptive bands to control signal frequency and confidence.
Swing Lookback & ATR Options: Define how far back the indicator searches for swing points, and choose between ATR calculation methods.
Reward‑to‑Risk Ratio: Set your preferred multiple of stop‑loss distance for take‑profit targets.
What Makes NexAlgo Different
Hybrid Statistical Approach: Unlike fixed‑period moving averages or standard regression, the Gaussian kernel adapts locally to evolving price patterns and regimes.
Self‑Adjusting Thresholds: Volatility bands derive from prediction errors—so they expand in choppy markets and contract in trending conditions.
Integrated Risk Controls: Automatically calculated stop‑loss and take‑profit levels remove manual guesswork, yet remain grounded in both ATR and price structure.
Trader‑Driven Flexibility: Every parameter—from lookback length to risk ratio—can be dialed in for scalping, swing trading, or longer‑term strategies.
Getting Started
• Apply NexAlgo to your preferred timeframe (5–15 min for intraday scalps, 1 h–4 h for swings, daily for position plays).
• Begin with default settings and gradually adjust lookback and smoothing to balance responsiveness versus noise.
• Experiment with volatility multipliers: tighten in strong trends, widen when markets churn.
• Backtest different ATR buffers and reward ratios to discover your ideal risk‑reward profile.
Volume and Volatility Ratio Indicator-WODI该指标名为“交易量与波动率比例指标-WODI”，主要基于交易量和价格波动率构造一个复合指数，帮助识别市场内可能存在的异常或转折信号。具体实现如下：
用户自定义参数
用户可以设置交易量均线长度（vol_length）、指数的短期与长期均线长度（index_short_length、index_long_length）、均线敏感度（index_magnification）、阈值放大因子（index_threshold_magnification）以及检测K线形态的区间（lookback_bars）。这些参数为后续计算提供了灵活性，允许用户根据不同市场环境自定义指标的敏感度和响应速度。
交易量均线与百分比计算
首先通过 ta.sma 计算指定长度的交易量简单均线（vol_ma）。
接下来，将当前交易量与均线进行比较，计算出当前交易量占均线的百分比（vol_percent），这反映了短期内交易量的相对活跃程度。
波动率的衡量
使用当前K线的最高价和最低价计算振幅，再除以收盘价乘以100得到波动率（volatility），从而反映市场价格波动的幅度。
构建交易量/波动率指数
将交易量百分比与波动率相乘，形成了“交易量/波动率指数”（volatility_index）。该指数能够同时反映市场的交易活跃度和价格波动性，两者的联合作用帮助捕捉市场的“热度”。
计算指标均线与阈值
对交易量/波动率指数分别计算短期均线（index_short_ma）和长期均线（index_long_ma），并通过乘以一个敏感度参数（index_magnification）进行调整。
同时，依据长期均线计算一个阈值（index_threshold），起到过滤噪音的作用。当指数突破该阈值时，可能预示着市场的重要变化。
K线形态与反转模式检测
通过遍历最近几根K线（由lookback_bars控制），指标会检测是否符合一系列预定条件（涉及交易量、价格振幅、K线形态等），以判断是否存在反转模式。若符合条件，则标记为反转模式，从而为潜在的转折点提供提示。
图表展示
最终在独立窗口中绘制多个元素：
指数短均线与长均线：经过敏感度调整后显示，用于分析指数趋势。
交易量/波动率指数：采用阶梯线风格绘制，直观展示指数变化。
阈值线：作为参考水平，便于判断指数是否突破常规范围。
交易量柱状图：当当前交易量高于均线时，通过不同颜色显示；当检测到反转模式时，颜色会进一步强化，帮助用户迅速识别潜在信号。
English Description
This indicator, titled “Volume and Volatility Ratio Indicator - WODI”, is designed to construct a composite index based on trading volume and price volatility, aiding in the identification of abnormal market conditions or potential reversal signals. Its functionality is broken down as follows:
User-Defined Parameters
The indicator allows users to set parameters such as the moving average length for volume (vol_length), the short and long moving average lengths for the index (index_short_length and index_long_length), a sensitivity multiplier (index_magnification), a threshold magnification factor (index_threshold_magnification), and the number of bars for pattern detection (lookback_bars). These parameters provide flexibility to adjust the sensitivity and responsiveness of the indicator based on different market conditions.
Volume Moving Average and Percentage Calculation
A simple moving average (SMA) of volume is computed over the specified length (vol_ma) using the ta.sma function.
The current volume is then compared to its moving average to calculate the volume percentage (vol_percent), reflecting the relative trading intensity in the short term.
Measuring Volatility
Volatility is calculated based on the current bar’s high and low prices, normalized by the closing price and multiplied by 100, which provides a measure of the market’s price fluctuation magnitude.
Constructing the Volume/Volatility Index
The index (volatility_index) is derived by multiplying the volume percentage by the calculated volatility. This composite metric reflects both market activity and price movement, effectively capturing the overall “heat” of the market.
Calculating the Index Moving Averages and Threshold
Two moving averages for the volatility_index are computed: one short-term (index_short_ma) and one long-term (index_long_ma). These are then adjusted by the sensitivity multiplier (index_magnification).
A threshold level (index_threshold) is calculated based on the long-term moving average multiplied by the threshold magnification factor, serving to filter out market noise. When the index exceeds this threshold, it may signal significant market shifts.
Detection of Reversal Patterns
The indicator iterates through the recent bars (as determined by lookback_bars) to check whether a set of predetermined conditions (involving trends in the volatility_index, volume comparisons, price closes, and K-line patterns) are met. If these conditions are satisfied, it flags a reversal pattern, which may serve as a warning for a potential market turnaround.
Visualization on the Chart
The final display includes several elements plotted in a separate indicator window:
The short-term and long-term moving averages of the index (after sensitivity adjustment) which help visualize the trend of the composite index.
The volatility index itself is drawn using a step-line style for clarity.
A threshold line is plotted to provide a reference level against which index movements can be compared.
A volume histogram is also displayed, where bars are colored differently when the current volume exceeds the moving average; the color is further enhanced if a reversal pattern is detected, making it easy for users to quickly spot potential signals.
Volume Range Profile with Fair Value (Zeiierman)█ Overview
The Volume Range Profile with Fair Value (Zeiierman) is a precision-built volume-mapping tool designed to help traders visualize where institutional-level activity is occurring within the price range — and how that volume behavior shifts over time.
Unlike traditional volume profiles that rely on fixed session boundaries or static anchors, this tool dynamically calculates and displays volume zones across both the upper and lower ends of a price range, revealing point-of-control (POC) levels, directional volume flow, and a fair value drift line that updates live with each candle.
You’re not just looking at volume anymore. You’re dissecting who’s in control — and at what price.
⚪ In simple terms:
Upper Zone = The upper portion of the price range, showing concentrated volume activity — typically where selling or distribution may occur
Lower Zone = The lower portion of the price range, highlighting areas of high volume — often associated with buying or accumulation
POC Bin = The bin (price level) with the highest traded volume in the zone — considered the most accepted price by the market
Fair Value Trend = A dynamic trend line tracking the average POC price over time — visualizing the evolving fair value
Zone Labels = Display real-time breakdown of buy/sell volume within each zone and inside the POC — revealing who’s in control
█ How It Works
⚪ Volume Zones
Upper Zone: Anchored at the highest high in the lookback period
Lower Zone: Anchored at the lowest low in the lookback period
Width is user-defined via % of range
Each zone is divided into a series of volume bins
⚪ Volume Bins (Histograms)
Each zone is split into N bins that show how much volume occurred at each level:
Taller = More volume
The POC bin (Point of Control) is highlighted
Labels show % of volume in the POC relative to the whole zone
⚪ Buy vs Sell Breakdown
Each volume bin is split by:
Buy Volume = Close ≥ Open
Sell Volume = Close < Open
The script accumulates these and displays total Buy/Sell volume per zone.
⚪ Fair Value Drift Line
A POC trend is plotted over time:
Represents where volume was most active across each range
Color changes dynamically — green for rising, red for falling
Serves as a real-time fair value anchor across changing market structure
█ How to Use
⚪ Identify Key Control Zones
Use Upper/Lower Zone structures to understand where supply and demand is building.
Zones automatically adapt to recent highs/lows and re-center volume accordingly.
⚪ Follow Institutional Activity
Watch for POC clustering near price tops or bottoms.
Large volumes near extremes may indicate accumulation or distribution.
⚪ Spot Fair Value Drift
The fair value trend line (average POC price) gives insight into market equilibrium.
One strategy can be to trade a re-test of the fair value trend, trades are taken in the direction of the current trend.
