Realized Volatility — Wang Shi JieA realized volatility indicator based on return standard deviation. Displays volatility for either a selected date range or the latest N bars, helping identify periods of strong or weak price movement.”**
תנודתיות
VOLX+ VWAP Range BandsVOLX+ plots multiple VWAP-weighted high/low channels across different lookback periods to show how price behaves relative to short-term and long-term value zones.
Instead of using a single VWAP line, this tool creates four rolling VWAP envelopes:
Short-term range (fast reaction)
Mid-term range
Mid-mid range (transitional layer)
Long-term range (macro context)
Each band is computed as:
VWAP-High = SMA(high × volume, length) ÷ SMA(volume, length)
VWAP-Low = SMA(low × volume, length) ÷ SMA(volume, length)
This produces dynamic price channels that account for both price and traded volume, offering a clearer sense of where the market is accepting or rejecting value.
What It Shows
Four VWAP-weighted high/low bands
A short-term VWAP midline
Price line
Three SMAs for trend context
Optional visibility switches for each VWAP band
The filled regions between VWAP highs and lows create a layered “value map,” helping you interpret:
Trend continuation (price hugging outer VWAP bands)
Mean reversion (price returning toward inner bands)
Volatility contraction/expansion
Shifts in short-term vs long-term balance
🧠 How to Use
Use the short-term band for day-trading context or detecting short-term excess.
Use mid-term and mid-mid bands to confirm developing structure.
Use the long-term VWAP band to understand broader value zones.
Combine VWAP bands with SMAs and structure analysis for confluence.
This indicator is intended for price interpretation and analytical support.
✔ Does Not Repaint
The script uses rolling VWAP formulas and standard MAs; everything is stable and non-repainting.
BT Delta AbsorptionBT Absorption detects aggressive counterflow volume—moments where one side
of the market (buyers or sellers) attacks aggressively, yet price fails to move
proportionally.
This is the classic definition of absorption:
"Large market orders are being absorbed by strong passive limit orders."
Absorption is one of the most reliable early signals for:
Reversals
Trap conditions
Failed breakouts
Liquidity grabs
Fake displacement moves
---
■ What BT Absorption Measures
1. Delta Imbalance
Identifies when buying or selling pressure becomes unusually one-sided.
2. Volatility Mismatch
Shows when large delta does NOT translate into meaningful price movement.
3. Absorption Strength Score
A normalized reading (often 0–100) showing the intensity of counterflow activity.
4. Wick & Structure Absorption
Wick-driven absorption helps identify:
Failed sweeps
Stop hunts
Rejection zones
Trapped traders
---
■ Why Absorption Matters
Absorption almost always precedes:
Reversals
Failed breakout moves
SMC/ICT-style displacement
Order block formation
Trend continuation after a trap
When aggressive traders cannot move price toward their desired direction,
the move typically reverses quickly—and with force.
---
■ Visual Elements
• Bull Absorption Marker
Often appears near lows—signals seller aggression failing to push price down.
• Bear Absorption Marker
Often appears near highs—signals buyer aggression failing to break higher.
• Absorption Score Heatmap (optional)
Shows intensity of absorption per candle.
• Threshold Levels
Identify when absorption becomes statistically significant.
---
■ How to Use BT Absorption in Trading
1. Reversal Detection
Look for absorption after:
Equal highs/lows
Sweeps
Stop runs
Breakout failures
This is often the earliest possible signal that a reversal is coming.
2. Filter Breakouts
A breakout without absorption is usually weak.
A breakout with absorption against it is likely a fakeout.
3. Confirm SMC/ICT Concepts
The indicator pairs perfectly with:
Fair Value Gaps
Order Blocks
Liquidity sweeps
Displacement legs
If your setup triggers and absorption confirms → high confidence.
4. Identify Trap Conditions
Absorption often marks:
Trapped breakout chasers
Trapped trend shorts
Imbalanced orderflow
These create ideal high-R trades.
5. Alert-Driven Market Monitoring
Use alerts for:
Bull Absorption
Bear Absorption
High-strength absorption
Absorption clusters
This allows traders to step away from charts while still catching
high-probability reversals.
---
■ High-Probability Absorption Setups
A) Sweep + Absorption
Swept level → absorption → enter opposite direction.
B) Failed Breakout Absorption
Breaks structure → delta fails → absorption prints → strong reversal.
C) Trend Continuation Absorption
Absorption against the correction often precedes continuation.
D) Absorption Clusters
Multiple absorption signals indicate a structural market shift.
---
■ Final Summary
BT Absorption provides:
Early reversal signals
Counterflow pressure detection
Confirmation for existing setups
Identification of liquidity traps
Alert-based monitoring across multiple markets
BT Absorption is the perfect complement to BT Spike:
• BT Spike = detects volatility ignition
• BT Absorption = detects failed aggression + reversals
Combined, they form a complete liquidity and orderflow toolkit.
ATR + BJ Signal（GOLD）This script visualizes a price-based counting pattern that highlights potential market exhaustion and reversal areas.
When a series of candles continues in one direction, the indicator measures price momentum loss and marks possible turning points.
