Bondar Drive v2.1Title: Bondar Drive v2.1 — Real-time print and delta tick volume visualization
Description:
Bondar Drive v2.1 is a tool for visualizing real-time order flow data. It highlights price movements and volume deltas in an intuitive, easy-to-read format. Indicator can be used in conjunction with the Anchored Volume Profile and Volume Footprint (Type: Total).
Features:
Real-Time Print Visualization:
Displays order flow prints with delta colors for buy/sell dominance.
Adjustable size and transparency for varying order thresholds.
Volume Delta Analysis:
Categorizes orders into Tiny, Small, Session, Large, and Huge based on user-defined thresholds.
Provides a tooltip showing order time and price.
Customizable Time Range:
Keeps prints visible for a specified duration (in seconds).
Flexible User Inputs:
Adjustable time zones, print sizes, starting bar index, and volume thresholds.
Visual Enhancements:
Line connections between prints show progression of orders and market direction.
How It Works:
The indicator gathers volume delta and price data in real time.
It dynamically displays circular labels with varying sizes and colors, reflecting the size and type of orders. Labels and lines are automatically removed after the specified time range, ensuring a clean and uncluttered chart.
Customization Options:
Number of Prints: Control how many prints are displayed.
Order Size Filters: Exclude small trades to highlight significant orders.
Color Options: Customize print colors, text, and connecting lines.
Time Offset: Adjust for your local time zone.
Use Cases:
Identify order flow imbalances and price levels dominated by buyers or sellers.
Track the progression of large orders for better trade execution.
Spot market reversals and momentum shifts using real-time prints and delta.
ค้นหาในสคริปต์สำหรับ "volume profile"
Bull Bear Candles with Volume ProfileUser Guide for Bull Bear Candles Indicator with Keltner Channels
Author: NellyN
Introduction
This indicator helps identify potential bullish and bearish trends in the market by analyzing buying and selling volume over two configurable timeframes. It calculates the percentage of buying and selling volume and displays the current market condition based on two moving averages for 2 periods.
Key Features
• Volume Analysis : Calculates Buy and Sell Volume for two configurable timeframes (e.g., 5 min, 15 min, 15 min. and 1 hour, etc.) and displays them as percentages.
• Moving Averages : Uses one Moving Average (MA) for two different time periods to identify trends (uptrend when shorter-term MA is above longer-term MA). You can also choose other Moving Average types like SMA, EMA, WMA, RMA, VWMA, or HMA.
• Colored Candles : Candles are colored green for bullish conditions, red for bearish conditions, and gray for neutral conditions.
• Market Condition Labels : Displays labels in table-view indicating the current market condition based on Buy and Sell Volume (Very Bullish, Very Bearish, Bullish/Bearish Retracement, Chop).
• Alerts: Generates alerts for potential buy and sell signals based on indicator conditions (Note: Enable alerts in the indicator settings).
• Visual Signals: Provides visual signals through colored candles and market condition labels in addition to alerts.
Input Parameters
• Source: Close price (default) or Heikin Ashi
• Timeframe: Select the timeframe for price and volume data used in the indicator (e.g., Daily, Hourly).
• Colored Candles On: Enable (True) or disable (False) coloring candles based on market conditions.
• Enable Alerts: Enable (True) or disable (False) alerts for buy/sell signals.
• Length of MA: Sets the length for the MAs used in trend identification (minimum 1).
• Lookback Period Vol. 1 & 2: Define the timeframes used to calculate buying and selling volume and the MA calculation (e.g., 5 min, 15 min).
Understanding the Outputs
• Cloud Fill: The area between two MAs is filled with a color that reflects the trend (green for uptrend, red for downtrend).
• Table: Shows Buy Volume, Sell Volume, Buy Percentage, Sell Percentage, and the current Market Condition Labels. (If you decide to see them uncomment them from the code simply removing the // in front of the code)
• Colored Candles and Market Condition Labels: Look for green candles and bullish labels for potential buying opportunities, and vice versa for red candles and bearish labels.
Bullish green label appears when short-term MA is above long-term MA AND Buy Volume percentage is greater than 50%.
Red cross for exiting long entry appears when we have bearish volume OR bearish crossover of the MA for the 2 periods.
Bearish red label appears when short-term MA is below long-term MA AND Buy Volume percentage is less than 50%.
Green cross for exiting short entry appears when we have bullish volume OR bullish crossover of the MA for the 2 periods.
• Bullish/Bearish Retracement: The moving averages indicate a potential trend reversal, while the Buy Volume percentage suggests a continuation of the prior trend. The candle color may be green, red, or gray depending on the current price position relative to the moving averages.
• Chop (Gray Candle): The moving averages are flat and the Buy Volume percentage is not significantly above or below 50%.
• Buy/Sell Alerts: The indicator generates alerts based on specific conditions, but these should be used in conjunction with other trading strategies and careful risk management.
Important Notes
• This indicator is for informational purposes only and should not be considered financial advice. Back-test the indicator with historical data to understand its performance before using it for live trading.
• Combine this indicator with other technical analysis tools.