█ Understanding Buy & Sell Volume Labels (Zone Totals)
These labels show the total buy and sell volume accumulated within each zone over the selected lookback period:
Buy Vol (green label) → Total volume where candles closed bullish
Sell Vol (red label) → Total volume where candles closed bearish
Together, they tell you which side dominated:
Higher Buy Vol → Bullish accumulation zone
Higher Sell Vol → Bearish distribution zone
This gives a quick visual insight into who controlled the zone, helping you spot areas of demand or supply imbalance.
█ Understanding POC Volume Labels
The POC (Point of Control) represents the price level where the most volume occurred within the zone. These labels break down that volume into:
Buy % – How much of the volume was buying (price closed up)
Sell % – How much was selling (price closed down)
Total % – How much of the entire zone’s volume happened at the POC
Use it to spot strong demand or supply zones:
High Buy % + High Total % → Strong buying interest = likely support
High Sell % + High Total % → Strong selling pressure = likely resistance
It gives a deeper look into who was in control at the most important price level.
█ Why It’s Useful
Track where fair value is truly forming
Detect aggressive volume accumulation or dumping
Visually split buyer/seller control at the most relevant price levels
Adapt volume structures to current trend direction
█ Settings Explained
Lookback Period: Number of bars to scan for highs/lows. Higher = smoother zones, Lower = reactive.
Zone Width (% of Range): Controls how much of the range is used to define each zone. Higher = broader zones.
Bins per Zone: Number of volume slices per zone. Higher = more detail, but heavier on resources.
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Disclaimer
The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information.
All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Trading Sessions [BigBeluga]
This indicator brings Smart Money Concept (ICT) session logic to life by plotting key global trading sessions with volume and delta analytics. It not only highlights session ranges but also tracks their midpoints — which often act as intraday support/resistance levels.
🔵 KEY FEATURES
Visual session boxes: Plots boxes for Tokyo, London, New York, and Sydney sessions based on user-defined UTC+0 time ranges.
Volume & delta metrics: Displays total volume and delta volume (buy–sell difference) within each session.
Mid, High & Low Range Extension: Once a session ends, the high, low, and midpoint levels automatically extend — ideal for detecting SR zones.
Session labels: Each box includes a label with session name, time, volume, and delta for quick reference.
Custom session control: Enable or disable sessions individually and configure start/end times.
Clean aesthetics: Transparent shaded boxes with subtle borders make it easy to overlay without clutter.
Sessions Dashboard: Shows the time range of each session and tells you whether the session is currently active.
🔵 USAGE
Enable the sessions you want to monitor (e.g., New York or Tokyo) from the settings.
Use session volume and delta values to gauge the strength and direction of institutional activity.
Watch for price interaction with the extended range — it often acts as dynamic support/resistance after the session ends.
Overlay it with liquidity tools or breaker blocks for intraday strategy alignment.
🔵 EXAMPLES
Extended Future Range acted as resistance/support.
Delta value helped confirm bullish pressure during New York open.
Multiple sessions helped identify kill zone overlaps and high-volume turns.
Trading Sessions is more than just a visual scheduler — it's a precision tool for traders who align with session-based volume dynamics and ICT methodology. Use it to define high-probability zones, confirm volume shifts, and read deeper into the true intent behind market structure.
Volume & Price Counter**User Guide for Volume & Price Counter (Candle Structure)**
### 1. Introduction to Volume & Price Counter
The **Volume & Price Counter** (Candle Structure) is a momentum analysis indicator that helps identify which side—buyers or sellers—is dominating the market by counting candles based on the combination of volume and price movement.
The indicator classifies candles into 4 groups:
- **Volume Up, Price Up (Vol ↑ & Price ↑)** – Indicates strong buying pressure.
- **Volume Down, Price Up (Vol ↓ & Price ↑)** – Price is rising but buying momentum is weakening.
- **Volume Up, Price Down (Vol ↑ & Price ↓)** – Indicates strong selling pressure.
- **Volume Down, Price Down (Vol ↓ & Price ↓)** – Price is falling but selling momentum is weakening.
---
### 2. How the Indicator Works
The Volume & Price Counter calculates the number of each candle type over a specific time period to determine which side is currently in control:
- **Green Background**: When the total of (Vol ↑ & Price ↑) + (Vol ↓ & Price ↑) is greater than the total of (Vol ↑ & Price ↓) + (Vol ↓ & Price ↓) → Buyers are in control.
- **Red Background**: When the total of (Vol ↑ & Price ↓) + (Vol ↓ & Price ↓) is greater than the total of (Vol ↑ & Price ↑) + (Vol ↓ & Price ↑) → Sellers are in control.
---
### 3. How to Use the Indicator in Trading
**a) When the background is green**:
- The market is in an uptrend; consider buying during pullbacks to support zones.
- If the green background continues and the number of (Vol ↑ & Price ↑) candles dominates, the price may continue to rise.
- If the green background is present but there are many (Vol ↓ & Price ↑) candles, be cautious as buying strength may be fading.
**b) When the background is red**:
- The downtrend is prevailing; it's better to stay out or look for selling opportunities during pullbacks.
- If the red background continues with a high number of (Vol ↑ & Price ↓) candles, the price may continue to fall.
- If there are many (Vol ↓ & Price ↓) candles during a red background, selling pressure may be weakening—watch for reversal signals.
**c) When the background shifts from red to green**:
- This is a positive signal, indicating buyers are returning to the market.
- Additional volume confirmation is needed to validate a true uptrend.
**d) When the background shifts from green to red**:
- This warns of a potential trend reversal to the downside.
- If volume spikes during the red shift, consider closing long positions.
---
### 4. Combining Volume & Price Counter with Other Indicators
**Combine with support/resistance levels**:
If a green background appears at a strong support zone, it may signal a potential buying opportunity.
UB Short Signal (10Y Yield Future Spike)"This indicator identifies short opportunities on UB futures based on inverse correlation with 10Y Yield Futures. A macro trading tool to be used with additional confirmations."
🎯 Indicator Strategy
This tool generates sell signals for Ultra Bond (UB) futures when:
The Micro 10-Year Yield Future shows an upward spike (> adjustable threshold)
Trading volume is significant (false signal filter)
Inverse correlation is confirmed (UB falls when 10Y rises)
⚙️ Parameters
Spike Threshold: Sensitivity adjustment (e.g., 0.08% for swing trading)
Minimum Volume: Default 100 (optimized for Micro 10Y contracts)
📊 Recent Backtest
06/15/2024: +0.10% spike → UB dropped -0.3% within 15 minutes
06/18/2024: Valid signal post-CPI release
⚠️ Disclaimer
Analytical tool only – not financial advice
Must be combined with proper risk management
Liquidity Fair Value Bands | QuantumResearch 🔹 Liquidity Fair Value Bands | QuantumResearch
A Dynamic Liquidity-Based Fair Value Model Using Volume-Weighted Linear Regression and Deviation Bands
📘 Overview
The Liquidity Fair Value Bands is a specialized volatility and valuation indicator designed to help traders identify dynamic fair value zones based on liquidity-adjusted price behavior. Unlike standard deviation bands or traditional moving averages, this tool integrates volume-weighted linear regression to estimate a fair value baseline — a more accurate representation of price equilibrium under active market participation.
This script is not a simple mashup of existing indicators. It introduces a novel concept by fusing the following elements:
📊 Volume-Weighted Linear Regression (VWLR) to determine the fair value baseline
📈 Standard Deviation Bands layered around this baseline to visualize statistically significant deviations
🔄 Trend Signals derived from slope direction and baseline crossover
🎨 Gradient-Based Visual Modes for enhanced readability
🚨 Built-in Alerts for overbought/oversold and trend breakout conditions
🧠 Concept & Calculation
🟩 1. Fair Value Baseline (Core Innovation)
The baseline is calculated using a volume weighted linear regression.
This formula ensures that higher-volume periods influence the regression line more heavily, offering a liquidity-aware estimate of what the asset is “really worth” based on market consensus.
A positive slope indicates a growing fair value — bullish environment
A negative slope signals declining fair value — bearish environment
📏 2. Deviation Bands
Three layers of symmetric deviation bands are plotted above and below the baseline, each representing a multiple of standard deviation (1σ, 2σ, 3σ) over the same lookback period:
Upper Bands highlight statistically significant overvaluation
Lower Bands indicate undervaluation and potential reversion zones
These zones are visualized using translucent color fills to help traders instantly interpret risk/reward conditions.
🔄 3. Trend Detection
Optionally, the indicator displays up/down arrows when the price crosses the fair value baseline and a new trend is forming:
✅ Uptrend: Price crosses above baseline and baseline slope increases
🔻 Downtrend: Price drops below baseline and slope declines
These dynamic signals allow you to react to trend reversals early, rather than waiting for lagging confirmation.
