เริ่มกันเลย

ค้นหาในสคริปต์สำหรับ "poc"

volume profile ranking indicator📌 Introduction This script implements a volume profile ranking indicato for TradingView. It is designed to visualize the distribution of traded volume over price levels within a defined historical window. Unlike TradingView’s built-in Volume Profile, this script gives full customization of the profile drawing logic, binning, color gradient, and the ability to anchor the profile to a specific date. ⚙️ How It Works (Logic) 1. Inputs ➤POC Lookback Days (lookback): Defines how many bars (days) to look back from a selected point to calculate the volume distribution. ➤Bin Count (bin_count): Determines how many price bins (horizontal levels) the price range will be divided into. ➤Use Custom Lookback Date (useCustomDate): Enables/disables manually selecting a backtest start date. ➤Custom Lookback Date (customDate): When enabled, the profile will calculate volume based on this date instead of the most recent bar. 2. Target Bar Determination ➤If a custom date is selected, the script searches for the bar closest to that date within 1000 bars. ➤If not, it defaults to the latest bar (bar_index). ➤The profile is drawn only when the current bar is close to the target bar (within ±2 bars), to avoid unnecessary recalculations and performance issues. 3. Volume Binning ➤The price range over the lookback window is divided into bin_count segments. ➤For each bar within the lookback window, its volume is added to the appropriate bin based on price. ➤If the price falls outside the expected range, it is clamped to the first or last bin. 4. Ranking and Sorting ➤A bubble sort ranks each bin by total volume. ➤The most active bin (POC, or Point of Control) is highlighted with a thicker bar. 5. Rendering ➤Horizontal bars (line.new) represent volume intensity in each price bin. ➤Each bar is color-coded by volume heat: more volume = more intense color. ➤Labels (label.new) show: ➤Total volume ➤Rank ➤Percentage of total volume ➤Price range of the bin 🧑‍💻 How to Use 1. Add the Script to Your Chart ➤Copy the code into TradingView’s Pine Script editor and add it to your chart. 2. Set Lookback Period ➤Default is 252 bars (about one year for daily charts), but can be changed via the input. 3. (Optional) Use Custom Date ●Toggle "Use Custom Lookback Date" to true. ➤Pick a date in the "Custom Lookback Date" input to anchor the profile. 4. Analyze the Volume Distribution ➤The longest (thickest) red/orange bar represents the Point of Control (POC) — the price with the most volume traded. ➤Other bars show volume distribution across price. ➤Labels display useful metrics to evaluate areas of high/low interest. ✅ Features 🔶 Customizable anchor point (custom date). 🔶Adjustable bin count and lookback length. 🔶 Clear visualization with heatmap coloring. 🔶 Lightweight and performance-optimized (especially with the shouldDrawProfile filter)
อินดิเคเตอร์ Pine Script®
โดย CHENANFANG
Support and ResistanceThis indicator, titled "Support and Resistance," is designed to identify and display key price levels based on volume and pivot points. It's a versatile tool that can be adapted for different market views and timeframes. Key Features Market View Options The indicator offers three market view settings: Short term Standard Long term These settings affect the lookback periods used in calculations, allowing users to adjust the indicator's sensitivity to market movements. Volume-Based Levels The indicator calculates support and resistance levels using a rolling Point of Control (POC) derived from volume data. This approach helps identify price levels where the most trading activity has occurred. Pivot Points In addition to volume-based levels, the indicator incorporates pivot points to identify potential support and resistance areas. Customizable Appearance Users can adjust: Number of lines to display (1-8) Colors for support and resistance levels Line thickness based on level importance Calculation Methods Rolling POC The indicator uses a custom function f_rolling_poc to calculate the rolling Point of Control. This function analyzes volume distribution across price levels within a specified lookback period. Pivot Points Both standard and quick pivot points are calculated using the rolling POC as input, rather than traditional price data. Level Importance The indicator assigns importance to each level based on: Number of touches (how often price has interacted with the level) Duration (how long the level has been relevant) This importance score determines the thickness of the displayed lines. Unique Aspects Dynamic Line Thickness: Lines become thicker when levels overlap, highlighting potentially stronger support/resistance areas. Adaptive Coloring: The color of each line changes dynamically based on whether the current price is above or below the level, indicating whether it's acting as support or resistance. Flexible Time Frames: The market view options allow the indicator to be easily adapted for different trading styles and timeframes. Potential Uses This indicator could be valuable for: Identifying key price levels for entry and exit points Recognizing potential breakout or breakdown levels Understanding the strength of support and resistance based on line thickness Adapting analysis to different market conditions and timeframes Overall, this "Support and Resistance" indicator offers a sophisticated approach to identifying key price levels, combining volume analysis with pivot points and providing visual cues for level importance and current market position. This Support and Resistance indicator is provided for informational and educational purposes only. It should not be considered as financial advice or a recommendation to buy or sell any security. The indicator's calculations are based on historical data and may not accurately predict future market movements. Trading decisions should be made after thorough research and consultation with a licensed financial advisor. The creator of this indicator is not responsible for any losses incurred from its use. Past performance does not guarantee future results. Use at your own risk.
อินดิเคเตอร์ Pine Script®
โดย Julien_Eche
17
Depth of Market (DOM) [LuxAlgo]The Depth Of Market (DOM) tool allows traders to look under the hood of any market, taking price and volume analysis to the next level. The following features are included: DOM, Time & Sales, Volume Profile, Depth of Market, Imbalances, Buying Pressure, and up to 24 key intraday levels (it really packs a punch). As a disclaimer, this tool does not use tick data, it is a DOM reconstruction from the provided real-time time series data (price and volume). So the volume you see is from filled orders only, this tool does not show unfilled limit orders. Traders can enable or disable any of the features at will to avoid being overwhelmed with too much information and to make the tool perform faster. The features that have the biggest impact on performance are Historical Data Collection, Key Levels (POC & VWAP), Time & Sales, Profile, and Imbalances. Disable these features to improve the indicator computational performance. 🔶 DOM This is the simplest form of the tool, a simple DOM or ladder that displays the following columns: PRICE: Price level BID: Total number of market sell orders filled or limit buy orders filled. SELL: Sell market orders BUY: Buy market orders ASK: Total number of market buy orders filled or limit sell orders filled. The DOM only collects historical data from the last 24 hours and real-time data. Traders can select a reset period for the DOM with two options: DAILY: Resets at the beginning of each trading day SESSIONS: Resets twice, as DAILY and 15.5 hours later, to coincide with the start of the RTH session for US tickers. The DOM has two main modes, it can display price levels as ticks or points. The default is automatic based on the current daily volatility, but traders can manually force one mode or the other if they wish. For convenience, traders have the option to set the number of lines (price levels), and the size of the text and to display only real-time data. By default, the top price is set to 0 so that the DOM automatically adjusts the price levels to be displayed, but traders can set the top price manually so that the tool displays only the desired price levels in a fixed manner. 🔹 Volume Profile As additional features to the basic DOM, traders have access to the volume profile histogram and the total volume per price level. This helps traders identify at a glance key price areas where volume is accumulating (high volume nodes) or areas where volume is lacking (low volume nodes) - these areas are important to some traders who base their decision-making process on them. 🔹 Imbalances Other added features are imbalances and buying pressure: Interlevel Imbalance: volume delta between two different price levels Intralevel Imbalance: delta between buy and sell volume at the same price level Buying Pressure Percent: percentage of buy volume compared to total volume Imbalances can help traders identify areas of interest in the price for possible support or resistance. 🔹 Depth Depth allows traders to see at a glance how much supply is above the current price level or how much demand is below the current price level. Above the current price level shows the cumulative ask volume (filled sell limit orders) and below the current price level shows the cumulative bid volume (filled buy limit orders). 🔶 KEY LEVELS The tool includes up to 24 different key intraday levels of particular relevance: Previous Week Levels PWH: Previous week high PWL: Previous week low PWM: Previous week middle PWS: Previous week settlement (close) Previous Day Levels PDH: Previous day high PDL: Previous day low PDM: Previous day middle PDS: Previous day settlement (close) Current Day Levels OPEN: Open of day (or session) HOD: High of day (or session) LOD: Low of day (or session) MOD: Middle of day (or session) Opening Range ORH: Open range high ORL: Open range low Initial Balance IBH: Initial balance high IBL: Initial balance low VWAP +3SD: Volume weighted average price plus 3 standard deviations +2SD: Volume weighted average price plus 2 standard deviations +1SD: Volume weighted average price plus 1 standard deviation VWAP: Volume weighted average price -1SD: Volume weighted average price minus 1 standard deviation -2SD: Volume weighted average price minus 2 standard deviations -3SD: Volume weighted average price minus 3 standard deviations POC: Point of control Different traders look at different levels, the key levels shown here are objective and specific areas of interest that traders can act on, providing us with potential areas of support or resistance in the price. 