Volume Cluster Support and Resistance Levels [QuantAlgo]🟢 Overview
This indicator identifies statistically significant support and resistance levels through volume cluster analysis, isolating price zones characterized by elevated trading activity and institutional participation. By quantifying areas where volume concentration exceeded historical norms, it reveals price levels with demonstrated supply-demand imbalances that exhibit persistent influence on subsequent price action. The methodology is asset-agnostic and timeframe-independent, applicable across equities, cryptocurrencies, forex, and commodities from intraday to weekly intervals.
🟢 Key Features
1. Support and Resistance Levels
The indicator scans historical price data to identify bars where volume exceeds a user-defined threshold multiplier relative to the rolling average. For each qualifying bar, a representative price is calculated using the average of high, low, and close. Proximate price levels within a specified percentage range are then aggregated into discrete clusters using volume-weighted averaging, eliminating redundant signals. Clusters are ranked by cumulative volume to determine statistical significance. Finally, the indicator plots horizontal levels at each cluster price: support levels (green) below current price indicate zones where historical buying pressure exceeded selling pressure, while resistance levels (red) above current price mark zones where sellers historically dominated. These levels represent areas of established liquidity and price discovery, where institutional order flow previously concentrated.
The Touch Count (T) metric quantifies historical price interaction frequency, while Total Volume (TV) measures aggregate trading activity at each level, providing objective criteria for assessing level strength and trade execution decisions.
2. Volume Histogram
A histogram appears below the price chart, displaying relative volume for each bar within the lookback period, with bar height scaled to the maximum volume observed. Green bars represent up-periods (close > open) indicating buying pressure, while red bars show down-periods (close < open) indicating selling pressure. This visualization helps you confirm the validity of support/resistance levels by seeing where volume actually spiked, identify accumulation/distribution patterns, and validate breakouts by checking if they occur on above-average volume.
3. Built-in Alerts
Automated alerts trigger when price crosses below support levels or breaks above resistance levels, allowing you to monitor multiple assets without constant chart-watching.
4. Customizable Color Schemes
The indicator provides four preset color configurations (Classic, Aqua, Cosmic, Custom) optimized for visual clarity across different charting environments. Each scheme maintains consistent color mapping for support and resistance zones across both level lines and volume histogram components. The Custom configuration permits full color specification to accommodate individual charting setups, ensuring optimal visual contrast for extended analysis sessions.
Classic:
Aqua:
Cosmic:
Custom:
🟢 Pro Tips
→ Trade entry optimization: Execute long positions at support levels with high touch counts or upon confirmed resistance breakouts accompanied by above-average volume
→ Risk parameter definition: Position stop-loss orders near identified support/resistance zones with statistical significance to minimize premature exits
→ Breakout validation: Require volume confirmation exceeding historical average when price penetrates resistance to filter false breakouts
→ Level strength assessment: Prioritize levels with higher touch counts and total volume metrics for enhanced probability trade setups
→ Multi-timeframe confluence: Synthesize support/resistance levels across multiple timeframes to identify high-conviction zones where daily support aligns with 4-hour resistance structures
Volume
7D Historical Volatility (Regimes + Stats) - ChrrizzyHere’s what that indicator does—at a glance:
### Core idea
It computes **7-day Historical Volatility (HV)** from **daily** log returns (annualized), then shows:
* the **HV line** and its **30-day average**,
* colored **volatility regimes** (Low / Normal / High / Extreme) with thresholds you set,
* a compact **status panel** (top-right, nudged left) with current stats and time-in-zone.
### Calculations
* **HV (7D)**: `stdev(log(close/close ), 7) * sqrt(365) * 100`, always from **daily data** via `request.security`, so it’s consistent on any chart timeframe.
* **Regimes** (defaults):
Low < 25% • Normal 25–50% • High 50–70% • Extreme > 70% (all editable).
* **30-day avg**: SMA of HV.
* **Time in zone (% over window)**: SMA of boolean flags (e.g., in Low=1 else 0) over `statsWin` days (default 300).
* **Rolling median HV**: 50th percentile over `statsWin`.
### What you see on the chart
* **HV line** (bold) + **30-day HV** (lighter).
* **Horizontal dashed lines** at your regime thresholds.
* **Background shading** that changes with the current regime (green/blue/orange/red).
### Panel (top-right)
Shows:
* BTC Price (daily close)
* Current HV
* 30-day Avg HV
* Median HV (over window)
* Current **Regime**
* A two-line summary: **% of time spent** in Low / Normal / High / Extreme over the chosen window.
The panel is shifted slightly left using a hidden spacer column; tweak the **“Panel right padding (chars)”** input to move it.
### Alerts (ready to use)
* **HV crossed up Low**
* **HV crossed down Low**
* **HV crossed up High**
* **HV crossed up Extreme**
### Inputs you can tune
* `HV Lookback (days)` (default 7)
* `Average HV (days)` (default 30)
* Thresholds: Low/High/Extreme
* `Stats Window (days)` (default 300)
* Panel padding, toggle table/zones on/off.
### How to use it
* **Context**: quickly see if BTC is in **compressed** (Low) or **stressed** (High/Extreme) volatility.
* **Regime cross alerts**: get notified when volatility **expands** from Low (potential breakout conditions) or pushes into High/Extreme (risk increases).
* **Stats/median**: compare today’s HV to its typical level over your lookback window.
If you want, I can add an **HV percentile rank** (e.g., “Current HV is at the 38th percentile over 300d”) or mirror the **low-vol breakout signal** from Script A into this panel.
Value TrailingValue Trailing is a variation of my "Dynamic Trailing" indicator, which had additional features including a band-system that tracks the highs and lows of the past X candles. Value Trailing, on the other hand, uses a default lookback window of 14, and a normal range of 68%, simulating a Fixed Range Volume Profile distribution of the past 14 candles, with bands at the upper and lower 68% range.
This lets the user clearly see the key levels, ignoring potential noise from varying and inconsistent highs and lows, while still allowing the user to trade this alongside basic strategies and concepts such as supply/demand and sideways trends.
This indicator comes with 2 customizable sets of "bands", as well as boxes that identify the range of the last candle that touched one side of the bands.
[Saga Trading] Volume Pro Volume Pro is an advanced volume indicator designed to detect spikes in institutional activity by analyzing volume variations relative to their moving average.
