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חפש סקריפטים עבור "volume profile"

Range Sentiment Profile [LuxAlgo]The Range Sentiment Profile indicator is inspired from the volume profile and aims to indicate the degree of bullish/bearish variations within equidistant price areas inside the most recent price range. The most bullish/bearish price areas are highlighted through lines extending over the entire range. 🔶 SETTINGS Length: Most recent bars used for the calculation of the indicator. Rows: Number of price areas the price range is divided into. Use Intrabar: Use intrabar data to compute the range sentiment profile. Timeframe: Intrabar data timeframe. 🔶 USAGE This tool can be used to easily determine if a certain price area contain more significant bullish or bearish price variations. This is done by obtaining an estimate of the accumulation of all the close to open variations occurring within a specific profile area. A blue range background indicates a majority of bullish variations within each area while an orange background indicates a majority of bearish variations within each area. Users can easily identify the areas with the most bullish/bearish price variations by looking at the bullish/bearish maximums. It can be of interest to see where profile bins might have no length, these can indicate price areas with price variations with alternating signs (bullish variations are followed by a bearish sign) and similar body. They can also indicate a majority of either bullish or bearish variations alongside a minority of more significant opposite variations. These areas can also provide support/resistance, as such price entering these areas could reverse. Users can obtain more precise results by allowing the profile to use intrabar data. This will change the calculation of the profile, see the details section for more information. 🔶 DETAILS The Range Sentiment Profile's design is similar to the way a volume profile is constructed. First the maximum/minimum values over the most recent Length bars are obtained, these define the calculation range of the profile. The range is divided into Rows equidistant areas. We then see if price lied within a specific area, if it's the case we accumulate the difference between the closing and opening price for that specific area. Let d = close - open . The length of the bin associated to a specific area is determined as follows: length = Width / 100 * Area / Max Where Area is the accumulated d within the area, and Max the maximum value between the absolute value of each accumulated d of all areas. The percentage visible on each bin is determined as 100 multiplied by the accumulated d within the area divided by the total absolute value of d over the entire range. 🔹 Intrabar Calculation When using intrabar data the range sentiment profile is calculated differently. For a specific area and candle within the interval, the accumulated close to open difference is accumulated only if the intrabar candle of the user selected timeframe lies within the area. This can return more precise results compared to the standard method, at the cost of a higher computation time.
אינדיקטור Pine Script®
מאת ‎LuxAlgo‎
38
TwV Market Signals ScreenerMarket Signals Screener This indicator allows traders to have a view of multiple pairs and timeframes Long/Short signals and specific information of parameters, based on the TwV Market Signals also developed by me and that can be found on my profile. Full Screener Panel This panel allows the trader to monitor multiple pairs at a single screen, giving an immediate vision of possible entries and exits (Long/Short). Moreover, allows traders to have handy all information of the TwV Market Signals Indicator that might be analyzed further for each pair. It has the following characteristics: It can be placed anywhere on the screen through the main menu of the indicator. It can be combined with the same indicator multiple times, as per screener is limited to show 40 pairs, you can select the number of panels being added to adjust position one next to each other. It strengthens colors when a pair has changed its signals in order to the trader to know immediate changes and then do the follow up The screener shows the pairs, which can be changed within the menus. The screener shows the Long and Short Signals in its las column but previously, it shows the most critical parameters in the strategies (Market Signals Indicator) that determined the possible Long/Short position. Therefore, the EMAs, STOCH, SQZ, ADX, and TTM, are summarized in the screener for each pair. For analyzing a specific pair, refer to the the Twv Market Signals Indicator, which is other indicator that might be on my TradingView Profile and that was used as base for the screener. How to use this indicator and work with the strategies of the TwV Market Signals Indicator The use of EMAs 10,20 and 50 draw the medium to long term trends, therefore avoiding signals against the trend. Furthermore, the EMAs will advise possible change in trends, especially considering the 10 and 20 cross, considering that crossing the 10,20 and 50, might confirm the change in med to long term trend change of the price. This is completely visual in the chart as it tints green for positive trend and yellow to red for negative trend. The 200 SMA is included as it also gives better confirmation to the trend, the basics tell that when the EMAs mentioned above are below the 200 SMA then the likelihood for entries in long positions are not the best and vice versa for short. Therefore, the trader shall filter Long and Short Signals accordingly as this EMAs are not used to send Long and Short signals considering that they confirm the trend in a slow pace and not reactively to the price volatility. There are two strategies built-in within the indicator: Strategy 1 – Longer time trades and high volatility handling The Long and Short Signals are based on 14 and EMAs (by default). This two Mas are used to send signals based on their crossovers as they are way more reactive to the price movement. Trader shall consider that EMAs are used for higher timeframes, therefore the indicator has the possibility to adjust the EMAs and use SMAs or WMAs instead for one or the two parameters (14 and 21). WMAs react faster to the price volatility so the trader shall adjust this according to the timeframe being used. (Lower timeframes suggested). This strategy is used for trades that might keep running for longer periods of times. For reference on what the SMAs, EMAs and WMAs are, please see below sections in the description. Strategy 2 - Shorter time trades and unhandled high volatility The Long and Short Signals are bases on HMA. HMAs (Hull Moving Averages) track the price movement and volatility way faster that SMAs, EMAs and WMAs, therefore as the HMA follow the price quicker, it is intended for short time trades even in higher timeframes. Scalping is not suggested using this strategy as HMA do not handle high volatility even on higher timeframes. One of the biggest differences from the first strategy is that there is no more than a single HMA length to work with, which is 24 as default. HMAs calculation is different to other MAs, therefore combining various HMAs lengths looking for crossovers become trend identification a lot less precise. HMAs are not intended to be used with different length crossovers. Exit points = The use of Stochastic and VRVP Stochastic RSI It is well known that when Stochastic RSI resets when overbought or oversold therefore traders have within a summary box the possibility to check whether the K & D lines in the Stochastic RSI hace crossed over bullish or bearish. Although the crossover is not mandatory for a change trend, the crossover might be used by the trader to exit a position considering that the price might move on the opposite direction. Traders shall look at the summary box, where bullish and bearish crossovers are shown, so they evaluate their position exit. Visible Range Volume Profile The use of the VRVP is to find support and resistance on the price movements. Although high and lows are used as possible supports and resistances, VRVP shows an area of confluence on the order book, where volume of positions are accumulated and that might act as support or resistance depending on the price direction. Traders can visually activate the VRVP to see the Point of Control (POC) directly on the chart as a line (similar as how a support or resistance would be drawn). Moreover, traders have the ability to see within the summary box, whether to see if the price is above or below the POC, so they clearly know if it is acting as support or resistance. Price Direction Trade the market trend is well known to be used to identify possible price direction. It is important not to confuse the longer time trend drawn by the EMAs with the TTM Trend bar color. The TTM trend colors bars according to the price direction, helping traders not to confuse when a red bar appears on an uptrend or green bars on a down trend. This coloring helps traders not to exit trades based on bar coloring, which might psychologically affect when scalping or short-term trading specially. Originally, the TTM trend is used considering the ADX in and indicator called TTM Squeeze, where the strength of the movement is measured, therefore although candle colors help with the price direction, ADX provides the trader the ability to see whether the direction is losing momentum and then catch the best possible exit before the direction change. Terminology basics Trend indicators Exponential Moving Average (EMAs): The base indicator is composed of moving averages of 10, 20 and 55 exponential periods, to determine a possible bullish or bearish trend (EMA Crossing) Simple Moving Average (SMA): The base indicator is composed of a moving average of 200 simple periods, which in conjunction with the EMAs can lead to estimate potential upward or downwards moves, as well as possible resistances. (SMA Positioning) Weighted moving average (WMA): It is a technical indicator that traders use to generate trade direction and make a long or short position. It assigns greater weighting to recent data points and less weighting on past data points. (WMA Crossing) Strength and S/R indicators VPVR (Volume Profile Visible Range): It allows to determine the Point of Control (POC) which is the node with the highest volume profile. This can be used as an important retest point or to calculate potential support and resistance. The POC level is represented with a red dotted line in the graph. The VPVR is a simplified version of the “TwV Multi-timeframe Dynamic VRVP” that you can find for free use in my profile. This version calculates the main’s timeframe POC and also has the possibility to be fixed range if the trader enables it from the menu. (Dynamic range by default). ADX (Average Directional Index): The ADX helps the indicator to estimate the strength of the movement, always considering the DI+ and DI- to not go against the trend strength. This is represented as summary text in a table. / Exit indicator Stochastic RSI: It is an indicator used in technical analysis that ranges between zero and a hundred and is created by applying the Stochastic oscillator formula to a set of relative strength index (RSI) values rather than to standard price data. Using RSI values within the Stochastic formula gives traders an idea of whether the current RSI value is overbought or oversold (Exit zones) / How to use Summary 1. Receive the Long or Short Signals using strategy 1 or 2, depending on the selected in the main menu of the indicator. 2. Evaluate the trend based on the 10,20, 50 and 200 MAs. Filter the Long and Short signals accordingly. 3. Monitor constantly the TTM Trend and the ADX for the direction and strength of the position entered and review if the momentum is being lost, considering step 4 or other possible reasons that might lead to exiting the position. 4. Once entered to a position evaluate constantly the Stochastic RSI bearish or bullish crossover or POC value on screen or summary box to exit the position. 5. Consider that for doing the evaluation individually, you shall use the TwV Market Signals.
אינדיקטור Pine Script®
מאת ‎haimico‎
FRVP Master [Pro UI] V2.1.2Release Notes: FRVP Master V2.1.2 1. What is Volume Profile? Volume Profile is an advanced charting study that displays trading activity over a specific time period at specific price levels. Unlike standard volume (which shows when trading occurred), Volume Profile shows where the most significant buying and selling took place, revealing the "fair value" of an asset. 2. The Power of Fixed Range (FRVP) While Visible Range profiles change as you scroll, the Fixed Range Volume Profile stays anchored to a specific lookback period. This provides a consistent "map" of liquidity, allowing you to identify high-volume support and low-volume "gaps" that price is likely to trade through quickly. 3. Trend-Following vs. Volume-Based Trading * Trend-Following: Focuses on momentum and direction (the "What"). * Volume-Based: Focuses on intent and liquidity (the "Why"). By understanding volume, you aren't just following a line; you are seeing if the "big money" is actually supporting the move. 4. Advanced Signal Intelligence This version includes a diagnostic engine that identifies specific market behaviors: * POC (Buy/Sell): Price interacting with the Point of Control (highest volume level). * VA TRAP (Buy/Sell): Occurs when price breaks the Value Area on low volume—signaling a "fakeout" where traders are likely trapped. * REJECTION (Buy/Sell): High-volume spikes at range extremes where price is aggressively pushed back. * EDGE EXH (Buy/Sell): Exhaustion at the absolute highs/lows where buying/selling pressure simply runs out. 5. 40% vs. 70% Value Area * 70% (Standard): Represents the "Value Area" based on one standard deviation. It covers most market activity. * 40% (Aggressive): Used in this indicator to highlight the High-Conviction Zone . A 40% VA identifies the "heart" of the trend, making breakouts and traps much easier to spot. 6. Recommended Timeframe Mapping To maintain institutional relevance, use these lookback settings: * M15 & M30: Use a 1-Day fixed range (Intraday Scalping). * H2: Use a 1-Week fixed range (Swing-Intraday). * H4: Use a 1-Month fixed range (Medium-term Trend). * D1: Use a 2-Month fixed range (Macro Structure). --- The Ultimate Synergy: FRVP + Supertrend Pro v8.5 The most powerful way to trade this indicator is by combining it with the Supertrend Pro v8.5 —creating a bridge between volume-based and trend-following strategies. * The Filter: Use the Supertrend to define your directional bias (Trend Following). * The Execution: Use the FRVP to find your entry "sweet spot" (Volume Based). Why it works: The Supertrend keeps you on the right side of the market, while the FRVP ensures you aren't buying into a "Trap" or "Exhaustion" zone. You only take Supertrend signals that align with high-volume support or breakouts from the Value Area.