MultiTFlevels with Volume Display1. Overview
This indicator is intended for use on trading platforms like TradingView and provides the following features:
Volume Profile Analysis:
Shows cumulative volume delta (CVD) and displays buying and selling volumes.
Historical OHLC Levels:
Plots historical open, high, low, and close levels for various timeframes (e.g., daily, weekly, monthly).
Customizable Settings:
Allows users to toggle different elements and customize display options.
2. Inputs
Timeframe Display Toggles:
Users can choose to display OHLC levels from different timeframes such as previous month, week, day, 4H, 1H, 30M, 15M, and 5M.
CVD Display Toggle: Option to show or hide the Cumulative Volume Delta (CVD).
Line and Label Customization:
leftOffset and rightOffset: Define how far lines are extended left and right from the current bar.
colorMonth, colorWeek, etc.: Customize colors for different timeframe OHLC levels.
labelOffset and rightOffset: Control the positioning of volume labels.
3. Key Features
Cumulative Volume Delta (CVD)
Calculation:
Computes the cumulative volume delta by adding or subtracting the volume based on whether the close price is higher or lower than the open price.
Display:
Shows a label on the chart indicating the current CVD value and whether the market is leaning towards buying or selling.
Historical OHLC Levels
Data Retrieval:
Uses the request.security function to fetch OHLC data from different timeframes (e.g., monthly, weekly, daily).
Plotting:
Draws lines and labels on the chart to represent open, high, low, and close levels for each selected timeframe.
Buying and Selling Volumes
Calculation:
Calculates buying and selling volumes based on whether the close price is higher or lower than the open price.
Display:
Shows labels on the chart for buying and selling volumes.
4. Functions
getOHLC(timeframe)
Retrieves open, high, low, and close values from the specified timeframe.
plotOHLC(show, open, high, low, close, col, prefix)
Draws OHLC lines and labels on the chart for the given timeframe and color.
5. Usage
Chart Overlay: The indicator is overlaid on the main chart (i.e., it appears directly on the price chart).
Historical Analysis:
Useful for analyzing historical price levels and volume dynamics across different timeframes.
Volume Insights:
Helps traders understand the cumulative volume behavior and market sentiment through the CVD and volume labels.
In essence, this indicator provides a comprehensive view of historical price levels across multiple timeframes and the dynamics of market volume through CVD and volume labels. It can be particularly useful for traders looking to combine price action with volume analysis for a more in-depth market assessment.
PVSRA Candles Auto OverrideWhat does this “PVSRA Candles Auto Override” Indicator
do?
This indicator automates PVSRA analysis for crypto traders. It finds the corresponding Binance Perpetual Futures chart for the current instrument, then replaces the current chart's volume profile with the perpetual futures data (if available) to ensure the PVSRA calculation uses the most relevant volume. This not only reduces human error during market scans but also automatically selects the appropriate Binance Perpetual Futures contract, saving time and improving the accuracy of PVSRA calculations.
How can a trader use this indicator?
This helps the trader to identify if there is volume data available in an equivalent Binance Perpetual Futures chart and automatically displays it, making it easier to switch coins whilst viewing the market. Why do we want to use Binance Perpetual Futures Volume? In most markets Binance volume surpasses those of other crypto exchanges so this will give us a better view on the volume spikes in the market.
What is PVSRA and how can I trade using this indicator?
PVSRA candles are a type of candlestick chart formatting. PVSRA stands for Price, Volume, Support and Resistance Analysis.
Here's a breakdown of what PVSRA candles aim to achieve:
Combine multiple factors: They take into account price movement, trading volume, and support and resistance levels to identify potential trading opportunities.
Highlight potential imbalances: By color-coding candles based on PVSRA analysis, they aim to show areas of high volume activity, potentially representing imbalances created by market makers (large institutions that influence price).
Identify areas of revisit: The theory is that these high-volume zones may be revisited by the market in the future, as there's "unrecovered liquidity" in those areas.
Usage of the Indicator:
By default the indicator will automatically use the Equivalent Binance Perpetual Chart for the Data
You can override the symbol manually if you what to view another instrument’s data.
POC IndicatorThis simplified Point of Control (POC) indicator for TradingView is designed to identify and plot the price level where the highest volume of trading occurred over a specified period. The script works as follows:
Input and Initialization: The user specifies a length for the analysis period. Variables highestVolPrice and highestVol are initialized to track the price with the highest volume and the highest volume encountered, respectively.
Volume Analysis Loop: For each bar in the specified period (up to length bars back from the current bar), the script compares the volume of the current bar (volume ) to highestVol. If the current bar's volume is higher, highestVol and highestVolPrice are updated to reflect the volume and closing price of the current bar.
Plotting the POC: Instead of using a horizontal line (hline), which cannot be dynamically updated within the loop, the script uses plot to draw the POC. This plotting function draws a line on the chart that represents the closing price level associated with the highest volume observed within the analysis period.
Resetting Variables: To ensure the indicator updates correctly with each new bar, the script resets highestVol and highestVolPrice at the start of the analysis for each new period. This step is designed to recalculate the POC dynamically as new data comes in.
