ProScalper📊 ProScalper - Professional 1-Minute Scalping System
🎯 Overview
ProScalper is a sophisticated, multi-confluence scalping indicator designed specifically for 1-minute chart trading. Combining advanced technical analysis with intelligent signal filtering, it provides high-probability trade setups with clear entry, stop loss, and take profit levels.
✨ Key Features
🔺 Smart Signal Detection
Range Filter Technology: Fast-responding trend detection (25-period) optimized for 1-minute timeframe
Medium-sized triangles appear above/below candles for clear buy/sell signals
Only most recent signal shown - no chart clutter
Automatically deletes old signals when new ones appear
📋 Real-Time Signal Table
Top-center display shows complete trade breakdown
Grade system: A+, A, B+, B, C+ ratings for every setup
All confluence reasons listed with checkmarks
Score and R:R displayed for instant trade quality assessment
Color-coded: Green for LONG, Red for SHORT
📐 Multi-Confluence Analysis
ProScalper combines 10+ technical factors:
✅ EMA Trend: 4 EMAs (200, 48, 13, 8) for multi-timeframe alignment
✅ VWAP: Dynamic support/resistance
✅ Fibonacci Retracement: Golden ratio (61.8%), 50%, 38.2%, 78.6%
✅ Range Filter: Adaptive trend confirmation
✅ Pivot Points: Smart reversal detection
✅ Volume Analysis: Spike detection and volume profile
✅ Higher Timeframe: 5-minute trend confirmation
✅ HTF Support/Resistance: Key levels from higher timeframes
✅ Liquidity Sweeps: Smart money detection
✅ Opening Range Breakout: First 15-minute range
💰 Complete Trade Management
Entry Lines: Dashed green (LONG) or red (SHORT) showing exact entry
Stop Loss: Red dashed line with price label
Take Profit: Blue dashed line with price label and R:R
Partial Exits: 1R level marked with orange dashed line
All lines extend 10 bars for clean alignment with Fibonacci levels
📊 Dynamic Risk/Reward
Adaptive R:R calculation based on market volatility
Targets adjusted for pivot distances
Minimum 1.2:1 to maximum 3.5:1 for scalping
Position sizing based on account risk percentage
🎨 Professional Visualization
Clean chart layout - no clutter, only essential information
Custom EMA colors: Red (200), Aqua (48), Green (13), White (8)
Gold VWAP line for key support/resistance
Color-coded Fibonacci: Bright yellow (61.8%), white (50%), orange (38.2%), fuchsia (78.6%)
No shaded zones - pure price action focus
📈 Performance Tracking
Real-time statistics table (optional)
Win rate, total trades, P&L tracking
Average R:R and win/loss ratios
Setup-specific performance metrics
⚙️ Settings & Customization
Risk Management
Adjustable account risk per trade (default: 0.5%)
ATR-based stop loss multiplier (default: 0.8 for tight scalping)
Dynamic position sizing
Signal Sensitivity
Confluence Score Threshold: 40-100 (default: 55 for balanced signals)
Range Filter Period: 25 bars (fast signals for 1-min)
Range Filter Multiplier: 2.2 (tighter bands for more signals)
Visual Controls
Toggle signal table on/off
Show/hide Fibonacci levels
Control EMA visibility
Adjust table text size
Partial Exits
1R: 50% (default)
2R: 30% (default)
3R: 20% (default)
Fully customizable percentages
Trailing Stops
ATR-Based (best for scalping)
Pivot-Based
EMA-Based
Breakeven trigger at 0.8R
🎯 Best Use Cases
Ideal For:
✅ 1-minute scalping on liquid instruments
✅ Day traders looking for quick 2-8 minute trades
✅ High-frequency trading with 8-15 signals per session
✅ Trending markets where Range Filter excels
✅ Crypto, Forex, Futures - works on all liquid assets
Trading Style:
Timeframe: 1-minute (can work on 3-5 min with adjusted settings)
Hold Time: 3-8 minutes average
Target: 1.2-3R per trade
Frequency: 8-15 signals per day
Win Rate: 45-55% (with proper risk management)
📋 How to Use
Step 1: Wait for Signal
Watch for green triangle (BUY) or red triangle (SELL)
Signal table appears at top center automatically
Step 2: Review Confluence
Check grade (prefer A+, A, B+ for best quality)
Review all reasons listed in table
Confirm score is above your threshold (55+ recommended)
Note the R:R ratio
Step 3: Enter Trade
Enter at current market price
Set stop loss at red dashed line
Set take profit at blue dashed line
Mark 1R level (orange line) for partial exit
Step 4: Manage Trade
Exit 50% at 1R (orange line)
Move to breakeven after 0.8R
Trail remaining position using your chosen method
Exit fully at TP or opposite signal
🎨 Chart Setup Recommendations
Optimal Display:
Timeframe: 1-minute
Chart Type: Candles or Heikin Ashi
Background: Dark theme for best color visibility
Volume: Enable volume bars below chart
Complementary Indicators (optional):
Order flow/Delta for institutional confirmation
Market profile for key levels
Economic calendar for news avoidance
⚠️ Important Notes
Risk Disclaimer:
Not financial advice - for educational purposes only
Always use proper risk management (0.5-1% per trade max)
Past performance doesn't guarantee future results
Test on demo account before live trading
Best Practices:
✅ Trade during high liquidity hours (9:30-11 AM, 2-4 PM EST)
✅ Avoid news events and market open/close (first/last 2 minutes)
✅ Use tight stops (0.8-1.0 ATR) for 1-minute scalping
✅ Take partial profits quickly (1R = 50% off)
✅ Respect max daily loss limits (3% recommended)
✅ Focus on A and B grade setups for consistency
What Makes This Different:
🎯 Complete system - not just signals, but full trade management
📊 Multi-confluence - 10+ factors analyzed per trade
🎨 Professional visualization - clean, focused chart design
⚡ Optimized for 1-min - settings specifically tuned for fast scalping
📋 Transparent reasoning - see exactly why each trade was taken
🏆 Grade system - instantly know trade quality
🔧 Technical Details
Pine Script Version: 5
Overlay: Yes (plots on price chart)
Max Lines: 500
Max Labels: 100
Non-repainting: All signals confirmed on bar close
Alerts: Compatible with TradingView alerts
📞 Support & Updates
This indicator is actively maintained and optimized for 1-minute scalping. Settings can be adjusted for different timeframes and trading styles, but default configuration is specifically tuned for high-frequency 1-minute scalping.
🚀 Get Started
Add ProScalper to your 1-minute chart
Adjust settings to your risk tolerance
Wait for signals (green/red triangles)
Follow the signal table guidance
Manage trades using provided levels
Track performance with stats table
Happy Scalping! 📊⚡💰
חפש סקריפטים עבור "volume profile"
VPOC Harmonics - Liquidity-Weighted Price / Time RatiosVPOC Harmonics - Liquidity-Weighted Price / Time Ratios
Summary
This indicator transforms a swing’s price range, duration, and liquidity profile into a structured set of price-per-bar ratios. By anchoring two points and manually entering the swing’s VPOC (highest-volume price), it generates candidate compression values that unify price, time, and liquidity structure. These values can be applied to chart scaling, harmonic testing, and liquidity-aware market geometry.
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Overview
Most swing analysis tools only consider price (ΔP) and time (N bars). This script goes further by incorporating the VPOC (Point of Control) — the price with the highest traded volume — directly into swing geometry.
• Anchors define the swing’s Low (L), High (H), and bar count (N).
• The user manually enters the VPOC (highest-volume price).
• The indicator then computes a suite of ratios that integrate range, duration, and liquidity placement.
The output is a table of liquidity-weighted price-per-bar candidates, designed for compression testing and harmonic analysis across swings and instruments.
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How to Use
1. Select a Swing
- Place Anchor A and Anchor B to define the swing’s Low, High, and bar count.
2. Find the VPOC
- Apply TradingView’s Fixed Range Volume Profile tool over the same swing.
- Identify the Point of Control (POC) — the price level with the highest traded volume.
3. Enter the VPOC
- Manually input the POC into the indicator settings.
4. Review Outputs
- The table will display candidate ratios expressed mainly as price-per-bar values.
5. Apply in Practice
- Use the ratios as chart compression inputs or as benchmarks for testing harmonic alignments across swings.
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Outputs
Swing & Inputs
• Bars (N): total bar count of the swing.
• Low (L): swing low price.
• High (H): swing high price.
• ΔP = H − L: price range.
• Mid = (L + H) ÷ 2: midpoint price.
• VPOC (V): user-entered highest-volume price.
• Base slope s0 = ΔP ÷ N: average change per bar.
• π-adjusted slope sπ = (π × ΔP) ÷ (2 × N): slope adjusted for half-cycle arc geometry.
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VPOC Harmony Ratios (L, H, V, N)
• λ = (V − L) ÷ ΔP: normalized VPOC position within the range.
• R = (V − L) ÷ (H − V): symmetry ratio comparing lower vs. upper segment.
• s1 = (V − L) ÷ N: slope from Low → VPOC.
• s2 = (H − V) ÷ N: slope from VPOC → High.
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Blended Means (s1, s2)
These combine the two segment slopes in different ways:
• HM(s1,s2) = 2 ÷ (1/s1 + 1/s2): Harmonic mean, emphasizes the smaller slope.
• GM(s1,s2) = sqrt(s1 × s2): Geometric mean, balances both slopes proportionally.
• RMS(s1,s2) = sqrt((s1² + s2²) ÷ 2): Root-mean-square, emphasizes the larger slope.
• L2 = sqrt(s1² + s2²): Euclidean norm, the vector length of both slopes combined.
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Slope Blends
• Quadratic weighting: s_quad = s0 × ((V−L)² + (H−V)²) ÷ (ΔP²)
• Tilted slope: s_tilt = s0 × (0.5 + λ)
• Entropy-scaled slope: s_ent = s0 × H2(λ), with H2(λ) = −
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Curvature & Liquidity Extensions
• π-arc × λ: s_arc = sπ × λ
• Liquidity-π: s_piV = sπ × (V ÷ Mid)
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Scale-Normalized Families
With k = sqrt(H ÷ L):
• k (scale factor) = sqrt(H ÷ L)
• s_comp = s0 ÷ k: compressed slope candidate
• s_exp = s0 × k: expanded slope candidate
• Exponentiated blends:
- s_kλ = s0 × k^(2λ−1)
- s_φλ = s0 × φ^(2λ−1), with φ = golden ratio ≈ 1.618
- s_√2λ = s0 × (√2)^(2λ−1)
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Practical Application
All formulas generate liquidity-weighted price-per-bar ratios that integrate range, time, and VPOC placement.