🔶 TIME & SALES The tool also features a full-time and sales panel with time, price, and size columns, a size filter, and the ability to set the timezone to display time in the trader's local time. The information shown here is what feeds the DOM and it can be useful in several ways, for example in detecting absorption. If a large number of orders are coming into the market but the price is barely moving, this indicates that there is enough liquidity at these levels to absorb all these orders, so if these orders stop coming into the market, the price may turn around. 🔶 SETTINGS Period: Select the anchoring period to start data collection, DAILY will anchor at the start of the trading day, and SESSIONS will start as DAILY and 15.5 hours later (RTH for US tickers). Mode: Select between AUTO and MANUAL modes for displaying TICKS or POINTS, in AUTO mode the tool will automatically select TICKS for tickers with a daily average volatility below 5000 ticks and POINTS for the rest of the tickers. Rows: Select the number of price levels to display Text Size: Select the text size 🔹 DOM DOM: Enable/Disable DOM display Realtime only: Enable/Disable real-time data only, historical data will be collected if disabled Top Price: Specify the price to be displayed on the top row, set to 0 to enable dynamic DOM Max updates: Specify how many times the values on the SELL and BUY columns are accumulated until reset. Profile/Depth size: Maximum size of the histograms on the PROFILE and DEPTH columns. Profile: Enable/Disable Profile column. High impact on performance. Volume: Enable/Disable Volume column. Total volume traded at price level. Interlevel Imbalance: Enable/Disable Interlevel Imbalance column. Total volume delta between the current price level and the price level above. High impact on performance. Depth: Enable/Disable Depth, showing the cumulative supply above the current price and the cumulative demand below. Impact on performance. Intralevel Imbalance: Enable/Disable Intralevel Imbalance column. Delta between total buy volume and total sell volume. High impact on performance. Buying Pressure Percent: Enable/Disable Buy Percent column. Percentage of total buy volume compared to total volume. Imbalance Threshold %: Threshold for highlighting imbalances. Set to 90 to highlight the top 10% of interlevel imbalances and the top and bottom 10% of intra-level imbalances. Crypto volume precision: Specify the number of decimals to display on the volume of crypto assets 🔹 Key Levels Key Levels: Enable/Disable KEY column. Very high performance impact. Previous Week: Enable/Disable High, Low, Middle, and Close of the previous trading week. Previous Day: Enable/Disable High, Low, Middle, and Settlement of the previous trading day. Current Day/Session: Enable/Disable Open, High, Low and Middle of the current period. Open Range: Enable/Disable High and Low of the first candle of the period. Initial Balance: Enable/Disable High and Low of the first hour of the period. VWAP: Enable/Disable Volume-weighted average price of the period with 1, 2, and 3 standard deviations. POC: Enable/Disable Point of Control (price level with the highest volume traded) of the period. 🔹 Time & Sales Time & Sales: Enable/Disable time and sales panel. Timezone offset (hours): Enter your time zone\'s offset (+ or −), including a decimal fraction if needed. Order Size: Set order size filter. Orders smaller than the value are not displayed. 🔶 THANKS Hi, I'm makit0 coder of this tool and proud member of the LuxAlgo Opensource team, it's an honor to be part of the LuxAlgo family doing something I love as it's writing opensource code and sharing it with the world. I'd like to thank all of you who use, comment on, and vote for all of our open-source tools, and all of you who give us your support. And of course thanks to the PineCoders family for all the work in front of and behind the scenes that makes the PineScript community what it is, simply the best. Peace, Love & PineScript!
อินดิเคเตอร์ Pine Script®
โดย LuxAlgo
36
10x Bull Vs. Bear VP Intraday Sessions [Kioseff Trading]Hello! This script "10x Bull Vs. Bear VP Intraday Sessions" lets the user configure up to 10 session ranges for Bull Vs. Bear volume profiles! Features Up To 10 Fixed Ranges! Volume Profile Anchored to Fixed Range Delta Ladder Anchored to Range Bull vs Bear Profiles! Standard Poc and Value Area Lines, in Addition to Separated POCs and Value Area Lines for Bull Profiles and Bear Profiles Configurable Value Area Target Up to 2000 Profile Rows per Visible Range Stylistic Options for Profiles This script generates Bull vs. Bear volume profiles for up to 10 fixed ranges! Up to 2000 volume profile levels (price levels) Can be calculated for each profile, thanks to the new polyline feature, allowing for less aggregation / more precision of volume at price and volume delta. Bull vs Bear Profiles The image above shows primary functionality! Green profiles = buying volume Red profiles = selling volume All colors are configurable. Bullish & bearish POC + value areas for each fixed range are displayable! That’s about it :D This indicator is part of a series titled “Bull vs. Bear”. If you have any suggestions please feel free to share!
อินดิเคเตอร์ Pine Script®
โดย KioseffTrading
16
OI Visible Range Ladder [Kioseff Trading]Hello! This Script “OI Visible Range Ladder” calculates open interest profiles for the visible range alongside an OI ladder for the visible period! Features OI Profile Anchored to Visible Range OI Ladder Anchored to Visible Range Standard POC and Value Area Lines, in Addition to Separated POCs and Value Area Lines for each category of OI x Price Configurable Value Area Targets Curved Profiles Up to 9999 Profile Rows per Visible Range Stylistic Options for Profiles Up to 9999 volume profile levels (Price levels) can be calculated for each profile, thanks to the new polyline feature, allowing for less aggregation / more precision of open interest at price. The image above shows primary functionality! Green profiles = Up OI / Up Price Yellow profiles = Down OI / Up Price Purple profiles = Up OI / Down Price Red profiles = Down OI / Down Price The image above shows POCs for each OI x Price category! Profiles can be anchored on the left side for a more traditional look. The indicator is robust enough to calculate on “small price periods”, or for a price period spanning your entire chart fully zoomed out! That’s about it :D This indicator is Part of a series titled “Bull vs. Bear” - a suite of profile-like indicators. Thanks for checking this out! If you have any suggestions please feel free to share!
อินดิเคเตอร์ Pine Script®
โดย KioseffTrading
10
Bull Vs Bear Visible Range VP [Kioseff Trading]Hello! This Script “Bull vs Bear Visible Range VP” Calculates Bull & Bear Volume Profiles for the Visible Range Alongside a Delta Ladder for the Visible Period! Features Volume Profile Anchored to Visible Range Delta Ladder Anchored to Visible Range Bull vs Bear Profiles! Standard Poc and Value Area Lines, in Addition to Separated POCs and Value Area Lines for Bull Profiles and Bear Profiles Configurable Value Area Target Curved Profiles Up to 9999 Profile Rows per Visible Range Stylistic Options for Profiles This Script Generates Bull vs. Bear Volume Profiles for the Visible Range! Up to 9999 Volume Profile Levels (Price Levels) Can Be Calculated for Each Profile, Thanks to the New Polyline Feature, Allowing For Less Aggregation / More Precision of Volume at Price and Volume Delta. Bull vs Bear Profiles The Image Above Shows Primary Functionality! Green Profiles = Buying Volume Red Profiles = Selling Volume Bullish & Bearish Pocs for the Visible Range Are Displayable! Profiles Can Be Anchored on the Left Side for a More Traditional Look. The indicator is robust enough to calculate on "small price periods", or for a price period spanning your entire chart fully zoomed out! That’s About It :D This Indicator Is Part of a Series Titled “Bull vs. Bear” - A Suite of Profile-Like Indicators I Will Be Releasing Over Coming Days. Thanks for Checking This Out! If You Have Any Suggestions Please Feel Free to Share!
อินดิเคเตอร์ Pine Script®
โดย KioseffTrading
11
Zig-Zag Open Interest Footprint [Kioseff Trading]Hello! This script "Zig Zag Open Interest Footprint" calculates open interest x price values for zig zag trends! Features Open interest footprints anchored to zig zag trends Summed OI x price level footprints Total OI (for each category) for the entire trend shown Standard POC lines, in addition to separated POC lines for each category of open interest x price possibility Up to 9999 profile rows per zigzag trend Stylistic options for profiles Configurable zig zag - footprints generated for small to large trends The zigzag indicator is configurable as normal; minor and major trend volume footprints are calculable. This indicator can be thought of as "Open Interest Footprint for Trends''. Up to 9999 open interest levels (price levels) can be calculated for each profile, thanks to the new polyline feature, allowing for less aggregation / more precision of open interest at price. Zig Zag OI Footprints The image above shows primary functionality! Green = Higher OI + Higher Price Yellow = Lower OI + Higher Price Purple = Higher OI + Lower Price Red = Lower OI + Lower Price Profiles are generated for each trend identified by the zigzag indicator. The image above shows the indicator calculating open interest x price for specific price blocks on the footprint. Aggregate open interest for the identified trend is displayed over the profile! Neon highlighted values correspond to the highest open interest change for the category. This is a configurable option :D The image above shows POC lines for each category of open interest x price! Additionally, you can select to show a single POV for footprint - the single level the greatest amount of OI change occurred. The indicator is robust enough to calculate on "long zig zags" and "short zig zags"; curved profiles can also be used! The image above shows key levels, each OI footprint, and summed OI values for the current trend! That's about it :D This indicator is part of a series titled "Bull vs. Bear" - a suite of profile-like indicators I will be releasing over the coming days. Thanks for checking this out! If you have any suggestions please feel free to share!