🎯 How to Use
This tool excels in trend-trading, mean reversion, and liquidity-based fair value analysis.
✅ Buy Zones: Price enters lower bands (e.g. -1σ to -3σ) during lower fair value zone
❌ Sell Zones: Price enters upper bands (e.g. +1σ to +3σ) during higher fair value
🕵️♂️ Fair Value Confirmation: Flat baseline in consolidating markets helps avoid chop
📈 Trend Entry: Use baseline crossovers and band inflections to time entries
⚙️ Customization Features
🔧 Adjustable regression length and offset
🎨 Eight visual modes for light/dark themes
🔔 Optional alerts for significant band breaches (1σ, 2σ, 3σ)
🟡 Toggle individual band visibility (1st, 2nd, 3rd) for cleaner UI
⚡ Optional trend signal arrows
🧪 Interpretation Example
If the current price trades 2+ standard deviations above the liquidity-based fair value line, it likely indicates:
A short-term overbought market
Potential for mean reversion
Or signal that a strong trend breakout is underway (confirm with slope direction)
✅ Why It’s Unique
This is not just a Bollinger Bands variant — it is a liquidity-aware fair value model with enhanced statistical depth. The baseline adapts to both price and volume, unlike simple moving averages that assume equal importance across all candles.
It combines three important market principles:
🎯 Price Action
🏦 Liquidity Weighting
📊 Volatility Analysis
All in one clean and visually intuitive script.
📢 Disclaimer
This indicator is for educational purposes only and is not financial advice. Always use additional confluence and proper risk management in your trading.
TPO Block Szie HelperTPO Assistant Overview
The TPO Assistant is a tool designed to enhance the use of Time-Price Opportunity (TPO) charts by offering dynamic guidance on block size selection based on recent market volatility. It serves as a precision aid in adapting TPO structure to different market conditions, improving both clarity and usability of TPO-based analysis.
Key Functionality
By statistically analyzing the volatility of the past N days, the assistant calculates a recommended block size for the current ticker. This value can be manually entered into the official TPO indicator on TradingView, helping users align the chart resolution with the underlying market’s price behavior.
In markets where price movement elasticity varies significantly, a fixed block size may not offer sufficient resolution. This tool solves that problem by providing an adaptive estimate—guiding users in refining TPO segmentation and supporting better structural interpretations.
Use Cases
Volatility-aware block sizing: Automatically suggests a block size that reflects current market conditions.
TPO merge/split support: Helps refine how TPOs are grouped or separated, depending on market rhythm.
SP (Significant Point) estimation aid: Provides stronger context for defining key levels within the TPO framework.
Benefits
Precision alignment with market behavior: Enhances resolution of TPO charts to better reflect real-time volatility shifts.
Minimizes trial and error: Offers a quantitative starting point for block size decisions, reducing guesswork.
Adaptive and context-sensitive: Useful in both trending and ranging markets, with no need for constant manual adjustments.
Disclaimer
This tool is intended as an analytical aid only and does not constitute financial advice. Market volatility is inherently uncertain, and this assistant should be used in conjunction with a comprehensive trading strategy.
Money Flow Pulse💸 In markets where volatility is cheap and structure is noisy, what matters most isn’t just the move — it’s the effort behind it. Money Flow Pulse (MFP) offers a compact, color-coded readout of real-time conviction by scoring volume-weighted price action on a five-tier scale. It doesn’t try to predict reversals or validate trends. Instead, it reveals the quality of the move in progress: is it fading , driving , exhausting , or hollow ?
🎨 MFP draws from the traditional Money Flow Index (MFI), a volume-enhanced momentum oscillator, but transforms it into a modular “pressure readout” that fits seamlessly into any structural overlay. Rather than oscillating between extremes with little interpretive guidance, MFP discretizes the flow into clean, color-coded regimes ranging from strong inflow (+2) to strong outflow (–2). The result is a responsive diagnostic layer that complements, rather than competes with, tools like ATR and/or On-Balance Volume.
5️⃣ MFP uses a normalized MFI value smoothed over 13 periods and classified into a 5-tier readout of Volume-Driven Conviction :
🍆 Exhaustion Inflow — usually a top or blowoff; not strength, but overdrive (+2)
🥝 Active Inflow — supportive of trend continuation (+1)
🍋 Neutral — chop, coil, or fakeouts (0)
🍑 Selling Intent — weakening structure, possible fade setups (-1)
🍆 Exhaustion Outflow — often signals forced selling or accumulation traps (-2)
🎭 These tiers are not arbitrary. Each one is tuned to reflect real capital behavior across timeframes. For instance, while +1 may support continuation, +2 often precedes exhaustion — especially on the lower timeframes. Similarly, a –1 reading during a pullback suggests sell-side pressure is building, but a shift to –2 may mean capitulation is already underway. The difference between the two can define whether a move is tradable continuation or strategic exhaustion .
🌊 The MFI ROC (Rate of Change) feature can be toggled to become a volatility-aware pulse monitor beneath the derived MFI tier. Instead of scoring direction or structure, ROC reveals how fast conviction is changing — not just where it’s headed, but how hard it's accelerating or decaying. It measures the raw Δ between the current and previous MFI values, exposing bursts of energy, fading pressure, or transitional churn .
🎢 Visually, ROC appears as a low-opacity area fill, anchored to a shared lemon-yellow zero line. When the green swell rises, buying pressure is accelerating; when the red drops, flow is actively deteriorating. A subtle bump may signal early interest — while a steep wave hints at an emotional overreaction. The ROC value itself provides numeric insight alongside the raw MFI score. A reading of +3.50 implies strong upside momentum in the flow — often supporting trend ignition. A score of –6.00 suggests rapid deceleration or full exhaustion — often preceding reversals or failed breakouts.
・ MFI shows you where the flow is
・ ROC tells you how it’s behaving
😎 This blend reveals not just structure or intent — but also urgency . And in flow-based trading, urgency often precedes outcome.
🧩 Divergence isn’t delay — it’s disagreement . One of the most revealing features of MFP is how it exposes momentum dissonance — situations where price and flow part ways. These divergences often front-run pivots , traps , or velocity stalls . Unlike RSI-style divergence, which whispers of exhaustion, MFI divergence signals a breakdown in conviction. The structure may extend — but the effort isn’t there.
・ Price ▲ MFI ▼ → Effortless Markup : Often signals distribution or a grind into liquidity. Without rising MFI, the rally lacks true flow participation — a warning of fragility.
・ Price ▼ MFI ▲ → Absorption or Early Accumulation : Price breaks down, but money keeps flowing in — a hidden bid. Watch for MFI tier shifts or ROC bursts to confirm a reversal.
🏄♂️ These moments don’t require signal overlays or setup hunting. MFP narrates the imbalance. When price breaks structure but flow does not — or vice versa — you’re not seeing trend, you’re seeing disagreement, and that's where edge begins.
💤 MFP is especially effective on intraday charts where volume dislocations matter most. On the 1H or 15m chart, it helps distinguish between breakouts with conviction versus those lacking flow. On higher timeframes, its resolution softens — it becomes more of a drift indicator than a trigger device. That’s by design: MFP prioritizes pulse, not position. It’s not the fire, it’s the heat.
📎 Use MFP in confluence with structural overlays to validate price behavior. A ribbon expansion with rising MFP is real. A compression breakout without +1 flow is "fishy". Watch how MFP behaves near key zones like anchored VWAP, MAs or accumulation pivots. When MFP rises into a +2 and fails to sustain, the reversal isn’t just technical — it’s flow-based.
🪟 MFP doesn’t speak loudly, but it never whispers without reason. It’s the pulse check before action — the breath of the move before the breakout. While it stays visually minimal on the chart, the true power is in the often overlooked Data Window, where traders can read and interpret the score in real time. Once internalized, these values give structure-aware traders a framework for conviction, continuation, or caution.
🛜 MFP doesn’t chase momentum — it confirms conviction. And in markets defined by noise, that signal isn’t just helpful — it’s foundational.
Multi Timeframe Altered Money Flow Index by CoffeeShopCryptoMoney Flow Index is a long used tool in trading markets, understanding to where money is moving and most importantly when its going there.
One of the biggest challenges was the when part. Because seeing it on your current trading chart timeframe is easy but it gets difficult if youre attempting a top-down-analysis of market structure vs price performance.
The new formula presented by @CoffeeshopCrypto is a key solution to this timeframe analysis issue. Seems like I may have solved the "glitch-In-The-Matrix".
