Range Oascilator + LessDivergences + MACD+StochRSIRange Oscillator + EMA Filter
Calculates a custom oscillator based on the highest high and lowest low over a chosen period.
Generates BUY signals when the oscillator crosses up from the oversold zone and price is above the EMA.
Generates SELL signals when the oscillator crosses down from the overbought zone and price is below the EMA.
MACD (3‑10‑16 EMA Settings)
Uses fast EMA = 3, slow EMA = 10, signal EMA = 16.
Detects bullish and bearish crossovers.
These crossovers only trigger a single unified buy/sell signal if they coincide with Stochastic RSI being in oversold (for buy) or overbought (for sell) zones.
Stochastic RSI
Standard calculation with %K and %D smoothing.
Defines oversold (<20) and overbought (>80) zones.
Used both for divergence detection and as a filter for MACD signals.
Divergence Detection
RSI Divergence: Price makes a lower low but RSI makes a higher low (bullish), or price makes a higher high but RSI makes a lower high (bearish).
MACD Histogram Divergence: Price makes a lower low but MACD histogram makes a higher low (bullish), or price makes a higher high but MACD histogram makes a lower high (bearish).
Stochastic RSI Divergence: Similar logic applied to %K line.
Divergences are flagged only once per pivot to avoid repetitive signals.
Visuals
EMA plotted on chart.
BUY/SELL signals shown as triangles above/below bars.
Divergences shown as labels (e.g., “RSI BullDiv”, “MACD BearDiv”).
Unified MACD+Stoch RSI signals shown in distinct colors (lime for buy, orange for sell).
ווליום
Sani Momentum Target System [wjdtks255]Sani Momentum Target System Explanation & Trading Method
The Sani Momentum Target System is a momentum-based trading indicator that helps traders identify trend changes and determine precise entry points, stop-loss levels, and multiple profit targets.
Key Features:
Smoothed Price Calculation: Utilizes a glide-like smoothing function to reduce noise in price data.
Moving Averages: Calculates fast and slow EMAs on the smoothed price; the difference creates an oscillator.
Signal Line: A simple moving average smooths the oscillator to generate a signal line.
Trend Signals:
Buy signal when oscillator crosses above the signal line.
Sell signal when oscillator crosses below the signal line.
Entry, Stop Loss, Target Levels:
Entry price is set at current close on signal.
Stop loss is set by multiplying ATR by 2 against trend direction.
Three take profit targets (T1, T2, T3) are set by user-defined multiples of ATR.
Visual Display: Includes colored horizontal lines and labels for entry, stop loss, and targets.
Bars are colored by trend direction, and triangular markers show buy/sell signals.
How To Use This Indicator:
Entry: Place trades in the direction of the signal (long on buy, short on sell).
Stop Loss: Use the ATR-based stop loss line to minimize downside risk.
Profit Taking: Scale out profits or exit trades at target levels T1, T2, and T3.
Trend Confirmation: Confirm with oscillator trend direction before entry to avoid false signals.
Parameter Adjustment: Modify smoothing lengths, ATR period, and target multipliers to fit your trading style and timeframe.
Final Notes:
This indicator streamlines momentum trading by providing clear price targets and risk levels visually.
Always backtest strategies and apply proper risk management.
Suitable across asset classes: stocks, forex, cryptocurrencies.
If you want detailed guidance or customization, feel free to ask!
Intraday Technical Strength Dashboard — 5m (Universal) — FIXED2An Intraday Technical Strength Dashboard for RSI, OBV, MACD, ADX, and EMA Cloud
POC Volume Bar (Highest Volume in Range)What the highlighted POC bar means
🔶 1. Institutional interest
A POC often identifies where big money stepped in.
🔶 2. Support or resistance pivot
Large volume often signals:
• A reversal
• A breakout
• Or the beginning of a trend
🔶 3. Liquidity magnet
Price tends to revisit high-volume bars.
They act like magnets.
🔶 4. Trend confirmation or exhaustion
High volume on:
• Green candle → bullish participation
• Red candle → distribution / aggressive selling
Market Structure Volume Time Velocity ProfileThis is the Market Structure Volume Time Velocity Profile (MSVTVP). It combines event-based profiling with advanced metrics like Time and Velocity (Flow Rate). Instead of fixed time periods, profiles are anchored to critical market events (Swings, Structure Breaks, Delta Breaks), giving you a precise view of value development during specific market phases.
## The 3 Dimensions of the Market
Unlike standard tools that only show Volume, MSVTVP allows you
to switch between three critical metrics:
1. **VOLUME Profile (The "Where"):**
* Shows standard acceptance. High volume nodes (HVN)
are magnets for price.
2. **TIME Profile (The "How Long"):**
* Similar to TPO, it measures how long price spent at each
level.
* **High Time:** True acceptance and fair value.
* **Low Time:** Rejection or rapid movement.
3. **VELOCITY Profile (The "How Fast"):**
* Measures the **speed of trading** (Contracts per Second).
This reveals the hidden intent of market participants.
* **High Velocity (Fast Flow):** Aggression. Initiative
buyers/sellers are hitting market orders rapidly. Often
seen at breakouts or in liquidity vacu.
* **Low Velocity (Slow Flow):** Absorption. Massive passive
limit orders are slowing price down despite high volume.
Often seen at major reversals ("hitting a brick wall").
Key Features:
1. **Event-Based Profile Anchoring:** The indicator starts a new
profile based on one of three user-selected events
('Profile Anchor'):
- **Swing:** A new profile begins when the 'impulse baseline'
(derived from intra-bar delta) changes. This baseline
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 O/C) at the pivot. When a price **low** forms, it
moves to the **higher** of its previous level or the
trough delta (min of delta O/C) at the pivot.
- **Structure:** A new profile begins immediately on the bar
that *confirms* a market structure break (e.g., a new HH
or LL, based on a sequence of price pivots).
- **Delta:** A new profile begins immediately on the bar
that *confirms* a break in the *cumulative delta's*
market structure (e.g., a new HH or LL in the delta).
Both 'Swing' and 'Delta' anchors are derived from the same
**continuous (non-resetting) Cumulative Volume Profile Delta (CVPD)**,
which is built from the intra-bar statistical analysis.
2. **Statistical Profile Engine:** For each bar in the anchored
period, the indicator builds a volume profile on a lower
'Intra-Bar Timeframe'. Instead of simple tick counting, it
uses advanced statistical models:
- **Allocation ('Allot model'):** 'PDF' (Probability Density
Function) distributes volume proportionally across the
bar's range based on an assumed statistical model
(e.g., T4-Skew). 'Classic' assigns all volume to
the close.
- **Buy/Sell Split ('Volume Estimator'):** 'Dynamic'
applies a model that analyzes candle wicks and
recent trend to estimate buy/sell pressure. 'Classic'
classifies all volume based on the candle color.
3. **Visualization & Lag:** The indicator plots the final
profile (as a polygon) and the developing statistical
lines (POC, VA, VWAP, StdDev).
- **Note on Lag:** All anchor events require `Pivot Right Bars`
for confirmation.
- In 'Structure' and 'Delta' mode, the developing lines
(POC, VA, etc.) are plotted using a **non-repainting**
method (showing the value from `pivRi` bars ago).
- In 'Swing' mode, the profile is plotted **retroactively**,
starting *from the bar where the pivot occurred*. The
developing lines are also plotted with this full
`pivRi` lag to align with the past data.
4. **Flexible Display Modes:** The finalized profile can be displayed
in three ways: 'Up/Down' (buy vs. sell), 'Total' (combined
volume), and 'Delta' (net difference).
5. **Dynamic Row Sizing:** Includes an option ('Rows per Percent')
to automatically adjust the number of profile rows (buckets)
based on the profile's price range.
6. **Integrated Alerts:** Includes 13 alerts that trigger for:
- A new profile reset ('Profile was resetted').
- Price crossing any of the 6 developing levels (POC,
VA High/Low, VWAP, StdDev High/Low).
- **Alert Lag Assumption:** In 'Swing' mode, alerts are
delayed to match the retroactively plotted lines.
In 'Structure' and 'Delta' modes, alerts fire in
**real-time** based on the *current price* crossing
the *current (repainting)* value of the metric, which
may **differ from the non-repainting plotted line.**
**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 includes
the values used for real-time alerts in 'Structure' and
'Delta' modes.
---
**DISCLAIMER**
1. **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.
2. **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.
3. **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.
4. **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.
5. **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.
Periodic Volume Time Velocity ProfileThis is the Periodic Volume Time Velocity Profile (PVTVP). It is an advanced professional profiling tool that goes beyond standard volume analysis by introducing Time and Velocity (Flow Rate) as profile dimensions.