These values are designed for:
• Chart compression settings
• Testing harmonic alignments across swings
• Liquidity-aware scaling experiments
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Universal Renko Bars by SiddWolfUniversal Renko Bars or UniRenko Bars is an overlay indicator that applies the logic of Renko charting directly onto a standard candlestick chart. It generates a sequence of price-driven bricks, where each new brick is formed only when the price moves a specific amount, regardless of time. This provides a clean, price-action-focused visualization of the market's trend.
WHAT IS UNIVERSAL RENKO BARS?
For years, traders have faced a stark choice: the clean, noise-free world of Renko charts, or the rich, time-based context of Candlesticks. Choosing Renko meant giving up your favorite moving averages, volume profiles, and the fundamental sense of time. Choosing Candlesticks meant enduring the market noise that often clouds true price action.
But what if you didn't have to choose?
Universal Renko Bars is a revolutionary indicator that ends this dilemma. It's not just another charting tool; it's a powerful synthesis that overlays the pure, price-driven logic of Renko bricks directly onto your standard candlestick chart. This hybrid approach gives you the best of both worlds:
❖ The Clarity of Renko: By filtering out the insignificant noise of time, Universal Renko reveals the underlying trend with unparalleled clarity. Up trends are clean successions of green bricks; down trends are clear red bricks. No more guesswork.
❖ The Context of Candlesticks: Because the Renko logic is an overlay, you retain your time axis, your volume data, and full compatibility with every other time-based indicator in your arsenal (RSI, MACD, Moving Averages, etc.).
The true magic, however, lies in its live, Unconfirmed Renko brick. This semi-transparent box is your window into the current bar's real-time struggle. It grows, shrinks, and changes color with every tick, showing you exactly how close the price is to confirming the trend or forcing a reversal. It’s no longer a lagging indicator; it’s a live look at the current battle between buyers and sellers.
Universal Renko Bars unifies these two powerful charting methods, transforming your chart into a more intelligent, noise-free, and predictive analytical canvas.
HOW TO USE
To get the most out of Universal Renko Bars, here are a few tips and a full breakdown of the settings.
Initial Setup for the Best Experience
For the cleanest possible view, it's highly recommended that you hide the body of your standard candlesticks, that shows only the skelton of the candle. This allows the Renko bricks to become the primary focus of your chart.
→ Double click on the candles and uncheck the body checkbox.
Settings Breakdown
The indicator is designed to be powerful yet intuitive. The settings are grouped to make customization easy.
First, What is a "Tick"?
Before we dive in, it's important to understand the concept of a "Tick." In Universal Renko, a Tick is not the same as a market tick. It's a fundamental unit of price movement that you define. For example, if you set the Tick Size to $0.50, then a price move of $1.00 is equal to 2 Ticks. This is the core building block for all Renko bricks. Tick size here is dynamically determined by the settings provided in the indicator.
❖ Calculation Method (The "Tick Size" Engine)
This section determines the monetary value of a single "Tick."
`Calculation Method` : Choose your preferred engine for defining the Tick Size.
`ATR Based` (Default): The Tick Size becomes dynamic, based on market volatility (Average True Range). Bricks will get larger in volatile markets and smaller in quiet ones. Use the `ATR 14 Multiplier` to control the sensitivity.
`Percentage` : The Tick Size is a simple percentage of the current asset price, controlled by the `Percent Size (%)` input.
`Auto` : The "set it and forget it" mode. The script intelligently calculates a Tick Size based on the asset's price. Use the `Auto Sensitivity` slider to make these automatically calculated bricks thicker (value > 1.0) or thinner (value < 1.0).
❖ Parameters (The Core Renko Engine)
This group controls how the bricks are constructed based on the Tick Size.
`Tick Trend` : The number of "Ticks" the price must move in the same direction to print a new continuation brick. A smaller value means bricks form more easily.
`Tick Reversal` : The number of "Ticks" the price must move in the opposite direction to print a new reversal brick. This is typically set higher than `Tick Trend` (e.g., double) to filter out minor pullbacks and market noise.
`Open Offset` : Controls the visual overlap of the bricks. A value of `0` creates gapless bricks that start where the last one ended. A value of `2` (with a `Tick Reversal` of 4) creates the classic 50% overlap look.
❖ Visuals (Controlling What You See)
This is where you tailor the chart to your visual preference.
`Show Confirmed Renko` : Toggles the solid-colored, historical bricks. These are finalized and will never change. They represent the confirmed past trend.
`Show Unconfirmed Renko` : This is the most powerful visual feature. It toggles the live, semi-transparent box that represents the developing brick. It shows you exactly where the price is right now in relation to the levels needed to form the next brick.
`Show Max/Min Levels` : Toggles the horizontal "finish lines" on your chart. The green line is the price target for a bullish brick, and the red line is the target for a bearish brick. These are excellent for spotting breakouts.
`Show Info Label` : Toggles the on-chart label that provides key real-time stats:
🧱 Bricks: The total count of confirmed bricks.
⏳ Live: How many chart bars the current live brick has been forming. These bars forms the Renko bricks that aren't confirmed yet. Live = 0 means the latest renko brick is confirmed.
🌲 Tick Size: The current calculated value of a single Tick.
Hover over the label for a tooltip with live RSI(14), MFI(14), and CCI(20) data for additional confirmation.
TRADING STRATEGIES & IDEAS
Universal Renko Bars isn't just a visual tool; it's a foundation for building robust trading strategies.
Trend Confirmation: The primary use is to instantly identify the trend. A series of green bricks indicates a strong uptrend; a series of red bricks indicates a strong downtrend. Use this to filter out trades that go against the primary momentum.
Reversal Spotting: Pay close attention to the Unconfirmed Brick . When a strong trend is in place and the live brick starts to fight against it—changing color and growing larger—it can be an early warning that a reversal is imminent. Wait for the brick to be confirmed for a higher probability entry.
Breakout Trading: The `Max/Min Levels` are your dynamic breakout zones. A long entry can be considered when the price breaks and closes above the green Max Level, confirming a new bullish brick. A short entry can be taken when price breaks below the red Min Level.
Confluence & Indicator Synergy: This is where Universal Renko truly shines. Overlay a moving average (e.g., 20 EMA). Only take long trades when the green bricks are forming above the EMA. Combine it with RSI or MACD; a bearish reversal brick forming while the RSI shows bearish divergence is a very powerful signal.
A FINAL WORD
Universal Renko Bars was designed to solve a fundamental problem in technical analysis. It brings together the best elements of two powerful methodologies to give you a clearer, more actionable view of the market. By filtering noise while retaining context, it empowers you to make decisions with greater confidence.
Add Universal Renko Bars to your chart today and elevate your analysis. We welcome your feedback and suggestions for future updates!
Follow me to get notified when I publish New Indicator.
~ SiddWolf
BK AK-SILENCER (P8N)🚨Introducing BK AK-SILENCER (P8N) — Institutional Order Flow Tracking for Silent Precision🚨
After months of meticulous tuning and refinement, I'm proud to unleash the next weapon in my trading arsenal—BK AK-SILENCER (P8N).
🔥 Why "AK-SILENCER"? The True Meaning
Institutions don’t announce their moves—they move silently, hidden beneath the noise. The SILENCER is built specifically to detect and track these stealth institutional maneuvers, giving you the power to hunt quietly, execute decisively, and strike precisely before the market catches on.
🔹 "AK" continues the legacy, honoring my mentor, A.K., whose teachings on discipline, precision, and clarity form the cornerstone of my trading.
🔹 "SILENCER" symbolizes the stealth aspect of institutional trading—quiet but deadly moves. This indicator equips you to silently track, expose, and capitalize on their hidden footprints.
🧠 What Exactly is BK AK-SILENCER (P8N)?
It's a next-generation Cumulative Volume Delta (CVD) tool crafted specifically for traders who hunt institutional order flow, combining adaptive volatility bands, enhanced momentum gradients, and precise divergence detection into a single deadly-accurate weapon.
Built for silent execution—tracking moves quietly and trading with lethal precision.
⚙️ Core Weapon Systems
✅ Institutional CVD Engine
→ Dynamically measures hidden volume shifts (buying/selling pressure) to reveal institutional footprints that price alone won't show.
✅ Adaptive AK-9 Bollinger Bands
→ Bollinger Bands placed around a custom CVD signal line, pinpointing exactly when institutional accumulation or distribution reaches critical extremes.
✅ Gradient Momentum Intelligence
→ Color-coded momentum gradients reveal the strength, speed, and silent intent behind institutional order flow:
🟢 Strong Bullish (aggressive buying)
🟡 Moderate Bullish (steady accumulation)
🔵 Neutral (balance)
🟠 Moderate Bearish (quiet distribution)
🔴 Strong Bearish (aggressive selling)
✅ Silent Divergence Detection
→ Instantly spots divergence between price and hidden volume—your earliest indication that institutions are stealthily reversing direction.
✅ Background Flash Alerts
→ Visually highlights institutional extremes through subtle background flashes, alerting you quietly yet powerfully when market-moving players make their silent moves.
✅ Structural & Institutional Clarity
→ Optional structural pivots, standard deviation bands, volume profile anchors, and session lines clearly identify the exact levels institutions defend or attack silently.
🛡️ Why BK AK-SILENCER (P8N) is Your Edge
🔹 Tracks Institutional Footprints—Silently identifies hidden volume signals of institutional intentions before they’re obvious.
🔹 Precision Execution—Cuts through noise, allowing you to execute silently, confidently, and precisely.
🔹 Perfect for Traders Using:
Elliott Wave
Gann Methods (Angles, Squares)
Fibonacci Time & Price
Harmonic Patterns
Market Profile & Order Flow Analysis
🎯 How to Use BK AK-SILENCER (P8N)
🔸 Institutional Reversal Hunting (Stealth Mode)
Bearish divergence + CVD breaking below lower BB → stealth short signal.
Bullish divergence + CVD breaking above upper BB → quiet, early long entry.
🔸 Momentum Confirmation (Silent Strength)
Strong bullish gradient + CVD above upper BB → follow institutional buying quietly.
Strong bearish gradient + CVD below lower BB → confidently short institutional selling.
🔸 Noise Filtering (Patience & Precision)
Neutral gradient (blue) → remain quiet, wait patiently to strike precisely when institutional activity resumes.
