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ค้นหาในสคริปต์สำหรับ "poc"

POC-Candle-EMA-ATR-LongShadow-50percCandleThis is a script for those who trade based on volume and smart money strategies. Some of the features of this script: - Display "Time Price Opportunity Chart". These points help traders to identify price opportunities over time and have a better analysis of the market. - Mark candles that have traded more volume than previous candles. - Mark candles whose body is at least and not more than 50% of the total candle size, these candles can be found more easily in smart money strategies. - Mark spike candles to find FVG faster - Mark candles that have a shadow of at least more than 380 points and can be good reversal points. - EMA indicator to check the market trend - DonchianChannel indicator to check the price trend on the chart Regards
อินดิเคเตอร์ Pine Script®
โดย mk8813
1
POC bands 2.0 and other assorted goodiesI updated my old indicator that plotted a Kalman filter avg. of the bars inside a higher timeframe bar, to attempt to find the most frequent price in that bar's timespan. It ended up being somewhat close, but not exact, but the result is that you get a pseudo-vwap without a need for volume data, that isn't cumulative and can indicate trend direction, or if the market's ranging. This is very powerful information! I highlight a trade setup we get here, derived from observing the indicator's slope and knowing how to read price action, assisted by rgmov and cci readings. To get the code for the other indicator's you will have to click on share, and then on 'Make it mine' so you get the whole layout. Good luck and hope you find these of use. Cheers, Ivan.
อินดิเคเตอร์ Pine Script®
โดย IvanLabrie
14
CVD Zones & Divergence [Pro]# CVD Zones & Divergence **Complete CVD order flow toolkit** - Divergences, POC, Profile, and Supply/Demand zones all in one professional indicator. ## 🎯 What It Does Combines **four powerful order flow tools** into a single, cohesive indicator: 1. **CVD Divergences** - Early warnings + confirmed signals 2. **Point of Control (POC)** - Fair value equilibrium line 3. **CVD Profile** - Visual distribution histogram 4. **Supply/Demand Zones** - Real absorption-based S/R levels All based on **Cumulative Volume Delta (CVD)** - actual buying/selling pressure, not approximations. ## ✨ Key Features ### 🔄 CVD Divergences (Dual Mode) **Confirmed Divergences** (High Accuracy) - Solid lines (customizable colors) - 🔻 Bear / 🔺 Bull labels - Win rate: ~70-80% - Best for swing traders **Early Warning Mode** ⚡ (Fast Signals) - Dashed lines (default purple) - ⚠️ Early Bear / ⚠️ Early Bull labels - Fires 6+ bars earlier - Win rate: ~55-65% - Best for scalpers/day traders ### 🎯 Point of Control (POC) - **Independent lookback** (300 bars default) - Yellow line showing fair value - Where most CVD activity occurred - Acts as dynamic support/resistance - Resets and recalculates continuously ### 📊 CVD Profile Histogram - **Visual CVD distribution** over lookback period - **Split buy/sell** (blue/orange bars) - **Value Area** (70% CVD zone highlighted) - Position: Right/Left/Current (your choice) - Shows where actual order flow happened ### 📦 Supply/Demand Zones - **Absorption-based** detection (not guesses!) - Green = Demand (buyers absorbed 2:1+) - Red = Supply (sellers absorbed 2:1+) - Shows **real** institutional levels - Auto-sorted by strength - Displays top 8 zones ## 📊 What You See on Chart ``` Your Chart: ├─ 🔴 Red lines (bearish divergences) ├─ 🟢 Green lines (bullish divergences) ├─ 🟣 Purple dashed (early warnings) ├─ 🟡 Yellow POC line (fair value) ├─ 📊 Blue/Orange profile (right side) ├─ 🟢 Green boxes (demand zones) └─ 🔴 Red boxes (supply zones) ``` ## ⚙️ Recommended Settings ### 15m Day Trading (Most Popular) ``` 📊 Profile: - Lookback: 150 bars - Profile Rows: 24 - Position: Right 🎯 POC: - POC Lookback: 300 bars - Show POC: ON 📦 Zones: - Min Absorption Ratio: 2.0 - HVN Threshold: 1.5 - Max Zones: 8 🔄 Divergences: - Pivot L/R: 9 - Early Warning: ON - Early Right Bars: 3 - Min Bars Between: 40 - Min CVD Diff: 5% ``` ### 5m Scalping ``` Profile Lookback: 100 POC Lookback: 200 Pivot L/R: 7 Early Warning Right: 2 Min Bars Between: 60 ``` ### 1H Swing Trading ``` Profile Lookback: 200 POC Lookback: 400-500 Pivot L/R: 12-14 Early Warning Right: 4-5 Min Bars Between: 30 Min CVD Diff: 8% ``` ## 💡 How to Trade ### Setup 1: Divergence at Zone ⭐ (BEST - 75%+ win rate) **Entry:** - Price hits demand/supply zone - Divergence appears (early or confirmed) - Double confluence = high probability **Example (Long):** ``` 1. Price drops into green demand zone 2. ⚠️ Early bullish divergence fires 3. Enter long with tight stop below zone 4. Target: POC or next supply zone ``` **Risk/Reward:** 1:3 to 1:5 --- ### Setup 2: POC Bounce/Rejection **Entry:** - Price approaches POC line - Wait for reaction (bounce or rejection) - Enter in direction of reaction **Long Setup:** ``` 1. Price pulls back to POC from above 2. POC acts as support 3. Bullish divergence appears (confirmation) 4. Enter long, stop below POC ``` **Short Setup:** ``` 1. Price rallies to POC from below 2. POC acts as resistance 3. Bearish divergence appears 4. Enter short, stop above POC ``` **Risk/Reward:** 1:2 to 1:4 --- ### Setup 3: Zone + Profile Confluence **Entry:** - Supply/demand zone aligns with thick profile bar - Shows high CVD activity at that level - Triple confluence = very high probability **Example:** ``` 1. Supply zone at 26,100 2. Profile shows heavy selling at 26,100 3. Price rallies to 26,100 4. Bearish divergence appears 5. Enter short ``` **Risk/Reward:** 1:4 to 1:6 --- ### Setup 4: Early Warning Scalp ⚡ **Entry (Aggressive):** - ⚠️ Early warning fires - Price at zone or POC - Enter immediately - Tight stop (1-2 ATR) **Management:** ``` - Take 50% profit at 1:1 - Move stop to breakeven - 🔻 Confirmed signal → Trail stop - Exit rest at target ``` **Risk/Reward:** 1:1.5 to 1:2 **Trades/day:** 3-8 --- ### Setup 5: Multi-Timeframe (Advanced) **Confirmation Required:** ``` Higher TF (1H): - Confirmed divergence - At major POC or zone Lower TF (15m): - Early warning triggers - Entry with better timing ``` **Benefits:** - HTF gives direction - LTF gives entry - Best of both worlds **Risk/Reward:** 1:3 to 1:5 --- ## 📊 Component Details ### CVD Profile **What the colors mean:** - **Blue bars** = Buying CVD (demand) - **Orange bars** = Selling CVD (supply) - **Lighter shade** = Value Area (70% CVD) - **Thicker bar** = More volume at that price **How to use:** - Thick bars = Support/Resistance - Profile shape shows market structure - Balanced profile = range - Skewed profile = trend --- ### Supply/Demand Zones **How they're detected:** 1. High Volume Node (1.5x average) 2. CVD buy/sell ratio calculated 3. Ratio ≥ 2.0 → Zone created 4. Sorted by strength (top 8 shown) **Zone labels show:** - Type: "Demand" or "Supply" - Ratio: "2.8:1" = strength **Not like other indicators:** - ❌ Other tools use price action alone - ✅ This uses actual CVD absorption - Shows WHERE limit orders defended levels --- ### Point of Control (POC) **What it shows:** - Price with highest CVD activity - Market's "fair value" - Dynamic S/R level **How to use:** - Price above POC = bullish bias - Price below POC = bearish bias - POC retest = trading opportunity - POC cross = trend change signal **Independent lookback:** - Profile: 150 bars (short-term) - POC: 300 bars (longer-term context) - Gives stable, relevant POC --- ## 🔧 Settings Explained ### 📊 Profile Settings **Lookback Bars** (150 default) - How many bars for profile calculation - Lower = more recent, reactive - Higher = more historical, stable **Profile Rows** (24 default) - Granularity of distribution - Lower = coarser (faster) - Higher = finer detail (slower) **Profile Position** - Right: After current price - Left: Before lookback period - Current: At lookback start **Value Area** (70% default) - Highlights main CVD concentration - 70% is standard - Higher % = wider zone --- ### 🎯 POC Settings **POC Lookback** (300 default) - Independent from profile - Longer = more stable POC - Shorter = more reactive POC **Show POC Line/Label** - Toggle visibility - Customize color/width --- ### 📦 Zone Settings **Min Absorption Ratio** (2.0 default) - Buy/Sell threshold for zones - 2.0 = 2:1 ratio minimum - Higher = fewer, stronger zones **HVN Threshold** (1.5 default) - Volume must be 1.5x average - Higher = stricter filtering - Lower = more zones **Max Zones** (8 default) - Limits display clutter - Shows strongest N zones only --- ### 🔄 Divergence Settings **Pivot Left/Right** (9/9 default) - Bars to confirm pivot - Higher = slower, more confirmed - Lower = faster, less confirmed **Early Warning** - ON = Show early signals - Early Right Bars (3 default) - 3 = 6 bars faster than confirmed **Filters:** - Min Bars Between (40): Prevents spam - Min CVD Diff % (5): Filters weak signals **Visual:** - Line styles: Solid/Dashed/Dotted - Colors: Customize all 4 types - Labels: Toggle ON/OFF --- ## 🎨 Color Customization **Divergences:** - Bullish Confirmed: Green (default) - Bearish Confirmed: Red (default) - Early Bullish: Purple (default) - Early Bearish: Purple (default) **Zones & Profile:** - Bull/Demand: Green - Bear/Supply: Red - Buy CVD Profile: Blue - Sell CVD Profile: Orange - Value Area Up/Down: Lighter blue/orange **POC:** - POC Color: Yellow (default) All customizable to your preference! --- ## 🔔 Alerts Available **6 Alert Types:** 1. 🔻 Bearish Divergence (confirmed) 2. 🔺 Bullish Divergence (confirmed) 3. ⚠️ Early Bearish Warning 4. ⚠️ Early Bullish Warning 5. (Manual: POC cross) 6. (Manual: Zone touch) **Setup:** 1. Click Alert (⏰) 2. Choose "CVD Zones & Divergence" 3. Select alert type 4. Configure notification 5. Create! --- ## 💎 Pro Tips ### From Experienced Traders: **"Use zones with divergences for best setups"** - Zone alone: 60% win rate - Divergence alone: 65% win rate - Both together: 75%+ win rate **"POC is your friend"** - Price tends to revert to POC - Great target for counter-trend trades - POC cross = potential trend change **"Profile tells the story"** - Thick bars = institutional levels - Balanced profile = range-bound - Skewed high = distribution (top) - Skewed low = accumulation (bottom) **"Early warnings for entries, confirmed for confidence"** - Early = better entry price - Confirmed = validation - Use both in scale-in strategy **"Filter by timeframe"** - 1m-5m: Very fast, many signals - 15m: Sweet spot for most traders - 1H-4H: High quality, fewer signals --- ## 🔧 Tuning Guide ### Too Cluttered? **Simplify:** ``` ✅ Show Divergences: ON ✅ Show POC: ON ❌ Show Zones: OFF (or reduce to 4-5) ❌ Show Value Area: OFF ❌ Divergence Labels: OFF → Clean chart with just lines + POC ``` ### Missing Opportunities? **More Signals:** ``` ↓ Pivot Right: 6-7 ↓ Early Warning Right: 2 ↓ Min Bars Between: 25-30 ↓ Min CVD Diff: 2-3% ↓ Min Absorption Ratio: 1.8 ``` ### Too Many False Signals? **Stricter Filters:** ``` ↑ Pivot Right: 12-15 ↑ Min Bars Between: 60 ↑ Min CVD Diff: 8-10% ↑ Min Absorption Ratio: 2.5 ↓ Max Zones: 4-5 ``` ### POC Not Making Sense? **Adjust POC Lookback:** ``` If too high: Increase to 400-500 If too low: Increase to 400-500 If jumping around: Increase to 500+ → Longer lookback = more stable POC ``` --- ## ❓ FAQ **Q: Difference from CVD Divergence (standalone)?** A: This is the **complete package**: - Divergence tool = divergences only - This = divergences + POC + profile + zones - Use divergence tool for clean charts - Use this for full analysis **Q: Too slow/laggy?** A: Reduce computational load: ``` Profile Rows: 18 (from 24) Lookback: 100 (from 150) Max Zones: 5 (from 8) ``` **Q: No volume data error?** A: Symbol has no volume - Works: Futures, stocks, crypto - Maybe: Forex (broker-dependent) - Doesn't work: Some forex pairs **Q: Can I use just some features?** A: Absolutely! Toggle what you want: ``` Zones only: Turn off divergences + POC POC only: Turn off zones + divergences Divergences only: Turn off zones + POC + profile Mix and match as needed! ``` **Q: Best timeframe?** A: - **1m-5m**: Scalping (busy, many signals) - **15m**: Day trading ⭐ (recommended) - **1H-4H**: Swing trading (quality signals) - **Daily**: Position trading (very selective) **Q: Works on crypto/forex/stocks?** A: - ✅ Futures: Excellent - ✅ Stocks: Excellent - ✅ Crypto: Very good (major pairs) - ⚠️ Forex: Depends on broker volume --- ## 📈 Performance Expectations ### Realistic Win Rates | Strategy | Win Rate | Avg R/R | Trades/Week | |----------|----------|---------|-------------| | Early warnings only | 55-65% | 1:1.5 | 15-30 | | Confirmed only | 70-80% | 1:2 | 8-15 | | Divergence + Zone | 75-85% | 1:3 | 5-12 | | Full confluence (all 4) | 80-90% | 1:4+ | 3-8 | **Keys to success:** - Don't trade every signal - Wait for confluence - Proper risk management - Trade what you see, not what you think --- ## 🚀 Quick Start **New User (5 minutes):** 1. ✅ Add to 15m chart 2. ✅ Default settings work well 3. ✅ Watch for 1 week (don't trade yet!) 4. ✅ Note which setups work best 5. ✅ Backtest on 50+ signals 6. ✅ Start with small size 7. ✅ Scale up slowly **First Trade Checklist:** - Divergence + Zone/POC = confluence - Clear S/R level nearby - Risk/reward minimum 1:2 - Position size = 1% risk max - Stop loss placed - Target identified - Journal entry ready --- ## 📊 What Makes This Special? **Most indicators:** - Use RSI/MACD divergences (lagging) - Guess at S/R zones (subjective) - Don't show actual order flow **This indicator:** - Uses real CVD (actual volume delta) - Absorption-based zones (real orders) - Profile shows distribution (real activity) - POC shows equilibrium (real fair value) - All from one data source (coherent) **Result:** - Everything aligns - No conflicting signals - True order flow analysis - Professional-grade toolkit --- ## 🎯 Trading Philosophy **Remember:** - Indicator shows you WHERE to look - YOU decide whether to trade - Quality over quantity always - Risk management is #1 - Patience beats aggression **Best trades have:** - ✅ Multiple confluences - ✅ Clear risk/reward - ✅ Obvious invalidation point - ✅ Aligned with trend/context **Worst trades have:** - ❌ Single signal only - ❌ Poor location (middle of nowhere) - ❌ Unclear stop placement - ❌ Counter to all context --- ## ⚠️ Risk Disclaimer **Important:** - Past performance ≠ future results - All trading involves risk - Only risk what you can afford to lose - This is a tool, not financial advice - Use proper position sizing - Keep a trading journal - Consider professional advice **Your responsibility:** - Which setups to trade - Position size - Entry/exit timing - Risk management - Emotional control **Success = Tool + Strategy + Discipline + Risk Management** --- ## 📝 Version History **v1.0** - Current Release - CVD divergences (confirmed + early warning) - Point of Control (independent lookback) - CVD profile histogram - Supply/demand absorption zones - Value area visualization - 6 alert types - Full customization --- ## 💬 Community **Questions?** Drop a comment below **Success story?** Share with the community **Feature request?** Let me know **Bug report?** Provide details in comments --- **Happy Trading! 🚀📊** *Professional order flow analysis in one indicator.* **Like this?** ⭐ Follow for more quality tools!