This approach offers a basic method for visualizing significant price levels where substantial trading activity occurred, potentially indicating areas of strong support or resistance. However, it's a simplified model and does not calculate the true POC based on a detailed volume profile across all price levels within the period.
Heat profileA trader once told me that top wicks equals sell interest and bottom wicks equals buy interest. If that's true then this indicator tries to organize and visualize this idea.
It uses transparent boxes to give the impression of a heat map. Due to limitations of my own skill and possibly pinescript it is not possible to render it in a useful manner using different colors that depicts buy and sell interests respectively. This means it works more like a volume profile in that it mixes the buy and sell interest together in the heat map. This can still be helpful because it help traders focus their attention on areas other than the current price candle.
In my limited time of using it, it seems like on the large timeframes the highlighted areas is where the price wants to go, and on small time frames the darkest areas is where the price wants to go. But i will leave it up to any user to spot and use their own patterns with the indicator.
Last but not least, the indicator only uses the last 50 candles, which can be too little on a small timeframe. Unfortunately the way i have done it this limitation is hardcoded in the script due to how pinescript works, by editing the code you can increase it. (Put max_boxes_count = x after overlay = true. Maximum number is 500)
Hope you enjoy. Have a nice day.
Balance Zone ExtensionBalance zones are an aspect of trading that many traders notice. Balance Zones are formed when a market is in equilibrium and respects a certain high and low multiple times. These zones could also be called accumulation or distribution areas depending on the price action. If the term "choppy" is used to describe a given markets price action, it is probably a fair statement to say that the market is currently in a Balance Zone.
This script is a take on vwaptrader1's teachings where you take a balance zone and "double it" to get a target if/when it does break out of balance. It provides an automated way of extending levels based on a given balance range.
The lines plotted by the script are calculated based off of the balance high/low inputs, how many sections are desired per zone, and how many boxes to plot based on the other user inputs.
Warning: Due to a current limitation of the Pine, this script is only allowed to plot up to 500 lines total. If you start to notice lines starting to disappear or you begin getting a script error, double check the input settings as the script may have crossed the 500 line threshold.
This can be used in conjunction with Fixed Range Volume Profile . Select the balance range with the Fixed Volume Profile . Note the Value Area High and Value Area Low prices and input those into the balance range High/Low inputs.
Use to create price targets from Balance Zone Breakouts
A recent example of this idea in action on ticker ES1! 2 hour chart where the balance range was found and the target (double the box size of the balance range) was hit.
Another example of this same concept but on a normal security like AAPL but on a 30 minute chart:
Extending the usefulness even further to crypto on BTCUSD with a 5 minute chart:
Use to create reference levels for future price action
The other way to utilize this is to provide future reference levels from a key balance range from the past.
Here is another example utilizing the AMD daily chart . First, a balance zone was noted for all of 2017:
Moving forward to the most recent price action in 2023, notice that the box extension levels are still fairly well respected almost 6 years later!
WMACDThis is MACD but little different.
The idea behind this is to use MACD to find resistance and support level first. So we can use the logic of volume profiles for this setting and by imply the MACD on it you can make the hybrid for it .
The line represent the both resistance level and if macd is above or bellow the zero
if line is red the macd is bellow zero if it lime then it above zero .
The bars represent the macd (in gray) - left side is buy and right side is sell
so how to use it ?
for example : if MACD is red and price is bellow the line we are in bear state and the line represent the resistance
lets say price bellow the line and macd line is green then this is buy signal and our goal is to reach the price of the supposed resistance
, if price break the line up then we are in bull time mode and strong buy .
Now our line will become the support line .
you can change the setting of the MACD to make it more sensitive or less sensitive as regular macd with fast and slow length
This is a concept idea how to make the MACD to find resistance and support level
so try to play with it to see how it work
Fr3d0's Volume Profile Visible RangeLow level implementation
At the core of VPVR there’s a concept called “bucketization”.
Question : what is bucketization?
Answer : bucketization consists of identifying metrics with high predictive power and combine them appropriately.
I think this is a problem of bucketization because what the VPVR does is to take a price range, divide it into buckets and fill them up with the volume that was produced in each bucket’s range over the given period.
The more we divide our price range the finer the resolution, but also the less significant each bucket will become.
The steps are :
1. Get the price range with min and max over the give period;
2. Divide the range into buckets;
3. Loop over each candle of the given period and proportionally assign volume to one or more bucket.
Question : how to assign volume to buckets?
Answer : we need to calculate the right amount to add to each bucket for each candle. If 20% of a candle lies on a bucket then that bucket needs to have 20% of the volume of that candle, the rest 80% belongs to other buckets.
To get the percentage of a candle on a given bucket we have to find the price range of the candle contained within the bucket, then divide that amount by the entire length of the candle.
How to bucketize
Question : what are the formulas of A, B, C and Target respectively?
Answer :
- A = Max(candle_high, bucket_top) - Min(candle_low, bucket_bottom);
- B = Max(candle_high, bucket_top) - Min(candle_high, bucket_top);
- C = Max(candle_low, bucket_bottom) - Min(candle_low, bucket_bottom);
- Target = A - B - C.