אינדיקטור Pine Script®
מאת ‎sharpie0319‎
4
Mkt-Viper Edge🔶 Overview The Mkt-Viper Edge is a specialized market architecture engine designed to map key levels and display the liquidity framework of any asset. It focuses exclusively on Institutional Order Flow and Market Structure analysis to identify high-probability reversal and continuation zones. Markets do not move randomly; they move from liquidity to liquidity. This indicator automates the complex task of identifying where "Smart Money" has positioned itself. It acts as an X-Ray for your chart—revealing Order Blocks, Fair Value Gaps, Key Support and Resistance levels and Volume areas that are invisible to the naked eye. By visualizing the imbalance between buyers and sellers (Delta) and mapping the breaking points of market structure (BoS/CHoCH), Viper Edge provides the precise "Where" and "Why" behind price movement. 🔶 What makes Mkt-Viper Edge unique? The Mkt-Viper Edge distinguishes itself by bridging the gap between Price Structure and Institutional Volume. While standard indicators blindly plot pivots and levels based on price alone, Mkt-Viper Edge verifies multiple structural elements against the underlying order flow. Its Money Flow Matrix engine moves beyond simple "Volume Profiles" by analyzing intra-candle "Wick Pressure." This allows the system to decode the true buying vs. selling intent hidden inside every candle, rather than just aggregating raw data. By cross-referencing this volume data against Key Levels, Order Blocks, and Fair Value Gaps, the system filters out "fake" structure to reveal the high-probability zones where Smart Money is actually active. Main Features 🔶 Viper Money Flow Matrix The centerpiece of the system is the Matrix—a next-generation Volume Profile and Liquidity scanner. Instead of simply showing how much volume occurred at a price, the Matrix breaks down the intent of that volume. The Logic: The engine scans historical price action (customizable lookback) and categorizes volume into Buying Pressure and Selling Pressure based on "Wick Polarity" logic. It then projects this data as a dashboard on the right side of your chart. Visuals: The Wings: The bars extending Left and Right represent the "Delta" (Net Difference) and "Total Liquidity." Value Area (VA): The High and Low lines indicate the zone where 70% (Institutional Standard) of the trading activity occurred. Breakouts from this zone can potentially lead to explosive moves. POC (Point of Control): The price level with the highest volume node acts as a massive magnet for price. VWAP: An optional "Anchor VWAP" provides a rolling benchmark for fair value (Daily/Weekly/Monthly). 🔶 Ranked Market Structure (MS) Understanding the "Bias" is the first step in any trade. The Ranked Market Structure module automates the mapping of Trend Structure using Swing Pivots and ranks them based on how strong the break was. Features: External Structure: Detects major BoS (Break of Structure) and CHoCH (Change of Character) events to define the macro trend. Internal Structure: (Optional) Highlights micro-breaks for scalpers looking for entries within the larger leg. Breakout Grading: Not all structural breaks are equal. The system automatically grades the "Quality" of every break using a traffic-light system (Green/Yellow/Red circles). Green: Indicates a high-momentum, impulsive break (Strong Displacement). Red: Indicates a weak break where price barely closed past the level, suggesting a potential lack of follow-through. 🔶 Institutional Order Blocks (OB) Order Blocks represent footprints where institutions have initiated large positions. This module automatically detects these zones and equips them with a deep-dive data suite, allowing you to validate the conviction behind every level. Zone Analytics (Volume & Delta): Every Order Block is generated with an embedded data readout. The system analyzes the specific candle that created the zone and displays: Total Liquidity: Displays the absolute volume count (e.g., 2.5M) executed during the zone's creation. Relative Dominance (%): Shows the significance of this zone compared to all other active Order Blocks on the chart. If a zone shows "50%," it means it holds half of the total volume of all currently displayed structures, helping you identify the most dominant level. Net Delta: A numerical display of the net volume imbalance (e.g., Δ +50K), revealing exactly how aggressive the buyers or sellers were. Volume Bars: Visual bars on the edge of the zone showing the exact ratio of Buying vs. Selling pressure. Strength Grading (S/W): Not all Order Blocks are created equal. The system automatically grades the quality of every zone by comparing its formation volume against the historical average. Strong (S): Marked when the zone was formed on significant volume expansion, indicating high institutional participation. Weak (W): Marked when the zone formed on low or declining volume, suggesting less reliability. Usage: These zones can potentially be high-probability reversal points. When price returns to a Bullish OB (Green), it is a prime location to look for Long entries. 🔶 Fair Value Gaps (FVG) Price moves aggressively when liquidity is one-sided, leaving behind "Inefficiencies" or Gaps. The FVG module highlights these specific pockets of imbalance. The Logic: The system scans for three-candle patterns where the wicks do not overlap. It draws a zone extending forward until price fills the gap. Mitigation Tracking: The engine actively monitors the "Health" of the gap. Specifically, it tracks the 50% (Consequent Encroachment) level. Once price closes beyond the 50% mark of the gap, the zone is considered "Mitigated" and is automatically removed to keep your chart clean. 🔶 Smart Support & Resistance Grid The Mkt-Viper Edge utilizes a dynamic Support & Resistance engine that evolves in real-time as price action unfolds. Instead of cluttering the chart with every minor turning point, this system builds a high-fidelity grid based on interaction frequency and volume intensity. Volume-Validated Levels: The engine includes a built-in Volume Filter that ignores weak structure. A level is only projected if the pivot point was formed with sufficient volume relative to the moving average. This automatically filters out low-conviction "noise" pivots, leaving only the structural levels where real money changed hands. Dynamic Adaptability: The grid is not a static drawing; it is a living ecosystem. As price tests and reacts to specific levels, the system updates the grid to reflect the most current market reality, ensuring you are always trading against relevant structure rather than stale data. Wick Precision: Users can customize the drawing logic, choosing between "Average Center" (for broad zones) or "Wick Precision" (snapping lines to the exact Highs/Lows) for pinpoint bounce trading. ⚠️ Technical Disclosure: Dynamic Object Regeneration To ensure the grid remains relevant to the current price action, this module utilizes "Functional Repainting." As new pivot highs and lows are formed and confirmed, the indicator effectively "re-draws" the grid to prioritize the most recent and significant structures. Old or invalidated levels are automatically removed to prevent chart clutter. 🔶 Viper Command Dashboard For traders who need a macro view, the Command Dashboard provides a real-time "Satellite Link" to multiple timeframes (1m to Daily). Select up to 6 different time frames to view data from. Data Points: Structure: Displays the current Bull/Bear status of the Market Structure logic across all TFs. Money Flow: Tracks the Money Flow Index (MFI) to show if volume is expanding or contracting. Viper Band: (Integration) Displays the trend status relative to the Viper Band from the Mkt-Viper Pro indicator if you are using the full suite. Forecast: Based on the alignment of ADX and EMA trends, the dashboard generates a simplified "Forecast" (Pump, Dump, or Consolidation) to help you align with the dominant momentum. 🔶 Visual Intelligence (Theme Engine) Visual clarity is essential for rapid decision-making. A cluttered or poorly contrasted chart can lead to cognitive fatigue. To address this, Mkt-Viper Edge features a global Color Theme Engine that instantly synchronizes every element of the suite—signals, candles, clouds, and text—to a unified palette. The Presets: The system comes with five professionally designed profiles to suit different trading environments and lighting conditions: Viper Original: High-contrast Neon Green & Purple (Optimized for Dark Mode). Classic: Standard Green/Red configuration for traditionalists. Cool Blues: A calming Blue/Violet palette designed to reduce emotional reactivity. Ember & Ash: High-warmth Orange/Slate contrast. Monochrome: Grayscale/Silver logic for distraction-free structural analysis. Customization: Traders with specific branding requirements or accessibility needs (such as color blindness) can select "Custom Theme." This unlocks distinct color inputs, allowing you to define your own specific Bullish, Bearish, and Neutral colors that instantly propagate across the entire indicator suite System Integration Mkt-Viper Edge is designed to function as the "Structure" module within the wider Mkt-Viper ecosystem. While powerful alone, it is calibrated to work seamlessly with Mkt-Viper Pro (Trend Overlay and Viper Oscillator). 🔶 How to use: The "Edge" Workflow 1. Identify the Bias: Look at the Smart Structure. Are we making Higher Highs (Bullish BoS)? If the Command Dashboard shows Bullish structure on the Higher Timeframes (H1, H4), look for Longs. 2. Find the Interest Level: Locate an unmitigated Order Block or FVG that aligns with the trend direction. 3. Validate with Volume: Check the Money Flow Matrix. Is the POC (Point of Control) sitting near your Order Block? High volume nodes act as "Confluence," increasing the probability of a bounce. 4. Execution: Set your entry at the edge of the Order Block or the 50% mark of the FVG. 🔶 Realistic Expectations & Methodology The Nature of Liquidity: Viper Edge identifies where orders were placed historically. While price often reacts to these "Memory" zones, market conditions change. A strong news event can blow through an Order Block without pausing. Lag vs. Structure: Market Structure (BoS) is inherently reactive—it requires a candle close to confirm. Therefore, structural signals will always appear after the pivot has formed. This is not "lag" in the traditional sense, but the necessary confirmation of a structural shift. Object Limit (Technical Disclosure): TradingView places limits on how many drawing objects (Boxes/Lines) can be on a chart. To ensure performance, Viper Edge uses an active "Garbage Collection" system that deletes the oldest levels once the buffer (default 50-100) is full. This is normal behavior to keep your chart fast and responsive. --------------------- Disclaimer The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, back test, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
אינדיקטור Pine Script®
מאת ‎Mkt-Viper‎
VolumeValueArea (Double Ref Back)Description : Overview This indicator is designed for traders who rely on Auction Market Theory and want to identify the market's true Fair Value with precision. It combines two independent Volume Profile instances into a single tool, allowing you to analyze market structure across multiple timeframes simultaneously (e.g., Daily and 4-Hour). The unique feature of this script is the "Reference Back" logic. Instead of only seeing the current session's profile, you can project the Value Area (VA) and Point of Control (POC) from n periods ago onto the current session. This allows you to immediately see how price reacts to previous areas of high liquidity. Key Features Dual Profile Instances: Run two separate profiles (e.g., Profile 1 on 'Daily' and Profile 2 on '4 Hour') within one indicator to find confluence. Historical Referencing (Offset): Display the levels of past sessions on the current chart. Offset 0: Shows the developing levels of the current session. Offset 1: Projects the finished levels of the previous session onto the current price action. Active Line Projection: Automatically projects the relevant POC and Value Area lines into the future (infinite extension) for the currently active session, making it easy to spot upcoming support and resistance. Stateless Session Precision: Uses a robust calculation method to ensure session breaks (like the 4-Hour starts) are mathematically precise, regardless of exchange timestamps. Full Visual Control: Customize line styles (Solid, Dashed, Dotted), widths, and colors for POC, VAH, and VAL independently. How to Use: Finding Fair Value Clusters The primary goal of this script is to visualize where "Fair Value" overlaps across different timeframes. This is often called Clustering. Setup Confluence: Set Profile 1 to a higher timeframe (e.g., Daily) and Profile 2 to a lower timeframe (e.g., 4 Hour or 1 Hour). Analyze the Context: Set the Reference Back to 1. This allows you to trade the current session while seeing the key levels established in the previous session. Identify Clusters: Look for areas where the Daily POC/Value Area aligns closely with the H4 POC/Value Area. Strong Support/Resistance: When a Daily VAH aligns with a 4H POC, it creates a "Cluster" of interest. Acceptance vs. Rejection: If price moves away from a cluster and creates a new value area, the market is seeking a new fair value. If it rotates around the cluster, fair value is established. Settings Guide Session Type: Choose between Daily, Weekly, Monthly, 4 Hour, 1 Hour, etc. Reference Back (n Periods): Determines which past session's levels are drawn on the current bars. 0 = Current, 1 = Previous, 2 = The one before that. Resolution: The granularity of the volume profile (higher = more precise). Extend Active: If enabled, the lines for the current calculation period will extend infinitely to the right until a new session begins. Styles: Configure independent line styles to visually distinguish between Profile 1 (e.g., solid lines) and Profile 2 (e.g., dashed lines). Risk Disclaimer This tool is for chart analysis and educational purposes only. Past volume nodes do not guarantee future price reactions. Always manage your risk responsibly.