🔸 Structural Precision (Institutional Levels)
Optional StdDev, POC, Value Areas, Session Anchors clearly identify exact institutional defense/offense zones.
🙏 Final Thoughts
Institutions move in silence, leaving subtle footprints. BK AK-SILENCER (P8N) is your specialized weapon for tracking and hunting their quiet, decisive actions before the market reacts.
🔹 Dedicated in deep gratitude to my mentor, A.K.—whose silent wisdom shapes every line of code.
🔹 Engineered for the disciplined, quiet hunter who knows when to wait patiently and when to strike decisively.
Above all, honor and gratitude to Gd—the ultimate source of wisdom, clarity, and disciplined execution. Without Him, markets are chaos. With Him, we move silently, purposefully, and precisely.
⚡ Stay Quiet. Stay Precise. Hunt Silently.
🔥 BK AK-SILENCER (P8N) — Track the Silent Moves. Strike with Precision. 🔥
May Gd bless every silent step you take. 🙏
Setup Score OscillatorSetup Score Oscillator – Full Description
🎯 Purpose of the Script
This script is a manual trading setup scoring tool, designed to help traders quantify the quality of a trade setup by combining multiple technical, cyclical, and contextual signals.
Instead of relying on a single indicator, the trader manually selects which signals are present, and the script calculates a total score (0–100%), displayed as an oscillator in a separate panel (like RSI or MACD).
🔧 How it works in practice
1. Manual signal inputs
The script presents a set of checkboxes in the settings, where the trader can enable/disable the following signals:
✅ Confirmed Support/Resistance
✅ Aligned Volume Profile
✅ Favorable Cyclic Timing
✅ Valid Trend Line
✅ Aligned Cyclical Moving Averages
✅ Relevant Fibonacci Level
✅ Classic Volume Signal (spike, dry-up, etc.)
✅ Oscillator confirmation (e.g., divergences)
✅ Extreme Sentiment
✅ Relevant or incoming News
Each selected signal contributes to the total score based on its weight.
2. Scoring system
Each signal has a default weight (e.g., 20% for support/resistance, 15% for cycles, etc.).
Optionally, the trader can enable the “custom weights” checkbox and adjust each signal’s weight directly in the settings.
3. Score visualization
The final score (sum of all active weights) is plotted as an oscillator ranging from 0 to 100%, with dynamic coloring:
Range Color Meaning
0–39% Red No valid setup
40–54% Yellow Watchlist only
55–69% Orange Good setup
70–100% Green Strong setup
Several horizontal threshold lines are displayed:
50% → neutral threshold
40%, 55%, 70% → operational levels
4. Optional background coloring
When the score exceeds 55% or 70%, the oscillator background lightly changes color to highlight stronger setups (non-intrusive).
📌 Practical benefits
Objectifies subjective analysis: each decision becomes a number.
Prevents overtrading: no entries if the score is too low.
Adaptable to any trading style: swing, intraday, positional.
User-friendly: no coding needed – just tick boxes.
Italiano:
Setup Score Oscillator – Descrizione completa
🎯 Obiettivo dello script
Lo script è uno strumento manuale di valutazione dei setup di trading, pensato per aiutare il trader a quantificare la qualità di un'opportunità operativa basandosi su più segnali tecnici, ciclici e contestuali.
Invece di affidarsi a un solo indicatore, il trader seleziona manualmente quali segnali sono presenti, e lo script calcola un punteggio complessivo percentuale (0–100%), rappresentato come oscillatore in una finestra separata (tipo RSI, MACD, ecc.).
🔧 Come funziona operativamente
1. Input manuale dei segnali
Lo script mostra una serie di checkbox nelle impostazioni, dove il trader può attivare o disattivare i seguenti segnali:
✅ Supporto/Resistenza confermata
✅ Volume Profile allineato
✅ Cicli o timing favorevole
✅ Trend line valida
✅ Medie mobili cicliche allineate
✅ Livello di Fibonacci rilevante
✅ Volume classico significativo (spike, dry-up)
✅ Conferme da oscillatori (es. divergenze)
✅ Sentiment estremo (es. euforia o panico)
✅ News importanti imminenti o appena uscite
Ogni casella attiva contribuisce al punteggio totale, con un peso specifico.
2. Sistema di punteggio
Ogni segnale ha un peso predefinito (es. 20% per supporti/resistenze, 15% per cicli, ecc.).
Facoltativamente, il trader può attivare la funzione “Enable custom weights” per personalizzare i pesi di ciascun segnale direttamente da input.
3. Visualizzazione del punteggio
Il punteggio complessivo (somma dei pesi attivati) viene tracciato come oscillatore da 0 a 100%, con colori dinamici:
Range Colore Significato
0–39% Rosso Nessun setup valido
40–54% Giallo Osservazione
55–69% Arancione Setup buono
70–1005 Verde Setup forte
Sono tracciate anche delle linee guida orizzontali a:
50% → soglia neutra
40%, 55%, 70% → soglie operative
4. Colorazione dello sfondo (facoltativa)
Quando il punteggio supera 55% o 70%, lo sfondo dell’oscillatore cambia leggermente colore per evidenziare il segnale (non invasivo).
📌 Vantaggi pratici
Oggettivizza l’analisi soggettiva: ogni decisione manuale si trasforma in un numero.
Evita overtrading: se il punteggio è troppo basso, non si entra.
Adattabile a ogni stile: swing, intraday, position.
Facile da usare anche senza codice: basta spuntare le caselle.
Ergodic Market Divergence (EMD)Ergodic Market Divergence (EMD)
Bridging Statistical Physics and Market Dynamics Through Ensemble Analysis
The Revolutionary Concept: When Physics Meets Trading
After months of research into ergodic theory—a fundamental principle in statistical mechanics—I've developed a trading system that identifies when markets transition between predictable and unpredictable states. This indicator doesn't just follow price; it analyzes whether current market behavior will persist or revert, giving traders a scientific edge in timing entries and exits.
The Core Innovation: Ergodic Theory Applied to Markets
What Makes Markets Ergodic or Non-Ergodic?
In statistical physics, ergodicity determines whether a system's future resembles its past. Applied to trading:
Ergodic Markets (Mean-Reverting)
- Time averages equal ensemble averages
- Historical patterns repeat reliably
- Price oscillates around equilibrium
- Traditional indicators work well
Non-Ergodic Markets (Trending)
- Path dependency dominates
- History doesn't predict future
- Price creates new equilibrium levels
- Momentum strategies excel
The Mathematical Framework
The Ergodic Score combines three critical divergences:
Ergodic Score = (Price Divergence × Market Stress + Return Divergence × 1000 + Volatility Divergence × 50) / 3
Where:
Price Divergence: How far current price deviates from market consensus
Return Divergence: Momentum differential between instrument and market
Volatility Divergence: Volatility regime misalignment
Market Stress: Adaptive multiplier based on current conditions
The Ensemble Analysis Revolution
Beyond Single-Instrument Analysis
Traditional indicators analyze one chart in isolation. EMD monitors multiple correlated markets simultaneously (SPY, QQQ, IWM, DIA) to detect systemic regime changes. This ensemble approach:
Reveals Hidden Divergences: Individual stocks may diverge from market consensus before major moves
Filters False Signals: Requires broader market confirmation
Identifies Regime Shifts: Detects when entire market structure changes
Provides Context: Shows if moves are isolated or systemic
Dynamic Threshold Adaptation
Unlike fixed-threshold systems, EMD's boundaries evolve with market conditions:
Base Threshold = SMA(Ergodic Score, Lookback × 3)
Adaptive Component = StDev(Ergodic Score, Lookback × 2) × Sensitivity
Final Threshold = Smoothed(Base + Adaptive)
This creates context-aware signals that remain effective across different market environments.