Now that we now how to calculate the price range belonging to each bucket we need to calculate a percentage of volume to fill the bucket with.
The formula is trivially simple :
Volume * Target / (candle_high - candle_low).
Question : can we distinguish between buy volume and sell volume? If so, how?
Answer : yes we can and the following paragraph will teach you how.
Put it simply we can use the difference between the extremes of a candle (low and high) and its close price to get the buy and sell volumes.
The formulas for that are :
- Buy volume = Volume * (close - low) / (high - low);
- Sell volume = Volume * (high - close) / (high - low).
I know this is rather simplicistic but it makes sense.
Closing thoughts
This script is a working progress and I’m going to give more details if necessary, just let me know in the comments down below.
[francrypto® strategy] 4 EMAs, P.SAR & Vol.Prof. (by kv4coins)(ENG)
This script consists of my own strategy for cryptocurrency (but can be adapted very well for stocks, forex, etc.)
Is a combination of:
- Four Exponentials Moving Average (EMA), configurables: by defect are 10, 21, 55 and 200 periods in yellow, aqua, orange and blue each of them
- Parabolic SAR System (PSAR), configurable
- Volume Profile (that has been developed by kv4coins - he has already authorized me to use it under the same OSS Licence Terms: MPL 2.0), configurable: with another default values and bilingual support for Spanish (SPA)
How it works
1) It is always better to detect specifics candlesticks or patrons: doji , pinbar or inverted pinbar , engulfing bars , morning star or evening star , harami , twizzer bottom or top , etc.
2) The 10 and 21 periods EMA help to identify the short-term behavior
3) The 55 periods EMA can be used like a support or resistance in medium-term, as 200 periods EMA in very long-term
4) It will convenient search for a double cross (10 & 21) or a triple cross (10, 21 & 55) to determine the medium-term change Downtrend to UpTrend (or viceversa)
5) Confirm the change patron with the Parabolic SAR and then identify potencials purchases or sales
6) Use Volume profile to detect potential supports or resistances areas, in order to set stop limit/loss and take profit orders.
Hope this helps!
Cheers,
FRANCRYPTO®
–––––– 0 ––––––
(ESP)
Este script consiste en mi propia estrategia para criptomonedas (pero puede adaptarse muy bien para acciones, forex, etc.)
Es la combinación de:
1) Cuatro Medias Móviles Exponenciales (EMA), configurables: por defecto son de 10, 21, 55 y 200 períodos en amarillo, turquesa, naranja y azul cada una de ellas
2) Sistema Parabolic SAR (PSAR), configurable
3) Perfil de Volumen (que fuera desarrollado por kv4coins - que ya me ha autorizado a su uso bajo las mismas condiciones de la Licencia OSS: MPL 2.0), configurable: con otros valores por defecto y soporte bilingüe para Español (SPA)
Cómo funciona
1) Siempre va a resultar mejor detectar velas japonesas específicas o patrones: doji , martillos o martillos invertidos , velas envolventes , patrón amanecer o atardecer , harami , velas gemelas , etcétera
2) La EMA de 10 y 21 períodos ayudan a identificar el comportamiento de corto plazo
3) La EMA de 55 períodos puede ser usada como un soporte o resistencia de mediano plazo, como así también, la EMA de 200 períodos en el muy largo plazo
4) Será conveniente buscar un doble cruce (10 & 21) o un triple cruce (10, 21 & 55) para determinar un cambio de la tendencia de mediano plazo de bajista hacia alcista (o viceversa)
5) Confirmá el patrón de cambio con la Parabólica de SAR y entonces identificá potenciales compras o ventas
6) Usá el perfil de volumen para detectar las potenciales zonas de soporte o resistencia, principalmente para establecer ordenes stop limit/loss o take profit.
¡Espero que pueda serles de utilidad!
Saludos,
FRANCRYPTO®
[R&D] Moving CentroidThis script utilizes this concept. Instead of weighting by volume, it weights by amount of price action on every close price of the rolling window. I assume it can be used as an additional reference point for price mode and price antimode.
it is directly connected with Market (not volume) profile, or TPO charts.
The algorithm:
1) takes a rolling window of, for example, 50 data points of close prices:
2) for each of this closing prices, the algorithm will check how many bars touched this close price.
3) then: sum of datapoints * weights/sum of weights
Since the logic is implemented in pretty non-efficient way, the script sometimes can take time to make calculations. Moreover, it calculates the centroid taking into account only close prices, not every tick. of a given rolling window That's why it's still experimental.
Z-HistogramIt is possible to approximate the underlying distribution of a random variable by using what is called an "Histogram". In order to construct an histogram one must first split the data into several intervals (also called bins) often of the same size and count the number of values falling within each intervals, the histogram plot is then constructed with the X axis representing the measured variable and the Y axis representing the frequency.
The proposed script aim to estimate the underlying distribution of a rolling z-score by constructing its histogram, here the histogram consist of 13 bins of width 0.5 rolling standard deviations. The length setting define the rolling z-score period, the window setting define the number of past data to be counted, finally using the "Total" option (true by default) will count all the rolling z-scores values since the first bar, in order to use the window setting make sure to uncheck the "Total" option.
