Volume Exponential Moving Averages (EMA)
Description:
This script is a simple script that plots a desired exponential moving average of buy and sell volume as a line chart with a tunable smoothing factor. There is a highlight on the plot area of either green or red to denote if the EMA of buy volume or sell volume is of a higher value. This indicator uses basic math of exponential averages and calculates volume using the formulas: "buy volume" = the product of total volume and the "closing price" minus the "low price" divided by "high price" minus the "low price" for a specific candle. Conversely, "sell volume" = the product of "total volume" and the "high price" minus the "close price" divided by "high price" minus the "low price" for a specific candle.
Utility:
This indicator is an effective way to gauge the acceleration/ deceleration of buyers and sellers in the market and can be used in combination with market structure and important levels to understand if buyers or sellers are taking over at any given time.
How to use this indicator:
There are two settings for this indicator:
1. The Length of the EMA: The length of the EMA can be adjusted based on your preference for a running number of candles' data. If you are interested to know short term changes in volume (e.g. over the past few candles at a major level) you can adjust this setting lower (~3-9 length). Conversely, if you are interested in volume trends over a greater number of candles you can increase this to your liking.
Personal preference : Because I am a short term daytrader/ scalper, I keep this setting at 6 length to see immediate changes in the acceleration or deceleration of buyers/ sellers.
2. The Smoothing Factor: The smoothing factor can be adjusted to further tune the size of trend you are interested in with 1 = No smoothing of the EMA line. Smoothing of the EMA line increases as the value for smoothing increases, resulting in a less volatile, more smooth EMA line. However, the more smooth the line, the less sensitive the EMA will be to immediate changes in volume pace. The less smoothing factor is applied, the more volatile data will be, resulting in quicker observation of shorter term trends. Again the same rules apply as the EMA length as these are similar in function: If you are interested to know short term changes in volume (e.g. over the past few candles at a major level) you can adjust this setting lower (~2-6). Conversely, if you are interested in volume trends over a greater number of candles you can increase this to your liking.
Personal preference : Because I am a short term daytrader/ scalper, I keep this setting at 2-4 smoothing factor to see immediate changes in the acceleration or deceleration of buyers/ sellers.
You should, of course, play with these settings to your exact preferences based on your trading style.
Tips for using this indicator:
General Use:
When the buy volume EMA is moving up, buyers are increasing the pace of buying and when the buy volume EMA is moving down, buyers are decreasing the pace of buying. Conversely, when the sell volume EMA is moving up, sellers are increasing the pace of selling and when the sell volume EMA is moving down, sellers are decreasing the pace of selling. The overall movement of the stock is relative to the combination of these rates. e.g. If both buyers and sellers are increasing at the same rate (EMAs slopes are roughly equal) there will be not a large change in price. If the slope of the buy volume EMA is greater than the slope of sell volume EMA, the price should move up. Conversely, if the slope of the sell volume EMA is greater than the slope of buy volume EMA, the price should move down.
Predicting pullbacks, reversals, and continuations:
This indicator allows you to see if buyers or sellers are increasing their pace, even if the stock price is in consolidation. This allows you to predict if out of the consolidation buyers or sellers are likely to win based on the momentum of the volume in consolidation. e.g. If price is in consolidation after an uptrend and the buy volume EMA starts to decrease, this could be a sign that buyers are running out of steam at this price level. Another example, If at a major support the buy volume EMA begins to trend up then buyers are accelerating the pace of buying at this level.
EMA crosses: There is something to be said about the point at which the buy volume EMA and sell volume EMA cross. This signifies that at this moment there is a shift in which the acceleration of one party outpaces that of the other and can result in increased speed of the movement of the stock price.
Considerations
Because volume changes constantly, this indicator is best to identify short term changes in volume that could impact price movements. It is not guaranteed to continue just because buyers or sellers have had a change in pace. Therefore it is advised to use this indicator in combination with significant price levels such as pivot points, or price levels from volume profile tools to identify the price zones where significant volume changes are likely to impact price movements. It is also advised to continue to monitor the changes in pace in buyers and sellers using this volume EMA indicator to determine if a change in pace is short lived or if it will continue for a longer duration.
Examples of use:
Bullish Reversal:
Bearish Continuation:
Bearish EMA Crossover: (Settings: Length 6, Smoothing factor 3)
Bullish EMA Crossover: (Settings: Length 6, Smoothing factor 4)
ค้นหาในสคริปต์สำหรับ "volume profile"
RVol+ Enhanced Relative Volume Indicator📊 RVol+ Enhanced Relative Volume Indicator
Overview
RVol+ (Relative Volume Plus) is an advanced time-based relative volume indicator designed specifically for swing traders and breakout detection. Unlike simple volume comparisons, RVol+ analyzes volume at the same time of day across multiple sessions, providing statistically significant insights into institutional activity and breakout potential.
🎯 Key Features
Core Volume Analysis
Time-Based RVol Calculation - Compares current cumulative volume to the average volume at this exact time over the past N days
Statistical Z-Score - Measures volume in standard deviations from the mean for true anomaly detection
Volume Percentile - Shows where current volume ranks historically (0-100%)
Sustained Volume Filter - 3-bar moving average prevents false signals from single-bar spikes
Breakout Detection
🚀 Confirmed Breakouts - Identifies price breakouts validated by high volume (RVol > 1.5x)
⚠️ False Breakout Warnings - Alerts when price breaks key levels on low volume (high failure risk)
Multi-Timeframe Context - Weekly volume overlay prevents chasing daily noise
Advanced Metrics
OBV Divergence Detection - Spots bullish/bearish accumulation/distribution patterns
Volume Profile Integration - Identifies institutional positioning
Money Flow Analysis - Tracks smart money vs retail activity
Extreme Volume Alerts - 🔥 Labels mark unusual spikes beyond the display cap
Visual Intelligence
Smart Color Coding:
🟢 Bright Teal = High activity (RVol ≥ 1.5x)
🟡 Medium Teal = Caution zone (RVol ≥ 1.2x)
⚪ Light Teal = Normal activity
🟠 Orange = Breakout confirmed
🔴 Red = False breakout risk
Comprehensive Stats Table:
Current Volume (formatted as M/K/B)
RVol ratio
Z-Score with significance
Volume percentile
Historical average and standard deviation
Sustained volume confirmation
📈 How to Use
For Swing Trading (1D - 3W Holds)
Perfect Setup:
✓ RVol > 1.5x (bright teal)
✓ Z-Score > 2.0 (⚡ alert)
✓ Percentile > 90%
✓ Sustained = ✓
✓ 🚀 Breakout label appears
Avoid:
✗ Red "Low Vol" warning during breakouts
✗ RVol < 1.0 at key levels
✗ Sustained volume not confirmed
Signal Interpretation
⚡ Z>2 Labels - Statistically significant volume (95th+ percentile) - highest probability moves
↗️ OBV+ Labels - Bullish accumulation (OBV rising while price consolidates)
↘️ OBV- Labels - Bearish distribution (OBV falling while price rises)
🔵 Blue Background - Weekly volume elevated (confirms daily strength)
⚙️ Customization
Basic Settings
N Day Average - Number of historical days for comparison (default: 5)
RVol Thresholds - Customize highlight levels (default: 1.2x, 1.5x)
Visual Display Cap - Prevent extreme spikes from compressing view (default: 4.0x)
Advanced Metrics (Toggle On/Off)
Z-Score analysis
Weekly RVol context
OBV divergence detection
Volume percentile ranking
Breakout signal generation
Table Customization
Position - 9 placement options to avoid chart overlap
Size - Tiny to Huge
Colors - Full customization of positive/negative/neutral values
Transparency - Adjustable background
Debug Mode
Enable Pine Logs for calculation transparency
Adjustable log frequency
Real-time calculation breakdown
🔬 Technical Details
Algorithm:
Binary search for historical lookups (O(log n) performance)
Time-zone aware session detection
DST-safe timestamp calculations
Exponentially weighted standard deviation
Anti-repainting architecture
Performance:
Optimized for max_bars_back = 5000
Efficient array management
Built-in function optimization
Memory-conscious data structures
📊 What Makes RVol+ Different?