อินดิเคเตอร์ Pine Script®
โดย kb1ath
Volume Profile VisionVolume Profile Vision - Complete Description Overview Volume Profile Vision (VPV) is an advanced volume profile indicator that visualizes where trading activity has occurred at different price levels over a specified time period. Unlike traditional volume indicators that show volume over time, this indicator displays volume distribution across price levels, helping traders identify key support/resistance zones, fair value areas, and potential reversal points. What Makes This Indicator Original Volume Profile Vision introduces several unique features not found in standard volume profile tools: Dual-Direction Histogram Display: Unlike conventional volume profiles that only show bars extending in one direction, VPV displays volume bars extending both left (into historical candles) and right (as a traditional histogram). This bi-directional approach allows traders to see exactly where historical price action intersected with high-volume nodes. Real-Time Candle Highlighting: The indicator dynamically highlights volume bars that intersect with the current candle's price range, making it immediately obvious which volume levels are currently in play. Four Professional Color Schemes: Each color scheme uses distinct gradient algorithms and visual encoding systems: Traffic Light: Uses red (POC), green (VA boundaries), yellow (HVN), with grayscale gradients outside the value area Aurora Glass: Modern cyan-to-magenta gradient with hot magenta POC highlighting Obsidian Precision: Professional dark theme with white POC and electric cyan accents Black Ice: Monochromatic cyan family with graduated intensity Adaptive Transparency System: Automatically adjusts bar transparency based on position relative to value area, with special handling for each color scheme to maintain visual clarity. Core Concepts & Calculations Volume Distribution Analysis The indicator divides the visible price range into user-defined price levels (default: 80 levels) and calculates the total volume traded at each level by: Scanning back through the specified lookback period (customizable or visible range) For each historical bar, determining which price levels the bar's high/low range intersects Accumulating volume for each intersected price level Optionally filtering by bullish/bearish volume only Point of Control (POC) The POC is the price level with the highest traded volume during the analyzed period. This represents the "fairest" price where most traders agreed on value. The indicator marks this with distinct coloring (red in Traffic Light, magenta in Aurora Glass, white in Obsidian Precision, cyan in Black Ice). Trading Significance: POC acts as a strong magnet for price - markets tend to return to fair value. When price is away from POC, traders watch for: Mean reversion opportunities when price is far from POC Rejection signals when price tests POC from above/below Breakout confirmation when price breaks through and holds beyond POC Value Area (VA) The Value Area encompasses the price range where a specified percentage (default: 68%) of all volume traded. This represents the range of "accepted value" by market participants. Calculation Method: Start at the POC (highest volume level) Expand upward and downward, adding adjacent price levels Always add the level with higher volume next Continue until accumulated volume reaches the VA percentage threshold Value Area High (VAH): Upper boundary of accepted value - acts as resistance Value Area Low (VAL): Lower boundary of accepted value - acts as support Trading Significance: Price spending time inside VA indicates market equilibrium Breakouts above VAH suggest bullish momentum shift Breakdowns below VAL suggest bearish momentum shift Returns to VA boundaries often provide high-probability entry zones High Volume Nodes (HVN) Price levels with volume exceeding a threshold percentage (default: 80%) of POC volume. These represent areas of strong agreement and consolidation. Trading Significance: HVNs act as strong support/resistance zones Price tends to consolidate at HVNs before making directional moves Breaking through an HVN often signals strong momentum Low Volume Nodes (LVN) Price levels within the Value Area with volume ≤30% of POC volume. These are zones price moved through quickly with minimal consolidation. Trading Significance: LVNs represent areas of rejection - price finds little acceptance Price tends to move rapidly through LVN zones Useful for setting stop-losses (below LVN for longs, above for shorts) Can identify potential gaps or "air pockets" in the market structure Grayscale POC Detection A secondary POC detection system identifies the highest volume level outside the Value Area (with a 2-level buffer to avoid confusion). This helps identify significant volume accumulation zones that exist beyond the main value area. How to Use This Indicator Setup Choose Lookback Period: Enable "Use Visible Range" to analyze only what's on your chart Or set "Fixed Range Lookback Depth" (default: 200 bars) for consistent analysis Adjust Profile Resolution: "Number of Price Levels" (default: 80) - higher = more granular analysis, lower = broader zones Select Color Scheme: Traffic Light: Best for clear POC/VA/HVN identification Aurora Glass: Modern aesthetic for dark charts Obsidian Precision: Professional trader preference Black Ice: Minimalist single-color family Visual Customization Left Extension: How far back the left-side histogram extends into historical candles (default: 490 bars) Right Extension: Width of the traditional histogram bars on the right (default: 50 bars) Right Margin: Space between current price bar and histogram (default: 0 for flush alignment) Left Profile Gap: Space between left-side histogram and candles (default: 0) Trading Strategies Strategy 1: Value Area Mean Reversion Wait for price to move outside the Value Area (above VAH or below VAL) Look for rejection signals (wicks, bearish/bullish candles) Enter trades toward the POC Take profits as price returns to POC or opposite VA boundary Strategy 2: Breakout Confirmation Identify when price is consolidating within the Value Area Wait for a strong close above VAH (bullish) or below VAL (bearish) Enter on the breakout or on first pullback to the VA boundary Target previous HVNs or swing highs/lows outside the VA Strategy 3: POC Support/Resistance Watch for price approaching the POC level If approaching from below, look for bullish reversal patterns at POC (support) If approaching from above, look for bearish reversal patterns at POC (resistance) Trade in the direction of the bounce with stops beyond the POC Strategy 4: LVN Fast Movement Zones Identify LVN zones within the Value Area (marked with "LVN" label) When price enters an LVN, expect rapid movement through the zone Avoid entering trades within LVNs Use LVNs as confirmation of directional momentum Alert System The indicator includes 7 customizable alert conditions: POC Touch: Alerts when price comes within 0.5 ATR of POC VAH/VAL Touch: Alerts at Value Area boundaries VA Breakout: Alerts on breakouts above VAH or below VAL HVN Touch: Alerts when price contacts High Volume Nodes LVN Entry: Alerts when entering Low Volume zones POC Shift: Alerts when POC moves to a new price level Reading the Profile Price Labels (shown on the right side): POC: Point of Control - highest volume price level VAH: Value Area High - upper boundary of accepted value VAL: Value Area Low - lower boundary of accepted value LVN: Low Volume Node - expect fast movement through this zone Color Intensity Interpretation: Brighter colors = higher volume concentration Dimmer colors = lower volume Abrupt color changes = transition between volume zones Gaps in the histogram = price levels with no trading activity Technical Details Volume Accumulation Logic: For each bar in lookback period: For each price level: If bar's high/low range intersects price level: Add bar's volume to that price level's total Gradient Algorithm: Traffic Light: Dual-range piecewise gradient (0-50% and 50-100% volume intensity) Aurora Glass: Linear cyan-to-magenta interpolation Obsidian Precision: Dark blue gradient with cyan highlights Black Ice: Three-stage cyan intensity progression Real-Time Updates: The profile recalculates on every bar, including real-time tick data, ensuring the volume distribution always reflects current market structure. Best Practices Timeframe Selection: Use higher timeframes (4H, Daily) for swing trading, lower timeframes (5min, 15min) for day trading Combine with Price Action: Volume profile shows WHERE, price action shows WHEN Multiple Timeframe Analysis: Check daily VP for major levels, then drill down to intraday for entries Volume Type Selection: Use "Bullish" volume in uptrends, "Bearish" in downtrends, or "Both" for complete picture Adjust VA Percentage: 68% (default) captures one standard deviation; try 70% for tighter or 60% for broader value areas Performance Notes Maximum bars back: 5000 (handles deep historical analysis) Maximum boxes: 500 (handles complex profiles) Optimized calculation: Only recalculates on last bar for efficiency Real-time capable: Updates as new ticks arrive
อินดิเคเตอร์ Pine Script®
โดย KevinSvenson_
2
Dual Volume Profiles: Session + Rolling (Range Delineation)Dual Volume Profiles: Session + Rolling (Range Delineation) INTRO This is a probability-centric take on volume profile. I treat the volume histogram as an empirical PDF over price, updated in real time, which makes multi-modality (multiple acceptance basins) explicit rather than assumed away. The immediate benefit is operational: if we can read the shape of the distribution, we can infer likely reversion levels (POC), acceptance boundaries (VAH/VAL), and low-friction corridors (LVNs). My working hypothesis is that what traders often label “fat tails” or “power-law behavior” at short horizons is frequently a tail-conditioned view of a higher-level Gaussian regime. In other words, child distributions (shorter periodicities) sit within parent distributions (longer periodicities); when price operates in the parent’s tail, the child regime looks heavy-tailed without being fundamentally non-Gaussian. This is consistent with a hierarchical/mixture view and with the spirit of the central limit theorem—Gaussian structure emerges at aggregate scales, while local scales can look non-Gaussian due to nesting and conditioning. This indicator operationalizes that view by plotting two nested empirical PDFs: a rolling (local) profile and a session-anchored profile. Their confluence makes ranges explicit and turns “regime” into something you can see. For additional nesting, run multiple instances with different lookbacks. When using the default settings combined with a separate daily VP, you effectively get three nested distributions (local → session → daily) on the chart. This indicator plots two nested distributions side-by-side: Rolling (Local) Profile — short-window, prorated histogram that “breathes” with price and maps the immediate auction. Session Anchored Profile — cumulative distribution since the current session start (Premkt → RTH → AH anchoring), revealing the parent regime. Use their confluence to identify range floors/ceilings, mean-reversion magnets, and low-volume “air pockets” for fast traverses. What it shows POC (dashed): central tendency / “magnet” (highest-volume bin). VAH & VAL (solid): acceptance boundaries enclosing an exact Value Area % around each profile’s POC. Volume histograms: Rolling can auto-color by buy/sell dominance over the lookback (green = buying ≥ selling, red = selling > buying). Session uses a fixed style (blue by default). Session anchoring (exchange timezone): Premarket → anchors at 00:00 (midnight). RTH → anchors at 09:30. After-hours → anchors at 16:00. Session display span: Session Max Span (bars) = 0 → draw from session start → now (anchored). > 0 → draw a rolling window N bars back → now, while still measuring all volume since session start. Why it’s useful Think in terms of nested probability distributions: the rolling node is your local Gaussian; the session node is its parent. VA↔VA overlap ≈ strong range boundary. POC↔POC alignment ≈ reliable mean-reversion target. LVNs (gaps) ≈ low-friction corridors—expect quick moves to the next node. Quick start Add to chart (great on 5–10s, 15–60s, 1–5m). Start with: bins = 240, vaPct = 0.68, barsBack = 60. Watch for: First test & rejection at overlapping VALs/VAHs → fade back toward POC. Acceptance beyond VA (several closes + growing outer-bin mass) → traverse to the next node. Inputs (detailed) General Lookback Bars (Rolling) Count of most-recent bars for the rolling/local histogram. Larger = smoother node that shifts slower; smaller = more reactive, “breathing” profile. • Typical: 40–80 on 5–10s charts; 60–120 on 1–5m. • If you increase this but keep Number of Bins fixed, each bin aggregates more volume (coarser bins). Number of Bins Vertical resolution (price buckets) for both rolling and session histograms. Higher = finer detail and crisper LVNs, but more line objects (closer to platform limits). • Typical: 120–240 on 5–10s; 80–160 on 1–5m. • If you hit performance or object limits, reduce this first. Value Area % Exact central coverage for VAH/VAL around POC. Computed empirically from the histogram (no Gaussian assumption): the algorithm expands from POC outward until the chosen % is enclosed. • Common: 0.68 (≈“1σ-like”), 0.70 for slightly wider core. • Smaller = tighter VA (more breakout flags). Larger = wider VA (more reversion bias). Max Local Profile Width (px) Horizontal length (in pixels) of the rolling bars/lines and its VA/POC overlays. Visual only (does not affect calculations). Session Settings RTH Start/End (exchange tz) Defines the current session anchor (Premkt=00:00, RTH=your start, AH=your end). The session histogram always measures from the most recent session start and resets at each boundary. Session Max Span (bars, 0 = full session) Display window for session drawings (POC/VA/Histogram). • 0 → draw from session start → now (anchored). • > 0 → draw N bars back → now (rolling look), while still measuring all volume since session start. This keeps the “parent” distribution measurable while letting the display track current action. Local (Rolling) — Visibility Show Local Profile Bars / POC / VAH & VAL Toggle each overlay independently. If you approach object limits, disable bars first (POC/VA lines are lighter). Local (Rolling) — Colors & Widths Color by Buy/Sell Dominance Fast uptick/downtick proxy over the rolling window (close vs open): • Buying ≥ Selling → Bullish Color (default lime). • Selling > Buying → Bearish Color (default red). This color drives local bars, local POC, and local VA lines. • Disable to use fixed Bars Color / POC Color / VA Lines Color. Bars Transparency (0–100) — alpha for the local histogram (higher = lighter). Bars Line Width (thickness) — draw thin-line profiles or chunky blocks. POC Line Width / VA Lines Width — overlay thickness. POC is dashed, VAH/VAL solid by design. Session — Visibility Show Session Profile Bars / POC / VAH & VAL Independent toggles for the session layer. Session — Colors & Widths Bars/POC/VA Colors & Line Widths Fixed palette by design (default blue). These do not change with buy/sell dominance. • Use transparency and width to make the parent profile prominent or subtle. • Prefer minimal? Hide session bars; keep only session VA/POC. Reading the signals (detailed playbook) Core definitions POC — highest-volume bin (fair price “magnet”). VAH/VAL — upper/lower bounds enclosing your Value Area % around POC. Node — contiguous block of high-volume bins (acceptance). LVN — low-volume gap between nodes (low friction path). Rejection vs Acceptance (practical rule) Rejection at VA edge: 0–1 closes beyond VA and no persistent growth in outer bins. Acceptance beyond VA: ≥3 closes beyond VA and outer-bin mass grows (e.g., added volume beyond the VA edge ≥ 5–10% of node volume over the last N bars). Treat acceptance as regime change. Confluence scores (make boundary/target quality objective) VA overlap strength (range boundary): C_VA = 1 − |VA_edge_local − VA_edge_session| / ATR(n) Values near 1.0 = tight overlap (stronger boundary). Use: if C_VA ≥ 0.6–0.8, treat as high-quality fade zone. POC alignment (magnet quality): C_POC = 1 − |POC_local − POC_session| / ATR(n) Higher C_POC = greater chance a rotation completes to that fair price. (You can estimate these by eye.) Setups 1) Range Fade at VA Confluence (mean reversion) Context: Local VAL/VAH near Session VAL/VAH (tight overlap), clear node, local color not screaming trend (or flips to your side). Entry: First test & rejection at the overlapped band (wick through ok; prefer close back inside). Stop: A tick/pip beyond the wider of the two VA edges or beyond the nearest LVN, a small buffer zone can be used to judge whether price is truly rejecting a VAL/VAH or simply probing. Targets: T1 node mid; T2 POC (size up when C_POC is high). Flip: If acceptance (rule above) prints, flip bias or stand down. 2) LVN Traverse (continuation) Context: Price exits VA and enters an LVN with acceptance and growing outer-bin volume. Entry: Aggressive—first close into LVN; Conservative—retest of the VA edge from the far side (“kiss goodbye”). Stop: Back inside the prior VA. Targets: Next node’s VA edge or POC (edge = faster exits; POC = fuller rotations). Note: Flatter VA edge (shallower curvature) tends to breach more easily. 3) POC→POC Magnet Trade (rotation completion) Context: Local POC ≈ Session POC (high C_POC). Entry: Fade a VA touch or pullback inside node, aiming toward the shared POC. Stop: Past the opposite VA edge or LVN beyond. Target: The shared POC; optional runner to opposite VA if the node is broad and time-of-day is supportive. 4) Failed Break (Reversion Snap-back) Context: Push beyond VA fails acceptance (re-enters VA, outer-bin growth stalls/shrinks). Entry: On the re-entry close, back toward POC. Stop/Target: Stop just beyond the failed VA; target POC, then opposite VA if momentum persists. How to read color & shape Local color = most recent sentiment: Green = buying ≥ selling; Red = selling > buying (over the rolling window). Treat as context, not a standalone signal. A green local node under a blue session VAH can still be a fade if the parent says “over-valued.” Shape tells friction: Fat nodes → rotation-friendly (fade edges). Sharp LVN gaps → traversal-friendly (momentum continuation). Time-of-day intuition Right after session anchor (e.g., RTH 09:30): Session profile is young and moves quickly—treat confluence cautiously. Mid-session: Cleanest behavior for rotations. Close / news: Expect more traverses and POC migrations; tighten risk or switch playbooks. Risk & execution guidance Use tight, mechanical stops at/just beyond VA or LVN. If you need wide stops to survive noise, your entry is late or the node is unstable. On micro-timeframes, account for fees & slippage—aim for targets paying ≥2–3× average cost. If acceptance prints, don’t fight it—flip, reduce size, or stand aside. Suggested presets Scalp (5–10s): bins 120–240, barsBack 40–80, vaPct 0.68–0.70, local bars thin (small bar width). Intraday (1–5m): bins 80–160, barsBack 60–120, vaPct 0.68–0.75, session bars more visible for parent context. Performance & limits Reuses line objects to stay under TradingView’s max_lines_count. Very large bins × multiple overlays can still hit limits—use visibility toggles (hide bars first). Session drawings use time-based coordinates to avoid “bar index too far” errors. Known nuances Rolling buy/sell dominance uses a simple uptick/downtick proxy (close vs open). It’s fast and practical, but it’s not a full tape classifier. VA boundaries are computed from the empirical histogram—no Gaussian assumption. This script does not calculate the full daily volume profile. Several other tools already provide that, including TradingView’s built-in Volume Profile indicators. Instead, this indicator focuses on pairing a rolling, short-term volume distribution with a session-wide distribution to make ranges more explicit. It is designed to supplement your use of standard or periodic volume profiles, not replace them. Think of it as a magnifying lens that helps you see where local structure aligns with the broader session. How to trade it (TL;DR) Fade overlapping VA bands on first rejection → target POC. Continue through LVN on acceptance beyond VA → target next node’s VA/POC. Respect acceptance: ≥3 closes beyond VA + growing outer-bin volume = regime change. FAQ Q: Why 68% Value Area? A: It mirrors the “~1σ” idea, but we compute it exactly from empirical volume, not by assuming a normal distribution. Q: Why are my profiles thin lines? A: Increase Bars Line Width for chunkier blocks; reduce for fine, thin-line profiles. Q: Session bars don’t reach session start—why? A: Set Session Max Span (bars) = 0 for full anchoring; any positive value draws a rolling window while still measuring from session start. Changelog (v1.0) Dual profiles: Rolling + Session with independent POC/VA lines. Session anchoring (Premkt/RTH/AH) with optional rolling display span. Dynamic coloring for the rolling profile (buying vs selling). Fully modular toggles + per-feature colors/widths. Thin-line rendering via bar line width.
อินดิเคเตอร์ Pine Script®
โดย garysebastianbrowniii
Multi-Session Volume Profile Suite [MarkitTick]💡 This indicator provides a sophisticated, institutional-grade Volume Profile analysis suite that renders multiple temporal profiles simultaneously. It is designed for traders utilizing Auction Market Theory who require a holistic view of where value is being established across Daily, Weekly, and Monthly timeframes, alongside custom intraday sessions. By bypassing standard built-in functions in favor of a custom array-based calculation engine, this tool offers granular control over Value Area logic, Point of Control (POC) migration, and multi-timeframe confluence detection. ✨ Originality and Utility Standard Volume Profile tools often limit traders to a single timeframe or the visible range of the chart. This creates a fragmented view of the market, where a trader might see the daily value but miss the context of the weekly or monthly auction. This script solves that problem by layering three distinct higher-timeframe profiles (Daily, Weekly, Monthly) plus three customizable intraday session profiles onto a single chart. ● Key Differentiators Confluence Detection Engine: The script mathematically calculates when the Points of Control (POC) of different timeframes overlap (e.g., Daily POC inside Weekly POC). It explicitly highlights these high-probability zones with specific labels (e.g., "TRIPLE CONFLUENCE"), automating the search for key support/resistance levels. POC Migration Tracking: Unlike static profiles, this tool tracks the "Shift" of the POC. It visualizes whether value is migrating higher (▲), lower (▼), or remaining neutral (=) compared to the previous period, providing immediate insight into the trend's acceptance. Synthetic Chart Protection: The script includes logic to detect and prevent usage on non-standard chart types like Heikin Ashi or Renko, ensuring that the volume data processed is accurate and not subject to the repainting often found in synthetic OHLC variations. 🔬 Methodology and Concepts The core engine relies on a custom implementation of the Volume Profile formula using dynamic arrays. It does not simply pull pre-calculated data but processes the tick volume of the underlying asset relative to price action. • Volumetric Binning The script divides the price range of a specific period (e.g., a Day) into a user-defined number of "rows" (bins). As price trades within a specific bin, the corresponding volume is accumulated. Point of Control (POC): The bin with the highest accumulated volume is identified as the POC. This represents the "Fair Value" or the mode of the distribution for that period. Value Area (VA): The script calculates the total volume of the profile and then identifies the range surrounding the POC that contains a specific percentage (default 70%) of that volume. It uses a dual-scanning algorithm that expands upwards or downwards from the POC based on which adjacent row has higher volume, mimicking the auction process of testing prices. • Exact-Anchor Pivots Simultaneously, the script tracks "Exact-Anchor" pivots. Unlike standard pivots that settle at the close, these track the absolute High and Low of the period (Daily/Weekly/Monthly) in real-time and extend them until a new period begins. 🎨 Visual Guide The indicator uses a color-coded hierarchy to distinguish between timeframes. Understanding this visual language is critical for interpreting the data. ● Profile Hierarchy (Default Theme) Daily Profile (Yellow/Gold): Represents the immediate, short-term auction. Solid Line: Daily POC. Dotted Line: Daily Value Area High (VAH) and Low (VAL). Weekly Profile (Blue): Represents the intermediate auction. A solid Blue line indicates the Weekly POC. Monthly Profile (Purple): Represents the macro auction. A solid Purple line indicates the Monthly POC. ● Labels and Symbols Right-Side Labels: At the end of profile lines, text labels display the exact price of the POC. Shift Arrows (▲ / ▼): Located inside the POC label, these arrows indicate the direction the POC has moved relative to the previous period's POC. An Up arrow (▲) suggests buyers are accepting higher prices. Confluence Labels: If enabled, a text box appears near price action stating "POC CONFLUENCE" or "TRIPLE CONFLUENCE" when the POCs of different timeframes align within a tight margin. Block Symbol (⬛): A small block icon may appear above bars to denote the center of a specific session's time window. ● Pivot Lines Orange Lines: Previous Daily High (PDH) and Low (PDL). Green Dashed Lines: Previous Weekly High (PWH) and Low (PWL). Red Dotted Lines: Previous Monthly High (PMH) and Low (PML). White Dashed Line: New York Midnight Open price (if enabled). 📖 How to Use This suite is designed for "Contextual Trading." It answers the question: Where are we relative to value? • Trend Acceptance Observe the Shift Arrows on the POC labels. In a healthy uptrend, you should see a sequence of Daily and Weekly profiles with (▲) arrows, indicating that the market is validating higher prices as fair value. If price rises but the POC remains lower or shifts down, it may indicate a "weak high" or a potential reversal (divergence between price and value). • Support and Resistance The POC lines act as high-probability support and resistance. Price returning to a Weekly (Blue) or Monthly (Purple) POC often results in a reaction, as these are areas of significant historical agreement between buyers and sellers. • The Confluence Play Pay special attention when the "Confluence" label appears. When a Daily POC aligns with a Weekly or Monthly POC, that specific price level possesses reinforced structural importance. A rejection from such a level is a strong signal; a breakout through such a level often leads to an explosive move as value transitions rapidly. ⚙️ Inputs and Settings The script is highly customizable via the settings menu. ● General Settings Row Resolution: Determines the granularity of the profile. Higher numbers (e.g., 100) create smoother, more detailed profiles but use more calculation resources. Value Area %: Default is 70.0, representing the standard deviation of value. Show POC Shift: Toggles the (▲/▼) comparison logic. ● Profile Scope Show Daily/Weekly/Monthly: Checkboxes to individually enable or disable specific timeframe profiles. Session Lookback: Controls how many historical days/weeks the profiles are kept on the chart. ● Pivots (PDH/PMH/NYM) Show Pivots: Enables the High/Low lines for previous periods. Show NY Midnight: Specifically toggles the opening price of the New York session (00:00 EST). ● Alerts Approach Distance: Sets the sensitivity (in ticks) for alerts when price nears a key POC level. 🔍 Deconstruction of the Underlying Scientific and Academic Framework This indicator is grounded in Auction Market Theory (AMT) and statistical distribution analysis. • The Market as a Mechanism AMT postulates that the primary purpose of the market is to facilitate trade. Price advertises opportunity, while Time regulates the opportunity. Volume is the validation of that price. When the market spends significant time and transacts significant volume at a specific level, it establishes "Value." • Gaussian Distribution and Central Limit Theorem A Volume Profile is essentially a histogram of volume over price, often resembling a Gaussian (Normal) Distribution or "Bell Curve" when the market is balanced. POC (Mode): The peak of the curve. Mathematically, this is the mode of the dataset—the price occurring with the highest frequency (volume). Value Area (Standard Deviation): In a normal distribution, approximately 68.2% of data points fall within one standard deviation of the mean. This script defaults to a 70% Value Area to approximate this statistical boundary. Prices outside this area are considered statistically significant anomalies or "imbalanced." • Confluence and Probability The "Confluence" feature leverages the intersection of independent datasets. If the mode (POC) of a short-term distribution (Daily) aligns with the mode of a long-term distribution (Weekly), the probability of that price representing "True Value" increases exponentially. This aligns with statistical principles where overlapping data clusters suggest a stronger underlying signal amidst market noise. ⚠️ Disclaimer All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
อินดิเคเตอร์ Pine Script®
โดย MarkitTick
9
buy sell ultra systemWhat it is EMA-POC Momentum System Ultra combines a proven trend stack (EMA 20/50/238), a price-of-control layer (POC via Bar-POC or VWAP alternative), and a momentum trigger (RSI) to surface higher-quality entries only when multiple, independent conditions align. This is not a cosmetic mashup; each component gates the others. How components work together Trend (EMA 20/50/238): Defines short/medium/long bias and filters counter-trend signals. POC (Bar-POC or Alt-POC/VWAP): Locates the most-traded/weighted price area; a neutral band around POC helps avoid chop. Control background: Above POC → buyers likely in control; below → sellers. Momentum (RSI): Entry arrows print only when RSI confirms with trend and price location vs POC; optional “cross 50” requirement reduces noise. Optional HTF trend: Confluence with a higher-timeframe EMA stack for stricter filtering. Why it’s original/useful Signals require confluence of (1) EMA trend stack, (2) POC location and neutral-zone filtering, (3) momentum confirmation, (4) optional slope and distance-to-POC checks, and (5) optional HTF trend. This reduces false positives compared with using any layer in isolation. How to use Markets/TFs: Built for XAUUSD (Gold) and US30. Works 1m–1h for intraday; 2h–4h for swing. Entries: Long: EMA stack bullish, price above POC, not in neutral band, RSI condition true → “Buy” arrow. Short: Opposite conditions → “Sell” arrow. Stops/Targets (suggested): Initial stop beyond POC/neutral band or recent swing. First target around 1R; trail with EMA20/50 or structure breaks. Settings to tune: POC Mode: Bar-POC (highest-volume bar’s close over lookback) or Alt-POC (VWAP). Neutral Band %: 0.10–0.35 typical intraday. Min distance from POC: 0.10–0.50% helps avoid low-RR entries right at POC. RSI: Choose “cross 50” for stricter triggers or simple >/< 50 for more signals. HTF trend: Turn on for extra confluence. Alerts: Buy Signal and Sell Signal (separate), or one Combined Buy/Sell alert. Set to “Once per bar close” if you want only confirmed arrows. Repainting / limitations Shapes can move until bar close (standard Pine behavior) when using intrabar conditions; final confirmation at close. No system guarantees profitability—forward test and adapt to your market/instrument. Clean chart The published chart contains only this script so outputs are easy to identify. Versions / updates Use Publish → Update for minor changes; do not create new publications for small tweaks. If you fork to preserve older behavior, explain why and how your fork differs. Changelog v1.1 – Tuning for Gold/US30, neutral-band & distance filters, optional HTF trend, combined alert. v1.0 – Initial public release (EMA stack + POC modes + RSI + alerts). License & credits Open-source for learning and improvement. Please credit on forks and explain modifications in your description.
