Get started

Volume

Prev Value Area & POC Multi PeriodMulti-Period Previous Value Area & POC Overview This indicator is a powerful tool for traders who utilize Volume Profile and Market Profile concepts in their daily routine. It automatically calculates and projects the Value Area High (VAH), Value Area Low (VAL), and Point of Control (POC) from previous periods (Daily, Weekly, and Monthly) onto your current chart. Unlike basic pivot indicators, this script uses Lower Timeframe (LTF) data to reconstruct the volume distribution of the past periods, ensuring a professional level of accuracy. Key Features Multi-Timeframe Integration: Overlay Daily, Weekly, and Monthly Value Areas simultaneously to identify "confluence zones" where different timeframes align. High-Precision Calculation: Uses request.security_lower_tf to analyze price distribution at a granular level (e.g., using 1-minute data for Daily VA calculation). Optimized for Different Assets: Includes a Tick Multiplier setting to adapt the calculation to different instruments. Example: Set to 4 for NQ (Nasdaq Futures) or 1 for QQQ/SPY. Historical Memory Management: You can decide exactly how many past periods to keep on the chart (e.g., last 5 days, last 4 weeks) to maintain a clean and lag-free workspace. Full Visual Customization: Change colors, transparency, and line styles (Solid, Dashed, Dotted) to match your personal chart theme. Technical Breakdown Value Area (VA): Highlights the price range where a specific percentage (default 70%) of the volume took place. This represents "fair value" for the previous period. Point of Control (POC): The price level with the highest volume concentration. It often acts as a significant magnet or support/resistance level in the current session. Dynamic Projection: The boxes and lines automatically extend to the current bar, allowing you to see exactly how current price action reacts to historical value levels. How to Use Mean Reversion: Look for price returning to the previous POC or VAL/VAH levels after a breakout. Trend Confirmation: If the price opens and stays above the previous Day's VAH, it indicates a bullish sentiment. Confluence: When a Weekly POC aligns with a Daily VAH, that level becomes a high-probability area for a reaction. Settings Tip: For the best results, ensure the "Calculation TF" is lower than the chart timeframe (e.g., if you are on a 15m chart, use 1m or 5m for the Daily calculation).
Pine Script® indicator
by pitgian
PVSRA Volume TrendThe PVSRA Volume Trend indicator combines PVSRA (Price Volume Spread Range Analysis) volume classification with a dual-MA volume trend system. Each bar is classified into tiers by its relative volume, while two smoothed moving averages (fast and slow) applied to volume reveal whether overall market participation is increasing or declining — similar to how dual-MA crossover systems work on price, but applied to volume. When the volume trend is enabled, normal (non-vector) bars adopt a lightened shade of the current trend direction color, so even bars with unremarkable volume communicate whether participation is rising or falling. This integration of PVSRA classification with volume trend direction in a single indicator provides both spike detection and trend context without requiring a separate trend tool. █ USAGE Volume Classification (PVSRA) Each bar is classified into one of four categories based on how its volume compares to the rolling average: • Extreme (Climax): Volume exceeds 500% of the average. These bars often indicate institutional activity or significant market events. Colored distinctly (default: yellow) for immediate visibility. • Peak (Above Average): Volume exceeds 200% of the average, OR the product of candle spread × volume is the highest in the lookback period. Notable activity that may signal the beginning of a larger move. • Rising: Volume exceeds 150% of the average. Above-normal activity worth monitoring. • Normal: Volume within the expected range. When Volume Trend is enabled, normal bars are colored with a lightened version of the current trend color (bull or bear). When disabled, they use a neutral gray. Volume Trend (Dual MA) Two moving averages are calculated on volume: a fast SMMA (default: 50 periods) and a slow SMMA (default: 100 periods), each smoothed with an additional EMA(10) pass. When the fast MA is above the slow MA, volume is trending up — market participation and interest are increasing. When below, volume is trending down. A colored ribbon fill between the two lines makes the trend direction immediately visible. The volume trend provides context that PVSRA classification alone does not: a 200% volume spike during an overall rising volume trend has different implications than the same spike during declining participation. By displaying both layers simultaneously, the indicator answers two questions at once — "Is this bar significant?" (PVSRA classification) and "Is overall participation increasing or decreasing?" (volume trend). Volume Moving Average An optional single moving average line (default: 20 periods) can be displayed as a reference level. This provides a simple visual baseline for judging whether current volume is above or below its recent average. Candle Coloring When enabled, chart candles are colored according to their volume classification tier. Vector candles (150%+) use their tier color regardless of trend. Normal candles adopt the lightened trend color when Volume Trend is active, providing directional context on every bar. Binance PERP Volume Override For crypto symbols, the indicator can automatically pull volume data from the Binance perpetual contract instead of the current chart's exchange. This is useful when analyzing spot charts but wanting the more active futures volume data, or for normalizing volume across exchanges. If the Binance perp ticker is unavailable, it falls back to the chart's native volume data automatically. Alerts Built-in alert conditions include: • Volume Trend direction changes (turned up / turned