vs. Standard Volume:
Context-aware (time-of-day matters)
Statistical significance testing
False breakout filtering
vs. Basic RVol:
Z-Score normalization (2-3 sigma detection)
Multi-timeframe confirmation
OBV divergence integration
Sustained volume filtering
Smart visual scaling
vs. Professional Tools:
Free and open-source
Fully customizable
No black-box algorithms
Educational debug logs
💡 Best Practices
Wait for Confirmation - Don't enter on first bar; wait for sustained volume ✓
Combine with Price Action - RVol validates, price structure determines entry
Weekly Context Matters - Blue background = institutional interest
Z-Score is King - Focus on ⚡ alerts for highest probability
Avoid Low Volume Breakouts - Red ⚠️ labels = high failure risk
🎓 Trading Psychology
Volume precedes price. When RVol+ shows:
High RVol + Rising OBV = Accumulation before breakout
High RVol at Resistance = Test of conviction
Low RVol on Breakout = Retail-driven (fade candidate)
Z-Score > 3 = Potential "whale" positioning
📝 Credits
Based on the time-based RVol concept from /u/HurlTeaInTheSea, enhanced with:
Statistical analysis (z-scores, percentiles)
Multi-timeframe integration
OBV divergence detection
Professional-grade visualization
Swing trading optimization
🔧 Version History
v2.0 - Enhanced Edition
Added Z-Score analysis
Multi-timeframe volume context
OBV divergence detection
Breakout confirmation system
Smart color coding
Customizable stats table
Debug logging mode
Performance optimizations
📚 Learn More
For optimal use with swing trading:
Combine with support/resistance levels
Watch for volume clusters in consolidation
Use weekly timeframe for trend confirmation
Monitor OBV divergence for early warnings
⚠️ Disclaimer
This indicator is for educational purposes. Volume analysis is one component of trading decisions. Always use proper risk management, consider multiple timeframes, and validate signals with price structure. Past performance does not guarantee future results.
🚀 Getting Started
Add indicator to chart
Adjust "N Day Average" to your preference (5-10 days typical)
Position stats table to avoid overlap
Enable features you want to monitor
Watch for 🚀 breakout confirmations!
Happy Trading! 📈
Liquidity Void Detector (Zeiierman)█ Overview
Liquidity Void Detector (Zeiierman) is an oscillator highlighting inefficient price displacements under low participation. It measures the most recent price move (standardized return) and amplifies it only when volume is below its own trend.
Positive readings ⇒ strong up-move on low volume → potential Buy-Side Imbalance (void below) that often refills.
Negative readings ⇒ strong down-move on low volume → potential Sell-Side Imbalance (void above) that often refills.
This tool provides a quantitative “void” proxy: when price travels far with unusually thin volume, the move is flagged as likely inefficient and prone to mean-reversion/mitigation.
█ How It Works
⚪ Volume Shock (Participation Filter)
Each bar, volume is compared to a rolling baseline. This is then z-scored.
// Volume Shock calculation
volTrend = ta.sma(volume, L)
vs = (volume > 0 and volTrend > 0) ? math.log(volume) - math.log(volTrend) : na
vsZ = zScore(vs, vzLen) // z-scored volume shock
lowVS = (vsZ <= vzThr) // low-volume condition
Bars with VolShock Z ≤ threshold are treated as low-volume (thin).
⚪ Prior Return Extremeness
The 1-bar log return is computed and z-scored.
// Prior return extremeness
r1 = math.log(close / close )
retZ = zScore(r1, rLen) // z-scored prior return
This shows whether the latest move is unusually large relative to recent history.
⚪ Void Oscillator
The oscillator is:
// Oscillator construction
weight = lowVS ? 1.0 : fadeNoLow
osc = retZ * weight
where Weight = 1 when volume is low, otherwise fades toward a user-set factor (0–1).
Osc > 0: up-move emphasized under low volume ⇒ Buy-Side Imbalance.
Osc < 0: down-move emphasized under low volume ⇒ Sell-Side Imbalance.
█ Why Use It
⚪ Targets Inefficient Moves
By filtering for low participation, the oscillator focuses on moves most likely driven by thin books/noise trading, which are statistically more likely to retrace.
⚪ Simple, Robust Logic
No need for tick data or order-book depth. It derives a practical void proxy from OHLCV, making it portable across assets and timeframes.
⚪ Complements Price-Action Tools
Use alongside FVG/imbalance zones, key levels, and volume profile to prioritize voids that carry the highest reversal probability.
█ How to Use
Sell-Side Imbalance = aggressive sell move (price goes down on low volume) → expect price to move up to fill it.
Buy-Side Imbalance = aggressive buy move (price goes up on low volume) → expect price to move down to fill it.
█ Settings
Volume Baseline Length — Bars for the volume trend used in VolShock. Larger = smoother baseline, fewer low-volume flags.
Vol Shock Z-Score Lookback — Bars to standardize VolShock; larger = smoother, fewer extremes.
Low-Volume Threshold (VolShock Z ≤) — Defines “thin participation.” Typical: −0.5 to −1.0.
Return Z-Score Lookback — Bars to standardize the 1-bar log return; larger = smoother “extremeness” measure.
Fade When Volume Not Low (0–1) — Weight applied when volume is not low. 0.00 = ignore non-low-volume bars entirely. 1.00 = treat volume condition as irrelevant (pure return extremeness).
Upper Threshold (Osc ≥) — Trigger for Sell-Side Imbalance (void below).
Lower Threshold (Osc ≤) — Trigger for Buy-Side Imbalance (void above).
-----------------
Disclaimer
The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information.
All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Manual VAH/VAL LevelsManual VAH/VAL Levels is a utility indicator that lets traders manually display the Value Area High (VAH) and Value Area Low (VAL) from the prior trading day, based on a Fixed Range Volume Profile tool.
This script is designed to:
Draw horizontal lines at the manually input VAH and VAL levels
Label each line with the corresponding price, aligned clearly to the right of the chart
Display levels only during the regular trading session for focused market context
Maintain a clean chart appearance with transparent label backgrounds
💡 How to Use:
Apply TradingView's Fixed Range Volume Profile tool to the prior day's session
Manually enter the VAH and VAL values into the script settings
The script will draw and label these levels dynamically during the NY market session
This tool is ideal for:
Traders using volume-based key levels for intraday decision-making
Contextualizing price action near areas of prior day value
Confluence analysis when paired with opening range, CVD, or breakout systems
Volume Flow RatioVolume Flow Ratio (VFR) Indicator
Overview
The Volume Flow Ratio (VFR) is a sophisticated volume analysis tool that measures current trading volume relative to the maximum volume of the previous period. Unlike traditional volume indicators that show raw volume or simple moving averages, VFR provides context by comparing current activity to recent maximum activity levels.
Core Features
1. Split Period Analysis
- Multiple Timeframe Options:
- Daily: Compares to previous day's maximum
- Weekly: Week-to-week comparison
- NYSE Weekly: Specialized for stock market trading (Monday-Friday only)
- Monthly: Month-to-month analysis
- Quarterly: Quarter-to-quarter perspective
- Yearly: Year-over-year volume comparison
2. Ratio-Based Measurement
- Displays volume as a ratio (0 to 1+) rather than raw numbers
- 1.0 represents volume equal to previous period's maximum
- Example: If previous max was 50,000 contracts:
- Current volume of 25,000 shows as 0.5
- Current volume of 75,000 shows as 1.5
3. Triple Coloring Modes
- Moving Average Based:
- Compares current ratio to its moving average
- Customizable MA period
- Green: Above MA (higher than average activity)
- Red: Below MA (lower than average activity)
- Previous Candle Comparison:
- Simple increase/decrease from previous bar
- Green: Higher than previous bar
- Red: Lower than previous bar
- Candle Color Based:
- Syncs with price action
- Green: Bullish candles (close > open)
- Red: Bearish candles (close < open)
Primary Use Cases
1. Volume Profile Analysis
- Perfect for traders who need to understand when markets are most active
- Helps identify unusual volume spikes relative to recent history
- Useful for timing entries and exits based on market participation
2. Market Activity Traders
Ideal for traders who:
- Need to identify high-liquidity periods
- Want to avoid low-volume periods
- Look for volume breakouts or divergences
- Trade based on institutional participation levels
3. Mean Reversion Traders
Helps identify:
- Overextended volume conditions (potential reversals)
- Volume exhaustion points
- Return to normal volume levels after spikes
4. Momentum Traders
Useful for:
- Confirming trend strength through volume
- Identifying potential trend exhaustion
- Validating breakouts with volume confirmation
Advantages Over Traditional Volume Indicators
1. Contextual Analysis
- Shows relative strength rather than raw numbers
- Easier to compare across different time periods
- Automatically adjusts to changing market conditions
2. Period-Specific Insights
- Respects natural market cycles (daily, weekly, monthly)
- Special handling for NYSE trading days
- Eliminates weekend noise in stock market analysis
3. Flexible Visualization
- Three distinct coloring methods for different trading styles
- Clear reference line at 1.0 for quick analysis
- Histogram style for easy pattern recognition
Best Practices
For Day Traders
- Use Daily split for intraday volume patterns
- MA coloring mode with shorter periods (5-10)
- Focus on ratios during market hours
For Swing Traders
- Weekly or NYSE Weekly splits
- Longer MA periods (15-20)
- Look for sustained volume patterns
For Position Traders
- Monthly or Quarterly splits
- Candle color mode for trend confirmation
- Focus on major volume shifts
Limitations
- Requires one full period to establish baseline
- May be less effective in extremely low volume conditions
- NYSE Weekly mode specific to stock market hours
This indicator is particularly valuable for traders who understand that volume is a crucial component of price action but need a more sophisticated way to analyze it than simple volume bars. It's especially useful for those who trade based on market participation levels and need to quickly identify whether current volume is significant relative to recent history.