By analyzing high-resolution intra-bar data, it builds
precise profiles for any custom period (Session, Day, Week, etc.),
helping you understand not just *where* the market traded,
but *how* it traded there.
## The 3 Dimensions of the Market
Unlike standard tools that only show Volume, PVTVP allows you
to switch between three critical metrics:
1. **VOLUME Profile (The "Where"):**
* Shows standard acceptance. High volume nodes (HVN)
are magnets for price.
2. **TIME Profile (The "How Long"):**
* Similar to TPO, it measures how long price spent at each
level.
* **High Time:** True acceptance and fair value.
* **Low Time:** Rejection or rapid movement.
3. **VELOCITY Profile (The "How Fast"):**
* Measures the **speed of trading** (Contracts per Second).
This reveals the hidden intent of market participants.
* **High Velocity (Fast Flow):** Aggression. Initiative
buyers/sellers are hitting market orders rapidly. Often
seen at breakouts or in liquidity vacuums.
* **Low Velocity (Slow Flow):** Absorption. Massive passive
limit orders are slowing price down despite high volume.
Often seen at major reversals ("hitting a brick wall").
## Key Features
1. **Statistical Volume Profile Engine:** For each bar in the selected
period, the indicator builds a complete volume profile on a lower
'Intra-Bar Timeframe'. Instead of simple tick counting, it uses
**statistical models ('PDF' allocation)** to distribute volume
across price levels and **advanced classifiers ('Dynamic' split)**
to determine the buy/sell pressure within that profile.
2. **Flexible Profile Display:** The **finalized profile** (plotted at
the end of each period) can be visualized in three distinct
ways: 'Up/Down' (buy vs. sell), 'Total' (combined volume),
and 'Delta' (net difference).
3. **Developing Key Levels:** The indicator also plots the developing
Point of Control (POC), Value Area (VA), VWAP, and Standard
Deviation bands in real-time as the period unfolds, providing
live insights into the emerging market structure.
4. **Dynamic Row Sizing:** Includes an option ('Rows per Percent')
to automatically adjust the number of profile rows (buckets)
based on the profile's price range, maintaining a consistent
visual density.
5. **Integrated Alerts:** Includes 12 alerts that trigger when the
main price crosses over or under the key developing levels:
POC, VWAP, Value Area High/Low, and the +/- Standard
Deviation bands.
**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**
1. **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.
2. **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.
3. **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.
4. **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.
5. **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.
Braid Filter StrategyThis strategy is like a sophisticated set of traffic lights and speed limit signs for trading. It only allows a trade when multiple indicators line up to confirm a strong move, giving it its "Braid Filter" name—it weaves together several conditions.
The strategy is set up to use 100% of your account equity (your trading funds) on a trade and does not "pyramid" (it won't add to an existing trade).
1. The Main Trend Check (The Traffic Lights)
The strategy uses three main filters that must agree before it considers a trade.
A. The "Chad Filter" (Direction & Strength)
This is the heart of the strategy, a custom combination of three different Moving AveragesThese averages have fast, medium, and slow settings (3, 7, and 14 periods).
Go Green (Buy Signal): The fastest average is higher than the medium average, AND the three averages are sufficiently separated (not tangled up, which indicates a strong move).
Go Red (Sell Signal): The medium average is higher than the fastest average, AND the three averages are sufficiently separated.
Neutral (Wait): If the averages are tangled or the separation isn't strong enough.
Key Trigger: A primary condition for a signal is when the Chad Filter changes color (e.g., from Red/Grey to Green).
B. The EMA Trend Bars (Secondary Confirmation)
This is a simpler, longer-term filter using a 34-period Exponential Moving Average (EMA). It checks if the current candle's average price is above or below this EMA.
Green Bars: The price is above the 34 EMA (Bullish Trend).
Red Bars: The price is below the 34 EMA (Bearish Trend).
Trades only happen if the signal direction matches the bar color. For a Buy, the bar must be Green. For a Sell, the bar must be Red.
C. ADX/DI Filter (The Speed Limit Sign)
This uses the Average Directional Index (ADX) and Directional Movement Indicators (DI) to check if a trend is actually in motion and getting stronger.
Must-Have Conditions:
The ADX value must be above 20 (meaning there is a trend, not just random movement).
The ADX line must be rising (meaning the trend is accelerating/getting stronger).
The strategy will only trade when the trend is strong and building momentum.
2. The Trading Action (Entry and Exit)
When all three filters (Chad Filter color change, EMA Trend Bar color, and ADX strength/slope) align, the strategy issues a signal, but it doesn't enter immediately.
Entry Strategy (The "Wait-for-Confirmation" Approach):
When a Buy Signal appears, the strategy sets a "Buy Stop" order at the signal candle's closing price.
It then waits for up to 3 candles (Candles Valid for Entry). The price must move up and hit that Buy Stop price within those 3 candles to confirm the move and enter the trade.
A Sell Signal works the same way but uses a "Sell Stop" at the closing price, waiting for the price to drop and hit it.
Risk Management (Stop Loss and Take Profit):
Stop Loss: To manage risk, the strategy finds a recent significant low (for a Buy) or high (for a Sell) over the last 20 candles and places the Stop Loss there. This is a logical place where the current move would be considered "broken" if the price reaches it.
Take Profit: It uses a fixed Risk:Reward Ratio (set to 1.5 by default). This means the potential profit (Take Profit distance) is $1.50 for every $1.00 of risk (Stop Loss distance).
3. Additional Controls
Time Filter: You can choose to only allow trades during specific hours of the day.
Visuals: It shows a small triangle on the chart where the signal happens and colors the background to reflect the Chad Filter's trend (Green/Red/Grey) and the candle bars to show the EMA trend (Lime/Red).
🎯 Summary of the Strategy's Goal
This strategy is designed to capture strong, confirmed momentum moves. It uses a fast, custom indicator ("Chad Filter") to detect the start of a new move, confirms that move with a slower trend filter (34 EMA), and then validates the move's strength with the ADX. By waiting a few candles for the price to hit the entry level, it aims to avoid false signals.
Braid Filter StrategyAnother of TradeIQ's youtube strategies. It looks a little messy but it combines all the indicators into one so there are no extra panes. This strategy is like a sophisticated set of traffic lights and speed limit signs for trading. It only allows a trade when multiple indicators line up to confirm a strong move, giving it its "Braid Filter" name—it weaves together several conditions.
The strategy is set up to use 100% of your account equity (your trading funds) on a trade and does not "pyramid" (it won't add to an existing trade).
1. The Main Trend Check (The Traffic Lights)
The strategy uses three main filters that must agree before it considers a trade.
A. The "Braid Filter" (Direction & Strength)
This is the heart of the strategy, a custom combination of three different Moving Averages
These averages have fast, medium, and slow settings (3, 7, and 14 periods).
Go Green (Buy Signal): The fastest average is higher than the medium average, AND the three averages are sufficiently separated (not tangled up, which indicates a strong move).
Go Red (Sell Signal): The medium average is higher than the fastest average, AND the three averages are sufficiently separated.
Neutral (Wait): If the averages are tangled or the separation isn't strong enough.
Key Trigger: A primary condition for a signal is when the Chad Filter changes color (e.g., from Red/Grey to Green).
B. The EMA Trend Bars (Secondary Confirmation)
This is a simpler, longer-term filter using a 34-period Exponential Moving Average (EMA). It checks if the current candle's average price is above or below this EMA.
Green Bars: The price is above the 34 EMA (Bullish Trend).
Red Bars: The price is below the 34 EMA (Bearish Trend).
Trades only happen if the signal direction matches the bar color. For a Buy, the bar must be Green. For a Sell, the bar must be Red.
C. ADX/DI Filter (The Speed Limit Sign)
This uses the Average Directional Index (ADX) and Directional Movement Indicators (DI) to check if a trend is actually in motion and getting stronger.
Must-Have Conditions:
The ADX value must be above 20 (meaning there is a trend, not just random movement).
The ADX line must be rising (meaning the trend is accelerating/getting stronger).
The strategy will only trade when the trend is strong and building momentum.
2. The Trading Action (Entry and Exit)
When all three filters (Chad Filter color change, EMA Trend Bar color, and ADX strength/slope) align, the strategy issues a signal, but it doesn't enter immediately.
Entry Strategy (The "Wait-for-Confirmation" Approach):
When a Buy Signal appears, the strategy sets a "Buy Stop" order at the signal candle's closing price.