อินดิเคเตอร์ Pine Script®
โดย toondc
Multi-Session Volume Profile [MarkitTick]💡 This comprehensive Multi-Session Volume Profile indicator offers a sophisticated, array-based approach to Auction Market Theory. By simultaneously processing Daily, Weekly, Monthly, and Custom Session profiles, it empowers traders to visualize the migration of value across multiple timeframes without the performance overhead of standard heavy profile scripts. It is designed to identify key liquidity nodes, support/resistance zones defined by volume, and the directional bias of the market through Point of Control (POC) shifts. ✨ Originality and Utility ● Multi-Dimensional Value Analysis Unlike standard volume profiles that often restrict users to a single timeframe or require multiple instances of an indicator, this script consolidates four distinct profile calculations into a single, efficient tool. It leverages Pine Script® arrays and custom types (`VPSlot`, `VolumeProfile`) to dynamically calculate volume distribution, ensuring minimal lag while maintaining high data granularity. ● Dynamic POC Shift Tracking A standout feature of this utility is the "Shift Analysis." The indicator does not merely plot the current Point of Control; it calculates the delta between the current session's POC and the previous session's POC. This provides immediate visual feedback on "Value Migration"—whether the market is accepting higher prices (Bullish Shift) or lower prices (Bearish Shift). ● Granular Control via Custom Types The script utilizes a custom quantitative structure (`type VolumeProfile`) to manage raw volume, highs, lows, and volatility slots independently for each timeframe. This allows for precise "row" calculations, ensuring that the volume distribution accurately reflects price action within the specific session, rather than broad approximations. 🔬 Methodology and Concepts ● Array-Based Bucketing The core engine relies on a "Row Size" input to divide the session's price range into horizontal buckets (slots). As new price bars form, the script distributes the bar's volume across these slots. If a bar spans multiple slots, volume is distributed proportionally; if a bar is contained within a single slot, the total volume accumulates there. This mimics a true TPO (Time Price Opportunity) calculation using volume as the weight. ● Statistical Value Area Calculation The Value Area (VA) is determined using a standard deviation proxy. The script identifies the POC (the slot with the highest accumulated volume) and then iteratively adds the next highest volume slots above or below the POC until the total accumulated volume reaches the user-defined percentage (default 70%). ● Session Logic and Reset The indicator employs state-logic variables (`isNewDay`, `isNewWeek`, `isNewMonth`) to detect session boundaries. Upon a boundary cross, the `reset()` method clears the arrays and initializes a new profile, while the `draw()` method finalizes the visualization of the completed session. This ensures that the lines on the chart always represent the developing or completed structure of the specific time period. 🎨 Visual Guide The indicator renders up to four distinct profiles, each color-coded for rapid identification. ● Daily Profile (Default: Yellow) Solid Yellow Line: Represents the Daily POC (Point of Control)—the price level with the most volume traded today. Dashed/Dotted Yellow Lines: Represent the Value Area High (VAH) and Value Area Low (VAL). Yellow Background Box: Highlights the 70% Value Area, showing where the bulk of the day's trading occurred. ● Weekly Profile (Default: Blue) Solid Blue Line: The Weekly POC. Use this to gauge the medium-term trend direction. Blue Background: Encapsulates the weekly value area. A breakout from this zone often signals a significant trend continuation. ● Monthly Profile (Default: Purple) Solid Purple Line: The Monthly POC. This is a high-timeframe magnet level, often acting as major support or resistance. Purple Background: Shows the macro acceptance zone for the asset. ● Custom Session Profile (Default: Cyan) Solid Cyan Line: Tracks the POC for a specific time window (e.g., 09:30-16:00). Ideal for isolating RTH (Regular Trading Hours) from electronic sessions. ● Labels and Shift Arrows Right-Side Labels: Display the exact price of the POC for each active profile. Shift Indicators (▲ / ▼): Located inside the label. A "▲" indicates the current POC is higher than the previous session's POC (Value Migration Up), while "▼" indicates the opposite. 📖 How to Use ● Trend Confirmation via Value Migration Observe the Shift Arrows in the labels. If the Daily and Weekly profiles both show "▲" (Up Shift), it confirms that value is migrating higher, suggesting a healthy uptrend. Do not short the market when value is migrating up unless price breaks below the VAL. ● Mean Reversion Trades When price extends far away from the POC but fails to establish value (volume) at those new levels, it often reverts back to the POC. Use the POC lines as profit targets for mean reversion strategies. ● Breakout Validation A breakout is considered valid if price closes outside the Value Area (Background Box) and volume begins to build at the new levels. If price spikes out of the VAH but quickly returns inside the box, it is a "Failed Auction," and a rotation to the VAL is probable. ● Confluence Zones Look for price levels where the Daily POC and Weekly VAL/VAH overlap. These "clusters" of volume act as reinforced support or resistance levels. ⚙️ Inputs and Settings ● General Settings Row Size: Determines the resolution of the profile. Higher numbers (e.g., 100) give smoother, more precise profiles but use more resources. Lower numbers (e.g., 24) are blockier but faster. Value Area %: The percentage of total volume to include in the VA. Standard is 70.0. Show POC Shift Analysis: Toggles the display of the ▲/▼ drift comparison. ● Profile Toggles (Daily, Weekly, Monthly, Session) Each section has individual toggles for Show Profile , Show Value Area , and Show Background . Start of Week Day: Allows you to define when the weekly profile resets (e.g., Sunday or Monday). ● Alert Settings Approach Distance (Ticks): Defines how close price must get to a POC/VAH/VAL level to trigger an "Approaching" alert. Enable Alerts: Master switch to turn on internal alert condition checks. 🔍 Deconstruction of the Underlying Scientific and Academic Framework ● Auction Market Theory (AMT) The script is grounded in Auction Market Theory, which posits that the market's primary purpose is to facilitate trade. Price advertises opportunity, and Volume records the acceptance of that opportunity. The "Value Area" represents the fair value established by buyers and sellers, while the POC represents the price of maximum consensus. ● Gaussian Distribution Application The calculation of the Value Area at 70% is derived from the statistical properties of a Normal (Gaussian) Distribution, where approximately 68.2% of data points typically fall within one standard deviation of the mean. In this script, the POC acts as the mode (peak frequency), and the Value Area represents that first standard deviation of transactional volume. ● Volume-Price Integration By integrating volume into price buckets (`VPSlot`), the indicator transforms two-dimensional time/price data into three-dimensional data (Time, Price, Volume). This reveals the "texture" of the market structure, distinguishing between high-volume nodes (strong acceptance) and low-volume nodes (rejection or emotional trading). ⚠️ Disclaimer All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
อินดิเคเตอร์ Pine Script®
โดย MarkitTick
24
Order Blocks Volume Delta 3D | Flux ChartsGENERAL OVERVIEW: Order Blocks Volume Delta 3D by Flux Charts is a rule-based order block and volume delta visualization tool. It detects bullish and bearish order blocks using a profile-of-price approach: the indicator finds the most actively traded price area (Point of Control, or POC) between a swing high/low and the Break of Structure (BOS), then anchors the order block to the earliest still-valid candle that traded through that POC band. From there, it tracks all candles that continue to interact with that zone and overlays both 2D and 3D volume delta views directly inside the order block. Unlike traditional order block tools that simply use candle bodies or wicks, this indicator is volume-aware. It lets you optionally pull volume from a lower timeframe feed (for example, using 1-minute data while watching a 5-minute chart) to build a much more accurate picture of how buyers and sellers actually traded inside the zone. This makes every block not just a price box, but a volume story: which side dominated, where, and by how much. All order blocks printed by this indicator are confirmed: BOS and retests are evaluated strictly on closed candles. Nothing is drawn or alerted on partially formed bars, which helps avoid repaint-style flicker and keeps the signals clean and stable. What is the theory behind the indicator?: The core idea behind Order Blocks Volume Delta 3D is that not all price levels inside an order block are equal. Some prices are barely touched, while others act like magnets where candles repeatedly trade and heavy volume passes through. The indicator first finds a swing high or swing low, waits for a clear Break of Structure (BOS), then scans the candles between the swing point and the BOS to find the price level that was touched the most. That level is treated as the POC. From all candles in the swing-to-BOS range that interact with this POC band, the indicator looks for the earliest candle that is not already mitigated and uses that as the anchor candle for the order block: The top of the block equals the anchor candle’s high (for a bearish OB) or the top of its wick zone. The bottom equals the anchor candle’s low (for a bullish OB) or the bottom of its wick zone. This “earliest valid POC-touching candle” rule makes it easier to visualize how price and volume developed from the very start of a meaningful zone, while ignoring POC touches that are already fully mitigated by the time the structure is confirmed. On top of that, each candle is split into bullish and bearish volume. If you choose a lower timeframe volume input, the tool aggregates lower timeframe candles into your chart timeframe, giving a more granular bull-versus-bear breakdown for each bar. The result is an order block that not only shows where price moved but also which side pushed it, how aggressively, and how that balance shifted over time. ORDER BLOCKS VOLUME DELTA 3D FEATURES: The Order Blocks Volume Delta 3D indicator includes 4 main features: 1. Order Blocks 2. Volume Delta 3. 3D Visualization 4. Alerts ORDER BLOCKS: 🔹What is an Order Block An order block is a price zone where a clear displacement move began after liquidity was taken. It usually forms around the last consolidation or cluster of candles before price breaks structure with a strong move. In this indicator, order blocks are defined as structured zones that: Begin at the earliest unmitigated candle that interacted with the most-touched price level (POC) between swing and BOS. Extend through the full wick range of that anchor candle. Stretch forward in time, tracking how price continues to trade through, respect, retest, or invalidate the zone. Are only printed once the BOS is fully confirmed on closed candles (confirmed order blocks only). Example of bullish and bearish order blocks anchored at the earliest unmitigated candle in the POC zone: 🔹How are Order Blocks detected The indicator uses a step-by-step, rules-based process to detect bullish and bearish order blocks. The logic is designed to match discretionary Smart Money concepts but with strict, repeatable rules. Step 1: Detect swing highs and swing lows Swing High: a candle whose high is higher than the highs of surrounding candles. Swing Low: a candle whose low is lower than the lows of surrounding candles. The Swing Length input controls how many candles are checked to the left and right. Example of swing high and swing low detection: Step 2: Confirm Break of Structure (BOS) Once a swing is confirmed, the indicator waits for price to break past that swing: Bullish BOS: price closes above a previous swing high. Bearish BOS: price closes below a previous swing low. To avoid “live” flicker, BOS logic is evaluated based on the previous closed candle. The order block is only confirmed once the BOS candle has fully closed and the next bar has opened. This is one of the reasons the script only shows confirmed, non-repainting order blocks. Example of bullish BOS and bearish BOS: Step 3: Build the POC range between swing and BOS Between the swing candle and the BOS candle, the indicator: Scans all candles in that range. Tracks every price level touched using binning (POC bins). Counts how many times each price band was touched by candle wicks. The bin with the highest touch count becomes the POC band. This is where price traded most often, not necessarily where volume was highest. Example of the POC band between swing and BOS. Step 4 – Anchor the order block to the earliest valid POC candle From all candles in the swing-to-BOS range, the indicator finds the earliest candle whose high/low overlaps the POC band and whose zone is not already mitigated. That candle becomes the anchor candle for the order block: For a bearish OB, the block spans the anchor candle’s full wick range, with its top at the high. For a bullish OB, the block spans the anchor candle’s full wick range, with its bottom at the low. By requiring the anchor to be the earliest unmitigated interaction with POC, the script avoids building blocks from price action that has already been fully traded through and is less relevant. Step 5: Extend and manage the order block Once created, the block: Extends to the right by a configurable number of candles (Extend Zones). Continues until it is invalidated by wick or close, depending on the chosen method. Can show retest labels when price revisits the zone after creation. Is included or excluded from display depending on the Show Nearest and Hide Invalidated Zones settings. Example of active and invalidated OB. 🔹Order Block Settings ◇ Swing Length Swing Length controls how sensitive swing highs and lows are. Lower Swing Length: Swings form more frequently, which leads to more frequent BOS events and order block formations. Higher Swing Length: Only larger, more meaningful swings are detected, which leads to less frequent BOS events and less order block formations. ◇ Invalidation Invalidation determines how an order block is considered “mitigated” or no longer valid. Wick: For bullish OBs, if price wicks completely through the bottom of the zone, the order block is invalidated. For bearish OBs, if price wicks completely through the top, the order block is invalidated. Close: For bullish OBs, the block is invalidated only when a candle closes below the bottom. For bearish OBs, it is invalidated only when a candle closes above the top. Example of wick invalidation: Example of close invalidation: ◇ Show Nearest Show Nearest limits how many active order blocks are displayed based on proximity to current price. For example, a value of 2 will display only the two nearest bullish order blocks and two nearest bearish order blocks. Chart with Show Nearest set to 3: ◇ Extend Zones Extend Zones define how many candles forward each order block should project beyond the right most candle on the chart. Chart with Extend Zones set to 10: ◇ Retest Labels When enabled, the indicator prints labels on every clean retest of an active order block, as long as that block remains valid. Key points: A retest label is only printed once the retest candle has fully closed – you always see confirmed retests, not intrabar tests. Retest labels are positioned on the actual retest candle so you can visually see which bar interacted with the zone. In addition, if multiple retests occur in quick succession, the indicator applies a built-in three-candle buffer between retests. That means only the first valid retest within each three-bar window is labeled (and can trigger an alert), helping to reduce clutter while still highlighting meaningful interactions with the zone. Example of retest labels on bullish and bearish order blocks. ◇ Hide Invalidated Zones Hide Invalidated Zones controls whether mitigated/invalidated blocks stay drawn. Enabled: Only currently valid, unmitigated order blocks are shown (subject to Show Nearest) Disabled: Both active and invalidated order blocks are displayed. VOLUME DELTA: 🔹What is Volume Delta Volume delta measures the difference between buying and selling volume. Instead of only showing “how much volume traded”, it separates volume into bullish and bearish components. In this indicator: Bullish volume = volume from candles (or lower timeframe candles) that closed higher. Bearish volume = volume from candles that closed lower. Delta % shows how dominant one side was compared to the total. Example of bullish and bearish order blocks with volume delta and total volume. 🔹How is Volume Delta calculated? The indicator uses a flexible, timeframe-aware volume engine. 1. Choose a Volume Delta Timeframe. If the selected timeframe is equal to or higher than the chart timeframe, the indicator simply uses chart-volume per candle. If the selected timeframe is lower than the chart timeframe (for example, 1‑minute volume on a 5‑minute chart), the indicator pulls all lower timeframe candles for each chart bar and sums them. 2. Split each bar into bull and bear volume. For each contributing candle: If close > open → its volume is added to bullish volume. If close < open → its volume is added to bearish volume. If close == open → its volume is split evenly between bullish and bearish. 3. Aggregate for each order block. For each order block: The indicator loops once from the swing candle to the BOS candle. It records every candle that touches the POC band. For each touching candle, it adds its bull and bear volumes (either directly from chart candles or from aggregated lower timeframe candles). Total volume = bullish volume + bearish volume Delta % = (bullish volume or bearish volume / total volume ) * 100, depending on which side is dominant. 🔹Volume Delta Settings: ◇ Display Style Display Style controls how the volume delta is drawn inside each order block: Horizontal: Bullish and bearish fills extend horizontally from left to right. The filled strip sits along the base of the block, with a bull vs bear gradient. Vertical: Bullish and bearish fills stretch vertically inside the zone. The bullish percentage controls how much of the block is filled with the “dominant” color. Example of Horizontal display style. Example of Vertical display style. ◇ Volume Delta Timeframe Volume Delta Timeframe tells the indicator whether to use chart volume or lower timeframe volume. When set to a lower timeframe, the indicator aggregates all lower timeframe candles that fall inside each chart bar, splitting their volume into bullish and bearish components before summing. Using a lower timeframe: Increases precision for how volume truly behaved inside each bar. Helps reveal hidden absorption and aggressive flows that a higher timeframe candle might hide. Example of volume delta based on chart timeframe. Example of volume delta based on lower timeframe than chart(same OB as above) ◇ Display Total Volume When enabled, the indicator prints the total volume for each order block as a label positioned inside the zone, near the bottom-right corner. This total is the sum of bullish and bearish volume used in the delta calculation and gives you a quick sense of how “heavy” the trading was in that block compared to others. Example of total volume label inside multiple order blocks. ◇ Show Delta % Show Delta % draws a small text label on the strip of the block that displays the dominant side’s percentage. For example, a bullish block might show “72%” if 72% of all volume inside that POC band came from bullish volume. Example of Delta %: 3D VISUALIZATION: The 3D Visualization feature turns each order block into a 3D plot. 🔹What the 3D Visualization does: Wraps the order block with side faces and a top face to create a 3D bar effect. Uses delta percentages to tilt the top face toward the dominant side. Projects blocks into the future using Extend Zones, making the 3D blocks visually stand out. 🔹How it works: The front face of the OB shows the standard 2D zone. The side face extends forward in time based on the 3D depth setting. The top face is angled depending on the Display Style and bull vs bear delta, making strong bullish blocks “rise” and strong bearish blocks “sink”. 🔹How the 3D depth setting affects visuals Lower 3D depth: Shorter side faces. Subtle 3D effect. Higher 3D depth: Longer side faces projecting further into the future. Stronger 3D effect that visually highlights key zones. Example of lower 3D depth: Example of higher 3D depth: ALERTS: The indicator supports alert conditions through TradingView’s AnyAlert() engine, allowing you to set alerts for the following: New Bullish Order Block formed New Bearish Order Block formed Bullish OB Retest Bearish OB Retest Important alert behavior: Order block alerts only fire when a new block is confirmed (after BOS closes and the next bar opens). Retest alerts only fire when a retest candle has completely finished, matching the behavior of the visual retest labels. IMPORTANT NOTES: 3D faces for order blocks are built using polylines. In some situations, especially when an order block’s starting point (its left edge) is beyond the chart’s left-most visible bar, the top 3D face may appear slightly irregular, skewed, or incomplete. This is purely a drawing limitation related to how the chart engine handles off-screen polyline points. Once the starting point of that order block comes into view (by zooming out or scrolling back), the 3D top face corrects itself and the visual becomes fully consistent. This issue affects only the 3D top face drawing, not the actual order-block box itself. The underlying zone, prices, and volume calculations remain accurate at all times. If all conditions are met to create a new order block but the resulting zone would overlap an existing active order block, the new block is intentionally not created. A built-in guard prevents overlapping active zones to keep the structure clean and easier to interpret. 3D face drawing is implemented using an adaptive polyline method, which can be relatively calculation-heavy on certain symbols, timeframes, or chart histories. In some cases this may lead to calculation timeout error from TradingView. UNIQUENESS: This indicator is unique because it: Anchors each order block to the earliest unmitigated candle that traded through the most-touched POC band between swing and BOS, rather than a generic “last up/down candle” or a random volume spike. Builds a dedicated volume engine that can pull either chart timeframe volume or aggregated lower timeframe volume, then splits it into bull and bear components. Adds 3D visualization on top of standard zones, turning each OB into a visually weighted slab rather than a flat rectangle. Provides clean toggles (Show Nearest, Hide Invalidated Zones, Extend Zones, Display Style, Delta %, and total volume labels) so you can dial the indicator from extremely minimal to fully detailed, depending on your trading workflow. Combined, these features make the indicator not just an order block plotter, but a complete volume‑informed structure tool tailored for traders who want to see where price actually traded and whether bulls or bears truly controlled the move inside each order block.