It helps identify Climax Volume zones—moments when large accumulation or distribution orders occur—in order to anticipate potential trend reversals or continuations.
This indicator is optimized for crypto, indices, forex, and futures markets, and fits seamlessly into a multi-timeframe, order-flow, and institutional behavior analysis.
✅ Built-in alerts!
For optimized settings, feel free to contact me!
5 minutes ago
Release Notes
Volume Pro is an advanced volume indicator designed to detect spikes in institutional activity by analyzing volume variations relative to their moving average.
It helps identify Climax Volume zones—moments when large accumulation or distribution orders occur—in order to anticipate potential trend reversals or continuations.
This indicator is optimized for crypto, indices, forex, and futures markets, and fits seamlessly into a multi-timeframe, order-flow, and institutional behavior analysis.
✅ Built-in alerts!
For optimized settings, feel free to contact me!
[Saga Trading] OBV Pro OBV Pro is an advanced On-Balance Volume indicator designed to detect trend strength, institutional accumulation/distribution, and hidden divergences between price and volume momentum.
It automatically adapts its smoothing type (EMA/SMA) and divergence sensitivity based on the selected timeframe (4H, 12H, 1D, 1W, 1M, 3M).
The indicator highlights bullish and bearish divergence signals, dynamic OBV zones, and includes alert conditions for real-time notifications of key momentum shifts.
Optimized for BTC and ETH but works effectively on all markets (crypto, indices, forex, and stocks).
5mn London-Newyork best entry by Profitcosmos)This indicator is engineered for scalpers and day traders who trade during the London and New York sessions — the most volatile and liquid market hours.
It automatically detects high-probability breakout structures, filters false moves using ATR-based volatility logic, and dynamically projects Entry, Stop Loss (SL), and Take Profit (TP) levels directly on the chart.
⚙️ Core Features
🧠 Smart Market Structure Detection:
Automatically identifies bullish and bearish structure shifts using swing highs/lows.
📊 ATR Volatility Filter:
Uses an adaptive ATR multiplier to confirm genuine breakouts and filter noise.
🕒 Session Filter (Optional):
Restrict signals to your chosen trading hours — ideal for London and New York overlap.
🎯 Auto Entry / SL / TP Projection:
SL: Placed below (for BUY) or above (for SELL) the two previous candle extremes.
TP: Automatically calculated at 3× the distance from Entry to SL.
Projection: Visual lines and labels extend 100 bars into the future, clearly marking your trade levels.
🔁 Alternating Signal Logic:
Prevents consecutive duplicate signals to keep the chart clean and trades logical.
📈 Visual Clarity:
Each trade setup is plotted with colored lines (Entry, SL, TP) and labels pointing left for easy visibility.
🔔 Alerts Ready:
Built-in alerts for both BUY and SELL signals to automate or notify your entries.
🪙 Why you will Love It
This tool helps identify the cleanest momentum-based entries in the 5-minute chart during high-volume hours.
It’s especially effective for XAUUSD, NAS100, and major Forex pairs, where breakout structure shifts happen fast and decisively.
🧭 Recommended Settings
Timeframe: 5 minutes
Sessions: London (3–10 AM EST) & New York (8 AM–4 PM EST)
ATR Multiplier: 1.2–1.5 (adjust for volatility)
Volume Area 80 Rule Pro - Adaptive RTHSummary in one paragraph
Adaptive value area 80 percent rule for index futures large cap equities liquid crypto and major FX on intraday timeframes. It focuses activity only when multiple context gates align. It is original because the classic prior day value area traverse is fused with a daily regime classifier that remaps the operating parameters in real time.
Scope and intent
• Markets. ES NQ SPY QQQ large cap equities BTC ETH major FX pairs and other liquid RTH instruments
• Timeframes. One minute to one hour with daily regime context
• Default demo used in the publication. ES1 on five minutes
• Purpose. Trade only the balanced days where the 80 percent traverse has edge while standing aside or tightening rules during trend or shock
Originality and usefulness
• Unique fusion. Prior day value area logic plus a rolling daily regime classifier using percentile ranks of realized volatility and ADX. The regime remaps hold time end of window stop buffer and value area coverage on each session
• Failure mode addressed. False starts during strong trend or shock sessions and weak traverses during quiet grind
• Testability. All gates are visible in Inputs and debug flags can be plotted so users can verify why a suggestion appears
• Portable yardstick. The regime uses ATR divided by close and ADX percent ranks which behave consistently across symbols
Method overview in plain language
The script builds the prior session profile during regular trading hours. At the first regular bar it freezes yesterday value area low value area high and point of control. It then evaluates the current session open location the first thirty minute volume rank the open gap rank and an opening drive test. In parallel a daily series classifies context into Calm Balance Trend or Shock from rolling percentile ranks of realized volatility and ADX. The classifier scales the rules. Calm uses longer holds and a slightly wider value area. Trend and Shock shorten the window reduce holds and enlarge stop buffers.
Base measures
• Range basis. True Range smoothed over a configurable length on both the daily and intraday series
• Return basis. Not required. ATR over close is the unit for regime strength
Components
• Prior Value Area Engine. Builds yesterday value area low value area high and point of control from a binned volume profile with automatic TPO fallback and minimum integrity guards
• Opening Location. Detects whether the session opens above the prior value area or below it
• Inside Hold Counter. Counts consecutive bars that hold inside the value area after a re entry
• Volume Gate. Percentile of the first thirty minutes volume over a rolling sample
• Gap Gate. Percentile rank of the regular session open gap over a rolling sample
• Drive Gate. Opening drive check using a multiple of intraday ATR
• Regime Classifier. Percentile ranks of daily ATR over close and daily ADX classify Calm Balance Trend Shock and remap parameters
• Session windows optional. Windows follow the chart exchange time
Fusion rule
Minimum satisfied gates approach. A re entry must hold inside the value area for a regime scaled number of bars while the volume gap and drive gates allow the setup. The regime simultaneously scales value area coverage end minute time stop and stop buffer.