down) • Any vector candle (150%+) • Tier-specific alerts: Extreme (500%), Peak (200%), Rising (150%) • Directional tier alerts: Bullish or bearish variants for each tier █ DETAILS PVSRA Classification Volume is compared against a Simple Moving Average over the configurable lookback period (default: 20 bars). The ratio of current volume to average volume determines the tier. The Peak (200%) tier has a dual condition: it triggers either when volume exceeds 200% of the average OR when the product of candle spread (high − low) × volume exceeds the highest such product in the lookback period. This spread×volume condition captures high-impact bars where a wide spread consumed significant volume, even if raw volume alone didn't reach 200%. Volume Trend Calculation Each MA uses a two-stage smoothing pipeline: 1 — A Smoothed Moving Average (SMMA) is calculated recursively: SMMA = (prev_SMMA × (length − 1) + source) / length 2 — An EMA with a fixed period of 10 is applied to the SMMA output This SMMA+EMA combination produces a smoother line than either method alone, reducing whipsaws in the trend signal while remaining responsive to genuine shifts in volume participation. The fast MA (default: 50) responds more quickly to volume changes; the slow MA (default: 100) establishes the baseline. The crossover determines trend direction. Trend-Integrated Normal Bar Coloring When Volume Trend is enabled, normal (non-vector) volume bars use a lightened version of the current trend color. The lightening is computed by blending each RGB channel 60% toward white: lightened_channel = channel + (255 − channel) × 0.6. This produces a pastel variant that is visually distinct from vector candle colors while still communicating the prevailing volume direction. Binance PERP Override The perpetual ticker is constructed as "BINANCE:" + basecurrency + quotecurrency + ".P". Volume, high, low, close, and open are all fetched from this ticker via request.security(). If the security call returns na (ticker unavailable), all values fall back to the chart's native data, ensuring the indicator never displays blank output. █ SETTINGS Instrument Override • Use Binance PERP Volume: Automatically fetch volume from the equivalent Binance perpetual contract (crypto only). • Force Override Symbol: Manually specify any ticker for volume data. Candle Colours • Set PVSRA candle colours on chart: Color chart candles by volume tier. • 500% / 200% / 150% / Normal Colors: Customizable bull and bear colors for each tier. Volume Moving Average • Show Volume MA: Toggle the single MA reference line. • MA Length: Period for the volume moving average (default: 20). • MA Color / Line Width: Visual customization. Volume Trend • Show Volume Trend: Toggle the dual-MA trend system and ribbon fill. • Fast MA Length: Period for the fast SMMA (default: 50). • Slow MA Length: Period for the slow SMMA (default: 100). • Bull / Bear Color: Colors for the trend lines and ribbon fill. • Fill Transparency: Controls the opacity of the ribbon fill between the two MAs (default: 50). █ METHODOLOGY PVSRA is a known volume classification approach. The source code is protected because it contains the specific implementation of: (1) The tiered classification logic with the dual-condition Peak tier (200% volume OR highest spread×volume in the lookback). (2) The volume trend dual-MA system using a two-stage SMMA→EMA(10) pipeline on both fast and slow MAs with ribbon fill and crossover-based trend determination. (3) The trend-integrated normal bar coloring that blends each RGB channel 60% toward white to produce pastel variants of the current trend color for non-vector bars. (4) The Binance PERP volume override with programmatic ticker construction and automatic fallback. (5) The comprehensive alert system covering trend direction changes and all tier/direction combinations. This indicator measures relative volume and volume trend direction. It does not predict price direction. Volume classification thresholds are fixed and may not suit all market conditions. It does not constitute financial advice.
Pine Script® indicator
by lost_sol_
Rolling VWAP Suite SS (7D / 30D / 90D / 365D)Rolling VWAP Suite (7D / 30D / 90D / 365D) The **Rolling VWAP Suite** is a multi-time-horizon volume-weighted average price indicator designed to track short, medium, and long-term fair value across any market. Unlike traditional session VWAP that resets daily, this indicator calculates **true rolling VWAPs** over: * 🔹 7 Days * 🔹 30 Days * 🔹 90 Days * 🔹 365 Days Each VWAP continuously updates using a time-based rolling window, making it ideal for identifying dynamic value zones in trending or consolidating markets. --- ### 🔍 What Makes This Different ✔ True time-based rolling calculation (not bar-count approximation) ✔ Works on indices, crypto (BTC), stocks, futures, and continuous contracts ✔ No session dependency ✔ Clear right-side labels for quick visual identification ✔ Designed for macro bias + swing structure analysis --- ### 📈 How to Use It **7D VWAP** → Short-term momentum and tactical bias **30D VWAP** → Intermediate positioning level **90D VWAP** → Quarterly institutional flow zone **365D VWAP** → Macro fair value anchor When price is: * Above a rolling VWAP → Market is trading at premium relative to that timeframe * Below → Market is trading at discount Stacking behaviour provides powerful regime insight: * 7D > 30D > 90D > 365D → Strong bullish structure * Inverted stacking → Bearish structure --- ### 🎯 Ideal For * Bitcoin macro bias tracking * Index regime analysis * ETF-style capital flow assessment * Swing trading frameworks * Institutional-style value analysis --- This tool helps traders understand **where price sits relative to multi-timeframe value**, allowing for more informed positioning decisions across different horizons. --- If you want, I can also write: * A more technical quant-style description * A marketing-optimized version for public scripts * Or a shorter minimal version Tell me where you're planning to publish it.