It then waits for up to 3 candles (Candles Valid for Entry). The price must move up and hit that Buy Stop price within those 3 candles to confirm the move and enter the trade.
A Sell Signal works the same way but uses a "Sell Stop" at the closing price, waiting for the price to drop and hit it.
Risk Management (Stop Loss and Take Profit):
Stop Loss: To manage risk, the strategy finds a recent significant low (for a Buy) or high (for a Sell) over the last 20 candles and places the Stop Loss there. This is a logical place where the current move would be considered "broken" if the price reaches it.
Take Profit: It uses a fixed Risk:Reward Ratio (set to 1.5 by default). This means the potential profit (Take Profit distance) is $1.50 for every $1.00 of risk (Stop Loss distance).
3. Additional Controls
Time Filter: You can choose to only allow trades during specific hours of the day.
Visuals: It shows a small triangle on the chart where the signal happens and colors the background to reflect the Chad Filter's trend (Green/Red/Grey) and the candle bars to show the EMA trend (Lime/Red).
🎯 Summary of the Strategy's Goal
This strategy is designed to capture strong, confirmed momentum moves. It uses a fast, custom indicator ("Chad Filter") to detect the start of a new move, confirms that move with a slower trend filter (34 EMA), and then validates the move's strength with the ADX. By waiting a few candles for the price to hit the entry level, it aims to avoid false signals.
1m EMA Scalper + Lot Size HUD [DIMS]1m EMA Scalper w/ Pre-Alert + Lot Size HUD
Purpose:
A short-term (1-minute) scalping strategy for assets like XAUUSD, GBPJPY, and GER30/GER40, showing precise buy/sell signals, stop-loss, take-profit, breakeven levels, and a dynamic lot size HUD for risk management.
Key Features:
Signals:
Buy/Sell signals generated using EMA crossover (fast vs slow) + RSI filter + optional candle/volume filter.
Signals only appear during selected trading sessions (London & NY).
Pre-alert signals appear 30 seconds before the candle closes, so you can prepare to enter.
Stop Loss / Take Profit / Breakeven:
SL calculated using ATR × multiplier and adjustable for spread.
TP follows a configurable risk:reward ratio.
Breakeven can be toggled on/off and uses a custom multiplier.
Lines have customizable length, width, and style.
Lot Size HUD:
Automatically calculates lot size based on account balance, risk % or fixed amount, and leverage.
Shows stop distance in pips/points.
HUD retains the value for 5 minutes after the signal candle.
Flashes 30 seconds before the candle closes to prepare for the trade.
Auto-adjusts for XAUUSD, GBPJPY, GER30/GER40.
Alerts:
Alerts for pre-alert signals and confirmed signals.
Can toggle alerts on/off for both types.
Customization & Display:
Toggle buy/sell signals, SL/TP/BE lines, and pre-alert arrows.
Works entirely on-chart, displaying only the essential arrows, lines, and HUD.
Summary:
It’s a ready-to-trade scalping tool that combines fast technical signal detection with risk management, pre-alert timing, and visual trade guidance — letting you focus on execution without manually calculating lot size or monitoring every candle.
12 Band Volume matched Candles📌 12 Band Volume matched Candles (Official Description)
12 Band Volume matched Candles is a next-generation volume-strength visualisation tool designed for traders who rely on precision, speed, and clarity.
Instead of colouring candles by price action or relative indicators, this script maps every candle to one of 12 absolute-volume strength bands, using real contract/share volume thresholds that you define.
No guessing.
No subjective smoothing.
No repainting.
Just pure, clean, calibrated volume pressure — visualised instantly.
🔥 Why This Indicator Exists
Traditional volume colouring is vague, delayed, or tied to assumptions (like moving averages).
Scalpers, orderflow watchers, and tape-readers all know the truth:
👉 The raw size of volume matters more than relative volume.
This tool removes all ambiguity and lets you define exact thresholds that match the behaviour of your market:
5k volume
10k volume
20k
35k
50k
70k
… all the way to
200k+ (or whatever instrument volume you want)
Those thresholds map to a 12-band spectrum, ranging from the coldest low-volume purples to the hottest high-volume reds.
The result?
A visual system that lets you read volume pressure instantly, the same way our RSI 12-band spectrum lets you read momentum immediately.
🎨 Premium 12-Band Colour Spectrum
This indicator uses the same refined colour spectrum as the In The Zone RSI – 12 Band script:
Weak Volume (Bands 1–6) – Cold Side
Ultra-dark violet
Deep purples
Cool blues
Light icy blue
Strong Volume (Bands 7–12) – Hot Side
Warm yellows
Oranges
Orange-reds
Deep maroons
Ultra-dark red for max volume
You instantly know:
When volume is dying
When volume is building
When a trend is being pushed
When a breakout has REAL participation
When a reversal is weak or strong
Your brain doesn’t need to “interpret” numbers — just read the colours.
⚙️ Key Features
✔ 12 Custom Volume Thresholds
Set exact volume values that match your instrument.
A perfect companion for multi-indicator visual alignment.
✔ Borders-Only Mode
Keep your chart clean and still read volume strength.
✔ Adjustable Brightness & Opacity
Fine-tune the aesthetic for dark or light chart themes.
✔ Legend Placement Options
Display the volume band legend in any corner of the chart.
✔ Zero Lag – Zero Repaint
Everything is based on historical volume — no tricks.
🚀 Who It’s For
This tool is extremely powerful for:
Scalpers
Momentum traders
Orderflow readers
Breakout traders
Reversal hunters
Algo / quant-style chart readers
Anyone who trades with candle-flow awareness
If you rely on the “feel” of a chart, volume rhythm, or momentum pressure — this indicator becomes a cheat-code.
🎯 Practical Uses
Spot when large players enter a move
Filter weak vs strong pullbacks
Confirm breakout candles
See exhaustion before reversals
Separate noise from real interest
Pair with IZ RSI + price structure for elite scalp precision
⭐ Why Traders Love It
Because it's clear.
Instant.
And it treats volume as the truth, not something to smooth or average.
This is how scalpers and tape-readers naturally think — now in a visual form.
🔥 Final Line
12 Band Volume matched Candles turns raw volume into a crystal-clear language.
Once you see volume this way, you will never go back to traditional colouring again.
High Volume Zones with Signals – HVZ█ OVERVIEW
"High Volume Zones with Signals – HVZ" is a technical analysis indicator that identifies High Volume Zones (HVZ) on the chart and draws them as fully customizable boxes. Perfect for traders using price action, ICT, and Smart Money Concepts. The indicator highlights key volume-based support/resistance levels, detects potential consolidation zones (very large candles), and generates precise breakout and exit signals. Flexible volume filters, ATR filter, and visual styling options ensure a clean and highly effective chart.
█ CONCEPTS
The indicator detects candles with volume significantly above the average (default ≥ 2× SMA of volume over 20 periods). Such candles often signal institutional activity and create strong supply/demand zones.
The ATR filter additionally identifies very large candles – frequently a sign of market capitulation (panic buying/selling). Within the range of such a candle, prolonged consolidation often occurs, especially on higher timeframes (e.g., 4H and above).
Why are HVZ important? High-volume zones are areas where the market has left a large number of orders – institutions return there to “refresh” liquidity before the next move. A breakout against the zone’s character triggers a Break signal:
- Bullish HVZ broken downward (close below the lower boundary) → Break Down (sell),
- Bearish HVZ broken upward (close above the upper boundary) → Break Up (buy).
Note: The indicator requires real exchange volume – it will not work correctly on instruments without reported volume (e.g., certain CFDs or forex).
█ FEATURES
- HVZ Detection: Automatic identification of high-volume zones with Volume SMA Length and Volume Multiplier filters; historical initialization up to 500 candles back.
- ATR Filter: Optional detection of very large candles (potential consolidation/capitulation) using - ATR Length and ATR Multiplier; three action modes:
Skip Zone – large candle creates no zone,
Separate Color – zone is drawn in a distinct style (gray by default),
Normal Zone – treated like a regular HVZ.
- Gray zones (large candles, Separate Color): generate exactly the same Break signals as regular zones – based solely on the original candle direction (bullish → Break Down on lower break, bearish → Break Up on upper break). Gray color is only a visual marker for potential consolidation/capitulation zones.
- Customizable Boxes: Separate styles for bullish and bearish zones (border color, background gradient, line thickness and style); adjustable background and 50 % midline transparency.
- Break & Exit Signals:
Break Up/Down – green/red triangle after a candle closes outside the zone (zone disappears, triangle remains as a trace).
Exit Up/Down – green/red circle when price leaves the zone without a full breakout.