Scatter PlotThe Price Volume Scatter Plot publication aims to provide intrabar detail as a Scatter Plot .
🔶 USAGE
A dot is drawn at every intrabar close price and its corresponding volume , as can seen in the following example:
Price is placed against the white y-axis, where volume is represented on the orange x-axis.
🔹 More detail
A Scatter Plot can be beneficial because it shows more detail compared with a Volume Profile (seen at the right of the Scatter Plot).
The Scatter Plot is accompanied by a "Line of Best Fit" (linear regression line) to help identify the underlying direction, which can be helpful in interpretation/evaluation.
It can be set as a screener by putting multiple layouts together.
🔹 Easier Interpretation
Instead of analysing the 1-minute chart together with volume, this can be visualised in the Scatter Plot, giving a straightforward and easy-to-interpret image of intrabar volume per price level.
One of the scatter plot's advantages is that volumes at the same price level are added to each other.
A dot on the scatter plot represents the cumulated amount of volume at that particular price level, regardless of whether the price closed one or more times at that price level.
Depending on the setting "Direction" , which sets the direction of the Volume-axis, users can hoover to see the corresponding price/volume.
🔹 Highest Intrabar Volume Values
Users can display up to 5 last maximum intrabar volume values, together with the intrabar timeframe (Res)
🔹 Practical Examples
When we divide the recent bar into three parts, the following can be noticed:
Price spends most of its time in the upper part, with relative medium-low volume, since the intrabar close prices are mostly situated in the upper left quadrant.
Price spends a shorter time in the middle part, with relative medium-low volume.
Price moved rarely below 61800 (the lowest part), but it was associated with high volume. None of the intrabar close prices reached the lowest area, and the price bounced back.
In the following example, the latest weekly candle shows a rejection of the 45.8 - 48.5K area, with the highest volume at the 45.8K level.
The next three successive candles show a declining maximum intrabar volume, after which the price broke through the 45.8K area.
🔹 Visual Options
There are many visual options available.
🔹 Change Direction
The Scatter Plot can be set in 4 different directions.
🔶 NOTES
🔹 Notes
The script uses the maximum available resources to draw the price/volume dots, which are 500 boxes and 500 labels. When the population size exceeds 1000, a warning is provided ( Not all data is shown ); otherwise, only the population size is displayed.
The Scatter Plot ideally needs a chart which contains at least 100 bars. When it contains less, a warning will be shown: bars < 100, not all data is shown
🔹 LTF Settings
When 'Auto' is enabled ( Settings , LTF ), the LTF will be the nearest possible x times smaller TF than the current TF. When 'Premium' is disabled, the minimum TF will always be 1 minute to ensure TradingView plans lower than Premium don't get an error.
Examples with current Daily TF (when Premium is enabled):
500 : 3 minute LTF
1500 (default): 1 minute LTF
5000: 30 seconds LTF (1 minute if Premium is disabled)
🔶 SETTINGS
Direction: Direction of Volume-axis; Left, Right, Up or Down
🔹 LTF
LTF: LTF setting
Auto + multiple: Adjusts the initial set LTF
Premium: Enable when your TradingView plan is Premium or higher
🔹 Character
Character: Style of Price/Volume dot
Fade: Increasing this number fades dots at lower price/volume
Color
🔹 Linear Regression
Toggle (enable/disable), color, linestyle
Center Cross: Toggle, color
🔹 Background Color
Fade: Increasing this number fades the background color near lower values
Volume: Background color that intensifies as the volume value on the volume-axis increases
Price: Background color that intensifies as the price value on the price-axis increases
🔹 Labels
Size: Size of price/volume labels
Volume: Color for volume labels/axis
Price: Color for price labels/axis
Display Population Size: Show the population size + warning if it exceeds 1000
🔹 Dashboard
Location: Location of dashboard
Size: Text size
Display LTF: Display the intrabar Lower Timeframe used
Highest IB volume: Display up to 5 previous highest Intrabar Volume values
Ultimate Multi Indicator - by SachaThe Ultimate Multi Indicator: The Ultimate Guide To Profit
This custom indicator, the Ultimate Multi Indicator , integrates multiple trading indicators to have powerful buy and sell signals. I combined MACD, EMA, RSI, Bollinger Bands, Volume Profile, and Ichimoku Cloud indicators to help traders analyze both short-term and long-term price movements.
Key Components and How to Use Them
- MACD (Moving Average Convergence Divergence):
- Use for trend direction and potentiality of reversals.
- The blue line (MACD Line) crossing above the orange line (Signal Line) indicates a bullish reversal; the opposite signals a bearish reversal.
- Watch for crossovers to confirm the direction of smaller price movements.
- 200 EMA (Long) (Exponential Moving Average):
- Use to indicate a long-term trend direction.
- If the price is above the 200 EMA, the market is in an uptrend; below it suggests a downtrend.
- The chart’s background color shifts subtly green (uptrend) or red (downtrend) depending on the EMA's relative position.
- RSI (Relative Strength Index):
- Tracks momentum and overbought/oversold levels.
- RSI over 70 signifies overbought conditions; under 30 indicates oversold.
- Look for RSI turning points around these levels to identify potential reversals.
- Bollinger Bands :
- The price touching or crossing the upper Bollinger Band may mean overbought conditions are filled, while a touch at the lower band indicates oversold.
- Bollinger Band interactions often align with key reversal points, especially when combined with other signals.
- Volume Profile :
- A yellow VP line on the chart represents significant trading volume occurred.
- This line can be used as both a support and resistance level, and especially during consolidations or trend changes.
- Ichimoku Cloud :
- Identifies support/resistance levels and trend direction.
- Green and red cloud regions visually show if the price is above (bullish) or below (bearish) key levels.
- Price above the cloud (green) confirms a bullish market, while below (red) signals bearish.
Signal Conditions and Visualization
- Buy Signals :
- This is triggered right away when MACD crosses up, RSI is oversold, or price touches the lower Bollinger Band, provided price is above both the Ichimoku Cloud and the 200 EMA.
- A green “BUY” label appears below the bar, suggesting a potential entry.
- Sell Signals :
- This signal is generated when MACD crosses down, RSI is overbought, or price touches the upper Bollinger Band, and price is below the Ichimoku Cloud and the 200 EMA.
- A red “SELL” label is shown above the bar, indicating a potential exit.
Tips & Tricks
- Confirm Signals : Use multiple signals to confirm entries and exits. For example, if both the MACD and RSI align with the Ichimoku Cloud direction, the trade setup is stronger.
- Trend Directions : Only take buy signals if the price is above the 200 EMA, and sell signals if it is below, aligning trades with the overall trend.
- Adjust for Volatility : In high-volatility markets, especially in the crypto markets, pay close attention to the Bollinger Bands for breakout potential.
- Ichimoku as a Trend Guide : Use the Ichimoku Cloud as a guide for long-term support and resistance levels, especially for swing trades.
This multi-layered indicator gives a balanced blend of short-term signals and long-term trend insights, making it a versatile tool for day trading, swing trading, or even longer-term analysis.
Remember that indicators that will make you rich instantly don't exist. To expect minimum profit from them, you shouldn't trade all you have at the same time but only trade with the money you can afford to lose.
After that being said, I wish you traders luck with the Ultimate Multi Indicator!
VWAP RangeThe VWAP Range indicator is a highly versatile and innovative tool designed with trading signals for trading the supply and demand within consolidation ranges.