อินดิเคเตอร์ Pine Script®
โดย KioseffTrading
10
MTF Evolving Weighted Composite Value Area🧾 Description: This indicator calculates evolving value areas across 3 different timeframes/periods and combines them into one composite, multi-timeframe evolving value area - with each of the underlying timeframes' VAs assigned their own weighting/importance in the final calculation. Layered with extra smoothing options, this creates an informative and useful 'rolling value area' effect that can give you a better perspective on the value area across multiple periods at once as it develops - without total calculation resets at the onset of every new period. Let's start with a simplified primer on value areas and then jump in to the new ideas this indicator introduces. 🤔 What is a value area? Value areas are a tool used in market profile analysis to determine the range of prices that represents where most trading activity occurred during a specific time period, typically within a single 'bar' of a certain higher timeframe, such as the 4-hour, daily, or weekly. It helps traders understand the levels where the market finds value. To calculate the value area, we look at the distribution of prices and trading volume. We determine a percentage, usually 70% or 80%, that represents the significant portion of trading volume. Then, we identify the price range that contains this percentage of trading volume, which becomes the value area. Value areas are useful because they provide insights into market dynamics and potential support and resistance levels. They show where traders have been most active and where they find value, and traders can use this information to make better-informed decisions. For example, if price is trading within the value area, it suggests that it's within a range where traders see value and are actively participating, which could indicate a balanced market. If the price moves above or below the value area, it may signal a potential shift in market sentiment or a breakout/breakdown from the established range. By understanding the value area, traders can identify potential areas of supply and demand, determine levels of interest for buyers and sellers, and make decisions based on the market's perception of value. 📑 Limitations of traditional value areas Static representation: Value areas are usually represented as static zones calculated after the fact. For example, after a daily period is completed, a typical 1D VA indicator will display the value area for the past period with static horizontal lines. This approach doesn't give you the power to see how the value area evolved, or developed, during the time period, as it is only displayed retroactively. It also doesn't give you the ability to view it as it evolves in real-time. This is why we chose to use an evolving value area representation, specifically borrowed from @sourcey's Value Area POC/VAH/VAL script function for calculating evolving VAs. Rollover resets - no memory of past periods!: The traditional value area is calculated over a static period - it is calculated from the beginning of the period, for example a 1 day period, to the end, and that's the end of it. When the next daily period begins, the calculation resets, and has no memory of the preceding period. This limits the usefulness of the value area visual when viewed near the beginning of a new period before price and volume have been given ample time to define an area. Hard to absorb all of that information: Value areas aren't generally meant to be a hardline representation of something extremely exact - they're based on a percentage of the area where traders appeared to find value over a certain time period. Most traders use them as a guide for support and resistance levels or finding an expected range. Traders typically overlay multiple VAs - sometimes requiring several instances of the same indicator to be applied - to represent the VA across multiple timeframes such as the 4H, 1D, or 1W. The chart quickly gets cluttered and it's not necessarily easy to understand the relationship between these multiple periods' VAs at a glance. 🧪 New concepts introduced in this indicator With the evolving weighted composite value area we tried to address these limitations, and we think the result can be useful and intuitive for traders who want more dynamic and practical VAs for their everyday technical analysis. ⚖️ 1. A composite, weighted multi-timeframe VA This indicator's value areas represent a combination or composite of the value areas calculated across multiple timeframes. The VAs calculated across each timeframe are then given a weighting percentage, which determines their contribution to the final 'weighted composite value area'. Pictured below: a 4H/1D/1W MTF evolving weighted composite VA on the BTCUSDT Perpetual Futures (Binance) 5 minute chart: Traditionally, when traders wanted to get a view of where the majority of trading activity occurred over the past four hours, day, and week, they would need to apply three value area indicators (or sometimes one if it allows multiple custom timeframes), each set to a different period (4H, 1D, 1W). The chart gets cluttered quickly and the information is hard to absorb in one shot. Addressing this problem was the main impetus for creating this weighted composite process. 〰️ 2. Rolling and smoothed evolving VAs Because the composite VA is calculated based on multiple period VAs, there is no one single point where the area calculation resets (unless all 3 selected timeframes happen to rollover on the same bar). This creates a 'rolling' effect that gives a sense of the progression of the VA as price transitions through the different underlying time periods, without the traditional 'jump' in calculations between periods. Pictured below: a 1D/1W/1M MTF evolving weighted composite VA on the NQ futures 1H chart: To help give even more of a sense of perspective and 'progression' of the VA, there are also smoothing options to even out the 'jumps' at period-rollover points. ✔️ What's it good for? Smoothed, rolling, and evolving multi-timeframe VAs that give you a better real-time perspective of where traders are finding value across multiple time periods at once. 📎 References 1. @sourcey's Value Area POC/VAH/VAL script by adapting its f_poc(tf) function. 💠 Features: A MTF evolving weighted composite value area based on 3 underlying VAs calculated across customizable timeframes Aesthetic and flexible coloring and color theme styling options Period-roller labels and options for ease-of-use and legibility ⚙️ Settings: Calculation Decimal Resolution: This setting essentially determines how 'granular' the value area calculating process is. This value should be set to some multiple of the tick size/smallest decimal of the symbol's price chart. Eg. On BTCUSDT, the tick size/decimal is usually 0.1. So, you might use 0.5. On TSLA, the tick size is 0.01. You might use 0.05 or 0.25. Beware: if the resolution is too small, calculation will take too long and the script may timeout. Show Me Suggested Resolutions: If enabled, a label will display in the bottom right of the chart with some suggested resolutions for the current chart. Area Percentage: Set the displayed percentage of the calculated composite value area. Igor method = 70%; Daniel method: 68%. Use a Color Theme: When this setting is enabled, all manual 'Bullish and Bearish Colors' are overridden. All plots will use the colors from your selected Color Theme - excepting those plots set to use the 'Single Color' coloring method. Color Theme: When 'Use a Color Theme' is enabled, this setting allows you to select the color theme you wish to use. Resistance Color: When 'Use a Color Theme' is disabled, this will set the 'resistance color' for the composite VA. Support Color: When 'Use a Color Theme' is disabled, this will set the 'support color' for the composite VA. Show Period Rollover Labels: When enabled, a label will show above or below the composite VA marking any underlying period rollovers with the label 'New __' (eg. 'New 4H', 'New 1D', 'New 1W'). Size: Sets the font size of the period rollover labels. Show Period Rollover Lines: When enabled, a translucent vertical dashed line will be drawn across the composite VA when one of the underlying periods rolls over. Fill Composite Value Area: When enabled, the composite VA will be filled with a gradient coloring from the support line to the resistance line using their respective colors. Smooth: When enabled, a smoothing moving average will be applied to the composite value area. Smoothing Period: Set the lookback period for the smoothing average. Smoothing Type: Set the calculation type for the smoothing average. Options include: Exponential, Simple, Weighted, Volume-Weighted, and Hull. Enable: Include/exclude a timeframe's VA in the composite VA calculation. Timeframe: Set the timeframe for this specific underlying VA. Weighting %: Set the weighting percentage or 'importance' of this timeframe's value area in calculating the composite VA. Beware! The sum of the weighting percentages across all enabled timeframes must ALWAYS add up to 100 in order for this indicator to work as designed.
อินดิเคเตอร์ Pine Script®
โดย DarkWaveAlgo
9
[Pt] Periodic Volume ProfileThis script is an attempt to recreate the Periodic Volume Profile that is built-in by TradingView, with slightly different features. Related blog: www.tradingview.com This script is based on another script "Volume Profile, Pivot Anchored" by @dgtrd *Note that only limited number Volume Profile can be displayed on the chart due to limitations on displaying boxes and lines. Description This Periodic Volume Profile (PVP) indicator allows trades to view volume profiles for periods longer than the current timeframe. The indicator builds one general volume profile for each new period, set by the user through the “Periodic Timeframe” input parameter. This script also has the option to extend Point of Control (POC) lines with optional end conditions: Until Bar Touch, Until Last Bar, Until Bar Cross, or None, which extends to the right. Signals are generated for Naked POC touches and crosses by a triangle symbol and a cross symbol, by default. Alerts are available for POC touches and crosses. What is Volume Profile? Volume profile is a technical analysis tool that shows the volume of trades at different prices for a given security or market over a specific period of time. Volume profile can be used to identify key levels of support and resistance, as well as to assess the overall supply and demand for a security. For example, if there is a high volume of trades at a particular price level, this may indicate that there is a significant level of support or resistance at that price. On the other hand, if there is relatively low volume at a particular price, this may indicate that there is not much interest in trading at that level. Traders can use volume profile to identify trends, make trading decisions, and set stop-loss and take-profit orders. It can also be useful for identifying patterns such as "pockets of liquidity," which are areas where there is a high volume of trades but relatively little price movement. It is important to note that volume profile should be used in conjunction with other technical analysis tools and should not be relied upon in isolation. It is also important to consider the overall context and market conditions when interpreting volume profile data. Key Difference with TradingView's PVP indicator - TradingView's PVP intraday period does not align with standard intraday timeframes as it is determined by # of bars. This script provides volume profiles that aligns with higher timeframe periods. Enjoy~!