Signal Type option: Break, Exit, or Both.
- Midline: Automatic dashed line at the 50 % zone level with independent transparency control.
- Chart Cleanup: Automatic removal of inactive zones older than 500 candles (max_boxes_count=500).
- Alerts: Built-in alerts for Break Up and Break Down with clear messages.
█ HOW TO USE
Add to Chart: Paste the script in Pine Editor or find it in TradingView’s indicator library.
Configure Settings:
- Volume Filter: Volume SMA Length (default 20) and Volume Multiplier (default 2.0) – higher multiplier = fewer but stronger zones.
- ATR Filter: Enable/disable, set ATR Length (14) and ATR Multiplier (3.5); choose action for very large candles (Skip Zone / Separate Color / Normal Zone).
- Box Style: Background transparency (90) and midline transparency (70).
- Bull/Bear Box Style: Border and gradient colors, line thickness (1-5).
- ATR Style: Separate colors for large-candle zones (gray by default).
- Signal Settings: Choose Signal Type (Break/Exit/Both) and signal colors.
Signal Interpretation:
- Break Up (green triangle below bar): Bearish HVZ broken upward → buy signal, continuation of uptrend.
- Break Down (red triangle above bar): Bullish HVZ broken downward → sell signal, continuation of downtrend.
- Exit Up/Down (circles): Price leaves zone without breakout – may signal end of correction or reversal setup.
- HVZ Zones: Price often returns to high-volume zones to clear orders. An unfilled zone remains a price magnet.
- 50 % Level (midline): Ideal target for partial take-profit or reaction point inside the zone.
Combine signals with other tools (e.g., RSI, MACD, higher timeframes) for higher confidence.
█ APPLICATIONS
- Price Action & ICT: HVZ act as dynamic S/R; in an uptrend look for buys after breaking a bearish HVZ, in a downtrend look for sells after breaking a bullish HVZ. If you trade retests instead of breakouts, increase Volume Multiplier to 2.5-3.0 – fewer zones but much stronger. Note that after breaking a very strong zone, price often pulls back deeply before continuing.
- Breakout Strategies: For maximum Break signals, lower Volume Multiplier to 1.5-1.8 – gives many high-quality entries in trending markets. Always trade in the direction of the prevailing trend (e.g., only longs in uptrends). Enter after a Break signal with confirmation from volume or momentum (MACD above zero, RSI >50 for longs, <50 for shorts).
█ NOTES
- The indicator requires real exchange volume – it will not function properly on instruments without reported volume (e.g., certain CFDs, forex).
- Always confirm signals with additional context (market structure, higher timeframe).
Trading Range Aggression Histogram
This indicator is a histogram that accumulates the net volume of aggressive buying and selling per candle, representing the dominant market pressure within defined time-frame.
The indicator works by continuously summing volumes as long as the aggression remains in the same direction, resetting and reversing the accumulation when the pressure changes sides.
This creates visual waves that facilitate the perception of phases dominated by buyers and sellers over time. The tool is useful to identify moments of strength, weakness, and potential reversals in a dynamic market, especially in short-term trading.
Algorithm Predator - ML-liteAlgorithm Predator - ML-lite
This indicator combines four specialized trading agents with an adaptive multi-armed bandit selection system to identify high-probability trade setups. It is designed for swing and intraday traders who want systematic signal generation based on institutional order flow patterns , momentum exhaustion , liquidity dynamics , and statistical mean reversion .
Core Architecture
Why These Components Are Combined:
The script addresses a fundamental challenge in algorithmic trading: no single detection method works consistently across all market conditions. By deploying four independent agents and using reinforcement learning algorithms to select or blend their outputs, the system adapts to changing market regimes without manual intervention.
The Four Trading Agents
1. Spoofing Detector Agent 🎭
Detects iceberg orders through persistent volume at similar price levels over 5 bars
Identifies spoofing patterns via asymmetric wick analysis (wicks exceeding 60% of bar range with volume >1.8× average)
Monitors order clustering using simplified Hawkes process intensity tracking (exponential decay model)
Signal Logic: Contrarian—fades false breakouts caused by institutional manipulation
Best Markets: Consolidations, institutional trading windows, low-liquidity hours
2. Exhaustion Detector Agent ⚡
Calculates RSI divergence between price movement and momentum indicator over 5-bar window
Detects VWAP exhaustion (price at 2σ bands with declining volume)
Uses VPIN reversals (volume-based toxic flow dissipation) to identify momentum failure
Signal Logic: Counter-trend—enters when momentum extreme shows weakness
Best Markets: Trending markets reaching climax points, over-extended moves
3. Liquidity Void Detector Agent 💧
Measures Bollinger Band squeeze (width <60% of 50-period average)
Identifies stop hunts via 20-bar high/low penetration with immediate reversal and volume spike
Detects hidden liquidity absorption (volume >2× average with range <0.3× ATR)
Signal Logic: Breakout anticipation—enters after liquidity grab but before main move
Best Markets: Range-bound pre-breakout, volatility compression zones
4. Mean Reversion Agent 📊
Calculates price z-scores relative to 50-period SMA and standard deviation (triggers at ±2σ)
Implements Ornstein-Uhlenbeck process scoring (mean-reverting stochastic model)
Uses entropy analysis to detect algorithmic trading patterns (low entropy <0.25 = high predictability)
Signal Logic: Statistical reversion—enters when price deviates significantly from statistical equilibrium
Best Markets: Range-bound, low-volatility, algorithmically-dominated instruments
Adaptive Selection: Multi-Armed Bandit System
The script implements four reinforcement learning algorithms to dynamically select or blend agents based on performance:
Thompson Sampling (Default - Recommended):
Uses Bayesian inference with beta distributions (tracks alpha/beta parameters per agent)
Balances exploration (trying underused agents) vs. exploitation (using proven winners)
Each agent's win/loss history informs its selection probability
Lite Approximation: Uses pseudo-random sampling from price/volume noise instead of true random number generation
UCB1 (Upper Confidence Bound):
Calculates confidence intervals using: average_reward + sqrt(2 × ln(total_pulls) / agent_pulls)
Deterministic algorithm favoring agents with high uncertainty (potential upside)
More conservative than Thompson Sampling
Epsilon-Greedy:
Exploits best-performing agent (1-ε)% of the time
Explores randomly ε% of the time (default 10%, configurable 1-50%)
Simple, transparent, easily tuned via epsilon parameter
Gradient Bandit:
Uses softmax probability distribution over agent preference weights
Updates weights via gradient ascent based on rewards
Best for Blend mode where all agents contribute
Selection Modes:
Switch Mode: Uses only the selected agent's signal (clean, decisive)
Blend Mode: Combines all agents using exponentially weighted confidence scores controlled by temperature parameter (smooth, diversified)
Lock Agent Feature:
Optional manual override to force one specific agent
Useful after identifying which agent dominates your specific instrument
Only applies in Switch mode
Four choices: Spoofing Detector, Exhaustion Detector, Liquidity Void, Mean Reversion
Memory System
Dual-Layer Architecture:
Short-Term Memory: Stores last 20 trade outcomes per agent (configurable 10-50)
Long-Term Memory: Stores episode averages when short-term reaches transfer threshold (configurable 5-20 bars)
Memory Boost Mechanism: Recent performance modulates agent scores by up to ±20%
Episode Transfer: When an agent accumulates sufficient results, averages are condensed into long-term storage
Persistence: Manual restoration of learned parameters via input fields (alpha, beta, weights, microstructure thresholds)
How Memory Works:
Agent generates signal → outcome tracked after 8 bars (performance horizon)
Result stored in short-term memory (win = 1.0, loss = 0.0)
Short-term average influences agent's future scores (positive feedback loop)
After threshold met (default 10 results), episode averaged into long-term storage
Long-term patterns (weighted 30%) + short-term patterns (weighted 70%) = total memory boost
Market Microstructure Analysis
These advanced metrics quantify institutional order flow dynamics:
Order Flow Toxicity (Simplified VPIN):
Measures buy/sell volume imbalance over 20 bars: |buy_vol - sell_vol| / (buy_vol + sell_vol)
Detects informed trading activity (institutional players with non-public information)