What's a VWAP?
A VWAP (Volume Weighted Average Price) represents an equilibrium point in the market, balancing supply and demand over a specified period. Unlike simple moving averages, VWAP gives more weight to periods with higher volume. This is crucial because large volumes indicate significant trading activity, often by institutional traders, whose actions can reflect deeper market insights or create substantial market movements. The VWAP is also often used as a benchmark to evaluate the efficiency of executed trades. If a trader buys below the VWAP and sells above it, they are generally considered to have transacted favourably.
This is how it works:
Multiple VWAP Anchors:
This indicator uses multiple VWAPs anchored to different optional time periods, such as Daily, Weekly, Monthly, as well as to the highest high a lowest low within those periods. This multiplicity allows for a comprehensive view of the market’s average price based on volume and price, tailored to different trading styles and strategies.
Dynamic and Fixed Periods:
Traders can choose between using dynamic ranges, which reset at the start of each selected period, and specifying a date and time for a particular fixed range to trade. This flexibility is crucial for analyzing price movements within specific ranges or market phases.
Fixed ranges allow VWAPs to be calculated and anchored to a significant market event, the beginning of a consolidation phase or after a major news announcement.
Signal Generation:
The indicator generates buy and sell signals based on the relationship of the price to the VWAPs. It also allows for setting a maximum number of signals in one direction to avoid overtrading or pyramiding. Be sure to wait for the candle close before trading on the signals.
Average Buy/Sell Signal Lines:
Lines can be plotted to display the average buy and sell signal prices. The difference between the lines shows the average profit per trade when trading on the signals in that range. It's a good way to see how profitable a range is on average without backtesting the signals. The lines will also often turn into support and resistance areas, similar to value areas in a volume profile.
Customizable Settings:
Traders have control over various settings, such as the VWAP calculation method and bar color. There are also tooltips for every function.
Hidden Feature:
There's a subtle feature in this indicator: if you have 'Indicator values' turned on in TradingView, you'll see a Sell/Buy Ratio displayed only in the status line. This ratio indicates whether there are more sell signals than buy signals in a range, regardless of the Max Signals setting. A red value above 1 suggests that the market is trending upward, indicating you might want to hold your long positions a bit longer. Conversely, a green value below 1 implies a downward trend.
VWAP Boulevard [vnhilton](OVERVIEW)
The idea of this indicator comes from traders identifying supply to mainly look for shorts. Scenarios would be gap ups or pump & dumps where huge volume is transacted, & bag-holders are present. Some traders would draw resistance lines, I myself used to draw supply zones using the volume profile on that day, & others used the day VWAP on those days. VWAP Boulevard (I believe the name comes from the trader named team3dstocks) draws day VWAP lines from the highest volume days for a given period (excluding the current day).
(FEATURES)
- Draws horizontal & vertical lines from up to 250 highest volume days out of up to 3568 days, with the ability to hide either of these lines, their thicknesses, styles
- Extend/cut horizontal lines, or extend them all the way to the right
- Show the day VWAP, volume & age for these days in labels, with the ability to show what information you want to see only
- Separate customizable color forms for the lines & labels - ordinary (1 color); volume (2 color gradient from lowest to highest volume of the highest volume days); age (2 color gradient from youngest to oldest volume of the highest volume days)
- Edit offset & size of labels, & hide them
- Hide vertical lines
From left to right: Age color; ordinary color; volume color
250 highest volume days in the past year. Very messy so it's very likely you won't be using this but the ability to draw lines from 250 highest volume days is there if needed
(DRAWDOWNS)
- This indicator will only on the daily timeframe (error message will show up if unaware of this, & can be toggled off). Unfortunately, this would mean you would have to draw the lines manually yourself if you wish to use them on intraday timeframes.
- You may also encounter the 'Pine cannot determine the referencing length of a series. Try using max_bars_back' error. This occurs when the lookback period is very high & the indicator attempts to recalculate I believe. If this happens then reload the indicator.
The logic I used to obtain the highest volume days were to put all of the volume days in a given period in 1 array, then to sort them from highest to lowest, & also store their sorted indices in an separate array as well, so that drawings for each volume day could be done from the 2 arrays.
//Volume for last N periods
var int pastVol = array.new_int(lookbackPeriodFixed)
for i = 0 to lookbackPeriodFixed - 1
array.set(pastVol, i, int(volume ))
sortedIndices = array.sort_indices(pastVol, order.descending) //All Indices of sorted volume from highest to lowest
sortedIndices2 = array.slice(sortedIndices, 0, highestVolDays) //Indices of sorted volume from highest to lowest
array.sort(pastVol, order.descending) //All Volume sorted from highest to lowest
pastVol2 = array.slice(pastVol, 0, highestVolDays) //Volume sorted from highest to lowest
//Drawings
for i = 0 to highestVolDays - 1
index := array.get(sortedIndices, i)
vol := array.get(pastVol, i)
Since these array sizes were determined from the lookback period, it would mean that the request.security() function used to obtain daily values on intraday timeframes wouldn't work for a lookback period >20 (20 * 2 values I believe, which are the day VWAP & the day volume) as TradingView has put a maximum amount of calls of 40 in 1 script. Therefore, for intraday plots to work I would have to change the logic for getting the day VWAP & day volume for the highest days, as the request.security() function doesn't work on for loops, & this would also mean that the user would only be able to draw lines from up to 20 highest volume days instead of 250. I couldn't go forward with this as I wasn't able to find the logic to pick the highest volume days & their day VWAPs & times (indexes) without using a for loop. If anyone has any solutions (including for the 'Pine cannot determine the referencing length of a series. Try using max_bars_back' error) then please let me know. I've also left commented-out code for dealing with intraday drawings for future use.
RSI ProfileThis indicator shows the RSI profile from historical RSI Value and High / Low RSI Pivots.
It is inspired by the Volume Profile which is a common charting study that indicates activity at specified levels. It plots a histogram on the chart meant to identify dominant/significant levels.
This script is profiling RSI levels into a histogram, which can identify the crucial RSI values in the chart. Along with the pivot options that can help identify the dominant pivot points where RSI values had been rebounding historically.
How to use:
There are three profile types available in the settings. When selecting RSI Values, the indicator will count RSI values from history, and plot the count in a histogram at the end of the chart. If you select RSI Pivots High or RSI Pivots Low, the indicator will count only the RSI Pivot Highs and Lows and plot the count in a histogram. Users can select the Pivot Left/Right length from the settings.
Users can extend the POC line to the left, to study how the values had been reacting to POC
Please note: Since the RSi values range from 0 to 100, the indicator is rounding off the values to absolute numbers. This can cause a situation where multiple POC are identified, to find the unique POC, you can increase the width of the histogram.
The Max/Min RSI settings are for visual purposes only, it can help users shrink down the histogram's top and bottom visibility
Volume Spikes & Growing Volume Signals With Alerts & ScannerVOLUME SPIKES & GROWING VOLUME SIGNALS WITH ALERTS & SCANNER
This indicator shows arrows when there is a volume spike. It also paints the background when volume is growing. There is also a volume scanner for 8 tickers that will change color in real time when your other favorite tickers see volume growth and spikes.
You can customize the length of DMI, the number of bars to calculate the current volume average from, the number of bars back to get the overall volume average from, the multiple that needs to be hit to give a signal, the position of the scanner table and which tickers are used in the scanner. There are detailed directions as tooltips in the indicator settings you can read to understand exactly what each input does.
All features are customizable as well as which tickers the screener uses.
***HOW TO USE***
Watch for volume to pick up before placing trades as this will help you stay out of the markets when price is choppy. Volume usually brings volatility so watch for the volume signals to show up on the chart. Typically when price has made a big move one direction or is consolidating and you see the volume indicator start giving signals, the market is ready to reverse or continue its current trend but move faster in that direction.
Volume Spikes
When there is a volume spike that is larger than the average of volume over the last 100+ bars(depending on your settings) multiplied by the volume amount multiplier(in your settings) then an arrow will show up on the chart. This arrow will be green if DMI is bullish and red if DMI is bearish.
Volume Growth
A Background color will appear when the average volume over the last 5 bars(depending on your settings) is higher than the average volume over the last 100+ bars(depending on your settings) and is greater than your multiple. It will also paint the background when the volume moving average has increased over the last 3 bars consecutively. The background colors will be red or green depending on buy & sell pressure(DMI). If the background color appears, then you know volume is growing and volatility is near.