Pine Script® indicator
by shinelikesurya
Volume Profile Fixed RangeVolume Profile Fixed Range (VPFR) Volume Profile Fixed Range is a technical indicator designed to build a volume profile within a user-defined range. The script distributes volume across price levels using lower timeframe data, allowing traders to identify key liquidity zones and the level with the highest volume concentration (POC). When you add the indicator to the chart, it will prompt you to select two points — the boundaries of the working range. After choosing the start and end points, the indicator: • loads lower timeframe data • divides the price range into a specified number of rows • distributes volume across them • builds a histogram and marks the POC (Point of Control) level Using LTF data improves profile accuracy compared to calculations performed on the current timeframe. Important! The profile cannot be built correctly using a single bar. The calculation requires a range consisting of multiple candles — this is due to the way graphical objects are rendered in Pine. Inputs Range Start Time / End Time — Define the boundaries of the range within which the profile is built. Settings Auto Timeframe — Automatically selects a lower timeframe based on the current one. This helps balance calculation accuracy and performance. Seconds — Enables second-based timeframes for 1-minute charts and below. If you do not have access to second-level data, disable this option when using Auto Timeframe on a 1-minute chart. Lower Timeframe — Manual selection of the lower timeframe when Auto Timeframe is disabled. Rows — The number of price levels in the profile. Higher values increase detail but also raise computational load. Hist Width % — Adjusts the histogram width relative to the selected range. Visual These settings allow you to modify: • profile row color • range background color • POC line color • informational text size and position • extension of the POC line to the right Possible Runtime Errors The indicator includes built-in checks to prevent incorrect calculations. "No lower timeframe data is available" Occurs when the selected lower timeframe is too small or when the profile is built too far back in history where data is unavailable. Solution: increase the Lower Timeframe or move the working range closer to the present. "The execution time limit has been reached" Appears under excessive computational load — typically caused by an overly long range or a large number of profile rows. Solution: increase the lower timeframe, reduce the Rows parameter, or shorten the calculation range.
Pine Script® indicator
by Pechka_Rider
Price x Volume - Highs with Step Connection + DryUp# Price x Volume — Qullamaggie Dry-Up Edition (PxV High+DryUp) ## Overview This indicator tracks **Price × Volume (trading value)** instead of raw volume, giving you a true picture of how much money is flowing into a stock. Built on top of that, it detects **Qullamaggie-style volume dry-up zones** — the quiet consolidation periods that often precede explosive breakouts. If you follow momentum breakout strategies inspired by Kristjan Qullamaggie, this tool was built for you. --- ## 🔍 What It Does ### 1. Price × Volume (PxV) Bars - Plots trading value (Close × Volume) as colored columns — **green** for up candles, **red** for down candles. - A **20-day SMA** (yellow line) provides a smoothed baseline of average trading activity. ### 2. All-Time High Step Connection - Tracks all-time PxV highs and draws a **step-line connection** between them — making it instantly clear when a stock is printing record-level trading activity. - Each new high is connected with a horizontal → vertical → horizontal "staircase" pattern for clean visual reference. ### 3. Qullamaggie Volume Dry-Up Detection The core feature. The indicator identifies when trading value dries up after a significant price move — a classic precursor to the next leg up. **How it works:** - Calculates the **highest PxV within the last 40 bars** as the benchmark. - 🟣 **Normal Dry-Up** (purple background): Current PxV drops below **50%** of the 40-bar peak for 3+ consecutive bars. - 🔵 **Extreme Dry-Up** (blue background): Current PxV drops below **30%** of the 40-bar peak — signaling a deeply quiet, coiled setup. - Both require a **prior price run-up of 20%+ within 50 bars** — ensuring you're only watching for dry-ups that matter (after momentum, not during dead sideways action). ### 4. Breakout Detection (BO!) - After a qualified dry-up, if PxV surges above **1.5× the 20-day SMA** on a green candle within 10 bars — a **"BO!" marker** appears. - This flags the exact moment money floods back in — a potential entry signal. ### 5. 30-Bar Peak Reference Lines - An **orange vertical line** marks the highest PxV bar in the last 30 bars. - An **orange horizontal line** extends from that peak at 20% level — a quick visual gauge of how suppressed current activity is relative to the recent peak. ### 6. Real-Time Info Table A compact table in the top-right corner displays: | Field | Description | |-------|-------------| | PxV / 40-Bar Max | Current trading value as % of recent peak | | PxV / MA Ratio | Current value vs. moving average | | Consecutive Dry Bars | How many bars the dry-up has lasted | | Prior Run-Up % | Price appreciation in the lookback period | | Dry-Up Status | Normal 🟣, Extreme 🔵, or None | | BO Ready | Whether a breakout watch is active ⚡ | --- ## ⚙️ Fully Customizable Settings Every parameter is adjustable via the Settings panel: | Setting | Default | Description | |---------|---------|-------------| | Dry-Up Lookback | 40 bars | Period for calculating peak PxV | | Normal Threshold | 50% | PxV below this % of peak = dry-up | | Extreme Threshold | 30% | PxV below this % of peak = extreme dry-up | | Min Consecutive Bars | 3 | Required consecutive dry bars | | Prior Run-Up Period | 50 bars | Lookback for price appreciation check | | Min Run-Up % | 20% | Minimum price move to qualify dry-up | | Breakout Multiplier | 1.5× | PxV surge above MA to trigger BO signal | --- ## 💡 How to Use ### For Swing Traders (Qullamaggie-style) 1. **Scan for purple/blue zones** on daily charts — these are your watchlist candidates. 