อินดิเคเตอร์ Pine Script®
โดย PtGambler
83
Visible Range Mean Deviation Histogram [LuxAlgo]This script displays a histogram from the mean and standard deviation of the visible price values on the chart. Bin counting is done relative to high/low prices instead of counting the price values within each bin, returning a smoother histogram as a result. Settings Bins Per Side: Number of bins computed above and below the price mean Deviation Multiplier: Standard deviation multiplier Style Relative: Determines whether the bins length is relative to the maximum bin count, with a length controlled with the width settings to the left. Bin Colors: Bin/POC Lines colors Show POCs: Shows point of controls Usage Histograms are generally used to estimate the underlying distribution of a series of observations, their construction is generally done taking into account the overall price range. The proposed histogram construct N intervals above*below the mean of the visible price, with each interval having a size of: σ × Mult / N , where σ is the standard deviation and N the number of Bins per side and is determined by the user. The standard deviation multipliers are highlighted at the left side of each bin. A high bin count reflects a higher series of observations laying within that specific interval, this can be useful to highlight ranging price areas. POCs highlight the most significant bins and can be used as potential support/resistances.
อินดิเคเตอร์ Pine Script®
โดย LuxAlgo
19
Volume ProfileThis is a Volume Profile based on pine script arrays. The main idea behind this script is from the user @IldarAkhmetgaleev . He created an awesome piece of code for free users on tradingview. Here are some changes to the main script: 0. Used Pine Script Arrays for doing/storing calculations. 1. The bar labels are replaced with lines. 2. Added a POC line. 3. Bar growing directions changed from right to left. 4. Added an option to change bar width. Inputs: 0. Volume Lookback Depth : Number of bars to look back for volume calculations. 1. Bar Length Multiplier : Bar length multiplier to make bar long or short. 2. Bar Horizontal Offset : Horizontal distance from the current bar in the right direction. 3. Bar Width : Width of the bars. 4. Show POC Line : Show or hide the POC line. Happy trading.
อินดิเคเตอร์ Pine Script®
โดย kv4coins
144
Rolling Volume Structure: HVN & SentimentTitle: Rolling Volume Structure: HVN & Sentiment Description: This indicator visualizes the distribution of volume over price levels for a user-defined rolling period. It is designed to identify structural market nodes (HVN/LVN) and correlate them with Pivot Points to filter out market noise. NOTE: This script utilizes a mathematical array binning algorithm to calculate the profile efficiently on the chart timeframe, avoiding the runtime timeouts often associated with standard iterative volume profiles. How it works (Technical Methodology) Binning Algorithm: The script calculates the price range (Highest High - Lowest Low) of the lookback period and divides it into a fixed number of vertical bins defined by the Resolution input. Volume Allocation: It iterates through historical bars once. The volume of each bar is assigned to the corresponding price bin based on the bar's closing price. Sentiment Approximation: Since tick-level Bid/Ask data is not available for historical bars in standard Pine Script strategies, this indicator estimates directional volume based on candle polarity: If Close > Open: Volume is categorized as "Up Volume" (Buying Sentiment). If Close < Open: Volume is categorized as "Down Volume" (Selling Sentiment). Disclaimer: This is a standard approximation for structural analysis and does not represent true tick-data delta. Why this Combination? (Originality & Synergy) This script addresses the problem of validating structural levels. Traders often use Pivots and Volume Profiles separately. This script combines them programmatically to provide context: Pivot Confluence: A Pivot Point is only plotted if it aligns with significant volume structure. HVN Validation: A pivot occurring within a High Volume Node (HVN) suggests a high-liquidity reversal zone, whereas a pivot in a Low Volume Node (LVN) may indicate a liquidity void or a "weak" high/low. The Dashboard summarizes these metrics (Position relative to Value Area, Net Sentiment, and Trend), removing the need for multiple separate indicators. Educational Use for Beginners If you are new to Volume Profile, think of the market structure in these simple terms: Value Area (VA): This is the "Fair Price" zone where 70% of trading happened. If price is inside here, the market is balanced. If price breaks out, it may be starting a trend. HVN (High Volume Nodes - Colored Boxes): Think of these as "Traffic Jams". Price often slows down, bounces, or gets stuck here because there are many orders. They act as Support or Resistance. LVN (Low Volume Nodes - Gray Strips): Think of these as "Empty Highways". Because there is little volume here, price tends to move through these zones very quickly to get to the next HVN. Features HVN (High Volume Nodes): Colored boxes highlighting areas of high accumulation. LVN (Low Volume Nodes): Gray strips highlighting gaps or acceleration zones. Value Area (VA): Displays the VAH, VAL, and PoC (Point of Control). Volume-Filtered Pivots: Plots pivots only when supported by the profile structure. Sentiment Coloring: The profile bins are colored based on the net bullish/bearish candle volume. Settings Rolling Period: The lookback window size (default 150 bars). Resolution: Precision of the profile bins (higher = more detail, lower = smoother). HVN Thresholds: Percentage of PoC volume required to identify a node. Global Text Size: Adjusts labels and dashboard for 4K or standard screens. Credits: The core binning logic is adapted from generic open-source array management concepts for custom volume profiles.
อินดิเคเตอร์ Pine Script®
โดย mentalExpert19609
AMT VWAP [hardi]█ OVERVIEW AMT VWAP is a clean, minimalist VWAP indicator with Standard Deviation bands, designed to complement the Auction Market Theory (AMT) trading methodology by Fabio Valentino. This indicator focuses on one thing and does it well: displaying VWAP and its deviation bands clearly on your chart. █ FEATURES - Daily VWAP with automatic reset - ±1 Standard Deviation bands (cyan) - ±2 Standard Deviation bands (orange) - extreme zones - Clean labels that don't clutter your chart - Info table showing current bias and zone - Compact Mode for mobile/smartphone users - Fully customizable colors and settings - Built-in alerts for all levels █ HOW TO USE VWAP (Volume Weighted Average Price) represents the "fair value" where most volume has transacted. In AMT methodology: BIAS DETERMINATION: - Price ABOVE VWAP = Bullish bias (buyers in control) - Price BELOW VWAP = Bearish bias (sellers in control) TRADING ZONES: - ±1 SD: Normal deviation zone - potential mean reversion area - ±2 SD: Extreme zone - high probability reversal area (95%+ reversion rate) ENTRY STRATEGIES: 1. Trend Following: Buy pullbacks to VWAP in uptrend, sell rallies to VWAP in downtrend 2. Mean Reversion: Fade moves at ±2 SD bands with confirmation █ RECOMMENDED SETUP Use this indicator together with: - TradingView's built-in "SVP HD" (Session Volume Profile) for POC/VAH/VAL levels - AMT CVD indicator (companion indicator) for order flow analysis This combination gives you the complete AMT toolkit: - SVP HD → Key levels (POC, VAH, VAL) - AMT VWAP → Dynamic support/resistance & bias - AMT CVD → Aggression, Absorption, Exhaustion signals █ SETTINGS Display Settings: - Compact Mode - Enable for cleaner mobile view - Show Labels - Toggle level labels - Label Size - Adjust for your screen VWAP Settings: - Band Multipliers - Adjust SD band distance (default: 1.0 and 2.0) - Colors - Fully customizable - Line widths - Adjust visibility Alerts: - Near VWAP - Near ±1 SD - Near ±2 SD (extreme zones) █ METHODOLOGY This indicator is based on Auction Market Theory as taught by Fabio Valentino: "The market is a continuous auction seeking fair value. VWAP represents this fair value dynamically throughout the session. Deviations from VWAP create trading opportunities as price tends to revert to the mean." Key principles: - Read, don't predict - Location over technique - Evidence-based entries █ ALERTS Set alerts for: - Price approaching VWAP (potential support/resistance) - Price at ±1 SD (first deviation - watch for reaction) - Price at ±2 SD (extreme - high probability reversal zone) █ NOTES - Works on all timeframes - Best used on 15m for intraday entries - VWAP resets daily at market open - Combine with volume profile for best results █ CREDITS Based on Auction Market Theory methodology by Fabio Valentino. Indicator developed for the trading community. If you find this useful, please leave a like! 👍 vwap, volume-weighted-average-price, standard-deviation, bands, auction-market-theory, amt, fabio-valentino, mean-reversion, trend-following, intraday, day-trading, support-resistance, fair-value
อินดิเคเตอร์ Pine Script®
โดย hardimans351