The Confidence Engine: Know Your Signal Quality
Multi-Factor Confidence Scoring
Every signal receives a confidence score based on:
Signal Clarity (0-35%): How decisively the ergodic threshold is crossed
Momentum Strength (0-25%): Rate of ergodic change
Volatility Alignment (0-20%): Whether volatility supports the signal
Market Quality (0-20%): Price convergence and path dependency factors
Real-Time Confidence Updates
The Live Confidence metric continuously updates, showing:
- Current opportunity quality
- Market state clarity
- Historical performance influence
- Signal recency boost
- Visual Intelligence System
Adaptive Ergodic Field Bands
Dynamic bands that expand and contract based on market state:
Primary Color: Ergodic state (mean-reverting)
Danger Color: Non-ergodic state (trending)
Band Width: Expected price movement range
Squeeze Indicators: Volatility compression warnings
Quantum Wave Ribbons
Triple EMA system (8, 21, 55) revealing market flow:
Compressed Ribbons: Consolidation imminent
Expanding Ribbons: Directional move developing
Color Coding: Matches current ergodic state
Phase Transition Signals
Clear entry/exit markers at regime changes:
Bull Signals: Ergodic restoration (mean reversion opportunity)
Bear Signals: Ergodic break (trend following opportunity)
Confidence Labels: Percentage showing signal quality
Visual Intensity: Stronger signals = deeper colors
Professional Dashboard Suite
Main Analytics Panel (Top Right)
Market State Monitor
- Current regime (Ergodic/Non-Ergodic)
- Ergodic score with threshold
- Path dependency strength
- Quantum coherence percentage
Divergence Metrics
- Price divergence with severity
- Volatility regime classification
- Strategy mode recommendation
- Signal strength indicator
Live Intelligence
- Real-time confidence score
- Color-coded risk levels
- Dynamic strategy suggestions
Performance Tracking (Left Panel)
Signal Analytics
- Total historical signals
- Win rate with W/L breakdown
- Current streak tracking
- Closed trade counter
Regime Analysis
- Current market behavior
- Bars since last signal
- Recommended actions
- Average confidence trends
Strategy Command Center (Bottom Right)
Adaptive Recommendations
- Active strategy mode
- Primary approach (mean reversion/momentum)
- Suggested indicators ("weapons")
- Entry/exit methodology
- Risk management guidance
- Comprehensive Input Guide
Core Algorithm Parameters
Analysis Period (10-100 bars)
Scalping (10-15): Ultra-responsive, more signals, higher noise
Day Trading (20-30): Balanced sensitivity and stability
Swing Trading (40-100): Smooth signals, major moves only Default: 20 - optimal for most timeframes
Divergence Threshold (0.5-5.0)
Hair Trigger (0.5-1.0): Catches every wiggle, many false signals
Balanced (1.5-2.5): Good signal-to-noise ratio
Conservative (3.0-5.0): Only extreme divergences Default: 1.5 - best risk/reward balance
Path Memory (20-200 bars)
Short Memory (20-50): Recent behavior focus, quick adaptation
Medium Memory (50-100): Balanced historical context
Long Memory (100-200): Emphasizes established patterns Default: 50 - captures sufficient history without lag
Signal Spacing (5-50 bars)
Aggressive (5-10): Allows rapid-fire signals
Normal (15-25): Prevents clustering, maintains flow
Conservative (30-50): Major setups only Default: 15 - optimal trade frequency
Ensemble Configuration
Select markets for consensus analysis:
SPY: Broad market sentiment
QQQ: Technology leadership
IWM: Small-cap risk appetite
DIA: Blue-chip stability
More instruments = stronger consensus but potentially diluted signals
Visual Customization
Color Themes (6 professional options):
Quantum: Cyan/Pink - Modern trading aesthetic
Matrix: Green/Red - Classic terminal look
Heat: Blue/Red - Temperature metaphor
Neon: Cyan/Magenta - High contrast
Ocean: Turquoise/Coral - Calming palette
Sunset: Red-orange/Teal - Warm gradients
Display Controls:
- Toggle each visual component
- Adjust transparency levels
- Scale dashboard text
- Show/hide confidence scores
- Trading Strategies by Market State
- Ergodic State Strategy (Primary Color Bands)
Market Characteristics
- Price oscillates predictably
- Support/resistance hold
- Volume patterns repeat
- Mean reversion dominates
Optimal Approach
Entry: Fade moves at band extremes
Target: Middle band (equilibrium)
Stop: Just beyond outer bands
Size: Full confidence-based position
Recommended Tools
- RSI for oversold/overbought
- Bollinger Bands for extremes
- Volume profile for levels
- Non-Ergodic State Strategy (Danger Color Bands)
Market Characteristics
- Price trends persistently
- Levels break decisively
- Volume confirms direction
- Momentum accelerates
Optimal Approach
Entry: Breakout from bands
Target: Trail with expanding bands
Stop: Inside opposite band
Size: Scale in with trend
Recommended Tools
- Moving average alignment
- ADX for trend strength
- MACD for momentum
- Advanced Features Explained
Quantum Coherence Metric
Measures phase alignment between individual and ensemble behavior:
80-100%: Perfect sync - strong mean reversion setup
50-80%: Moderate alignment - mixed signals
0-50%: Decoherence - trending behavior likely
Path Dependency Analysis
Quantifies how much history influences current price:
Low (<30%): Technical patterns reliable
Medium (30-50%): Mixed influences
High (>50%): Fundamental shift occurring
Volatility Regime Classification
Contextualizes current volatility:
Normal: Standard strategies apply
Elevated: Widen stops, reduce size
Extreme: Defensive mode required
Signal Strength Indicator
Real-time opportunity quality:
- Distance from threshold
- Momentum acceleration
- Cross-validation factors
Risk Management Framework
Position Sizing by Confidence
90%+ confidence = 100% position size
70-90% confidence = 75% position size
50-70% confidence = 50% position size
<50% confidence = 25% or skip
Dynamic Stop Placement
Ergodic State: ATR × 1.0 from entry
Non-Ergodic State: ATR × 2.0 from entry
Volatility Adjustment: Multiply by current regime
Multi-Timeframe Alignment
- Check higher timeframe regime
- Confirm ensemble consensus
- Verify volume participation
- Align with major levels
What Makes EMD Unique
Original Contributions
First Ergodic Theory Trading Application: Transforms abstract physics into practical signals
Ensemble Market Analysis: Revolutionary multi-market divergence system
Adaptive Confidence Engine: Institutional-grade signal quality metrics
Quantum Coherence: Novel market alignment measurement
Smart Signal Management: Prevents clustering while maintaining responsiveness
Technical Innovations
Dynamic Threshold Adaptation: Self-adjusting sensitivity
Path Memory Integration: Historical dependency weighting
Stress-Adjusted Scoring: Market condition normalization
Real-Time Performance Tracking: Built-in strategy analytics
Optimization Guidelines
By Timeframe
Scalping (1-5 min)
Period: 10-15
Threshold: 0.5-1.0
Memory: 20-30
Spacing: 5-10
Day Trading (5-60 min)
Period: 20-30
Threshold: 1.5-2.5
Memory: 40-60
Spacing: 15-20
Swing Trading (1H-1D)
Period: 40-60
Threshold: 2.0-3.0
Memory: 80-120
Spacing: 25-35
Position Trading (1D-1W)
Period: 60-100
Threshold: 3.0-5.0
Memory: 100-200
Spacing: 40-50
By Market Condition
Trending Markets
- Increase threshold
- Extend memory
- Focus on breaks
Ranging Markets
- Decrease threshold
- Shorten memory
- Focus on restores
Volatile Markets
- Increase spacing
- Raise confidence requirement
- Reduce position size
- Integration with Other Analysis
- Complementary Indicators
For Ergodic States
- RSI divergences
- Bollinger Band squeezes
- Volume profile nodes
- Support/resistance levels
For Non-Ergodic States
- Moving average ribbons
- Trend strength indicators
- Momentum oscillators
- Breakout patterns
- Fundamental Alignment
- Check economic calendar
- Monitor sector rotation
- Consider market themes
- Evaluate risk sentiment
Troubleshooting Guide
Too Many Signals:
- Increase threshold
- Extend signal spacing
- Raise confidence minimum
Missing Opportunities
- Decrease threshold
- Reduce signal spacing
- Check ensemble settings
Poor Win Rate
- Verify timeframe alignment
- Confirm volume participation
- Review risk management
Disclaimer
This indicator is for educational and informational purposes only. It does not constitute financial advice. Trading involves substantial risk of loss and is not suitable for all investors. Past performance does not guarantee future results.
The ergodic framework provides unique market insights but cannot predict future price movements with certainty. Always use proper risk management, conduct your own analysis, and never risk more than you can afford to lose.
This tool should complement, not replace, comprehensive trading strategies and sound judgment. Markets remain inherently unpredictable despite advanced analysis techniques.
Transform market chaos into trading clarity with Ergodic Market Divergence.
Created with passion for the TradingView community
Trade with insight. Trade with anticipation.
— Dskyz , for DAFE Trading Systems
Linear Regression Channel UltimateKey Features and Benefits
Logarithmic scale option for improved analysis of long-term trends and volatile markets
Activity-based profiling using either touch count or volume data
Customizable channel width and number of profile fills
Adjustable number of most active levels displayed
Highly configurable visual settings for optimal chart readability
Why Logarithmic Scale Matters
The logarithmic scale option is a game-changer for analyzing assets with exponential growth or high volatility. Unlike linear scales, log scales represent percentage changes consistently across the price range. This allows for:
Better visualization of long-term trends
More accurate comparison of price movements across different price levels
Improved analysis of volatile assets or markets experiencing rapid growth
How It Works
The indicator calculates a linear regression line based on the specified period
Upper and lower channel lines are drawn at a customizable distance from the regression line
The space between the channel lines is divided into a user-defined number of levels
For each level, the indicator tracks either:
- The number of times price touches the level (touch count method)
- The total volume traded when price is at the level (volume method)
The most active levels are highlighted based on this activity data
Understanding Touch Count vs Volume
Touch count method: Useful for identifying key support/resistance levels based on price action alone
Volume method: Provides insight into levels where the most trading activity occurs, potentially indicating stronger support/resistance
Practical Applications
Trend identification and strength assessment
Support and resistance level discovery
Entry and exit point optimization
Volume profile analysis for improved market structure understanding
This Linear Regression Channel indicator combines powerful statistical analysis with flexible visualization options, making it an invaluable tool for traders and analysts across various timeframes and markets. Its unique features, especially the logarithmic scale and activity profiling, provide deeper insights into market behavior and potential turning points.
SessionVolumeProfileLibrary "SessionVolumeProfile"
Analyzes price & volume during regular trading hours to provide a session volume profile analysis. The primary goal of this library is to provide the developer with three values: the value area high, low and the point of control. The library also provides methods for rendering the value areas and histograms. To learn more about this library and how you can use it, click on the website link in my profile where you will find a blog post with detailed information.
debug(vp, position)
Helper function to write some information about the supplied SVP object to the screen in a table.
Parameters:
vp (Object) : The SVP object to debug
position (string) : The position.* to place the table. Defaults to position.bottom_center
getLowerTimeframe()
Depending on the timeframe of the chart, determines a lower timeframe to grab volume data from for the analysis
Returns: The timeframe string to fetch volume for
get(volumeProfile, lowerTimeframeHigh, lowerTimeframeLow, lowerTimeframeVolume)
Populated the provided SessionVolumeProfile object with vp data on the session.
Parameters:
volumeProfile (Object) : The SessionVolumeProfile object to populate
lowerTimeframeHigh (float ) : The lower timeframe high values
lowerTimeframeLow (float ) : The lower timeframe low values
lowerTimeframeVolume (float ) : The lower timeframe volume values
drawPriorValueAreas(todaySessionVolumeProfile, extendYesterdayOverToday, showLabels, labelSize, pocColor, pocStyle, pocWidth, vahlColor, vahlStyle, vahlWidth, vaColor)
Given a SessionVolumeProfile Object, will render the historical value areas for that object.
Parameters:
todaySessionVolumeProfile (Object) : The SessionVolumeProfile Object to draw
extendYesterdayOverToday (bool) : Defaults to true
showLabels (bool) : Defaults to true
labelSize (string) : Defaults to size.small
pocColor (color) : Defaults to #e500a4
pocStyle (string) : Defaults to line.style_solid
pocWidth (int) : Defaults to 1
vahlColor (color) : The color of the value area high/low lines. Defaults to #1592e6
vahlStyle (string) : The style of the value area high/low lines. Defaults to line.style_solid
vahlWidth (int) : The width of the value area high/low lines. Defaults to 1
vaColor (color) : The color of the value area background. Defaults to #00bbf911)
drawHistogram(volumeProfile, bgColor, showVolumeOnHistogram)
Given a SessionVolumeProfile object, will render the histogram for that object.
Parameters:
volumeProfile (Object) : The SessionVolumeProfile object to draw
bgColor (color) : The baseline color to use for the histogram. Defaults to #00bbf9
showVolumeOnHistogram (bool) : Show the volume amount on the histogram bars. Defaults to false.