อินดิเคเตอร์ Pine Script®
โดย fluxchart
13
Price Volume Heatmap [MHA Finverse]Price Volume Heatmap - Advanced Volume Profile Analysis Unlock the power of institutional-level volume analysis with the Price Volume Heatmap indicator. This sophisticated tool visualizes market structure through volume distribution across price levels, helping you identify key support/resistance zones, high-probability reversal areas, and optimal entry/exit points. 🎯 What Makes This Indicator Unique? Unlike traditional volume indicators that only show volume over time, this heatmap displays volume distribution across price levels , revealing where the most significant trading activity occurred. The gradient coloring system instantly highlights high-volume nodes (areas of strong interest) and low-volume nodes (potential breakout zones). 📊 Core Features 1. Dynamic Volume Heatmap - Visualizes volume concentration across 250 customizable price levels - Gradient color scheme from high volume (white) to low volume (teal/green) - Adjustable brightness multiplier for enhanced contrast and clarity - Real-time updates as market conditions evolve 2. Point of Control (POC) - Automatically identifies the price level with the highest traded volume - Acts as a magnetic price level where markets often return - Critical for identifying fair value areas and potential reversal zones - Customizable line style, width, and color 3. Flexible Lookback Settings - Lookback Bars: Set any value from 1-5000 bars to control analysis depth - Visible Range Mode: Analyze only what's currently visible on your chart - Timeframe-Specific Settings: Different lookback periods for 1m, 5m, 15m, 30m, 1h, Daily, and Weekly charts - Adapts to your trading style - scalping to position trading 4. Session Separation Analysis - Tokyo Session: 00:00-09:00 UTC - London Session: 07:00-16:00 UTC - New York Session: 13:00-22:00 UTC - Sydney Session: 21:00-06:00 UTC - Daily Reset: Analyze each trading day independently Session separation allows you to understand volume distribution specific to each major trading session, revealing institutional order flow patterns and session-specific support/resistance levels. 5. Profile Width Options - Dynamic: Profile width adjusts based on lookback period - Fixed Bars: Set a specific bar count for consistent profile width - Extend Forward: Project the profile into future bars for planning trades 6. Smart Alerts - POC crossover/crossunder alerts - New session start notifications - Never miss critical price action at high-volume nodes 📈 How to Use This Indicator Professionally Understanding Market Structure: High Volume Nodes (HVN): - Appear as bright/white areas in the heatmap - Represent price levels where significant trading occurred - Act as strong support/resistance zones - Markets often consolidate or bounce from these levels - Trading Strategy: Look for entries when price tests HVN areas with confluence from other indicators Low Volume Nodes (LVN): - Appear as darker/teal areas in the heatmap - Represent price levels with minimal trading activity - Price tends to move quickly through these areas - Often form "gaps" in the volume profile - Trading Strategy: Expect rapid price movement through LVN zones; avoid placing stop losses here Point of Control (POC): - The single most important price level in your analysis window - Represents the fairest price where maximum volume traded - Price gravitates toward POC like a magnet - Trading Strategy: * When price is above POC: bullish bias, POC acts as support * When price is below POC: bearish bias, POC acts as resistance * POC breaks often lead to significant trend changes Session-Based Analysis: Use session separation to understand how different market participants trade: Asian Session (Tokyo/Sydney): - Typically lower volatility and range-bound - Volume profiles often show tight, balanced distribution - Use for identifying overnight ranges and gap fill zones London Session: - Highest volume session for forex pairs - Often shows strong directional bias - Look for breakouts from Asian ranges during London open New York Session: - Maximum participation when overlapping with London - Institutional order flow most visible - POC during NY session often becomes key level for following sessions 🎯 Practical Trading Applications 1. Identifying Support & Resistance: High volume nodes from the heatmap are far more reliable than traditional swing highs/lows. When price approaches an HVN, expect reaction - either a bounce or a significant breakout if breached. 2. Trend Confirmation: - Healthy uptrend: POC rising over time, HVN forming at higher levels - Healthy downtrend: POC falling over time, HVN forming at lower levels - Consolidation: POC relatively flat, volume balanced across range 3. Breakout Trading: When price breaks through a Low Volume Node with momentum, it often continues to the next High Volume Node. Use LVN areas as measured move targets. 4. Reversal Zones: Multiple HVN stacking on top of each other creates a "volume shelf" - an extremely strong support/resistance zone where reversals are highly probable. 5. Risk Management: - Place stops beyond HVN areas (not within LVN zones) - Size positions based on distance to nearest HVN - Use POC as trailing stop level in trending markets ⚙️ Recommended Settings For Day Trading (Scalping/Intraday): - Lookback: 200-500 bars - Rows: 200-250 - Enable session separation for your primary trading session - Profile Width: Dynamic or Fixed Bars (30-50) For Swing Trading: - Lookback: 500-1000 bars - Rows: 250 - Session separation: Daily Reset - Profile Width: Dynamic For Position Trading: - Lookback: 1000-3000 bars - Rows: 250 - Use timeframe-specific settings - Profile Width: Extend Forward (20-50 bars) 💡 Pro Tips 1. Combine this indicator with price action analysis - volume confirms what price is telling you 2. Watch for POC convergence with other technical levels (fibonacci, pivot points, moving averages) 3. Volume at extremes (tops/bottoms of heatmap) often indicates exhaustion 4. Session POC from previous sessions often acts as magnet for current session 5. Increase brightness multiplier (1.5-2.5) for clearer visualization on busy charts 6. Use "Number of Sessions to Display" to analyze consistency of volume levels across multiple sessions 🎨 Customization Fully customizable visual appearance: - Gradient colors for volume visualization - POC line thickness, color, and style - Session line colors and visibility - All settings organized in intuitive groups ⚠️ Disclaimer This indicator is a technical analysis tool and should not be used as the sole basis for trading decisions. Always combine volume analysis with proper risk management, fundamental analysis, and other technical indicators. Past performance does not guarantee future results. --- Support & Updates Regular updates and improvements are made to enhance functionality. For questions, suggestions, or bug reports, please use the comments section below. Happy Trading! 📊💹
อินดิเคเตอร์ Pine Script®
โดย humayunmha
nPOC Levels by Tyler### Explanation of the Pine Script This Pine Script identifies and displays weekly naked Points of Control (nPOCs) on a TradingView chart. An nPOC represents a Point of Control (POC) from a previous week that has not been revisited by price action in subsequent weeks. These nPOCs are extended to the right as horizontal lines, indicating potential support or resistance levels. #### Script Overview 1. **Indicator Declaration:** ```pinescript //@version=5 indicator("Weekly nPOCs", overlay=true) ``` - The script is defined as a version 5 Pine Script. - The `indicator` function sets the script's name ("Weekly nPOCs") and specifies that the indicator should be overlaid on the price chart (`overlay=true`). 2. **Function to Calculate POC:** ```pinescript f_poc(_hl2, _vol) => var float vol_profile = na if (na(vol_profile)) vol_profile := array.new_float(100, 0.0) _bin_size = (high - low) / 100 for i = 0 to 99 if _hl2 >= low + i * _bin_size and _hl2 < low + (i + 1) * _bin_size array.set(vol_profile, i, array.get(vol_profile, i) + _vol) max_volume = array.max(vol_profile) poc_index = array.indexof(vol_profile, max_volume) poc_price = low + poc_index * _bin_size + _bin_size / 2 poc_price ``` - The function `f_poc` calculates the Point of Control (POC) for a given period. - It takes two parameters: `_hl2` (the average of the high and low prices) and `_vol` (volume). - A volume profile array (`vol_profile`) is initialized to store volume data across different price bins. - The price range between the high and low is divided into 100 bins (`_bin_size`). - The function iterates over each bin, accumulating the volumes for prices within each bin. - The bin with the maximum volume is identified as the POC (`poc_price`). 3. **Variables to Store Weekly Data:** ```pinescript var float poc = na var float prev_poc = na var line poc_lines = na if na(poc_lines) poc_lines := array.new_line(0) ``` - `poc` stores the current week's POC. - `prev_poc` stores the previous week's POC. - `poc_lines` is an array to store lines representing nPOCs. The array is initialized if it is `na` (not initialized). 4. **Calculate Weekly POC:** ```pinescript is_new_week = ta.change(time('W')) != 0 if (is_new_week) prev_poc := poc poc := f_poc(hl2, volume) if not na(prev_poc) line new_poc_line = line.new(x1=bar_index, y1=prev_poc, x2=bar_index + 100, y2=prev_poc, color=color.red, width=2) label.new(x=bar_index, y=prev_poc, text="nPOC", style=label.style_label_down, color=color.red, textcolor=color.white) array.push(poc_lines, new_poc_line) ``` - `is_new_week` checks if the current bar is the start of a new week using the `ta.change(time('W'))` function. - If it's a new week, the previous week's POC is stored in `prev_poc`, and the current week's POC is calculated using `f_poc`. - If `prev_poc` is not `na`, a new line (`new_poc_line`) representing the nPOC is created, extending it to the right (for 100 bars). - A label is created at the `prev_poc` level, marking it as "nPOC". - The new line is added to the `poc_lines` array. 5. **Remove Old Lines:** ```pinescript if array.size(poc_lines) > 52 line.delete(array.shift(poc_lines)) ``` - This section ensures that only the last 52 weeks of nPOCs are kept to avoid cluttering the chart. - If the `poc_lines` array contains more than 52 lines, the oldest line is deleted using `array.shift`. 6. **Plot the Current Week's POC as a Reference:** ```pinescript plot(poc, title="Current Weekly POC", color=color.blue, linewidth=2, style=plot.style_line) ``` - The current week's POC is plotted as a blue line on the chart for reference. #### Summary This script calculates and identifies weekly Points of Control (POCs) and marks them as nPOCs if they remain untouched by subsequent price action. These nPOCs are displayed as horizontal lines extending to the right, providing traders with potential support or resistance levels. The script also manages the number of lines plotted to maintain a clear and uncluttered chart.
อินดิเคเตอร์ Pine Script®
โดย TylerSimpson
2
Multiple Naked LevelsPURPOSE OF THE INDICATOR This indicator autogenerates and displays naked levels and gaps of multiple types collected into one simple and easy to use indicator. VALUE PROPOSITION OF THE INDICATOR AND HOW IT IS ORIGINAL AND USEFUL 1) CONVENIENCE : The purpose of this indicator is to offer traders with one coherent and robust indicator providing useful, valuable, and often used levels - in one place. 2) CLUSTERS OF CONFLUENCES : With this indicator it is easy to identify levels and zones on the chart with multiple confluences increasing the likelihood of a potential reversal zone. THE TYPES OF LEVELS AND GAPS INCLUDED IN THE INDICATOR The types of levels include the following: 1) PIVOT levels (Daily/Weekly/Monthly) depicted in the chart as: dnPIV, wnPIV, mnPIV. 2) POC (Point of Control) levels (Daily/Weekly/Monthly) depicted in the chart as: dnPoC, wnPoC, mnPoC. 3) VAH/VAL STD 1 levels (Value Area High/Low with 1 std) (Daily/Weekly/Monthly) depicted in the chart as: dnVAH1/dnVAL1, wnVAH1/wnVAL1, mnVAH1/mnVAL1 4) VAH/VAL STD 2 levels (Value Area High/Low with 2 std) (Daily/Weekly/Monthly) depicted in the chart as: dnVAH2/dnVAL2, wnVAH2/wnVAL2, mnVAH1/mnVAL2 5) FAIR VALUE GAPS (Daily/Weekly/Monthly) depicted in the chart as: dnFVG, wnFVG, mnFVG. 6) CME GAPS (Daily) depicted in the chart as: dnCME. 7) EQUILIBRIUM levels (Daily/Weekly/Monthly) depicted in the chart as dnEQ, wnEQ, mnEQ. HOW-TO ACTIVATE LEVEL TYPES AND TIMEFRAMES AND HOW-TO USE THE INDICATOR You can simply choose which of the levels to be activated and displayed by clicking on the desired radio button in the settings menu. You can locate the settings menu by clicking into the Object Tree window, left-click on the Multiple Naked Levels and select Settings. You will then get a menu of different level types and timeframes. Click the checkboxes for the level types and timeframes that you want to display on the chart. You can then go into the chart and check out which naked levels that have appeared. You can then use those levels as part of your technical analysis. The levels displayed on the chart can serve as additional confluences or as part of your overall technical analysis and indicators. In order to back-test the impact of the different naked levels you can also enable tapped levels to be depicted on the chart. Do this by toggling the 'Show tapped levels' checkbox. Keep in mind however that Trading View can not shom more than 500 lines and text boxes so the indocator will not be able to give you the complete history back to the start for long duration assets. In order to clean up the charts a little bit there are two additional settings that can be used in the Settings menu: - Selecting the price range (%) from the current price to be included in the chart. The default is 25%. That means that all levels below or above 20% will not be displayed. You can set this level yourself from 0 up to 100%. - Selecting the minimum gap size to include on the chart. The default is 1%. That means that all gaps/ranges below 1% in price difference will not be displayed on the chart. You can set the minimum gap size yourself. BASIC DESCRIPTION OF THE INNER WORKINGS OF THE INDICTATOR The way the indicator works is that it calculates and identifies all levels from the list of levels type and timeframes above. The indicator then adds this level to a list of untapped levels. Then for each bar after, it checks if the level has been tapped. If the level has been tapped or a gap/range completely filled, this level is removed from the list so that the levels displayed in the end are only naked/untapped levels. Below is a descrition of each of the level types and how it is caluclated (algorithm): PIVOT Daily, Weekly and Monthly levels in trading refer to significant price points that traders monitor within the context of a single trading day. These levels can provide insights into market behavior and help traders make informed decisions regarding entry and exit points. Traders often use D/W/M levels to set entry and exit points for trades. For example, entering long positions near support (daily close) or selling near resistance (daily close). Daily levels are used to set stop-loss orders. Placing stops just below the daily close for long positions or above the daily close for short positions can help manage risk. The relationship between price movement and daily levels provides insights into market sentiment. For instance, if the price fails to break above the daily high, it may signify bearish sentiment, while a strong breakout can indicate bullish sentiment. The way these levels are calculated in this indicator is based on finding pivots in the chart on D/W/M timeframe. The level is then set to previous D/W/M close = current D/W/M open. In addition, when price is going up previous D/W/M open must be smaller than previous D/W/M close and current D/W/M close must be smaller than the current D/W/M open. When price is going down the opposite. POINT OF CONTROL The Point of Control (POC) is a key concept in volume profile analysis, which is commonly used in trading. It represents the price level at which the highest volume of trading occurred during a specific period. The POC is derived from the volume traded at various price levels over a defined time frame. In this indicator the timeframes are Daily, Weekly, and Montly. It identifies the price level where the most trades took place, indicating strong interest and activity from traders at that price. The POC often acts as a significant support or resistance level. If the price approaches the POC from above, it may act as a support level, while if approached from below, it can serve as a resistance level. Traders monitor the POC to gauge potential reversals or breakouts. The way the POC is calculated in this indicator is by an approximation by analysing intrabars for the respective timeperiod (D/W/M), assigning the volume for each intrabar into the price-bins that the intrabar covers and finally identifying the bin with the highest aggregated volume. The POC is the price in the middle of this bin. The indicator uses a sample space for intrabars on the Daily timeframe of 15 minutes, 35 minutes for the Weekly timeframe, and 140 minutes for the Monthly timeframe. The indicator has predefined the size of the bins to 0.2% of the price at the range low. That implies that the precision of the calulated POC og VAH/VAL is within 0.2%. This reduction of precision is a tradeoff for performance and speed of the indicator. This also implies that the bigger the difference from range high prices to range low prices the more bins the algorithm will iterate over. This is typically the case when calculating the monthly volume profile levels and especially high volatility assets such as alt coins. Sometimes the number of iterations becomes too big for Trading View to handle. In these cases the bin size will be increased even more to reduce the number of iterations. In such cases the bin size might increase by a factor of 2-3 decreasing the accuracy of the Volume Profile levels. Anyway, since these Volume Profile levels are approximations and since precision is traded for performance the user should consider the Volume profile levels(POC, VAH, VAL) as zones rather than pin point accurate levels. VALUE AREA HIGH/LOW STD1/STD2 The Value Area High (VAH) and Value Area Low (VAL) are important concepts in volume profile analysis, helping traders understand price levels where the majority of trading activity occurs for a given period. The Value Area High/Low is the upper/lower boundary of the value area, representing the highest price level at which a certain percentage of the total trading volume occurred within a specified period. The VAH/VAL indicates the price point above/below which the majority of trading activity is considered less valuable. It can serve as a potential resistance/support level, as prices above/below this level may experience selling/buying pressure from traders who view the price as overvalued/undervalued In this indicator the timeframes are Daily, Weekly, and Monthly. This indicator provides two boundaries that can be selected in the menu. The first boundary is 70% of the total volume (=1 standard deviation from mean). The second boundary is 95% of the total volume (=2 standard deviation from mean). The way VAH/VAL is calculated is based on the same algorithm as for the POC. However instead of identifying the bin with the highest volume, we start from range low and sum up the volume for each bin until the aggregated volume = 30%/70% for VAL1/VAH1 and aggregated volume = 5%/95% for VAL2/VAH2. Then we simply set the VAL/VAH equal to the low of the respective bin. FAIR VALUE GAPS Fair Value Gaps (FVG) is a concept primarily used in technical analysis and price action trading, particularly within the context of futures and forex markets. They refer to areas on a price chart where there is a noticeable lack of trading activity, often highlighted by a significant price movement away from a previous level without trading occurring in between. FVGs represent price levels where the market has moved significantly without any meaningful trading occurring. This can be seen as a "gap" on the price chart, where the price jumps from one level to another, often due to a rapid market reaction to news, events, or other factors. These gaps typically appear when prices rise or fall quickly, creating a space on the chart where no transactions have taken place. For example, if a stock opens sharply higher and there are no trades at the prices in between the two levels, it creates a gap. The areas within these gaps can be areas of liquidity that the market may return to “fill” later on. FVGs highlight inefficiencies in pricing and can indicate areas where the market may correct itself. When the market moves rapidly, it may leave behind price levels that traders eventually revisit to establish fair value. Traders often watch for these gaps as potential reversal or continuation points. Many traders believe that price will eventually “fill” the gap, meaning it will return to those price levels, providing potential entry or exit points. This indicator calculate FVGs on three different timeframes, Daily, Weekly and Montly. In this indicator the FVGs are identified by looking for a three-candle pattern on a chart, signalling a discrete imbalance in order volume that prompts a quick price adjustment. These gaps reflect moments where the market sentiment strongly leans towards buying or selling yet lacks the opposite orders to maintain price stability. The indicator sets the gap to the difference from the high of the first bar to the low of the third bar when price is moving up or from the low of the first bar to the high of the third bar when price is moving down. CME GAPS (BTC only) CME gaps refer to price discrepancies that can occur in charts for futures contracts traded on the Chicago Mercantile Exchange (CME). These gaps typically arise from the fact that many futures markets, including those on the CME, operate nearly 24 hours a day but may have significant price movements during periods when the market is closed. CME gaps occur when there is a difference between the closing price of a futures contract on one trading day and the opening price on the following trading day. This difference can create a "gap" on the price chart. Opening Gaps: These usually happen when the market opens significantly higher or lower than the previous day's close, often influenced by news, economic data releases, or other market events occurring during non-trading hours. Gaps can result from reactions to major announcements or developments, such as earnings reports, geopolitical events, or changes in economic indicators, leading to rapid price movements. The importance of CME Gaps in Trading is the potential for Filling Gaps: Many traders believe that prices often "fill" gaps, meaning that prices may return to the gap area to establish fair value. This can create potential trading opportunities based on the expectation of gap filling. Gaps can act as significant support or resistance levels. Traders monitor these levels to identify potential reversal points in price action. The way the gap is identified in this indicator is by checking if current open is higher than previous bar close when price is moving up or if current open is lower than previous day close when price is moving down. EQUILIBRIUM Equilibrium in finance and trading refers to a state where supply and demand in a market balance each other, resulting in stable prices. It is a key concept in various economic and trading contexts. Here’s a concise description: Market Equilibrium occurs when the quantity of a good or service supplied equals the quantity demanded at a specific price level. At this point, there is no inherent pressure for the price to change, as buyers and sellers are in agreement. Equilibrium Price is the price at which the market is in equilibrium. It reflects the point where the supply curve intersects the demand curve on a graph. At the equilibrium price, the market clears, meaning there are no surplus goods or shortages. In this indicator the equilibrium level is calculated simply by finding the midpoint of the Daily, Weekly, and Montly candles respectively. NOTES 1) Performance. The algorithms are quite resource intensive and the time it takes the indicator to calculate all the levels could be 5 seconds or more, depending on the number of bars in the chart and especially if Montly Volume Profile levels are selected (POC, VAH or VAL). 2) Levels displayed vs the selected chart timeframe. On a timeframe smaller than the daily TF - both Daily, Weekly, and Monthly levels will be displayed. On a timeframe bigger than the daily TF but smaller than the weekly TF - the Weekly and Monthly levels will be display but not the Daily levels. On a timeframe bigger than the weekly TF but smaller than the monthly TF - only the Monthly levels will be displayed. Not Daily and Weekly. CREDITS The core algorithm for calculating the POC levels is based on the indicator "Naked Intrabar POC" developed by rumpypumpydumpy (https:www.tradingview.com/u/rumpypumpydumpy/). The "Naked intrabar POC" indicator calculates the POC on the current chart timeframe. This indicator (Multiple Naked Levels) adds two new features: 1) It calculates the POC on three specific timeframes, the Daily, Weekly, and Monthly timeframes - not only the current chart timeframe. 2) It adds functionaly by calculating the VAL and VAH of the volume profile on the Daily, Weekly, Monthly timeframes .