Signal rule
• Long suggestion appears when price opens below yesterday value area then re enters and holds for the required bars while all gates allow the setup
• Short suggestion appears when price opens above yesterday value area then re enters and holds for the required bars while all gates allow the setup
• WAIT shows implicitly when any required gate is missing
• Exit labels mark target touch stop touch or a time based close
Inputs with guidance
Setup
• Signal timeframe. Uses the chart by default
• Session windows optional. Start and end minutes inside regular trading hours
• Invert direction is not used. The logic is symmetric
Logic
• Hold bars inside value area. Typical range 3 to 12. Raising it reduces trades and favors better traverses. Lowering it increases frequency and risk of false starts
• Earliest minute since RTH open and Latest minute since RTH open. Typical range 0 to 390. Reducing the latest minute cuts late session trades
• Time stop bars after entry. Typical range 6 to 30. Larger values give setups more room
Filters
• Value area coverage. Typical range 0.70 to 0.85. Higher coverage narrows the traverse but accepts fewer days
• Bin size in ticks. Typical range 1 to 8. Larger bins stabilize noisy profiles
• Stop buffer ticks beyond edge. Typical range 2 to 20. Larger buffers survive noise
• First thirty minute volume percentile. Typical range 0.30 to 0.70. Higher values require more active opens
• Gap filter percentile. Typical range 0.70 to 0.95. Lower values block more gap days
• Opening drive multiple and bars. Higher multiple or longer bars block strong directional opens
Adaptivity
• Lookback days for regime ranks. Typical 150 to 500
• Calm RV percentile. Typical 25 to 45
• Trend ADX percentile. Typical 55 to 75
• Shock RV percentile. Typical 75 to 90
• End minute ratio in Trend and Shock. Typical 0.5 to 0.8
• Hold and Time stop scales per regime. Use values near one to keep behavior close to static settings
Realism and responsible publication
• No performance claims. Past results never guarantee future outcomes
• Shapes can move while a bar forms and settle on close
• Sessions use the chart exchange time
Honest limitations and failure modes
• Economic releases and thin liquidity can break the balance premise
• Gap heavy symbols may work better with stronger gap filters and a True Range focus
• Very quiet regimes reduce signal contrast. Consider longer windows or higher thresholds
Legal
Education and research only. Not investment advice. Test in simulation before any live use.
[Saga Trading] Volume Pro (EMA/SMA + Climax + Alerts) Volume Pro is an advanced volume indicator designed to detect spikes in institutional activity by analyzing volume variations relative to their moving average.
It helps identify Climax Volume zones—moments when large accumulation or distribution orders occur—in order to anticipate potential trend reversals or continuations.
This indicator is optimized for crypto, indices, forex, and futures markets, and fits seamlessly into a multi-timeframe, order-flow, and institutional behavior analysis.
✅ Built-in alerts!
For optimized settings, feel free to contact me!
EZ-TRADEZ PROEZ-TRADEZ PRO gives optimized buy/sell signals for Forex, Stocks, and Crypto. It includes stop loss and take profit levels, backtested non-repainting signals, and adjustable volatility filters
EZ-TRADEZ CRYPTOEZ-TRADEZ CRYPTO gives optimized buy/sell signals for stocks. It includes stop loss and take profit levels, backtested non-repainting signals, and adjustable volatility filters
EZ-TRADES STOCKSEZ-TRADEZ STOCKS gives optimized buy/sell signals for stocks. It includes stop loss and take profit levels, backtested non-repainting signals, and adjustable volatility filters
EZ-TRADEZ FOREX)EZ-TRADEZ FOREX gives optimized buy/sell signals for Forex. It includes stop loss and take profit levels, backtested non-repainting signals, and adjustable volatility filters
RTH VWAP with Deviation BandsRTH session VWAP calculation
3 deviation bands (customizable multipliers)
Visual customization (colors, widths, transparency)
Optional info table showing current values
Alert conditions for VWAP and band crosses
Liquidity Heatmap Concepts [sma] Overview
Liquidity Heatmap Concepts is a sophisticated visualization tool that maps potential liquidation zones for leveraged positions across multiple timeframes. It calculates and displays where high-volume liquidations might occur at various leverage levels (25x, 50x, 100x, 150x), helping traders identify potential support/resistance zones created by cascading liquidations. Additionally, it includes a quarterly volume profile to show historical price distribution and Point of Control levels.
### Volume-Based Trigger System
Lines are only drawn when volume exceeds a threshold:
1. Calculates 14-period simple moving average of volume
2. Applies configurable multiplier (default 1.2x) to determine significance
3. Only plots liquidation levels when current volume > (Volume SMA × Multiplier)
4. This filters out low-volume noise and focuses on meaningful zones
### Visual Intensity System
The indicator uses a gradient coloring system based on relative volume:
- **Peak Volume (White)**: When current bar has maximum volume in the dataset
- Line width: 3 pixels
- Brightest color intensity
- **Above Average Volume**: Volume exceeds average but isn't peak
- Line width: 2 pixels
- Medium color intensity
- **Standard Volume**: Exceeds threshold but below average
- Line width: 1 pixel
- Base color intensity
### Line Extension & Management
- Lines extend horizontally to the right until price crosses them
- Automatic cleanup removes lines after maximum count (default 500)
- Lines persist until invalidated by price action crossing the level
- Oldest lines are removed first when limit is reached
### Quarterly Volume Profile
An optional fixed-range volume profile that:
1. **Automatic Quarter Detection**: Identifies Q1 (Jan-Mar), Q2 (Apr-Jun), Q3 (Jul-Sep), Q4 (Oct-Dec)
2. **Price Distribution Analysis**: Divides the quarter's price range into configurable rows (default 20)
3. **Volume Aggregation**: Accumulates volume at each price level throughout the quarter
4. **POC Identification**: Highlights the price level with highest volume (Point of Control)
5. **Value Area**: Shows the price range containing 70% (configurable) of total volume
6. **Profile Drawing**: At the start of each new quarter, draws the previous quarter's profile as horizontal bars
The volume profile can be positioned on either left or right side of the quarter range with adjustable width.