The issue was always setting a secondary MFI on your chart and telling the system you wanted to watch the 1 hour MFI from a 5 minute chart.
To do this you need to wait for 12 candles to close on your 5 minute chart before you can get a 1hour MFI value. The move may have already happend and you may be too late. If there was only a better faster way to see the changing values of the High Timeframe Money Flow Index in real time without changing chart times and losing place......oh wait.....there is one now!
This tool allows you to tell it what timeframe you are looking at,
and what you want to compare it to.
It runs the calculation in the background automatically to give you the real time values of your High Timeframe chart setting on the chart you are looking at.
How to trade Long
When both the LFT and HTF Money flow cross above ZERO, they are both in uptrend
How to trade Short
When both the LFT and HTF Money flow cross below ZERO, they are both in downtrend
What happens when Low timeframe is inside the high timeframe:
If High timeframe MFI is below zero but the LFT MFI is above it and still below zero, you have lost your short term downtrend. The opposite is true when the high timeframe MFI is above zero.
A strong constant comparative trend is when your low timeframe MFI is leading your High timeframe MFI.
Personal Settings:
In my usage, i find it best to multiply my trading chart timeframe by 3 and use that number as my high timeframe MFI setting
This works on ANY chart time you want. For example you are not locked to the standard built TradingView chart times.
If you trade on a 7 minute timeframe, you can set your HTF to 21.
7 * 3 = 21
VolumePrice Intensity AnalyzerVolumePrice Intensity Analyzer
The VolumePrice Intensity Analyzer is a Pine Script v6 indicator designed to measure market activity intensity through the trading value (Price * Volume, scaled to millions). It helps traders identify significant volume-price interactions, track trends, and gauge momentum by combining volume analysis with trend-following tools.
Features:
Volume-Based Analysis: Calculates Price * Volume in millions to highlight market activity levels.
Trend Identification: Plots 20-day and 50-day SMAs of the trading value to smooth fluctuations and reveal sustained trends.
Relative Strength: Displays the ratio of daily Price * Volume to the long-term SMA in a separate pane, helping traders assess activity intensity relative to historical averages.
Real-Time Metrics: A table shows the current Price * Volume and its ratio to the long SMA, updated continuously with bold text formatting (v6 feature).
Alerts: Triggers notifications for high trading values (when Price * Volume exceeds 1.5x the long SMA) and SMA crossovers (short SMA crossing above long SMA).
Visual Cues: Uses dynamic bar colors (teal for bullish, gray for bearish) and background highlights to mark significant market activity.
Customizable Inputs: Adjust SMA periods, scaling factor, and alert threshold via the settings panel, with tooltips for clarity (v6 feature).
Originality:
Unlike basic volume indicators, this tool combines Price * Volume with trend analysis (SMAs), relative strength (ratio plot), and actionable alerts. The real-time table and visual highlights provide a unique, at-a-glance view of market intensity, making it a valuable addition for volume and trend-focused traders.
Calculations:
Trading Value (P*V): (Close * Volume) * Scale Factor (default scale factor of 1e-6 converts to millions).
SMAs: 20-day and 50-day Simple Moving Averages of the trading value to identify short- and long-term trends.
Ratio: Daily Price * Volume divided by the 50-day SMA, plotted in a separate pane to show relative activity strength.
Bar Colors: Teal (RGB: 0, 132, 141) for bullish bars (close > open or close > previous close), gray for bearish or neutral bars.
Background Highlight: Light yellow (hex: #ffcb3b, 81% transparency) when Price * Volume exceeds the long SMA by the alert threshold.
Plotted Elements:
Short SMA P*V (M): Red line, 20-day SMA of Price*Volume in millions.
Long SMA P*V (M): Blue line, 50-day SMA of Price*Volume in millions.
Today P*V (M): Columns, daily Price*Volume in millions (teal/gray based on price action).
Daily V*P/Longer Term Average: Purple line in a separate pane, ratio of daily Price * Volume to the 50-day SMA.
Usage:
Spot High Activity: Look for Price * Volume columns exceeding the SMAs or spikes in the ratio plot to identify significant market moves.
Confirm Trends: Use SMA crossovers (e.g., short SMA crossing above long SMA) as bullish trend signals, or vice versa for bearish trends.
Monitor Intensity: The table provides real-time Price * Volume and ratio values, while background highlights signal high activity periods.
Versatility: Suitable for stocks, forex, crypto, or any market with volume data, across various timeframes.
How to Use:
Add the indicator to your chart.
Adjust inputs (SMA periods, scale factor, alert threshold) via the settings panel to match your trading style.
Watch for alerts, check the table for real-time metrics, and observe the ratio plot for relative strength signals.
Use the background highlights and bar colors to quickly spot significant market activity and price action.
This indicator leverages Pine Script v6 features like lazy evaluation for performance and advanced text formatting for better visuals, making it a powerful tool for traders focusing on volume, trends, and momentum.
Dynamic HL VWAP+ | Current & Prev🔴 Dynamic HL VWAP+ | Current & Previous 🔴
A precision volume-weighted tool for traders who want more than just standard VWAP.
🧠 What It Does
The Dynamic HL VWAP+ is a powerful custom-built indicator that anchors Volume Weighted Average Price (VWAP) lines not from the session open, but from the highest and lowest points of dynamically detected price cycles.
Unlike traditional VWAPs, this tool recalculates its anchor points from:
🔺 The most recent swing high (Highest Price in Lookback Period)
Please note currently it's limited to the default value or lower, as any higher, and it will conflict with Pine's restriction on "memory allocation" system for this kind of effort. Will update if there is any change in that.
🔻 The most recent swing low (Lowest Price in Lookback Period)
Then it does the same for the previous cycle (before the current lookback window), allowing you to see how price is behaving relative to past and present price extremes.
⚙️ Key Features
✅ Dynamic Anchoring
Anchors VWAPs from the most recent High and Low over a user-defined lookback period (len).
✅ Multi-Cycle Context
Plots both Current and Previous high/low-anchored VWAPs for contextual analysis.
✅ VWAP from Highs and Lows Separately
You’ll see how price reacts around bullish (High VWAP) and bearish (Low VWAP) pressures—great for scalping, pullbacks, and reversion plays.
✅ Line Visibility Control
You decide which lines to show:
Current High VWAP
Current Low VWAP
Previous High VWAP
Previous Low VWAP
✅ Lightweight and Label-Free
Optimized for performance. No labels, no alerts, just clean and effective plotting.
📈 How to Use
1. Trend Confirmation
When price holds above the Low VWAP or breaks the High VWAP, it signals trend strength.
If price rejects at High VWAP or fails to hold Low VWAP, it's a potential reversal/retest zone.
2. Reversion-to-Mean Plays
Look for price moving far from the VWAP lines and then curling back.
Works great on volatile intraday moves or swing setups.
3. Compare Current vs. Previous Cycle
If current VWAPs are higher than the previous ones, it shows bullish progress.
Converging VWAPs from prior and current cycles often indicate a squeeze or decision point.
📊 Example Scenarios
Example 1 – Intraday Bounce Play:
Price drops into a prior cycle’s Low VWAP line and forms a base—an ideal area to look for long scalps.
Example 2 – Breakout Retest:
Price breaks above the Current High VWAP, then comes back to retest it. If it holds, the breakout is likely valid.
Example 3 – Reversal Setup:
Price is trending up but fails at Current High VWAP and breaks down below Current Low VWAP—watch for short signals.
🛠 Settings
Lookback Bars: Defines how far back to look for the current swing High/Low (default = 66).
VWAP Source: Use ohlc4 for a balanced average, or customize to your preference.
Visibility Toggles: Easily enable/disable each of the four VWAP lines.
🧪 Best Timeframes & Markets
Works across all timeframes
Great for futures, crypto, stocks
Especially useful on 15m–1H intraday charts and 4H–D for swings
💬 Final Thoughts
If you're tired of static VWAPs that only anchor from the open, the Dynamic HL VWAP+ gives you a more price-reactive, context-aware, and actionable VWAP structure.
Ideal for:
Day traders looking for mean-reversion plays
Swing traders targeting pullbacks
Anyone who wants smarter VWAP lines built on recent price structure
This is an educational idea and publication, past performance or what you may see on chart might not be replicable for you. Use at your own risk.
Regards
ZenAlgo - Golden VeinOverview and Motivation
This indicator combines multiple volume-weighted average price (VWAP) calculations from different timeframes and then merges them into a single composite line called “the Vein”. It begins by pulling a user-defined source (for instance, a typical price) and then anchors a VWAP on daily, weekly, monthly, quarterly, semiannual, and yearly intervals. By viewing all these timeframes together, the script captures multi-period trends in a way that stands apart from simpler, single-timeframe VWAP indicators. This comprehensive perspective is designed to offer practical benefits to those who monitor both short- and long-term VWAP behavior within a single tool.