Object
Fields:
numberOfRows (series__integer)
valueAreaCoverage (series__integer)
trackDevelopingVa (series__bool)
valueAreaHigh (series__float)
pointOfControl (series__float)
valueAreaLow (series__float)
startTime (series__integer)
endTime (series__integer)
dayHigh (series__float)
dayLow (series__float)
step (series__float)
pointOfControlLevel (series__integer)
valueAreaHighLevel (series__integer)
valueAreaLowLevel (series__integer)
volumeRows (array__float)
priceLevelRows (array__float)
ltfSessionHighs (array__float)
ltfSessionLows (array__float)
ltfSessionVols (array__float)
Position Cost DistributionThe Position Cost Distribution indicator (also known as the Market Position Overview, Chip Distribution, or CYQ Algorithm) provides an estimate of how shares are distributed across different price levels. Visually, it resembles the Volume Profile indicator, though they rely on distinct computational approaches.
🟠 Principle
The Position Cost Distribution algorithm is based on the principle that a security's total shares outstanding usually remains constant, except under conditions like stock splits, reverse splits, or new share issuance. It views all trading activity as simply exchanging share positions between holders at different price points.
By analyzing daily trade volume and the prior day's distribution, the algorithm infers the resulting share distribution after each day. By tracking these inferred transpositions over time, the indicator builds up an aggregate view of the estimated share concentration at each price level. This provides insights into potential buying and selling pressure zones that could form support or resistance areas.
Together with the Volume Profile, the Position Cost Distribution gives traders multiple lenses for examining market structure from both a volume and positional standpoint. Both can help identify meaningful technical price levels.
🟠 Algorithm
The algorithm initializes by allocating all shares to the price range encompassed by the first bar displayed on the chart. Preferably, the chart window should include the stock's IPO date, allowing the model to distribute shares specifically to the IPO price.
For subsequent trading sessions, the indicator performs the following calculations:
1. The daily turnover ratio is calculated by dividing the bar's trading volume by total outstanding shares.
2. For each price level (bucket), the number of shares is reduced by the turnover amount to represent shares transferring from existing holders.
3. The bar's total volume is then added to buckets corresponding to that period's price range.
Currently, the model assumes each share has an equal probability of being exchanged, regardless of how long ago it was acquired or at what price. Potential optimizations could incorporate factors like making shares held longer face a smaller chance of transfer compared to more recently purchased shares.
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中文介绍：该指标为“筹码分布”的一个 TradingView 实现 :)
PhantomFlow AccumulationDetectorThe PhantomFlow AccumulationDetector indicator analyzes the volume profile and displays potential accumulation based on the selected timeframe in the settings. This indicator can be used both as zones for trend following and for identifying reversals, as shown in the examples on the chart. The logic behind the formation of the accumulation zone is based on the fact that the POC (Point of Control) of the current zone is within the Volume Area range of the previous period.
Optimal settings for the working timeframe should be chosen visually, and the size of the zones should not be too large or too small. Additionally, it's advisable not to consider overly wide zones during increased volatility.
Consecutive zones within the same range often indicate a potential reversal.
We borrowed the volume profile calculation code from @LonesomeTheBlue. Thank you for the work done!
Supply and Demand Daily [LuxAlgo]The Supply and Demand Daily indicator displays daily supply and demand areas on the user's chart. These areas are constructed using the market data within a previous daily interval.
This script makes use of the same logic as our previous Supply and Demand Visible Range indicator .
🔶 USAGE
The supply/demand areas & levels displayed by the indicator aim to provide potential support/resistance levels for users. Supply areas highlight where buyers are willing to exit the market and sell the asset, thus providing resistance and potentially causing prices to reverse or bounce back downwards, while demand areas highlights where buyers were willing to purchase the asset, thus providing support and potentially causing prices to reverse or bounce back upwards.
Historical areas allow the user to study the evolution of supply/demand from one day to another. Wider areas highlight prices avoiding reverting to this area, while thinner areas highlight prices returning more frequently to them.
Trends can be determined by looking at the price position relative to the previous day's supply/demand areas. Price breaking down from the demand zone is indicative of a downtrend, while price breaking above the supply zone is indicative of an uptrend.
Pullback/throwback scenarios can also be common using this indicator.
🔶 SETTINGS
Threshold %: Percentage of the total visible range volume used as a threshold to set supply/demand areas. Higher values return wider areas.
Resolution: Determines the number of bins used to find each area. Higher values will return more precise results.
Intra-bar TF: Timeframe used to obtain intra-bar data.
🔶 RELATED SCRIPTS
Halfback + One-Time-Framing BarsThis indicator is designed to be used with Market Profile / Volume Profile trading techniques on a 30min chart.
The halfback of a candle is the mid point between the high and the low of the candle. A halfback trade can be taken once price retraces into this point as support/resistance using the prevailing trend as your trade direction.
One-Time-Framing is a fancy term for trending in one direction. One-Time-Framing happens when a candle breaks the previous candle's high without testing the low or when a candle breaks the low of the previous candle without testing the high. This indicates that the trend is one directional and opposing pressure is very weak. Taking trades in the opposing direction of multiple OTF bars is typically a bad trade setup.
Halfback and OTF setups are typically used on a 30min timeframe combined with Market or Volume Profile, but you can experiment with these setups on any timeframe if you wish.
I hope you all enjoy this indicator, comment below if you have any questions.
Koalafied Volume Extension BubblesCircles based on extensions from volume Z-Score. Large volume candles can often signal exhaustion or show market strength in reversals or breakouts. Circles can be offset back to the start of the day/profile or left at the time where they occur.
Colours denoting deviations from the mean are
+2 std dev - Green
+1 std dev - Blue
-1 std dev - Red
-2 std dev - Purple
Concept is primarily as a pseudo volume profile delta tool. Obviously it's a very basic heuristic so would recommend further reading and use of actually footprint data to base trading decisions on.
Swing Assassin's Consolidated ScriptI put this script together to essentially consolidate a number of scripts that I use on a daily basis into one script. This is an ongoing improvement effort, so there may be some garbage in here right now so keep that in mind if you intend to use this to help in your trading.
There are 5 moving averages (Hull). I use the Fast, Mid and Slow to find entries after I us the Medium Slow and Super Slow to identify a trend. Otherwise, I have those three turned off.
This script also uses Bollinger Bands which I literally cannot trade without.
The script also has anchored VWAP , automated support/resistance lines, and a homebrewed Volume Profile that is a copy from Ildar Akhmetgaleev's indicator "Poor Man's Volume Profile" used under Mozilla Public License Version 2.0.
Poor man's volume clustersVolume clusters created from candlestick volumes.
See also "Poor man's volume profile" .
The code is generated using a template. To change the settings, you may need to regenerate the code. The code has a link to the repository with the template.
Monthly Color Marker V4
## 📊 Monthly Color Marker - Historical Month Highlighting
### Overview
A unique indicator that allows rapid identification of all monthly candles from a specific month across multiple years. The indicator marks candles with different colors based on their direction (bullish/bearish), enabling quick analysis of seasonal patterns and cyclical behavior of stocks or assets.
### 🎯 Purpose
- **Identify Seasonal Patterns (Seasonality)** - Discover recurring trends in specific months
- **Quick Historical Analysis** - Visual representation of monthly performance over the years
- **Direction Recognition** - Instant understanding of whether a month tends to be bullish or bearish
- **Seasonal Trading Planning** - Build strategies based on cyclical patterns
### ⚙️ Adjustable Parameters
1. **Month to Mark (1-12)**
- Select the desired month for analysis
- 1 = January, 2 = February... 12 = December
- Default: 11 (November)
2. **Years Back (1-50)**
- Determines how many years back to scan
- Recommended: 10-25 years for statistically reliable data
- Default: 25 years
3. **Bullish Candle Color**
- Color for marking bullish candles (close > open)
- Default: Green
- Customizable to your personal color scheme
4. **Bearish Candle Color**
- Color for marking bearish candles (close < open)
- Default: Red
- Customizable to your personal color scheme
5. **Show Current Year**
- Whether to include the current month in the marking
- Useful when the month hasn't finished yet
- Default: Yes
### 📈 How to Use the Indicator
#### Step 1: Adding to Chart
1. Switch to **Monthly timeframe** - Required!
2. Add the indicator to your chart
3. Select the month you want to analyze
#### Step 2: Initial Analysis
- **Count green vs red candles** - What's the ratio?
- **Look for patterns** - Are there years where the month always rises/falls?
- **Identify outliers** - Years where behavior was different
#### Step 3: Making Decisions
- **Mostly green** → Statistically, the month tends to rise
- **Mostly red** → Statistically, the month tends to fall
- **Mixed** → No clear seasonal pattern
### 💡 Usage Examples
**Example 1: "Santa Claus Rally"**
- Select month 12 (December)
- Check if there are mostly green candles
- If yes, this confirms the well-known year-end rally effect
**Example 2: "September Effect"**
- Select month 9 (September)
- Historically, September is considered a weak month
- Do the data support this for this stock?
**Example 3: Quarterly Earnings**
- Identify which month earnings are released
- Check the historical response
- Plan entry/exit accordingly
### 🔍 Combining with Other Indicators
This indicator works excellently with:
- **Historical Monthly Levels** (the first indicator) - Identify nearby price levels
- **Volume Profile** - Check volume during those months
- **RSI/MACD** - Identify momentum strength in specific months
### ⚠️ Important Notes
1. **Must use Monthly timeframe!** The indicator won't work correctly on other timeframes
2. **Statistical Sample** - More years = more reliable analysis
3. **Not a Guarantee** - Past performance doesn't guarantee future results, use additional analysis
4. **Adjust Colors** - If hard to see, change colors in settings
### 🎨 Tips for Optimal Experience
- **Zoom Out** - See more years at a glance
- **Clean Chart** - Remove unnecessary indicators for clear analysis
- **Compare Stocks** - Check multiple stocks for the same month
- **Document Findings** - Take screenshots and save insights for future reference
### 📊 Recommended Statistics
After identifying an interesting month:
- Calculate success rate (green / total candles)
- Check average volatility
- Identify outlier years and investigate what happened
- Plan entry/exit strategy
### 🚀 Who Is This Indicator For?
✅ **Swing Traders** - Plan medium-term trades
✅ **Seasonal Investors** - Exploit cyclical patterns
✅ **Technical Analysts** - Understand historical behavior
✅ **Portfolio Managers** - Time entries and exits
---
### 📝 Summary
The Monthly Color Marker indicator is a powerful and easy-to-use tool for identifying seasonal patterns. The combination of clear visualization with flexible parameters makes it an essential tool for any trader seeking a statistical edge in the market.