Volume Scanner
The scanner can be customized to have all of your favorite tickers by changing the tickers used in the indicator settings at the bottom. When no volume growth or spikes are detected, the ticker will show as light blue. When volume spikes or growth is detected, the ticker will turn orange to notify you.
Alerts
You can set up alerts as well when there is volume growth, bullish volume spikes and bearish volume spikes on any chart or timeframe.
Indicator Settings
Settings will need to be adjusted across different tickers as some have large swings in volume and some stay pretty even, so make sure to set up different chart layouts with settings that work for each ticker and save them individually so you don’t have to reset these values every time you switch charts.
***MARKETS***
This indicator can be used as a signal on all markets, including stocks, crypto, futures and forex as long as Tradingview has volume and DMI data for that ticker.
***TIMEFRAMES***
This volume spike indicator can be used on all timeframes as long as there is enough data for Tradingview to use for calculations.
***TIPS***
Try using numerous indicators of ours on your chart so you can instantly see the bullish or bearish trend of multiple indicators in real time without having to analyze the data. Some of our favorites are our Auto Fibonacci, Volume Profile, Momentum, Auto Support And Resistance and Money Flow Index in combination with this Volume Growth indicator. They all have real time Bullish and Bearish labels as well so you can immediately understand each indicator's trend.
Market Profile with TPOThis is is Market Profile with TPO (the letters) on the current session. Due to pinescript limitations, we are limited to 500 TPOs, since this script uses 1 label per TPO. It is NOT volume profile, this is Time Profile (Time spent at a price).
Cumulative Overlapping Volume BarsThis is cheap replacement for volume profile.
Red bars is where accumulated high volume in small range.
if new bar moves out of range all accumulated volume will be lost and color will change.
Delta Volume Columns [LucF]Displays delta volume columns using intrabar volume information. Each volume column is divided into three sections: buying, selling and neutral volume. Volume for each section is determined from the volume and price movement of each intrabar at a user-selected lower resolution.
Features include:
- Choice of color themes for either dark or light chart backgrounds
- Delta volume columns
- Volume Balance displayed as the difference between the MAs of buying and selling volume
- Display of divergences between a bar’s volume balance and the bar’s price movement (example: buying volume > selling volume but close < open). Divergences can be shown in 2 different color schemes (including green/red showing a tentative direction), on volume columns and/or on chart bars
- Display of bar by bar volume balance with highlighting of above average volume
- Display of the usual total volume MA
- Choice of the lower resolution used to retrieve intrabar information
- Alerts configurable on any combination of the markers, with control over long/short direction
- Choice of 3 different markers:
1. Double bumps: two consecutive bars where buying or selling volume is in the same direction and where volume > volume MA
2. Divergence confirmations: direction of the price bar following a price/volume balance divergence
3. Volume balance shifts: zero level crossings of the volume balance MA delta
The chart shows the two main modes of display:
- Top pane : shows the stacked volume columns with divergences in orange and the flattened volume balance MAs delta at the bottom of the volume columns. This volume balance is the same shown in the bottom pane. The top pane also shows the instant volume balance strip above the volume columns. The strip’s colors show which of the buying or selling volume was greater, and colors are brighter if the total volume was above the total volume MA.
- Bottom pane : shows the volume balance MAs delta with markers 1 and 2. Given that this graphic has no price momentum component, I find quite eerie how it often looks like a momentum-based signal.
The default 5 minute intrabar resolution is used in combination with the weekly chart, which is excessive.
This script uses a special characteristic of the security() function’s behavior when it is sent to a resolution lower than the chart’s resolution. Details are given in the script’s comments. This method has the advantage of working under more circumstances than some of the other loop-based methods, but it also has its limits.
IMPORTANT
This is what you need to know:
- The method used does not work on the realtime bar—only on historical bars. Consequently, the volume column shown on the realtime bar is a normal volume column plotted in green or red, following price movement. The column will only show delta volume information after it closes and becomes a historical bar.
- The indicator only works on some chart resolutions: 5, 10, 15 and 30 minutes, 1, 2, 4, 6, and 12 hours, 1 day, 1 week and 1 month. The script’s code can be modified to run on other resolutions, but chart resolutions must be divisible by the lower resolution used for intrabars.
- Intrabar resolutions can be selected from 1, 5, 15, 30, 45 minutes, 1, 2, 3, 4 hours, 1 day, 1 week and 1 month. The intrabar resolution must of course be smaller than the chart’s resolution.
- Contrary to my other indicators where alerts must be configured to trigger “Once Per Bar Close” in order to avoid false triggers (or repainting), all this indicator’s alerts are designed to trigger using previous bar information since the indicator’s calculations in the realtime bar are not exact. Markers are not plotted with a negative offset; they appear at the beginning of the realtime bar following confirmation of the marker’s condition on the previous bar. Alerts for this indicator should thus be configured to trigger “Once Per Bar” so they trigger at the beginning of the realtime bar. Note that the penalty is not that great, as it is simply the instant between the close of the previous realtime bar and the opening of the next. The advantage of using this technique is that the indicator does not repaint; a marker that appears at the beginning of the realtime bar will never disappear.
- The script only plots information that is reliable in the realtime bar, i.e., total volume and markers. All other plots are set to n/a to prevent misleading traders.
- When the difference between the chart’s resolution and the lower resolution is too important, volume columns will not calculate for all bars in the dataset.
On Delta Volume
Buying or selling volume are misnomers, as every unit of volume transacted is both bought and sold by 2 different traders. There is no such thing as “buy only” or “sell only” volume, but trader lingo is riddled with original fabulations.
Without access to order book information, traders work with the assumption that when price moves up during a bar, there was more buying pressure than selling pressure. The built-in volume indicator available on TradingView uses this logic to color the volume columns green or red. While this script’s numbers are more precise because it analyses a number of intrabars to calculate its information, it uses the exact same imperfect logic to calculate its buying/selling/neutral sections.
Until Pine scripts can have access to how much volume was transacted at the bid/ask prices, our so-called buying/selling volume information will always be a mere proxy.
Divergences
You may wonder how there can be divergences between buying/selling volume information and price movement. This will sometimes be due to the methodology’s shortcomings we have just discussed, but divergences may also occur in instances where because of order book structure, it takes less volume to increase the price of an asset than it takes to decrease it.
As usual, divergences are points of interest because they reveal imbalances, which may or may not become turning points. I do not share the overwhelming enthusiasm traders have for divergences. To your pattern-hungry brain, the orange bars this indicator shows on chart will—as divergences on other indicators do–appear to often indicate turnarounds. My opinion is that reality is generally quite sobering, as many who have tried building automated rules based on divergences will tell you. I do not have hard numbers on the lack of performance of divergences—only many failed attempts to make them perform, which a few experienced strategy modelers I know share with me. Please don’t try to read too much into them. While they look great on past data, I find they are often difficult to use in realtime to make bets with good odds.
Thanks to:
- A guy called Kuan who commented on a Backtest Rookies presentation of an intrabar delta volume indicator using a for loop. The heart of “my” indicator is code borrowed from Kuan; I just built a hopefully useful wrapper around it.
- @theheirophant, my partner in the exploration of the sometimes weird abysses of security() ’s behavior at lower resolutions.
3D Candles (Zeiierman)█ Overview
3D Candles (Zeiierman) is a unique 3D take on classic candlesticks, offering a fresh, high-clarity way to visualize price action directly on your chart. Visualizing price in alternative ways can help traders interpret the same data differently and potentially gain a new perspective.
█ How It Works
⚪ 3D Body Construction
For each bar, the script computes the candle body (open/close bounds), then projects a top face offset by a depth amount. The depth is proportional to that candle’s high–low range, so it looks consistent across symbols with different prices/precisions.
rng = math.max(1e-10, high - low ) // candle range
depthMag = rng * depthPct * factorMag // % of range, shaped by tilt amount
depth = depthMag * factorSign // direction from dev (up/down)
depthPct → how “thick” the 3D effect is, as a % of each candle’s own range.
factorMag → scales the effect based on your tilt input (dev), with a smooth curve so small tilts still show.
factorSign → applies the direction of the tilt (up or down).
⚪ Tilt & Perspective
Tilt is controlled by dev and translated into a gentle perspective factor:
slope = (4.0 * math.abs(dev)) / width
factorMag = math.pow(math.min(1.0, slope), 0.5) // sqrt softens response
factorSign = dev == 0 ? 0.0 : math.sign(dev) // direction (up/down)
Larger dev → stronger 3D presence (up to a cap).