Values >0.4 indicate "toxic flow" (informed traders active)
Lite Approximation: Uses simple open/close heuristic instead of tick-by-tick trade classification
Price Impact Analysis (Simplified Kyle's Lambda):
Measures market impact efficiency: |price_change_10| / sqrt(volume_sum_10)
Low values = large orders with minimal price impact ( stealth accumulation )
High values = retail-dominated moves with high slippage
Lite Approximation: Uses simplified denominator instead of regression-based signed order flow
Market Randomness (Entropy Analysis):
Counts unique price changes over 20 bars / 20
Measures market predictability
High entropy (>0.6) = human-driven, chaotic price action
Low entropy (<0.25) = algorithmic trading dominance (predictable patterns)
Lite Approximation: Simple ratio instead of true Shannon entropy H(X) = -Σ p(x)·log₂(p(x))
Order Clustering (Simplified Hawkes Process):
Tracks self-exciting event intensity (coordinated order activity)
Decays at 0.9× per bar, spikes +1.0 when volume >1.5× average
High intensity (>0.7) indicates clustering (potential spoofing/accumulation)
Lite Approximation: Simple exponential decay instead of full λ(t) = μ + Σ α·exp(-β(t-tᵢ)) with MLE
Signal Generation Process
Multi-Stage Validation:
Stage 1: Agent Scoring
Each agent calculates internal score based on its detection criteria
Scores must exceed agent-specific threshold (adjusted by sensitivity multiplier)
Agent outputs: Signal direction (+1/-1/0) and Confidence level (0.0-1.0)
Stage 2: Memory Boost
Agent scores multiplied by memory boost factor (0.8-1.2 based on recent performance)
Successful agents get amplified, failing agents get dampened
Stage 3: Bandit Selection/Blending
If Adaptive Mode ON:
Switch: Bandit selects single best agent, uses only its signal
Blend: All agents combined using softmax-weighted confidence scores
If Adaptive Mode OFF:
Traditional consensus voting with confidence-squared weighting
Signal fires when consensus exceeds threshold (default 70%)
Stage 4: Confirmation Filter
Raw signal must repeat for consecutive bars (default 3, configurable 2-4)
Minimum confidence threshold: 0.25 (25%) enforced regardless of mode
Trend alignment check: Long signals require trend_score ≥ -2, Short signals require trend_score ≤ 2
Stage 5: Cooldown Enforcement
Minimum bars between signals (default 10, configurable 5-15)
Prevents over-trading during choppy conditions
Stage 6: Performance Tracking
After 8 bars (performance horizon), signal outcome evaluated
Win = price moved in signal direction, Loss = price moved against
Results fed back into memory and bandit statistics
Trading Modes (Presets)
Pre-configured parameter sets:
Conservative: 85% consensus, 4 confirmations, 15-bar cooldown
Expected: 60-70% win rate, 3-8 signals/week
Best for: Swing trading, capital preservation, beginners
Balanced: 70% consensus, 3 confirmations, 10-bar cooldown
Expected: 55-65% win rate, 8-15 signals/week
Best for: Day trading, most traders, general use
Aggressive: 60% consensus, 2 confirmations, 5-bar cooldown
Expected: 50-58% win rate, 15-30 signals/week
Best for: Scalping, high-frequency trading, active management
Elite: 75% consensus, 3 confirmations, 12-bar cooldown
Expected: 58-68% win rate, 5-12 signals/week
Best for: Selective trading, high-conviction setups
Adaptive: 65% consensus, 2 confirmations, 8-bar cooldown
Expected: Varies based on learning
Best for: Experienced users leveraging bandit system
How to Use
1. Initial Setup (5 Minutes):
Select Trading Mode matching your style (start with Balanced)
Enable Adaptive Learning (recommended for automatic agent selection)
Choose Thompson Sampling algorithm (best all-around performance)
Keep Microstructure Metrics enabled for liquid instruments (>100k daily volume)
2. Agent Tuning (Optional):
Adjust Agent Sensitivity multipliers (0.5-2.0):
<0.8 = Highly selective (fewer signals, higher quality)
0.9-1.2 = Balanced (recommended starting point)
1.3 = Aggressive (more signals, lower individual quality)
Monitor dashboard for 20-30 signals to identify dominant agent
If one agent consistently outperforms, consider using Lock Agent feature
3. Bandit Configuration (Advanced):
Blend Temperature (0.1-2.0):
0.3 = Sharp decisions (best agent dominates)
0.5 = Balanced (default)
1.0+ = Smooth (equal weighting, democratic)
Memory Decay (0.8-0.99):
0.90 = Fast adaptation (volatile markets)
0.95 = Balanced (most instruments)
0.97+ = Long memory (stable trends)
4. Signal Interpretation:
Green triangle (▲): Long signal confirmed
Red triangle (▼): Short signal confirmed
Dashboard shows:
Active agent (highlighted row with ► marker)
Win rate per agent (green >60%, yellow 40-60%, red <40%)
Confidence bars (█████ = maximum confidence)
Memory size (short-term buffer count)
Colored zones display:
Entry level (current close)
Stop-loss (1.5× ATR)
Take-profit 1 (2.0× ATR)
Take-profit 2 (3.5× ATR)
5. Risk Management:
Never risk >1-2% per signal (use ATR-based stops)
Signals are entry triggers, not complete strategies
Combine with your own market context analysis
Consider fundamental catalysts and news events
Use "Confirming" status to prepare entries (not to enter early)
6. Memory Persistence (Optional):
After 50-100 trades, check Memory Export Panel
Record displayed alpha/beta/weight values for each agent
Record VPIN and Kyle threshold values
Enable "Restore From Memory" and input saved values to continue learning
Useful when switching timeframes or restarting indicator
Visual Components
On-Chart Elements:
Spectral Layers: EMA8 ± 0.5 ATR bands (dynamic support/resistance, colored by trend)
Energy Radiance: Multi-layer glow boxes at signal points (intensity scales with confidence, configurable 1-5 layers)
Probability Cones: Projected price paths with uncertainty wedges (15-bar projection, width = confidence × ATR)
Connection Lines: Links sequential signals (solid = same direction continuation, dotted = reversal)
Kill Zones: Risk/reward boxes showing entry, stop-loss, and dual take-profit targets
Signal Markers: Triangle up/down at validated entry points
Dashboard (Configurable Position & Size):
Regime Indicator: 4-level trend classification (Strong Bull/Bear, Weak Bull/Bear)
Mode Status: Shows active system (Adaptive Blend, Locked Agent, or Consensus)
Agent Performance Table: Real-time win%, confidence, and memory stats
Order Flow Metrics: Toxicity and impact indicators (when microstructure enabled)
Signal Status: Current state (Long/Short/Confirming/Waiting) with confirmation progress
Memory Panel (Configurable Position & Size):
Live Parameter Export: Alpha, beta, and weight values per agent
Adaptive Thresholds: Current VPIN sensitivity and Kyle threshold
Save Reminder: Visual indicator if parameters should be recorded
What Makes This Original
This script's originality lies in three key innovations:
1. Genuine Meta-Learning Framework:
Unlike traditional indicator mashups that simply display multiple signals, this implements authentic reinforcement learning (multi-armed bandits) to learn which detection method works best in current conditions. The Thompson Sampling implementation with beta distribution tracking (alpha for successes, beta for failures) is statistically rigorous and adapts continuously. This is not post-hoc optimization—it's real-time learning.
2. Episodic Memory Architecture with Transfer Learning:
The dual-layer memory system mimics human learning patterns:
Short-term memory captures recent performance (recency bias)
Long-term memory preserves historical patterns (experience)
Automatic transfer mechanism consolidates knowledge
Memory boost creates positive feedback loops (successful strategies become stronger)
This architecture allows the system to adapt without retraining , unlike static ML models that require batch updates.
3. Institutional Microstructure Integration:
Combines retail-focused technical analysis (RSI, Bollinger Bands, VWAP) with institutional-grade microstructure metrics (VPIN, Kyle's Lambda, Hawkes processes) typically found in academic finance literature and professional trading systems, not standard retail platforms. While simplified for Pine Script constraints, these metrics provide insight into informed vs. uninformed trading , a dimension entirely absent from traditional technical analysis.
Mashup Justification:
The four agents are combined specifically for risk diversification across failure modes:
Spoofing Detector: Prevents false breakout losses from manipulation
Exhaustion Detector: Prevents chasing extended trends into reversals
Liquidity Void: Exploits volatility compression (different regime than trending)
Mean Reversion: Provides mathematical anchoring when patterns fail
The bandit system ensures the optimal tool is automatically selected for each market situation, rather than requiring manual interpretation of conflicting signals.