Features
Counts consecutive upward or downward price movement
Highlights possible exhaustion or reversal areas
Optional alerts, take-profit and stop-loss visual levels
Fully customizable colors and display settings
Useful as a confirmation tool with trend or volume indicators
This indicator is designed to assist decision-making, not to generate mechanical buy/sell signals.
Best used together with other trend or volatility tools.
📎 Short Description (for compact field)
Counts consecutive price movement to highlight potential market exhaustion and reversal zones.
Helps identify when strong trends may be weakening.
Liquidation HeatmapSDSH Liquidation Heatmap: Stochastic Microstructure Modeling
Technical Summary
This indicator implements an advanced algorithmic approach for the detection of liquidity and liquidation zones using the State-Dependent Spread Hawkes (SDSH) model. Unlike conventional heatmaps that aggregate raw Ask/Bid and Open Interest (OI) data from external data providers, this script generates a synthetic liquidity topology based purely on the physics of price movement and market microstructure.
Scientific Foundation: The SDSH Model
The core of the indicator relies on two integrated mathematical components that allow for the inference of latent order locations without reading the Limit Order Book (LOB):
State-Dependent Spread Estimation: It uses variations of range-based volatility estimators (based on Corwin-Schultz principles) to calculate the "effective spread" of the market in real-time. This allows determining the actual price friction and, consequently, where leveraged positions are statistically likely to accumulate.
Self-Exciting Hawkes Processes: A stochastic point process model (Hawkes Process) is applied to measure the "intensity" of liquidity events. The algorithm assumes that order arrivals and volatility cluster in time; the model quantifies this market "memory" to project the future intensity of liquidations.
High-Fidelity Replication without Level 2 Data
The critical value of this indicator lies in its ability to replicate with spatial exactitude the zones that a Liquidation Heatmap based on Tick-level or real market depth data would signal, but operating in a "black box" environment regarding provider data.
By triangulating volatility, temporal intensity decay (Hawkes Decay), and standard leverage projections (100x, 50x, 25x), the algorithm reconstructs the liquidation map. Mathematically, real liquidation zones are a function of participant entry and subsequent volatility; by modeling these variables accurately, the visual result converges with the actual location of stop-losses and mass liquidation points.
Utility for Quantitative Modeling (Quants)
This tool is designed for research and quantitative trading environments that require:
Data Independence: Elimination of the need for expensive subscriptions to Open Interest or Depth of Market (DOM) data.
Noise Filtering: As a mathematical model, it filters out "spoofing" (fake orders in the book) that often clutters traditional heatmaps, showing only zones where market structure mathematically forces the existence of liquidity.
Structural Backtesting: It allows for the validation of mean reversion and liquidity breakout strategies on historical data where market depth information is often unavailable or unreliable.
Visual Parameters
The indicator renders "stress boxes" with opacity gradients based on the probability of price collision.
Colors: Map the density of estimated synthetic contracts.
Persistence: Zones remain active until the price interacts with them (absorption) or the model determines that liquidity has dissipated (Hawkes decay).
Scary Flush Indicator R0Work in progress.
Calculates the gradient based on candle lows (previous low to current low). Works on all time frames.
Looks for a selling gradient of >0.75pts per minute then highlights. Anything less than this indicates a lazy grind down and indicates a potential invalidation for the FBD.
RV − IV Spread Alert (SPY vs VIX)Realized vs Implied Volatility Spread (RV − IV) for the S&P 500 / SPY.
Plots the daily difference between 30-day realized volatility (SPY) and implied volatility (VIX) in basis points.
Key insight from the research: when the spread turns and stays above ≈ +50 bps, forward returns historically degrade and volatility of returns rises sharply — a useful early-warning regime flag.
Features:
- Clean daily plot of RV − IV in bps
- Horizontal lines at 0, −50 bps and +50 bps
- Red background when spread > +50 bps
- Built-in alert condition that fires once per bar close when spread closes above +50 bps
- Optional “all-clear” alert when it drops back below
Use on SPY or ES1! daily chart. Perfect for anyone wanting a simple notification when the market enters the “risk-on” volatility regime highlighted by Machina Quanta and the original Bali & Hovakimian (2007) paper.
Triple ATR Adaptive MAs + VWAP Option + Clouds + Candle Trend V2Another one of my experiences ... combining things...
📘 Indicator Description – Triple ATR Adaptive Moving Averages with VWAP Influence
This indicator plots three adaptive moving averages whose behavior changes dynamically based on market volatility (ATR) and optionally VWAP deviation.
Because they adapt in real time to both volatility and VWAP pressure, their movement, slope, and reaction speed differ significantly from traditional moving averages.
🔶 1. ATR-Adaptive Moving Averages
Each of the three MAs uses a custom adaptive formula:
ATR (Average True Range) is measured over a chosen period.
Higher ATR → more volatility → the MA becomes more reactive and moves closer to price.
Lower ATR → stable market → the MA becomes smoother and slower.
This creates a volatility-aware smoothing factor, making the MA expand, contract, and respond to market conditions in ways a classic SMA, EMA, or HMA cannot.
🔷 2. Optional VWAP Influence
Each MA has an independent toggle allowing it to be influenced by VWAP.
When enabled:
The MA is gently “pulled” toward VWAP.
The strength of this attraction is determined by the VWAP Influence parameter (0–1).