DISPLAY
In order to see the entirety of the histogram make sure to double click on the indicator window and to have all the lower panels (text notes, pine editor...etc) hidden, finally make sure to zoom-in in order to see the frequency numbers displayed.
Z-Histogram on BTCUSD 15 min TF, the blue bins represent intervals situated over 0 while red bins represent intervals situated under 0. Here σ represent the X-axis in standard deviations, the histogram start with a bin situated at σ = -3 which count the number of times the rolling z-score was within -3 and -2.5, the histogram end with the bin situated at σ = 3 which count the number of time the rolling z-score was within 3 and 3.5.
It is also possible to look at the shape of the histogram without having the indicator window at full size.
INTERPREATION
An histogram can give really interesting information such as overall trend direction and strength. The direction can be measured by looking at the skewness of the histogram, with a negative skewness (the peak of the histogram situated at the right from the center) representing down-trending variations and positive skewness (the peak of the histogram situated at the left from the center) representing up-trending variations, while a symmetrical histogram could represent a ranging market. The farther away the peak of the histogram is situated from the center, the stronger the trend.
Another interesting characteristic is the tailedness of the histogram, which can give information about the cleanliness of the trend, for example a positive skew and high tailedness would represent a clean up-trend, as it could suggest less variations contrary to the main trend.
An histogram applied to the rolling z-score can give various useful information. As a recall the rolling z-score of the price measure the distance between the closing price and its moving average in term of rolling standard deviations, for example if the rolling z-score is equal to 2 it means that the closing price is currently 2 rolling standard deviations over its moving average.
Lets for example analyze the histogram using INTC 15 min tf with a window of 456 bars and rolling z-score of length = 100 in order to review longer term variations.
We can see from the histogram that the uptrend visible on the chart is represented by the bins situated over 0 having an overall higher frequency than the bins under 0, we can see that the closing price tended to stay between 1 and 1.5 rolling standard deviations over its period 100 moving average. Here bins under 0 accounts for retracements in the trend.
IN SUMMARY
An histogram can give various information regarding the price evolution of a security, the proposed script aim to plot the histogram of a rolling z-score. Now this script might not be too useful but it was fun to make, also it does not mean that an histogram is not an useful tool in the context of trading, the only thing required is a god implementation of it (like volume profiles for example)
In this post we have also reviewed some important statistical concepts such as distributions, z-score, skewness and tailedness, each being extremely important in the quantitative trading field.
Thx for reading !
Patient Trendfollower (7)(alpha) Backtesting AlgorithmThis is an alpha version of backtesting algorithm for my Patient Trendfollower (7) strategy. It can help you adapt the indicator to other charts than EURUSD. Please bear in mind that price action, volume profiles and supzistences are a catalyst for successful trading, not an indicator. You can get significantly better results if you use these things in your trading and use Trendfollower only as a secondary tool.
Patient Trendfollower Indicator
Thanks belongs to @everget and Satik FX, their contributions are highlighted on an indicator page.
moving quantilesAlways works... Just kidding, indicates moving quantiles. Something between volume profiles and moving averages.
Point of Control (POC)**Point of Control (POC) Indicator**
This indicator identifies the price level where the most trading volume occurred over a specified lookback period (default: 365 days). The POC represents a significant support/resistance level where the market found the most acceptance.
**Key Features:**
- **POC Line**: Bright green horizontal line showing the highest volume price level
- **Volume Profile Analysis**: Divides price range into rows and calculates volume distribution
- **Value Area (Optional)**: Shows VAH and VAL levels containing 70% of total volume
- **Customizable**: Adjust lookback period, price resolution, colors, and line width
**How to Use:**
- POC acts as a magnet - price often returns to test these high-volume levels
- Strong support/resistance zone where significant trading activity occurred
- Useful for identifying key price levels for entries, exits, and stops
- Higher lookback periods (365 days) show longer-term significant levels
**Settings:**
- Lookback Period: Number of bars to analyze (default: 365)
- Price Rows: Calculation resolution - higher = more precise (default: 24)
- Toggle Value Area High/Low for additional context
---
21 SMA over 200 SMA Bullish Cross Highlighter21 SMA Over 200 SMA — Momentum Cross for BTC Scalpers
A precise and lightweight indicator designed to highlight when short-term momentum aligns with the broader Bitcoin trend.
It visualizes when the 21-period Simple Moving Average (SMA) crosses above the 200-period SMA, often signaling the beginning of a sustained directional move — especially effective on the 1-minute BTC chart during trending market conditions.
Core Concept
When the 21 SMA crosses above the 200 SMA on Bitcoin during an active uptrend, the probability increases that price will continue rising as short-term traders and algorithms join the move.
This indicator helps you identify that momentum shift in real time and react before the breakout gains full traction.
Features
Clear visual label for every bullish cross (21↑200)
Optional bearish cross labels (21↓200)
Optimized for 1m, 5m, and 15m BTC charts
Lightweight and efficient — ideal for multi-chart scalping layouts
Built-in alert conditions for manual alert setup
Excellent synergy with VRVP (Visible Range Volume Profile) for confirming volume-based breakout zones
Suggested Use
Focus on the 1-minute Bitcoin chart for early signals.