**Recommendation:** Start with 25 years back, analyze 2-3 key months, and build a data-driven strategy.
---
**Version:** 4.0
**Compatibility:** Pine Script v5
**Timeframe:** Monthly only
**Author:** 954
## 📊 Monthly Color Marker - סימון חודשים היסטוריים
### תיאור כללי
אינדיקטור ייחודי המאפשר לזהות במהירות את כל הנרות החודשיים מחודש ספציפי לאורך השנים. האינדיקטור מסמן את הנרות בצבעים שונים בהתאם לכיוון התנועה (עלייה/ירידה), ומאפשר ניתוח מהיר של דפוסים עונתיים והתנהגות מחזורית של המניה או הנכס.
### 🎯 מטרת האינדיקטור
- **זיהוי דפוסים עונתיים (Seasonality)** - מציאת מגמות חוזרות בחודשים מסוימים
- **ניתוח היסטורי מהיר** - ראייה ויזואלית של ביצועי החודש לאורך השנים
- **זיהוי כיווניות** - הבנה מיידית האם החודש נוטה להיות שורי או דובי
- **תכנון מסחר עונתי** - בניית אסטרטגיות מבוססות מחזוריות
### ⚙️ פרמטרים מתכווננים
1. **חודש לסימון (1-12)**
- בחירת החודש הרצוי לניתוח
- 1 = ינואר, 2 = פברואר... 12 = דצמבר
- ברירת מחדל: 11 (נובמבר)
2. **שנים אחורה (1-50)**
- קובע כמה שנים אחורה לסרוק
- מומלץ: 10-25 שנים לקבלת תמונה סטטיסטית מהימנה
- ברירת מחדל: 25 שנים
3. **צבע נר עולה**
- צבע לסימון נרות שורים (close > open)
- ברירת מחדל: ירוק
- ניתן להתאים לסכמת הצבעים האישית
4. **צבע נר יורד**
- צבע לסימון נרות דוביים (close < open)
- ברירת מחדל: אדום
- ניתן להתאים לסכמת הצבעים האישית
5. **צבע את השנה הנוכחית**
- האם לכלול את החודש הנוכחי בסימון
- שימושי כאשר החודש טרם הסתיים
- ברירת מחדל: כן
### 📈 איך להשתמש באינדיקטור
#### שלב 1: הוספה לגרף
1. עבור לטיימפריים **חודשי (Monthly)** - חובה!
2. הוסף את האינדיקטור לגרף
3. בחר את החודש שאתה רוצה לנתח
#### שלב 2: ניתוח ראשוני
- **ספור נרות ירוקים מול אדומים** - מה היחס?
- **חפש דפוסים** - האם יש שנים שבהן החודש תמיד עולה/יורד?
- **זהה חריגים** - שנים שבהן ההתנהגות הייתה שונה
#### שלב 3: קבלת החלטות
- **רוב ירוקים** → סטטיסטית החודש נוטה לעלות
- **רוב אדומים** → סטטיסטית החודש נוטה לרדת
- **מעורב** → אין דפוס עונתי ברור
### 💡 דוגמאות שימוש
**דוגמה 1: "Santa Claus Rally"**
- בחר חודש 12 (דצמבר)
- בדוק אם יש רוב נרות ירוקים
- אם כן, זה מאשר את האפקט הידוע של עליות בסוף השנה
**דוגמה 2: "September Effect"**
- בחר חודש 9 (ספטמבר)
- היסטורית, ספטמבר נחשב לחודש חלש
- האם הנתונים תומכים בכך במניה זו?
**דוגמה 3: דיווחים רבעוניים**
- זהה בחודש אילו נפרסמים דיווחים
- בדוק את התגובה ההיסטורית
- תכנן כניסה/יציאה בהתאם
### 🔍 שילוב עם אינדיקטורים אחרים
האינדיקטור עובד מצוין בשילוב עם:
- **Historical Monthly Levels** (האינדיקטור הראשון) - זיהוי רמות מחיר קרובות
- **Volume Profile** - בדיקת ווליום באותם חודשים
- **RSI/MACD** - זיהוי כוח המומנטום בחודשים ספציפיים
### ⚠️ הערות חשובות
1. **חובה להשתמש בטיימפריים חודשי!** האינדיקטור לא יעבוד נכון בטיימפריים אחרים
2. **מדגם סטטיסטי** - ככל שיש יותר שנים, הניתוח מהימן יותר
3. **לא ערובה** - עבר לא מבטיח עתיד, השתמש בניתוח נוסף
4. **התאם צבעים** - אם קשה לראות, שנה את הצבעים בהגדרות
### 🎨 טיפים לחוויית שימוש מיטבית
- **זום אאוט** - ראה יותר שנים במבט אחד
- **נקה גרף** - הסר אינדיקטורים מיותרים לניתוח ברור
- **השווה מניות** - בדוק מספר מניות לאותו חודש
- **תעד ממצאים** - צלם מסך ושמור תובנות לעתיד
### 📊 סטטיסטיקה מומלצת
לאחר שזיהית חודש מעניין:
- חשב אחוז הצלחה (ירוקים / כל הנרות)
- בדוק תנודתיות ממוצעת
- זהה שנים חריגות ובדוק מה קרה אז
- תכנן אסטרטגיית כניסה/יציאה
### 🚀 למי מתאים האינדיקטור?
✅ **סווינג טריידרים** - תכנון עסקאות לטווח בינוני
✅ **משקיעים עונתיים** - ניצול דפוסים מחזוריים
✅ **אנליסטים טכניים** - הבנת התנהגות היסטורית
✅ **מנהלי תיקים** - תזמון כניסות ויציאות
---
### 📝 סיכום
אינדיקטור Monthly Color Marker הוא כלי חזק וקל לשימוש לזיהוי דפוסים עונתיים. השילוב של ויזואליזציה ברורה עם פרמטרים גמישים הופך אותו לכלי חיוני לכל טריידר המחפש יתרון סטטיסטי בשוק.
**המלצה:** התחל עם 25 שנים אחורה, נתח 2-3 חודשים מרכזיים, ובנה אסטרטגיה מבוססת נתונים.
---
**גרסה:** 4.0
**תאימות:** Pine Script v5
**טיימפריים:** חודשי בלבד
**מחבר:** [954
---
Pivot Orderflow DeltaThis indicator analyzes order flow by calculating a continuous Cumulative Volume Profile Delta (CVPD). It plots this delta as a series of "delta candles" and identifies divergences and structural pivot levels.
Key Features:
Statistical Delta Engine: For each bar, the indicator builds a high-resolution volume profile on a lower 'Intra-Bar Timeframe'. It uses statistical models ('PDF' allocation) and advanced classifiers ('Dynamic' split) to determine the buy/sell pressure, which is then accumulated.
Cumulative Delta Candle Visualization: The indicator plots the continuous, accumulated delta as a series of candles, where for each bar:
Open: Is the cumulative delta value of the previous bar.
Close: Is the new total cumulative delta.
High/Low: Represent the peak/trough cumulative delta reached during that bar's formation.
Dynamic Pivot Baseline: The indicator plots a separate dynamic baseline ('Impulse Start') that adjusts when a new price pivot is confirmed.
When a price high forms, the baseline moves to the lower of its previous level or the peak delta (max of delta candle O/C) at the pivot.
When a price low forms, the baseline moves to the higher of its previous level or the trough delta (min of delta candle O/C) at the pivot.
Full Divergence Suite (Class A, B, C): A built-in divergence engine automatically detects and plots Regular (A), Hidden (B), and Exaggerated (C) divergences between price and the peak/trough of the delta candles (High/Low).
Detailed Pivot Confluence: The indicator plots distinct markers to differentiate between pivots occurring only on the price chart, only on the delta oscillator, or on both simultaneously.
Note on Confirmation (Lag): Divergence and pivot signals rely on a confirmation method. A pivot is only plotted after the Pivot Right Bars input has passed, which introduces an inherent lag.
Integrated Alerts: Includes 23 comprehensive alerts for:
The start and end of all 6 divergence types.
The detection of a new Impulse Start pivot.
Delta/volume agreement/disagreement.
Delta crossing the zero line.
The formation of price-only or delta-only pivots.
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
VolumeAnlaysis### Volume Analysis (VA) Indicator
**Overview**
The Volume Analysis (VA) indicator is a dynamic overlay tool designed for traders seeking to identify high-volume breakouts, retests, and multi-timeframe volume-driven price cycles. By combining volume spikes with price action and support/resistance boxes, it highlights potential trend continuations, reversals, and cycle shifts. Ideal for intraday and swing trading on stocks, forex, or crypto, it uses a Fibonacci-inspired 1.618 multiplier to detect significant volume surges, then maps them to visual boxes and key levels for actionable insights.
This indicator draws from volume profile concepts but focuses on **breakout confirmation** and **cycle momentum**, helping you spot when "smart money" volume aligns with price extremes. It's particularly useful in volatile markets where volume precedes price moves.
**How It Works**
1. **Volume Break Detection**:
- Identifies a "Volume Break" when the current bar's volume exceeds 1.618x the highest volume from the prior 5 bars. This signals unusual activity, often preceding breakouts.
- A "Volume Retest" triggers exactly 3 bars after a break if volume has been falling steadily over those 3 bars—indicating a pullback for re-accumulation/distribution.
2. **Visual Annotations**:
- **Labels**: Green/red/yellow labels mark Volume Breaks and Retests, positioned above/below the bar based on candle direction for clarity.
- **Demand/Supply Boxes**:
- Blue semi-transparent boxes form around Retest bars, extending rightward to act as dynamic support/resistance.
- Green (bullish) or red (bearish) boxes draw from Volume Breaks, based on the original candle's open/close, highlighting potential zones for continuation.
- Limited to 5 boxes max to avoid chart clutter; older boxes fade as new ones form.
3. **Box Interaction Signals**:
- When price enters a box:
- **Reversal Hints**: Maroon (bearish rejection) or lime (bullish rejection) labels on closes against the trend with opening price momentum.
- **Breakout Arrows**: Up/down arrows on crossovers/crossunders of box tops/bottoms from Retest boxes.
- Scans all active boxes for interactions, prioritizing recent volume events.
4. **Multi-Timeframe Volume Cycles**:
- Aggregates the "Volume Break Max" level (a proxy for key price extremes tied to volume spikes) across timeframes: 1min, 5min, 10min, 30min, and 65min (using `request.security`).