This causes the moving averages to behave differently from normal MAs:
In trending markets, the ATR and price push the MA away from VWAP.
In mean-reverting or balanced conditions, VWAP pulls the MA back toward fair value.
The result is an MA that reflects both trend pressure and fair-value pressure.
🔶 3. Visual Behavior: Non-Traditional Movement
Because each MA is simultaneously influenced by volatility, trend magnitude, and VWAP deviation, their shape is often very distinct from normal moving averages.
They may:
Respond faster during high volatility
Flatten out earlier during consolidation
Curve toward VWAP when price becomes extended
Separate or compress depending on ATR strength
This is intentional and essential, since the goal is to show:
✔ Volatility expansion
✔ Trend exhaustion
✔ Overextended price relative to VWAP
✔ Dynamic trend confirmation
Rather than simply smoothing past price.
🔷 4. Three Independent Adaptive Lines
Each of the three moving averages has:
Its own ATR length
Its own sensitivity multiplier
Its own optional VWAP influence
Its own color and trail
This allows the user to combine:
a fast volatility-adaptive trend line
a mid-range adaptive baseline
a slow adaptive long-trend MA
All adapting independently to volatility and VWAP conditions.
🔶 5. Optional Candle Coloring
The indicator can color candles according to trend strength derived from the fast/slow MAs.
Stronger trends produce more vivid colors. Neutral or conflicting trends produce softer colors.
This adds a visual layer to identify:
Trend direction
Trend strength
Volatility state
Market compression
at a glance.
📌 Summary
This indicator does not behave like standard SMAs or EMAs because each line dynamically adapts to:
🔸 ATR (volatility)
🔸 VWAP (fair value)
This makes the indicator extremely responsive to market conditions while still reducing noise during stable phases.
It provides a more realistic, context-aware, and intelligent representation of price behavior compared to traditional moving averages.
TradePulse ProTradepulse is a proprietary trading tool that combines a directional signal engine, a trend-adaptive trailing stop system, and a momentum confirmation oscillator into a unified decision framework. Instead of simply stacking separate indicators on a chart, TradePulse integrates these components into a single rules-based system designed to help traders act with structure rather than emotion by identifying conditions where trend and momentum are aligning.
How It Works:
Directional Signals - TradePulse uses a custom price-average model with ATR-based volatility thresholds to detect transitions between bullish and bearish environments. Buy and Sell markers appear only when price strength and volatility conditions confirm a shift. Reducing noise and late entries.
Trend-Adaptive Trailing Stop - A dynamic trailing system combines smoothed moving averages with ATR expansion logic. As price develops, the trailing level adjusts automatically and target projections update based on symmetry extensions. Helping guide structured exits and trade management.
Momentum Confirmation - A proprietary oscillator blends stochastic positioning with center-of-gravity transformation and dual smoothing. It highlights whether momentum aligns with the directional shift, helping traders avoid weaker setups and focus on higher-quality conditions.
Key Features:
- Clear Buy/Sell transitions based on multi-factor confluence
- Adaptive trailing stop + projected targets for structured management
- Momentum filtering to support higher-quality opportunities
- Sensitivity adjustments to suit different markets & styles
TradePulse is original work protected under invite-only access. It is provided for educational and informational purposes only. Trading involves risk, and signals should always be validated with your own analysis and risk management.
TRADE ORBIT:-Institutional FOOTPRINTBUY WHEN:
✅ Green position building zone
✅ Multiple strong buy signals
✅ Volume ratio > 2.0x
✅ Signal strength 6-7/7
✅ No bearish divergence
SELL WHEN:
🔴 Red position exiting zone
🔴 Multiple strong sell signals
🔴 Volume spike on down bars
🔴 Signal strength 6-7/7
🔴 No bullish divergence
WAIT WHEN:
⚠️ Conflicting signals
⚠️ Low volume
⚠️ Signal strength < 4/7
⚠️ Sideways market
COMMON MISTAKES TO AVOID
Don't trade on single signals
Don't ignore the overall trend
Don't overlook divergence signals
Always check volume confirmation
Wait for multiple time frame confirmation
PERFECT BUY SETUP:
Chart shows green background (position building)
Large green triangles appear below bars
Table shows:
Volume Ratio: 2.5x ✅
Signal: STRONG BUY ✅
Position Status: BUILDING ✅
Market Trend: BULLISH ✅
Signal Strength: 7/7 ✅
Price above VWAP and rising OBV
DANGER SELL SETUP:
Chart shows red background (position exiting)
Large red triangles appear above bars
Table shows:
Signal: STRONG SELL ✅
Position Status: EXITING ✅
Money Flow: NEGATIVE ✅
Bearish divergence present ✅
TIME FRAMES:
Best: Daily charts (most accurate for institutional detection)
Good: 4-hour and Weekly charts
For confirmation: Use multiple time frames
CONFIRMATION RULES:
Never trade on a single signal alone
Look for clusters of signals
Check signal strength (5-7/7 is strong)
Ensure trend alignment (don't fight the trend)
Watch for divergence as early warnings
RISK MANAGEMENT:
Entry: After 2-3 confirming signals in same direction
Stop Loss: Below recent support for buys, above resistance for sells
Position Size: Smaller during conflicting signals, larger during high confirmation
Recommended Alerts:
Strong Institutional Buying - For entry opportunities
Strong Institutional Selling - For exit warnings
Position Building - For accumulation phases
Position Exiting - For distribution phases
Bullish Divergence - Early accumulation signals
Bearish Divergence - Early distribution signals
BACKGROUND COLORS:
🔵 Blue background = High volume spike (2x+ average)
🟢 Green background = Position building zone (cluster of buys)
🔴 Red background = Position exiting zone (cluster of sells)
DIVERGENCE SIGNALS:
B-DIV = Bullish divergence (price low, OBV high = accumulation)
S-DIV = Bearish divergence (price high, OBV low = distribution)
CK Auto Adaptive StoplossThis tool automatically finds the best stop-loss for every trade by analyzing candle structure, ATR volatility, volume spikes, and market momentum. It tightens or widens the stop dynamically and shows you exactly how many contracts you can use based on your risk per trade.