אינדיקטור Pine Script®
מאת ‎p_zerbst‎
BT Session VP & VolatilityBT Session VP v0.6 is a professional-grade Session Volume Profile designed for futures, index, and intraday traders who need clean, accurate session structure without clutter. This tool builds a true volume distribution for each trading session using lower-timeframe data, detects high- and low-volume nodes, and tracks a dynamic Point of Control (POC) to help traders identify balance, acceptance, and trend conditions in real time. • Index futures, session-based crypto trading • Intraday equity index trading • Momentum scalping with session context • Auction market theory workflows Features • True session-based volume profile (RTH or ETH) • Futures-correct ETH handling (18:00–17:00 session) • Hard session fencing — no volume bleed between sessions • Lower-timeframe volume aggregation for accuracy • Dynamic Point of Control (POC) tracking • High Volume Nodes (HVN) and Low Volume Nodes (LVN) • Live session and prior session profiles • Optional volatility-weighted volume • Fully customizable colors, opacity, and labels **Volatility-Weighted Volume** is an optional feature that adjusts how volume contributes to the session profile based on current market volatility. Instead of treating all volume equally, BT Session VP can weight volume more heavily during periods of expansion and less during periods of compression. When volatility weighting is enabled: • If volatility is above its recent average, volume is amplified; below volume is dampened • The strength of this effect is controlled by a user-defined multiplier • Volatility weighting does not change price levels, Iit does not introduce signals or repainting. It only affects how volume contributes to the distribution • The feature can be disabled at any time for a traditional volume profile The Point of Control is calculated dynamically as the session evolves. • If the POC remains stable for N bars, the market is considered balanced • If the POC shifts upward, it reflects bullish acceptance • If the POC shifts downward, it reflects bearish acceptance • POC color changes automatically based on these conditions This allows traders to quickly distinguish between balance, rotation, and trend days. • HVN represent price levels where the market previously accepted value • LVN represent areas of rejection or inefficiency Nodes are filtered using: • Local dominance logic • Minimum separation (prevents clustering) These levels often act as: • Support / resistance • Acceptance or rejection zones • Rotation targets during balance How traders use BT Session VP • Identify balance vs trend days early • Use POC direction to confirm market regime • Trade rotations between HVNs during balance • Fade LVNs during rejection • Use prior session nodes as reaction levels • Combine with momentum tools for confirmation This indicator is designed to provide context , not signals. It works best when combined with execution tools, order flow, or momentum confirmation.
אינדיקטור Pine Script®
מאת ‎bangtrades‎
Volume Gaps & Imbalances (Zeiierman)█ Overview Volume Gaps & Imbalances (Zeiierman) is an advanced market-structure and order-flow visualizer that maps where the market traded, where it did not, and how buyer-vs-seller pressure accumulated across the entire price range. The core of the indicator is a price-by-price volume profile built from Bullish and Bearish volume assignments. The script highlights: True zero-volume voids (regions of no traded volume) Bull/Bear imbalance rows (horizontal volume slices) A multi-section Delta Panel, showing aggregated Buy–Sell pressure per vertical sector A clean separation between profile structure, volume efficiency, and delta flows Together, these components reveal market inefficiencies, displacement zones, and fair-value regions that price tends to revisit — making it an exceptional tool for structural trading, order-flow analysis, and contextual confluence. Highlights Identifies true volume voids (untraded price regions), more precisely than standard FVG tools Plots Bull vs Bear volume at each price row for fine-grained imbalance reading Includes a sector-based Delta Grid that aggregates Buy–Sell dominance █ How It Works ⚪ Profile Construction The indicator scans a user-defined Lookback window and divides the full high–low range into Rows. Each bar's volume is allocated into the correct price bucket: Bullish volume when close > open Bearish volume when close <= open This produces three values per price level: Bull Volume Bear Volume Total Volume & Imbalance Profile Rows where no volume at all occurred are marked as volume gaps — signaling true untraded zones, often produced by impulsive imbalanced moves. ⚪ Zero-Volume Gaps (True Voids) Unlike candle-based Fair Value Gaps (FVGs), volume gaps identify the deeper, structural inefficiency: Price moved so fast through a region that no trades occurred at those prices. These areas often attract revisits because liquidity never exchanged hands there. ⚪ Bull/Bear Volume Imbalance Every price row is drawn using two colored horizontal segments: Bull segment proportional to bullish volume Bear segment proportional to bearish volume This reveals where buyers or sellers dominated individual price levels. ⚪ Delta Panel The full volume profile is cut into Summary Sections. For each block, the script computes: Δ = (Bull Volume − Bear Volume) ÷ Total Volume × 100% █ How to Use ⚪ Spot True Voids & Inefficiencies Zero-volume zones highlight where the price moved without trading. These areas often behave like: Refill zones during retracements Targets during displacement Thin regions price slices through quickly Ideal for both SMC-style trading and structural mapping. ⚪ Identify Bull/Bear Control at Each Price Level Broad bullish segments show zones of buyer absorption, while wide bearish slices reveal seller control. This helps you interpret: Where buyers supported the price Where sellers defended a level Which price levels matter for continuation or reversal ⚪ Use Delta Sectors for Contextual Direction The delta panel shows where market pressure is accumulating, revealing whether the profile is dominated by: Bullish flow (positive delta) Bearish flow (negative delta) Neutral flow (balanced or minimal delta) █ Settings Lookback – Number of bars scanned to build the profile. Rows – Vertical resolution of price bins. Source – Price source used to assign volume into rows. Summary Sections – Number of vertical delta sectors. Summary Width – Horizontal size of the delta bar panel. Gap From Profile – Distance between profile and delta grid. Show Delta Text – Toggle Δ% labels. ----------------- Disclaimer The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
אינדיקטור Pine Script®
מאת ‎Zeiierman‎
29
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.
אינדיקטור Pine Script®
מאת ‎BigBeluga‎
47
MARKET SCANNER Core Components: 1. Market Structure & Pivot Points Multi-timeframe Pivots: Daily, Weekly, Monthly pivot points Central Pivot Range (CPR): For all timeframes N-Day High/Low Tracking: Dynamic support/resistance based on recent price action 2. Volume Analysis Institutional Volume Metrics: Buy/Sell pressure, Net flow, Volume Power Cumulative Delta: Tracks order flow imbalance Volume Profile: Right-side profile with POC (Point of Control) and Value Area Volume Strikes: Identifies significant volume absorption/breakout levels 3. Price Action & Patterns Fibonacci-based Candlestick Recognition: Green/Red candles with specific Fibonacci conditions Support/Resistance Zones: Dynamic boxes based on Fibonacci retracements Breakout Detection: Tracks breakouts above N-day high/low with retracement levels 4. Moving Averages & VWAP VWAP with multiple moving averages (20, 50, 250 periods) MVWAP Sign Detection: Tracks flips in VWAP momentum 5. Market Sentiment Analysis Composite Sentiment Score: Combines RSI, MACD, Stochastic, Moving Averages, ADX Confidence Scoring: Measures signal reliability Conflict Detection: Identifies when volume and price signals disagree 6. Advanced Features Dynamic Gap Calculations: Measures distance to support/resistance zones Swing Analysis: Identifies swing highs/lows with gap measurements Volume-Price Confirmation: Validates moves with volume Professional Tables: Multiple tables displaying pivot levels, differences, sentiment, and volume metrics Key Trading Concepts Implemented: Institutional Order Flow: Tracks smart money activity Volume-Weighted Price Levels: Identifies significant price zones Multi-timeframe Analysis: Correlates daily, weekly, monthly levels Fibonacci Retracement Strategies: For entries and exits Market Microstructure: Through volume profile and delta analysis Visual Outputs: Dynamic support/resistance boxes Volume profile histogram Multiple information tables Real-time sentiment scoring Retracement lines and zones This is essentially a professional-grade trading suite that combines price action, volume analysis, market structure, and sentiment into one comprehensive tool suitable for both discretionary and systematic trading approaches.