- Computes **MaxVolBreak** (highest extreme) and **MinVolBreak** (lowest extreme) for trend-following levels.
- Tracks **Percent Volume Greater/Less Than Close**: Sums volumes from TFs where price is below/above these levels, creating a momentum ratio.
- **CrossClose**: Plots the prior close where this ratio crosses (gray line), signaling cycle shifts—bullish below MinVolBreak, bearish above MaxVolBreak.
- **Fills**: Red fill above CrossClose/MaxVolBreak (bearish cycle); green below CrossClose/MinVolBreak (bullish cycle).
5. **Plots**:
- Black lines for MaxVolBreak (⏫) and MinVolBreak (⏬).
- Gray 🔄 for CrossClose.
- Colors dynamically adjust (green/red) based on close relative to levels.
**Key Features**
- **Trend vs. Reversal Modes**: Toggle alerts for trend-following breaks (crosses of Max/MinVolBreak) or reversal signals (crosses of CrossClose).
- **Multi-TF Fusion**: Optionally include the chart's native timeframe in Max/Min calculations for finer tuning.
- **Box Management**: Auto-prunes to 5 boxes; focuses on retest/break alignments for "inside bar" logic.
- **Momentum Filters**: Uses rising/falling opens and crossovers for label precision, reducing noise.
- **Customizable**: Simple inputs for alert visibility and timeframe inclusion.
**Settings**
| Input | Default | Description |
|-------|---------|-------------|
| Show Volume Reversal Breaks | False | Enables alerts/labels for CrossClose crosses (cycle reversals). |
| Show Trend Following Breaks | True | Enables alerts for Max/MinVolBreak crosses (trend signals). |
| Use Current Time | False | Includes chart's native TF in multi-TF Max/Min calculations. |
**Alerts**
- **Reversal Alerts** (if enabled): "Volume Reverse Bullish/Bearish Break of " on close crosses of CrossClose.
- **Trend Alerts** (if enabled): "Trend Volume Bullish/Bearish Signal" on close crosses of Max/MinVolBreak; plus notes if prior low/high aligns with levels.
- All alerts include ticker and level value for easy scanning. Use `alert.freq_once_per_bar` to avoid spam.
**Trading Ideas**
- **Bullish Entry**: Green box formation + price holding MinVolBreak + upward arrow on retest box. Target next resistance.
- **Bearish Entry**: Red box + close above MaxVolBreak + red fill activation. Stop below recent low.
- **Cycle Trading**: Watch CrossClose crosses for regime shifts—fade extremes in overextended cycles.
- **Best Timeframes**: 5-30min for intraday; combine with daily for swings. Works best on liquid assets with reliable volume data.
**Limitations & Notes**
- Relies on accurate volume data (e.g., stocks/forex); less effective on low-volume or synthetic instruments.
- Boxes extend rightward but don't auto-delete—monitor for clutter on long histories (max_bars_back=500).
- Some logic (e.g., exact 3-bar retest) is rigid; backtest for your market.
- Open-source under MPL 2.0—fork and tweak as needed!
For questions or enhancements, drop a comment below. Happy trading! 🚀
Volume Exponential Moving Averages (EMA)
Description:
This script is a simple script that plots a desired exponential moving average of buy and sell volume as a line chart with a tunable smoothing factor. There is a highlight on the plot area of either green or red to denote if the EMA of buy volume or sell volume is of a higher value. This indicator uses basic math of exponential averages and calculates volume using the formulas: "buy volume" = the product of total volume and the "closing price" minus the "low price" divided by "high price" minus the "low price" for a specific candle. Conversely, "sell volume" = the product of "total volume" and the "high price" minus the "close price" divided by "high price" minus the "low price" for a specific candle.
Utility:
This indicator is an effective way to gauge the acceleration/ deceleration of buyers and sellers in the market and can be used in combination with market structure and important levels to understand if buyers or sellers are taking over at any given time.
How to use this indicator:
There are two settings for this indicator:
1. The Length of the EMA: The length of the EMA can be adjusted based on your preference for a running number of candles' data. If you are interested to know short term changes in volume (e.g. over the past few candles at a major level) you can adjust this setting lower (~3-9 length). Conversely, if you are interested in volume trends over a greater number of candles you can increase this to your liking.
Personal preference : Because I am a short term daytrader/ scalper, I keep this setting at 6 length to see immediate changes in the acceleration or deceleration of buyers/ sellers.
2. The Smoothing Factor: The smoothing factor can be adjusted to further tune the size of trend you are interested in with 1 = No smoothing of the EMA line. Smoothing of the EMA line increases as the value for smoothing increases, resulting in a less volatile, more smooth EMA line. However, the more smooth the line, the less sensitive the EMA will be to immediate changes in volume pace. The less smoothing factor is applied, the more volatile data will be, resulting in quicker observation of shorter term trends. Again the same rules apply as the EMA length as these are similar in function: If you are interested to know short term changes in volume (e.g. over the past few candles at a major level) you can adjust this setting lower (~2-6). Conversely, if you are interested in volume trends over a greater number of candles you can increase this to your liking.
Personal preference : Because I am a short term daytrader/ scalper, I keep this setting at 2-4 smoothing factor to see immediate changes in the acceleration or deceleration of buyers/ sellers.
You should, of course, play with these settings to your exact preferences based on your trading style.
Tips for using this indicator:
General Use:
When the buy volume EMA is moving up, buyers are increasing the pace of buying and when the buy volume EMA is moving down, buyers are decreasing the pace of buying. Conversely, when the sell volume EMA is moving up, sellers are increasing the pace of selling and when the sell volume EMA is moving down, sellers are decreasing the pace of selling. The overall movement of the stock is relative to the combination of these rates. e.g. If both buyers and sellers are increasing at the same rate (EMAs slopes are roughly equal) there will be not a large change in price. If the slope of the buy volume EMA is greater than the slope of sell volume EMA, the price should move up. Conversely, if the slope of the sell volume EMA is greater than the slope of buy volume EMA, the price should move down.
Predicting pullbacks, reversals, and continuations:
This indicator allows you to see if buyers or sellers are increasing their pace, even if the stock price is in consolidation. This allows you to predict if out of the consolidation buyers or sellers are likely to win based on the momentum of the volume in consolidation. e.g. If price is in consolidation after an uptrend and the buy volume EMA starts to decrease, this could be a sign that buyers are running out of steam at this price level. Another example, If at a major support the buy volume EMA begins to trend up then buyers are accelerating the pace of buying at this level.
EMA crosses: There is something to be said about the point at which the buy volume EMA and sell volume EMA cross. This signifies that at this moment there is a shift in which the acceleration of one party outpaces that of the other and can result in increased speed of the movement of the stock price.
Considerations
Because volume changes constantly, this indicator is best to identify short term changes in volume that could impact price movements. It is not guaranteed to continue just because buyers or sellers have had a change in pace. Therefore it is advised to use this indicator in combination with significant price levels such as pivot points, or price levels from volume profile tools to identify the price zones where significant volume changes are likely to impact price movements. It is also advised to continue to monitor the changes in pace in buyers and sellers using this volume EMA indicator to determine if a change in pace is short lived or if it will continue for a longer duration.
Examples of use:
Bullish Reversal:
Bearish Continuation:
Bearish EMA Crossover: (Settings: Length 6, Smoothing factor 3)
Bullish EMA Crossover: (Settings: Length 6, Smoothing factor 4)
RVol+ Enhanced Relative Volume Indicator📊 RVol+ Enhanced Relative Volume Indicator
Overview
RVol+ (Relative Volume Plus) is an advanced time-based relative volume indicator designed specifically for swing traders and breakout detection. Unlike simple volume comparisons, RVol+ analyzes volume at the same time of day across multiple sessions, providing statistically significant insights into institutional activity and breakout potential.
🎯 Key Features
Core Volume Analysis
Time-Based RVol Calculation - Compares current cumulative volume to the average volume at this exact time over the past N days
Statistical Z-Score - Measures volume in standard deviations from the mean for true anomaly detection
Volume Percentile - Shows where current volume ranks historically (0-100%)
Sustained Volume Filter - 3-bar moving average prevents false signals from single-bar spikes
Breakout Detection
🚀 Confirmed Breakouts - Identifies price breakouts validated by high volume (RVol > 1.5x)
⚠️ False Breakout Warnings - Alerts when price breaks key levels on low volume (high failure risk)
Multi-Timeframe Context - Weekly volume overlay prevents chasing daily noise
Advanced Metrics
OBV Divergence Detection - Spots bullish/bearish accumulation/distribution patterns
Volume Profile Integration - Identifies institutional positioning
Money Flow Analysis - Tracks smart money vs retail activity
Extreme Volume Alerts - 🔥 Labels mark unusual spikes beyond the display cap
Visual Intelligence
Smart Color Coding:
🟢 Bright Teal = High activity (RVol ≥ 1.5x)
🟡 Medium Teal = Caution zone (RVol ≥ 1.2x)
⚪ Light Teal = Normal activity
🟠 Orange = Breakout confirmed
🔴 Red = False breakout risk
Comprehensive Stats Table:
Current Volume (formatted as M/K/B)
RVol ratio
Z-Score with significance
Volume percentile
Historical average and standard deviation
Sustained volume confirmation
📈 How to Use
For Swing Trading (1D - 3W Holds)
Perfect Setup:
✓ RVol > 1.5x (bright teal)
✓ Z-Score > 2.0 (⚡ alert)
✓ Percentile > 90%
✓ Sustained = ✓
✓ 🚀 Breakout label appears
Avoid:
✗ Red "Low Vol" warning during breakouts
✗ RVol < 1.0 at key levels
✗ Sustained volume not confirmed
Signal Interpretation
⚡ Z>2 Labels - Statistically significant volume (95th+ percentile) - highest probability moves
↗️ OBV+ Labels - Bullish accumulation (OBV rising while price consolidates)
↘️ OBV- Labels - Bearish distribution (OBV falling while price rises)
🔵 Blue Background - Weekly volume elevated (confirms daily strength)
⚙️ Customization
Basic Settings
N Day Average - Number of historical days for comparison (default: 5)
RVol Thresholds - Customize highlight levels (default: 1.2x, 1.5x)
Visual Display Cap - Prevent extreme spikes from compressing view (default: 4.0x)
Advanced Metrics (Toggle On/Off)
Z-Score analysis
Weekly RVol context
OBV divergence detection
Volume percentile ranking
Breakout signal generation
Table Customization
Position - 9 placement options to avoid chart overlap
Size - Tiny to Huge
Colors - Full customization of positive/negative/neutral values
Transparency - Adjustable background
Debug Mode
Enable Pine Logs for calculation transparency
Adjustable log frequency
Real-time calculation breakdown
🔬 Technical Details
Algorithm:
Binary search for historical lookups (O(log n) performance)
Time-zone aware session detection
DST-safe timestamp calculations
Exponentially weighted standard deviation
Anti-repainting architecture
Performance:
Optimized for max_bars_back = 5000
Efficient array management
Built-in function optimization
Memory-conscious data structures
📊 What Makes RVol+ Different?