It also plots bold stop-loss lines on your chart and includes a live position-sizing table so you always stay consistent.
Volatility-Dynamic Risk Manager MNQ [HERMAN]Title: Volatility-Dynamic Risk Manager MNQ
Description:
The Volatility-Dynamic Risk Manager is a dedicated risk management utility designed specifically for traders of Micro Nasdaq 100 Futures (MNQ).
Many traders struggle with position sizing because they use a fixed Stop Loss size regardless of market conditions. A 10-point stop might be safe in a slow market but easily stopped out in a high-volatility environment. This indicator solves that problem by monitoring real-time volatility (using ATR) and automatically suggesting the appropriate Stop Loss size and Position Size (Contracts) to keep your dollar risk constant.
Note: This tool is hardcoded for MNQ (Micro Nasdaq) with a tick value calculation of $2 per point.
📈 How It Works
-This script operates on a logical flow that adapts to market behavior:
-Volatility Measurement: It calculates the Average True Range (ATR) over a user-defined length (Default: 14) to gauge the current "speed" of the market.
-State Detection: Based on the current ATR, the script classifies the market into one of three states:
Low Volatility: The market is chopping or moving slowly.
Normal Volatility: Standard trading conditions.
High Volatility: The market is moving aggressively.
Dynamic Stop Loss Selection: Depending on the detected state, the script selects a pre-defined Stop Loss (in points) that you have configured for that specific environment.
Position Sizing Calculation: Finally, it calculates how many MNQ contracts you can trade so that if your Stop Loss is hit, you do not lose more than your defined "Max Risk per Trade."
🧮 Methodology & Calculations
Since this script handles risk management, transparency in calculation is vital.
Here is the exact math used:
ATR Calculation: Contracts = Max Risk / Risk Per Contract
⚙️ Settings
You can fully customize the behavior of the risk manager via the settings panel:
Risk Management
-Max Risk per Trade ($): The maximum amount of USD you are willing to lose on a single trade.
Volatility Thresholds (ATR)
-ATR Length: The lookback period for volatility calculation.
-Upper Limit for LOW Volatility: If ATR is below this number, the market is "Low Volatility."
-Lower Limit for HIGH Volatility: If ATR is above this number, the market is "High Volatility." (Anything between Low and High is considered "Normal").
Stop Loss Settings (Points)
-SL for Low/Normal/High: Define how wide your stop loss should be in points for each of the three market states.
Visual Settings
-Color Theme: Switch between Light and Dark modes.
-Panel Position: Move the dashboard to any corner or center of your chart.
-Panel Size: Adjust the scale (Tiny to Large) to fit your screen resolution.
📊 Dashboard Overview
-The on-screen panel provides a quick-glance summary for live execution:
-Market State: Color-coded status (Green = Low Vol, Orange = Normal, Red = High Vol).
-Current ATR: The live volatility reading.
-Suggested SL: The Stop Loss size you should enter in your execution platform.
-CONTRACTS: The calculated position size.
-Est. Loss: The actual dollar amount you will lose if the stop is hit (usually slightly less than your Max Risk due to rounding down).
Who is this for?
-Discretionary and systematic futures traders on MNQ (/MNQ or MES also works with small adjustments)
-Anyone who wants perfect risk consistency regardless of whether the market is asleep or exploding
-Traders who hate manual position-size calculations on every trade
No repainting
Works on any timeframe
Real-time updates on every bar
Overlay indicator (no signals, pure risk-management tool)
⚠️ Disclaimer
This tool is for informational and educational purposes only. It calculates mathematical position sizes based on user inputs. It does not execute trades, nor does it guarantee profits. Past performance (volatility) is not indicative of future results. Always manually verify your order size before executing trades on your broker platform.
Delta Bars [Elykia]Delta Bars — Order Flow & Momentum Analysis
Description:
Delta Bars is an "Order Flow Oscillator" designed to instantly visualize buyer and seller aggression within every price move.
Unlike standard volume, it breaks down what is happening "under the hood" (Delta) and offers a clear reading of market reversals thanks to intelligent divergence detection.
🔥 Key Features:
1. Dual Calculation Mode:
Timeframe Mode: Displays classic Delta based on time (e.g., 1min, 5min).