אינדיקטור Pine Script®
מאת ‎Sudip09m‎
Volume & Price Analysis Across SessionsVolume & Price Analysis Across Sessions: This advanced volume profile-based indicator provides a detailed visualization of market activity by analyzing volume distribution and price behavior across user-defined trading sessions. It dynamically calculates and displays the price level with the highest traded volume —for each user defined session, along with historical POCs, offering valuable insights into price acceptance zones and market sentiment over time. Benefits: Volume-Weighted Price Insights: Go beyond simple price action by integrating volume data to identify key levels where market participants are most active. Multi-Session Context: Analyze volume concentration across multiple sessions to better anticipate support/resistance and potential reversal zones. Visual Clarity: Intuitive color gradients and line widths make interpreting complex volume data straightforward. Customizable to Fit Any Trading Style: Adjustable session length and sensitivity make it suitable for day trading, swing trading, or longer-term analysis. This indicator is ideal for traders looking to integrate volume profile concepts directly on price charts with session-specific granularity, enabling deeper understanding of market structure and more informed trading decisions. How It Works: The indicator segments price and volume data into discrete sessions based on the selected timeframe. Within each session, it bins volumes by price levels and identifies the POC — the price with the highest aggregated volume. It draws the current session’s POC line on the chart, adjusting its thickness dynamically relative to volume strength using a z-score-based calculation. Upon session completion, the POC line for that session is preserved on the chart in a gradient color reflecting relative volume magnitude compared to previous sessions. Users can optionally enable deviation lines to observe volatility or price spread within each session. The script efficiently manages historical POC lines, deleting the oldest when exceeding the maximum configured number to keep the chart clean. Key Features: Session-Based Volume Profile: Defines custom sessions based on a selectable timeframe (default 4 hours) and calculates volume bins within each session to identify where the most trading activity occurred. Dynamic POC Line: Highlights the current session’s POC with a line whose width adapts based on volume intensity, controlled by a user-adjustable volume sensitivity parameter. Historical POCs with Volume Gradient: Displays up to 30 previous session POC lines colored with a gradient ranging from low-volume (semi-transparent red) to high-volume (solid green), enabling quick visual identification of significant volume levels over time. Standard Deviation Lines (Optional): Optionally plots ±1 standard deviation lines around the POC to visualize price dispersion within sessions. Configurable Parameters: Allows full customization of appearance and sensitivity including POC line colors, maximum line widths, session timeframe, and the maximum number of price bins for volume aggregation. Default Parameters Used: Session Timeframe: 240 minutes (4-hour sessions) POC Line Color: Yellow Max Historical POCs Displayed : 30 Max POC Line Width: 10 pixels Volume Sensitivity for POC Width: 2.0 (controls how volume deviations affect line thickness) Show ±1 Std Dev Lines: Disabled by default Deviation Line Color: Gray Max Price Bins: 1000 (limits the number of unique price levels considered per session) Historical POC Gradient Colors: Low Volume Start: Red, 60% transparency High Volume End: Solid Green
אינדיקטור Pine Script®
מאת ‎bestindicatorsever‎
1
Dashboard MTF profile volume Indicator Description This indicator, titled "Swing Points and Liquidity & Profile Volume," combines multiple features to provide a comprehensive market analysis: Volume Profile: Displays buy and sell volumes across multiple timeframes (1 minute, 5 minutes, 15 minutes, 1 hour, 4 hours, 1 day). Volume Moving Averages: Plots two moving averages (short and long) to analyze volume trends. Dashboard: A summary dashboard shows buy and sell volumes for each timeframe, with distinct colors for better visualization. Swing Points: Identifies liquidity levels and swing points to help pinpoint key entry and exit zones. How to Use 1. Indicator Installation Go to TradingView. Open the Pine Script Editor. Copy and paste the provided code. Click on "Add to Chart." 2. Indicator Settings The indicator offers several customizable parameters: Display Volume (1 minute, 5 minutes, 15 minutes, 1 hour, 4 hours, 1 day): Enable or disable volume display for each timeframe. Short Moving Average Length (MA): Set the short moving average period (default: 5). Long Moving Average Length (MA): Set the long moving average period (default: 14). Dashboard Position: Choose where to display the dashboard (bottom-right, bottom-left, top-right, top-left). Text Color: Customize the text color in the dashboard. Text Size: Choose text size (small, normal, large). 3. Using the Indicator Volume Analysis The dashboard displays buy (Buy Volume) and sell (Sell Volume) volumes for each timeframe. Buy Volume: Volume of trades where the closing price is higher than the opening price (aggressive buying). Sell Volume: Volume of trades where the closing price is equal to or lower than the opening price (aggressive selling). Volumes are displayed in real-time and update with each new candle. Volume Moving Averages Two moving averages are plotted on the chart: MA Volume (Short): Short moving average (blue) to identify short-term volume trends. MA Volume (Long): Long moving average (red) to identify long-term volume trends. Use these moving averages to spot accumulation or distribution periods. Swing Points and Liquidity Swing points are identified based on price levels where volumes are highest. These levels can act as support/resistance zones or liquidity areas to plan entries and exits. Usage Guidelines 1. Entering a Position Buy (Long): When Buy Volume is significantly higher than Sell Volume across multiple timeframes. When the short moving average (blue) crosses above the long moving average (red). Sell (Short): When Sell Volume is significantly higher than Buy Volume across multiple timeframes. When the short moving average (blue) crosses below the long moving average (red). 2. Exiting a Position Use liquidity levels (swing points) to set profit targets or stop-loss levels. Monitor volume changes to anticipate trend reversals. 3. Risk Management Use stop-loss orders to limit losses. Avoid trading during low-volume periods to reduce false signals. Compliance with Trading View Guidelines Intellectual Property: The code is provided for educational and personal use. You may modify and use it but cannot resell or distribute it as your own work. Responsible Use: Trading View encourages responsible use of indicators. Test the indicator on a demo account before using it in live trading. Transparency: The code is fully transparent and can be reviewed in the Pine Script Editor. You may modify it to suit your needs. Practical Examples Scenario 1: Bullish Trend Buy Volume is high on 1-hour and 4-hour time frames. The short moving average (blue) is above the long moving average (red). Action: Open a long position (Buy) and set a stop-loss below the last swing low. Scenario 2: Bearish Trend Sell Volume is high on 1-hour and 4-hour time frames. The short moving average (blue) is below the long moving average (red). Action: Open a short position (Sell) and set a stop-loss above the last swing high.
אינדיקטור Pine Script®
מאת ‎SESE04‎
Wave Consolidation [LuxAlgo]The Wave Consolidation indicator uses market profiles to highlight consolidation zones based on upward and downward moves determined when a Higher-High or Lower-Low is created. Users can control the amount of consolidation zones to display and the sensitivity of the swing point detection used to return those zones. 🔶 USAGE These zones are intended as areas of interest to traders where price has seen historical interactions, which can be interpreted as support and resistance. By identifying these areas of interest before the price returns to them, traders are able to anticipate and prepare for various scenarios and respond dynamically to the behavior of the market, as seen below. Rejection: A quick move away from the zone may indicate that the area is either overvalued or undervalued, leading to a fast movement in the opposite direction. Breakthrough: Moving beyond a zone could indicate acceptance at that specific price, potentially signaling a shift in momentum or the start of a new trend. In a strong major trend, zones created from smaller trends could be used as price targets for taking profit and managing risk. Consolidation: Holding these zones might suggest a market in balance at these levels, this could lead to opportunities for range-bound trading. Below is an example of the Rejection and Consolidation scenarios described above. Note: By analyzing the tests and retests of these zones, traders can also gain further insight into where participants are interacting in the market. 🔶 DETAILS The full process for acquiring and managing these zones is described in the sub-sections below. 🔹 Creation By only considering market movements creating a higher-high or lower-low, we can identify meaningful, directional, moves which can then be used to calculate zones. Once a move is identified, the script calculates a volume profile spanning the length of the given move. The width of the zones is determined starting from the POC of the profile and expanding outwards until the value of the profile's row falls below the profile's average. Note: By increasing the "Multiplier" Input, Users can increase the threshold the script uses to determine zone width in multiples of Standard Deviations above the Average. While this area is similar to a VP Value Area, it is not intended to replicate a value zone. The calculation is not concerned with capturing any % of the total profile's volume within the zone and only analyzes based on a fixed inclusion threshold. 🔹 Management To keep clutter to a minimum, If a new zone overlaps a recently created zone, the zones are grouped as one. This is especially helpful in areas where prices are ranging, creating multiple zones in a very similar area. Zones before management: Zones after management: 🔹 Deletion Just because a zone is crossed, does not make it immediately unimportant! Once a Zone is mitigated (crossed in the opposite direction of its bias) it is reduced to a single dotted line representing the outer threshold for the zone. These lines are important to watch, as the price will often retest a break. For this reason, they will stay on the chart until the next swing point is detected when they will finally be deleted for good. Below is an example of activity around a broken zone before it is deleted. Below is the same example 2bBars later , once the new swing is confirmed, the dotted lines are deleted and new zones are created. Notice how the newly formed resistance zone is in the same area where we noticed sellers previously. 🔶 SETTINGS 🔹 Structure Display Structure: Determines if swing structures are displayed. Structure Length: Sets Length for structure identification. 🔹 Zones Volume-Based Calculations: Opt to use a "Volume" based Profile Calculation instead of the default "Price Action" based Calculation. Display Count: Sets the specific number of bullish and bearish zones to display on the chart. Multiplier: Sets the multiplier to use for the value cut-off for determining zone boundaries. 🔹 Style Display Average Lines: Toggles on/off the average (mid) lines for the zones.
אינדיקטור Pine Script®
מאת ‎LuxAlgo‎
18
iQPRO iQProfile22iQPRO iQProfile22: Advanced Geometry & Frequency Engine iQPRO iQProfile22 is a high-performance confluence engine designed to identify institutional liquidity nodes and statistical outliers. By synthesizing Linear Regression (probability), Volume Profiles (activity), and Frequency Analysis (cyclicality), this indicator visualizes precisely where price is statistically likely to revert (Mean Reversion) or break out (Momentum). Moving beyond isolated metrics, iQProfile22 actively scans for "Interaction Nodes"—specific price levels where heavy volume accumulation coincides perfectly with statistical deviation bands. Released as an Invite-Only script, this tool protects its proprietary calculation methods while providing a curated edge for Premium Community Access Traders. Proprietary Architecture & Uniqueness Unequivocal Originality: iQProfile22 is not a "reskin" of open-source code or standard library functions. It is built entirely on a Proprietary Multi-Core Base developed from scratch. Custom Math Engine: Instead of relying on basic TradingView built-ins, we manually calculate Linear Algebra components (slope, intercept, and variance) and Digital Signal Processing logic. Zero-Lag Performance: By owning the entire calculation stack, we eliminate the latency and structural limitations found in retail-grade tools. This ensures a responsive, non-lagging volatility envelope that adapts dynamically to price action. Core Innovation: The Triple-Layer Synthesis The engine operates on a synergistic system where Trend, Timing, and Liquidity converge: Dynamic Linear Regression (Probability): Anchors automatically based on user-defined lookbacks (Fixed, Highest High, or Lowest Low). It calculates a "Best Fit" mean and projects dynamic Standard Deviation (SD) bands to define overbought/oversold extremes. Integrated Volume Profile (Liquidity): Renders a custom Volume Profile at the current bar, highlighting the Point of Control (POC) and Value Area (VA) to distinguish between Buy/Sell volume pressure. Signal Processing (Frequency): Utilizes a Digital Signal Processing (DSP) algorithm to filter price noise and extract the dominant market cycle. It projects "Frequency Bands" that act as dynamic support/resistance, often providing signals faster than standard averages. Key Technical Features: Smart Node Detection The system's primary output is the identification of Interaction Nodes. These are the Primary Focal Point signals where a Volume Node makes its proprietary interaction. Interaction Nodes (Automated Markers): These markers indicate critical variance boundaries and levels for entries, exits, and focal points. They represent zones of high friction and high probability for reaction. Frequency Bands: Dynamic bands that expand and contract with the DSP cycle, offering real-time visualization of market "breathing" (Expansion vs. Compression). Volume Nodes: High-volume price levels identified from the profile, acting as magnetic zones for price action. Operational Guide 1. Trend & Structure Trend Definition: Use the Regression Base Line to determine the immediate trend direction. Reversals: Look for price exhaustion at the outer SD Bands (e.g., 3-5 Sigma). 2. Entries & Exits Focal Points: Target the Interaction Nodes (Automated Markers). These are statistically significant barriers where price is likely to pause or reverse. Momentum Shifts: Watch for crossovers on the Frequency Bands to identify short-term momentum shifts before they are visible on price alone. Access & Intellectual Property Invite-Only Access: This script is available exclusively to verified users of Premium MarketMakeriQ Access. It is released as an invite-only tool to ensure controlled distribution and protect the proprietary logic meant for our community. Security: Access is granted strictly for personal use within the community. Attempting to reverse-engineer the script, decompile the code, or share the underlying logic will result in the immediate and permanent revocation of access to all MarketMakeriQ tools. How to Join: Please refer to the Author's Instructions below to verify your membership and request authorization. Disclaimer: For educational and analytical purposes only. Trading involves significant risk. Past performance is not indicative of future results. No financial advice is provided. Copyright: © 2026 MarketMakeriQ(MarketMakerlQ) | iQ Alchemy. All rights reserved. Logic protected under MPL 2.0 where applicable.