Why "ML-lite"? Simplifications and Approximations
This is the "lite" version due to necessary simplifications for Pine Script execution:
1. Simplified VPIN Calculation:
Academic Implementation: True VPIN uses volume bucketing (fixed-volume bars) and tick-by-tick buy/sell classification via Lee-Ready algorithm or exchange-provided trade direction flags
This Implementation: 20-bar rolling window with simple open/close heuristic (close > open = buy volume)
Impact: May misclassify volume during ranging/choppy markets; works best in directional moves
2. Pseudo-Random Sampling:
Academic Implementation: Thompson Sampling requires true random number generation from beta distributions using inverse transform sampling or acceptance-rejection methods
This Implementation: Deterministic pseudo-randomness derived from price and volume decimal digits: (close × 100 - floor(close × 100)) + (volume % 100) / 100
Impact: Not cryptographically random; may have subtle biases in specific price ranges; provides sufficient variation for agent selection
3. Hawkes Process Approximation:
Academic Implementation: Full Hawkes process uses maximum likelihood estimation with exponential kernels: λ(t) = μ + Σ α·exp(-β(t-tᵢ)) fitted via iterative optimization
This Implementation: Simple exponential decay (0.9 multiplier) with binary event triggers (volume spike = event)
Impact: Captures self-exciting property but lacks parameter optimization; fixed decay rate may not suit all instruments
4. Kyle's Lambda Simplification:
Academic Implementation: Estimated via regression of price impact on signed order flow over multiple time intervals: Δp = λ × Δv + ε
This Implementation: Simplified ratio: price_change / sqrt(volume_sum) without proper signed order flow or regression
Impact: Provides directional indicator of impact but not true market depth measurement; no statistical confidence intervals
5. Entropy Calculation:
Academic Implementation: True Shannon entropy requires probability distribution: H(X) = -Σ p(x)·log₂(p(x)) where p(x) is probability of each price change magnitude
This Implementation: Simple ratio of unique price changes to total observations (variety measure)
Impact: Measures diversity but not true information entropy with probability weighting; less sensitive to distribution shape
6. Memory System Constraints:
Full ML Implementation: Neural networks with backpropagation, experience replay buffers (storing state-action-reward tuples), gradient descent optimization, and eligibility traces
This Implementation: Fixed-size array queues with simple averaging; no gradient-based learning, no state representation beyond raw scores
Impact: Cannot learn complex non-linear patterns; limited to linear performance tracking
7. Limited Feature Engineering:
Advanced Implementation: Dozens of engineered features, polynomial interactions (x², x³), dimensionality reduction (PCA, autoencoders), feature selection algorithms
This Implementation: Raw agent scores and basic market metrics (RSI, ATR, volume ratio); minimal transformation
Impact: May miss subtle cross-feature interactions; relies on agent-level intelligence rather than feature combinations
8. Single-Instrument Data:
Full Implementation: Multi-asset correlation analysis (sector ETFs, currency pairs, volatility indices like VIX), lead-lag relationships, risk-on/risk-off regimes
This Implementation: Only OHLCV data from displayed instrument
Impact: Cannot incorporate broader market context; vulnerable to correlated moves across assets
9. Fixed Performance Horizon:
Full Implementation: Adaptive horizon based on trade duration, volatility regime, or profit target achievement
This Implementation: Fixed 8-bar evaluation window
Impact: May evaluate too early in slow markets or too late in fast markets; one-size-fits-all approach
Performance Impact Summary:
These simplifications make the script:
✅ Faster: Executes in milliseconds vs. seconds (or minutes) for full academic implementations
✅ More Accessible: Runs on any TradingView plan without external data feeds, APIs, or compute servers
✅ More Transparent: All calculations visible in Pine Script (no black-box compiled models)
✅ Lower Resource Usage: <500 bars lookback, minimal memory footprint
⚠️ Less Precise: Approximations may reduce statistical edge by 5-15% vs. academic implementations
⚠️ Limited Scope: Cannot capture tick-level dynamics, multi-order-book interactions, or cross-asset flows
⚠️ Fixed Parameters: Some thresholds hardcoded rather than dynamically optimized
When to Upgrade to Full Implementation:
Consider professional Python/C++ versions with institutional data feeds if:
Trading with >$100K capital where precision differences materially impact returns
Operating in microsecond-competitive environments (HFT, market making)
Requiring regulatory-grade audit trails and reproducibility
Backtesting with tick-level precision for strategy validation
Need true real-time adaptation with neural network-based learning
For retail swing/day trading and position management, these approximations provide sufficient signal quality while maintaining usability, transparency, and accessibility. The core logic—multi-agent detection with adaptive selection—remains intact.
Technical Notes
All calculations use standard Pine Script built-in functions ( ta.ema, ta.atr, ta.rsi, ta.bb, ta.sma, ta.stdev, ta.vwap )
VPIN and Kyle's Lambda use simplified formulas optimized for OHLCV data (see "Lite" section above)
Thompson Sampling uses pseudo-random noise from price/volume decimal digits for beta distribution sampling
No repainting: All calculations use confirmed bar data (no forward-looking)
Maximum lookback: 500 bars (set via max_bars_back parameter)
Performance evaluation: 8-bar forward-looking window for reward calculation (clearly disclosed)
Confidence threshold: Minimum 0.25 (25%) enforced on all signals
Memory arrays: Dynamic sizing with FIFO queue management
Limitations and Disclaimers
Not Predictive: This indicator identifies patterns in historical data. It cannot predict future price movements with certainty.
Requires Human Judgment: Signals are entry triggers, not complete trading strategies. Must be confirmed with your own analysis, risk management rules, and market context.
Learning Period Required: The adaptive system requires 50-100 bars minimum to build statistically meaningful performance data for bandit algorithms.
Overfitting Risk: Restoring memory parameters from one market regime to a drastically different regime (e.g., low volatility to high volatility) may cause poor initial performance until system re-adapts.
Approximation Limitations: Simplified calculations (see "Lite" section) may underperform academic implementations by 5-15% in highly efficient markets.
No Guarantee of Profit: Past performance, whether backtested or live-traded, does not guarantee future performance. All trading involves risk of loss.
Forward-Looking Bias: Performance evaluation uses 8-bar forward window—this creates slight look-ahead for learning (though not for signals). Real-time performance may differ from indicator's internal statistics.
Single-Instrument Limitation: Does not account for correlations with related assets or broader market regime changes.
Recommended Settings
Timeframe: 15-minute to 4-hour charts (sufficient volatility for ATR-based stops; adequate bar volume for learning)
Assets: Liquid instruments with >100k daily volume (forex majors, large-cap stocks, BTC/ETH, major indices)
Not Recommended: Illiquid small-caps, penny stocks, low-volume altcoins (microstructure metrics unreliable)
Complementary Tools: Volume profile, order book depth, market breadth indicators, fundamental catalysts
Position Sizing: Risk no more than 1-2% of capital per signal using ATR-based stop-loss
Signal Filtering: Consider external confluence (support/resistance, trendlines, round numbers, session opens)
Start With: Balanced mode, Thompson Sampling, Blend mode, default agent sensitivities (1.0)
After 30+ Signals: Review agent win rates, consider increasing sensitivity of top performers or locking to dominant agent
Alert Configuration
The script includes built-in alert conditions:
Long Signal: Fires when validated long entry confirmed
Short Signal: Fires when validated short entry confirmed
Alerts fire once per bar (after confirmation requirements met)
Set alert to "Once Per Bar Close" for reliability
Taking you to school. — Dskyz, Trade with insight. Trade with anticipation.
Smarter Money Volume Rejection Blocks [PhenLabs]📊 Smarter Money Volume Rejection Blocks – Institutional Rejection Zone Detection
The Smarter Money Volume Rejection Blocks indicator combines high-volume analysis with statistical confidence intervals to identify where institutional traders are actively defending price levels through volume spikes and rejection patterns.