## Key Features
- **Multi-Leverage Display**: Toggle between 25x, 50x, 100x, and 150x leverage levels independently
- **Dual Side Tracking**: Separate visualization for long and short liquidation zones
- **Volume-Weighted Importance**: Visual intensity correlates with volume significance
- **Gradient Coloring**: Color intensity reflects relative volume magnitude
- **Smart Line Management**: Automatic cleanup prevents chart clutter
- **Historical Context**: Quarterly volume profile shows where price spent most time
- **Fully Customizable**: All colors, thresholds, and display options are adjustable
- **HD Mode**: Uses absolute volume for more precise visualization
## Parameters
### Leverage Selection
- **25x, 50x, 100x, 150x Toggles**: Enable/disable specific leverage levels
- Each level can be controlled independently
### Volume Configuration
- **Minimum Volume Multiplier** (default 1.2): Threshold above volume SMA to trigger lines
- Higher values = fewer but more significant levels
- Lower values = more levels but increased noise
### Advanced Settings
- **Maximum Lines** (default 500, range 50-500): Memory management limit
- Controls how many historical liquidation lines are maintained
### Quarterly Volume Profile
- **Show Previous Q Volume Profile** (default on): Toggle profile visibility
- **Number of Rows** (default 20, range 10-50): Price distribution granularity
- **Profile Width** (default 30%): Visual width as percentage of quarter range
- **Value Area** (default 70%): Percentage of volume for value area calculation
- **Position** (Left/Right): Profile placement relative to quarter
- **Show Values** (default off): Display POC volume label
- **Colors**: Customizable base and POC colors
### Color Customization
- **Long Colors**: Individual colors for each leverage level (25x, 50x, 100x, 150x)
- **Short Colors**: Separate color scheme for short liquidation zones
- **VP Colors**: Base color and POC highlight color for volume profile
## Interpretation
### Liquidation Clusters
- **Dense Line Areas**: Multiple overlapping liquidation levels suggest strong magnetic zones
- **High-Volume Lines**: Brighter/thicker lines indicate more significant potential liquidations
- **Line Breaks**: Price crossing multiple liquidation lines may trigger cascade effects
### Trading Applications
- **Support/Resistance**: Liquidation clusters often act as temporary support/resistance
- **Stop Hunt Zones**: Areas where price may spike to trigger liquidations before reversing
- **Momentum Acceleration**: Breaking through dense clusters can indicate strong directional moves
- **Risk Management**: Avoid placing stops directly at obvious liquidation levels
### Volume Profile Usage
- **POC (Point of Control)**: Price level with highest volume - often acts as strong support/resistance
- **Value Area**: Where most trading activity occurred - indicates fair value range
- **Profile Shape**:
- Balanced profile (bell curve) = ranging market
- Skewed profile = trending market with acceptance at extremes
- **Profile Gaps**: Low volume areas suggest price may move quickly through these zones
### Combined Analysis
- Liquidation lines near quarterly POC create extra-strong zones
- Price returning to value area from outside often finds support/resistance
- Liquidation clusters at value area edges suggest potential reversal points
## Technical Implementation
This indicator features:
- **Custom Type Structures**: Uses type definitions for organized data storage
- `BarData`: Stores OHLCV and index information
- `LiquidityBin`: Manages arrays of line objects for each leverage level
- `VolumeProfileData`: Handles profile boxes, labels, and range data
- **Dynamic Line Objects**: Creates, updates, and deletes line primitives programmatically
- **Array-Based History**: Maintains volume history for gradient calculations
- **Intelligent Cleanup**: Automatic memory management prevents performance degradation
- **Mathematical Precision**: Leverage-based liquidation formulas ensure accurate price levels
- **Quarterly Aggregation**: Efficient volume accumulation with automatic period detection
- **Box Drawing System**: Dynamic profile visualization using box primitives
## Originality Statement
This indicator presents a unique approach to liquidity visualization:
- Implements leverage-specific liquidation price calculations based on mathematical formulas
- Uses volume-weighted gradient coloring system that adapts to relative volume significance
- Combines real-time liquidation mapping with historical volume profile analysis
- Features intelligent line lifecycle management with automatic extension and cleanup
- Integrates quarterly volume profile with configurable value area and POC detection
- Employs multi-layer visual hierarchy (line width + color intensity) for information density
- Uses custom data structures to efficiently manage hundreds of line objects simultaneously
The combination of mathematical liquidation pricing, volume-based filtering, gradient visualization, and quarterly volume distribution creates a comprehensive liquidity analysis tool.
## Best Practices
- Use on liquid markets (major cryptocurrencies, forex pairs) for best accuracy
- Lower timeframes (1m-15m) for day trading and scalping
- Higher timeframes (1h-4h) for swing trading context
- Combine with volume profile to identify high-probability reversal zones
- Watch for price reactions when approaching dense liquidation clusters
- Increase volume multiplier in choppy markets to reduce noise
- Reduce maximum lines on lower timeframes to maintain performance
- Use quarterly volume profile to understand longer-term fair value
## Important Notes
- Liquidation prices are estimates based on leverage ratios
- Actual exchange liquidation prices may vary due to:
- Maintenance margin requirements
- Mark price vs last price calculations
- Individual exchange liquidation engines
- Insurance fund mechanisms
- This tool shows potential zones, not guaranteed liquidation prices
- Volume profile resets each quarter automatically
---
Works on all timeframes and asset classes. Designed for crypto/forex leverage markets. For educational purposes only. Not financial advice.
ZenAlgo - BoxerThis indicator plots multi-period Volume-Weighted Average Price (VWAP) ranges and deviation bands across several timeframes — specifically weekly, monthly, quarterly, semi-annual, and yearly. It is designed to visualize how price evolves relative to statistically weighted value areas within each period, based on both traded price and volume distribution.
Each timeframe layer is drawn independently, using its own cumulative VWAP and standard deviation calculation, and displayed as horizontal ranges aligned precisely with calendar periods. This structure allows the chart to show where price currently trades relative to past value zones and how each higher-timeframe VWAP acts as a dynamic reference for mean reversion or continuation.
Calculation Logic
1. Source and Base Inputs
The indicator uses the average of high, low, and close as its price source.
Stocks reset daily at session open.
2. VWAP and Deviation Computation
For each active timeframe, it accumulates the product of price and volume and divides it by cumulative volume, forming a continuously updated VWAP within that period.
The dispersion of price around VWAP is measured through a volume-weighted variance, converted to standard deviation.
These values form symmetrical bands around the VWAP (±1σ, ±2σ, etc.), describing the statistically typical price spread.
3. Range Drawing and Persistence
When a new period begins (e.g., a new week or month), the script finalizes the previous VWAP and deviation values, fixes them to time coordinates representing the full duration of that completed period, and draws corresponding lines or boxes across the entire range.