When a bullish cross appears, use VRVP to locate high-volume nodes or breakout levels for precise entries.
Confirm alignment on 5m or 15m charts before executing.
Combine with RSI, Stoch RSI, or volume analysis to refine timing and manage risk.
Trading Insight
The 21/200 SMA relationship has long been a trusted tool for trend identification.
When both averages slope upward and the cross occurs above a strong VRVP volume zone, it often marks the start of a new impulsive leg in BTC ideal for short-term scalps or the first confirmation of a broader trend continuation.
Created for disciplined BTC scalpers who value structured setups, clarity, and confirmation through data rather than noise.
Advanced Psychological Levels with Dynamic Spacing═══════════════════════════════════════
ADVANCED PSYCHOLOGICAL LEVELS WITH DYNAMIC SPACING
═══════════════════════════════════════
A comprehensive psychological price level indicator that automatically identifies and displays round number levels across multiple timeframes. Features dynamic ATR-based spacing, smart crypto detection, distance tracking, and customizable alert system.
───────────────────────────────────────
WHAT THIS INDICATOR DOES
───────────────────────────────────────
This indicator automatically draws psychological price levels (round numbers) that often act as support and resistance:
- Dynamic ATR-Based Spacing - Adapts level spacing to market volatility
- Multiple Level Types - Major (250 pip), Standard (100 pip), Mid, and Intraday levels
- Smart Asset Detection - Automatically adjusts for Forex, Crypto, Indices, and CFDs
- Crypto Price Adaptation - Intelligent level spacing based on cryptocurrency price magnitude
- Distance Information Table - Real-time percentage distance to nearest levels
- Combined Level Labels - Clear identification when multiple level types coincide
- Performance Optimized - Configurable visible range and label limits
- Comprehensive Alerts - Notifications when price crosses any level type
───────────────────────────────────────
HOW IT WORKS
───────────────────────────────────────
PSYCHOLOGICAL LEVELS CONCEPT:
Psychological levels are round numbers where traders tend to place orders, creating natural support and resistance zones. These include:
- Forex: 1.0000, 1.0100, 1.0050 (pips)
- Crypto: $100, $1,000, $10,000 (whole numbers)
- Indices: 10,000, 10,500, 11,000 (points)
Why They Matter:
- Traders naturally gravitate to round numbers
- Stop losses cluster at these levels
- Take profit orders concentrate here
- Institutional algorithmic trading often targets these levels
DYNAMIC ATR-BASED SPACING:
Traditional Method:
- Fixed spacing regardless of volatility
- May be too tight in volatile markets
- May be too wide in quiet markets
Dynamic Method (Recommended):
- Uses ATR (Average True Range) to measure volatility
- Automatically adjusts level spacing
- Tighter levels in low volatility
- Wider levels in high volatility
Calculation:
1. Calculate ATR over specified period (default: 14)
2. Multiply by ATR multiplier (default: 2.0)
3. Round to nearest psychological level
4. Generate levels at dynamic intervals
Benefits:
- Adapts to market conditions
- More relevant levels in all volatility regimes
- Reduces clutter in trending markets
- Provides more detail in ranging markets
LEVEL TYPES:
Major Levels (250 pip/point):
- Highest significance
- Primary support/resistance zones
- Color: Red (default)
- Style: Solid lines
- Spacing: 2.5x standard step
Standard Levels (100 pip/point):
- Secondary importance
- Common psychological barriers
- Color: Blue (default)
- Style: Dashed lines
- Spacing: Standard step
Mid Levels (50% between major):
- Optional intermediate levels
- Halfway between major levels
- Color: Gray (default)
- Style: Dotted lines
- Usage: Additional confluence points
Intraday Levels (sub-100 pip):
- For intraday traders
- Fine-grained precision
- Color: Yellow (default)
- Style: Dotted lines
- Only shown on intraday timeframes
SMART ASSET DETECTION:
Forex Pairs:
- Detects major currency pairs automatically
- Uses pip-based calculations
- Standard: 100 pips (0.0100)
- Major: 250 pips (0.0250)
- Intraday: 20, 50, 80 pip subdivisions
Cryptocurrencies:
- Automatic price magnitude detection
- Adaptive spacing based on price:
* Under $0.10: Levels at $0.01, $0.05
* $0.10-$1: Levels at $0.10, $0.50
* $1-$10: Levels at $1, $5
* $10-$100: Levels at $10, $50
* $100-$1,000: Levels at $100, $500
* $1,000-$10,000: Levels at $1,000, $5,000
* Over $10,000: Levels at $5,000, $10,000
Indices & CFDs:
- Fixed point-based system
- Major: 500 point intervals (with 250 sub-levels)
- Standard: 100 point intervals
- Suitable for stock indices like SPX, NASDAQ
COMBINED LEVEL LABELS:
When multiple level types coincide at the same price:
- Single line drawn (highest priority color)
- Combined label shows all types
- Priority: Major > Standard > Mid > Intraday
Example Label Formats:
- "1.1000 Major" - Major level only
- "1.1000 Std + Major" - Both standard and major
- "50000 Intra + Mid + Std" - Three levels coincide
Benefits:
- Cleaner chart appearance
- Clear identification of confluence
- Reduced visual clutter