🔥 Core Methodology
Volume Spike Detection analyzes when current volume exceeds moving average by configurable multipliers (1.0-5.0x) to identify institutional activity
Rejection Candle Analysis uses dual-ratio system measuring wick percentage (30-90%) and maximum body ratio (10-60%) to confirm genuine rejections
Statistical Confidence Channels create three-level zones (upper, center, lower) based on ATR or Standard Deviation calculations
Smart Invalidation Logic automatically clears zones when price significantly breaches confidence levels to maintain relevance
Dynamic Channel Projection extends confidence intervals forward up to 200 bars with customizable length
Support Zone Identification detects bullish rejections where smart money absorbs selling pressure with high volume and strong lower wicks
Resistance Zone Mapping identifies bearish rejections where institutions defend price levels with volume spikes and pronounced upper wicks
Visual Information Dashboard displays real-time status table showing volume spike conditions and active support/resistance zones
⚙️ Technical Configuration
Dual Confidence Interval Methods: Choose between ATR-Based for trend-following environments or StdDev-Based for range-bound statistical precision
Volume Moving Average: Configurable period (default 20) for baseline volume comparison calculations
Volume Spike Multiplier: Adjustable threshold from 1.0 to 5.0 times average volume to filter institutional activity
Rejection Wick Percentage: Set minimum wick size from 30% to 90% of candle range for valid rejection detection
Maximum Body Ratio: Configure body-to-range ratio from 10% to 60% to ensure genuine rejection structures
Confidence Multiplier: Statistical multiplier (default 1.96) for 95% confidence interval calculations
Channel Projection Length: Extend confidence zones forward from 10 to 200 bars for anticipatory analysis
ATR Period: Customize Average True Range lookback from 5 to 50 bars for volatility-based calculations
StdDev Period: Adjust Standard Deviation period from 10 to 100 bars for statistical precision
🎯 Real-World Trading Applications
Identify high-probability support zones where institutional buyers have historically defended price with significant volume
Map resistance levels where smart money sellers consistently reject higher prices with volume confirmation
Combine with price action analysis to confirm breakout validity when price approaches confidence channel boundaries
Use invalidation signals to exit positions when smart money zones are definitively breached
Monitor the real-time dashboard to quickly assess current market structure and active rejection zones
Adapt strategy based on calculation method: ATR for trending markets, StdDev for ranging conditions
Set alerts on confidence level breaches to catch potential trend reversals or continuation patterns
📈 Visual Interpretation Guide
Green Zones indicate bullish rejection blocks where buyers defended with high volume and lower wicks
Red Zones indicate bearish rejection blocks where sellers defended with high volume and upper wicks
Solid Center Lines represent the core rejection price level where maximum volume activity occurred
Dashed Confidence Boundaries show upper and lower statistical limits based on volatility calculations
Zone Opacity decreases as channels extend forward to indicate decreasing confidence over time
Dashboard Color Coding provides instant visual feedback on active volume spike and zone conditions
⚠️ Important Considerations
Volume-based indicators identify historical rejection zones but cannot predict future price action with certainty
Market conditions change rapidly and institutional activity patterns evolve continuously
High volume does not guarantee level defense as market structure can shift without warning
Confidence intervals represent statistical probabilities, not guaranteed price boundaries
Average Dollar Volume by MashrabStandard Mode: By default, it shows a 20-period SMA of the Dollar Volume. This is great for swing trading to see if money flow is increasing over days.
Day Trading Mode: Go to the indicator settings (User Input) and check "Reset Average Daily".
The line will now represent the Cumulative Average for today only.
Example: If it's 10:00 AM, the line shows the average dollar volume per bar since the market opened at 9:30 AM. This helps you spot if the current 5-minute bar is truly igniting compared to the rest of the morning.
Average Dollar Volume by Mashrab
Standard Mode: By default, it shows a 20-period SMA of the Dollar Volume. This is great for swing trading to see if money flow is increasing over days.
Day Trading Mode: Go to the indicator settings (User Input) and check "Reset Average Daily".
The line will now represent the Cumulative Average for today only.
Example: If it's 10:00 AM, the line shows the average dollar volume per bar since the market opened at 9:30 AM. This helps you spot if the current 5-minute bar is truly igniting compared to the rest of the morning.
How to Use for Day Trading
Add the script to your 1-minute chart.
Ensure "Reset Average Daily" is checked in the settings (I made it default to true for you).
Look at the Table in the top right:
Avg Dollar Vol: This tells you the average money flowing into the stock per minute today.
1% Threshold: This gives you the exact number your friend likely uses to gauge "minimum viable liquidity" or specific risk calculations.
Absorption PRO V2
Absorption PRO
Identify smart money absorption and hidden reversals with precision.
The Absorption PRO indicator detects abnormal trading activity and potential absorption zones — moments when large orders absorb market pressure before a reversal or continuation. It uses dynamic volume deviation and candle structure filters to highlight strong absorption areas visually.
⚙️ Parameters
Base period (mean & deviation): 200
Defines the lookback length used to calculate the average and standard deviation of volume.
A higher value (like 200) makes the indicator smoother and better for higher timeframes.
Minimum Z-score (abnormal volume): 2
Sets the threshold for detecting abnormal volume spikes.
The higher this value, the rarer (but stronger) the detected absorption signals.
Small body limit: 0.25
Filters candles with small real bodies compared to their total range — ideal for spotting absorption with high volume and low price movement (classic absorption signature).
Background color intensity (0–100): 85
Adjusts the opacity of the visual background highlight.
Higher values make absorption zones more visible on the chart.
📊 Usage
Look for highlighted bars or zones when volume is abnormally high, but the candle body remains small — indicating possible absorption.
Combine it with price structure and delta/volume profile tools for confirmation.
Order-Flow Proxy (VWAP Deviation Zones)Order-Flow Proxy (VWAP Deviation Zones) helps traders visualize when market price moves unusually far away from its Volume-Weighted Average Price (VWAP) — a key fair-value level used by institutional participants.
When price stretches too far above or below VWAP, it often signals temporary imbalance between buying and selling pressure.
This tool highlights those moments using simple color zones and an optional statistical Z-Score filter for deeper precision.
In short: it’s a clean, minimal mean-reversion indicator showing when price is statistically “too far” from fair value.
Red zone → Price extended above VWAP → possible buyer exhaustion or short setup.
Green zone → Price extended below VWAP → possible seller exhaustion or long setup.
VWAP line → Acts as a dynamic fair-value anchor.
Concept:
VWAP combines both price and traded volume to define where most transactions occurred.
Deviations from it — measured either by a fixed distance (1%) or by Z-Score — can reveal overvaluation or undervaluation zones used by professional traders for contrarian setups.
How to use:
Apply the indicator to any intraday chart (1m–1h recommended).
Watch for background color shifts — red or green.
Optionally enable the Z-Score filter to focus only on statistically extreme deviations.
Combine with volume spikes, liquidity sweeps, or your own order-flow tools for confirmation.
Tip:
Best used as a visual overlay for detecting stretched markets and potential reversals.
Volume composition / quantifytools (Kevin mod)Just needed some custom configs -- ALL credit goes to: quantifytools, the OG author and goat. cheers!
Holographic Market Microstructure | AlphaNattHolographic Market Microstructure | AlphaNatt
A multidimensional, holographically-rendered framework designed to expose the invisible forces shaping every candle — liquidity voids, smart money footprints, order flow imbalances, and structural evolution — in real time.
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📘 Overview
The Holographic Market Microstructure (HMS) is not a traditional indicator. It’s a visual architecture built to interpret the true anatomy of the market — a living data structure that fuses price, volume, and liquidity into one coherent holographic layer.
Instead of reacting to candles, HMS visualizes the market’s underlying micro-dynamics : where liquidity hides, where volume flows, and how structure morphs as smart money accumulates or distributes.
Designed for system-based traders, volume analysts, and liquidity theorists who demand to see the unseen — the invisible grid driving every price movement.
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🔬 Core Analytical Modules
Microstructure Analysis
Deconstructs each bar’s internal composition to identify imbalance between aggressive buying and selling. Using a configurable Imbalance Ratio and Liquidity Threshold , the algorithm marks low-liquidity zones and price inefficiencies as “liquidity voids.”
• Detects hidden supply/demand gaps.
• Quantifies micro-level absorption and exhaustion.
• Reveals flow compression and expansion phases.
Smart Money Tracking
Applies advanced volume-rate-of-change and price momentum relationships to map institutional activity.
• Accumulation Zones – Where price rises on expanding volume.
• Distribution Zones – Where price declines on rising volume.
• Automatically visualized as glowing boxes, layered through time to simulate footprint persistence.
Fractal Structure Mapping
Reveals the recursive nature of price formation. HMS detects fractal highs/lows, then connects them into an evolving structure.
• Defines nested market structure across multiple scales.
• Maps trend progression and transition points.
• Renders with adaptive glow lines to reflect depth and strength.
Volume Heat Map
Transforms historical volume data into a 3D holographic heat projection.
• Each band represents a volume-weighted price level.
• Gradient brightness = relative participation intensity.
• Helps identify volume nodes, voids, and liquidity corridors.
HUD Display System
Real-time analytical dashboard summarizing the system’s internal metrics directly on the chart.
• Flow, Structure, Smart$, Liquidity, and Divergence — all live.
• Designed for both scalpers and swing traders to assess micro-context instantly.
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🧠 Smart Money Intelligence Layer
The Smart Money Index dynamically evaluates the harmony (or conflict) between price momentum and volume acceleration. When institutions accumulate or distribute discreetly, volume surges ahead of price. HMS detects this divergence and overlays it as glowing smart money zones.