AMT CVD [hardiman]█ OVERVIEW AMT CVD is a Cumulative Volume Delta indicator with a unique numeric labeling system designed for the Auction Market Theory (AMT) methodology by Fabio Valentino. Instead of just showing CVD as a line, this indicator displays numeric labels (+3, +2, +1, 0, -1, -2, -3) and "A" for Absorption, making it easy to identify the current phase of the AMT workflow at a glance. █ KEY FEATURES • CVD with numeric aggression labels (+3 to -3) • "A" label for Absorption detection (high volume + price stagnation) • Automatic Exhaustion detection (aggression fading) • Entry signal markers (L for Long, S for Short) • Real-time workflow dashboard • Compact Mode for mobile users • Customizable thresholds and colors • Built-in alerts for each phase █ THE NUMERIC LABEL SYSTEM BUYER AGGRESSION: • +3 = Extremely aggressive buying (delta > 3.5x average) • +2 = Strong buying pressure (delta > 2.5x average) • +1 = Mild buying pressure (delta > 1.5x average) SELLER AGGRESSION: • -1 = Mild selling pressure (delta > 1.5x average) • -2 = Strong selling pressure (delta > 2.5x average) • -3 = Extremely aggressive selling (delta > 3.5x average) SPECIAL LABELS: • 0 = Neutral / Exhaustion (no significant aggression) • A = Absorption (high volume but price doesn't move) █ AMT WORKFLOW The indicator tracks the complete AMT entry workflow: 1️⃣ AGGRESSION → Look for +2/+3 or -2/-3 labels 2️⃣ ABSORPTION → Wait for "A" label (price held despite aggression) 3️⃣ EXHAUSTION → Watch labels decrease toward 0 4️⃣ ENTRY → Reversal label appears (direction change) SHORT SETUP EXAMPLE (at resistance): +1 → +2 → +3 → A → A → +1 → 0 → -1 → ENTRY SHORT LONG SETUP EXAMPLE (at support): -1 → -2 → -3 → A → A → -1 → 0 → +1 → ENTRY LONG █ DASHBOARD The dashboard shows real-time status: • Stage: Current workflow phase (1-5) • Aggression: Current numeric level • Absorption: ✓ NOW / ○ RECENT / ✗ NONE • Exhaustion: ✓ YES / ○ NO • Signal: WAIT / WATCH / READY / LONG / SHORT █ HOW TO USE 1. Add this indicator to a separate pane below your chart 2. Use TradingView's built-in SVP HD for key levels (POC/VAH/VAL) 3. Add AMT VWAP for bias determination 4. Wait for price to reach a key level 5. Watch the CVD labels for the AMT sequence 6. Enter when the dashboard shows "READY" or entry signal appears █ RECOMMENDED SETUP Complete AMT toolkit: • Main Chart: SVP HD (built-in) + AMT VWAP • Lower Pane: AMT CVD (this indicator) Timeframes: • Higher TF (H1/H4): Identify structure and key levels • Entry TF (15m): Execute using this CVD indicator █ SETTINGS Display: • Compact Mode - Simplified view for mobile • Show Numeric Labels - Toggle the +3/-3 labels • Label Size - Adjust for your preference • Dashboard Position - Move to any corner CVD Settings: • Relative Length - Period for threshold calculation (default: 20) • Threshold 1/2/3 - Multipliers for aggression levels Absorption: • Volume Multiplier - How much above average = high volume (default: 1.5x) • Price Threshold - Max price change % for absorption (default: 0.1%) Colors: • Fully customizable for buyer/seller/absorption █ ALERTS • Absorption Detected - "A" label appears • Exhaustion Detected - Aggression fading to 0 • Long Entry Signal - Full sequence complete for long • Short Entry Signal - Full sequence complete for short █ IMPORTANT NOTES ⚠️ CVD APPROXIMATION: This indicator approximates volume delta from OHLC data. For more accurate CVD, consider using exchange-native order flow tools or Volume Suite by Leviathan as a reference. ⚠️ CONFIRMATION REQUIRED: Signals should be confirmed with: • Price at key level (VAH/VAL/POC) • Visual rejection (wicks) • Higher timeframe bias alignment █ METHODOLOGY Based on Auction Market Theory by Fabio Valentino: "Don't predict, READ the market. Wait for evidence: Aggression → Absorption → Exhaustion → then Execute." Core principles: • Location is more important than technique • Be wrong immediately (tight stops at invalidation) • Evidence-based entries only █ CREDITS Based on Auction Market Theory methodology by Fabio Valentino. Designed for traders who want a systematic, evidence-based approach. If this helps your trading, please leave a like! 👍 Questions? Drop a comment below. ``` --- ## TAGS (for TradingView) ``` cvd, cumulative-volume-delta, volume-delta, order-flow, auction-market-theory, amt, fabio-valentino, absorption, exhaustion, aggression, entry-signal, day-trading, intraday, volume-analysis, delta ``` --- ## CATEGORY ``` Volume ```
อินดิเคเตอร์ Pine Script®
โดย hardimans351
1
Multi-Timeframe Volume Profile - Auto HVN WallsMulti-Timeframe Volume Profile - Auto HVN Walls Overview This indicator provides a highly flexible Volume Profile solution that operates across multiple timeframes (Session, Weekly, Monthly, Yearly). Unlike standard profiles, this tool features a unique "Auto HVN Wall" detection system. It automatically identifies meaningful High Volume Nodes (HVNs) within the profile structure and extends them forward as potential support and resistance zones, creating a dynamic map of market structure as it develops. Key Features Multi-Timeframe Support: Switch seamlessly between Session, Weekly, Monthly, and Yearly profiles. Auto HVN Walls (Structure Detection): The script analyzes the profile shape in real-time. When it detects significant clusters of volume (HVNs), it automatically draws extended lines ("walls"). These walls often act as magnets or support/resistance levels where price has previously found acceptance. Session Filtering: When in "Session" mode, you can define specific time windows (e.g., 0930-1615) to isolate Regular Trading Hours (RTH) volume, ignoring overnight data. Auto-Scaling Width (Monthly Mode): For Monthly profiles, the histogram width dynamically changes throughout the month. It starts wide at the beginning of the month to be visible and gradually narrows as the month progresses, keeping your chart clean. High Precision: Uses lower timeframe data (user-selectable) to build the profile, ensuring accuracy even on higher timeframe charts. Alerts: Built-in alert conditions for price crossing the developing POC, VAH, or VAL. How It Works Data Accumulation: The script fetches lower timeframe volume and price data (e.g., 5-minute data on a 1-hour chart) to construct a precise volume histogram. Wall Detection: It runs a smoothing algorithm over the volume profile. If a price level accumulates volume significantly higher than the average (controlled by the Volume Threshold Multiplier), it marks that level as a "Wall" and extends it. Value Area: Standard Value Area High (VAH), Value Area Low (VAL), and Point of Control (POC) are calculated and displayed for the selected period. Settings Guide Profile Period: Choose between Session, Weekly, Monthly, or Yearly. Session Time: (Only active in "Session" mode) Define the start and end times for the profile (e.g., 0930-1615). Calculation Precision: Determines the lower timeframe used to build the profile. Lower is more precise but may load slower. The Walls: Smoothing Factor: How much to smooth the volume data before finding walls. Higher = fewer, more significant walls. Volume Threshold: How much volume is needed to trigger a wall. Extend Walls: If checked, walls extend infinitely to the right. Auto-Scale Width: (Monthly Only) dynamically adjusts the profile width based on the day of the month. Use Case This tool is ideal for auction market theorists and volume profile traders who want to visualize where value is building in real-time and identify "sticky" price levels (Walls) where the market is likely to rotate or consolidate. Disclaimer This script and the information presented here are for educational and informational purposes only. They do not constitute financial advice, investment recommendations, or trading signals. Trading in financial markets involves a significant risk of loss and is not suitable for all investors. Past performance of any trading system or methodology is not necessarily indicative of future results. Use this tool at your own discretion and risk.
อินดิเคเตอร์ Pine Script®
โดย TatankaTrading
Custom Weekly Volume Profile [Multi-Timeframe]Description: This indicator renders a high-precision Weekly Volume Profile that resets at the start of every trading week. Unlike standard fixed-range profiles, this script builds the profile bar-by-bar using lower timeframe data (e.g., 1-minute or 5-minute data) to ensure accuracy even on higher timeframe charts. It is designed for traders who track the developing value of the current week (Auction Market Theory) and need specific alerts when price tests the edges of value. Key Features: Developing Weekly Profile: The profile resets automatically at the beginning of the week (Sunday/Monday). It tracks the Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL) in real-time as the week progresses. Previous Week Levels: The script automatically stores the final levels (POC, VAH, VAL) of the previous week and projects them forward. This allows you to trade tests of the prior week's value. Auto-Scaling Histogram: Smart Width: The profile starts wider at the beginning of the week (when data is sparse) and automatically shrinks as the week progresses (Thursday/Friday) to keep your chart clean and readable. Advanced Alerting: Crossover Alerts: Trigger alerts when price crosses the developing VAH/VAL or the previous week's levels. Time Window Filter: Includes a session input (default 08:30-15:00) to restrict alerts to specific trading hours, preventing notifications during low-volume overnight sessions. Customization: Precision: Adjustable "Row Size" and "Calculation Timeframe" to tune performance vs. accuracy. Visuals: Full color control over the Value Area, Outer Volume, and Level Lines. Settings: Calculation Precision: Determines the lower timeframe used to calculate the volume (e.g., set to "5" for 5-minute precision). Value Area %: Default is 70%, standard for AMT trading. Timezone: Adjustable to ensure the weekly reset aligns with your local exchange time (e.g., America/Chicago for CME Futures). Disclaimer: This script is for educational and informational purposes only. It does not constitute financial advice, trading recommendations, or a solicitation to buy or sell any financial instrument. Trading futures and other financial markets involves significant risk and is not suitable for every investor. Past performance of any trading system or methodology is not necessarily indicative of future results. The user assumes all responsibility for any trading decisions made based on the information provided by this tool. Use at your own risk.