The square-root curve makes small dev values noticeable without overdoing it.
█ How to Use
Traders can use 3D Candles just like regular candlesticks. The difference is the 3D visualization, which can broaden your view and help you notice price behavior from a fresh perspective.
⚪ Quick setup (dual-view):
Split your TradingView layout into two synchronized charts.
Right pane: keep your standard candlestick or bar chart for live execution.
Left pane: add 3D Candles (Zeiierman) to compare the same symbol/timeframe.
Observe differences: the 3D rendering can make expansion/contraction and body emphasis easier to spot at a glance.
█ Go Full 3D
Take the experience further by pairing 3D Candles (Zeiierman) with Volume Profile 3D (Zeiierman) , a perfect complement that shows where activity is concentrated, while your 3D candles show how the price unfolded.
█ Settings
Candles — How many 3D candles to draw. Higher values draw more shapes and may impact performance on slower machines.
Block Width (bars) — Visual thickness of each 3D candle along the x-axis. Larger values look chunkier but can overlap more.
Up/Down — Controls the tilt and strength of the 3D top face.
3D depth (% of range) — Thickness of the 3D effect as a percentage of each candle’s own high–low range. Larger values exaggerate the depth.
-----------------
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.
Wyckoff Effort vs. Result📌 Wyckoff Effort vs. Result (E/R) – Visualizing Supply & Demand Imbalance with Volume Confirmation
📖 Overview
The Wyckoff Effort vs. Result (E/R) indicator is designed to help traders interpret market behavior through the lens of volume vs. price movement — a foundational concept in Richard Wyckoff’s methodology.
This tool aims to highlight moments where the “effort” (volume) is not in proportion to the “result” (price movement) — giving insight into potential accumulation or distribution events.
By detecting high-volume candles and classifying them based on their price direction, the indicator visualizes zones where smart money might be active .
⚙️ How It Works
1. Effort Accumulation (High Volume Down Bar):
• When a candle closes lower than it opens (down bar) and has above-average volume , it’s marked as potential absorption of selling pressure (effort to push down met by buying).
• These candles are colored red and the open level is plotted, acting as a potential support or re-test zone.
2. Effort Distribution (High Volume Up Bar):
• When a candle closes higher than it opens (up bar) and has above-average volume , it’s marked as potential distribution (effort to push up absorbed by sellers).
• These candles are colored green and the open level is plotted , acting as a potential resistance or rejection zone.
3. Average Volume Calculation:
• The script calculates a simple moving average (SMA) of volume over a user-defined lookback period.
• If current volume exceeds the average multiplied by a set threshold, it’s treated as a high-effort bar .
🧪 Inputs
Input Description
Average Volume Lookback - Number of bars used to calculate the volume average
High Volume Multiplier. - Multiplier to define what qualifies as “high volume”
🖥️ Visual Output
• 🔴 Red candles = High volume on a down bar → possible accumulation
• 🟢 Green candles = High volume on an up bar → possible distribution
• 📉 Horizontal lines at bar open price mark the potential zones where effort occurred
These zones can serve as:
• Areas of support/resistance
• Trap zones where smart money absorbs liquidity
• Entry/exit filters when combined with price action
🧠 How to Use
• Use in combination with price structure, support/resistance, and volume profile tools
• Watch how price reacts when it revisits the plotted lines
• Look for effort bars that fail to lead to continuation, signaling potential reversal
• Can be used in scalping, swing trading, or Wyckoff-style phase analysis
🔒 Technical Notes
• ✅ Does not repaint
• ✅ Built with Pine Script v6
• ✅ Lightweight and customizable
• ❌ Does not generate buy/sell signals — it provides context, not predictions
Reversal Nexus Pro Suite — Smart Scalper/Swing Trader/Hybrid 📝 Description
The Reversal Suite (5–15m) is a dynamic price-action-driven indicator built for scalpers and intraday traders who want to catch high-probability reversals with precision.
This system combines SFP (Swing Failure Patterns), Volume Climax filters, EMA bias, and momentum confirmation logic — all customizable to match your personal trading style.
The default configuration is tuned for NASDAQ futures (NQ1!) and similar indices on 5–15-minute charts, but it can adapt seamlessly to crypto, forex, and equities.
⚙️ How It Works
The indicator looks for exhaustion points in price where:
Volume Climax confirms liquidity sweeps,
EMA bias determines directional filters (single or dual-EMA),
Reclaim and rejection mechanics confirm structure shifts,
Momentum thrust ensures strength on reversal confirmation.
Each setup requires multi-factor alignment to reduce noise and increase signal precision.
🧩 Default Custom Settings (Recommended Start)
Setting Value Description
Mode Custom Enables full manual control
Signals must align within N bars 6 Forces confluence across recent bars
TP1 / TP2 (R-Multiples) 1.5 / 2.5 Default reward zones
RSI Divergence Enabled Adds secondary reversal confirmation
Volume Climax Enabled Detects high-volume exhaustion
Vol SMA Length 21 Volume baseline calculation
Climax ≥ k × SMA 7 Strength multiplier for volume spikes
EMA Length 200 Trend bias reference
Bias Both Allows both long and short setups
Dual EMA Bias Enabled Uses fast (21) vs slow (100) bias tracking
Min Distance from EMA Bias 2.55% Filter to avoid signals too close to MAs
Reclaim Buffer After Sweep 0.22% Ensures valid break-and-reclaim setups
Max Bars for Retest 1 Tight retest condition
Momentum Thrust Confirm Enabled Ensures volume and price thrust
Body ≥ ATR -6 Controls candle thrust sizing
TR SMA Length 20 Measures dynamic volatility
Body ≥ k × TR-SMA -4.4 Confirms structure-based rejection
Opposite-Signal Exit Enabled Auto-clears opposite signals
Opposite Signal Window 5 bars Short-term conflict filter
Swing Lookback (SFP) 2 Finds recent liquidity highs/lows
Cooldown Bars After Signal 8 Prevents over-triggering
🟢 Inputs are fully adjustable, so traders can optimize for:
Scalping (lower EMA, smaller swing lookback)
Swing trading (higher EMA, larger retest window)
Aggressive vs conservative confirmations
🧭 Recommended Use
Works best on 5m–15m timeframes
Pair with VWAP or EMA cloud overlays for directional context
Use Trend Guard to align only with higher-timeframe trend
Ideal for indices, forex majors, and large-cap stocks
🚀 Highlights
✅ Smart confluence-based reversal detection
✅ Built-in retest and rejection logic
✅ Dual EMA and volume climax filters
✅ Customizable momentum thrust confirmation
✅ Optimized for scalpers and intraday swing traders
🧱 Suggested Layout
Chart type: Candlestick
Timeframe: 5m or 15m
Overlay: VWAP / EMA Cloud / ORB Zone
Optional filters: ATR Bands, Volume Profile (VPVR), Session Boxes
⚠️ Disclaimer
The Reversal Nexus Pro indicator is provided for educational and informational purposes only. It is not financial advice and should not be interpreted as a recommendation to buy, sell, or trade any financial instrument.
Trading involves significant risk and may not be suitable for all investors. Past performance does not guarantee future results. Always perform your own analysis and use proper risk management before placing any trades.
The author of this script is not responsible for any financial losses or decisions made based on the use of this tool.
By using this indicator, you acknowledge that you understand these terms and accept full responsibility for your own trading results.
© 2025. All rights reserved. Redistribution or resale of this indicator, in full or in part, is strictly prohibited without the author’s written consent.
Fixed Range Volume Profile"Distribution of transaction volume by price group (transaction volume by price block)"
Instructions for use (Professional Manual)
1. a basic concept
By vertical axis (price), shows the cumulative trading volume traded in the segment.
The longer the block, the more transactions took place in that price range.
Colors distinguish between buying/selling strength (green = buying advantage, red = selling advantage).
2. Key components
POC (Point of Control)
→ Longest block (most traded price segment, "key selling point").
VAH / VAL (Value Area High/Low)
→ Top/bottom segments where approximately 70% of the total volume is formed.
→ Role of "Major Support/Resistance".
High Capacity Node (HVN)
→ Significantly higher trading volumes → strong support/resistance.
Low Volume Node (LVN)
→ Low volume section → areas where prices are easily passed.
3. practical application
Find Support/Resistance
The thickest block (POC) is used as a place where prices often rebound/resist.
a trading entry/liquidation strategy
Buy if the price is supported near HVN,
When breaking through the LVN, fast movement (gap movement) can be expected.
break/goal setting
Finger = Under the LVN,
Target = Next HVN.