Range Bars Mode: (Exclusive) Builds Delta bars based on price movement (volatility) rather than time. This filters out noise during consolidation periods and reveals true strength during impulses.
2. 🧠 Smart Auto-Detection (Plug & Play):
No need to manually calculate "Box" or "Tick" sizes for each asset. The indicator automatically recognizes the asset you are trading and applies the optimal institutional calibration:
US Indices (NQ, ES, YM...)
Forex (EURUSD, JPY...)
Crypto (BTC, ETH)
Commodities (Gold, Oil)
Note: You can still switch to manual mode if needed.
3. "Flip" Detection (Divergences) ⚡:
The indicator automatically identifies anomalies between price and Delta:
If the candle closes Green but Delta is Negative (Absorption/Failed Selling Effort).
If the candle closes Red but Delta is Positive.
These situations are marked with a ⚡ symbol and a specific highlight color (Orange by default), often signaling an imminent reversal.
4. Technical Dashboard:
A discreet panel displays the current mode and "Box" size (in ticks/points) in real-time, ensuring you always know how the data is being filtered.
How to read the signals?
1. Green/Red Bars: They indicate Net Delta (the difference between buying and selling volume). A tall bar implies strong conviction.
2. The ⚡ Symbol (The Flip): This is the most critical signal. It appears when Delta contradicts the candle direction (e.g., Positive Delta on a Bearish candle). This indicates Absorption (passive orders blocking the move) and often precedes a reversal.
3. Range Bars Mode: Use this mode to "smooth out" the market. If the market is choppy, Range Bars will filter the noise and only draw a new bar if the price actually moves.
⚠️ Important: Replay Mode
Since this indicator performs heavy calculations (simulated tick-by-tick), it includes a safety feature for Replay Mode.
To use Replay: Go to settings and set the "Force Replay Date" to a date close to your starting point. This ensures maximum fluidity and avoids TradingView limit errors.
Configuration:
Works on all timeframes but excels on seconds charts (1s, 5s) or fast minute charts (1m) for scalping.
KIMATIX VWAP/EMA System (by ASCE)**KIMATIX VWAP/EMA System (by ASCE)**
A precision-built intraday framework for momentum, structure, and liquidity timing.
**Why this indicator exists**
Most traders see movement, but not context. They enter too late, chase momentum, or fade reversals without understanding where institutional players react.
This tool solves that problem by combining two of the most powerful structural concepts in intraday price discovery:
Trend alignment through EMAs
Liquidity reaction zones through VWAPs
Together, they provide directional clarity, timing, and trade location.
**Core Components**
**Three Trend EMAs**
• **EMA 7** – Microtrend and momentum speed
• **EMA 23** – Intraday trend leadership
• **EMA 50** – Higher-timeframe structure anchor
This trio shows how price accelerates, slows, flips bias, or compresses.
**Three Volume-Weighted Average Prices**
• **Daily VWAP** – Primary scalper reference point
• **Weekly VWAP** – Bias filter and intermediate balance zone
• **Monthly VWAP** – High-impact “magnet” where major reactions occur
VWAP represents the fair value where volume is distributed.
When price taps, rejects, or reclaims these levels, liquidity flow shifts — ideal for scalp-to-swing entries.
**What it helps you see**
• When price is aligned with or diverging from trend
• Where momentum will expand or fail
• Which levels larger participants defend
• Where the highest-probability reaction zones form
This is not a signal tool — it is a structure and decision-making framework used by professional intraday traders.
**How to use it**
1. **Trade with VWAP alignment** – expect reactions at daily/weekly/monthly VWAPs
2. **Follow EMA flow** – when EMAs compress or flip, momentum changes
3. **Look for price interaction** – rejection, reclaim, or breakthrough of a VWAP often leads to fast moves
Ideal for scalping, day-trading, futures, FX, indices, crypto, and metals.
**Customization**
Colors for each EMA and each VWAP can be personalized, allowing alignment with your charting workflow.
**Final Notes**
This system gives you the *context* most traders miss — where trend meets liquidity.
Use it as a roadmap to understand where price *should* react and when momentum is likely to shift.
UDL Matrix: MTF Divergence System [WangBlack]【使用說明 / How to Use】
多頭訊號 (Long Signal)：出現綠色「多」標籤。
條件：UDL 進入超賣區 + K線出現反轉型態 + 趨勢過濾通過。
空頭訊號 (Short Signal)：出現紅色「空」標籤。
條件：UDL 進入超買區 + K線出現反轉型態 + 趨勢過濾通過。
背離線 (Divergence Lines)：
綠色實線：底背離（看漲）。
紅色實線：頂背離（看跌）。
背景色 (Background)：
綠色背景：HTF（大級別）處於低位，適合做多。
紅色背景：HTF（大級別）處於高位，適合做空。
【適用市場】 加密貨幣、外匯（黃金 XAUUSD）、指數期貨。適合 1分/5分/15分/1小時 級別操作。
Here is the English translation for the "How to Use" section, optimized for TradingView descriptions:
【How to Use】
Long Signal:
Indicator: A Green label with the text "多" (Long) appears.
Conditions: UDL enters the Oversold zone + Candlestick Reversal Pattern detected + Trend Filter validation passed.