2. Wait for the **"BO!" signal** or manually confirm a breakout with price action. 3. Use the **info table** to monitor dry-up depth in real time. ### For Day Traders - Shorten the dry-up lookback (e.g., 10–20 bars) and min bars (e.g., 2) on intraday timeframes. - Use breakout signals for momentum entries. ### For Position Traders - Increase the prior run-up period (e.g., 100 bars) and run-up % (e.g., 30–50%) to filter for only the strongest setups. --- ## 🧠 Why Price × Volume Instead of Raw Volume? A $10 stock trading 1M shares is NOT the same as a $500 stock trading 1M shares. Raw volume ignores price — **PxV captures the actual dollar flow**, making it far more meaningful for: - Comparing activity across different price levels of the same stock - Detecting genuine institutional participation - Identifying true dry-ups (not just low share count days on a stock that gapped up 200%) --- ## 📌 Recommended For - **Momentum breakout traders** following Qullamaggie / Mark Minervini methodology - **Swing traders** looking for low-risk consolidation entries - Anyone who wants a **smarter volume indicator** that tracks real money flow --- ## ⚠️ Disclaimer This indicator is a technical analysis tool, not financial advice. Always combine with price action analysis, proper risk management, and your own due diligence. Past patterns do not guarantee future results. --- **If you find this useful, please leave a like and follow for future updates!**
Pine Script® indicator
by tirsaubut
Day trade futures - ES VWAP Pullback v2.0 [Signals]ES VWAP Institutional Pullback v2.0 —— STRATEGY VERSION —— A futures day-trading system built specifically for /ES (S&P 500 E-mini) on the 5-minute timeframe. Designed around the premise that institutional algorithms benchmark entries against VWAP and that the highest-probability trades come from entering trend continuations after pullbacks — not from predicting reversals. This is not a typical MACD crossover strategy. Every component is filtered and confirmed before a signal fires. █ HOW IT WORKS The system requires four conditions to align before entering a trade: 1. Higher-Timeframe Trend Confirmation Uses a 50 EMA pulled from the 15-minute chart via request.security(). Price must be above this EMA for longs, below for shorts. This replaces the common approach of plotting a 200 EMA on the entry timeframe, which on a 5-minute chart represents ~17 hours of data and reacts too slowly to intraday regime changes. 2. VWAP Institutional Bias Price must be above the session VWAP for longs, below for shorts. VWAP is the benchmark institutional algorithms use to evaluate execution quality. Trading in the direction of VWAP bias aligns your entries with the dominant order flow. 3. MACD Histogram Reversal (Not Raw Crossover) Rather than entering on a standard MACD line crossover (which lags significantly on short timeframes), the system detects when the MACD histogram flips from negative to positive territory after being negative for at least two consecutive bars. This catches the exact moment selling pressure exhausts and buying momentum resumes — typically 1–3 bars earlier than a traditional crossover. 4. Volume Spike Confirmation The entry bar must have volume ≥ 1.2× its 20-bar simple moving average. A MACD histogram flip on thin volume is noise. Requiring a volume spike confirms that institutional participation is actually present at the reversal point. █ SESSION FILTER Futures trade nearly 24 hours, but VWAP-based strategies degrade outside Regular Trading Hours when volume thins and price action becomes erratic. The system enforces a hard session window of 9:30 AM – 3:30 PM Eastern by default. All positions are automatically closed at session end if the EOD close option is enabled. █ RISK MANAGEMENT Dynamic ATR-Based Stops Stop loss is calculated as 1.5× the 14-period ATR at the moment of entry. During volatile opens, your stop widens to give the trade room. During quiet midday action, it tightens to protect capital. This replaces fixed-point stops that get hunted during volatility expansion. Partial Profit at 1R When price reaches 1× your initial risk (the 1R level), 50% of the position is closed automatically. This locks in profit and reduces psychological pressure on the remaining runner. Trailing Stop After reaching the 1R trigger, a trailing stop activates at 0.75× ATR behind the current price. It only moves in your favor — never backward. This lets winners run in trending sessions while protecting gains. Full Take Profit at 2R The remaining position targets 2× the initial risk. Combined with the partial at 1R, the effective average exit on a full winner is approximately 1.5R. █ BACKTEST REALISM The strategy models: • $2.50 per contract commission (round-trip ~$5.00, typical for /ES) • 2-tick slippage ($25 per contract) • No fills on close — orders process on the next bar This matters. Many published strategies show inflated results because they assume zero friction. The performance you see in the Strategy Tester should be closer to what you would actually experience. █ DASHBOARD A real-time info table displays: • Current HTF