vs. Standard Volume:
Context-aware (time-of-day matters)
Statistical significance testing
False breakout filtering
vs. Basic RVol:
Z-Score normalization (2-3 sigma detection)
Multi-timeframe confirmation
OBV divergence integration
Sustained volume filtering
Smart visual scaling
vs. Professional Tools:
Free and open-source
Fully customizable
No black-box algorithms
Educational debug logs
💡 Best Practices
Wait for Confirmation - Don't enter on first bar; wait for sustained volume ✓
Combine with Price Action - RVol validates, price structure determines entry
Weekly Context Matters - Blue background = institutional interest
Z-Score is King - Focus on ⚡ alerts for highest probability
Avoid Low Volume Breakouts - Red ⚠️ labels = high failure risk
🎓 Trading Psychology
Volume precedes price. When RVol+ shows:
High RVol + Rising OBV = Accumulation before breakout
High RVol at Resistance = Test of conviction
Low RVol on Breakout = Retail-driven (fade candidate)
Z-Score > 3 = Potential "whale" positioning
📝 Credits
Based on the time-based RVol concept from /u/HurlTeaInTheSea, enhanced with:
Statistical analysis (z-scores, percentiles)
Multi-timeframe integration
OBV divergence detection
Professional-grade visualization
Swing trading optimization
🔧 Version History
v2.0 - Enhanced Edition
Added Z-Score analysis
Multi-timeframe volume context
OBV divergence detection
Breakout confirmation system
Smart color coding
Customizable stats table
Debug logging mode
Performance optimizations
📚 Learn More
For optimal use with swing trading:
Combine with support/resistance levels
Watch for volume clusters in consolidation
Use weekly timeframe for trend confirmation
Monitor OBV divergence for early warnings
⚠️ Disclaimer
This indicator is for educational purposes. Volume analysis is one component of trading decisions. Always use proper risk management, consider multiple timeframes, and validate signals with price structure. Past performance does not guarantee future results.
🚀 Getting Started
Add indicator to chart
Adjust "N Day Average" to your preference (5-10 days typical)
Position stats table to avoid overlap
Enable features you want to monitor
Watch for 🚀 breakout confirmations!
Happy Trading! 📈
Liquidity Void Detector (Zeiierman)█ Overview
Liquidity Void Detector (Zeiierman) is an oscillator highlighting inefficient price displacements under low participation. It measures the most recent price move (standardized return) and amplifies it only when volume is below its own trend.
Positive readings ⇒ strong up-move on low volume → potential Buy-Side Imbalance (void below) that often refills.
Negative readings ⇒ strong down-move on low volume → potential Sell-Side Imbalance (void above) that often refills.
This tool provides a quantitative “void” proxy: when price travels far with unusually thin volume, the move is flagged as likely inefficient and prone to mean-reversion/mitigation.
█ How It Works
⚪ Volume Shock (Participation Filter)
Each bar, volume is compared to a rolling baseline. This is then z-scored.
// Volume Shock calculation
volTrend = ta.sma(volume, L)
vs = (volume > 0 and volTrend > 0) ? math.log(volume) - math.log(volTrend) : na
vsZ = zScore(vs, vzLen) // z-scored volume shock
lowVS = (vsZ <= vzThr) // low-volume condition
Bars with VolShock Z ≤ threshold are treated as low-volume (thin).
⚪ Prior Return Extremeness
The 1-bar log return is computed and z-scored.
// Prior return extremeness
r1 = math.log(close / close )
retZ = zScore(r1, rLen) // z-scored prior return
This shows whether the latest move is unusually large relative to recent history.
⚪ Void Oscillator
The oscillator is:
// Oscillator construction
weight = lowVS ? 1.0 : fadeNoLow
osc = retZ * weight
where Weight = 1 when volume is low, otherwise fades toward a user-set factor (0–1).
Osc > 0: up-move emphasized under low volume ⇒ Buy-Side Imbalance.
Osc < 0: down-move emphasized under low volume ⇒ Sell-Side Imbalance.
█ Why Use It
⚪ Targets Inefficient Moves
By filtering for low participation, the oscillator focuses on moves most likely driven by thin books/noise trading, which are statistically more likely to retrace.
⚪ Simple, Robust Logic
No need for tick data or order-book depth. It derives a practical void proxy from OHLCV, making it portable across assets and timeframes.
⚪ Complements Price-Action Tools
Use alongside FVG/imbalance zones, key levels, and volume profile to prioritize voids that carry the highest reversal probability.
█ How to Use
Sell-Side Imbalance = aggressive sell move (price goes down on low volume) → expect price to move up to fill it.
Buy-Side Imbalance = aggressive buy move (price goes up on low volume) → expect price to move down to fill it.
█ Settings
Volume Baseline Length — Bars for the volume trend used in VolShock. Larger = smoother baseline, fewer low-volume flags.
Vol Shock Z-Score Lookback — Bars to standardize VolShock; larger = smoother, fewer extremes.
Low-Volume Threshold (VolShock Z ≤) — Defines “thin participation.” Typical: −0.5 to −1.0.
Return Z-Score Lookback — Bars to standardize the 1-bar log return; larger = smoother “extremeness” measure.
Fade When Volume Not Low (0–1) — Weight applied when volume is not low. 0.00 = ignore non-low-volume bars entirely. 1.00 = treat volume condition as irrelevant (pure return extremeness).
Upper Threshold (Osc ≥) — Trigger for Sell-Side Imbalance (void below).
Lower Threshold (Osc ≤) — Trigger for Buy-Side Imbalance (void above).
-----------------
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.
Manual VAH/VAL LevelsManual VAH/VAL Levels is a utility indicator that lets traders manually display the Value Area High (VAH) and Value Area Low (VAL) from the prior trading day, based on a Fixed Range Volume Profile tool.
This script is designed to:
Draw horizontal lines at the manually input VAH and VAL levels
Label each line with the corresponding price, aligned clearly to the right of the chart
Display levels only during the regular trading session for focused market context
Maintain a clean chart appearance with transparent label backgrounds
💡 How to Use:
Apply TradingView's Fixed Range Volume Profile tool to the prior day's session
Manually enter the VAH and VAL values into the script settings
The script will draw and label these levels dynamically during the NY market session
This tool is ideal for:
Traders using volume-based key levels for intraday decision-making
Contextualizing price action near areas of prior day value
Confluence analysis when paired with opening range, CVD, or breakout systems
Volume Flow RatioVolume Flow Ratio (VFR) Indicator
Overview
The Volume Flow Ratio (VFR) is a sophisticated volume analysis tool that measures current trading volume relative to the maximum volume of the previous period. Unlike traditional volume indicators that show raw volume or simple moving averages, VFR provides context by comparing current activity to recent maximum activity levels.
Core Features
1. Split Period Analysis
- Multiple Timeframe Options:
- Daily: Compares to previous day's maximum
- Weekly: Week-to-week comparison
- NYSE Weekly: Specialized for stock market trading (Monday-Friday only)
- Monthly: Month-to-month analysis
- Quarterly: Quarter-to-quarter perspective
- Yearly: Year-over-year volume comparison
2. Ratio-Based Measurement
- Displays volume as a ratio (0 to 1+) rather than raw numbers
- 1.0 represents volume equal to previous period's maximum
- Example: If previous max was 50,000 contracts:
- Current volume of 25,000 shows as 0.5
- Current volume of 75,000 shows as 1.5
3. Triple Coloring Modes
- Moving Average Based:
- Compares current ratio to its moving average
- Customizable MA period
- Green: Above MA (higher than average activity)
- Red: Below MA (lower than average activity)
- Previous Candle Comparison:
- Simple increase/decrease from previous bar
- Green: Higher than previous bar
- Red: Lower than previous bar
- Candle Color Based:
- Syncs with price action
- Green: Bullish candles (close > open)
- Red: Bearish candles (close < open)
Primary Use Cases
1. Volume Profile Analysis
- Perfect for traders who need to understand when markets are most active
- Helps identify unusual volume spikes relative to recent history
- Useful for timing entries and exits based on market participation
2. Market Activity Traders
Ideal for traders who:
- Need to identify high-liquidity periods
- Want to avoid low-volume periods
- Look for volume breakouts or divergences
- Trade based on institutional participation levels
3. Mean Reversion Traders
Helps identify:
- Overextended volume conditions (potential reversals)
- Volume exhaustion points
- Return to normal volume levels after spikes
4. Momentum Traders
Useful for:
- Confirming trend strength through volume
- Identifying potential trend exhaustion
- Validating breakouts with volume confirmation
Advantages Over Traditional Volume Indicators
1. Contextual Analysis
- Shows relative strength rather than raw numbers
- Easier to compare across different time periods
- Automatically adjusts to changing market conditions
2. Period-Specific Insights
- Respects natural market cycles (daily, weekly, monthly)
- Special handling for NYSE trading days
- Eliminates weekend noise in stock market analysis
3. Flexible Visualization
- Three distinct coloring methods for different trading styles
- Clear reference line at 1.0 for quick analysis
- Histogram style for easy pattern recognition
Best Practices
For Day Traders
- Use Daily split for intraday volume patterns
- MA coloring mode with shorter periods (5-10)
- Focus on ratios during market hours
For Swing Traders
- Weekly or NYSE Weekly splits
- Longer MA periods (15-20)
- Look for sustained volume patterns
For Position Traders
- Monthly or Quarterly splits
- Candle color mode for trend confirmation
- Focus on major volume shifts
Limitations
- Requires one full period to establish baseline
- May be less effective in extremely low volume conditions
- NYSE Weekly mode specific to stock market hours
This indicator is particularly valuable for traders who understand that volume is a crucial component of price action but need a more sophisticated way to analyze it than simple volume bars. It's especially useful for those who trade based on market participation levels and need to quickly identify whether current volume is significant relative to recent history.