อินดิเคเตอร์ Pine Script®
โดย alfg
23
Mars Signals - Ultimate Institutional Suite v3.0(Joker)Comprehensive Trading Manual Mars Signals – Ultimate Institutional Suite v3.0 (Joker) ## Chapter 1 – Philosophy & System Architecture This script is not a simple “buy/sell” indicator. Mars Signals – UIS v3.0 (Joker) is designed as an institutional-style analytical assistant that layers several methodologies into a single, coherent framework. The system is built on four core pillars: 1. Smart Money Concepts (SMC) - Detection of Order Blocks (professional demand/supply zones). - Detection of Fair Value Gaps (FVGs) (price imbalances). 2. Smart DCA Strategy - Combination of RSI and Bollinger Bands - Identifies statistically discounted zones for scaling into spot positions or exiting shorts. 3. Volume Profile (Visible Range Simulation) - Distribution of volume by price, not by time. - Identification of POC (Point of Control) and high-/low-volume areas. 4. Wyckoff Helper – Spring - Detection of bear traps, liquidity grabs, and sharp bullish reversals. All four pillars feed into a Confluence Engine (Scoring System). The final output is presented in the Dashboard, with a clear, human-readable signal: - STRONG LONG 🚀 - WEAK LONG ↗ - NEUTRAL / WAIT - WEAK SHORT ↘ - STRONG SHORT 🩸 This allows the trader to see *how many* and *which* layers of the system support a bullish or bearish bias at any given time. ## Chapter 2 – Settings Overview ### 2.1 General & Dashboard Group - Show Dashboard Panel (`show_dash`) Turns the dashboard table in the corner of the chart ON/OFF. - Show Signal Recommendation (`show_rec`) - If enabled, the textual signal (STRONG LONG, WEAK SHORT, etc.) is displayed. - If disabled, you only see feature status (ON/OFF) and the current price. - Dashboard Position (`dash_pos`) Determines where the dashboard appears on the chart: - `Top Right` - `Bottom Right` - `Top Left` ### 2.2 Smart Money (SMC) Group - Enable SMC Strategy (`show_smc`) Globally enables or disables the Order Block and FVG logic. - Order Block Pivot Lookback (`ob_period`) Main parameter for detecting key pivot highs/lows (swing points). - Default value: 5 - Concept: A bar is considered a pivot low if its low is lower than the lows of the previous 5 and the next 5 bars. Similarly, a pivot high has a high higher than the previous 5 and the next 5 bars. These pivots are used as anchors for Order Blocks. - Increasing `ob_period`: - Fewer levels. - But levels tend to be more significant and reliable. - In highly volatile markets (major news, war events, FOMC, etc.), using values 7–10 is recommended to filter out weak levels. - Show Fair Value Gaps (`show_fvg`) Enables/disables the drawing of FVG zones (imbalances). - Bullish OB Color (`c_ob_bull`) - Color of Bullish Order Blocks (Demand Zones). - Default: semi-transparent green (transparency ≈ 80). - Bearish OB Color (`c_ob_bear`) - Color of Bearish Order Blocks (Supply Zones). - Default: semi-transparent red. - Bullish FVG Color (`c_fvg_bull`) - Color of Bullish FVG (upward imbalance), typically yellow. - Bearish FVG Color (`c_fvg_bear`) - Color of Bearish FVG (downward imbalance), typically purple. ### 2.3 Smart DCA Strategy Group - Enable DCA Zones (`show_dca`) Enables the Smart DCA logic and visual labels. - RSI Length (`rsi_len`) Lookback period for RSI (default: 14). - Shorter → more sensitive, more noise. - Longer → fewer signals, higher reliability. - Bollinger Bands Length (`bb_len`) Moving average period for Bollinger Bands (default: 20). - BB Multiplier (`bb_mult`) Standard deviation multiplier for Bollinger Bands (default: 2.0). - For extremely volatile markets, values like 2.5–3.0 can be used so that only extreme deviations trigger a DCA signal. ### 2.4 Volume Profile (Visible Range Sim) Group - Show Volume Profile (`show_vp`) Enables the simulated Volume Profile bars on the right side of the chart. - Volume Lookback Bars (`vp_lookback`) Number of bars used to compute the Volume Profile (default: 150). - Higher values → broader historical context, heavier computation. - Row Count (`vp_rows`) Number of vertical price segments (rows) to divide the total price range into (default: 30). - Width (%) (`vp_width`) Relative width of each volume bar as a percentage. In the code, bar widths are scaled relative to the row with the maximum volume. > Technical note: Volume Profile calculations are executed only on the last bar (`barstate.islast`) to keep the script performant even on higher timeframes. ### 2.5 Wyckoff Helper Group - Show Wyckoff Events (`show_wyc`) Enables detection and plotting of Wyckoff Spring events. - Volume MA Length (`vol_ma_len`) Length of the moving average on volume. A bar is considered to have Ultra Volume if its volume is more than 2× the volume MA. ## Chapter 3 – Smart Money Strategy (Order Blocks & FVG) ### 3.1 What Is an Order Block? An Order Block (OB) represents the footprint of large institutional orders: - Bullish Order Block (Demand Zone) The last selling region (bearish candle/cluster) before a strong upward move. - Bearish Order Block (Supply Zone) The last buying region (bullish candle/cluster) before a strong downward move. Institutions and large players place heavy orders in these regions. Typical price behavior: - Price moves away from the zone. - Later returns to the same zone to fill unfilled orders. - Then continues the larger trend. In the script: - If `pl` (pivot low) forms → a Bullish OB is created. - If `ph` (pivot high) forms → a Bearish OB is created. The box is drawn: - From `bar_index ` to `bar_index`. - Between `low ` and `high `. - `extend=extend.right` extends the OB into the future, so it acts as a dynamic support/resistance zone. - Only the last 4 OB boxes are kept to avoid clutter. ### 3.2 Order Block Color Guide - Semi-transparent Green (`c_ob_bull`) - Represents a Bullish Order Block (Demand Zone). - Interpretation: a price region with a high probability of bullish reaction. - Semi-transparent Red (`c_ob_bear`) - Represents a Bearish Order Block (Supply Zone). - Interpretation: a price region with a high probability of bearish reaction. Overlap (Multiple OBs in the Same Area) When two or more Order Blocks overlap: - The shared area appears visually denser/stronger. - This suggests higher order density. - Such zones can be treated as high-priority levels for entries, exits, and stop-loss placement. ### 3.3 Demand/Supply Logic in the Scoring Engine is_in_demand = low <= ta.lowest(low, 20) is_in_supply = high >= ta.highest(high, 20) - If current price is near the lowest lows of the last 20 bars, it is considered in a Demand Zone → positive impact on score. - If current price is near the highest highs of the last 20 bars, it is considered in a Supply Zone → negative impact on score. This logic complements Order Blocks and helps the Dashboard distinguish whether: - Market is currently in a statistically cheap (long-friendly) area, or - In a statistically expensive (short-friendly) area. ### 3.4 Fair Value Gaps (FVG) #### Concept When the market moves aggressively: - Some price levels are skipped and never traded. - A gap between wicks/shadows of consecutive candles appears. - These regions are called Fair Value Gaps (FVGs) or Imbalances. The market generally “dislikes” imbalance and often: - Returns to these zones in the future. - Fills the gap (rebalance). - Then resumes its dominant direction. #### Implementation in the Code Bullish FVG (Yellow) fvg_bull_cond = show_smc and show_fvg and low > high and close > high if fvg_bull_cond box.new(bar_index , high , bar_index, low, ...) Core condition: `low > high ` → the current low is above the high of two bars ago; the space between them is an untraded gap. Bearish FVG (Purple) fvg_bear_cond = show_smc and show_fvg and high < low and close < low if fvg_bear_cond box.new(bar_index , low , bar_index, high, ...) Core condition: `high < low ` → the current high is below the low of two bars ago; again a price gap exists. #### FVG Color Guide - Transparent Yellow (`c_fvg_bull`) – Bullish FVG Often acts like a magnet for price: - Price tends to retrace into this zone, - Fill the imbalance, - And then continue higher. - Transparent Purple (`c_fvg_bear`) – Bearish FVG Price tends to: - Retrace upward into the purple area, - Fill the imbalance, - And then resume downward movement. #### Trading with FVGs - FVGs are *not* standalone entry signals. They are best used as: - Targets (take-profit zones), or - Reaction areas where you expect a pause or reversal. Examples: - If you are long, a bearish FVG above is often an excellent take-profit zone. - If you are short, a bullish FVG below is often a good cover/exit zone. ### 3.5 Core SMC Trading Templates #### Reversal Long 1. Price trades down into a green Order Block (Demand Zone). 2. A bullish confirmation candle (Close > Open) forms inside or just above the OB. 3. If this zone is close to or aligned with a bullish FVG (yellow), the signal is reinforced. 4. Entry: - At the close of the confirmation candle, or - Using a limit order near the upper boundary of the OB. 5. Stop-loss: - Slightly below the OB. - If the OB is broken decisively and price consolidates below it, the zone loses validity. 6. Targets: - The next FVG, - Or the next red Order Block (Supply Zone) above. #### Reversal Short The mirror scenario: - Price rallies into a red Order Block (Supply). - A bearish confirmation candle forms (Close < Open). - FVG/premium structure above can act as a confluence. - Stop-loss goes above the OB. - Targets: lower FVGs or subsequent green OBs below. ## Chapter 4 – Smart DCA Strategy (RSI + Bollinger Bands) ### 4.1 Smart DCA Concept - Classic DCA = buying at fixed time intervals regardless of price. - Smart DCA = scaling in only when: - Price is statistically cheaper than usual, and - The market is in a clear oversold condition. Code logic: rsi_val = ta.rsi(close, rsi_len) = ta.bb(close, bb_len, bb_mult) dca_buy = show_dca and rsi_val < 30 and close < bb_lower dca_sell = show_dca and rsi_val > 70 and close > bb_upper Conditions: - DCA Buy – Smart Scale-In Zone - RSI < 30 → oversold. - Close < lower Bollinger Band → price has broken below its typical volatility envelope. - DCA Sell – Overbought/Distribution Zone - RSI > 70 → overbought. - Close > upper Bollinger Band → price is extended far above the mean. ### 4.2 Visual Representation on the Chart - Green “DCA” Label Below Candle - Shape: `labelup`. - Color: lime background, white text. - Meaning: statistically attractive level for laddered spot entries or short exits. - Red “SELL” Label Above Candle - Warning that the market is in an extended, overbought condition. - Suitable for profit-taking on longs or considering short entries (with proper confluence and risk management). - Light Green Background (`bgcolor`) - When `dca_buy` is true, the candle background turns very light green (high transparency). - This helps visually identify DCA Zones across the chart at a glance. ### 4.3 Practical Use in Trading #### Spot Trading Used to build a better average entry price: - Every time a DCA label appears, allocate a fixed portion of capital (e.g., 2–5%). - Combining DCA signals with: - Green OBs (Demand Zones), and/or - The Volume Profile POC makes the zone structurally more important. #### Futures Trading - Longs - Use DCA Buy signals as low-risk zones for opening or adding to longs when: - Price is inside a green OB, or - The Dashboard already leans LONG. - Shorts - Use DCA Sell signals as: - Exit zones for longs, or - Areas to initiate shorts with stops above structural highs. ## Chapter 5 – Volume Profile (Visible Range Simulation) ### 5.1 Concept Traditional volume (histogram under the chart) shows volume over time. Volume Profile shows volume by price level: - At which prices has the highest trading activity occurred? - Where did buyers and sellers agree the most (High Volume Nodes – HVNs)? - Where did price move quickly due to low participation (Low Volume Nodes – LVNs)? ### 5.2 Implementation in the Script Executed only when `show_vp` is enabled and on the last bar: 1. The last `vp_lookback` bars (default 150) are processed. 2. The minimum low and maximum high over this window define the price range. 3. This price range is divided into `vp_rows` segments (e.g., 30 rows). 4. For each row: - All bars are scanned. - If the mid-price `(high + low ) / 2` falls inside a row, that bar’s volume is added to the row total. 5. The row with the greatest volume is stored as `max_vol_idx` (the POC row). 6. For each row, a volume box is drawn on the right side of the chart. ### 5.3 Color Scheme - Semi-transparent Orange - The row with the maximum volume – the Point of Control (POC). - Represents the strongest support/resistance level from a volume perspective. - Semi-transparent Blue - Other volume rows. - The taller the bar → the higher the volume → the stronger the interest at that price band. ### 5.4 Trading Applications - If price is above POC and retraces back into it: → POC often acts as support, suitable for long setups. - If price is below POC and rallies into it: → POC often acts as resistance, suitable for short setups or profit-taking. HVNs (Tall Blue Bars) - Represent areas of equilibrium where the market has spent time and traded heavily. - Price tends to consolidate here before choosing a direction. LVNs (Short or Nearly Empty Bars) - Represent low participation zones. - Price often moves quickly through these areas – useful for targeting fast moves. ## Chapter 6 – Wyckoff Helper – Spring ### 6.1 Spring Concept In the Wyckoff framework: - A Spring is a false break of support. - The market briefly trades below a well-defined support level, triggers stop losses, then sharply reverses upward as institutional buyers absorb liquidity. This movement: - Clears out weak hands (retail sellers). - Provides large players with liquidity to enter long positions. - Often initiates a new uptrend. ### 6.2 Code Logic Conditions for a Spring: 1. The current low is lower than the lowest low of the previous 50 bars → apparent break of a long-standing support. 2. The bar closes bullish (Close > Open) → the breakdown was rejected. 3. Volume is significantly elevated: → `volume > 2 × volume_MA` (Ultra Volume). When all conditions are met and `show_wyc` is enabled: - A pink diamond is plotted below the bar, - With the label “Spring” – one of the strongest long signals in this system. ### 6.3 Trading Use - After a valid Spring, markets frequently enter a meaningful bullish phase. - The highest quality setups occur when: - The Spring forms inside a green Order Block, and - Near or on the Volume Profile POC. Entries: - At the close of the Spring bar, or - On the first pullback into the mid-range of the Spring candle. Stop-loss: - Slightly below the Spring’s lowest point (wick low plus a small buffer). ## Chapter 7 – Confluence Engine & Dashboard ### 7.1 Scoring Logic For each bar, the script: 1. Resets `score` to 0. 2. Adjusts the score based on different signals. SMC Contribution if show_smc if is_in_demand score += 1 if is_in_supply score -= 1 - Being in Demand → `+1` - Being in Supply → `-1` DCA Contribution if show_dca if dca_buy score += 2 if dca_sell score -= 2 - DCA Buy → `+2` (strong, statistically driven long signal) - DCA Sell → `-2` Wyckoff Spring Contribution if show_wyc if wyc_spring score += 2 - Spring → `+2` (entry of strong money) ### 7.2 Mapping Score to Dashboard Signal - score ≥ 2 → STRONG LONG 🚀 Multiple bullish conditions aligned. - score = 1 → WEAK LONG ↗ Some bullish bias, but only one layer clearly positive. - score = 0 → NEUTRAL / WAIT Rough balance between buying and selling forces; staying flat is usually preferable. - score = -1 → WEAK SHORT ↘ Mild bearish bias, suited for cautious or short-term plays. - score ≤ -2 → STRONG SHORT 🩸 Convergence of several bearish signals. ### 7.3 Dashboard Structure The dashboard is a two-column table: - Row 0 - Column 0: `"Mars Signals"` – black background, white text. - Column 1: `"UIS v3.0"` – black background, yellow text. - Row 1 - Column 0: `"Price:"` (light grey background). - Column 1: current closing price (`close`) with a semi-transparent blue background. - Row 2 - Column 0: `"SMC:"` - Column 1: - `"ON"` (green) if `show_smc = true` - `"OFF"` (grey) otherwise. - Row 3 - Column 0: `"DCA:"` - Column 1: - `"ON"` (green) if `show_dca = true` - `"OFF"` (grey) otherwise. - Row 4 - Column 0: `"Signal:"` - Column 1: signal text (`status_txt`) with background color `status_col` (green, red, teal, maroon, etc.) - If `show_rec = false`, these cells are cleared. ## Chapter 8 – Visual Legend (Colors, Shapes & Actions) For quick reading inside TradingView, the visual elements are described line by line instead of a table. Chart Element: Green Box Color / Shape: Transparent green rectangle Core Meaning: Bullish Order Block (Demand Zone) Suggested Trader Response: Look for longs, Smart DCA adds, closing or reducing shorts. Chart Element: Red Box Color / Shape: Transparent red rectangle Core Meaning: Bearish Order Block (Supply Zone) Suggested Trader Response: Look for shorts, or take profit on existing longs. Chart Element: Yellow Area Color / Shape: Transparent yellow zone Core Meaning: Bullish FVG / upside imbalance Suggested Trader Response: Short take-profit zone or expected rebalance area. Chart Element: Purple Area Color / Shape: Transparent purple zone Core Meaning: Bearish FVG / downside imbalance Suggested Trader Response: Long take-profit zone or temporary supply region. Chart Element: Green "DCA" Label Color / Shape: Green label with white text, plotted below the candle Core Meaning: Smart ladder-in buy zone, DCA buy opportunity Suggested Trader Response: Spot DCA entry, partial short exit. Chart Element: Red "SELL" Label Color / Shape: Red label with white text, plotted above the candle Core Meaning: Overbought / distribution zone Suggested Trader Response: Take profit on longs, consider initiating shorts. Chart Element: Light Green Background (bgcolor) Color / Shape: Very transparent light-green background behind bars Core Meaning: Active DCA Buy zone Suggested Trader Response: Treat as a discount zone on the chart. Chart Element: Orange Bar on Right Color / Shape: Transparent orange horizontal bar in the volume profile Core Meaning: POC – price with highest traded volume Suggested Trader Response: Strong support or resistance; key reference level. Chart Element: Blue Bars on Right Color / Shape: Transparent blue horizontal bars in the volume profile Core Meaning: Other volume levels, showing high-volume and low-volume nodes Suggested Trader Response: Use to identify balance zones (HVN) and fast-move corridors (LVN). Chart Element: Pink "Spring" Diamond Color / Shape: Pink diamond with white text below the candle Core Meaning: Wyckoff Spring – liquidity grab and potential major bullish reversal Suggested Trader Response: One of the strongest long signals in the suite; look for high-quality long setups with tight risk. Chart Element: STRONG LONG in Dashboard Color / Shape: Green background, white text in the Signal row Core Meaning: Multiple bullish layers in confluence Suggested Trader Response: Consider initiating or increasing longs with strict risk management. Chart Element: STRONG SHORT in Dashboard Color / Shape: Red background, white text in the Signal row Core Meaning: Multiple bearish layers in confluence Suggested Trader Response: Consider initiating or increasing shorts with a logical, well-placed stop. ## Chapter 9 – Timeframe-Based Trading Playbook ### 9.1 Timeframe Selection - Scalping - Timeframes: 1M, 5M, 15M - Objective: fast intraday moves (minutes to a few hours). - Recommendation: focus on SMC + Wyckoff. Smart DCA on very low timeframes may introduce excessive noise. - Day Trading - Timeframes: 15M, 1H, 4H - Provides a good balance between signal quality and frequency. - Recommendation: use the full stack – SMC + DCA + Volume Profile + Wyckoff + Dashboard. - Swing Trading & Position Investing - Timeframes: Daily, Weekly - Emphasis on Smart DCA + Volume Profile. - SMC and Wyckoff are used mainly to fine-tune swing entries within larger trends. ### 9.2 Scenario A – Scalping Long Example: 5-Minute Chart 1. Price is declining into a green OB (Bullish Demand). 2. A candle with a long lower wick and bullish close (Pin Bar / Rejection) forms inside the OB. 3. A Spring diamond appears below the same candle → very strong confluence. 4. The Dashboard shows at least WEAK LONG ↗, ideally STRONG LONG 🚀. 5. Entry: - On the close of the confirmation candle, or - On the first pullback into the mid-range of that candle. 6. Stop-loss: - Slightly below the OB. 7. Targets: - Nearby bearish FVG above, and/or - The next red OB. ### 9.3 Scenario B – Day-Trading Short Recommended Timeframes: 1H or 4H 1. The market completes a strong impulsive move upward. 2. Price enters a red Order Block (Supply). 3. In the same zone, a purple FVG appears or remains unfilled. 4. On a lower timeframe (e.g., 15M), RSI enters overbought territory and a DCA Sell signal appears. 5. The main timeframe Dashboard (1H) shows WEAK SHORT ↘ or STRONG SHORT 🩸. Trade Plan - Open a short near the upper boundary of the red OB. - Place the stop above the OB or above the last swing high. - Targets: - A yellow FVG lower on the chart, and/or - The next green OB (Demand) below. ### 9.4 Scenario C – Swing / Investment with Smart DCA Timeframes: Daily / Weekly 1. On the daily or weekly chart, each time a green “DCA” label appears: - Allocate a fixed fraction of your capital (e.g., 3–5%) to that asset. 2. Check whether this DCA zone aligns with the orange POC of the Volume Profile: - If yes → the quality of the entry zone is significantly higher. 3. If the DCA signal sits inside a daily green OB, the probability of a medium-term bottom increases. 4. Always build the position laddered, never all-in at a single price. Exits for investors: - Near weekly red OBs or large purple FVG zones. - Ideally via partial profit-taking rather than closing 100% at once. ### 9.5 Case Study 1 – BTCUSDT (15-Minute) - Context: Price has sold off down towards 65,000 USD. - A green OB had previously formed at that level. - Near the lower boundary of this OB, a partially filled yellow FVG is present. - As price returns to this region, a Spring appears. - The Dashboard shifts from NEUTRAL / WAIT to WEAK LONG ↗. Plan - Enter a long near the OB low. - Place stop below the Spring low. - First target: a purple FVG around 66,200. - Second (optional) target: the first red OB above that level. ### 9.6 Case Study 2 – Meme Coin (PEPE – 4H) - After a strong pump, price enters a corrective phase. - On the 4H chart, RSI drops below 30; price breaks below the lower Bollinger Band → a DCA label prints. - The Volume Profile shows the POC at approximately the same level. - The Dashboard displays STRONG LONG 🚀. Plan - Execute laddered buys in the combined DCA + POC zone. - Place a protective stop below the last significant swing low. - Target: an expected 20–30% upside move towards the next red OB or purple FVG. ## Chapter 10 – Risk Management, Psychology & Advanced Tuning ### 10.1 Risk Management No signal, regardless of its strength, replaces risk control. Recommendations: - In futures, do not expose more than 1–3% of account equity to risk per trade. - Adjust leverage to the volatility of the instrument (lower leverage for highly volatile altcoins). - Place stop-losses in zones where the idea is clearly invalidated: - Below/above the relevant Order Block or Spring, not randomly in the middle of the structure. ### 10.2 Market-Specific Parameter Tuning - Calmer Markets (e.g., major FX pairs) - `ob_period`: 3–5. - `bb_mult`: 2.0 is usually sufficient. - Highly Volatile Markets (Crypto, news-driven assets) - `ob_period`: 7–10 to highlight only the most robust OBs. - `bb_mult`: 2.5–3.0 so that only extreme deviations trigger DCA. - `vol_ma_len`: increase (e.g., to ~30) so that Spring triggers only on truly exceptional volume spikes. ### 10.3 Trading Psychology - STRONG LONG 🚀 does not mean “risk-free”. It means the probability of a successful long, given the model’s logic, is higher than average. - Treat Mars Signals as a confirmation and context system, not a full replacement for your own decision-making. - Example of disciplined thinking: - The Dashboard prints STRONG LONG, - But price is simultaneously testing a multi-month macro resistance or a major negative news event is imminent, - In such cases, trade smaller, widen stops appropriately, or skip the trade. ## Chapter 11 – Technical Notes & FAQ ### 11.1 Does the Script Repaint? - Order Blocks and Springs are based on completed pivot structures and confirmed candles. - Until a pivot is confirmed, an OB does not exist; after confirmation, behavior is stable under classic SMC assumptions. - The script is designed to be structurally consistent rather than repainting signals arbitrarily. ### 11.2 Computational Load of Volume Profile - On the last bar, the script processes up to `vp_lookback` bars × `vp_rows` rows. - On very low timeframes with heavy zooming, this can become demanding. - If you experience performance issues: - Reduce `vp_lookback` or `vp_rows`, or - Temporarily disable Volume Profile (`show_vp = false`). ### 11.3 Multi-Timeframe Behavior - This version of the script is not internally multi-timeframe. All logic (OB, DCA, Spring, Volume Profile) is computed on the active timeframe only. - Practical workflow: - Analyze overall structure and key zones on higher timeframes (4H / Daily). - Use lower timeframes (15M / 1H) with the same tool for timing entries and exits. ## Conclusion Mars Signals – Ultimate Institutional Suite v3.0 (Joker) is a multi-layer trading framework that unifies: - Price structure (Order Blocks & FVG), - Statistical behavior (Smart DCA via RSI + Bollinger), - Volume distribution by price (Volume Profile with POC, HVN, LVN), - Liquidity events (Wyckoff Spring), into a single, coherent system driven by a transparent Confluence Scoring Engine. The final output is presented in clear, actionable language: > STRONG LONG / WEAK LONG / NEUTRAL / WEAK SHORT / STRONG SHORT The system is designed to support professional decision-making, not to replace it. Used together with strict risk management and disciplined execution, Mars Signals – UIS v3.0 (Joker) can serve as a central reference manual and operational guide for your trading workflow, from scalping to swing and investment positioning.