אינדיקטור Pine Script®
מאת ‎MarketMakerlQ‎
Value Area PRO (TPO/Volume Session VAH/VAL/POC) 📌 AP Capital Value Area PRO (TPO / Volume) AP Capital Value Area PRO is a session-based value area indicator designed for Gold (XAUUSD), NASDAQ (NAS100), and other CFD instruments. It focuses on where the market has accepted price during the current session and highlights high-probability interaction zones used by professional traders. Unlike rolling lookback volume profiles, this indicator builds a true session value area and provides actionable signals around VAH, VAL, and POC. 🔹 Core Features Session-Anchored Value Area Value Area is built only during the selected session Resets cleanly at session start Levels develop during the session and can be extended forward No repainting or shifting due to lookback changes TPO or Volume Mode TPO (Time-at-Price) mode – ideal for CFDs and tick-volume data Volume mode – uses broker volume if preferred Same logic, different weighting method Fixed Price Bin Size Uses a fixed bin size (e.g. 0.10 for Gold, 0.25–0.50 for NAS100) Produces cleaner, more realistic VAH/VAL levels Avoids distorted profiles caused by dynamic bin scaling VAH / VAL / POC Levels VAH (Value Area High) VAL (Value Area Low) POC (Point of Control) (optional) Lines can be extended to act as forward reference levels 🔹 Trading Signals & Alerts Value Re-Entry Identifies false breakouts where price: Trades outside value Then closes back inside Often seen before strong mean-reversion or continuation moves. Acceptance Detects initiative activity using: Multiple consecutive closes outside value Filters out weak single-candle breaks Rejection Flags strong rejection candles: Large candle body Wick outside value Close back inside the value area These conditions are especially effective on Gold intraday. 🔹 Optional Profile Histogram Right-side volume/TPO histogram Buy/sell imbalance visualization Fully optional to reduce chart clutter and improve performance 🔹 Best Use Cases Recommended markets XAUUSD (Gold) NAS100 / US100 Other index or metal CFDs Recommended timeframes 5m, 15m, 30m Suggested settings Mode: TPO Value Area: 70% Bin size: Gold: 0.10 NAS100: 0.25 or 0.50 🔹 How Traders Use It Trade rejections at VAH / VAL Look for acceptance to confirm trend days Use re-entries to fade failed breakouts Combine with trend filters, EMA structure, or session context ⚠️ Disclaimer This indicator is provided for educational and analytical purposes only and does not constitute financial advice. Always manage risk appropriately.
אינדיקטור Pine Script®
מאת ‎APCapitalTrading‎
[xProfit] Smart Money MTF: Price Predictor & Volume Smart Money MTF: Price Predictor & Volume is a professional-grade institutional trading station. It integrates four core modules — Fractal Price Projection, Smart Money Concepts (SMC), Multi-Timeframe (MTF) Analysis, and Volume Profile — into a unified Confluence Matrix. The indicator is designed to identify institutional footprints and project potential price paths based on historical pattern correlation and volume dynamics. 1. DUAL-PATH PROJECTION SYSTEM (Historical Engine) Unlike standard lagging indicators, this system uses a Historical Correlation Algorithm. It analyzes up to 5,000 bars of data to find "fractal analogs" — moments in history where price action and momentum behaved similarly to the current market. Momentum Engine (Aggregated Momentum Synthesis): The projections are driven by a proprietary synthesis. Instead of relying on a single indicator, the algorithm fuses RSI, Wave Trend, and Bollinger Bands Trend into a normalized composite value. This provides a precise "momentum signature" of the market's current energy. Dual Pattern Resolution: Both projections forecast the same distance into the future but use different "Resolutions" to find historical matches: Projection 1 (Tactical/Yellow): Uses a shorter pattern length to find historical matches. It captures local market logic, noise, and tactical volatility. Projection 2 (Structural/Cyan): Uses a longer pattern length. It captures broader cycles, institutional trends, and structural shifts. Statistical Analysis: Each path displays a Probability % and Hits/Total Matches, showing how often this specific pattern successfully reached its target in the past. 2. SMC & MULTI-TIMEFRAME ORDER BLOCKS The indicator automatically identifies Order Blocks (OB) — price levels where institutional orders were placed, creating supply and demand zones. Multi-Timeframe (MTF) Intelligence: The system maps institutional levels from higher timeframes (HTF) directly onto your current chart. Internal & Swing OBs: Clearly differentiates between minor tactical levels and major structural pivot points. HTF1 & HTF2: Automatically pulls data from two higher timeframes (e.g., viewing 4H and Daily levels while trading on a 30M chart). Mitigation Logic: Zones are dynamically removed or adjusted once price pierces the "mitigation level," ensuring your chart displays only fresh, untapped liquidity. 3. VOLUME PROFILE & EXTREME ZONES A proprietary Volume Profile (VP) implementation that allows for granular liquidity analysis and manual positioning. Point of Control (POC): The red horizontal line marking the highest volume price level — the market's fair value center. Value Area (VA): Highlights the price range where a specified percentage of the total volume was traded (configurable in settings, default 70%). Extreme Volume Nodes (Low Volume Nodes): These areas are highlighted as "Support/Resistance Strong/Weak." Since liquidity is thin in these zones, price tends to reject them sharply, making them high-probability reversal points. 4. CONFLUENCE MATRIX (Hot Zone Detection) The "Brain" of the indicator analyzes the intersection of all modules. When a projected path hits a specific price level, the Matrix checks for confluence: 👑 ULTIMATE: Projection + HTF Order Block + Volume POC + Extreme Zone. 🛑 HEAVY: High-grade institutional alignment across multiple metrics. 🔶 STRONG / 🟢 NORMAL: Mid-tier structural confluence. 🔵 LOCAL / ⚪ WEAK: Short-term tactical levels for scalping. HOW TO INTERPRET & TRADE Convergence (Strong Bias): When both P1 and P2 point in the same direction, the probability of the move increases significantly. Magnet Effect & Strategic Decision Points: Areas where projected paths intersect with HTF Order Blocks or the Volume POC serve as high-probability Decision Points: Profit Taking (Take Profit): High likelihood of the current momentum exhausting at these levels. New Trade Entries: Key reaction zones to look for price action confirmation to enter a trend-continuation or a reversal trade. Divergence: If projections point in opposite directions, the market is likely in a consolidation phase. Focus on the path with higher "Heavy" confluence or higher probability. PARAMETER GUIDE History Search Depth: How far the algorithm looks back for historical analogs. Pattern Length: Tactical/Fast (Default 24 bars) vs. Structural/Slow (Default 60 bars). Tolerance %: How strictly the historical patterns must match the current state. Swing Length: Lookback for Order Block detection (Higher = more significant levels). Volume Resolution: Adjusts the granularity of the Volume Profile. Right Offset (Manual Mode): Shifts the Volume Profile to the right to prevent overlapping with price action. CONCLUSION & LIVE TESTING PLEASE NOTE: This system is currently in its LIVE TESTING phase. I am sharing it publicly to verify its statistical accuracy and predictive power alongside the community in real-time. Trading Ideas: I will be publishing regular trading ideas and market forecasts based on this specific setup. RISK WARNING: Trading is inherently risky. Statistical projections (even with 97% probability) are NOT guarantees of future performance. Never risk more than 1-2% of your capital per trade and never trade with money you cannot afford to lose. Always use stop-losses. If you find this tool useful, please FOLLOW my profile, leave a COMMENT with your feedback, and BOOST the script to stay updated on the results! Disclaimer: IMPORTANT: This indicator is a technical analysis tool for informational purposes only. Trading involves substantial risk. Projections are statistical forecasts based on historical patterns and do not guarantee future market movement. Always use proper risk management.
אינדיקטור Pine Script®
מאת ‎ItsProfit‎
Orderflow - Full suiteThis indicator provides a comprehensive institutional view of the market by aggregating real-time volume and delta data from the four largest crypto derivatives exchanges: Binance, Bybit, OKX, and Gate.io. Unlike standard indicators that rely on a single data feed, this tool normalizes and combines volume from multiple sources to reveal the "True Market Volume." It features a sophisticated 1-Minute Granularity Scanner that analyzes the underlying 1m data within your current timeframe to detect hidden whale activity that is often smoothed out on higher timeframe charts. Key Features: 🌊 Multi-Exchange Aggregation: Automatically fetches and sums volume from Binance, Bybit, OKX, and Gate.io. It handles currency normalization (converting USDT volume to Base Currency) to ensure accurate apples-to-apples calculations. 🐋 1-Minute Big Trade Scanner: The script scans the 1-minute candles underlying your current bar. It detects "Whale," "Huge," and "Large" trades that occur within a single minute, revealing aggressive market participants hiding inside consolidated candles. 🛡️ Absorption Detection: Identifies specific moments where high aggregated volume meets minimal price movement, highlighting areas where passive limit orders are absorbing aggressive flow. 📉 CVD Divergence: accumulating Aggregated Delta to spot divergences between price action and order flow (e.g., Price making Lower Lows while CVD makes Higher Lows). 📊 Dynamic Volume Profile: A fully functional Volume Profile driven by the global aggregated data, including Value Area (VAH/VAL) and POC logic. ⚖️ Market Balance & Retests: Automatically detects if the market is Balanced or Imbalanced and highlights valid retests of Value Area High/Low levels. How to Use: Bubbles: Represent Big Trades detected on the 1m timeframe (Blue = Buy, Red = Sell). Size indicates relative volume. Diamonds: Indicate Absorption events (High volume, zero price progress). Triangles: Indicate CVD Divergences (Potential reversals). Right Panel: Displays the Volume Profile and Key Levels based on the total market liquidity. Note: This indicator uses request.security_lower_tf to scan granular data. It is optimized for Crypto Perpetual pairs (USDT.P).