The user can control how many historical periods remain visible, ensuring performance and clarity even on high-frequency charts.
Each band can be toggled independently (for example ±1, ±2, ±3 deviations), and colors are adjustable per timeframe.
4. Adaptive Time Anchors
The start of each timeframe is aligned with calendar boundaries.
For stocks, the start time aligns with 9:30 New York time to coincide with market open for NYSE.
Each new anchor triggers a reset of cumulative data and creation of a new VWAP range.
5. Visualization Structure
The weekly layer is drawn first and can optionally display live VWAP bands extending backward for a user-defined number of weeks.
Monthly, quarterly, semi-annual, and yearly layers use the same computation principle but with independent accumulation windows.
The central VWAP line is dashed, while outer deviation levels are drawn as dotted or solid lines depending on their multiplier.
Boxes are rendered for key deviation intervals (e.g., ±2σ) to highlight broader value zones.
Interpretation
The VWAP represents the mean price weighted by traded volume for the given period.
Deviation bands describe statistically typical distance from that mean; outer bands mark less frequent extremes.
When price remains within ±1σ or ±2σ, it suggests balance around fair value.
Repeated touches or breaks beyond outer deviations indicate expansion or compression of volatility relative to prior periods.
Overlaps of VWAPs from multiple timeframes reveal multi-period confluence zones, useful for observing where long-term and short-term value agree or diverge.
Recommended Timeframes by Range Type
Weekly Range
Recommended timeframe: 30m to 12h
Suggested options: 30m, 1h, 2h, 3h, 4h, 6h, 8h, 12h
Using lower timeframes (like 5m) is technically possible, but higher ones provide smoother visualization and better readability.
Monthly Range
Recommended timeframe: 1h to 1D
Suggested options: 1h, 2h, 3h, 4h, 6h, 8h, 12h, 1D
Lower timeframes such as 30m may not display the full monthly range due to TradingView’s bar limits, so use higher TFs for complete coverage.
Quarterly Range
Recommended timeframe: 4h to 1W
Suggested options: 4h, 6h, 8h, 12h, 1D, 1W
Quarterly ranges benefit from higher timeframes to ensure that enough historical data is visible without exceeding chart limits.
Semi-Annual Range
Recommended timeframe: 12h to 1M
Suggested options: 12h, 1D, 1W, 1M
Lower timeframes would require too many bars to load a full six-month range; higher TFs offer a clearer overview.
Yearly Range
Recommended timeframe: 1D to 1M or higher
Suggested options: 1D, 1W, 1M
Yearly ranges often cannot display correctly on low timeframes (e.g. 1h) because of TradingView’s maximum bar limits — for instance, five years of 1h data exceeds 40,000 bars. Use higher TFs for accurate rendering.
Added Value Compared to Common Free VWAP Indicators
Incorporates five independent timeframes simultaneously (week, month, quarter, half-year, year) with exact calendar anchoring and timezone handling.
Calculates volume-weighted deviation for each layer, maintaining consistent statistical scale across assets.
Provides historical box persistence , allowing comparison of completed VWAP structures instead of only current running lines.
Enables selective visibility, bandwidth control, and precise visual differentiation through adjustable colors and line weights.
Limitations and Notes
The indicator does not generate trading signals. It is purely analytical and descriptive.
On very low timeframes or illiquid assets, deviation values may fluctuate if volume data is inconsistent.
Historical boxes are approximate in length for months with fewer than 31 days; this simplification has negligible effect on interpretation.
High visual density may occur when enabling many deviations or timeframes at once; users should limit visible history for performance.
Best Usage Practices
Apply on intraday charts (5–240 min) to study how price interacts with weekly or higher-timeframe VWAP zones.
Observe convergence of VWAPs from multiple periods to locate significant equilibrium levels.
Use outer deviations to frame potential exhaustion or re-entry zones rather than directional predictions.
Combine with independent volume- or structure-based analysis for context.
Volume Category IndicatorThis indicator analyzes historical volume data and categorizes each trading period into one of six levels: Outlier, Low, Below Average, Average, Above Average, or High.
How it works:
1. Filters out extremities - Excludes abnormal volume spikes/drops using standard deviation (default: 3σ threshold) to create a "clean" dataset
2. Calculates percentiles - Divides the clean volume distribution into quintiles (20th, 40th, 60th, 80th percentiles)
3. Reduces noise - Applies a 3-period moving average to volume to prevent rapid category changes
4. Categorizes current volume - Compares today's smoothed volume against historical percentiles to assign a category
5. Visual display - Shows volume bars in grayscale (darker = lower volume, lighter = higher volume) with an optional info table
Key parameters:
* Lookback Period (100): How many bars of history to analyze
* Smoothing (3): Moving average length to stabilize categories
* Outlier Threshold (3.0): Standard deviations for filtering extremes
The result is a stable, clean indicator that identifies whether current volume is genuinely low, average, or high relative to recent history—without being thrown off by occasional volume anomalies.
OrderVibe indicator (Invite-Only)OrderVibe — Technical Overview & Release Summary
What it is
OrderVibe is a closed-source analytical tool that visualizes market structure, momentum, and volatility dynamics.
It does not manage orders. Instead, it draws entry zones, TP and SL areas, support and resistance levels, and contextual alerts so traders can build and refine their own decision-making process.
How it works — Technical Overview
* Trend Regime Filter (optional) — Uses a sloped moving-average baseline to define market bias and can optionally require higher-timeframe (HTF) confirmation.
* Momentum Gate — A smoothed rate-of-change momentum must align with the trend and exceed a configurable strength threshold.
* Volatility Filter — ATR-based dynamic bounds suppress signals during abnormally low or high volatility.
* Order-Block Zones (SMC element) — Detects pre-break structural areas and marks candidate Order Blocks used for confluence; zones invalidate after decisive closes.
* Support/Resistance Zones — Clusters recent pivot points into ATR-normalized areas, prioritizing the most relevant ones by recency and proximity.
* Entry Zone — A yellow box plotted between entry and stop regions, providing visual context for fresh setups and helping identify controlled retests.
* Baseline Stop Suggestion — Suggests a conservative protective distance based on ATR or recent swing, whichever is larger.
* ATR TP Ladder (TP1–TP5) — Multi-level ATR-based targets. Each level can be toggled and alerted individually.