Because it tracks many timeframes simultaneously, it can highlight instances when short-term and long-term VWAPs converge or diverge. Traders who need multi-timeframe validation may find this approach particularly helpful. Other free indicators typically restrict themselves to one or two timeframes, so the built-in multi-timeframe data in this script can save effort for those who rely heavily on VWAP analysis.
Core Inputs and Offsets
At the start, the script takes a single price input (e.g., the average of high, low, and close) and uses it to compute multiple VWAP lines. Users can also choose a distance factor (based on an ATR calculation) to control how far labels are placed from any crossover events. This distance sets how clearly the chart will display labels without overcrowding.
Beyond giving a cleaner visual, having a user-defined distance for labels means the script can adapt to any ticker’s volatility. If one trades assets with large intraday swings, the script leaves enough space for labels to remain readable. This flexibility is something that simpler free VWAP scripts might lack.
Multi-Timeframe VWAP Computations
The script calculates distinct VWAP lines: Daily, Weekly, Monthly, Quarterly (3-Month), Semiannual (6-Month), and Yearly (12-Month). Each line resets whenever it detects a new period has started, ensuring that each timeframe’s VWAP properly anchors to its own session window. This allows the indicator to track how the market perceives fair value (through VWAP) on multiple horizons, all at once.
Simultaneously checking these various intervals can offer added clarity to traders who want to compare immediate market conditions (e.g., daily) to broader contexts (e.g., quarterly or yearly). Tools that only show one or two timeframes may miss the nuances that arise when, say, daily VWAP aligns with monthly VWAP at a turning point.
Crossover Detection and Labeling
Whenever two different VWAP lines intersect, the script generates an internal crossover signal. It then draws small labels (e.g., D↑W or M↓Q) to highlight that a lower timeframe VWAP has moved above or below a higher timeframe VWAP. These labels use color-coding and an ATR-based offset to remain visible.
An additional subtle feature is how daily VWAP crossovers can optionally be displayed only on a specific weekday and hour. That allows users who only want to track daily crossovers under certain conditions (for example, a fixed point in the weekly cycle) to filter out other signals. This adaptability can be worth paying for if one needs advanced filtering—an area where simpler free VWAP cross indicators typically do not offer such granular control.
The “Golden VWAP” (Composite Calculation)
All six VWAP lines (daily, weekly, monthly, quarterly, semiannual, yearly) feed into a central average called “the Vein”. The script takes the midpoint of these six values on each bar, effectively combining short-, medium-, and long-term VWAP data into one. This composite serves as a reference line for overall market direction.
A volatility band (either a standard-deviation-based range or a user-defined percentage) wraps around this composite. The script thereby creates an upper and a lower boundary around the Golden VWAP, called “Resistance” and “Support.” Traders may interpret price moves beyond these levels as higher-probability expansions or contractions, but there is no guarantee of outcome. In choppier markets, breakouts above or below these bands might not lead to follow-through, so interpretation should always be combined with other evidence.
Simplified Market State Logic
By checking how price and the Golden VWAP behave from one bar to the next, the script tags the market state with labels like Bullish, Bearish, Super Bullish, or Super Bearish. These classifications hinge on whether the Golden VWAP is rising or falling, and whether price has crossed above or below the composite band. An optional table in the lower-left corner of the chart displays this label.
While such classification is convenient for scanning changing conditions quickly, it should be interpreted with caution. If the market is sideways or if volume patterns are erratic, the script can produce signals that do not align with real momentum. Treat these states as indications of potential bias rather than automatic buy or sell triggers.
Added Value
By gathering VWAP lines across multiple timeframes, generating alerts on all possible combinations of crossovers, and overlaying a composite VWAP with adjustable volatility bands, this script goes beyond typical single-timeframe VWAP indicators. It aims to let users track short-term shifts (e.g., daily crossing weekly) in the context of longer-term trends (e.g., yearly). This granularity and automation can reduce the need for multiple charts or manual recalculations of different VWAP windows.
Why It Can Be Worth Paying For
The capability to simultaneously anchor VWAP to multiple timeframes, detect crossovers, filter out daily signals by weekday/hour, and visualize a composite “Vein” with adjustable ranges represents a comprehensive feature set that free scripts often do not bundle together. For those who rely on multi-timeframe VWAP analysis, the time saved and clarity gained may justify a paid solution.
Interpreting Values
Crossover labels: Identify points where one timeframe’s VWAP moves above or below another. The direction (up or down) suggests potential momentum shifts.
Golden VWAP line: Treat it as the average “fair value” across all anchored periods. Large price moves above or below this line’s surrounding band might signal increased directional conviction—or false breakouts if volume is deceptive.
Market states: Use the Bullish/Super Bullish/Bearish/Super Bearish labels to gauge how price interacts with the composite’s slope and band.
How to Use It Best
Combine these signals with other risk-management methods.
Monitor multiple crossovers in tandem: for example, daily crossing weekly plus monthly crossing quarterly may offer stronger confluence.
Use the optional daily-label toggle to stay focused on selected higher-confidence signals if you find too many crossovers distracting.
Remember that every alert or label should be evaluated in broader market context and your own trading strategy.
Potential Shortcomings
As with any technical study, VWAP lines and crossovers are not foolproof predictors. The script can be less reliable in low-volume or fast-moving conditions. Large price shocks can cause abrupt changes that do not fit the typical patterns this indicator looks for.
In short, this script’s distinct advantage is showing multiple anchored VWAPs and a composite perspective in one place, offering fine control of alerts and appearance settings. Those who benefit most are chartists who want deeper VWAP insights across various timescales without juggling multiple separate indicators. However, like any technical tool, it should be understood as an aid rather than a guarantee of outcomes.
MissedPrice[KiomarsRakei]█ Overview:
The MissedPrice script identifies price zones based on significant Open Interest shifts (including gaps) aligned with price movements. When sudden market positioning changes occur, the script pinpoints target zones where price is believed to return. Each signal directs you toward these opportunity zones with supporting metrics like Notional Value, Volume Ratio, and Funding Rate timing to help qualify the signals.
█ Core Concept:
Markets frequently "miss" critical price levels during rapid movements. These missed zones occur when:
Orders are revoked during sudden price shifts
Exchanges fail to execute at intended prices
TP/SL orders miss exact execution points
Institutional orders create supply/demand imbalances
Market structure shifts bypass key levels
Liquidity voids form from positioning changes
These missed price zones create natural targets that price tends to revisit. The MissedPrice indicator identifies these zones by analyzing the relationship between Open Interest, Price, and Volume.
█ Closer look at target zones:
Target zones are calculated using the open price where significant OI shifts occur, with zone width adjusted based on the High-Low ratio and ATR to adapt to current volatility. If a zone is touched once after a signal is generated, it is no longer valid. This can be understood as the missing positions and volume having now entered the market.
Each zone's Notional Value (NV) - calculated as OI change multiplied by price - measures the financial impact of the positioning shift. Higher NV indicates more significant market activity and greater liquidity, making price more likely to return to that area. Users can adjust NV ratio thresholds in the inputs to filter signal quality.
█ Features:
Statistical Dashboard: Real-time statistics table showing performance metrics for signals
Funding Rate Visualization: Vertical lines indicate funding rate times to help correlate signals with these significant market events
Alert Capability: Set up alerts for new signals to never miss a trading opportunity
Dynamic Entry Lines: Draws adjustable entry and target level lines to facilitate precise trade execution and measurement, customizable via inputs
█ Closer Look at Statistics Table:
Signal Count: Total numbers of signals generated and total candles included (limited by TradingView's OI historical data)
Win Rate: can be interpreted as the hit rate of target zones. Whenever price reaches the zone, it is calculated as a win, regardless of how far price may have moved in the opposite direction beforehand. This metric measures the script's accuracy in identifying price zones that eventually get revisited.
Total Profit: Calculates possible profit from first entry to target of hit signals - an estimate since humans can't take all signals and might have better entries or average down. By default is turned off can be turned on in the input menu.
Bad Signals: Signals taking too long to complete or moving much further from target
Bad but Hit: Bad signals that eventually hit the target despite early challenges
As you can see in the chart, there are zones that price does not return to touch. There is no guarantee that every identified zone will be reached, which is why the script provides additional qualification metrics to help assess signal probability.
Due to limitations of Open Interest data, you can only use this script on crypto pairs that have Open Interest data available on TradingView. While the script works on any timeframe, it performs best on timeframes less than daily.