אינדיקטור Pine Script®
מאת ‎ranogajecf‎
Momentum Master v1# Momentum Master v1 - Multi-Strategy Trading System ## SCRIPT OVERVIEW Momentum Master v1 is a multi-strategy trading system that integrates 6 distinct trading methodologies (EMA Crossover, RSI Mean Reversion, Breakout, MACD Crossover, Bollinger Bands, Volume Breakout) through a shared risk management pipeline. This script implements a proprietary integration framework that creates synergistic value beyond what individual indicators provide, combining advanced technical analysis techniques with institutional flow analysis. ## TECHNICAL METHODOLOGY ### Multi-Strategy Signal Generation Framework The script operates on a shared execution framework where all six trading strategies share the same risk management system, but each strategy uses its own unique entry logic: 1. **EMA Crossover System**: Detects momentum shifts using configurable fast/slow EMA periods (Standard 9/21, Fast 7/17, Slow 13/26, or Custom) 2. **RSI Mean Reversion**: Identifies overbought/oversold conditions for counter-trend opportunities 3. **Breakout Detection**: Captures price breakouts from consolidation zones 4. **MACD Crossover**: Uses MACD line crossovers to confirm trend changes 5. **Bollinger Bands**: Trades bounces from band extremes and breakouts 6. **Volume Breakout**: Confirms moves with above-average volume **Why This Integration Creates Unique Value:** This is not a simple indicator mashup. The proprietary integration framework creates synergistic value through: - **Shared Risk Management**: All strategies share ATR-based stop loss calculation and multiple take profit levels (TP1-TP6 with ratios 1:2, 1:4, 1:6, 1:8, 1:10, 1:12) - **Adaptive Confidence Scoring**: The system evaluates market context from multiple perspectives simultaneously - **Shared Filter System**: Optional filters (RSI extremes, ADX trend strength, Volume confirmation, POC proximity) apply uniformly across all strategies ## FLOW ANALYSIS INTEGRATION ### Fair Value Gap (FVG) Retracement Validation The script implements proprietary FVG detection with retracement validation logic: - **200-bar lookback** with **20% ATR tolerance** for gap identification - **Retracement confirmation**: Signals can require price to retrace into a recent FVG before entry (optional filter) - **Size filtering**: Only displays FVGs above minimum ATR threshold (configurable) - **Visual tracking**: Shows last N FVGs with color-coded boxes (bullish green, bearish red) **How FVG Integration Enhances Strategy Signals:** When a strategy generates a signal, the FVG system validates whether price has recently retraced into an institutional order flow gap. This adds a layer of confirmation that the move is supported by institutional activity, not just retail momentum. ### Order Block Detection with Directional Alignment - **Institutional accumulation/distribution zones**: Identifies the last bullish/bearish candle before a significant move - **Directional filter**: Optional setting to only allow trades aligned with the most recent order block direction - **ATR-based size filtering**: Filters out noise by requiring minimum order block size - **Visual display**: Shows order blocks as colored boxes extending N bars forward **Integration Logic:** Order blocks represent areas where institutions accumulated or distributed positions. When a strategy signal occurs near an order block, it indicates higher probability that the move will continue in the block's direction. ### Multi-Timeframe POC (Point of Control) Analysis The script calculates and displays POC levels from multiple timeframes: - **Volume Profile POC**: Highest volume price over last N bars (configurable lookback) - **Session POC**: Point of control for current trading session - **Daily POC**: Daily volume-weighted average price - **Weekly POC**: Weekly volume-weighted average price (optional) **POC Proximity Filtering:** Optional filters allow signals only when price is within X ATR of a POC level. This ensures entries occur at statistically significant price levels where liquidity is concentrated. ## FIBONACCI EXTENSION SYSTEM ### Dynamic Fibonacci Calculation - **Swing-based detection**: Automatically identifies swing highs and lows using configurable lookback period - **Extension levels**: Calculates Fibonacci extension levels (0.618, 0.786, 1.0, 1.272, 1.414, 1.618, 2.0, 2.618) - **Retracement levels**: Shows standard retracement levels (0.236, 0.382, 0.5, 0.618, 0.786) - **Negative levels**: Optional negative Fibonacci levels (-0.27, -0.618) for extended targets **How Fibonacci Enhances Risk Management:** Take profit levels are automatically calculated using Fibonacci extension mathematics. The system identifies the swing structure and projects potential reversal zones, allowing traders to set targets based on mathematical probability rather than arbitrary price levels. ## LIQUIDITY ZONE DETECTION ### Buy and Sell Side Liquidity - **Swing-based liquidity zones**: Identifies recent swing highs (sell-side liquidity) and swing lows (buy-side liquidity) - **Configurable lookback**: Adjustable period for liquidity zone detection - **Visual display**: Horizontal lines extending N bars forward to show liquidity targets - **Maximum zones**: Limits display to most recent N zones to avoid chart clutter **Trading Application:** Liquidity zones represent areas where stop losses are likely clustered. Price often moves to "sweep" these liquidity zones before reversing, creating high-probability entry opportunities. ## RISK MANAGEMENT SYSTEM ### ATR-Based Stop Loss Calculation - **Dynamic stop placement**: Stop loss calculated using ATR (Average True Range) with configurable multiplier - **Adaptive to volatility**: Stop loss automatically adjusts to current market volatility conditions - **Configurable ATR period**: Default 14-period ATR, adjustable from 5-30 periods - **SL multiplier**: Adjustable from 0.5x to 10x ATR for different risk profiles ### Multiple Take Profit Levels The system supports up to 6 take profit levels with fixed risk-reward ratios: - **TP1**: 1:2 risk-reward ratio - **TP2**: 1:4 risk-reward ratio - **TP3**: 1:6 risk-reward ratio - **TP4**: 1:8 risk-reward ratio (optional) - **TP5**: 1:10 risk-reward ratio (optional) - **TP6**: 1:12 risk-reward ratio (optional) **Why Multiple TP Levels:** This allows partial profit-taking at key Fibonacci extension levels while letting winners run. The system tracks win rates for each TP level, helping traders optimize their exit strategy. ## SIGNAL FILTERS (OPTIONAL ENHANCEMENTS) ### RSI Extreme Filter - **Avoid overbought/oversold extremes**: Prevents entries when RSI is in extreme zones (default: >70 overbought, <30 oversold) - **Configurable thresholds**: Adjustable RSI levels and calculation period - **Purpose**: Reduces false signals in exhausted moves ### ADX Trend Strength Filter - **Avoid choppy markets**: Only allows trades when ADX indicates trending conditions (default: ADX > 20) - **Configurable threshold**: Adjustable ADX minimum value (10-50) - **Purpose**: Filters out low-probability trades in ranging markets ### Volume Confirmation - **Volume multiplier**: Requires volume above X times average (default: 1.1x) - **Purpose**: Ensures moves are supported by institutional participation ### POC Proximity Filters - **Volume POC filter**: Only enter when price is near Volume Profile POC - **Session POC filter**: Only enter when price is near Session POC - **Daily POC filter**: Only enter when price is near Daily POC - **Weekly POC filter**: Only enter when price is near Weekly POC - **Proximity threshold**: Configurable ATR multiplier for "near" definition (default: 2.0x ATR) --- ## DIVERGENCE DETECTION ### MFI (Money Flow Index) Divergence - **Bullish divergence**: Price makes lower low, MFI makes higher low (potential reversal up) - **Bearish divergence**: Price makes higher high, MFI makes lower high (potential reversal down) - **Configurable lookback**: Adjustable period for divergence detection (default: 100 bars) - **Minimum bars between divergences**: Prevents duplicate signals (default: 10 bars) - **Advanced thresholds**: Separate thresholds for RSI, price, and MFI divergence strength **Note**: Divergence detection is visual-only and does not filter trades. It provides additional market context for discretionary traders. ## MARKET CONTEXT TOOLS ### Session High/Low Lines - **Recent session extremes**: Displays horizontal lines for session high and low - **Configurable lookback**: Adjustable period for session calculation (default: 10 bars) - **Purpose**: Identifies key intraday support/resistance levels ### Swing Point Detection - **Automatic swing identification**: Marks significant swing highs and lows - **Visual reference**: Helps identify market structure and trend direction ### Signal Overview Table Real-time technical analysis overview: - **Current RSI**: Relative Strength Index value - **ATR**: Current Average True Range - **ADX**: Average Directional Index (trend strength) - **EMA status**: Current fast/slow EMA relationship (Bullish/Bearish/Neutral) - **POC levels**: Current price relative to POC levels - **Confidence score**: Calculated confidence percentage based on confluence - **Volume trend**: Current volume trend direction ## CHART DISPLAY OPTIONS ### Entry/SL/TP Lines - **Visual trade management**: Displays entry price, stop loss, and all take profit levels as horizontal lines - **Configurable length**: Lines extend N bars forward (default: 30 bars) - **Color-coded**: Different colors for entry, stop loss, and each TP level ### Win/Loss Labels - **Trade verification**: Displays up to 500 individual win/loss labels on chart - **Visual feedback**: Green labels for wins, red labels for losses - **Performance tracking**: Helps verify strategy performance visually ## USAGE INSTRUCTIONS ### Initial Setup 1. **Select Strategy Mode**: Choose your preferred trading strategy from the dropdown (EMA Crossover, RSI Mean Reversion, Breakout, MACD Crossover, Bollinger Bands, Volume Breakout, or Disabled) 2. **Configure Risk Management**: - Set ATR Length for stop loss calculation (default: 14) - Set SL ATR Multiplier (default: 1.0) - Enable additional TP levels if desired (TP4-TP6 are optional) 3. **Adjust Strategy Parameters**: Each strategy has its own settings group. Configure EMA periods, RSI settings, MACD parameters, etc., based on your selected strategy. ### Recommended Settings by Market Type **Forex/Crypto (High Volatility)**: - EMA Mode: Fast (7/17) or Custom (3/21) - SL ATR Multiplier: 1.5-2.0 - Enable FVG retracement filter - Enable Order Block directional filter **Stocks (Moderate Volatility)**: - EMA Mode: Standard (9/21) - SL ATR Multiplier: 1.0-1.5 - Enable ADX filter to avoid choppy markets - Enable Volume confirmation **Indices (Lower Volatility)**: - EMA Mode: Slow (13/26) - SL ATR Multiplier: 0.8-1.2 - Enable POC proximity filters - Enable RSI extreme filter ### Advanced Configuration 1. **Enable Optional Filters**: Navigate to "Signal Filters" section and enable filters that match your trading style 2. **Configure Market Analysis Tools**: Adjust FVG, Order Block, Fibonacci, and POC settings in their respective sections 3. **Customize Display**: Toggle chart display options to show/hide various elements based on your preference --- ## WHY THIS INDICATOR COMBINATION CREATES UNIQUE VALUE ### Multi-Layered Confluence Analysis This script is not a simple indicator mashup. It implements a proprietary integration framework that creates synergistic value through three layers of analysis: **Layer 1: Fibonacci Mathematics** - Golden Zone identification (61.8%-78.6% retracement zone) using three-point trend-based calculation - Extension targets based on swing structure mathematics - Statistically significant retracement areas where price is likely to reverse **Layer 2: Institutional Flow Analysis** - Fair Value Gaps (FVGs) identify order flow gaps where price must return - Order Blocks mark institutional accumulation/distribution zones - Multi-timeframe POC analysis shows where liquidity is concentrated - Liquidity zones identify where stop losses cluster **Layer 3: Multi-Strategy Signal Generation** - Six different entry methodologies provide multiple perspectives - Shared risk management ensures consistent position sizing - Adaptive confidence scoring evaluates confluence from all three layers - Optional filters allow customization for different market conditions ### Proprietary Integration Framework The unique value comes from how these components work together: 1. **Strategy generates signal** → 2. **FVG/Order Block validates institutional support** → 3. **POC confirms liquidity level** → 4. **Fibonacci provides target zones** → 5. **Risk management calculates optimal SL/TP placement** This creates a complete trading system, not just a collection of indicators. --- ## TECHNICAL SPECIFICATIONS - **Pine Script Version**: v6 - **Chart Type**: Overlay (displays on price chart) - **Max Bars Back**: 5000 (for historical analysis) - **Max Labels**: 500 (for win/loss tracking) - **Compatibility**: Works on all timeframes and instruments - **Performance**: Optimized for real-time execution --- ## DISCLAIMER This script is a technical analysis tool and does not constitute financial, investment, trading, or other types of advice. Past performance does not guarantee future results. Always use proper risk management and never risk more than you can afford to lose. The script's signals are based on mathematical calculations and should be used in conjunction with your own analysis and risk management practices. --- ## SUPPORT AND ACCESS This is an invite-only script. To request access: 1. Visit: www.pinescriptedge.com 2. Include your TradingView username and brief trading experience 3. Access will be reviewed and granted within 24 hours **Note**: TradingView does NOT recommend paying for or using a script unless you fully trust its author and understand how it works. You may also find free, open-source alternatives in our community scripts. --- ## VERSION INFORMATION **Momentum Master v1** - Initial release with multi-strategy framework and institutional flow analysis integration. For updates and new features, follow the script or check the author's profile for version announcements.