Short Signal:
Indicator: A Red label with the text "空" (Short) appears.
Conditions: UDL enters the Overbought zone + Candlestick Reversal Pattern detected + Trend Filter validation passed.
Divergence Lines:
Green Solid Line: Regular Bullish Divergence (Signal to Buy).
Red Solid Line: Regular Bearish Divergence (Signal to Sell).
Background Color (HTF Context):
Green Background: HTF (Higher Timeframe) is in a low zone; favorable for Long positions.
Red Background: HTF (Higher Timeframe) is in a high zone; favorable for Short positions.
【Applicable Markets】 Cryptocurrencies, Forex (specifically Gold/XAUUSD), and Index Futures. Recommended Timeframes: 1-minute, 5-minute, 15-minute, and 1-hour charts.
Volume profilerMulti-Range Volume Analysis & Absorption Detection
This tool visualises market activity through multi-range volume profiling and absorption signal detection. It helps you quickly identify where volume expands, compresses, or diverges from expected behaviour.
What it does
Volume Profiler plots four volume EMAs (short / mid / long / longer) so you can gauge how current volume compares to different market regimes.
It also highlights structural volume extremes:
• Low-volume bars (liquidity withdrawal)
These are potential signs of exhaustion, pauses, or low liquidity environments.
• High-volume + Low-range absorption
A classic footprint-style signal where aggressive volume fails to move price.
Often seen during:
absorption of one side of the book
liquidity collection
failed breakouts
institutional accumulation/distribution
You can choose:
which EMA defines “high volume”
how to measure candle range (High-Low, True Range, or Body)
how to define baseline volatility (ATR or average range)
Alerts are included so you can monitor absorption automatically.
Features
Multi-range volume EMAs (10 / 50 / 100 / 300 by default)
Low-volume bar flags
Absorption detection based on custom thresholds
Customisable volatility baseline
Optional bar colouring
Labels displayed directly in the volume pane
Alert conditions for absorption events
How to use
This indicator is valuable for:
confirming trend strength or weakness
detecting absorption before reversal or breakout continuation
finding low-liquidity pauses
identifying volume expansion across different time horizons
footprint-style behavioural confirmation without needing order-flow data
Works across all markets and timeframes.
Notes
This script is intended for educational and analytical use.
It does not repaint.
AlphaStrike: Volatility & Pinbar Reversion SystemDescription:
The Concept: Solving the "Context" Problem One of the hardest challenges in trading is identifying whether the market is in a "Trend State" or a "Mean Reversion State." Using trend indicators in a range leads to false breakouts, while using reversal indicators in a strong trend leads to catching falling knives.
This script solves this issue by combining an ATR-based Trend Filter with a conditional Price Action Reversion engine. It does not simply overlay two indicators; it uses a filtering logic to ensure that Reversal signals are only generated when Momentum, Volatility, and Candle Geometry all align at the same time.
How It Works (The Logic) This script functions as a "Hybrid" system with two distinct engines running simultaneously:
1. The Trend Engine (Bias Filter) We use an ATR-based SuperTrend calculation to determine the dominant market direction.
Purpose: This acts as a "No Trade Zone" filter.
Logic: If the Trend Line is Green, the statistical bias is bullish. If Red, the bias is bearish. This helps traders avoid shorting strong uptrends or buying weak downtrends.
2. The Reversal Engine (Signal Generator) This is where the script differentiates itself from standard "Bollinger + RSI" mashups. A signal is NOT generated just because price hits a band. The script requires a specific "Pinbar" candle pattern to validate the move.
The "Blue Dot" (Bullish Reversal) Logic:
Condition A: Price must be below the Lower Bollinger Band (2 Standard Deviations).
Condition B: RSI (14) must be Oversold (< 35).
Condition C (The Filter): The candle must form a Bullish Pinbar. The script calculates the ratio of the lower wick to the body. If the wick is 2x longer than the body, it confirms that buyers actively rejected the lower prices.
The "Orange Dot" (Bearish Reversal) Logic:
Condition A: Price must be above the Upper Bollinger Band.
Condition B: RSI (14) must be Overbought (> 65).
Condition C (The Filter): The candle must form a Bearish Pinbar (long upper wick), indicating buyer exhaustion.
Visual Guide & Usage
Green/Red Line: Use this to trail your Stop Loss or determine trend direction.
Triangles (Breakouts): These marks indicate a shift in volatility where the trend officially flips.
Dots (Reversals): These are high-probability zones for scalps or entering on pullbacks.
Built-In Risk Management To assist with position sizing, a "Smart Risk" table is included in the bottom right corner.
It automatically detects the nearest market structure (Swing Highs/Lows).
It calculates the distance from the current price to that structure.
It displays the suggested position size to maintain a fixed risk percentage (configurable in Settings).
Note: You must input your Account Balance in the settings for this to work.
Settings
Crypto: Default settings (Factor 3.5) are optimized for high-volatility assets like BTC/ETH to reduce noise.
TradFi: For Forex or Stocks, consider lowering the Factor to 3.0.
Disclaimer This tool is designed for educational analysis and risk management assistance. It does not constitute financial advice. Past performance of signals (like those shown on the chart) does not guarantee future results. Always manage your risk.