trend direction • VWAP bias (above/below) • Current ATR value • Volume ratio vs. SMA (with color coding for spike detection) • Session status (active/closed) • Position status • MACD histogram value █ SETTINGS GUIDE Inputs are grouped logically. Key tuning parameters: Volume Multiple (default 1.2×) — Lower to 1.0× if you're getting too few signals in quieter sessions. Raise to 1.5× for stricter filtering. HTF Timeframe (default 15m) — The 15-minute 50 EMA represents ~12.5 hours of trend data. You can try 30m for a slower, more conservative filter. Trail Trigger (default 1.0R) — Set to 0.75R for more aggressive trailing. Set to 1.5R if you want the trail to activate later and give more room. Trail Offset (default 0.75 ATR) — Lower values trail tighter (more likely to get stopped but lock more profit). Higher values give more room but risk giving back gains. All filters (HTF, VWAP, Volume, Session) can be individually toggled off for testing which components add value in your specific market conditions. █ WHAT THIS IS NOT • This is not a scalping system. It targets 2R moves, not 2-tick scratches. • This is not a reversal catcher. It trades pullbacks within established trends. • This will not protect you from news events. Avoid FOMC, CPI, NFP, and other high-impact macro releases — no algorithm can predict those. • This is not financial advice. Futures are leveraged instruments. Backtest results do not guarantee future performance. █ RECOMMENDED USAGE • Chart: /ES 5-minute • Session: RTH only (9:30 AM – 3:30 PM ET) • Avoid: 15 minutes before/after high-impact economic data • Combine with: Level 2 / DOM for discretionary confirmation if available —— INDICATOR VERSION —— Same logic as the strategy but packaged as an indicator() for live discretionary trading: • No backtest engine overhead — lighter on your chart • Entry labels display exact SL, TP, and risk in points at signal time • 1R level plotted in cyan for visual partial-profit reference • Signal levels auto-expire after 50 bars or when SL/TP is hit • Alert conditions registered for both long and short signals — configure through TradingView's alert dialog
Pine Script® indicator
by DayTradingMD1992
Premium Discount Range Daily with VWAPPremium Discount Range (Daily + VWAP): This indicator provides a visual reference for price positioning relative to: • The current day’s developing high/low range midpoint • Session VWAP It classifies price into three zones: Premium → Price trading above midpoint threshold Discount → Price trading below midpoint threshold Fair Value → Price within the defined midpoint band How It Works: 1. Tracks the current day's evolving high and low. 2. Calculates the intraday midpoint. 3. Compares current price to: Midpoint (with adjustable percentage threshold) VWAP 4. Displays status via: Background shading Optional live label Use Cases: • Intraday bias identification • Context for pullback entries • Range positioning analysis • VWAP confluence assessment Notes: Designed for intraday charts. Works across stocks, forex, crypto, and indices. Does not generate trading signals or guarantee outcomes. Use alongside proper risk management and confirmation tools.
Pine Script® indicator
by uzair2join
Z-Score (Normal Distribution ) with AlertsStatistical Edge: Z-Score (Normal Distribution) Indicator Concept & Logic The Z-Score Indicator is a statistical tool used to measure how many standard deviations a price is from its mean (Simple Moving Average). By applying the principles of Normal Distribution (The Gaussian Curve) to market data, this indicator identifies whether a price move is "normal" or "extreme" relative to its recent history. In a theoretical Normal Distribution: 68.2% of data points fall within ±1 Standard Deviation (SD). 95.4% of data points fall within ±2 SD. 99.7% of data points fall within ±3 SD. When the Z-Score crosses these thresholds, it indicates that the current price action is statistically rare, often signaling potential exhaustion or a high-momentum breakout. Key Features Z-Score Line (Blue): Tracks the real-time deviation of price from the mean. ±2.0 Threshold (Dashed Lines): Represents the 95% confidence interval. Prices reaching this zone are considered "Overextended" and often see a return to the mean (Mean Reversion). ±3.0 Threshold (Solid Lines): Represents the 99.7% extreme zone. Movements here are rare and suggest either an imminent sharp reversal or the start of a "Black Swan" parabolic trend. Statistical Zones: Color-coded fills (Red for high extreme, Green for low extreme) for quick visual scanning. How to Trade with Z-Score Mean Reversion: Look for the Z-Score to penetrate the +2 or +3 levels and then cross back toward the zero line (Mean). This often signals that the "stretch" is over and price is returning to balance. Trend Strength: A Z-Score that stays consistently above +2 (or below −2) without returning to zero indicates a very strong momentum trend. Do not fight the trend in these "fat tail" events. Divergence: Watch for price making a higher high while the Z-Score makes a lower high at the +2 level; this suggests the momentum is weakening despite the price increase. Technical Settings Period (Length): The lookback period for calculating the Mean and Standard Deviation (Default: 20). Source: Usually set to Close, but can be adjusted for different strategies. Disclaimer Financial markets do not always follow a perfect Normal Distribution (they often exhibit "Leptokurtosis" or fat tails). Statistical indicators should be used as a confluence tool alongside Price Action, Volume, and other technical analysis methods. Past performance does not guarantee future results.