אינדיקטור Pine Script®
מאת ‎PineScriptEdge‎
3D Institutional Battlefield [SurgeGuru]Professional Presentation: 3D Institutional Flow Terrain Indicator Overview The 3D Institutional Flow Terrain is an advanced trading visualization tool that transforms complex market structure into an intuitive 3D landscape. This indicator synthesizes multiple institutional data points—volume profiles, order blocks, liquidity zones, and voids—into a single comprehensive view, helping you identify high-probability trading opportunities. Key Features 🎥 Camera & Projection Controls Yaw & Pitch: Adjust viewing angles (0-90°) for optimal perspective Scale Controls: Fine-tune X (width), Y (depth), and Z (height) dimensions Pro Tip: Increase Z-scale to amplify terrain features for better visibility 🌐 Grid & Surface Configuration Resolution: Adjust X (16-64) and Y (12-48) grid density Visual Elements: Toggle surface fill, wireframe, and node markers Optimization: Higher resolution provides more detail but requires more processing power 📊 Data Integration Lookback Period: 50-500 bars of historical analysis Multi-Source Data: Combine volume profile, order blocks, liquidity zones, and voids Weighted Analysis: Each data source contributes proportionally to the terrain height How to Use the Frontend 💛 Price Line Tracking (Your Primary Focus) The yellow price line is your most important guide: Monitor Price Movement: Track how the yellow line interacts with the 3D terrain Identify Key Levels: Watch for these critical interactions: Order Blocks (Green/Red Zones): When yellow price line enters green zones = Bullish order block When yellow price line enters red zones = Bearish order block These represent institutional accumulation/distribution areas Liquidity Voids (Yellow Zones): When yellow price line enters yellow void areas = Potential acceleration zones Voids indicate price gaps where minimal trading occurred Price often moves rapidly through voids toward next liquidity pool Terrain Reading: High Terrain Peaks: High volume/interest areas (support/resistance) Low Terrain Valleys: Low volume areas (potential breakout zones) Color Coding: Green terrain = Bullish volume dominance Red terrain = Bearish volume dominance Purple = Neutral/transition areas 📈 Volume Profile Integration POC (Point of Control): Automatically marks highest volume level Volume Bins: Adjust granularity (10-50 bins) Height Weight: Control how much volume affects terrain elevation 🏛️ Order Block Detection Detection Length: 5-50 bar lookback for block identification Strength Weighting: Recent blocks have greater impact on terrain Candle Body Option: Use full candles or body-only for block definition 💧 Liquidity Zone Tracking Multiple Levels: Track 3-10 key liquidity zones Buy/Sell Side: Different colors for bid/ask liquidity Strength Decay: Older zones have diminishing terrain impact 🌊 Liquidity Void Identification Threshold Multiplier: Adjust sensitivity (0.5-2.0) Height Amplification: Voids create significant terrain depressions Acceleration Zones: Price typically moves quickly through void areas Practical Trading Application Bullish Scenario: Yellow price line approaches green order block terrain Price finds support in elevated bullish volume areas Terrain shows consistent elevation through key levels Bearish Scenario: Yellow price line struggles at red order block resistance Price falls through liquidity voids toward lower terrain Bearish volume peaks dominate the landscape Breakout Setup: Yellow price line consolidates in flat terrain Minimal resistance (low terrain) in projected direction Clear path toward distant liquidity zones Pro Tips Start Simple: Begin with default settings, then gradually customize Focus on Yellow Line: Your primary indicator of current price position Combine Timeframes: Use the same terrain across multiple timeframes for confluence Volume Confirmation: Ensure terrain peaks align with actual volume spikes Void Anticipation: When price enters voids, prepare for potential rapid movement Order Blocks & Voids Architecture Order Blocks Calculation Trigger: Price breaks fractal swing points Bullish OB: When close > swing high → find lowest low in lookback period Bearish OB: When close < swing low → find highest high in lookback period Strength: Based on price distance from block extremes Storage: Global array maintains last 50 blocks with FIFO management Liquidity Voids Detection Trigger: Price gaps exceeding ATR threshold Bull Void: Low - high > (ATR200 × multiplier) Bear Void: Low - high > (ATR200 × multiplier) Validation: Close confirms gap direction Storage: Global array maintains last 30 voids Key Design Features Real-time Updates: Calculated every bar, not just on last bar Global Persistence: Arrays maintain state across executions FIFO Management: Automatic cleanup of oldest entries Configurable Sensitivity: Adjustable lookback periods and thresholds Scientific Testing Framework Hypothesis Testing Primary Hypothesis: 3D terrain visualization improves detection of institutional order flow vs traditional 2D charts Testable Metrics: Prediction Accuracy: Does terrain structure predict future support/resistance? Reaction Time: Faster identification of key levels vs conventional methods False Positive Reduction: Lower rate of failed breakouts/breakdowns Control Variables Market Regime: Trending vs ranging conditions Asset Classes: Forex, equities, cryptocurrencies Timeframes: M5 to H4 for intraday, D1 for swing Volume Conditions: High vs low volume environments Data Collection Protocol Terrain Features to Quantify: Slope gradient changes at price inflection points Volume peak clustering density Order block terrain elevation vs subsequent price action Void depth correlation with momentum acceleration Control Group: Traditional support/resistance + volume profile Experimental Group: 3D Institutional Flow Terrain Statistical Measures Signal-to-Noise Ratio: Terrain features vs random price movements Lead Time: Terrain formation ahead of price confirmation Effect Size: Performance difference between groups (Cohen's d) Statistical Power: Sample size requirements for significance Validation Methodology Blind Testing: Remove price labels from terrain screenshots Have traders identify key levels from terrain alone Measure accuracy vs actual price action Backtesting Framework: Automated terrain feature extraction Correlation with future price reversals/breakouts Monte Carlo simulation for significance testing Expected Outcomes If hypothesis valid: Significant improvement in level prediction accuracy (p < 0.05) Reduced latency in institutional level identification Higher risk-reward ratios on terrain-confirmed trades Research Questions: Does terrain elevation reliably indicate institutional interest zones? Are liquidity voids statistically significant momentum predictors? Does multi-timeframe terrain analysis improve signal quality? How does terrain persistence correlate with level strength? LuxAlgo BigBeluga hapharmonic
אינדיקטור Pine Script®
מאת ‎SurgeGuru‎
2
Volume Point of Control with Fib Based Profile🍀Description: This indicator is a comprehensive volume profile analysis tool designed to identify key price levels based on trading activity within user-defined timeframes. It plots the Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL), along with dynamically calculated Fibonacci levels derived from the developing period's range. It offers extensive customization for both historical and developing levels. 🍀Core Features: Volume Profiling (POC, VAH, VAL): Calculates and plots the POC (price level with the highest volume), VAH, and VAL for a selected timeframe (e.g., Daily, Weekly). The Value Area percentage is configurable. 70% is common on normal volume profiles, but this script allows you to configure multiple % levels via the fib levels. I recommend using 2 versions of this indicator on a chart, one has Value Area at 1 (100% - high and low of lookback) and the second is a specified VA area (i.e. 70%) like in the chart snapshot above. See examples at the bottom. Historical Levels: Plots POC, VAH, and VAL from previous completed periods. Optionally displays only "Unbroken" levels – historical levels that price has not yet revisited, which can act as stronger magnets or resistance/support. The user can manage the number of historical lines displayed to prevent chart clutter. Developing Levels: Shows the POC, VAH, and VAL as they form in real-time during the current, incomplete period. This provides insight into intraday/intra-period value migration. Dynamic Fibonacci Levels: Calculates and plots Fibonacci retracement/extension levels based dynamically on the range between the developing POC and the developing VAH/VAL. Offers 8 configurable % levels above and below POC that can be toggled on/off. Visual Customization: Extensive options for colors, line styles, and widths for all plotted levels. Optional gradient fill for the Value Area that visualizes current price distance from POC - option to invert the colors as well. Labels for developing levels and Fibonacci levels for easy identification. 🍀Characteristics: Volume-Driven: Levels are derived from actual trading volume, reflecting areas of high participation and price agreement/disagreement. Timeframe Specific: The results are entirely dependent on the chosen profile timeframe. Dynamic & Static Elements: Developing levels and Fibs update live, while historical levels remain fixed once their period closes. Lagging (Historical) & Potentially Leading: Historical levels are based on the past, but are often respected by future price action. Developing levels show current dynamics. 🍀How to Use It: Identifying Support & Resistance: Historical and developing POCs, VAHs, and VALs are often key areas where price may react. Unbroken levels are particularly noteworthy. Market Context & Sentiment: Trading above the POC suggests bullish strength/acceptance of higher prices, while trading below suggests bearishness/acceptance of lower prices. Entry/Exit Zones: Interactions with these levels (rejections, breakouts, tests) can provide potential entry or exit signals, especially when confirming with other analysis methods. Dynamic Targets: The Fibonacci levels calculated from the developing POC-VA range offer potential intraday/intra-period price targets or areas of interest. Understanding Value Migration: Observing the movement of the developing POC/VAH/VAL throughout the period reveals where value is currently being established. 🍀Potential Drawbacks: Input Sensitivity: The choice of timeframe, Value Area percentage, and volume resolution heavily influences the generated levels. Experimentation is needed for optimal settings per instrument/market. (I've found that Range Charts can provide very accurate volume levels on TV since the time element is removed. This helps to refine the accuracy of price levels with high volume.) Volume Data Dependency: Requires accurate volume data. May be less reliable on instruments with sparse or questionable volume reporting. Chart Clutter: Enabling all features simultaneously can make the chart busy. Utilize the line management inputs and toggle features as needed. Not a Standalone Strategy: This indicator provides context and key levels. It should be used alongside other technical analysis tools and price action reading for robust decision-making. Developing Level Fluctuation: Developing POC/VA/Fib levels can shift considerably, especially early in a new period, before settling down as more volume accumulates and time passes. 🍀Recommendations/Examples: I recommend have this indicator on your chart twice, one has the VA set at 1 (100%) and has the fib levels plotted. The second has the VA set to 0.7 (70%) to highlight the defined VA. Here is an example with 3 on a chart. VA of 100%, VA of 80%, and VA of 20%
אינדיקטור Pine Script®
מאת ‎ShamrockShane‎
3
Price Map Profile [BigBeluga]An advanced volume-based tool designed to map out how trading activity is distributed across price levels. It combines dynamic volume profiling with structural pivot detection to highlight key levels of interest in the market — including hidden support/resistance zones and dominant liquidity areas. Unlike traditional volume profiles locked to fixed sessions, this indicator continuously processes historical bars to build a real-time "map" of volume distribution. It intelligently reveals where buyers and sellers were most active, helping traders pinpoint high-impact zones with clarity. 🔵 KEY FEATURES Creates a volume map profile by scanning price action over a defined lookback window (`length`). Divides price vertically into volume bins (default: 100) and aggregates either total volume or bar count per bin. Bins are plotted as horizontal zones extending to the right of the chart — wider offset means more volume at that price. Each zone is color-coded using gradients to represent volume magnitude: - Below average volume = cool tones (blue/teal) - Above average volume = warm tones (red/orange) The highest volume bin is highlighted with a red label showing the exact volume, helping to identify strong price agreement. Detects pivot highs and lows using a 15-bar swing method, marking them as potential S/R levels. If a pivot level is located inside a low-volume zone (volume < average), it is emphasized with a dashed line and label . Pivot line color matches direction: - High pivots = yellow - Low pivots = aqua The volume of the bin containing the pivot is shown alongside the pivot, providing volume context for the structural level. Filters out nearby duplicate pivots using ATR-based distance checks to ensure clean and non-redundant signals. 🔵 HOW TO USE Use the wide red zones as liquidity and consolidation areas where price may stall, reverse, or absorb volume. Pivot-based dashed lines within low-volume zones highlight hidden support/resistance levels where price may react sharply. Combine this indicator with trend or order flow tools to validate reversal or breakout setups . Switch between Volume and Frequency modes to adapt to the type of data your asset provides. 🔵 CONCLUSION The Price Map Profile transforms raw volume into an actionable visual map. By aligning volume depth with key market structure levels, it helps traders identify where market participants are most active — and where hidden inefficiencies lie. Ideal for traders seeking precision entries, dynamic S/R zones, and deeper volume structure insight.