Market Session Clock# Market Session Clock - Real-Time Global Trading Hours
A professional, real-time dashboard that displays the current time and trading status across major global financial markets. Perfect for forex, futures, and stock traders who need to track multiple market sessions simultaneously.
## Key Features
**Live Market Status Tracking**
- Visual color-coded indicators show which markets are currently open (green) or closed (red)
- Automatic weekend detection - all markets show as closed on Saturdays and Sundays
- Real-time clock updates with optional seconds display
**Major Global Markets Covered**
- Tokyo (Asian Session)
- Hong Kong (Asian Session)
- Frankfurt (European Session)
- London (European Session)
- New York (American Session)
- Your Local Time (optional)
**Highly Customizable**
*Display Options:*
- Choose dashboard position (Top Left/Right, Bottom Left/Right)
- Toggle seconds display on/off
- Show/hide your local time
- Three size options: Compact, Normal, Large
*Timezone Settings:*
- Select your local timezone from 40+ global options
- Customize market opening and closing hours for each session
*Professional Styling:*
- Fully customizable color scheme
- Adjustable background, text, header, border colors
- Custom colors for open and closed sessions
- Clean, modern interface that won't clutter your charts
## How It Works
The indicator uses TradingView's `timenow` function to display live, continuously updating times for each market. Session status automatically updates based on the current hour in each timezone, factoring in weekends when markets are closed.
## Use Cases
- **Multi-Market Trading**: Track overlapping sessions for increased volatility opportunities
- **Forex Trading**: Know exactly when major currency pairs are most active
- **Global Portfolio Management**: Monitor when different exchanges are open
- **Session-Based Strategies**: Time your entries and exits around specific market opens/closes
## Default Session Hours
- Tokyo: 9:00 - 18:00 JST
- Hong Kong: 9:00 - 17:00 HKT
- Frankfurt: 8:00 - 17:00 CET
- London: 8:00 - 17:00 GMT
- New York: 8:00 - 17:00 EST
All session times can be adjusted to match your preferred trading hours or specific market schedules.
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*Note: This indicator is for informational purposes only. Market hours may vary due to holidays and special trading days. Always verify with official exchange schedules.*
ASFX - Automatic VWAPs & Key LevelsAutomate your AVWAPs and key levels for day trading! NY Market open VWAP, Previous day NY VWAP, and more are included. Inital Balance and Opening Range are also automated.
Value Charts by Mark Helweg1. Introduction
This script is a simplified implementation of the Value Charts concept introduced by Mark Helweg and David Stendahl in their work on “Dynamic Trading Indicators”. It converts raw price into value units by normalizing distance from a dynamic fair‑value line, making it easier to see when price is relatively overvalued or undervalued across different markets and timeframes. The code focuses on plotting Value Chart candlesticks and clean visual bands, keeping the logic close to the original idea while remaining lightweight for intraday and swing trading.
2. Key Features
- Dynamic fair‑value axis
Uses a moving average of the chosen price source as the fair‑value line and a volatility‑based deviation (smoothed True Range) to scale all price moves into comparable value units.
- Normalized Value Chart candlesticks
OHLC prices are transformed into value units and displayed as a dedicated candlestick panel, visually similar to standard candles but detached from raw price, highlighting relative extremes instead of absolute levels.
- Custom upper and lower visual limits
User‑defined upper and lower bands frame the majority of action and emphasize extreme value zones, helping the trader spot potential exhaustion or mean‑reversion conditions at a glance.
- Clean, publishing‑friendly layout
Only the normalized candles and three simple reference lines (top, bottom, zero) are plotted, keeping the chart uncluttered and compliant with presentation standards for published scripts.
3. How to Use
1. Attach the indicator to a separate pane (overlay = false) on any market and timeframe you trade.
2. Set the “Period (Value Chart)” to control how fast the fair‑value line adapts: shorter values react more quickly, longer values smooth more.
3. Adjust the “Volatility Factor” so that most candles stay between the upper and lower limits, with only true extremes touching or exceeding them.
4. Use the Value Chart candlesticks as a relative overbought/oversold tool:
- Candles pressing into the Top band suggest overvalued conditions and potential for pullbacks or reversions.
- Candles pressing into the Bottom band suggest undervalued conditions and potential for bounces.
5. Combine the signals with your existing price‑action, volume, or trend‑filter rules on the main chart; the Value Chart panel is designed as a context and timing tool, not a standalone trading system.
Combined: Net Volume, RSI & ATR# Combined: Net Volume, RSI & ATR Indicator
## Overview
This custom TradingView indicator overlays **Net Volume** and **RSI (Relative Strength Index)** on the same chart panel, with RSI scaled to match the visual range of volume spikes. It also displays **ATR (Average True Range)** values in a table.