* Price Readouts — Real-time price markers shown under TP1–TP5 and SL labels for clarity.
* Cooldown Logic — After a label is triggered, a brief cooldown prevents duplicates; invalidated zones are automatically removed.
* Liquidity Zone (soft SL) — Optional buffer around the stop-loss area to reduce sensitivity to stop hunts.
* Opposite Order Block Proximity Guard — Prevents new entries when a nearby opposite OB is within a restricted distance (confluence protection).
* ATH/ATL Exhaustion Guard — After a fresh All-Time High/Low, temporarily blocks new signals in the breakout direction to prevent exhaustion trades.
* Alerts (multi-level) — Configurable alerts covering:
* Confirmed buy/sell signals (at bar close)
* Potential setup forming (intrabar, early heads-up)
* Newly formed support/resistance levels
* Red news reminder window
Why it’s not a simple mashup
* Dual confirmation via trend and momentum, optionally aligned with HTF direction.
* Volatility-aware gating and ATR-normalized clustering for adaptive signal control.
* Integrated multi-target ladder, cooldown, and visual tracking in a single workflow.
* Expanded alert system for both structural and contextual events (OB/SR/news/EA bridge).
* Provides measurable analytical value beyond conventional MA/ATR-based systems by merging structure recognition with volatility-normalized logic.
How to use
* Works on any symbol; defaults are optimized for intraday XAUUSD.
* Adjust ATR parameters, volatility bounds, and TP multipliers according to instrument volatility.
* Use alerts for monitoring structural changes; disable unused TP levels for clarity.
* Always test before live usage.
Disclaimer
Analytical tool only.
This is not financial advice, and performance outcomes are not guaranteed.
Always apply independent judgment and appropriate risk management.
Dynamic Liquidity HeatMap Profile [BigBeluga]🔵 OVERVIEW
The Dynamic Liquidity HeatMap Profile is a smart-flow liquidity tracker that maps where stop-loss clusters and resting limit orders are likely positioned.
Instead of traditional volume profiles based only on executed transactions, this tool projects probable liquidity pools — areas where traders are trapped or positioned and where smart money may hunt stops or fill orders.
It dynamically scans recent price swings, builds liquidity zones above and below price, and visualizes them as a heat map + histogram — highlighting areas with the greatest liquidity attraction.
Orange highlights the highest-concentration liquidity (POC), making potential sweep targets obvious.
🔵 CONCEPTS
Liquidity pools form above swing highs (buy stops) and below swing lows (sell stops).
Market makers & large players often push price into these zones to trigger stops and capture liquidity.
The indicator uses recent volatility + volume expansion to estimate where these pools exist.
Horizontal heat bars show depth and intensity of probable liquidity.
Profile side histogram displays buy-side vs sell-side liquidity distribution.
🔵 FEATURES
Dynamic Liquidity Detection — finds potential stop-loss clusters from recent swing behavior.
Dual-Side Heatmap — split liquidity view above (short stops) and below (long stops) current price.
Volume-Weighted Levels — higher volatility & volume = deeper liquidity expectation.
Real-Time Heat Coloring
• Lime = liquidity below price (potential buy-side fuel)
• Blue = liquidity above price (potential sell-side fuel)
• Orange = peak liquidity (POC)
Liquidity Profile Histogram — plotted at right side, layered by strength.
Auto-Cleaning Engine — removes invalidated liquidity after breaks.
Adjustable lookback window and bin resolution .
🔵 HOW TO USE
Look for price moving toward dense liquidity zones — high probability of wick raids or sweeps.
Orange POC often acts as magnet — strong target zone for smart money.
Combine with SFP / BOS logic to time reversals after liquidity hunts.
In trend, price repeatedly sweeps opposite-side liquidity before continuation.
Use liquidity walls as bias filters — heavy liquidity above often precedes downward move, and vice-versa.
Great for scalping sessions, indices, FX, BTC, ETH.
🔵 CONCLUSION
The Dynamic Liquidity HeatMap Profile gives traders a tactical edge by revealing where the market’s hidden liquidity resides.
It highlights where shorts and longs are positioned, identifies likely sweep zones, and marks the most attractive liquidity magnet (POC).
Use it to anticipate stop hunts, avoid getting trapped, and align with smart-money flow instead of fighting it.
Liquidity sweep zone [Liquidation heatmap]Liquidity Sweep Zone : Capturing Liquidity Hotspots with Multi-OI Data and Volume
Overview:
The "Liquidity Sweep Zone " indicator comprehensively analyzes changes in Open Interest (OI) and volume data from major cryptocurrency exchanges to visualize potential liquidity sweep areas in real-time. This script identifies price levels where long or short positions are heavily liquidated or new liquidity enters the market, marking these as 'liquidity hotspots'. It assists traders in identifying these critical price levels to predict potential market reversals or trend accelerations. As its name suggests, it effectively illustrates market liquidity flows in a manner similar to a liquidation heatmap.
Features and Originality:
Multi-OI Data Source Integration and OI Delta Analysis:
Multi-Exchange Data: Utilizes integrated real-time Open Interest (OI) data from five major exchanges: Binance, Bybit, OKX, Bitget, and HTX. This approach reduces market bias that might arise from relying on single-exchange data, providing a more comprehensive understanding of overall market position changes.
Accurate Data Requests: Employs the request.security() function to fetch OI data for the current timeframe. Crucially, it uses lookahead=barmerge.lookahead_off and gaps=barmerge.gaps_on settings to entirely eliminate potential lookahead bias during data requests, ensuring the integrity and accuracy of historical data.
OI Delta Calculation: Accurately calculates the change in OI (delta) for each exchange and sums them to derive the total OI delta. This total OI delta represents the net change in market participants' positions, strongly indicating significant liquidity inflow or outflow at specific price levels, especially when coinciding with price movements.
Smart Volume-Based Liquidity Zone Identification:
Filtered Volume: Considers a trade as 'filtered significant trade' when the current bar's volume (volume) is higher than its 14-period Simple Moving Average volume (ta.sma(volume, 14)). This identifies significant large-scale trading activities that genuinely impact market movements, rather than just any volume spike.
Price-Specific Liquidity Marking: When such filtered volume spikes occur, potential buy or sell liquidity lines are drawn on the chart based on the bar's close and open prices. If the close is higher than the open, a line is drawn near the low, indicating long liquidation liquidity. If the close is lower than the open, a line is drawn near the high, indicating short liquidation liquidity.