อินดิเคเตอร์ Pine Script®
โดย MarsSignals
Cumulative Volume Delta Profile and Heatmap [BackQuant]Cumulative Volume Delta Profile and Heatmap A multi-view CVD workstation that measures buying vs selling pressure, renders a price-aligned CVD profile with Point of Control, paints an optional heatmap of delta intensity, and detects classical CVD divergences using pivot logic. Built for reading who is in control, where participation clustered, and when effort is failing to produce result. What is CVD Cumulative Volume Delta accumulates the difference between aggressive buys and aggressive sells over time. When CVD rises, buyers are lifting the offer more than sellers are hitting the bid. When CVD falls, the opposite is true. Plotting CVD alongside price helps you judge whether price moves are supported by real participation or are running on fumes. Core Features Visual Analysis Components CVD Columns - Plot of cumulative delta, colored by side, for quick read of participation bias. CVD Profile - Price-aligned histogram of CVD accumulation using user-set bins. Shows where net initiative clustered. Split Buy and Sell CVD - Optional two-sided profile that separates positive and negative CVD into distinct wings. POC - Point of Control - The price level with the highest absolute CVD accumulation, labeled and line-marked. Heatmap - Semi-transparent blocks behind price that encode CVD intensity across the last N bars. Divergence Engine - Pivot-based detection of Bearish and Bullish CVD divergences with optional lines and labels. Stats Panel - Top level metrics: Total CVD, Buy and Sell totals with percentages, Delta Ratio, and current POC price. How it works Delta source and sampling You select an Anchor Timeframe that defines the higher time aggregation for reading the trend of CVD. The script pulls lower timeframe volume delta and aggregates it to the anchor window. You can let it auto-select the lower timeframe or force a custom one. CVD is then accumulated bar by bar to form a running total. This plot shows the direction and persistence of initiative. Profile construction The recent price range is split into Profile Granularity bins. As price traverses a bin, the current delta contribution is added to that bin. If Split Buy and Sell CVD is enabled, positive CVD goes to the right wing and negative CVD to the left wing. Widths are scaled by each side’s maximum so you can compare distribution shape at a glance. The Point of Control is the bin with the highest absolute CVD. This marks where initiative concentrated the most. Heatmap For each bin, the script computes intensity as absolute CVD relative to the maximum bin value. Color is derived from the side in control in that bin and shaded by intensity. Heatmap Length sets how far back the panels extend, highlighting recurring participation zones. Divergence model You define pivot sensitivity with Pivot Left and Right . Bearish divergence triggers when price confirms a higher high while CVD fails to make a higher high within a configurable Delta Tolerance . Bullish divergence triggers when price confirms a lower low while CVD fails to make a lower low. On trigger, optional link lines and labels are drawn at the pivots for immediate context. Key Settings Delta Source Anchor Timeframe - Higher TF for the CVD narrative. Custom Lower TF and Lower Timeframe - Force the sampling TF if desired. Pivot Logic Pivot Left and Right - Bars to each side for swing confirmation. Delta Tolerance - Small allowance to avoid near-miss false positives. CVD Profile Show CVD Profile - Toggle profile rendering. Split Buy and Sell CVD - Two-sided profile for clearer side attribution. Show Heatmap - Project intensity panels behind price. Show POC and POC Color - Mark the dominant CVD node. Profile Granularity - Number of bins across the visible price range. Profile Offset and Profile Width - Position and scale the profile. Profile Position - Right, Left, or Current bar alignment. Visuals Bullish Div Color and Bearish Div Color - Colors for divergence artifacts. Show Divergence Lines and Labels - Visualize pivots and annotations. Plot CVD - Column plot of total CVD. Show Statistics and Position - Toggle and place the summary table. Reading the display CVD columns Rising CVD confirms buyers are in control. Falling CVD confirms sellers. Flat or choppy CVD during wide price moves hints at passive or exhausted participation. CVD profile wings Thick right wing near a price zone implies heavy buy initiative accumulated there. Thick left wing implies heavy sell initiative. POC marks the strongest initiative node. Expect reactions on first touch and rotations around this level when the tape is balanced. Heatmap Brighter blocks indicate stronger historical net initiative at that price. Stacked bright bands form CVD high volume nodes. These often behave like magnets or shelves for future trade. Divergences Bearish - Price prints a higher high while CVD fails to do so. Effort is not producing result. Potential fade or pause. Bullish - Price prints a lower low while CVD fails to do so. Capitulation lacks initiative. Potential bounce or reversal. Stats panel Total CVD - Net initiative over the window. Buy and Sell volume with percentages - Side composition. Delta Ratio - Buy over Sell. Values above 1 favor buyers, below 1 favor sellers. POC Price - Current control node for plan and risk. Workflows Trend following Choose an Anchor Timeframe that matches your holding period. Trade in the direction of CVD slope while price holds above a bullish POC or below a bearish POC. Use pullbacks to CVD nodes on your profile as entry locations. Trend weakens when price makes new highs but CVD stalls, or new lows while CVD recovers. Mean reversion Look for divergences at or near prior CVD nodes, especially the POC. Fade tests into thick wings when the side that dominated there now fails to push CVD further. Target rotations back toward the POC or the opposite wing edge. Liquidity and execution map Treat strong wings and heatmap bands as probable passive interest zones. Expect pauses, partial fills, or flips at these shelves. Stops make sense beyond the far edge of the active wing supporting your idea. Alerts included CVD Bearish Divergence and CVD Bullish Divergence. Price Cross Above POC and Price Cross Below POC. Extreme Buy Imbalance and Extreme Sell Imbalance from Delta Ratio. CVD Turn Bullish and CVD Turn Bearish when net CVD crosses zero. Price Near POC proximity alert. Best practices Use a higher Anchor Timeframe to stabilize the CVD story and a sensible Profile Granularity so wings are readable without clutter. Keep Split mode on when you want to separate initiative attribution. Turn it off when you prefer a single net profile. Tune Pivot Left and Right by instrument to avoid overfitting. Larger values find swing divergences. Smaller values find micro fades. If volume is thin or synthetic for the symbol, CVD will be less reliable. The script will warn if volume is zero. Trading applications Context - Confirm or question breakouts with CVD slope. Location - Build entries at CVD nodes and POC. Timing - Use divergence and POC crosses for triggers. Risk - Place stops beyond the opposite wing or outside the POC shelf. Important notes and limits This is a price and volume based study. It does not access off-book or venue-level order flow. CVD profiles are built from the data available on your chart and the chosen lower timeframe sampling. Like all volume tools, readings can distort during roll periods, holidays, or feed anomalies. Validate on your instrument. Technical notes Delta is aggregated from a lower timeframe into an Anchor Timeframe narrative. Profile bins update in real time. Splitting by side scales each wing independently so both are readable in the same panel. Divergences are confirmed using standard pivot definitions with user-set tolerances. All profile drawing uses fixed X offsets so panels and POC do not swim when you scroll. Quick start Anchor Timeframe = Daily for intraday context. Split Buy and Sell CVD = On. Profile Granularity = 100 to 200, Profile Position = Right, Width to taste. Pivot Left and Right around 8 to 12 to start, then adapt. Turn on Heatmap for a fast map of interest bands. Bottom line CVD tells you who is doing the lifting. The profile shows where they did it. Divergences tell you when effort stops paying. Put them together and you get a clear read on control, location, and timing for both trend and mean reversion.
อินดิเคเตอร์ Pine Script®
โดย BackQuant
10
Volume Profile + Pivot Levels [ChartPrime]⯁ OVERVIEW Volume Profile + Pivot Levels combines a rolling volume profile with price pivots to surface the most meaningful levels in your selected lookback window. It builds a left-side profile from traded volume, highlights the session’s Point of Control (PoC) , and then filters pivot highs/lows so only those aligned with significant profile volume are promoted to chart levels. Each promoted level extends forward until price retests it—so your chart stays focused on levels that actually matter. ⯁ KEY FEATURES Rolling Volume Profile (Period & Resolution) Calculates a profile over the last Period bars (default 200). The profile is discretized into Volume Profile Resolution bins (default 50) between the highest high and lowest low inside the window. Each bin accumulates traded volume and is drawn as a smooth left-side polyline for compact, lightweight rendering. HL = array.new() // collect highs/lows over 'start' bars to define profile range for i = 0 to start - 1 HL.push(high ), HL.push(low ) H = HL.max(), L = HL.min() bin_size = (H - L) / bins // accumulate per-bin volume for i = 0 to bins - 1 for j = 0 to start - 1 if close >= (L + bin_sizei) - bin_size and close < (L + bin_size*(i+1)) + bin_size Bins += volume Delta-Aware Coloring The script tracks up-minus-down volume across all period to compute a net Delta . The profile, PoC line, and PoC label adopt a teal tone when net positive, and maroon when net negative—an immediate read on buyer/seller dominance inside the window. Point of Control (PoC) + Volume Label Automatically marks the highest-volume bin as the PoC . A horizontal PoC line extends to the last bar, and a label shows the absolute volume at the PoC. Toggle visibility via PoC input. Pivot Detection with Volume Filter Identifies raw pivots using Length (default 10) on both sides of the bar. Each candidate pivot is then validated against the profile: only pivots that land within their bin and meet or exceed the Filter % threshold (percentage of PoC volume) are promoted to chart levels. This removes weak, low-participation pivots. // pivot promotion when volume% >= pivotFilter if abs(mid - p.value) <= bin_size and volPercent >= pivotFilter // draw labeled pivot level line.new(p.index - pivotLength, p.value, p.index + pivotLength, p.value, width = 2) Forward-Extending, Self-Stopping Levels Promoted pivot levels extend forward as dotted rays. As soon as price intersects a level (high/low straddles it), that level stops extending—so your chart doesn’t clutter with stale zones. Concise Level Labels (Volume + %) Each promoted pivot prints a compact label at the pivot bar with its bin’s absolute volume and percentage of PoC volume (ordering flips for highs vs. lows for quick read). Lightweight Visuals The volume profile is rendered as a smooth polyline rather than dozens of boxes, keeping charts responsive even at higher resolutions. ⯁ SETTINGS Volume Profile → Period : Lookback window used to compute the profile (max 500). Volume Profile → Resolution : Number of bins; higher = finer structure. Volume Profile → PoC : Toggle PoC line and volume label. Pivots → Display : Show/hide volume-validated pivot levels. Pivots → Length : Pivot detection left/right bars. Pivots → Filter % 0–100 : Minimum bin strength (as % of PoC) required to promote a pivot level. ⯁ USAGE Read PoC direction/color for a quick net-flow bias within your window. Prioritize promoted pivot levels —they’re backed by meaningful participation. Watch for first retests of promoted levels; the line will stop extending once tested. Adjust Period / Resolution to match your timeframe (scalps → higher resolution, shorter period; swings → lower resolution, longer period). Tighten or loosen Filter % to control how selective the level promotion is. ⯁ WHY IT’S UNIQUE Instead of plotting every pivot or every profile bar, this tool cross-checks pivots against the profile’s internal volume weighting . You only see levels where price structure and liquidity overlap—clean, data-driven levels that self-retire after interaction, so you can focus on what the market actually defends.
อินดิเคเตอร์ Pine Script®
โดย ChartPrime
30
TPO[Fixed Range, Anchored, Bars Back]TPO Bars Back, Fixed Range and Anchored Overview The TPO Profile (Time Price Opportunity Profile) is a powerful market profile indicator that displays the amount of time price spent at different levels during a specified period. Unlike traditional volume profile indicators that show volume distribution, TPO Profile shows time distribution , providing insights into where price has spent the most time and identifying key support and resistance levels. Key Advantages Over TradingView's Built-in TPO Simplified Composite Creation : Automatically creates TPO profiles for any time range without manual split/merge operations Instant Value Area Calculation : Immediately shows Value Area, POC, VAH, and VAL for your selected period No Manual Assembly Required : TradingView's native TPO requires you to manually split sessions and merge them to create composites - this indicator does it automatically Flexible Time Ranges : Create composites for any custom time period (multiple days, weeks, specific events) with a few clicks Real-time Composite Updates : Anchor mode creates live composites that update as new data arrives Multiple Composite Analysis : Easily compare different time periods without the tedious manual process Key Features Core Functionality Time-Based Analysis : Shows time spent at each price level rather than volume Configurable Time Blocks : Use any timeframe for TPO counting (30min, 1H, 4H, etc.) Multiple Price Levels : Adjustable from 5 to 200 levels for granular analysis Point of Control (POC) : Automatically identifies the price level with highest time activity Value Area Calculation : Shows the price range containing 70% (configurable) of time activity Automatic Composite Generation : Creates multi-session composites without manual intervention Three Operating Modes 1. Bars Back Mode Analyzes the last N bars from the current bar Perfect for recent market activity analysis Range: 10-500 bars Use Case : Intraday analysis, recent session review 2. Fixed Range Mode Analyzes a specific time period between start and end times Ideal for historical analysis of specific events Creates perfect composites for multi-day periods Use Case : Earnings periods, news events, specific trading sessions, weekly/monthly composites 3. Anchor Mode (NEW) Starts from a specific time and extends to the current bar Dynamically updates as new bars form Perfect for building live composites from any starting point Use Case : Live session monitoring, event-based analysis from a specific point, growing composites Visual Elements TPO Bars Horizontal bars showing time distribution at each price level Longer bars = more time spent at that level Color-coded to distinguish Value Area from outlying levels Point of Control (POC) Red line marking the price level with highest time activity Most significant support/resistance level Configurable line style (Solid/Dashed/Dotted) and width Value Area High/Low (VAH/VAL) Green and Orange lines marking the boundaries of the Value Area Shows the price range containing the specified percentage of time activity Optional display with customizable line styles Single Print Detection Identifies price levels touched by only one time block Display options: Lines or Boxes Purple color highlighting these significant levels Often act as strong support/resistance in future trading Customization Options Time Block Configuration Block Time : Choose timeframe for TPO counting (30min, 1H, 4H, etc.) Allows analysis at different time granularities Higher timeframes = broader perspective, Lower timeframes = finer detail Visual Styling Line Styles : Solid, Dashed, or Dotted for all line elements Line Widths : 1-5 pixels for POC, VAH, and VAL lines Colors : Fully customizable colors for all elements Transparency : Adjustable transparency for better chart readability Label Management Show/Hide Labels : Toggle POC, VAH, VAL labels Font Sizes : Tiny, Small, Normal, Large, Huge Label Positioning : 8 different position options relative to lines Offset Controls : Fine-tune label positioning Line Extension Level Offset Right : Controls how far lines extend Smart extension logic: Value ≤ 0: Infinite extension (extend.right) Value ≥ 1: Extends exactly N bars ahead Trading Applications Support & Resistance POC often acts as strong support/resistance Value Area boundaries provide key levels Single prints frequently become significant levels Market Structure Analysis Identify areas of price acceptance (thick TPO bars) Spot areas of price rejection (thin TPO bars) Understand where market participants are comfortable trading Composite Profile Analysis Create multi-day, weekly, or monthly composites instantly Compare different composite periods without manual work Analyze longer-term price acceptance levels Build composites around specific events or announcements Session Analysis Monitor intraday session development in real-time Compare different sessions (London, New York, Asia) Track how profiles change throughout the trading day Build live composites across multiple sessions Event Analysis Use Fixed Range mode for earnings, news events Use Anchor mode to track price development from specific events Compare pre/post event price acceptance levels Create event-based composites automatically Input Parameters Mode Selection Mode : Bars Back | Fixed Range | Anchor Bars Back : Number of bars to analyze (10-500) Start Time : Beginning time for Fixed Range and Anchor modes End Time : Ending time for Fixed Range mode only Analysis Configuration Block Time : Timeframe for TPO blocks (e.g., "30" for 30-minute blocks) TPO Levels : Number of price levels (5-200) Value Area % : Percentage for Value Area calculation (50-95%) Display Options Show POC : Display Point of Control line Show Value Area : Display Value Area box Show VAH/VAL Lines : Display Value Area boundary lines Show Single Prints : Display single print detection Single Print Style : Lines or Boxes Styling Controls Colors : TPO, POC, Value Area, VAH, VAL, Single Print colors Line Styles : POC, VAH, VAL line styles Line Widths : POC, VAH, VAL line widths Labels : Show/hide, font size, position, offset controls Technical Details Calculation Method Divides the price range into equal levels based on TPO Levels setting For each time block, determines which price levels it crosses Adds +1 count to each crossed level Identifies POC as the level with highest count Calculates Value Area by expanding from POC until target percentage is reached Performance Considerations Historical data limited to prevent buffer overflow errors Smart bounds checking for different timeframes Optimized cleanup routines to prevent drawing object accumulation Pine Script Version Built on Pine Script v6 Uses modern Pine Script best practices Efficient array handling and drawing object management Best Practices Timeframe Selection Block Time = Chart Timeframe : Traditional TPO approach Block Time > Chart Timeframe : Smoother, broader perspective Block Time < Chart Timeframe : More granular, detailed analysis Level Count Guidelines Low levels (10-20) : Better for swing trading, major levels High levels (50-100) : Better for scalping, precise entries Very high levels (100+) : For very detailed analysis Mode Selection Bars Back : Daily analysis, recent activity Fixed Range : Historical events, specific periods, manual composites Anchor : Live monitoring, event-based analysis, growing composites Composite Creation Workflow Select Fixed Range or Anchor mode Set your desired start time (and end time for Fixed Range) Adjust TPO Levels for desired granularity Enable VAH/VAL lines to see Value Area boundaries The composite profile generates automatically with all key levels This indicator eliminates the tedious manual process of creating composite TPO profiles in TradingView. Instead of splitting sessions and manually merging them, you get instant composite analysis with automatic Value Area calculation, POC identification, and single print detection. The combination of time-based analysis, multiple operating modes, and extensive customization options makes it a powerful tool for understanding market structure and price acceptance levels across any time period.