Judgment of trends
When the block distribution is concentrated above, "Increase to Collection Section"
If you're driven below, you're "in a downtrend to a variance section."
4. Precautions
The volume distribution is "past data based" and is not an indicator of the future.
Rather than using it alone, it is more effective to combine with Fibonacci, trend lines, and candle patterns.
In particular, in the volatile market, the LVN breakthrough → may signal a surge/fall.
In summary, this block indicator is "a map showing the most market participants at any price point".
In other words, it is useful for finding support/resistance as a tool for analyzing sales and establishing the basis for trading strategies.
POC Migration Velocity (POC-MV) [PhenLabs]📊POC Migration Velocity (POC-MV)
Version: PineScript™v6
📌Description
The POC Migration Velocity indicator revolutionizes market structure analysis by tracking the movement, speed, and acceleration of Point of Control (POC) levels in real-time. This tool combines sophisticated volume distribution estimation with velocity calculations to reveal hidden market dynamics that conventional indicators miss.
POC-MV provides traders with unprecedented insight into volume-based price movement patterns, enabling the early identification of continuation and exhaustion signals before they become apparent to the broader market. By measuring how quickly and consistently the POC migrates across price levels, traders gain early warning signals for significant market shifts and can position themselves advantageously.
The indicator employs advanced algorithms to estimate intra-bar volume distribution without requiring lower timeframe data, making it accessible across all chart timeframes while maintaining sophisticated analytical capabilities.
🚀Points of Innovation
Micro-POC calculation using advanced OHLC-based volume distribution estimation
Real-time velocity and acceleration tracking normalized by ATR for cross-market consistency
Persistence scoring system that quantifies directional consistency over multiple periods
Multi-signal detection combining continuation patterns, exhaustion signals, and gap alerts
Dynamic color-coded visualization system with intensity-based feedback
Comprehensive customization options for resolution, periods, and thresholds
🔧Core Components
POC Calculation Engine: Estimates volume distribution within each bar using configurable price bands and sophisticated weighting algorithms
Velocity Measurement System: Tracks the rate of POC movement over customizable lookback periods with ATR normalization
Acceleration Calculator: Measures the rate of change of velocity to identify momentum shifts in POC migration
Persistence Analyzer: Quantifies how consistently POC moves in the same direction using exponential weighting
Signal Detection Framework: Combines trend analysis, velocity thresholds, and persistence requirements for signal generation
Visual Rendering System: Provides dynamic color-coded lines and heat ribbons based on velocity and price-POC relationships
🔥Key Features
Real-time POC calculation with 10-100 configurable price bands for optimal precision
Velocity tracking with customizable lookback periods from 5 to 50 bars
Acceleration measurement for detecting momentum changes in POC movement
Persistence scoring to validate signal strength and filter false signals
Dynamic visual feedback with blue/orange color scheme indicating bullish/bearish conditions
Comprehensive alert system for continuation patterns, exhaustion signals, and POC gaps
Adjustable information table displaying real-time metrics and current signals
Heat ribbon visualization showing price-POC relationship intensity
Multiple threshold settings for customizing signal sensitivity
Export capability for use with separate panel indicators
🎨Visualization
POC Connecting Lines: Color-coded lines showing POC levels with intensity based on velocity magnitude
Heat Ribbon: Dynamic colored ribbon around price showing POC-price basis intensity
Signal Markers: Clear exhaustion top/bottom signals with labeled shapes
Information Table: Real-time display of POC value, velocity, acceleration, basis, persistence, and current signal status
Color Gradients: Blue gradients for bullish conditions, orange gradients for bearish conditions
📖Usage Guidelines
POC Calculation Settings
POC Resolution (Price Bands): Default 20, Range 10-100. Controls the number of price bands used to estimate volume distribution within each bar
Volume Weight Factor: Default 0.7, Range 0.1-1.0. Adjusts the influence of volume in POC calculation
POC Smoothing: Default 3, Range 1-10. EMA smoothing period applied to the calculated POC to reduce noise
Velocity Settings
Velocity Lookback Period: Default 14, Range 5-50. Number of bars used to calculate POC velocity
Acceleration Period: Default 7, Range 3-20. Period for calculating POC acceleration
Velocity Significance Threshold: Default 0.5, Range 0.1-2.0. Minimum normalized velocity for continuation signals
Persistence Settings
Persistence Lookback: Default 5, Range 3-20. Number of bars examined for persistence score calculation
Persistence Threshold: Default 0.7, Range 0.5-1.0. Minimum persistence score required for continuation signals
Visual Settings
Show POC Connecting Lines: Toggle display of colored lines connecting POC levels
Show Heat Ribbon: Toggle display of colored ribbon showing POC-price relationship
Ribbon Transparency: Default 70, Range 0-100. Controls transparency level of heat ribbon
Alert Settings
Enable Continuation Alerts: Toggle alerts for continuation pattern detection
Enable Exhaustion Alerts: Toggle alerts for exhaustion pattern detection
Enable POC Gap Alerts: Toggle alerts for significant POC gaps
Gap Threshold: Default 2.0 ATR, Range 0.5-5.0. Minimum gap size to trigger alerts
✅Best Use Cases
Identifying trend continuation opportunities when POC velocity aligns with price direction
Spotting potential reversal points through exhaustion pattern detection
Confirming breakout validity by monitoring POC gap behavior
Adding volume-based context to traditional technical analysis
Managing position sizing based on POC-price basis strength
⚠️Limitations
POC calculations are estimations based on OHLC data, not true tick-by-tick volume distribution
Effectiveness may vary in low-volume or highly volatile market conditions
Requires complementary analysis tools for complete trading decisions
Signal frequency may be lower in ranging markets compared to trending conditions
Performance optimization needed for very short timeframes below 1-minute
💡What Makes This Unique
Advanced Estimation Algorithm: Sophisticated method for calculating POC without requiring lower timeframe data
Velocity-Based Analysis: Focus on POC movement dynamics rather than static levels
Comprehensive Signal Framework: Integration of continuation, exhaustion, and gap detection in one indicator
Dynamic Visual Feedback: Intensity-based color coding that adapts to market conditions
Persistence Validation: Unique scoring system to filter signals based on directional consistency
🔬How It Works
Volume Distribution Estimation:
Divides each bar into configurable price bands for volume analysis
Applies sophisticated weighting based on OHLC relationships and proximity to close
Identifies the price level with maximum estimated volume as the POC
Velocity and Acceleration Calculation:
Measures POC rate of change over specified lookback periods
Normalizes values using ATR for consistent cross-market performance
Calculates acceleration as the rate of change of velocity
Signal Generation Process:
Combines trend direction analysis using EMA crossovers
Applies velocity and persistence thresholds to filter signals
Generates continuation, exhaustion, and gap alerts based on specific criteria
💡Note:
This indicator provides estimated POC calculations based on available OHLC data and should be used in conjunction with other analysis methods. The velocity-based approach offers unique insights into market structure dynamics but requires proper risk management and complementary analysis for optimal trading decisions.
Wick Pressure Zones [BigBeluga]
The Wick Pressure Zones indicator highlights areas where extreme wick activity occurred, signaling strong buy or sell pressure. By measuring unusually long upper or lower wicks and mapping them into gradient volume zones , the tool helps traders identify levels where liquidity was absorbed, leaving behind footprints of supply and demand imbalances. These zones often act as support, resistance, or liquidity sweep magnets .
🔵 CONCEPTS
Extreme Wicks : Large upper or lower shadows indicate aggressive rejection — upper wicks suggest selling pressure, lower wicks suggest buying pressure.
Volumatic Gradient Zones : From each detected wick, the indicator projects a layered gradient zone, proportional to the wick’s size, showing where most pressure occurred.
Liquidity Footprints : These zones mark levels where significant buy/sell volume was executed, often becoming reaction points on future retests.
Automatic Expiration : Zones persist until price decisively trades through them, after which they are cleared to keep the chart clean.
🔵 FEATURES
Automatic Wick Detection : Identifies extreme upper and lower wick events using percentile filtering and Realative Strength Index.
Gradient Zone Visualization : Builds a 10-layer zone from the wick top/bottom, shading intensity according to pressure strength.
Volume Labels : Each zone is annotated with the bar’s volume at the origin point for added context.
Dynamic Zone Extension : Zones extend to the right as long as they remain relevant; once price closes through them, they are removed.