Dynamic Visualization and Strength-Based Coloring/Thickness:
Gradient Coloring: Utilizes a custom color.from_gradient() method to apply a gradient effect to liquidity lines. This gradient visually represents the 'strength' (volume or OI delta value) of the liquidity zone, with stronger liquidity areas displayed in deeper colors, enabling intuitive perception of strength.
Strength-Based Line Thickness and Color:
Liquidity lines with maximum strength are displayed as the thickest and most prominent using highLevelColor (default yellow), emphasizing them as the most crucial liquidity areas.
Second maximum strength lines are also highlighted with additional thickness and secondHighLevelColor (default yellow).
Lines with above-average strength are shown with medium thickness and lowLevelColor or midLevelColor, while below-average lines are thinner, creating a visual hierarchy based on liquidity strength.
Line Persistence and Updates: Liquidity lines extend horizontally until the current bar closes via the updateVolumeLiquidityLine and updateOILiquidityLine methods, suggesting that these price levels remain valid liquidity areas for a certain period.
Customizable Multi-Timeframe Support:
Timeframe Filtering: Allows individual selection of whether to display liquidity lines on various timeframes, ranging from 1 minute to 2 hours. This enables users to focus liquidity information on their timeframes of interest.
Timeframe-Specific Line Thickness: The thickness of liquidity lines can be individually set for each timeframe. This allows for customization based on user preference, such as thinner lines for longer timeframes and thicker lines for shorter ones.
Liquidity Position Type Filtering:
The "Liquidity positions" option allows filtering to display liquidity for 'All' positions, 'Long' positions, or 'Short' positions only. This is useful when wanting to focus solely on liquidity hotspots for a specific direction.
Alert Functionality:
Provides a feature to alert users when new high-strength volume-based liquidity zones (isNewHighVolumeLongZone, isNewHighVolumeShortZone) and OI-based liquidity zones (isNewHighOILongZone, isNewHighOIShortZone) are formed. This enables traders to react instantly to significant market changes and seize opportunities.
How to Use:
Add Indicator: Add the "Liquidity Sweep Zone " indicator to your TradingView chart.
Select OI Data Sources: In the "OI Data Sources" group, select the exchanges whose Open Interest (OI) data you wish to include in the analysis.
Display and Visualization Settings:
In the "Display" group, you can customize the visual representation by adjusting the Liquidity multiplier, Liquidity positions type, and the colors for low, mid, and high-level liquidity lines (Low level, Mid level, High level, 2nd High level).
In the "Display Liquidity on Timeframes" group, select whether to display liquidity lines on the currently used timeframe.
In the "Line Thickness by Timeframe" group, set the thickness of liquidity lines for each timeframe to adjust visual density.
In the "OI Line Display" group, you can set the visibility of OI liquidity lines, colors for OI Long and Short positions, and the OI line width.
Alert Settings (Optional): In the "Alerts" group, enable the alert function and customize the alert messages for each type of liquidity.
Chart Analysis:
Pay close attention to the liquidity lines displayed on the chart. Especially, the thickest and brightest lines indicate major liquidity hotspots where large amounts of long or short positions are concentrated.
When the price approaches or reaches these liquidity zones, anticipate potential buy/sell pressure, stop-loss triggers, position liquidations, leading to price reversals or trend accelerations in that area. This indicator effectively serves as a heatmap visually representing potential liquidation levels in the market.
Analyze OI liquidity lines and volume liquidity lines together to understand the overall market liquidity flow and the strength of specific positions.
Conceptual Background:
This script is based on the market structure principle that "smart money" or "large traders" tend to drive prices towards areas where significant liquidity (liquidations and unfulfilled orders) is concentrated. These liquidity sweeps often serve as triggers for price reversals or accelerators for existing trends.
Volume Liquidity: Abnormally high volume at specific price levels indicates that many participants previously traded at those prices. This suggests that liquidity pools, which can act as critical support or resistance levels in the future, still exist.
Open Interest (OI) Liquidity: A sharp increase in OI signifies a large build-up of new positions, while a decrease indicates the liquidation of existing positions. Particularly, when OI delta changes significantly along with price movements, it strongly suggests a large influx or liquidation of long/short positions at specific price levels. This can trigger potential liquidation cascades and effectively acts as a 'liquidation heatmap'.
By integrating these liquidity metrics, this indicator helps traders visually identify the 'hidden' order flow and potential liquidation levels in the market. It empowers them to proactively understand critical price areas that could influence market direction. This is particularly useful for enhancing short-term trading and scalping strategies in futures and margin trading.
JOEJOE VOLUME UNIVERSAL 03112025A universal volume screener that identifies when institutions are aggressively buying a stock by comparing current activity to recent averages, then recommends position sizing based on signal strength.
JOEJOE SHARK INDICATOR - Summary
🎯 Purpose
A volume-based screener that detects institutional buying activity and high-conviction trading opportunities across all global markets (Malaysia, US, Crypto).