אינדיקטור Pine Script®
מאת ‎BigBeluga‎
15
Volume Footprint Voids [BigBeluga]Volume Footprint Voids is a unique tool that uses lower timeframe calculation to plot different styles of single candle POC. This indicator is very powerful for scalping and finding very precise entry and exits, spotting potential trapped traders, and more. Unlike many other volume profiles, this aims to plot single candle profiles as well as their own footprints. 🔶 FEATURES The script includes the following settings: Windows: Plotting style and calculations Coloring modes Display modes lower-timeframe calculations 🔶 CALCULATION In the image above we can see how the script calculates each level position that will serve as a calculation process to see how much volume/closes there are within the levels. In the image above, we can have a more clear example of how we count each candle close. We use the prior screenshot as an example, after setting each level we will use the lower-timeframe input to measure the amount of closes within the ranges. Depending on the lot size, the box will be larger or smaller, usually the POC will always have the highest box size. NOTE: Size is the starting point, always from the low of the candle. To find more voids, select a closer LTF to the current one you're using. To find fewer voids, select a timeframe away from your current one. Due to Pine Script limitations, we are only able to plot a certain amount of footprints, and we can't plot the whole history chart. POC will be the largest block displayed, indicating the time point of control Gray areas are closes above the average Black are Void or imbalance that price will fill in the future, like FVG The image above shows an incorrect size input that will lead to bad calculations, while on the other side, a correct size input that will lead to a clear vision and better calculation. 🔶 WINDOWS The "▲▼" Mode will display delta buyers and delta sellers coloring with voids as black. It also offers a gradient mode for a beautier visualization The "Total Volume" mode will display the net volume within the lot size (closes within the levels). This is useful to spot possible highest net volume within the same highest lot size. The "POC + Gaps" will show both POC and Gaps as the highest block while all the rest will be considered as the smaller block. This is useful to see where the highest lot were and if there are higher or lower imbalances within the candle The last option "Gaps" will simply display the gaps as the highest block, while the POC as the lowest block. This is useful to have a better view of the gaps areas 🔶 EXAMPLE This is one of the most basic examples of how this script can be used. POC at the bottom creating a strong support area as price holds and creates higher voids gap that price fills while rising. 🔶 SETTINGS Users have full control over the script, from colors to choosing the lower-timeframe inputs to disabling the lot size.
אינדיקטור Pine Script®
מאת ‎BigBeluga‎
43
Magnifying Glass (LTF Candles) by SiddWolf█  OVERVIEW This indicator displays The Lower TimeFrame Candles in current chart, Like Zooming in on the Candle to see it's Lower TimeFrame Structure. It plots intrabar OHLC data inside a Label along with the volume structure of LTF candle in an eloquent format. █  QUICK GUIDE Just apply it to the chart, Hover the mouse on the Label and ta-da you have a Lower Timeframe OHLC candles on your screen. Move the indicator to the top and shrink it all the way up, because all the useful data is inside the label. Inside the label: The OHLC ltf candles are pretty straightforward. Volume strength of ltf candles is shown at bottom and Volume Profile on the left. Read the Details below for more information. In the settings, you will find the option to change the UI and can play around with Lower TimeFrame Settings. █  DETAILS First of all, I would like to thank the @TradingView team for providing the function to get access to the lower timeframe data. It is because of them that this magical indicator came into existence. Magnifying Glass indicator displays a Candle's Lower TimeFrame data in Higher timeframe chart. It displays the LTF candles inside a label. It also shows the Volume structure of the lower timeframe candles. Range percentage shown at the bottom is the percentage change between high and low of the current timeframe candle. LTF candle's timeframe is also shown at the bottom on the label. This indicator is gonna be most useful to the price action traders, which is like every profitable trader. How this indicator works: I didn't find any better way to display ltf candles other than labels. Labels are not build for such a complex behaviour, it's a workaround to display this important information. It gets the lower timeframe information of the candle and uses emojis to display information. The area that is shown, is the range of the current timeframe candle. Range is a difference between high and low of the candle. Range percentage is also shown at the bottom in the label. I've divided the range area into 20 parts because there are limitation to display data in the labels. Then the code checks out, in what area does the ltf candle body or wick lies, then displays the information using emojis. The code uses matrix elements for each block and relies heavily on string manipulation. But what I've found most difficult, is managing to fit everything correctly and beautifully so that the view doesn't break. Volume Structure: Strength of the Lower TimeFrame Candles is shown at the bottom inside the label. The Higher Volume is shown with the dark shade color and Lower Volume is shown with the light shade. The volume of candles are also ranked, with 1 being the highest volume, so you can see which candle have the maximum to minimum volume. This is pretty important to make a price action analysis of the lower timeframe candles. Inside the label on the left side you will see the volume profile. As the volume on the bottom shows the strength of each ltf candles, Volume profile on the left shows strength in a particular zone. The Darker the color, the higher the volume in the zone. The Highest volume on the left represents Point of Control (Volume Profile POC) of the candle. Lower TimeFrame Settings: There is a limitation for the lowest timeframe you can show for a chart, because there is only so much data you can fit inside a label. A label can show upto 20 blocks of emojis (candle blocks) per row. Magnifying Glass utilizes this behaviour of labels. 16 blocks are used to display ltf candles, 1 for volume profile and two for Open and Close Highlighter. So for any chart timeframe, ltf candles can be 16th part of htf candle. So 4 hours chart can show as low as 15 minutes of ltf data. I didn't provide the open settings for changing the lower timeframe, as it would give errors in a lot of ways. You can change the timeframe for each chart time from the settings provided. Limitations: Like I mentioned earlier, this indicator is a workaround to display ltf candles inside a label. This indicator does not work well on smaller screens. So if you are not able to see the label, zoom out on your browser a bit. Move the indicator to either top or bottom of all indicators and shrink it's space because all details are inside the label. █  How I use MAGNIFYING GLASS: This indicator provides you an edge, on top of your existing trading strategy. How you use Magnifying Glass is entirely dependent on your strategy. I use this indicator to get a broad picture, before getting into a trade. For example I see a Doji or Engulfing or any other famous candlestick pattern on important levels, I hover the mouse on Magnifying Glass, to look for the price action the ltf candles have been through, to make that pattern. I also use it with my "Wick Pressure" indicator, to check price action at wick zones. Whenever I see price touching important supply and demand zones, I check last few candles to read chart like a beautiful price action story. Also volume is pretty important too. This is what makes Magnifying Glass even better than actual lower timeframe candles. The increasing volume along with up/down trend price shows upward/downward momentum. The sudden burst (peak) in the volume suggests volume climax. Volume profile on the left can be interpreted as the strength/weakness zones inside a candle. The low volume in a price zone suggests weakness and High volume suggests strength. The Highest volume on the left act as POC for that candle. Before making any trade, I read the structure of last three or four candles to get the complete price action picture. █  Conclusion Magnifying Glass is a well crafted indicator that can be used to track lower timeframe price action. This indicator gives you an edge with the Multi Timeframe Analysis, which I believe is the most important aspect of profitable trading. ~ @SiddWolf
אינדיקטור Pine Script®
מאת ‎SiddWolf‎
16
Market Profile Visible RangeSup TV, 2 important points . 1) surprisingly, it's the first MP Visible Range script on TV; 2) This one doesn't use any bagging/binning*, instead each row represents the time spent on the actual minimal price steps (aka ticks). The script will be further extended with usual market profile related functionally in future updates. At this point we have: - Profile itself (each row represents how many bars touch the given price); - Mode of the profile (called POC)**; * Still it will be introduced in future when I will find / design the proper aggregating technique. It is vital for processing very wide price ranges (for example, 500 days on ES futures). ** The script correctly calculates POC by finding all the modes in the data & choosing the closest one to data's midrange. For this kind of technical instrument finally it was more convenient to use Pine Script 5 (btw it's my first Pine 5). Basically this script is a side-effect of another R&D I'm doing, the stuff is useful tho so let's go. By choosing length we both specify the amount of data to be processed & the profile's location screen-wise. It's pretty cool and & useful, on my screen it's always almost touching the left side and still always visible. The code is heavily commented in order to be understood fast, nothing fantastic, just a lil patience required this time. Rationale Market & volume profiles are well known concepts, lotta info available, the most important point of all that is that MP is just another way of visualizing data that lets you notice things you don't usually notice on sequential charts. From my side I can only add that it's better to use your own brain for thinking and reconsidering using volume profile in all the cases, especially on decentralized markets (unless you're aggregating ALL the volume data from everywhere, including options, OTC etc). Here is it, for you
אינדיקטור Pine Script®
מאת ‎gorx1‎
11