Support & Resistance Mapping : Upper wick zones (red) behave like supply/resistance, lower wick zones (green) like demand/support.
Clutter Control : Limits the number of active zones (default 10) to keep charts responsive.
Background Highlighting : Optional background shading when new wick zones appear (red for sell, green for buy).
🔵 HOW TO USE
Look for Upper Wick Zones (red) : Indicate strong selling pressure; watch for resistance, reversals, or liquidity sweeps above.
Look for Lower Wick Zones (green) : Indicate strong buying pressure; watch for support or liquidity sweeps below.
Trade Retests : When price returns to a zone, expect a reaction (bounce or rejection) due to leftover liquidity.
Combine with Context : Align wick pressure zones with HTF support/resistance, order blocks, or volume profile for stronger signals.
Use Volume Labels : High-volume wicks indicate more significant liquidity events, making the zone more likely to act as a strong reaction point.
🔵 CONCLUSION
The Wick Pressure Zones is a powerful way to visualize hidden liquidity and aggressive rejections. By mapping extreme wick events into dynamic, volume-annotated zones, it shows traders where the market absorbed heavy buy/sell pressure. These levels frequently act as magnets or turning points, making them valuable for timing entries, stop placement, or fade strategies.
StdDev Supply/Demand Zone RefinerThis indicator uses standard deviation bands to identify statistically significant price extremes, then validates these levels through volume analysis and market structure. It employs a proprietary "Zone Refinement" technique that dynamically adjusts zones based on price interaction and volume concentration, creating increasingly precise support/resistance areas.
Key Features:
Statistical Extremes Detection: Identifies when price reaches 2+ standard deviations from mean
Volume-Weighted Zone Creation: Only creates zones at extremes with abnormal volume
Dynamic Zone Refinement: Automatically tightens zones based on touch points and volume nodes
Point of Control (POC) Identification: Finds the exact price with maximum volume within each zone
Volume Profile Visualization: Shows horizontal volume distribution to identify key liquidity levels
Multi-Factor Validation: Combines volume imbalance, zone strength, and touch count metrics
Unlike traditional support/resistance indicators that use arbitrary levels, this system:
Self-adjusts based on market volatility (standard deviation)
Refines zones through machine-learning-like feedback from price touches
Weights by volume to show where real money was positioned
Tracks zone decay - older, untested zones automatically fade
DeltaTrace ForecastDeltaTrace Forecast is a forward-looking projection tool that visualizes the probable directional path of price using a multi-timeframe momentum model rooted in volatility-adjusted nonlinear dynamics. Rather than relying on traditional indicators that react to price after the fact, DeltaTrace estimates future price motion by tracing the progression of momentum changes across expanding timeframes—then scaling those deltas using adaptive volatility to forecast a plausible path forward.
At its core, DeltaTrace constructs a momentum vector from a series of smoothed z-scores derived from increasing multiples of the current chart's timeframe. These z-scores are normalized using a hyperbolic tangent function (tanh), which compresses extreme values and emphasizes meaningful deviations without being overly sensitive to outliers. This nonlinear normalization ensures that explosive moves are weighted with less distortion, while still preserving the shape and direction of the underlying trend.
Once the z-scores are calculated for a range of 12 timeframes (from 1× the current timeframe up to 12×), the indicator computes the first difference between each adjacent pair. These differences—or deltas—represent the change in momentum from one timeframe to the next. In this structure, a strong positive delta implies momentum is strengthening as we look into higher timeframes, while a negative delta reflects waning or reversing strength.
However, not all deltas are treated equally. To make the projection adaptive to market volatility and temporally meaningful, each delta is scaled by the square root of its corresponding timeframe multiple, weighted by the ATR (Average True Range) of the base timeframe. This square-root volatility scaling mirrors the behavior of Brownian motion and reflects the natural geometric diffusion of price over time. By applying this scaling, the model tempers its forecast according to recent volatility while maintaining proportional distance over longer time horizons.
The result is a chain of projected price steps—11 in total—starting from the current closing price. These steps are cumulative, meaning each one builds upon the previous, forming a continuously adjusted polyline that represents the most recent forecast path of price. Each point in the forecast line is directional: if the next projected point is above the last, the segment is colored green (upward momentum); if below, it is colored red (downward momentum). This color coding gives immediate visual feedback on the nature of the projected path and allows for intuitive at-a-glance interpretation.
What makes DeltaTrace unique is its combination of ideas from signal processing, time-series momentum analysis, and volatility theory. Instead of relying on static support/resistance levels or lagging moving averages, it dynamically adapts to both momentum curvature and volatility structure. This allows it to be used not just for trend confirmation, but also for top-down bias fading, reversal anticipation, and path-following strategies.
Traders can use DeltaTrace in a variety of ways depending on their style:
For trend traders, a consistent upward or downward curve in the forecast suggests directional continuation and can be used for position sizing or confirmation of bias.
For mean-reversion traders, exaggerated divergence between the current price and the first few forecast points may indicate temporary exhaustion or overextension.
For scalpers or intraday traders, the short-term bend or flattening of the initial segments can reveal early signs of weakening momentum or build-up before breakout.
For swing traders, the full shape of the polyline gives an evolving map of market rhythm across time compression, allowing for context-aware decision-making.
It’s important to understand that this is a path projection tool, not a precise price target predictor. The forecast does not attempt to predict exact price levels at exact bars, but rather illustrates how the market might evolve if the current multi-timeframe momentum structure persists. Like all models, it should be interpreted probabilistically and used in conjunction with other confirmation signals, risk management tools, or strategy frameworks.
Inputs allow customization of the z-score calculation length and ATR window to tune the sensitivity of the model. The color scheme for up/down forecast segments can also be adjusted for personal preference. Additionally, users can toggle the polyline forecast on or off, which may be useful for pairing this indicator with others in a crowded chart layout.
Because the forecast path is calculated only on the last bar, it does not repaint or shift once the candle closes—preserving historical accuracy for visual inspection and backtesting reference. However, it is also sensitive to changes in volatility and momentum structure, meaning it updates each bar as conditions evolve, making it most effective in real-time decision support.
DeltaTrace Forecast is particularly well-suited for traders who want a deeper understanding of hidden momentum shifts across timeframes without relying on traditional trend-following tools. It reveals the shape of future possibility based on present dynamics, offering a compact yet powerful visualization of directional bias, transition risk, and path strength.
To maximize its utility, consider pairing DeltaTrace with volume profiles, order flow tools, higher timeframe zones, or market structure indicators. Used in context, it becomes a powerful companion to both systematic and discretionary trading styles—especially for those who appreciate a blend of mathematics and intuition in their market analysis.
This indicator is not based on magic or black-box logic; every component—from the z-score standardization to the volatility-adjusted deltas—is fully transparent and grounded in simple, interpretable mechanics. If you're looking for a reliable way to visualize multi-timeframe bias and momentum diffusion, DeltaTrace provides a unique lens through which to interpret future potential in an ever-shifting market landscape.
Volume MA Breakout T3 [Teyo69]🧭 Overview
Volume MA Breakout T3 highlights volume bars that exceed a dynamic moving average threshold. It helps traders visually identify volume breakouts—periods of significant buying or selling pressure—based on user-selected MA methods (SMA, EMA, DEMA).
🔍 Features
Volume Highlighting: Green bars indicate volume breakout above the MA; red bars otherwise.
Custom MA Options: Choose between SMA, EMA, or Double EMA for volume smoothing.
Dynamic Threshold: The moving average line adjusts based on user-defined length and method.
⚙️ Configuration
Length: Number of bars used for the moving average calculation (default: 14).
Method: Type of moving average to use:
"SMA" - Simple Moving Average
"EMA" - Exponential Moving Average
"Double EMA" - Double Exponential Moving Average
📈 How to Use
Apply to any chart to visualize volume behavior relative to its MA.
Look for green bars: These suggest volume is breaking out above its recent average—potential signal of momentum.
Red bars indicate normal/subdued volume.
⚠️ Limitations
Does not provide directional bias—use with price action or trend confirmation tools.
Works best with additional context (e.g., support/resistance, candle formations).
🧠 Advanced Tips
Use shorter MAs (e.g., 5–10) in volatile markets for more responsive signals.
Combine with OBV, MFI, or accumulation indicators for confluence.
📌 Notes
This is a volume-based filter, not a signal generator.
Useful for breakout traders and volume profile enthusiasts.
📜 Disclaimer
This script is for educational purposes only. Always test in a simulated environment before live trading. Not financial advice.