อินดิเคเตอร์ Pine Script®
โดย mindyourbuisness
32
Volume Point of Control with Fib Based Profile🍀Description: This indicator is a comprehensive volume profile analysis tool designed to identify key price levels based on trading activity within user-defined timeframes. It plots the Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL), along with dynamically calculated Fibonacci levels derived from the developing period's range. It offers extensive customization for both historical and developing levels. 🍀Core Features: Volume Profiling (POC, VAH, VAL): Calculates and plots the POC (price level with the highest volume), VAH, and VAL for a selected timeframe (e.g., Daily, Weekly). The Value Area percentage is configurable. 70% is common on normal volume profiles, but this script allows you to configure multiple % levels via the fib levels. I recommend using 2 versions of this indicator on a chart, one has Value Area at 1 (100% - high and low of lookback) and the second is a specified VA area (i.e. 70%) like in the chart snapshot above. See examples at the bottom. Historical Levels: Plots POC, VAH, and VAL from previous completed periods. Optionally displays only "Unbroken" levels – historical levels that price has not yet revisited, which can act as stronger magnets or resistance/support. The user can manage the number of historical lines displayed to prevent chart clutter. Developing Levels: Shows the POC, VAH, and VAL as they form in real-time during the current, incomplete period. This provides insight into intraday/intra-period value migration. Dynamic Fibonacci Levels: Calculates and plots Fibonacci retracement/extension levels based dynamically on the range between the developing POC and the developing VAH/VAL. Offers 8 configurable % levels above and below POC that can be toggled on/off. Visual Customization: Extensive options for colors, line styles, and widths for all plotted levels. Optional gradient fill for the Value Area that visualizes current price distance from POC - option to invert the colors as well. Labels for developing levels and Fibonacci levels for easy identification. 🍀Characteristics: Volume-Driven: Levels are derived from actual trading volume, reflecting areas of high participation and price agreement/disagreement. Timeframe Specific: The results are entirely dependent on the chosen profile timeframe. Dynamic & Static Elements: Developing levels and Fibs update live, while historical levels remain fixed once their period closes. Lagging (Historical) & Potentially Leading: Historical levels are based on the past, but are often respected by future price action. Developing levels show current dynamics. 🍀How to Use It: Identifying Support & Resistance: Historical and developing POCs, VAHs, and VALs are often key areas where price may react. Unbroken levels are particularly noteworthy. Market Context & Sentiment: Trading above the POC suggests bullish strength/acceptance of higher prices, while trading below suggests bearishness/acceptance of lower prices. Entry/Exit Zones: Interactions with these levels (rejections, breakouts, tests) can provide potential entry or exit signals, especially when confirming with other analysis methods. Dynamic Targets: The Fibonacci levels calculated from the developing POC-VA range offer potential intraday/intra-period price targets or areas of interest. Understanding Value Migration: Observing the movement of the developing POC/VAH/VAL throughout the period reveals where value is currently being established. 🍀Potential Drawbacks: Input Sensitivity: The choice of timeframe, Value Area percentage, and volume resolution heavily influences the generated levels. Experimentation is needed for optimal settings per instrument/market. (I've found that Range Charts can provide very accurate volume levels on TV since the time element is removed. This helps to refine the accuracy of price levels with high volume.) Volume Data Dependency: Requires accurate volume data. May be less reliable on instruments with sparse or questionable volume reporting. Chart Clutter: Enabling all features simultaneously can make the chart busy. Utilize the line management inputs and toggle features as needed. Not a Standalone Strategy: This indicator provides context and key levels. It should be used alongside other technical analysis tools and price action reading for robust decision-making. Developing Level Fluctuation: Developing POC/VA/Fib levels can shift considerably, especially early in a new period, before settling down as more volume accumulates and time passes. 🍀Recommendations/Examples: I recommend have this indicator on your chart twice, one has the VA set at 1 (100%) and has the fib levels plotted. The second has the VA set to 0.7 (70%) to highlight the defined VA. Here is an example with 3 on a chart. VA of 100%, VA of 80%, and VA of 20%
อินดิเคเตอร์ Pine Script®
โดย ShamrockShane
3
lib_profileLibrary "lib_profile" a library with functions to calculate a volume profile for either a set of candles within the current chart, or a single candle from its lower timeframe security data. All you need is to feed the method delete(this)   deletes this bucket's plot from the chart   Namespace types: Bucket   Parameters:      this (Bucket) method delete(this)   Namespace types: Profile   Parameters:      this (Profile) method delete(this)   Namespace types: Bucket   Parameters:      this (Bucket ) method delete(this)   Namespace types: Profile   Parameters:      this (Profile ) method update(this, top, bottom, value, fraction)   updates this bucket's data   Namespace types: Bucket   Parameters:      this (Bucket)      top (float)      bottom (float)      value (float)      fraction (float) method update(this, tops, bottoms, values)   update this Profile's data (recalculates the whole profile and applies the result to this object) TODO optimisation to calculate this incremental to improve performance in realtime on high resolution   Namespace types: Profile   Parameters:      this (Profile)      tops (float ) : array of range top/high values (either from ltf or chart candles using history() function      bottoms (float ) : array of range bottom/low values (either from ltf or chart candles using history() function      values (float ) : array of range volume/1 values (either from ltf or chart candles using history() function (1s can be used for analysing candles in bucket/price range over time) method tostring(this)   allows debug print of a bucket   Namespace types: Bucket   Parameters:      this (Bucket) method draw(this, start_t, start_i, end_t, end_i, args, line_color)   allows drawing a line in a Profile, representing this bucket and it's value + it's value's fraction of the Profile total value   Namespace types: Bucket   Parameters:      this (Bucket)      start_t (int) : the time x coordinate of the line's left end (depends on the Profile box)      start_i (int) : the bar_index x coordinate of the line's left end (depends on the Profile box)      end_t (int) : the time x coordinate of the line's right end (depends on the Profile box)      end_i (int) : the bar_index x coordinate of the line's right end (depends on the Profile box)      args (LineArgs type from robbatt/lib_plot_objects/24) : the default arguments for the line style      line_color (color) : the color override for POC/VAH/VAL lines method draw(this, forced_width)   draw all components of this Profile (Box, Background, Bucket lines, POC/VAH/VAL overlay levels and labels)   Namespace types: Profile   Parameters:      this (Profile)      forced_width (int) : allows to force width of the Profile Box, overrides the ProfileArgs.default_size and ProfileArgs.extend arguments (default: na) method init(this)   Namespace types: ProfileArgs   Parameters:      this (ProfileArgs) method init(this)   Namespace types: Profile   Parameters:      this (Profile) profile(tops, bottoms, values, resolution, vah_pc, val_pc, bucket_buffer)   split a chart/parent bar into 'resolution' sections, figure out in which section the most volume/time was spent, by analysing a given set of (intra)bars' top/bottom/volume values. Then return price center of the bin with the highest volume, essentially marking the point of control / highest volume (poc) in the chart/parent bar.   Parameters:      tops (float ) : array of range top/high values (either from ltf or chart candles using history() function      bottoms (float ) : array of range bottom/low values (either from ltf or chart candles using history() function      values (float ) : array of range volume/1 values (either from ltf or chart candles using history() function (1s can be used for analysing candles in bucket/price range over time)      resolution (int) : amount of buckets/price ranges to sort the candle data into (analyse how much volume / time was spent in a certain bucket/price range) (default: 25)      vah_pc (float) : a threshold percentage (of values' total) for the top end of the value area (default: 80)      val_pc (float) : a threshold percentage (of values' total) for the bottom end of the value area (default: 20)      bucket_buffer (Bucket ) : optional buffer of empty Buckets to fill, if omitted a new one is created and returned. The buffer length must match the resolution   Returns: poc (price level), vah (price level), val (price level), poc_index (idx in buckets), vah_index (idx in buckets), val_index (idx in buckets), buckets (filled buffer or new) create_profile(start_idx, tops, bottoms, values, resolution, vah_pc, val_pc, args)   split a chart/parent bar into 'resolution' sections, figure out in which section the most volume/time was spent, by analysing a given set of (intra)bars' top/bottom/volume values. Then return price center of the bin with the highest volume, essentially marking the point of control / highest volume (poc) in the chart/parent bar.   Parameters:      start_idx (int) : the bar_index at which the Profile should start drawing      tops (float ) : array of range top/high values (either from ltf or chart candles using history() function      bottoms (float ) : array of range bottom/low values (either from ltf or chart candles using history() function      values (float ) : array of range volume/1 values (either from ltf or chart candles using history() function (1s can be used for analysing candles in bucket/price range over time)      resolution (int) : amount of buckets/price ranges to sort the candle data into (analyse how much volume / time was spent in a certain bucket/price range) (default: 25)      vah_pc (float) : a threshold percentage (of values' total) for the top end of the value area (default: 80)      val_pc (float) : a threshold percentage (of values' total) for the bottom end of the value area (default: 20)      args (ProfileArgs)   Returns: poc (price level), vah (price level), val (price level), poc_index (idx in buckets), vah_index (idx in buckets), val_index (idx in buckets), buckets (filled buffer or new) history(src, len, offset)   allows fetching an array of values from the history series with offset from current candle   Parameters:      src (int)      len (int)      offset (int) history(src, len, offset)   allows fetching an array of values from the history series with offset from current candle   Parameters:      src (float)      len (int)      offset (int) history(src, len, offset)   allows fetching an array of values from the history series with offset from current candle   Parameters:      src (bool)      len (int)      offset (int) history(src, len, offset)   allows fetching an array of values from the history series with offset from current candle   Parameters:      src (string)      len (int)      offset (int) Bucket   Fields:      idx (series int) : the index of this Bucket within the Profile starting with 0 for the lowest Bucket at the bottom of the Profile      value (series float) : the value of this Bucket, can be volume or time, for using time pass and array of 1s to the update function      top (series float) : the top of this Bucket's price range (for calculation)      btm (series float) : the bottom of this Bucket's price range (for calculation)      center (series float) : the center of this Bucket's price range (for plotting)      fraction (series float) : the fraction this Bucket's value is compared to the total of the Profile      plot_bucket_line (Line type from robbatt/lib_plot_objects/24) : the line that resembles this bucket and it's valeu in the Profile ProfileArgs   Fields:      show_poc (series bool) : whether to plot a POC line across the Profile Box (default: true)      show_profile (series bool) : whether to plot a line for each Bucket in the Profile Box, indicating the value per Bucket (Price range), e.g. volume that occured in a certain time and price range (default: false)      show_va (series bool) : whether to plot a VAH/VAL line across the Profile Box (default: false)      show_va_fill (series bool) : whether to fill the 'value' area between VAH/VAL line (default: false)      show_background (series bool) : whether to fill the Profile Box with a background color (default: false)      show_labels (series bool) : whether to add labels to the right end of the POC/VAH/VAL line (default: false)      show_price_levels (series bool) : whether add price values to the labels to the right end of the POC/VAH/VAL line (default: false)      extend (series bool) : whether extend the Profile Box to the current candle (default: false)      default_size (series int) : the default min. width of the Profile Box (default: 30)      args_poc_line (LineArgs type from robbatt/lib_plot_objects/24) : arguments for the poc line plot      args_va_line (LineArgs type from robbatt/lib_plot_objects/24) : arguments for the va line plot      args_poc_label (LabelArgs type from robbatt/lib_plot_objects/24) : arguments for the poc label plot      args_va_label (LabelArgs type from robbatt/lib_plot_objects/24) : arguments for the va label plot      args_profile_line (LineArgs type from robbatt/lib_plot_objects/24) : arguments for the Bucket line plots      args_profile_bg (BoxArgs type from robbatt/lib_plot_objects/24)      va_fill_color (series color) : color for the va area fill plot Profile   Fields:      start (series int) : left x coordinate for the Profile Box      end (series int) : right x coordinate for the Profile Box      resolution (series int) : the amount of buckets/price ranges the Profile will dissect the data into      vah_threshold_pc (series float) : the percentage of the total data value to mark the upper threshold for the main value area      val_threshold_pc (series float) : the percentage of the total data value to mark the lower threshold for the main value area      args (ProfileArgs) : the style arguments for the Profile Box      h (series float) : the highest price of the data      l (series float) : the lowest price of the data      total (series float) : the total data value (e.g. volume of all candles, or just one each to analyse candle distribution over time)      buckets (Bucket ) : the Bucket objects holding the data for each price range bucket      poc_bucket_index (series int) : the Bucket index in buckets, that holds the poc Bucket      vah_bucket_index (series int) : the Bucket index in buckets, that holds the vah Bucket      val_bucket_index (series int) : the Bucket index in buckets, that holds the val Bucket      poc (series float) : the according price level marking the Point Of Control      vah (series float) : the according price level marking the Value Area High      val (series float) : the according price level marking the Value Area Low      plot_poc (Line type from robbatt/lib_plot_objects/24)      plot_vah (Line type from robbatt/lib_plot_objects/24)      plot_val (Line type from robbatt/lib_plot_objects/24)      plot_poc_label (Label type from robbatt/lib_plot_objects/24)      plot_vah_label (Label type from robbatt/lib_plot_objects/24)      plot_val_label (Label type from robbatt/lib_plot_objects/24)      plot_va_fill (LineFill type from robbatt/lib_plot_objects/24)      plot_profile_bg (Box type from robbatt/lib_plot_objects/24)
ไลบรารี Pine Script®
โดย robbatt
3
Volumetric Supply and Demand Zones [BOSWaves]Volumetric Supply and Demand Zones - Impulse-Based Zone Detection with Embedded Volume Profile Analysis Overview Volumetric Supply and Demand Zones is an impulse-driven zone identification system that marks significant reversal areas through swing detection and volume accumulation patterns, where zone boundaries dynamically reflect actual trading activity concentration rather than arbitrary price levels. Instead of relying on traditional horizontal support/resistance lines or fixed pivot structures, zone placement, thickness, and volumetric composition are determined through ATR-normalized impulse detection, volume profile distribution analysis, and delta decomposition within base formation periods. This creates adaptive supply and demand boundaries that reflect actual volume accumulation patterns rather than simple price extremes - contracting zones around high-volume concentration areas when profile shows tight distribution, expanding zones during dispersed volume activity, and incorporating positive/negative delta breakdowns to reveal whether zones formed under buying or selling pressure dominance. Price interactions are therefore evaluated relative to volume-weighted zone structures and point-of-control levels rather than conventional naked price zones. Conceptual Framework Volumetric Supply and Demand Zones is founded on the principle that meaningful reversal zones emerge where significant volume accumulated during consolidation before impulse moves rather than at simple swing high/low pivot points. Traditional supply and demand methods identify zones using price structure alone through swing detection or candlestick patterns, which often ignores the underlying volume distribution and buying/selling pressure that validates institutional accumulation or distribution. This framework replaces price-only logic with volume-weighted zone construction informed by actual trading activity concentration and delta composition. Three core principles guide the design: Zone boundaries should encompass base formation periods preceding impulse moves, not isolated pivot candles alone. Volume profile distribution within zones must reveal where actual trading activity concentrated, identifying true points of control. Delta decomposition exposes whether zones formed under buying pressure (demand accumulation) or selling pressure (supply distribution). This shifts supply and demand analysis from naked price levels into volume-validated, delta-aware institutional footprint zones. Theoretical Foundation The indicator combines swing pivot detection, ATR-based impulse measurement, volume profile construction, and delta decomposition analysis. A pivot detection system identifies local swing highs and lows using configurable left/right bar parameters. Impulse validation measures the subsequent price move magnitude relative to ATR, confirming whether the swing preceded a significant directional thrust. Zone boundaries encompass a lookback period of candles forming the base, with maximum height capped by ATR multiplier to prevent excessively large zones. Volume profile divides each zone into horizontal rows, distributing volume proportionally based on price overlap and identifying the point of control (highest volume row). Delta profile separates volume into buying versus selling components using close-open relationships, revealing net directional pressure within each profile row. Five internal systems operate in tandem: Swing Detection Engine : Identifies pivot highs and lows using symmetrical left/right bar confirmation for potential zone anchor points. Impulse Validation System : Measures price movement magnitude following pivot formation, requiring ATR-multiple threshold breach to confirm zone significance. Volume Profile Constructor : Divides zone height into configurable rows, allocates volume proportionally based on bar price range overlap with each row, identifies POC as highest-volume row. Delta Decomposition Engine : Separates volume into buying (up-close bars) versus selling (down-close bars) components within each profile row, calculates net delta and dominant pressure direction. Zone Merge Logic : Detects overlapping zones of same type (supply/supply or demand/demand), combines boundaries and recalculates volume/delta statistics with weighted blending. This design allows supply and demand zones to reflect actual volume accumulation reality rather than reacting mechanically to price pivots alone. How It Works Volumetric Supply and Demand Zones evaluates price through a sequence of volume-aware zone construction processes: Pivot Identification : Swing detection algorithm identifies local highs and lows using configurable left/right bar symmetry, marking potential reversal zone anchors. Impulse Magnitude Validation : Following pivot formation, price movement measured relative to ATR over lookback period - move must exceed ATR multiplier threshold to confirm zone validity. Base Period Boundary Definition : Zone encompasses pivot bar plus configurable lookback candles forming the consolidation base preceding impulse move. Height Normalization : Raw zone height (high to low of base period) capped at maximum ATR multiplier to prevent zones becoming unreasonably large during extended consolidations. Volume Profile Row Allocation : Zone divided into configurable number of horizontal rows, each bar's volume distributed proportionally based on price range overlap with row boundaries. Point of Control Identification : Row with highest accumulated volume marked as POC, representing price level with maximum trading activity concentration within zone. Delta Component Separation : Each bar's volume classified as buying (close > open) or selling (close < open), allocated to respective delta buckets within overlapping profile rows. Delta Profile Construction : Net delta (buy volume minus sell volume) calculated per row, rendered as horizontal bars extending from zone right edge inward with green (positive) or red (negative) coloring. Overlap Detection and Merging : New zones checked against existing zones of same type, overlapping zones within merge gap threshold combined with boundary expansion and volume/delta statistics aggregation. Mitigation Detection : Price interaction monitoring using configurable method (wick or close) determines when zones violated, triggering zone deletion and cleanup of all visual elements. Together, these elements form a continuously updating supply and demand framework anchored in volume accumulation reality and delta pressure composition. Interpretation Volumetric Supply and Demand Zones should be interpreted as volume-validated institutional footprint zones: Demand Zones (Green) : Form at swing lows preceding upward impulse moves exceeding ATR threshold - represent areas where buyers accumulated positions before markup phase, volume profile shows where bids concentrated. Supply Zones (Red) : Establish at swing highs preceding downward impulse moves exceeding ATR threshold - identify areas where sellers distributed positions before markdown phase, volume profile shows where offers concentrated. Volume Profile Bars : Horizontal bars extending from zone left edge show relative volume distribution across price levels - longer bars indicate higher trading activity, revealing true institutional accumulation/distribution levels versus arbitrary zone edges. Point of Control Line (White) : Horizontal line within zone marks price level with maximum volume concentration - represents the most significant institutional activity level, often acts as magnetic price level during retests. Delta Profile Bars : Horizontal bars extending from zone right edge inward display net buying/selling pressure per price level - green bars show buy volume dominance (accumulation), red bars show sell volume dominance (distribution). Zone Info Box : Text panel on right edge displays zone type (SUPPLY/DEMAND), status (Fresh/Tested), total volume, net delta, and touch count - provides quantitative validation of zone significance. Fresh Status : Newly created zones not yet tested by price - highest probability reversal zones as institutional orders likely remain unfilled. Tested Status : Zones where price returned and interacted with boundaries - touch count reveals how many times zone provided support/resistance, excessive touches suggest weakening. Merged Zones : Wider zones with higher volume/delta values formed by combining multiple overlapping base periods - represent extended institutional accumulation/distribution areas with greater significance. POC Brightness : Brightest (white) volume profile bar marks point of control - visual emphasis highlights the most critical price level within zone structure. Volume distribution shape, POC placement, delta composition, and touch count outweigh simple zone boundary reactions. Signal Logic & Visual Cues Volumetric Supply and Demand Zones presents zone interaction insights rather than discrete directional signals: Fresh Zone Formation : New supply or demand zone created when swing pivot followed by ATR-threshold impulse - suggests institutional footprint left behind, high-probability reversal area established. First Retest (Fresh → Tested) : Price returning to previously untouched zone triggers status change and touch increment - historically highest-probability reaction level as unfilled orders likely remain. POC Magnetic Behavior : Price gravitating toward white POC line during zone interaction - suggests institutional activity concentration level acting as support/resistance within broader zone. Volume Profile Asymmetry : Profile showing volume concentrated at zone edge versus center reveals base formation character - edge concentration suggests quick accumulation before impulse, center concentration indicates prolonged consolidation. Delta Divergence Patterns : Demand zones showing negative delta profile (red bars dominant) or supply zones showing positive delta (green bars) reveal weak zone formation - pressure composition conflicted with expected direction. Delta Confirmation Patterns : Demand zones with strong positive delta (green bars) or supply zones with strong negative delta (red bars) validate institutional conviction - pressure aligned with expected reversal direction. Excessive Touch Degradation : Touch count exceeding 3-4 interactions suggests zone weakening - repeated tests consume institutional orders, reducing reversal probability. Mitigation Events : Price closing beyond zone boundaries (or wicking through, based on settings) triggers zone deletion - invalidation confirms institutional levels failed, trend continuation likely. The primary value lies in volume-validated zone structure and delta composition analysis rather than simple boundary touches. Strategy Integration Volumetric Supply and Demand Zones fits within institutional footprint and order flow-aware trading approaches: Fresh Zone Reversal Entries : Enter counter-trend positions at first retest of fresh zones with strong delta confirmation - unfilled institutional orders provide high-probability reaction levels. POC-Precise Limit Orders : Place entries at POC line rather than zone edges - point of control represents maximum volume concentration, offering tighter stop placement and better risk/reward. Delta-Filtered Zone Selection : Prioritize demand zones showing positive net delta and supply zones showing negative net delta-aligned pressure composition validates institutional conviction. Volume Profile Distribution Analysis : Favor zones with tight volume concentration (profile bars clustered) over dispersed distribution - concentrated profiles suggest decisive institutional accumulation/distribution. Merge-Enhanced Conviction : Treat merged zones with higher volume/delta totals as stronger reversal candidates - combined statistics represent extended institutional activity periods. Touch Count Degradation Filtering : Reduce position sizing or avoid zones with 3+ touches - excessive interaction depletes institutional orders, weakening reversal probability. Trend Continuation via Mitigation : Enter breakout positions when price closes beyond supply zones (uptrend) or demand zones (downtrend) - mitigation confirms trend strength overwhelming institutional levels. Multi-Timeframe Zone Confluence : Apply higher-timeframe zones for macro structure, use lower-timeframe volume profile to identify precise entry levels within larger zones. Technical Implementation Details Core Engine : Pivot detection with symmetrical left/right confirmation, ATR-normalized impulse validation Zone Construction : Base period lookback with ATR-capped height normalization and time-based extension Volume Profile System : Proportional volume allocation across configurable rows with overlap percentage calculation Delta Engine : Close-open relationship classification separating buy/sell volume with net delta calculation per row POC Identification : Maximum volume row detection with visual emphasis rendering Merge Logic : Overlap detection with gap threshold, boundary expansion, and weighted statistic aggregation Visualization : Multi-element rendering (zone boxes, profile bars, delta bars, POC lines, info panels) with proportional sizing Performance Profile : Custom type system for zone/profile/delta management, efficient array-based storage with configurable zone limits Optimal Application Parameters Timeframe Guidance: 1 - 5 min : Micro-structure supply/demand for scalping with tight ATR multipliers and reduced lookback 15 - 60 min : Intraday institutional footprint zones with balanced profile row count and merge sensitivity 4H - Daily : Swing-level accumulation/distribution areas with extended lookback periods and wider merge gaps Weekly - Monthly : Macro institutional zones with maximum profile detail and extended zone persistence Suggested Baseline Configuration: Swing Length : 8 Impulse Size (ATR) : 1.2 Base Lookback Candles : 3 ATR Length : 14 Maximum Zone Height (ATR) : 4.0 Maximum Zones : 10 Extend Zones (bars) : 60 Merge Overlapping Zones : Enabled Merge Gap (ATR) : 0.3 Mitigation Type : Wick Profile Rows : 10 Profile Width (%) : 0.5 Show POC Line : Enabled Show Delta Profile : Enabled Delta Profile Width (%) : 0.35 Show Zone Info Box : Enabled These suggested parameters should be used as a baseline; their effectiveness depends on the asset's volatility profile, volume characteristics, and preferred zone sensitivity, so fine-tuning is expected for optimal performance. Parameter Calibration Notes Use the following adjustments to refine behavior without altering the core logic: Too many zones cluttering chart : Increase Swing Length (10 - 12) to demand stronger pivots, or increase Impulse Size multiplier (1.5 - 2.0) to require larger moves for zone validation. Missing significant reversal levels : Decrease Swing Length (5-6) for earlier pivot detection, or reduce Impulse Size (0.8 - 1.0) to capture smaller but valid base formations. Zones too large/tall : Reduce Maximum Zone Height ATR multiplier (2.5 - 3.0) to cap vertical size, or decrease Base Lookback Candles (1 - 2) for tighter base periods. Zones too small to be useful : Increase Base Lookback Candles (4 - 6) to encompass longer consolidation periods, or raise Maximum Zone Height (5.0 - 7.0) for taller zones. Profile bars too granular : Decrease Profile Rows (6 - 8) for coarser distribution showing major volume clusters only. Profile lacking detail : Increase Profile Rows (15 - 20) for finer resolution revealing subtle volume distribution nuances. Zones merging too aggressively : Decrease Merge Gap ATR multiplier (0.1 - 0.2) to require tighter overlap for merge qualification, or disable merging entirely. Related zones not combining : Increase Merge Gap (0.5 - 0.8) to allow merging of zones with larger separation distances. Zones invalidating prematurely : Switch Mitigation Type from "Wick" to "Close" to require closing violation rather than intrabar penetration. Zones persisting too long after breach : Switch Mitigation Type from "Close" to "Wick" for faster invalidation on initial penetration. Profile bars invisible : Increase Profile Width percentage (0.6 - 0.8) for longer bars, improving visibility on cluttered charts. Delta profile obscuring volume profile : Reduce Delta Profile Width (0.2 - 0.3) to prevent overlap, or disable delta display temporarily. Adjustments should be incremental and evaluated across multiple session types rather than isolated market conditions. Performance Characteristics High Effectiveness: Range-bound and mean-reverting markets where institutional zones provide reliable turning points Instruments with consistent volume characteristics where profile distribution reveals true accumulation/distribution Swing trading approaches targeting zone-to-zone reactions with defined risk parameters Reversal strategies seeking volume-validated entry levels rather than blind counter-trend positions Markets where delta proxy correlates well with actual order flow (trending volume instruments) Position trading benefiting from macro supply/demand structure with embedded volume context Reduced Effectiveness: Extremely low volume environments where profile distribution becomes unreliable and sparse News-driven or gapped markets where zones form/invalidate without normal volume accumulation patterns Highly trending markets where zones consistently mitigate without providing reversal opportunities Instruments with erratic volume patterns making delta decomposition and profile interpretation misleading Very high-frequency timeframes (seconds) where base formation periods too short for meaningful volume accumulation Integration Guidelines Confluence : Combine with BOSWaves structure, market profile, or traditional technical analysis for zone validation within broader context Volume Profile Respect : Trust POC levels and high-volume profile bars over arbitrary zone edges for entry/exit precision Delta Confirmation Priority : Favor zones where delta composition aligns with expected direction - positive delta in demand, negative delta in supply Fresh Zone Preference : Prioritize first retests of untouched zones over repeatedly tested areas with high touch counts Merge Recognition : Treat merged zones with elevated volume/delta statistics as higher-conviction institutional footprint areas Touch Count Filtering : Reduce position sizing or avoid zones after 3+ touches as institutional order depletion reduces effectiveness Mitigation Discipline : Exit zone-based positions decisively when price closes beyond boundaries, respecting invalidation signals Multi-Timeframe Structure : Apply higher-timeframe zones for swing structure, use lower-timeframe profiles for tactical entry refinement Disclaimer Volumetric Supply and Demand Zones is a professional-grade supply/demand zone and volume profile analysis tool. It uses volume-based delta proxy to estimate directional pressure but does not access true order book data or institutional trade information. Results depend on market conditions, volume reliability, ATR characteristics, parameter selection, and disciplined execution. Volume profile and delta calculations represent approximations based on close-open relationships and price overlap formulas, not actual bid/ask transactions. BOSWaves recommends deploying this indicator within a broader analytical framework that incorporates price structure, order flow context, and comprehensive risk management.