- Easy to spot high-importance levels
DISTANCE INFORMATION TABLE:
Real-time tracking of nearest levels:
Table Contents:
- Nearest major level above (price and % distance)
- Nearest standard level above (price and % distance)
- Nearest standard level below (price and % distance)
Display:
- Top right corner (configurable)
- Color-coded by level type
- Real-time percentage calculations
- Helpful for position management
Usage:
- Identify proximity to key levels
- Set realistic profit targets
- Gauge potential move magnitude
- Monitor approaching resistance/support
ALERT SYSTEM:
Comprehensive crossing alerts:
Alert Types:
- Major Level Crosses
- Standard Level Crosses
- Intraday Level Crosses
Alert Modes:
- First Cross Only: Alert once when level is crossed
- All Crosses: Alert every time level is crossed
Alert Information:
- Level type crossed
- Specific price level
- Direction (above/below)
- One alert per bar to prevent spam
Configuration:
- Enable/disable by level type
- Choose alert frequency
- Customize for your trading style
───────────────────────────────────────
HOW TO USE
───────────────────────────────────────
INITIAL SETUP:
General Settings:
1. Enable "Use Dynamic ATR-Based Spacing" (recommended)
2. Set ATR Period (14 is standard)
3. Adjust ATR Multiplier (2.0 is balanced)
Visibility Settings:
1. Set Visible Range % (10% recommended for clarity)
2. Adjust Label Offset for readability
3. Configure performance limits if needed
Level Selection:
1. Enable/disable level types based on trading style
2. Adjust line counts for each type
3. Choose line styles and colors for visibility
TRADING STRATEGIES:
Breakout Trading:
1. Wait for price to approach major or standard level
2. Monitor for consolidation near level
3. Enter on confirmed break above/beyond level
4. Stop loss just beyond the broken level
5. Target: Next major or standard level
Rejection Trading:
1. Identify major psychological level
2. Wait for price to test the level
3. Look for rejection signals (wicks, bearish/bullish candles)
4. Enter in direction of rejection
5. Stop beyond the level
6. Target: Previous level or mid-level
Range Trading:
1. Identify range between two major levels
2. Buy at lower psychological level
3. Sell at upper psychological level
4. Use standard and mid-levels for position management
5. Exit if major level breaks with volume
Confluence Trading:
1. Look for combined levels (Std + Major)
2. These represent high-probability zones
3. Use as primary support/resistance
4. Increase position size at confluence
5. Expect stronger reactions at these levels
Session-Based Trading:
1. Note opening level at session start (Asian/London/NY)
2. Trade breakouts of major levels during high-volume sessions
3. London/NY sessions: More likely to break levels
4. Asian session: More likely to respect levels (range trading)
RISK MANAGEMENT WITH PSYCHOLOGICAL LEVELS:
Stop Loss Placement:
- Place stops just beyond psychological levels
- Add buffer (5-10 pips for forex)
- Avoid exact round numbers (stop hunting risk)
- Use previous major level as maximum stop
Take Profit Strategy:
- First target: Next standard level (partial profit)
- Second target: Next major level (remaining position)
- Trail stops to breakeven at first target
- Use distance table to calculate risk/reward
Position Sizing:
- Larger positions at major levels (higher probability)
- Smaller positions at intraday levels (lower probability)
- Scale in at standard levels between major levels
- Reduce size when multiple levels are close together
TIMEFRAME CONSIDERATIONS:
Higher Timeframes (4H, Daily, Weekly):
- Focus on Major and Standard levels only
- Disable Intraday and Mid levels
- Wider level spacing expected
- Use for swing trading and position trading
Lower Timeframes (5m, 15m, 1H):
- Enable all level types
- Use Intraday levels for precision
- Tighter level spacing acceptable
- Good for day trading and scalping
Multi-Timeframe Approach:
- Identify major levels on Daily/4H charts
- Refine entries using 15m/1H intraday levels
- Trade in direction of higher timeframe bias
- Use lower timeframe levels for position management
───────────────────────────────────────
CONFIGURATION GUIDE
───────────────────────────────────────
GENERAL SETTINGS:
Dynamic ATR-Based Spacing:
- Enabled: Recommended for most markets
- Disabled: Fixed psychological levels
- ATR Period: 14 (standard), 10 (responsive), 20 (smooth)
- ATR Multiplier: 1.0-5.0 (2.0 is balanced)
VISIBILITY SETTINGS:
Visible Range %:
- 5%: Very tight range, minimal clutter
- 10%: Balanced view (recommended)
- 20%: Wide range, more context
- 50%: Maximum range, all levels visible
Label Offset:
- 10-20 bars: Close to current price
- 30-50 bars: Moderate distance
- 50-100 bars: Far from price action
Performance Limits:
- Max Historical Bars: Reduce if indicator loads slowly
- Max Labels: Reduce for cleaner chart (20-30 recommended)
LEVEL CUSTOMIZATION:
Line Count:
- Lower (1-3): Cleaner chart, fewer levels
- Medium (4-6): Balanced view
- Higher (7-10): More context, busier chart
Line Styles:
- Solid: High importance, easy to see
- Dashed: Medium importance, clear but subtle