Pine Script® indicator
by GodeyeThelasthope
GC High-Prob 3-Touch + RVOLWhen publishing your script to TradingView, the description is your "sales pitch" to the community. TradingView’s moderators and users look for three things: What it does, Why it’s useful, and How to interpret it. Here is a structured, professional description you can copy and paste into the publishing field. Title Suggestion: GC High-Prob Liquidity Zones: 3-Touch + RVOL Surge Description: Overview This indicator is designed specifically for Gold (GC) and other highly liquid futures, focusing on identifying high-probability support and resistance zones. Rather than plotting every minor pivot, this script filters market noise by requiring a "clustering" of price action and institutional volume confirmation. It identifies levels where the price has been rejected at least three times within a narrow range and validates the strength of these zones using Relative Volume (RVOL). Key Features 3-Touch Requirement: The script only plots a zone once it detects 3 separate rejections at a specific price level. This identifies "battlegrounds" where supply and demand are truly established. RVOL Surge Filter: To prevent "lazy" or low-liquidity fake-outs, the zone is only highlighted if the most recent touch occurred with a volume spike (Relative Volume > 1.5x average). Dynamic Price Anchoring: Built using Pine Script v6 force_overlay, these zones are physically anchored to the price candles. They scale and move perfectly with the chart as you zoom or scroll, avoiding the "floating" issues common in standard drawing scripts. Smart Proximity: Includes a proximity filter (default $0.50 for Gold) that groups nearby wicks into a single unified zone of interest. How to Use Identify the Zone: When a Red (Resistance) or Green (Support) box appears with a thick yellow border, it indicates a high-probability institutional level. Wait for the Sweep: Look for price to "hunt" the liquidity inside the box. The Rejection: A successful trade setup often occurs when a candle wicks into the zone but closes back outside of it on high volume. Risk Management: The edges of these boxes provide clear, objective levels for stop-loss placement. Settings Pivot Strength: Adjusts how "significant" a peak must be to be recorded. (10 is recommended for 1m/5m charts). RVOL Threshold: Sets the multiplier for volume spikes. 1.5 means 150% of the recent average volume. Touch Proximity: Defines how close rejections must be to each other to be considered part of the same "cluster."
Pine Script® indicator
by jordanjewell13
Net Buy Volume [theUltimator5]This indicator tracks cumulative net buy volume using TradingView's footprint data tool. Disclaimer: The volume footprint is a premium tool that is only available to premium subscribers or higher. If you don't have a premium plan, there is a possibility that you won't be able to use this indicator. Three Display Modes: - Volume: Cumulative net buy volume (buy volume - sell volume) - Dollars: Cumulative net buy volume converted to dollar value - Delta: Bar-by-bar difference between buy and sell volume One recommended use case is to move the indicator on top of the chart to visualize real-time divergences between price and buy or sell volume. Price and volume divergence can indicate institutional moves that are hidden underneath the price action. Customizable Price Calculation (for Dollar mode): - Close price - Open price - (Open + Close) / 2 - (High + Low + Open + Close) / 4 - (High + Low) / 2 Visual Design: - Volume mode: Aqua stepline showing cumulative net buying/selling - Dollar mode: Neon pink stepline showing dollar-weighted net volume - Delta mode: Green/red columns showing immediate buy/sell pressure Values are automatically formatted as K (thousands), M (millions), or B (billions) How to Use: 1. Select your preferred data type (Volume, Dollars, or Delta) 2. If using Dollar mode, choose how price should be calculated 3. Watch for trends in cumulative volume to identify sustained buying or selling pressure 4. Use Delta mode to see individual bar pressure in real-time
Pine Script® indicator
by TheUltimator5
SAG-RSI-V12: Advanced Volume Analytics & Institutional Flow DeteOverview The SAG-RSI-V12 is a high-precision market intelligence tool designed to expose institutional activity—often referred to as "Smart Money" or "Whales." While price can be manipulated, volume represents the true commitment of market participants. This script calculates the real-time Volume Absorption Ratio, comparing current trading activity against its 20-period Simple Moving Average (SMA). This allows traders to identify anomalies, exhaustion points, and explosive breakout setups before they are fully reflected in the price action. Key Technical Features 📊 Intuitive Volume Mapping: Bullish and Bearish volume bars are color-coded to provide instant visual context of market sentiment. 🎯 Dynamic Status Line (Hover Detector): A specialized data-window integration that displays the exact Volume vs. MA % of any specific bar you hover over. This allows for surgical historical analysis. 📟 Real-Time Institutional Dashboard: A fixed UI table in the top-right corner that monitors live data. It features an automated alert system for high-activity zones. 🐋 Whale Activity Alert: The system is calibrated with a 200% threshold. When volume exceeds double its average, the dashboard dynamically changes color (Red/Yellow highlight), signaling massive institutional absorption. Strategic Implementation (How to Trade) 1. Retail Flow (<100%): Indicates standard market participation; lack of institutional interest. 2. Momentum Building (100% - 150%): Increasing interest; potential trend continuation. 3. Institutional Entry (>200%): "The Whale Alert." When the table highlights in red/yellow, a major player has entered the field. Look for price confirmation (breakout or reversal) to ride the institutional wave. Disclaimer This tool is part of the SAG Strategic Suite. It is best utilized in conjunction with price action analysis and trend-following indicators like EMAs to confirm entry and exit points.