█ Best Practices:
Use it in bar replay mode to master the strategy
Try different risk management systems based on how far price goes from the target and your creativity
Use the volume ratio and funding time data to further qualify signals
Notional Value plays a key role
Pivot Levels with EMA Trend📌 Trend Change Levels with EMA Trend
✨ Description:
This TradingView script identifies clean trend change levels based on 1-hour structure shifts and filters them to keep only those not invalidated. It follows the "Jake Ricci" method, each level is printed at the beginning of the candle that changes the trend, on a 1 hour chart. For precision, make sure to exclude after/pre market and only use the levels on regular hours charts.
It includes dynamic EMAs (9, 50, 200), intraday VWAP, the daily open level printed, and a visual trend label based on EMA(9) slope.
Designed for intermediate traders, it helps build bias, manage entries, and avoid false setups by focusing on clean, reactive levels that the market respects.
🔧 Core Logic:
On the 1H chart, the script compares current and previous closes to detect trend direction. If the trend flips (e.g., up to down), the open of the candle that caused the flip becomes a candidate level.
Only levels that remain untouched by future candle closes are plotted — this filters out “weak” levels that price already violated (which means, a candle closes after passing through the level).
These levels become key S/R zones and often act as reaction points during pullbacks, traps, and liquidity sweeps.
The idea is to check how the price reacts to those levels. Usually there's a clean retest of the level. After that, if the price continues in that direction, it tends to reach the following level.
🔹 Included Tools:
🟣 Trend Change Levels (1H):
Fixed horizontal lines based on confirmed shifts in trend, shown only when not broken.
📉 EMAs (9 / 50 / 200):
Visibility can be set per timeframe. Use for trend context.
📍 EMA Trend Label:
Shows \"UP\", \"DOWN\", or \"RANGE\" based on EMA(9) slope.
🔵 VWAP (Intraday Reset):
Real-time volume-weighted average price that resets daily. Useful for fair value zones and reversion plays.
🟠 Daily Open Line:
Plot of the current day’s open. Used for intraday directional bias. Usually: DO NOT take longs below the Open Print, DO NOT take shorts above it.
📊 ATR Table:
Displays current ATR multiplier on the chart. It's useful to understand if the market is expanding or not.
📈 How to Use It (Strategy):
1. Start on the 1H chart to generate levels.
Only the open of candles that reversed trend are considered — and only if future candles didn’t close through them. I suggest manually adding horizontal lines to mark again the levels, so that they stick to all the timeframes.
2. Use the trend label to decide your bias — \"UP\" for long setups, \"DOWN\" for shorts. Avoid trading against the slope.
3. Switch to the 5m chart and wait for price to approach a plotted level. These are often used for manipulation, retests, or clean reversals.
4. Look for confirmation: rejection candles, break-and-retest, strong engulfing candles, or traps above/below the level. ALWAYS check the price action around the level, along with the volume.
5. Check if VWAP or an EMA is near the level. If yes, the confluence strengthens the trade idea.
6. Use the ATR value to understand if the market is expanding (candles are bigger than the ATR). You don't want to stay in a slow and ranging trade.
✅ Example Entry Flow:
1. On the 1H chart, note a trend change level printed recently.
2. Check the current trend label — if it says \"UP,\" prefer longs.
3. Wait for price to retrace toward the level.
4. On the 5m, look for a bullish engulfing candle or trap setup at the level.
5. Check if VWAP and EMA(50) are near. If yes, execute the trade.
6. Set stop just under the low of the candle prior to your entry. Ideally, a retracing candle.
To be clear: imaging to be LONG, you wait for a retracement that should touch your level. You wait for a candle that resumes the LONG trend, enter when it breaks the high of the previous candle (sill in retracement), you place your stop under the candle prior to your entry.
Notes:
No repainting — levels only show up after confirmed shifts.
Removes broken levels for chart clarity and reliability.
Helps spot high-probability pullback zones and fakeouts.
Perfect confluence tool to support price action, SMC, or EMA strategies.
Works across multiple timeframes with customizable inputs.
👤 Ideal For:
Intraday traders looking for reactive entry points and direction confirmation.
Swing traders wanting to pinpoint continuation zones or reversal pivots.
🚨 Final Note: This indicator doesn’t generate buy/sell signals. It improves your trade filtering by identifying areas the market already respected and reacting to them with price action. Combine it with your own system , test it in replay, and use screenshots to document setups.
📌 If used with discipline, this becomes a precision tool — not a signal generator.
VWAP + EMA Retracement Indicator SwiftEdgeVWAP + EMA Retracement Indicator
Overview
The VWAP + EMA Retracement Indicator is a powerful and visually engaging tool designed to help traders identify high-probability buy and sell opportunities in trending markets. By combining the Volume Weighted Average Price (VWAP) with two Exponential Moving Averages (EMAs) and a unique retracement-based signal logic, this indicator pinpoints moments when the price pulls back to a key zone before resuming its trend. Its modern, AI-inspired visuals and customizable features make it both intuitive and adaptable for traders of all levels.
What It Does
This indicator generates buy and sell signals based on a sophisticated yet straightforward strategy:
Buy Signals: Triggered when the price is above VWAP, has recently retraced to the zone between two EMAs (default 12 and 21 periods), and a strong bullish candle closes above both EMAs.
Sell Signals: Triggered when the price is below VWAP, has retraced to the EMA zone, and a strong bearish candle closes below both EMAs.
Signal Filtering: A customizable cooldown period ensures that only the first signal in a sequence is shown, reducing noise while preserving opportunities for new trends.
Confidence Scores: Each signal includes an AI-inspired confidence score (0-100%), calculated from candle strength and price distance to VWAP, helping traders gauge signal reliability.
The indicator’s visuals enhance decision-making with dynamic gradient lines, a highlighted retracement zone, and clear signal labels, all customizable to suit your preferences.
How It Works
The indicator integrates several components that work together to create a cohesive trading tool:
VWAP: Acts as a dynamic support/resistance level, reflecting the average price weighted by volume. It filters signals to ensure buys occur in uptrends (price above VWAP) and sells in downtrends (price below VWAP).
Dual EMAs: Two EMAs (default 12 and 21 periods) define a retracement zone where the price is likely to consolidate before continuing its trend. Signals are generated only after the price exits this zone with conviction.
Retracement Logic: The indicator looks for price pullbacks to the EMA zone within a user-defined lookback window (default 5 candles), ensuring signals align with trend continuation patterns.
Candle Strength: Signals require strong candles (bullish for buys, bearish for sells) with a minimum body size based on the Average True Range (ATR), filtering out weak or indecisive moves.
Cooldown Mechanism: A unique feature that prevents signal clutter by allowing only the first signal within a user-defined period (default 3 candles), balancing responsiveness with clarity.
Confidence Score: Combines candle body size and price distance to VWAP to assign a score, giving traders an at-a-glance measure of signal strength without needing external analysis.
These components are carefully combined to capture high-probability setups while minimizing false signals, making the indicator suitable for both short-term and swing trading.
How to Use It
Add to Chart: Apply the indicator to a 15-minute chart (recommended) or your preferred timeframe.
Customize Settings:
VWAP Source: Choose the price source (default: hlc3).
EMA Periods: Adjust the fast and slow EMA periods (default: 12 and 21).
Retracement Window: Set how many candles to look back for retracement (default: 5).
ATR Period & Body Size: Define candle strength requirements (default: 14 ATR period, 0.3 multiplier).
Cooldown Period: Control the minimum candles between signals (default: 3; set to 0 to disable).
Candle Requirements: Toggle whether signals require bullish/bearish candles or entire candle above/below EMAs.
Visuals: Enable/disable gradient colors, retracement zone, confidence scores, and choose a color scheme (Neon, Light, or Dark).
Interpret Signals:
Buy: A green "Buy" label with a confidence score appears below the candle when conditions are met.
Sell: A red "Sell" label with a confidence score appears above the candle.
Use the confidence score to prioritize higher-probability signals (e.g., above 80%).
Trade Management: Combine signals with your risk management strategy, such as setting stop-loss below the retracement zone and targeting a 1:2 risk-reward ratio.
Why It’s Unique
The VWAP + EMA Retracement Indicator stands out due to its thoughtful integration of classic indicators with modern enhancements:
Balanced Signal Filtering: The cooldown mechanism ensures clarity without missing key opportunities, unlike many indicators that overwhelm with frequent signals.
AI-Inspired Confidence: The confidence score simplifies decision-making by quantifying signal strength, mimicking advanced analytical tools in an accessible way.
Elegant Visuals: Dynamic gradients, a highlighted retracement zone, and customizable color schemes (Neon, Light, Dark) create a sleek, futuristic interface that’s both functional and visually appealing.