◈ ACCUM → Institutional absorption, early uptrend formation.
◈ DISTRIB → Distribution and top-heavy conditions.
○ IDLE → Neutral flow equilibrium.
Divergences between price and volume are signaled using holographic alerts ( ⚠ ALERT ) to highlight exhaustion or trap conditions — often precursors to structural reversals.
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🌀 Fractal Market Structure Engine
The fractal subsystem recursively identifies local pivot symmetry, connecting micro-structural highs and lows into a holographic skeleton.
• Bullish Structure — Higher highs & higher lows align (▲ BULLISH).
• Bearish Structure — Lower highs & lower lows dominate (▼ BEARISH).
• Ranging — Fractal symmetry balance (◆ RANGING).
Each transition is visually represented through adaptive glow intensity, producing a living contour of market evolution .
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🔥 Volume Heat Map Projection
The heatmap acts as a volumetric X-ray of the recent 100–300 bars. Each horizontal segment reflects liquidity density, rendered with gradient opacity from cold (inactive) to hot (highly active).
• Detects hidden accumulation shelves and distribution ridges.
• Identifies imbalanced liquidity corridors (voids).
• Reveals the invisible scaffolding of the order book.
When combined with smart money zones and structure lines, it creates a multi-layered holographic perspective — allowing traders to see liquidity clusters and their interaction with evolving structure in real time.
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💎 Holographic Visual Engine
Every element of HMS is dynamically color-mapped to its visual theme . Each theme carries a distinct personality:
Aeon — Neon blue plasma aesthetic; futuristic and fluid.
Cyber — High-contrast digital energy; circuit-like clarity.
Quantum — Deep space gradients; reflective of non-linear flow.
Neural — Organic transitions; biological intelligence simulation.
Plasma — Vapor-bright gradients; high-energy reactive feedback.
Crystal — Minimalist, transparent geometry; pristine data visibility.
Optional Glow Effects and Pulse Animations create a living hologram that responds to real-time market conditions.
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🧭 HUD Analytics Table
A live data matrix placed anywhere on-screen (top, middle, or side). It summarizes five critical systems:
Flow: Order flow bias — ▲ BUYING / ▼ SELLING / ◆ NEUTRAL.
Struct: Microstructure direction — ▲ BULLISH / ▼ BEARISH / ◆ RANGING.
Smart$: Institutional behavior — ◈ ACCUM / ◈ DISTRIB / ○ IDLE.
Liquid: Market efficiency — ⚡ VOID / ● NORMAL.
Diverg: Price/Volume correlation — ⚠ ALERT / ✓ CLEAR.
Each metric’s color dynamically adjusts according to live readings, effectively serving as a neural HUD layer for rapid interpretation.
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🚨 Alert Conditions
Stay informed in real time with built-in alerts that trigger under specific structural or liquidity conditions.
Liquidity Void Detected — Market inefficiency or thin volume region identified.
Strong Order Flow Detected — Aggressive buying or selling momentum shift.
Smart Money Activity — Institutional accumulation or distribution underway.
Price/Volume Divergence — Volume fails to confirm price trend.
Market Structure Shift — Fractal structure flips directional bias.
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⚙️ Customization Parameters
Adjustable Microstructure Depth (20–200 bars).
Configurable Imbalance Ratio and Liquidity Threshold .
Adaptive Smart Money Sensitivity via Accumulation Threshold (%).
Multiple Fractal Depth Layers for precise structural analysis.
Scalable Heatmap Resolution (5–20 levels) and opacity control.
Selectable HUD Position to suit personal layout preferences.
Each parameter adjusts the balance between visual clarity and data density , ensuring optimal performance across intraday and macro timeframes alike.
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🧩 Trading Application
Identify early signs of institutional activity before breakouts.
Track structure transitions with fractal precision.
Locate hidden liquidity voids and high-value areas.
Confirm strength of trends using order-flow bias.
Detect volume-based divergences that often precede reversals.
HMS is designed not just for observation — but for contextual understanding . Its purpose is to help traders anchor strategies in liquidity and flow dynamics rather than surface-level price action.
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🪞 Philosophy
Markets are holographic. Each candle contains a reflection of every other candle — a fractal within a fractal, a structure within a structure. The HMS is built to reveal that reflection, allowing traders to see through the market’s multidimensional fabric.
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Developed by: AlphaNatt
Version: v6
Category: Market Microstructure | Volume Intelligence
Framework: PineScript v6 | Holographic Visualization System
Not financial advice
Daily ATR SL/TP Labels on ChartATR-Based Stop Loss & Take Profit Calculator
This script calculates 20% of the Average True Range (ATR) to determine optimal Stop Loss and Take Profit levels. Designed to assist traders in setting precise risk parameters when placing Buy/Sell orders based on daily market volatility.
Key Features:
Computes 20% of ATR value for proportional risk management
Provides dynamic SL/TP levels aligned to current market conditions
Optimised for Daily timeframe analysis to capture full trading day range
Recommended Usage:
Apply on Daily (1D) timeframe for most accurate results, as this captures the complete intraday price movement and provides reliable volatility measurements for position sizing and risk management decisions.
Volume HeatMap Divergence [BigBeluga]🔵 OVERVIEW
The Volume HeatMap Divergence is a smart volume visualization tool that overlays normalized volume data directly on the chart. Using a color heatmap from aqua to red, it transforms raw volume into an intuitive scale — highlighting areas of weak to intense market participation. Additionally, it detects volume-based divergences from price to signal potential reversals or exhaustion zones. Combined with clear visual labeling, this tool empowers traders with actionable volume insights.
🔵 CONCEPTS
Normalized Volume Heatmap : Volume is normalized to a 0–100% scale and visually represented as candles below the chart.
float vol = volume / ta.percentile_nearest_rank(volume, 1000, 100) * 100
Bar Coloring : Price candles are dynamically colored based on volume intensity.
Volume Divergence Logic :
Bullish Divergence : Price forms a lower low, but volume forms a higher low.
Bearish Divergence : Price forms a higher high, but volume forms a lower high.
Dynamic Detection Range : Customizable range ensures divergence signals are meaningful and not random.
Volume Labels : Additional info on divergence bars shows both the actual volume and its normalized % score.
🔵 FEATURES
Volume Heatmap Plot : Normalized volume values colored using a smooth gradient from aqua (low) to red (high).
Price Bar Coloring : Candlesticks on the main chart adopt the same heatmap color based on volume.
Divergence Detection :
Bullish divergence with label and low marker
Bearish divergence with label and high marker
Dual Divergence Labels :
On the volume plot : Direction (Bull/Bear), raw volume, and normalized %
On the price chart : Shape labels showing "Bull" or "Bear" at local highs/lows
Custom Inputs :
Divergence range (min & max), pivot detection distance (left/right)
Toggle to show/hide divergence labels, volume, and % text
Clear Bull/Bear Coloring : Fully customizable label and line colors for both bullish and bearish signals.
🔵 HOW TO USE
Use the indicator as an overlay to monitor real-time volume strength using the heatmap color.
Watch for divergence markers:
Bullish divergence: Candle shows higher volume while price makes a new low
Bearish divergence: Candle shows lower volume while price makes a new high
Use the volume info labels to verify the context of divergence:
Actual volume at divergence candle
Normalized % of that volume compared to past 1000 bars
Adjust pivot sensitivity using "Pivot Left" and "Pivot Right" to tune signal frequency and lag with a right pivot length.
Use divergence zones as early warnings for potential reversals or trend shifts.
Disable or customize labels in settings depending on your charting preferences.
🔵 CONCLUSION
Volume HeatMap Divergence merges heatmap-style volume visualization with intelligent divergence detection — giving traders a clean yet powerful edge. By revealing hidden disconnections between price and participation, it helps users spot exhaustion moves or hidden accumulation zones before the market reacts. Whether you’re a scalper, swing trader, or intraday strategist, this tool offers real-time clarity on who’s in control behind the candles.
High/Low from Set Period with LabelsMark high and low from a set period.
I use it to mark Overnight Low and High of FDAX instrument, to achieve that :
- you need to use candle chart
- you need to use regular trading hours ( to include overnight trades )
- you need to set that on M2 timeframe
- you need to set time begin : 17:30
- you need to set time end : 08:58
- when it will be drawn in 09:02, then let extend it via a hand and then you can disable
Issues :
- it will be visible after finished miminum period time :
-- after 2 minutes on M2 ( 9:02 )
-- after 5 minutes on M5 ( 9:05 )
etc ...