📊 What It Does
Identifies 4 Types of Signals:
🟣 Purple Bar (A+ / High Conviction) - Best signal: Both institutional buying AND buy value surge detected
🟡 Yellow Bar (Buy Value Surge) - Strong money inflow detected
🔵 Blue Bar (Institutional Buying) - Large volume with strong buyer control
🟢🔴 Green/Red Bars - Normal volume (no special signal)
🔍 Key Innovation
Universal Design:
Works on ANY market without code changes
Uses relative comparisons (2.5x average) instead of fixed thresholds
Automatically adapts to each stock's normal behavior
Malaysian stocks, US stocks, Bitcoin - all use same logic
📈 Signal Detection Logic
Purple Bar Requirements (ALL must be met):
Volume exceeds 2x the 20-day average (institutional size)
Buy value exceeds 2.5x the 20-day average (money surge)
Price closes in top 30% of candle range (buyer strength)
Price above 50-period EMA (uptrend filter)
Short-term volume MA above long-term (sustained interest)
Candle body is at least 30% of range (decisive move)
Bullish candle (green)
⚙️ Customizable Settings
Signal Configuration:
Buy Value Surge Multiplier (default: 2.5x)
Volume Multiplier (default: 2.0x)
Buyer Strength Threshold (default: 0.7)
Lookback period (default: 20 bars)
Filters (All Toggle-able):
Trend filter with customizable MA length
Sustained interest filter (volume momentum)
Decisiveness filter (candle body size)
Option to require/not require bullish candles
Visual Customization:
All colors adjustable
Toggle markers and dashboard on/off
Volume MA display options
📊 Smart Position Sizing Feature
Calculates Signal Strength (0-100):
Combines Volume Ratio score + Buy Value Ratio score
Higher ratios = higher strength
Position Size Recommendations:
80-100 → 🔥 FULL SIZE (maximum confidence)
60-79 → 75% position (high confidence)
40-59 → 50% position (moderate confidence)
0-39 → 25% position or skip (low confidence)
Purpose: Not all A+ signals are equal - size your position based on actual signal quality
📱 Enhanced Dashboard Display
When High Conviction Signal Active:
Signal status (Active/Inactive)
Signal strength score with emoji indicator
Volume ratio (e.g., 3.2x)
Buy value ratio (e.g., 4.1x)
R/R ratio placeholder (future enhancement)
Position size recommendation with color coding
Visual Indicators:
Blue triangle "A+" marker at chart top
Color-coded position size backgrounds
Professional bordered table
All text in bright blue for visibility
🔔 Alert System
3 Alert Types:
High Conviction Signal (purple bar)
Buy Value Surge (yellow bar)
Institutional Buying (blue bar)
Alert Messages Include:
Ticker symbol
Current price
Signal type with emoji
💡 Screening Workflow
Multi-Chart Setup:
Open 4x4 or 6x3 chart grid
Load watchlist of stocks
Apply indicator to all charts
Scan top-right corners for active signals
Look for blue "A+" triangles at chart tops
Check signal strength scores
Focus on stocks with 80+ scores
🎓 Best Practices
Recommended Settings by Market:
Bursa Malaysia:
Buy Value Multiplier: 2.0-2.5
Volume Multiplier: 2.0
Timeframe: Daily
US Stocks (NYSE/NASDAQ):
Buy Value Multiplier: 2.5-3.5
Volume Multiplier: 2.5
Timeframe: Daily or 4H
Bitcoin/Crypto:
Buy Value Multiplier: 3.5-5.0
Volume Multiplier: 2.5-3.5
Timeframe: Daily or 4H
⚡ Key Advantages
Objective - Based on volume and price data, not subjective patterns
Universal - One indicator for all markets
Adaptive - Compares each stock to its own history
Risk-Aware - Built-in position sizing logic
Screener-Ready - Visual tools for scanning multiple charts
Filter-Heavy - Multiple filters reduce false signals
Customizable - Every parameter adjustable through settings
🚫 What It Doesn't Do
No price targets or stop losses
No prediction of how high price will go
No guarantee of profitability
Doesn't tell you when to exit
Doesn't account for fundamentals or news
R/R ratio currently a placeholder
🎯 Ideal Use Cases
✅ Swing trading - Catching institutional accumulation phases
✅ Stock screening - Finding high-conviction setups in watchlists
✅ Position sizing - Scaling in based on signal quality
✅ Multi-market trading - One tool for Malaysia, US, crypto
✅ End-of-day analysis - Daily timeframe scanning
❌ NOT ideal for:
Scalping (too much noise on low timeframes)
Short selling (designed for long signals)
Range-bound markets (requires uptrend)
Flow Control Oscillator (FCO)Flow Control Oscillator (FCO)
The Flow Control Oscillator (FCO) is a momentum-based indicator that combines volume analysis and money flow to determine who is in control of the market—buyers or sellers—and how strong that control is. Unlike pure price-based oscillators, FCO integrates both price action and volume distribution to provide a more complete picture of market dynamics.
How It Works
Core Components:
Money Flow Index (MFI) -
Scaled to -1 to +1 range
Measures the flow of money into and out of an asset
Identifies buying and selling pressure based on price and volume
Chaikin Money Flow (CMF) -
Already in -1 to +1 range
Measures the accumulation/distribution of volume
Shows whether volume is accumulating (buying) or distributing (selling)
Combined Flow Control Line (FCO Line) -
Equal-weighted composite of MFI and CMF
Smoothed with SMA (default: 3 periods)
Values above 0 = Buyers in control
Values below 0 = Sellers in control
Signal Line -
WMA of the FCO line (default: 6 periods)
Used for timing entries and confirming momentum shifts
Momentum Histogram-
Shows the rate of change in buyer/seller control
Weighted by ADX (Average Directional Index) when enabled
Larger bars = stronger momentum
ADX weighting filters out choppy, unreliable signals
Key Zones
Neutral Zone (-0.3 to +0.3): Balanced market, low conviction
Healthy Trend Zone (±0.3 to ±0.7): Clear control without exhaustion
Warning Zone (±0.7 to ±1.0): Extended, approaching exhaustion
Extreme Zone (beyond ±1.0): Overbought/oversold, reversal likely
What To Look For
Reversal Setups:
FCO in extreme zone (beyond ±1.0)
FCO crosses Signal line in opposite direction
Momentum histogram shrinking (weakening pressure)
Interpretation: Buyers or sellers are exhausted and losing control
Trend Strength Setups:
FCO crosses zero line (control shift)
Momentum histogram growing in the same direction
ADX confirms strong trend (no orange background)
Signal line moving in same direction as FCO
Interpretation: New control being established with building momentum
Divergences:
Price makes new high/low but FCO doesn't confirm
Indicates weakening momentum despite price movement
Early warning of potential reversal
Choppy Market Warning:
Orange background (ADX < 20)
Small momentum bars regardless of FCO position
Interpretation: Weak trend, avoid trading or use tight stops
Best Practices:
Use with context: Combine with support/resistance levels (like VWAP) for confluence
Multi-timeframe confirmation: Check higher timeframe FCO for overall bias
Wait for confirmation: Let signals develop rather than predicting turns
Respect extreme zones: Best reversal opportunities occur when FCO is beyond ±1.0
Filter with ADX: Pay attention to background coloring—avoid choppy conditions
The indicator includes comprehensive alert conditions for:
Reversal setups (extreme + cross + weakening momentum)
Trend strength signals (zero cross + growing momentum + strong ADX)
FCO/Signal crossovers
Extreme overbought/oversold conditions
Control shifts (buyers/sellers taking control)