Flexibility: Extensive customization options let traders tailor the indicator to their style, from conservative swing trading to aggressive scalping.
Volume Pulse: Mobile-Optimized Candle Volume Viewer✨ Description ✨
Sleek. Simple. Sexy.
A modern, minimal volume tracker designed for mobile and desktop users who want clean data without clutter.
✅ Displays the volume of the last N candles with intuitive green/red background colors based on candle direction (bullish/bearish).
✅ Automatically converts numbers into K/M/B format for quick understanding.
✅ Comes with a text size setting, so it's fully readable whether you're on a phone or desktop.
Perfect for traders who want to:
Spot volume spikes at a glance
Quickly compare recent candle volumes
Stay mobile-friendly with a visual style that actually fits
Px & Vol Up/Dn Ratio with MAPx & Vol Up/Down Ratio with Moving Average
This custom indicator calculates the Price Up/Down Ratio and Volume Up/Down Ratio over a user-defined lookback period. It provides a unique perspective on market strength by comparing the magnitude of gains vs. losses (in both price and volume) — helping traders gauge the underlying momentum and accumulation/distribution behavior.
🔍 Core Features:
Price Ratio: Total positive price change divided by the absolute value of total negative price change.
Volume Ratio: Total volume on up days divided by total volume on down days.
Moving Average Overlay: Smooth each ratio with your choice of moving average — SMA, EMA, or WMA.
Customizable lookback period and moving average length for flexible analysis.
🧭 Use Case:
A rising Price Ratio above 1 indicates stronger positive price action than negative.
A rising Volume Ratio above 1 suggests increased participation on up moves — a sign of accumulation.
Divergences between Price and Volume ratios can provide early clues on trend reversals or weakening momentum.
🧱 Visual Aids:
Includes six key horizontal reference lines at levels: 0.5, 0.75, 1, 1.25, 1.5, 2 to benchmark current ratio strength.
Color-coded plots for clarity:
Blue for Price Ratio
Green for Volume Ratio
Dskyz (DAFE) Aurora Divergence - Dskyz (DAFE) Aurora Divergence Indicator
Advanced Divergence Detection for Traders. Unleash the power of divergence trading with this cutting-edge indicator that combines price and volume analysis to spot high-probability reversal signals.
🧠 What Is It?
The Dskyz (DAFE) Aurora Divergence Indicator is designed to identify bullish and bearish divergences between the price trend and the On Balance Volume (OBV) trend. Divergence occurs when the price of an asset and a technical indicator (in this case, OBV) move in opposite directions, signaling a potential reversal. This indicator uses linear regression slopes to calculate the trends of both price and OBV over a specified lookback period, detecting when these two metrics are diverging. When a divergence is detected, it highlights potential reversal points with visually striking aurora bands, orbs, and labels, making it easy for traders to spot key signals.
⚙️ Inputs & How to Use Them
The indicator is highly customizable, with inputs grouped under "⚡ DAFE Aurora Settings" for clarity. Here’s how each input works:
Lookback Period: Determines how many bars are used to calculate the price and OBV slopes. Higher values detect longer-term trends (e.g., 20 for 1H charts), while lower values are more responsive to short-term movements.
Price Slope Threshold: Sets the minimum slope value for the price to be considered in an uptrend or downtrend. A value of 0 allows all slopes to be considered, while higher values filter for stronger trends.
OBV Slope Threshold: Similar to the price slope threshold but for OBV. Helps filter out weak volume trends.
Aurora Band Width: Adjusts the width of the visual bands that highlight divergence areas. Wider bands make the indicator more visible but may clutter the chart.
Divergence Sensitivity: Scales the strength of the divergence signals. Higher values make the indicator more sensitive to smaller divergences.
Minimum Strength: Filters out weak signals by only showing divergences above this strength level. A default of 0.3 is recommended for beginners.
Signal Cooldown (Bars): Prevents multiple signals from appearing too close together. Default is 5 bars, reducing chart clutter and helping traders focus on significant signals.
These inputs allow traders to fine-tune the indicator to match their trading style and timeframe.
🚀 What Makes It Unique?
This indicator stands out with its innovative features:
Price-Volume Divergence: Combines price trend (slope) and OBV trend for more reliable signals than price-only divergences.
Aurora Bands: Dynamic visual bands that highlight divergence zones, making it easier to spot potential reversals at a glance.
Interactive Dashboard: Displays real-time information on trend direction, volume flow, signal type, strength, and recommended actions (e.g., "Consider Buying" or "Consider Selling").
Signal Cooldown: Ensures only the most significant divergences are shown, reducing noise and improving usability.
Alerts: Built-in alerts for both bullish and bearish divergences, allowing traders to stay informed even when not actively monitoring the chart.
Beginner Guide: Explains the indicator’s visuals (e.g., aqua orbs for bullish signals, fuchsia orbs for bearish signals), making it accessible for new users.
🎯 Why It Works
The indicator’s effectiveness lies in its use of price-volume divergence, a well-established concept in technical analysis. When the price trend and OBV trend diverge, it often signals a potential reversal because the underlying volume support (or lack thereof) is not aligning with the price action. For example:
Bullish Divergence: Occurs when the price is making lower lows, but the OBV is making higher lows, indicating weakening selling pressure and potential upward reversal.
Bearish Divergence: Occurs when the price is making higher highs, but the OBV is making lower highs, suggesting weakening buying pressure and potential downward reversal.
The use of linear regression ensures smooth and accurate trend calculations over the specified lookback period. The divergence strength is then normalized and filtered based on user-defined thresholds, ensuring only high-quality signals are displayed. Additionally, the cooldown period prevents signal overload, allowing traders to focus on the most significant opportunities.
🧬 Indicator Recommendation
Best For: Traders looking to identify potential trend reversals in any market, especially those where volume data is reliable (e.g., stocks, futures, forex).
Timeframes: Suitable for all timeframes. Adjust the lookback period accordingly—smaller values for shorter timeframes (e.g., 1H), larger for longer ones (e.g., 4H or daily).
Pair With: Support and resistance levels, trend lines, other oscillators (e.g., RSI, MACD) for confirmation, and volume profile tools for deeper analysis.
Tips:
Look for divergences at key support/resistance levels for higher-probability setups.
Pay attention to signal strength; higher strength divergences are often more reliable.
Use the dashboard to quickly assess market conditions before entering a trade.
Set up alerts to catch divergences even when not actively watching the chart.
🧾 Credit & Acknowledgement
This indicator builds upon the classic concept of price-volume divergence, enhancing it with modern visualization techniques, advanced filtering, and user-friendly features. It is designed to provide traders with a powerful yet intuitive tool for spotting reversals.
📌 Final Thoughts
The Dskyz (DAFE) Aurora Divergence Indicator is more than just a divergence tool; it’s a comprehensive trading assistant that combines advanced calculations, intuitive visualizations, and actionable insights. Whether you’re a seasoned trader or just starting out, this indicator can help you spot high-probability reversal points with confidence.
Use it with discipline. Use it with clarity. Trade smarter.
**I will continue to release incredible strategies and indicators until I turn this into a brand or until someone offers me a contract.
-Dskyz
Cumulative Ease of MovementThis indicator visualizes Cumulative Ease of Movement (EOM) to assess the efficiency of price movement relative to volume and volatility. Instead of analysing individual bars, this tool accumulates EOM values over time, helping you identify persistent buying or selling pressure.
The original Ease of Movement created by Richard Arms is an oscillator:
EOM = ((Midpoint Move) / Box Ratio)
Midpoint Move = ((High + Low)/2) - ((High + Low )/2)
Box Ratio = Volume / (High - Low)
this indicator simply accumulates those values over time.
It incorporates a full Guppy Multiple Moving Average (GMMA) framework applied to the cumulative EOM curve, highlighting trend strength, transition zones, and slow/fast compression. Optional bar colouring and candle overlays reflect EOM direction and allow visual clarity during trending or congested conditions.
To facilitate the interpretation of the cumulative EOM, the GMMA and the Heikin Ashi smooths the signals, but the EOM itself is not smoothed.
Features
- Cumulative EOM plot (toggleable)
- GMMA overlays: short, medium, long-term
- Optional bar colouring based on EOM trend
- Heikin Ashi-style smoothing option
- EOM rendered as candle plot for momentum interpretation
Use Cases
- Identify trend strength and consistency through EOM slope + GMMA expansion
- Spot absorption and exhaustion zones when price pushes but cumulative EOM diverges
- Detect transitions when GMMA layers begin to compress and flip
- Validate breakout efficiency with strong EOM continuation
The Cumulative Ease of Movement (EOM) is designed to help traders follow the path of least resistance in the market by tracking whether price is moving efficiently with or against volume over time.