อินดิเคเตอร์ Pine Script®
โดย TatankaTrading
3
Harmonic Liquidity Waves [JOAT]Harmonic Liquidity Waves Overview Harmonic Liquidity Waves is an open-source oscillator indicator that combines multiple volume-based analysis techniques into a unified liquidity flow framework. It integrates VWAP calculations, Chaikin Money Flow (CMF), Money Flow Index (MFI), and Klinger Volume Oscillator (KVO) with custom harmonic wave calculations to provide a comprehensive view of volume dynamics and money flow. What This Indicator Does The indicator calculates and displays: Liquidity Flow - Volume-weighted price movement accumulated over a lookback period Harmonic Wave - Multi-depth smoothed oscillator derived from liquidity flow Chaikin Money Flow (CMF) - Classic accumulation/distribution indicator Money Flow Index (MFI) - Volume-weighted RSI showing buying/selling pressure Klinger Volume Oscillator (KVO) - Trend-volume relationship indicator Wave Interference - Combined constructive/destructive wave patterns Volume Profile POC - Point of Control from simplified volume distribution How It Works The core liquidity flow calculation tracks volume-weighted price changes: calculateLiquidityFlow(series float vol, series float price, simple int period) => float priceChange = ta.change(price) float volumeFlow = vol * math.sign(priceChange) // Accumulated over period using buffer array float avgFlow = flowSum / period avgFlow The harmonic oscillator applies multi-depth smoothing: harmonicOscillator(series float flow, simple int depth, simple int period) => float harmonic = 0.0 for i = 1 to depth float wave = ta.ema(flow, period * i) / i harmonic += wave harmonic / depth CMF measures accumulation/distribution using the Money Flow Multiplier: float mfm = ((close - low) - (high - close)) / (high - low) float mfv = mfm * vol float cmf = ta.sum(mfv, period) / ta.sum(vol, period) * 100 Signal Generation Liquidity shift signals occur when: Bullish Shift: Smoothed wave crosses above signal line Bearish Shift: Smoothed wave crosses below signal line Strong signals require volume indicator confirmation: Strong Bull: Bullish shift + CMF > 0 + MFI > 50 + KVO > 0 Strong Bear: Bearish shift + CMF < 0 + MFI < 50 + KVO < 0 Divergence detection compares price pivots with liquidity wave pivots to identify potential reversals. Dashboard Panel (Bottom-Right) Wave Strength - Normalized wave magnitude Volume Pressure - Current volume vs average percentage Flow Direction - BUYING or SELLING based on wave sign Histogram - Wave minus signal line value CMF - Chaikin Money Flow reading MFI - Money Flow Index value (0-100) KVO - Klinger oscillator value Vol Confluence - Combined volume indicator score Signal - Current actionable status Visual Elements Liquidity Wave - Main oscillator line Wave Signal - Smoothed signal line for crossover detection Wave Histogram - Difference between wave and signal Wave Interference - Area plot showing combined wave patterns CMF/KVO/MFI Lines - Individual volume indicator plots Divergence Labels - BULL DIV / BEAR DIV markers Shift Markers - Triangles for basic shifts, labels for strong shifts Input Parameters Wave Period (default: 21) - Base period for liquidity calculations Volume Weight (default: 1.5) - Multiplier for volume emphasis Harmonic Depth (default: 3) - Number of smoothing layers Smoothing (default: 3) - Final wave smoothing period Suggested Use Cases Identify accumulation/distribution phases using CMF and wave direction Confirm momentum with MFI overbought/oversold readings Watch for divergences between price and liquidity flow Use strong signals when multiple volume indicators align Timeframe Recommendations Best on 15m to Daily charts. Volume-based indicators require sufficient trading activity for meaningful readings. Limitations Volume data quality varies by exchange and instrument Divergence detection uses pivot-based lookback and may lag Volume Profile POC is simplified and not a full profile analysis Open-Source and Disclaimer This script is published as open-source under the Mozilla Public License 2.0 for educational purposes. It does not constitute financial advice. Past performance does not guarantee future results. Always use proper risk management. - Made with passion by officialjackofalltrades
อินดิเคเตอร์ Pine Script®
โดย officialjackofalltrades
SVP + candle + Max volume [midst] SVP + DALY CANDLE + MAX VOLUME A comprehensive trading indicator that combines Session Volume Profile (SVP), Higher Timeframe (HTF) Candles, and Intrabar Max Volume Price Detection into one powerful tool. Perfect for traders who want to understand price action, volume distribution, and key levels all in one place. KEY FEATURES Session Volume Profile • Real-time volume distribution across price levels for the current session • Point of Control (POC) - identifies the price with the highest traded volume • Value Area High (VAH) & Low (VAL) - shows where 70% of the volume occurred (customizable percentage) • Color-coded volume bars - distinguish between up volume (bullish) and down volume (bearish) • Value area highlighting - clearly see the most important price zones Higher Timeframe Candle Display • Visual daily (or custom timeframe) candle overlaid on your current chart • OHLC labels - see Open, High, Low, and Close prices clearly marked • Fully customizable colors - separate colors for bullish/bearish bodies, borders, and wicks • Adjustable positioning - move the candle and labels to your preferred location Max Volume Price Detection • Identifies the exact price level with maximum volume within each bar • Uses Lower Timeframe (LTF) data for precise volume analysis (Premium+ required) • Simple mode fallback - works on all TradingView plans • Previous max volume marker - displays previous bar's max volume as a reference dot • Real-time calculation - updates as each bar forms ATR Table • Dynamic ATR-based stop levels - automatically calculates potential stop-loss levels • Multiple smoothing methods - RMA, SMA, EMA, WMA • Customizable multiplier - adjust for your risk tolerance • Clean table display - shows ATR value, high stop, and low stop PERFECT FOR Day traders analyzing intrabar volume distribution Swing traders wanting HTF context on lower timeframes Volume profile traders looking for key support/resistance levels Price action traders seeking high-probability entry zones HOW TO USE Volume Profile Analysis POC often acts as a magnet for price. VAH/VAL are key support/resistance levels. High volume nodes indicate strong price acceptance, while low volume nodes suggest potential breakout zones. HTF Candle Context See daily range while trading on 5m-1h charts. Daily open often acts as pivot point. Daily high/low are key levels to watch. Max Volume Price Black line shows where most volume traded in each bar. Previous max volume (dot) helps identify institutional activity. Clusters of max volume create strong support/resistance. Can possibly indicate a Wick bounce ATR Stops Use ATR-based levels for logical stop placement. Adjust multiplier based on market volatility. SETTINGS & CUSTOMIZATION Positioning Control the global offset to move both candle and profile together. Fine-tune with individual offsets for candle and profile spacing. Volume Profile Adjustable number of rows (50-500) for granular or simplified view. Customizable width and placement (left/right). Value Area percentage control. Full color customization for all volume components. HTF Candle Any timeframe selection (default: Daily). Full color customization for bull/bear candles. Adjustable candle width. Toggle OHLC labels on/off. Control label distance and line widths. Max Volume Price Choose between Simple (all plans) or LTF mode (Premium+). Auto or manual LTF resolution. Custom color and line width. Toggle current and previous markers independently. TECHNICAL NOTES Maximum 5000 bars lookback for volume calculations Works on all timeframes LTF max volume requires TradingView Premium or higher Optimized for performance with efficient array operations For best results, use on liquid instruments with reliable volume data Most effective on intraday charts (5min-1hour) for day trading and scalping strategies For Entertainment and information only Created by midst
อินดิเคเตอร์ Pine Script®
โดย midst
1
AMT Structure: 80% Traverse, PD Levels & nPOCsHere is a clean, professional description formatted for the TradingView description box. It highlights the methodology (AMT/80% Rule), the specific features, and the credits. Title: AMT Structure: 80% Traverse, PD Levels & nPOCs Description: This indicator is a comprehensive toolkit designed for futures traders utilizing Auction Market Theory (AMT) and Volume Profile strategies. It consolidates multiple scripts into a single, unified overlay to declutter your chart while providing essential structural references for the 80% Traverse setup, intraday context, and longer-term auction targets. Key Features: 1. 80% Rule / Traverse Setup (Chart Champions Logic) Automated RTH Open Detection: Hardcoded to the 08:30 AM CT Open to ensure accuracy for US Futures (ES/NQ) regardless of your chart's timezone settings. Value Area Logic: Automatically calculates the Previous Day's Value Area High (VAH), Value Area Low (VAL), and Point of Control (POC). Setup Detection: If the market opens outside of the previous day's value, the script highlights the Value Area in color (default: Purple), signaling that an 80% traverse (filling the value area) is structurally possible if price re-enters value. Background Fill: Optional shading between VAH and VAL to clearly visualize the "playing field" for the traverse. 2. Auction Market Theory (AMT) Premarket Levels Overnight High/Low: Automatically captures the highest and lowest prices traded during the overnight session (17:00 - 08:30 CT). Breakout Alerts: Includes logic to detect and alert when these overnight levels are broken during the RTH session. Auto-Cleanup: Lines can be set to auto-delete after a specified time (default: 60 mins into the session) to keep the chart clean after the Initial Balance (IB) period. 3. Structural Reference Levels Previous Day Levels: Plots Previous Day High, Low, and Equilibrium (Midpoint) as standard reference lines. Initial Balance (IB): Option to display the First Hour High and Low (08:30 - 09:30 CT) to assess day type (Neutral, Trend, Normal Variation, etc.). RTH VWAP: An anchored VWAP that resets specifically at the RTH Open (08:30 CT), distinct from the standard 24-hour VWAP. 4. Naked Points of Control (nPOCs) Multi-Timeframe Tracking: Tracks and plots Naked POCs for Daily, Weekly, and Monthly profiles. Auto-Cleanup: Lines automatically delete themselves the moment price touches them, ensuring you only see untested levels. Customization: Toggle each timeframe on/off individually. Settings & Customization: Global Offset: Move all text labels to the right with a single setting to prevent price action from obscuring text. 8:30 Open Offset: Independent offset for the Open label to distinguish it from other opening references. Smart Coloring: Text labels automatically match their corresponding line colors for easy identification. Modular Toggles: Every section (AMT, VWAP, PD Levels, CCV, nPOCs) can be turned on or off individually to suit your specific trading plan. Usage: This tool is specifically tuned for ES and NQ futures trading but can be adapted for other instruments. It replaces the need for separate indicators for Overnight Highs/Lows, Previous Day Levels, and Volume Profile targeting.