อินดิเคเตอร์ Pine Script®
โดย BOSWaves
5
ZigZag Volume Profile [ChartPrime]⯁ OVERVIEW ZigZag Volume Profile combines swing structure with volume analytics by plotting a ZigZag of major price swings and overlaying a detailed volume profile around each swing. At the end of each swing, it highlights the Point of Control (POC) — the price level with the highest traded volume — and extends it forward to identify key areas of potential support or resistance. ⯁ KEY FEATURES ZigZag Swing Detection: Automatically detects swing highs and lows based on a user-defined length, creating clean visual segments of market structure. These segments act as boundaries for volume profile calculations. swingHigh = ta.highest(swingLength) swingLow = ta.lowest(swingLength) ZigZag Channel Visualization: The ZigZag structure is connected with sloped lines, forming a visual “channel” of the price movement. The ZigZag can optionally, scaled by ATR. Volume Profile Around Each Swing: For every completed swing (high to low or low to high), the indicator constructs a full volume profile using user-defined bin counts. It scans volume across price levels in the swing and plots histogram-style bins using a gradient color to indicate volume magnitude. Dynamic Bin Width and Slope Adjustment: Bins are distributed across a vertical ATR-based range, and their width is adjusted based on the percentage of total swing volume. The volume fill direction is adapted to the swing’s slope for visually aligned plotting. POC Detection and Extension: The highest volume bin in each swing is identified as the Point of Control (POC). This level is plotted with a thicker line and extended horizontally into the future as a key reaction level. Automatic POC Expiry on Price Interaction: POC lines are continuously extended unless breached by price. When price crosses the POC level, the extension is terminated — signaling that the level may have been absorbed. Clean Volume Bin Visualization: Bin colors range from green (low volume) to blue (higher volume), with the POC always marked in red by default for easy identification. Volume percentages are optionally labeled at each bin level. Flexible Swing Profile Parameters: Users can control: Number of volume bins Bin width Channel width (ATR factor) Visibility of the swing channel or POC lines Efficient Memory Handling: Old POC lines and volume profiles are automatically removed from memory after a threshold to keep charts clean and performant. ⯁ USAGE Use ZigZag swings to define market structure visually. Analyze volume profile around each swing to understand where most trading activity occurred. Use POC extensions as dynamic support/resistance zones for entries, stops, or take-profits. Watch for price interaction with extended POC lines — breaks may suggest absorbed liquidity or breakout potential. Use the ATR-based channel width to adapt profiles based on market volatility. ⯁ CONCLUSION ZigZag Volume Profile offers a powerful fusion of structure and volume. By plotting detailed volume profiles over each price swing and extending the POC as actionable S/R levels, this tool provides deep insight into market participation zones — giving traders a tactical edge in both ranging and trending environments.
อินดิเคเตอร์ Pine Script®
โดย ChartPrime
6
Volume Range Profile with Fair Value (Zeiierman)█ Overview The Volume Range Profile with Fair Value (Zeiierman) is a precision-built volume-mapping tool designed to help traders visualize where institutional-level activity is occurring within the price range — and how that volume behavior shifts over time. Unlike traditional volume profiles that rely on fixed session boundaries or static anchors, this tool dynamically calculates and displays volume zones across both the upper and lower ends of a price range, revealing point-of-control (POC) levels, directional volume flow, and a fair value drift line that updates live with each candle. You’re not just looking at volume anymore. You’re dissecting who’s in control — and at what price. ⚪ In simple terms: Upper Zone = The upper portion of the price range, showing concentrated volume activity — typically where selling or distribution may occur Lower Zone = The lower portion of the price range, highlighting areas of high volume — often associated with buying or accumulation POC Bin = The bin (price level) with the highest traded volume in the zone — considered the most accepted price by the market Fair Value Trend = A dynamic trend line tracking the average POC price over time — visualizing the evolving fair value Zone Labels = Display real-time breakdown of buy/sell volume within each zone and inside the POC — revealing who’s in control █ How It Works ⚪ Volume Zones Upper Zone: Anchored at the highest high in the lookback period Lower Zone: Anchored at the lowest low in the lookback period Width is user-defined via % of range Each zone is divided into a series of volume bins ⚪ Volume Bins (Histograms) Each zone is split into N bins that show how much volume occurred at each level: Taller = More volume The POC bin (Point of Control) is highlighted Labels show % of volume in the POC relative to the whole zone ⚪ Buy vs Sell Breakdown Each volume bin is split by: Buy Volume = Close ≥ Open Sell Volume = Close < Open The script accumulates these and displays total Buy/Sell volume per zone. ⚪ Fair Value Drift Line A POC trend is plotted over time: Represents where volume was most active across each range Color changes dynamically — green for rising, red for falling Serves as a real-time fair value anchor across changing market structure █ How to Use ⚪ Identify Key Control Zones Use Upper/Lower Zone structures to understand where supply and demand is building. Zones automatically adapt to recent highs/lows and re-center volume accordingly. ⚪ Follow Institutional Activity Watch for POC clustering near price tops or bottoms. Large volumes near extremes may indicate accumulation or distribution. ⚪ Spot Fair Value Drift The fair value trend line (average POC price) gives insight into market equilibrium. One strategy can be to trade a re-test of the fair value trend, trades are taken in the direction of the current trend. █ Understanding Buy & Sell Volume Labels (Zone Totals) These labels show the total buy and sell volume accumulated within each zone over the selected lookback period: Buy Vol (green label) → Total volume where candles closed bullish Sell Vol (red label) → Total volume where candles closed bearish Together, they tell you which side dominated: Higher Buy Vol → Bullish accumulation zone Higher Sell Vol → Bearish distribution zone This gives a quick visual insight into who controlled the zone, helping you spot areas of demand or supply imbalance. █ Understanding POC Volume Labels The POC (Point of Control) represents the price level where the most volume occurred within the zone. These labels break down that volume into: Buy % – How much of the volume was buying (price closed up) Sell % – How much was selling (price closed down) Total % – How much of the entire zone’s volume happened at the POC Use it to spot strong demand or supply zones: High Buy % + High Total % → Strong buying interest = likely support High Sell % + High Total % → Strong selling pressure = likely resistance It gives a deeper look into who was in control at the most important price level. █ Why It’s Useful Track where fair value is truly forming Detect aggressive volume accumulation or dumping Visually split buyer/seller control at the most relevant price levels Adapt volume structures to current trend direction █ Settings Explained Lookback Period: Number of bars to scan for highs/lows. Higher = smoother zones, Lower = reactive. Zone Width (% of Range): Controls how much of the range is used to define each zone. Higher = broader zones. Bins per Zone: Number of volume slices per zone. Higher = more detail, but heavier on resources. ----------------- Disclaimer The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
อินดิเคเตอร์ Pine Script®
โดย Zeiierman
13
Volume Flow Anatomy [Kodexius]Volume Flow Anatomy is a dynamic, multi-dimensional volume map that reconstructs how buy, sell, and “stealth” activity is distributed across price rather than just across time. Instead of relying on a static, session-based volume profile, it uses an exponentially decaying memory of recent bars to build a constantly evolving “anatomy” of the auction, where each price level carries an adaptive history of order flow. The script separates buy vs. sell pressure, adds a third “Stealth Flow” dimension for low-volume price movement (ease of movement / divergence), and automatically derives POC, Value Area, imbalances, absorption zones, and classic profile shapes (D, P, b, B). This gives the trader a compact but highly information-dense map on the right side of the chart to read control (buyers vs. sellers), structure (balanced vs. trending vs. double distribution), and key reaction levels (support/resistance born from flow, not just wicks). 🔹 Features 🔸 Dynamic Lookback with Decay - The script computes an effective lookback N from the Decay Factor and caps it with Max Lookback. - Higher decay keeps more history; lower decay emphasizes the most recent flow. - The profile continuously adapts as new bars are printed. 🔸 Price-Bucketed Flow Map Each bucket accumulates: - Sell Flow (sell pressure) - Buy Flow (buy pressure) - Stealth Flow (low-volume price movement) - Box width at each bucket is proportional to the relative intensity of that component. 🔸 Stealth Flow (Low-Volume Price Movement) - Measures close to close movement relative to volume, emphasizing price movement that occurs on comparatively low volume. - Helps reveal hidden participation, inefficient moves, and areas that may be vulnerable to re-tests or reversions. 🔸 POC & 70% Value Area (VA) - Identifies the Point of Control (price bucket with the highest total volume) over the effective lookback. - Builds a 70% Value Area by expanding from POC towards the nearest high volume neighbors until 70% of the total volume is included. - POC is drawn as a line over the analyzed range; VA is displayed as a shaded band in the profile area. 🔸 Market Profile Shape Detection Splits the profile vertically into three zones (bottom / middle / top) and compares their volume distribution. Classifies structure as: - D-Shape (Balanced) - P-Shape (Short Covering) - b-Shape (Long Liquidation) - B-Shape (Double Distribution) Displays a shape label with color coded bias for quick auction context interpretation. 🔸 Imbalance Zones & Absorption Imbalance: detects buckets where Buy Flow or Sell Flow exceeds the opposite side by at least Imbalance Ratio. Absorption: flags zones with high volume but low price “ease”, where price is not moving much despite significant volume. Extends these levels into horizontal zones, marking potential support/resistance and trap areas. Bullish Imbalance Zone : Bearish Imbalance Zone : Absorption Zone : 🔸 Range Context & On-Chart Legend Draws a Range Box covering the dynamically determined lookback (N bars), with a label displaying the effective bar count. A bottom-right legend summarizes: - Color keys for Buy / Sell / Stealth - POC / VA status - Bullish vs. Bearish dominance percentage - Profile shape classification - Imbalance and Absorption conventions 🔹 Calculations 1. Dynamic Lookback & Price Buckets int N = math.min(int(4 / (1 - decayFactor) - 1), maxHistory) float priceHigh = ta.highest(high, N) float priceLow = ta.lowest(low, N) float bucketSize = (priceHigh - priceLow) / bucketCount The effective lookback N is derived from the Decay Factor, using the approximation 4 / (1 - decay) to capture roughly 99% of the decayed influence, then capped with maxHistory to control performance. Over that adaptive range, the script finds the highest and lowest prices and divides the band into bucketCount equal slices (bucketSize). Each slice is a price bucket that will accumulate volume-flow information. 2. Exponentially Decayed Volume Allocation addValue(array profile, float weight, float minPrice, float maxPrice) => for j = 0 to bucketCount - 1 float bucketMin = priceLow + j * bucketSize float bucketMax = bucketMin + bucketSize float overlapMin = math.max(minPrice, bucketMin) float overlapMax = math.min(maxPrice, bucketMax) float overlapRange = overlapMax - overlapMin if overlapRange > 0 profile.set(j, profile.get(j) * decayFactor + weight * overlapRange) This function is the core engine of the indicator. For a given price span and intensity, it checks every bucket for overlap, distributes the weight proportionally to the overlapping range, and before adding new value, decays the existing bucket content by decayFactor. This results in an exponentially weighted profile: recent activity dominates, while older levels retain a gradually fading footprint. 3. POC and 70% Value Area array totalProfile = array.new(bucketCount, 0) for j = 0 to bucketCount - 1 float total = sellProfile.get(j) + buyProfile.get(j) totalProfile.set(j, total) if total > eaMax eaMax := total int pocIdx = 0 float pocVal = 0.0 for j = 0 to bucketCount - 1 if totalProfile.get(j) > pocVal pocVal := totalProfile.get(j) pocIdx := j float totalSum = totalProfile.sum() float targetSum = totalSum * 0.70 int vaLow = pocIdx int vaHigh = pocIdx float currentSum = pocVal while currentSum < targetSum and (vaLow > 0 or vaHigh < bucketCount - 1) float lowVal = vaLow > 0 ? totalProfile.get(vaLow - 1) : 0.0 float highVal = vaHigh < bucketCount - 1 ? totalProfile.get(vaHigh + 1) : 0.0 First, totalProfile is built as the sum of buy and sell flow per bucket, and eaMax (the maximum total) is tracked for later normalization. The POC bucket (pocIdx) is simply the index with the highest totalProfile value. To compute the 70% Value Area, the algorithm starts at the POC bucket and expands outward, each step adding either the upper or lower neighbor depending on which has more volume. This continues until the cumulative volume reaches 70% of totalSum. The result is a volume-driven VA, not necessarily symmetric around POC, which more accurately represents where the market has truly traded. 4. Market Profile Shape Classification float volTopThird = 0.0 float volMidThird = 0.0 float volBotThird = 0.0 int thirdIdx = int(bucketCount / 3) for j = 0 to bucketCount - 1 float val = totalProfile.get(j) if j < thirdIdx volBotThird += val else if j < thirdIdx * 2 volMidThird += val else volTopThird += val float totalVolShape = totalProfile.sum() string shapeStr = "D-Shape (Balanced)" if (volTopThird > totalVolShape * 0.20) and (volBotThird > totalVolShape * 0.20) and (volMidThird < totalVolShape * 0.50) shapeStr := "B-Shape (Double Dist)" else if pocIdx > bucketCount * 0.5 and volTopThird > volBotThird * 1.3 shapeStr := "P-Shape (Short Covering)" else if pocIdx < bucketCount * 0.5 and volBotThird > volTopThird * 1.3 shapeStr := "b-Shape (Long Liquidation)" else shapeStr := "D-Shape (Balanced)" The profile is split into bottom, middle, and top thirds. The script compares how much volume is concentrated in each and combines that with the relative location of POC. If both extremes are heavy and the middle light, it labels a B-Shape (double distribution). If the POC is high and the top dominates the bottom, it’s a P-Shape (short covering). If the POC is low and the bottom dominates, it’s a b-Shape (long liquidation). Otherwise, it defaults to a D-Shape (balanced). This provides a quick, at-a-glance assessment of auction structure. 5. Imbalances, Absorption & Zones bool isBuyImb = showImb and sVal > 0 and (bVal / sVal >= imbRatio) bool isSellImb = showImb and bVal > 0 and (sVal / bVal >= imbRatio) float volRatio = eaMax > 0 ? tVal / eaMax : 0 float stRatio = esmRange > 0 ? (stVal - esmMin) / esmRange : 1.0 bool isAbsorp = showAbsorp and volRatio > 0.6 and stRatio < 0.25 if showImbZone if isSellImb zoneBoxes.push(box.new(bar_index - N + 1, bucketHi, bar_index + 1, bucketLo, ...)) if isBuyImb zoneBoxes.push(box.new(bar_index - N + 1, bucketHi, bar_index + 1, bucketLo, ...)) if isAbsorp zoneBoxes.push(box.new(bar_index - N + 1, bucketHi, bar_index + 1, bucketLo, ...)) Imbalances are identified where one side’s volume (buy or sell) exceeds the other by at least Imbalance Ratio. These buckets are marked as buy or sell imbalance zones, indicating aggressive participation from one side. Absorption is detected by combining a high volume ratio (volRatio) with a low normalized stealth ratio (stRatio). High volume with limited price movement suggests that opposing orders are absorbing flow at that level. Both imbalance and absorption buckets are extended into horizontal zones from the start of the lookback to the current bar, visually emphasizing key support/resistance and liquidity areas. 6. Building Buy, Sell & Stealth Profiles sellProfile := array.new(bucketCount, 0) buyProfile := array.new(bucketCount, 0) stealthProfile := array.new(bucketCount, 0) Three arrays are used to store Sell Flow, Buy Flow, and Stealth Flow. Bars are processed from oldest to newest so that decay is applied in correct chronological order. For each bar, a volume density (volume / range) is calculated and distributed across the candle range. Bull candles feed buyProfile, bear candles feed sellProfile. Stealth Flow computes the close-to-close move between consecutive bars, scaled by 1 / (1 + volume). Big moves on low volume produce high stealth values, which are then allocated across the move’s price span into stealthProfile. This yields a three-layer profile per price level: directional volume and stealthy price movement.
อินดิเคเตอร์ Pine Script®
โดย UnknownUnicorn113699460
2