Pine Script® indicator
by groupyphantom
SuperTrend Pro - Fibonacci & Macro AnalysisSuperTrend Pro – Fibonacci & Macro Analysis is an advanced multi-layer trading indicator designed for precision market timing and structured trade management. It combines SuperTrend trend detection with EMA, RSI, volume, and momentum filters to validate signals and reduce false entries. The system integrates macro-level analysis using weekly/monthly levels, long-term trend bias, and dynamic macro targets, while automatically generating optimized entry, stop-loss, and up to six Fibonacci-based take-profit levels. Built-in risk and position sizing calculations, leverage suggestions, and a real-time analytics dashboard make it a complete decision-support tool for traders who want both technical confirmation and strategic risk control in one interface.
Pine Script® indicator
by Albay16
Volume Sentiment DriftVolume Sentiment Drift (VSD) Quantitative Market Regime Identification Overview Volume Sentiment Drift (VSD) is a market-context indicator that measures the “ease of movement” in price by combining volume participation with price efficiency. It classifies the current environment into persistent regimes to help traders assess whether conditions are strengthening, weakening, or balanced. This tool provides context only and does not generate buy or sell signals. ________________________________________ Quantitative Framework The model evaluates three components: Participation (Relative Volume) Volume is normalized by its historical baseline to measure activity relative to the instrument’s own liquidity profile. Price Efficiency True Range is normalized by ATR to evaluate how efficiently price is progressing relative to volatility. Persistence Engine Standard deviation scaling and a hysteresis band are used to stabilize regime transitions and reduce flickering. These components combine into a normalized Sentiment Drift value used to determine the current regime. ________________________________________ Market Regimes (Context Only) • ACCELERATING — improving efficiency relative to participation • DECAYING — diminishing efficiency / potential absorption • BALANCED — equilibrium within the neutral zone These labels describe market conditions only and are not trading signals or recommendations. ________________________________________ Key Features • Volatility-adjusted normalization for cross-asset consistency • Real-time dashboard summarizing current regime • Dead-zone filtering to reduce noise • Designed strictly as a context/filter tool ________________________________________ How to Use • Observe the regime to understand overall conditions • Use the drift line to monitor participation strength • Combine with your existing analysis or strategies ________________________________________ Notes • Confirmed-bar calculations only (no intentional lookahead) • Works across most timeframes • No alerts, entries, or exits • Informational use only ________________________________________ Disclaimer Educational and informational purposes only. This indicator does not provide financial advice. Trading involves risk. ________________________________________
Pine Script® indicator
by ibotrade
Elite Pip Academy - Delta Divergence🎓 ELITE PIP ACADEMY - DELTA DIVERGENCE DETECTOR This indicator displays cumulative delta volume in a separate pane and identifies divergences between price action and delta, providing the volume perspective of market divergences. ═══════════════════════════════════════════════════ 📊 WHAT IT DOES: - Calculates and displays Normalized Cumulative Delta - Detects divergences between price and volume - Shows where buying/selling pressure conflicts with price movement - Displays divergence lines directly on the delta chart ═══════════════════════════════════════════════════ 📈 UNDERSTANDING CUMULATIVE DELTA: Cumulative Delta measures the difference between buying and selling volume over time: - Positive Delta (above zero line) = More buying pressure - Negative Delta (below zero line) = More selling pressure - Rising Delta = Increasing buying interest - Falling Delta = Increasing selling interest ═══════════════════════════════════════════════════ 🔍 DIVERGENCE TYPES: 🟢 BULLISH DIVERGENCE: - Price: Lower Low ↓ - Delta: Higher Low ↑ - Interpretation: Despite price dropping, buying pressure is increasing - Signal: Potential upward reversal 🔴 BEARISH DIVERGENCE: - Price: Higher High ↑ - Delta: Lower High ↓ - Interpretation: Despite price rising, buying pressure is decreasing - Signal: Potential downward reversal ═══════════════════════════════════════════════════ ⚙️ KEY FEATURES: ✓ Real-time cumulative delta calculation ✓ Normalized delta for easier comparison ✓ Smooth delta line (adjustable smoothing period) ✓ Visual divergence lines on delta ✓ Customizable line styles (Solid, Dashed, Dotted) ✓ Adjustable line width (1-10) ✓ Color-coded background (green/red) ✓ Pivot point markers ✓ Information table showing current delta status ✓ Built-in alerts ✓ Elite Pip Academy branding ═══════════════════════════════════════════════════ 🎯 HOW TO USE: 1. Add this indicator below your price chart (separate pane) 2. Add the companion "Elite Pip Academy - Price Divergence" to your main chart 3. Keep settings identical on both indicators 4. Watch the delta line for buying/selling pressure 5. Look for divergence lines and labels 6. Use the info table for quick delta status 7. Set up alerts for divergence notifications ═══════════════════════════════════════════════════ ⚡ SETTINGS: 📊 Detection Settings: - Pivot Lookback: Bars for pivot detection (default: 5) - Delta Smoothing: SMA period for delta (default: 20) 👁️ Display Options: - Toggle bullish/bearish divergences - Show/hide labels and lines 📈 Delta Line Style: - Delta line color customization 🟢 Bullish Divergence Style: - Color selection - Line width (1-10) - Line style (Solid/Dashed/Dotted) 🔴 Bearish Divergence Style: - Color selection - Line width (1-10) - Line style (Solid/Dashed/Dotted) ═══════════════════════════════════════════════════ 📊 INFORMATION TABLE: The top-right table displays: - Elite Pip Academy branding - Delta Status (Positive/Negative) - Current Delta Value - Most Recent Signal (Bull/Bear/None) ═══════════════════════════════════════════════════ 💡 TRADING APPLICATIONS: ✓ Identify potential reversals before they happen ✓ Confirm trend strength or weakness ✓ Spot accumulation/distribution phases ✓ Validate breakouts with volume confirmation ✓ Find divergences at key support/resistance ✓ Combine with order flow for institutional analysis ═══════════════════════════════════════════════════ 🎓 EDUCATIONAL VALUE: This tool helps you understand: - How volume drives price movement - The relationship between buying pressure and price - When price and volume are in sync vs. diverging - Market sentiment shifts before price reversals - Professional volume analysis techniques ═══════════════════════════════════════════════════ 📚 RECOMMENDED SETUP: For complete divergence analysis, use BOTH indicators together: 1. **Elite Pip Academy - Price Divergence** → Shows divergence lines on price chart 2. **Elite Pip Academy - Delta Divergence** (this indicator) → Shows cumulative delta with divergence lines This dual setup provides: - Visual correlation between price and volume - Immediate identification of divergences - Complete picture of market dynamics - Professional-grade analysis ═══════════════════════════════════════════════════ 🔧 TECHNICAL NOTES: - Delta Calculation: Uses tick-level volume approximation - Best Results: Liquid markets with good volume data - Timeframes: Works on all, but most effective on intraday charts - Normalization: Delta is normalized against its SMA for clarity - Pivot Detection: Uses standard TradingView pivot functions ═══════════════════════════════════════════════════ ⚠️ CRITICAL DISCLAIMER: **THIS INDICATOR IS FOR EDUCATIONAL PURPOSES ONLY** ❌ This is NOT: - Financial advice - Investment advice - Trading signals - A guarantee of profits - A substitute for professional advice ✅ This IS: - An educational tool - A learning resource - A volume analysis helper - A divergence detection aid ═══════════════════════════════════════════════════ ⚠️ RISK WARNING: Trading and investing carry substantial risk of loss. You can lose some or all of your capital. Key risks include: - Market risk - Volatility risk - Liquidity risk - Leverage risk (if using margin) - Execution risk - Technology/platform risk Past performance does not indicate future results. Divergences do not guarantee reversals. Markets can remain irrational longer than you can remain solvent. ═══════════════════════════════════════════════════ 📋 BEFORE YOU TRADE: ✓ Understand the indicator completely ✓ Practice on demo accounts extensively ✓ Test on historical data ✓ Develop a complete trading plan ✓ Use proper risk management (stop losses, position sizing) ✓ Never risk more than you can afford to lose ✓ Consult qualified financial advisors ✓ Comply with your local regulations ✓ Keep a trading journal ✓ Continue your education ═══════════════════════════════════════════════════ 🎓 ABOUT ELITE PIP ACADEMY: Elite Pip Academy is committed to providing high-quality educational tools and resources for traders worldwide. Our mission is to help you understand market mechanics, develop analytical skills, and make informed trading decisions. We believe in: - Quality education over quick profits - Understanding over memorization - Practice over theory alone - Continuous improvement - Responsible trading ═══════════════════════════════════════════════════ 💼 LIABILITY DISCLAIMER: By using this indicator, you acknowledge that: - You are using it at your own risk - Elite Pip Academy is not liable for any losses - You are solely responsible for your trading decisions - You have read and understood all disclaimers - You will not hold the creators liable for any outcomes - You understand that trading results vary by individual - You are of legal age to trade in your jurisdiction - You comply with all applicable laws and regulations ═══════════════════════════════════════════════════ 📧 SUPPORT & FEEDBACK: We value your feedback! If you have questions, suggestions, or need educational support, please reach out to Elite Pip Academy. ═══════════════════════════════════════════════════ ✅ INDICATOR INFORMATION: - Version: 1.0 - Release Date: February 2026 - Language: Pine Script v5 - Compatibility: All TradingView plans - Markets: All (stocks, forex, crypto, futures, etc.) - Timeframes: All (best on intraday) - Dependencies: None (standalone) ═══════════════════════════════════════════════════ 🔖 TAGS: cumulative delta, divergence, volume analysis, delta volume, order flow, price action, volume profile, market structure, educational tool, trading education, technical analysis, volume indicators, reversal detection, buying pressure, selling pressure ═══════════════════════════════════════════════════ Thank you for choosing Elite Pip Academy for your trading education! Remember: Knowledge + Practice + Discipline = Success Happy Learning! 📚📈
Pine Script® indicator
by ElitePipAcademy