อินดิเคเตอร์ Pine Script®
โดย TatankaTrading
1
VPOCS ZScoreAn indicator Showing Candle POC's. Added a Zscore Filter to filter out the High volume candle's. I like to use at Key Support and resistance Area's to see Absorbtion and Offside positions only on High volume Candles ( The high volume candle part is Key! ). Thoose candles Generally indicate forced participants opening or closing positions, or "Breakout traders entering" positions. When i see a Hi-Volume at S/R levels and price is rejecting ( trading away from the POC ) ill take that as a trigger for a trade. - Dynamic Support and resistance. - Show Offside and and Trapped traders You can tweak the Zscore nominator for Less of more Frequent hits.
อินดิเคเตอร์ Pine Script®
โดย Gumbotx
MACD Momentum Structure & Volume Profile Sniper [MTF]**Description and Methodology** This script offers a unique approach to Market Structure by moving away from traditional fractal-based highs and lows (which can be noisy). Instead, it utilizes **MACD Momentum Swings** to identify significant structural points, combined with an automated Fixed Range Volume Profile to pinpoint high-probability entry zones. **1. Why MACD Structure? (The Core Concept)** Traditional "ZigZag" or Fractal indicators rely solely on price action, often leading to fake-outs during low-volume consolidation. * This script defines a "Swing High" only when the MACD Histogram crosses below zero (Momentum shifts Bearish). * This script defines a "Swing Low" only when MACD crosses above zero (Momentum shifts Bullish). By linking structure to momentum, we filter out weak price movements and focus on the true "heartbeat" of the trend. **2. The "Mashup" Synergy: Structure + Volume + Logic** This is not a random combination of indicators. Each component serves a specific step in the trading execution sequence: * **Step 1 (Structure):** The script identifies a Change of Character (CHoCH) based on the MACD peaks described above. * **Step 2 (Liquidity/Value):** When a CHoCH occurs, the script *automatically* draws a **Fixed Range Volume Profile (FRVP)** specifically covering the impulse leg that caused the break. This reveals the "Point of Control" (POC)—the hidden price level where the most volume occurred during the move. * **Step 3 (The Sniper Entry):** The script creates a "Zone" around that POC. It then waits for Price to retrace into this zone. * **Step 4 (Confirmation):** Once the zone is touched, the script monitors a lower timeframe (User selectable, default M1) for a fresh MACD crossover to trigger the final entry signal. **Features** * **Multi-Timeframe Dashboard:** Monitor the MACD Trend direction across 4 different timeframes simultaneously. * **Dynamic Trendlines:** Automatically connects confirmed MACD peaks to visualize trend integrity. * **Fibo Time Zones:** Projects potential future pivot points based on the duration of the previous swing. * **Alert System:** Integrated alerts for Zone Touches and "Sniper" entries (Zone Touch + LTF Momentum Confirmation). **How to Use** 1. **Identify Trend:** Look for the CHoCH labels. Green indicates a shift to Bullish, Red to Bearish. 2. **Wait for Pullback:** Do not chase the break. Wait for price to return to the Yellow POC Zone generated by the Volume Profile. 3. **Entry Trigger:** Watch for the "BUY" or "SELL" marks. These appear only when price hits the zone AND the lower-timeframe momentum aligns with the trade direction. **Settings & Inputs** * **Global MACD:** Adjust the sensitivity of the swing detection (Default 12, 26, 9). * **Sniper Entry:** Select the timeframe used for the final confirmation (e.g., use M1 confirmation for an H1 chart structure). * **VP Settings:** Customize how the Volume Profile looks on the chart. *Disclaimer: This script is intended for educational purposes and market analysis. It does not provide financial advice.*
อินดิเคเตอร์ Pine Script®
โดย Csmile_
6
Bassi's Consolidation Breakout — ULTIMATE PRO + VPOverview Bassi’s Consolidation Breakout — ULTIMATE PRO + VP is a professional-grade breakout detection system that combines price structure, volume confirmation, volatility compression, and custom volume profile logic. The indicator automatically detects compressed consolidation zones, confirms breakouts with multi-layer filters, and plots full trade setups including: Entry level Stop-loss TP1, TP2, TP3 (R:R based) Trend filters + MTF EMA Retest validation Volume Profile confirmation (POC / VAH / VAL) This is one of the most complete breakout frameworks for TradingView. 🔍 Core Concept The script detects tight consolidation boxes based on: Price range (% compression) Lookback period Minimum required bars Breakout above/below the box Once the consolidation ends, breakout signals fire only if they pass all filters. This focuses your trading on high-probability breakouts only. 🔥 Key Features 1️⃣ Automated Consolidation Box Detection Draws consolidation boxes dynamically Identifies tight range compression Supports advanced range logic for high accuracy 2️⃣ Smart Breakout + Retest Engine Breakouts and breakdowns require: Structure break Minimum breakout expansion (0.15%) Volume confirmation Trend (200 EMA) confirmation Optional retest validation Optional Volume Profile filter Each valid breakout prints a signal + full trade setup. 3️⃣ Custom Volume Profile Engine Fast and lightweight custom-built VP that calculates: POC (Point of Control) VAH (Value Area High) VAL (Value Area Low) These levels can optionally be used to filter weak breakouts. 4️⃣ Multi-Timeframe Trend Filter Uses 200 EMA from any selected higher timeframe Helps avoid counter-trend fakeouts Fully optional 5️⃣ Automatic Trade Setup Projection Each breakout generates: Stop-loss (ATR × multiplier) TP1 (R:R) TP2 (R:R) TP3 (optional) Clean signal labels Only keeps the last 2 signals to maintain clarity 6️⃣ Alerts Included Alerts fire instantly when a valid breakout occurs: “Bassi LONG + VP” “Bassi SHORT + VP” Alerts include ticker + entry price. 📘 Usage Guide & Trading Rules ✔ Recommended Trading Steps 1. Wait for a confirmed consolidation box Box must be narrow Must meet minimum bar requirement 2. Wait for a confirmed breakout signal Signal requires: Breakout above/below box Volume confirmation Trend & MTF confirmation if enabled Optional retest Optional VP filter (close outside VAH/VAL) 3. Follow the projected setup The script prints: Entry SL TP1 / TP2 / TP3 Target lines extend automatically. 📖 How to Use the Script (Trading Rules) 1️⃣ Long Entry Rules Enter Long when: Price breaks above trend confirmation level Momentum signal turns bullish Candle closes above trigger line Volatility filter is satisfied Exit Long: TP1/TP2/TP3 levels Reversal signal Trailing stop hit 2️⃣ Short Entry Rules Enter Short when: Price breaks below trend confirmation level Momentum signal turns bearish Candle closes below trigger line Volatility filter is satisfied Exit Short: TP1/TP2/TP3 levels Trend reversal Trailing stop hit ✔ Recommended Markets Crypto Forex Indices Futures Stocks Works on all timeframes from 1-minute to daily. ✔ Best Practice Avoid taking signals against HTF trend Prefer signals that break away from VAH/VAL Use TP1 to secure partial profits Move SL to breakeven after TP1 if desired Always follow personal risk management 👤 Author Created by: Mahdi Bassi Professional trader & systems designer Focused on structural, volume-based and volatility-based strategies. ⚠️ Disclaimer This script is for educational purposes only. No indicator can guarantee profits. Always use proper risk management and trade responsibly.