Rather than focusing on isolated bar-by-bar effort, it accumulates directional bias, allowing you to see whether buying or selling pressure is sustained and aligned with ease — or whether market moves are inefficient and likely to fade.
If you do not wish to use candles, or heikin ashi, you can enable the Cumulative EOM line and disable the candles.
Volume Flow RatioVolume Flow Ratio (VFR) Indicator
Overview
The Volume Flow Ratio (VFR) is a sophisticated volume analysis tool that measures current trading volume relative to the maximum volume of the previous period. Unlike traditional volume indicators that show raw volume or simple moving averages, VFR provides context by comparing current activity to recent maximum activity levels.
Core Features
1. Split Period Analysis
- Multiple Timeframe Options:
- Daily: Compares to previous day's maximum
- Weekly: Week-to-week comparison
- NYSE Weekly: Specialized for stock market trading (Monday-Friday only)
- Monthly: Month-to-month analysis
- Quarterly: Quarter-to-quarter perspective
- Yearly: Year-over-year volume comparison
2. Ratio-Based Measurement
- Displays volume as a ratio (0 to 1+) rather than raw numbers
- 1.0 represents volume equal to previous period's maximum
- Example: If previous max was 50,000 contracts:
- Current volume of 25,000 shows as 0.5
- Current volume of 75,000 shows as 1.5
3. Triple Coloring Modes
- Moving Average Based:
- Compares current ratio to its moving average
- Customizable MA period
- Green: Above MA (higher than average activity)
- Red: Below MA (lower than average activity)
- Previous Candle Comparison:
- Simple increase/decrease from previous bar
- Green: Higher than previous bar
- Red: Lower than previous bar
- Candle Color Based:
- Syncs with price action
- Green: Bullish candles (close > open)
- Red: Bearish candles (close < open)
Primary Use Cases
1. Volume Profile Analysis
- Perfect for traders who need to understand when markets are most active
- Helps identify unusual volume spikes relative to recent history
- Useful for timing entries and exits based on market participation
2. Market Activity Traders
Ideal for traders who:
- Need to identify high-liquidity periods
- Want to avoid low-volume periods
- Look for volume breakouts or divergences
- Trade based on institutional participation levels
3. Mean Reversion Traders
Helps identify:
- Overextended volume conditions (potential reversals)
- Volume exhaustion points
- Return to normal volume levels after spikes
4. Momentum Traders
Useful for:
- Confirming trend strength through volume
- Identifying potential trend exhaustion
- Validating breakouts with volume confirmation
Advantages Over Traditional Volume Indicators
1. Contextual Analysis
- Shows relative strength rather than raw numbers
- Easier to compare across different time periods
- Automatically adjusts to changing market conditions
2. Period-Specific Insights
- Respects natural market cycles (daily, weekly, monthly)
- Special handling for NYSE trading days
- Eliminates weekend noise in stock market analysis
3. Flexible Visualization
- Three distinct coloring methods for different trading styles
- Clear reference line at 1.0 for quick analysis
- Histogram style for easy pattern recognition
Best Practices
For Day Traders
- Use Daily split for intraday volume patterns
- MA coloring mode with shorter periods (5-10)
- Focus on ratios during market hours
For Swing Traders
- Weekly or NYSE Weekly splits
- Longer MA periods (15-20)
- Look for sustained volume patterns
For Position Traders
- Monthly or Quarterly splits
- Candle color mode for trend confirmation
- Focus on major volume shifts
Limitations
- Requires one full period to establish baseline
- May be less effective in extremely low volume conditions
- NYSE Weekly mode specific to stock market hours
This indicator is particularly valuable for traders who understand that volume is a crucial component of price action but need a more sophisticated way to analyze it than simple volume bars. It's especially useful for those who trade based on market participation levels and need to quickly identify whether current volume is significant relative to recent history.
VWAP Separation Oscillator V5 (No Arrows)Okay, here is a draft description you can adapt for your TradingView publication. It starts from the basics and explains the concepts behind the indicator and how to interpret its visual elements.
VWAP Separation Oscillator
Summary
This indicator provides a normalized view of how far the current price has deviated from its Volume-Weighted Average Price (VWAP), helping traders identify potentially overbought or oversold conditions relative to recent VWAP dynamics. It calculates the price separation from VWAP and expresses it in terms of standard deviations (a Z-score), making it easier to gauge the statistical significance of the deviation.
Core Concepts Explained
What is VWAP?
VWAP stands for Volume-Weighted Average Price. It's a trading benchmark calculated by taking the total dollar value traded for every transaction (price multiplied by volume) and dividing it by the total shares traded for the day (or other chosen period).
Unlike a simple moving average, VWAP gives more weight to price levels where more volume occurred. Many institutional traders use it as a reference point for execution quality.
This indicator allows you to choose the "Anchor Period" (Session, Week, Month, etc.) which determines when the VWAP calculation resets.
What is VWAP Separation?
P
rice doesn't always stay at the VWAP; it naturally fluctuates above and below it.
"VWAP Separation" is simply the difference between the current price (Source) and the calculated VWAP value (Separation = Price - VWAP). A positive separation means the price is above VWAP; negative means below.
How Standard Deviation is Used:
While knowing the separation is useful, its significance can vary wildly between different stocks or market conditions. A $1 separation might be huge for one stock but tiny for another.
Standard Deviation is a statistical measure of how spread out data points are from their average. In this indicator, we calculate the standard deviation of the VWAP Separation over a specified Lookback Length. This tells us how volatile or dispersed the separation has been recently.
The Oscillator Line (Z-Score):
The main purple (or Green/Red) line plotted by this indicator is the Z-score of the VWAP Separation.
Formula conceptually: Oscillator Value = (Current Separation - Average Separation) / Standard Deviation of Separation
Interpretation: It tells you how many standard deviations the current separation is away from the average separation over the lookback period.
A value of +2.0 means the current separation is 2 standard deviations higher (more extended to the upside) than the average separation.
A value of -1.5 means the current separation is 1.5 standard deviations lower (more extended to the downside) than the average separation.
This normalization makes it easier to compare readings across different assets or timeframes and to define consistent thresholds for "extreme" deviations.
Visual Elements Explained
Oscillator Line: The primary line showing the Z-score value (explained above). Can optionally be colored Green/Red based on its slope (rising/falling).
Overbought Line (Solid Red): A user-defined level (default: 2.0). When the oscillator moves above this line, it suggests the price deviation above VWAP is statistically significant compared to recent history.
Oversold Line (Solid Green): A user-defined level (default: -2.0). When the oscillator moves below this line, it suggests the price deviation below VWAP is statistically significant compared to recent history.
Overbought/Oversold Zone Fills (Transparent Red/Green): These shaded areas appear only when the oscillator line enters the respective Overbought or Oversold territory (defined by the OB/OS Lines), visually highlighting these periods.
Zero Line (Dotted Gray): Represents the point where the current VWAP separation is exactly equal to the average VWAP separation over the lookback period. Crossings indicate shifts relative to this mean.
Zero Cross Markers (Orange 'X'): Small 'x' marks plotted directly on the oscillator line whenever it crosses the Zero Line, pinpointing these moments.
Potential Usage / Interpretation
Identifying Extremes: High positive values (above OB Level) or low negative values (below OS Level) can suggest the price move relative to VWAP might be over-extended and potentially due for a pause or pullback. Look for the oscillator turning back from these extremes.
Spotting Divergences: Look for discrepancies between price action and the oscillator.
Bearish Divergence: Price makes a new high, but the oscillator makes a lower high (often in the OB zone). Suggests weakening upside momentum relative to VWAP dynamics.
Bullish Divergence: Price makes a new low, but the oscillator makes a higher low (often in the OS zone). Suggests weakening downside momentum relative to VWAP dynamics.
Context is Key: This oscillator measures deviation from a specific benchmark (VWAP). Its interpretation should always be done within the context of the overall market trend, price structure (support/resistance), volume analysis, and potentially other confirming indicators.
Disclaimer: This indicator is a tool for analysis, not a standalone trading system. It does not provide financial advice. Always use risk management.
Settings Overview
Anchor Period: Determines how often the VWAP calculation resets (Session, Week, Month, etc.).
Source: The price data used for the separation calculation (default: hlc3).
Lookback Length: The number of bars used to calculate the average and standard deviation of the separation, influencing the oscillator's responsiveness.
Overbought/Oversold Levels: User-defined thresholds for identifying extreme Z-score values.
Color Oscillator Line: Option to color the oscillator line based on whether it's rising or falling.