## Key Features
### Net Volume
- Calculates buying vs selling pressure by analyzing lower timeframe data
- Displays as a **yellow line** centered around zero
- Automatically selects optimal timeframe or allows manual override
- Shows net buying pressure (positive values) and selling pressure (negative values)
### RSI (Relative Strength Index)
- Traditional 14-period RSI displayed as a **blue line**
- **Overlays directly on the volume chart** - scaled to match volume spike heights
- Includes **70/30 overbought/oversold levels** (shown as dotted red/green lines)
- Adjustable scale factor to fine-tune visual sizing relative to volume
- Optional **smoothing** with multiple moving average types (SMA, EMA, RMA, WMA, VWMA)
- Optional **Bollinger Bands** around RSI smoothing line
- **Divergence detection** - identifies regular bullish/bearish divergences with labels
### ATR (Average True Range)
- Displays current ATR value in a **table at top-right corner**
- Configurable period length (default: 50)
- Multiple smoothing methods: RMA, SMA, EMA, or WMA
- Helps assess current market volatility
## Use Cases
- **Momentum & Volume Confirmation**: See if RSI trends align with net volume flows
- **Divergence Trading**: Automatically spots when price makes new highs/lows but RSI doesn't
- **Volatility Assessment**: Monitor ATR for position sizing and stop-loss placement
- **Overbought/Oversold + Volume**: Identify exhaustion when RSI hits extremes with volume spikes
## Customization
All components can be toggled on/off independently. RSI scale factor allows you to adjust how prominent the RSI line appears relative to volume bars.
VIX Termstructure Indicator (Overlay)This indicator visualizes the VIX futures term structure directly on your chart background and highlights three key volatility regimes using color coding. It helps identify when the volatility curve is in normal contango, inverted (backwardation), or undergoing a curve flip between the front-month VIX futures.
What the indicator does
The script pulls and compares:
VIX spot index: VIX
Front-month VIX futures: VX1!
Second-month VIX futures: VX2!
All data is requested on the daily timeframe and used to classify the current volatility environment. The indicator then colors the background of your chart according to the detected VIX term structure:
Green background – Contango:
VIX spot is below the front-month futures (VIX < VX1!).
This is typically associated with more “normal” market conditions and lower perceived short-term stress.
Red background – Inverted curve (Backwardation):
VIX spot is above the front-month futures (VIX > VX1!).
This often signals elevated fear, stress, or risk-off conditions in the market.
Yellow background – Curve flip between VX1! and VX2!:
The front-month futures are trading above the second-month futures (VX1! > VX2!).
This can indicate a transition phase in the volatility term structure and may precede or accompany shifts in market sentiment.
How it works
The script fetches the daily close values of VIX, VX1!, and VX2!. It checks whether the front-month futures are above the second-month futures to detect a curve flip. It compares VIX with VX1! to determine if the curve is contango or inverted. Based on these conditions, the chart background is colored with a semi-transparent overlay:
Red has priority when VIX is above VX1! (inverted curve).
If not inverted, yellow is shown when a curve flip VX1! > VX2! is detected.
Otherwise, the background is green (normal contango).
Use cases
This overlay is designed as a context tool for indices, ETFs, Options, or individual stocks that are sensitive to volatility and risk sentiment. Typical applications include:
Identifying periods of heightened risk (red / inverted curve) to adjust position sizing or risk exposure.
Confirming risk-on environments (green / contango) where volatility is more contained.
Monitoring yellow curve-flip phases as potential early warnings of changing volatility regimes.
The indicator does not generate buy/sell signals on its own, but it can be a valuable regime filter or confirmation layer alongside other technical tools.
Notes
This is an overlay indicator: it colors the background of your active chart.
All VIX-related data is evaluated on the daily timeframe, regardless of the chart timeframe.
Make sure that the symbols VIX, VX1!, and VX2! are available on your broker/data feed in TradingView.
LiquidTradeRoom Auto Zones1. Finds Swing Highs and Swing Lows
It looks for pivot highs and lows using a user-chosen length.
Swing highs = possible supply
Swing lows = possible demand
These swings help the indicator understand the market structure.
2. Automatically Creates Supply & Demand Zones
When a new swing high or low is found:
🔴 Supply zone (after a swing high)
Draws a box above price
Slight buffer added using ATR
Extends the box forward to the right
🔵 Demand zone (after a swing low)
Draws a box below price
ATR buffer
Extends the box to the right
The boxes act as “areas price may react from.”
3. Stops Overlapping Zones
Before creating a new zone, the script checks:
If the new zone is too close to an existing one → it does not draw it.
This avoids clutter & duplicate zones.
4. Draws POI Labels
Within each supply/demand box it draws a small “POI” label showing the midpoint.
This marks the "most important part" of the zone.
5. Marks BOS (Break of Structure) Automatically
If price breaks above a supply zone top or below a demand zone bottom, the indicator:
Converts that zone into a BOS marker
Draws a line showing where structure was broken
Removes the old supply/demand box
This helps identify trend changes.
6. Extends Active Zones
Existing zones are constantly pushed further right so they stay visible on the chart.
7. Optional Zig-Zag
The script can draw a zig-zag line to help visualize:
Higher highs
Higher lows
Lower highs
Lower lows
But you can turn it on or off.
8. Optional Swing Labels
If enabled, it prints:
HH (Higher High)
HL (Higher Low)
LH (Lower High)
LL (Lower Low)
This visually shows market structure.
✨ In summary
This script automatically builds a full “Smart Money Concepts” structure map including:
✔ Swing points
✔ Supply & demand zones
✔ POIs
✔ Break of structure (BOS)
✔ Zig-zag structure
✔ Market structure labels (HH, HL, LH, LL)