อินดิเคเตอร์ Pine Script®
โดย Mahdibas
Scout Regiment - D17# Scout Regiment - D17 Indicator ## English Documentation ### Overview Scout Regiment - D17 is a comprehensive TradingView indicator that combines multiple technical analysis tools into one powerful overlay indicator. It provides traders with market structure analysis, divergence detection, volume profiling, smart money concepts, and session analysis. ### Key Features #### 1. **EMA (Exponential Moving Averages)** - **Purpose**: Trend identification and dynamic support/resistance levels - **Configuration**: 13 customizable EMAs with adjustable periods - **Default Active EMAs**: EMA 3 (21), EMA 5 (55), EMA 7 (144), EMA 8 (233) - **Uses**: Identify trend direction, entry/exit points, and trend strength - **Color Coding**: Different colors for easy visual distinction #### 2. **TFMA (Timeframe Moving Averages)** - **Purpose**: Multi-timeframe trend analysis - **Features**: - 3 EMAs on higher timeframes - Dynamic labels showing trend direction - Price difference percentage display - Customizable timeframe settings - **Default Settings**: 21-period timeframe with lengths 55, 144, and 233 - **Benefits**: Align trades with higher timeframe trends #### 3. **DFMA (Daily Frame Moving Averages)** - **Purpose**: Daily timeframe perspective on any chart - **Features**: Similar to TFMA but specifically for daily analysis - **Default Timeframe**: 1D (Daily) - **Use Case**: Long-term trend confirmation and positioning #### 4. **PMA (Price Moving Averages)** - **Purpose**: Price channel analysis with filled areas - **Configuration**: 7 customizable moving averages with fill zones - **Default Lengths**: 12, 144, 169, 288, 338, 576, 676 - **Visual**: Color-filled zones between selected MAs for channel trading #### 5. **VWAP (Volume Weighted Average Price)** - **Purpose**: Institutional trading levels and fair value - **Features**: - Multiple anchor periods (Session, Week, Month, Quarter, Year, etc.) - Standard deviation bands - Corporate event anchoring (Earnings, Dividends, Splits) - **Use Case**: Identify institutional support/resistance and mean reversion opportunities #### 6. **Divergence Detector** - **Purpose**: Identify potential trend reversals - **Supported Indicators**: MACD, MACD Histogram, RSI, Stochastic, CCI, Williams %R, Bias, Momentum, OBV, SOBV, VWmacd, CMF, MFI, and external indicators - **Divergence Types**: - Regular Bullish/Bearish - Hidden Bullish/Bearish - **Features**: - Automatic divergence line drawing - Customizable detection parameters - Color-coded alerts #### 7. **Volume Profile & Node Detection** - **Purpose**: Identify key price levels based on volume distribution - **Features**: - Volume Profile with POC (Point of Control) - Value Area High (VAH) and Value Area Low (VAL) - Peak and trough volume node detection - Highest/lowest volume node highlighting - **Lookback**: Configurable (default 377 bars) - **Use Case**: Identify support/resistance zones and liquidity areas #### 8. **Smart Money Concepts** - **Purpose**: Track institutional trading patterns - **Features**: - Market Structure (BOS - Break of Structure, CHoCH - Change of Character) - Internal and Swing structures - Strong/Weak Highs and Lows - Equal Highs/Lows detection - Fair Value Gaps (FVG) - **Modes**: Historical or Present (latest only) - **Use Case**: Trade with institutional flow #### 9. **Trading Sessions** - **Purpose**: Analyze market behavior during different global sessions - **Available Sessions**: - Asian Session - Sydney, Tokyo, Shanghai, Hong Kong - European Session - London, New York, NYSE - **Features**: - Session boxes with high/low visualization - Real-time countdown timers - Volume and price change tracking - Information table with session statistics - **Customization**: Choose which sessions to display, colors, and box styles ### How to Use #### For Trend Following: 1. Enable EMAs 3, 5, 7, and 8 2. Use TFMA for higher timeframe confirmation 3. Look for price above/below key EMAs for trend direction 4. Use VWAP as additional confirmation #### For Reversal Trading: 1. Enable Divergence Detector with MACD Histogram and Bias 2. Look for divergences at key support/resistance levels 3. Confirm with Smart Money CHoCH signals 4. Use Volume Profile nodes as entry/exit targets #### For Intraday Trading: 1. Enable Trading Sessions 2. Focus on high-volume sessions (London, New York overlap) 3. Use session highs/lows as support/resistance 4. Trade Fair Value Gaps during active sessions #### For Swing Trading: 1. Use DFMA for daily trend 2. Enable PMA for channel identification 3. Look for price reactions at volume profile value areas 4. Confirm with swing structure breaks ### Best Practices 1. **Don't Overcrowd**: Enable only the components you need for your strategy 2. **Multi-Timeframe Analysis**: Always check higher timeframe TFMA/DFMA 3. **Confluence**: Look for multiple signals confirming the same direction 4. **Volume Confirmation**: Use Volume Profile to validate price action 5. **Session Awareness**: Be aware of which session is active for volatility expectations ### Performance Optimization - Disable unused features to improve chart loading speed - Use "Present Mode" for Smart Money Concepts if historical data isn't needed - Reduce Volume Profile lookback period on slower devices ### Alerts The indicator includes alert conditions for: - All divergence types (8 conditions) - Smart Money structure breaks (8 conditions) - Equal highs/lows detection - Fair Value Gaps formation --- ## 中文说明文档 ### 概述 Scout Regiment - D17 是一款综合性TradingView指标，将多个技术分析工具整合到一个强大的叠加指标中。它为交易者提供市场结构分析、背离检测、成交量分析、聪明钱概念和时区分析。 ### 核心功能 #### 1. **EMA（指数移动平均线）** - **用途**：趋势识别和动态支撑阻力位 - **配置**：13条可自定义周期的EMA - **默认启用**：EMA 3（21）、EMA 5（55）、EMA 7（144）、EMA 8（233） - **应用**：识别趋势方向、进出场点位和趋势强度 - **颜色编码**：不同颜色便于视觉区分 #### 2. **TFMA（时间框架移动平均线）** - **用途**：多时间框架趋势分析 - **特点**： - 3条更高时间框架的EMA - 显示趋势方向的动态标签 - 价格差异百分比显示 - 可自定义时间框架设置 - **默认设置**：21周期时间框架，长度为55、144和233 - **优势**：使交易与更高时间框架趋势保持一致 #### 3. **DFMA（日线框架移动平均线）** - **用途**：在任何图表上提供日线时间框架视角 - **特点**：与TFMA类似，但专门用于日线分析 - **默认时间框架**：1D（日线） - **使用场景**：长期趋势确认和定位 #### 4. **PMA（价格移动平均线）** - **用途**：价格通道分析与填充区域 - **配置**：7条可自定义的移动平均线，带填充区域 - **默认长度**：12、144、169、288、338、576、676 - **视觉效果**：选定MA之间的彩色填充区域，用于通道交易 #### 5. **VWAP（成交量加权平均价格）** - **用途**：机构交易水平和公允价值 - **特点**： - 多个锚定周期（交易日、周、月、季度、年等） - 标准差波段 - 企业事件锚定（财报、分红、拆股） - **使用场景**：识别机构支撑阻力和均值回归机会 #### 6. **背离检测器** - **用途**：识别潜在趋势反转 - **支持指标**：MACD、MACD柱状图、RSI、随机指标、CCI、威廉指标、乖离率、动量、OBV、SOBV、VWmacd、CMF、MFI及外部指标 - **背离类型**： - 常规看涨/看跌背离 - 隐藏看涨/看跌背离 - **特点**： - 自动绘制背离连线 - 可自定义检测参数 - 颜色编码警报 #### 7. **成交量分布与节点检测** - **用途**：基于成交量分布识别关键价格水平 - **特点**： - 成交量分布图与POC（控制点） - 价值区域高点（VAH）和低点（VAL） - 峰值和低谷成交量节点检测 - 最高/最低成交量节点突出显示 - **回溯期**：可配置（默认377根K线） - **使用场景**：识别支撑阻力区域和流动性区域 #### 8. **聪明钱概念** - **用途**：追踪机构交易模式 - **特点**： - 市场结构（BOS-突破结构、CHoCH-结构转变） - 内部和摆动结构 - 强/弱高低点 - 等高/等低检测 - 公允价值缺口（FVG） - **模式**：历史模式或当前模式（仅最新） - **使用场景**：跟随机构资金流动交易 #### 9. **交易时区** - **用途**：分析不同全球时段的市场行为 - **可用时段**： - 亚洲时段 - 悉尼、东京、上海、香港 - 欧洲时段 - 伦敦、纽约、纽交所 - **特点**： - 时段方框显示高低点 - 实时倒计时 - 成交量和价格变化追踪 - 时段统计信息表格 - **自定义**：选择显示哪些时段、颜色和方框样式 ### 使用方法 #### 趋势跟随策略： 1. 启用EMA 3、5、7和8 2. 使用TFMA进行更高时间框架确认 3. 观察价格在关键EMA上方/下方确定趋势方向 4. 使用VWAP作为额外确认 #### 反转交易策略： 1. 启用背离检测器（MACD柱状图和乖离率） 2. 在关键支撑阻力位寻找背离 3. 用聪明钱CHoCH信号确认 4. 使用成交量分布节点作为进出场目标 #### 日内交易策略： 1. 启用交易时区 2. 关注高成交量时段（伦敦、纽约重叠时段） 3. 使用时段高低点作为支撑阻力 4. 在活跃时段交易公允价值缺口 #### 波段交易策略： 1. 使用DFMA确定日线趋势 2. 启用PMA识别通道 3. 观察价格在成交量分布价值区域的反应 4. 用摆动结构突破确认 ### 最佳实践 1. **避免过度拥挤**：仅启用策略所需的组件 2. **多时间框架分析**：始终检查更高时间框架的TFMA/DFMA 3. **汇合点**：寻找多个信号确认同一方向 4. **成交量确认**：使用成交量分布验证价格行为 5. **时段意识**：了解当前活跃时段以预期波动性 ### 性能优化 - 禁用未使用的功能以提高图表加载速度 - 如果不需要历史数据，对聪明钱概念使用"当前模式" - 在较慢设备上减少成交量分布回溯期 ### 警报 指标包含以下警报条件： - 所有背离类型（8个条件） - 聪明钱结构突破（8个条件） - 等高/等低检测 - 公允价值缺口形成 --- ## Technical Support For questions or issues, please refer to the TradingView community or contact the indicator creator. ## 技术支持 如有问题，请参考TradingView社区或联系指标创建者。
อินดิเคเตอร์ Pine Script®
โดย lwmxmpyp