- Dotted: Low importance, minimal visual weight
Colors:
- Use contrasting colors for different level types
- Red/Blue/Yellow default works well
- Adjust based on chart background and personal preference
DISTANCE TABLE:
Position:
- Top Right: Doesn't interfere with price action
- Top Left: Good for right-side price scale
- Bottom positions: Less common but available
Colors:
- Default (white text, dark background) works for most charts
- Match your chart theme for consistency
- Ensure text is readable against background
ALERT CONFIGURATION:
Alert by Level Type:
- Major: Most important, fewer false signals
- Standard: Balance of frequency and importance
- Intraday: Many signals, best for active traders
Alert Frequency:
- First Cross Only: Cleaner, less noise (recommended for swing trading)
- All Crosses: Every touch, good for scalping
Alert Setup in TradingView:
1. Configure desired alert types in indicator settings
2. Right-click chart → Add Alert
3. Select this indicator
4. Choose "Any alert() function call"
5. Set delivery method (mobile, email, webhook)
───────────────────────────────────────
ASSET-SPECIFIC TIPS
───────────────────────────────────────
FOREX (EUR/USD, GBP/USD, etc.):
- Major levels at x.x000, x.x500
- Standard levels at x.xx00
- Intraday levels at 20/50/80 pips
- Most effective during London/NY sessions
- Watch for "figure" levels (1.0000, 1.1000)
CRYPTOCURRENCIES (BTC, ETH, etc.):
- Enable dynamic spacing for volatile markets
- Levels adjust automatically based on price
- Watch major $1,000 increments for BTC
- $100 levels important for ETH
- Smaller caps: Use standard levels
- High volatility: Increase ATR multiplier to 3.0
STOCK INDICES (SPX, NASDAQ, etc.):
- 100-point levels most important
- 500-point levels for major S/R
- 50-point mid-levels for refinement
- Watch end-of-day for level reactions
- Futures often lead spot on level breaks
GOLD/COMMODITIES:
- Major levels at $50 increments ($1,900, $1,950)
- Standard levels at $10 increments
- Very reactive to psychological levels
- Watch for false breaks during low volume
- Best reactions during active trading hours
───────────────────────────────────────
BEST PRACTICES
───────────────────────────────────────
Chart Setup:
- Use clean price action charts
- Avoid too many indicators
- Ensure psychological levels are clearly visible
- Match colors to your chart theme
Level Selection:
- Start with Major and Standard levels only
- Add Mid and Intraday as needed
- Less is more - avoid chart clutter
- Adjust based on timeframe
Combining with Other Tools:
- Volume profile for confluence
- Trendlines intersecting psychological levels
- Moving averages near round numbers
- Fibonacci levels coinciding with psychological levels
Common Mistakes to Avoid:
- Trading every level touch (be selective)
- Ignoring volume confirmation
- Setting stops exactly at levels (stop hunting)
- Forgetting to adjust for different assets
- Over-relying on levels without price action confirmation
Performance Optimization:
- Reduce visible range for faster loading
- Lower max historical bars on lower timeframes
- Limit labels to 30-50 for clarity
- Disable unused level types
───────────────────────────────────────
EDUCATIONAL DISCLAIMER
───────────────────────────────────────
This indicator identifies psychological price levels based on round numbers that tend to act as support and resistance. The methodology includes:
- Round number detection algorithms
- ATR-based dynamic spacing calculations
- Asset-specific level determination
- Distance percentage calculations
Psychological levels are a recognized concept in technical analysis, studied by traders and institutions. However, they do not guarantee price reactions and should be used as part of a comprehensive trading strategy including proper risk management, volume analysis, and price action confirmation.
───────────────────────────────────────
USAGE DISCLAIMER
───────────────────────────────────────
This tool is for educational and analytical purposes. Psychological levels can act as support or resistance but price reactions are not guaranteed. Dynamic spacing may generate different levels in different market conditions. Always conduct independent analysis, use proper risk management, and never risk capital you cannot afford to lose. Past performance does not indicate future results.
───────────────────────────────────────
CREDITS & ATTRIBUTION
───────────────────────────────────────
Original Concept: Sonar Lab
Liquidity Sniper V3 (ANTI-FAKEOUT)An advanced institutional trading indicator combining liquidity pool targeting, smart money concepts, and momentum-based entries with comprehensive risk management.
🎯 CORE FEATURES:
- Liquidity Sniper Module: Identifies and targets major liquidity pools (PDH/PDL, PWH/PWL, Equal Highs/Lows, HVN/LVN edges)
- Anti-Fakeout Stack: 10-layer confirmation system including VWAP reclaim, micro BOS, displacement, relative volume, and mitigation entries
- Momentum Engulf Add-On: Catches high-velocity impulsive moves with engulfing candles, volume spikes, and volatility breakouts
- GARCH Volatility Filter: Dynamic volatility analysis to avoid choppy conditions
- Multi-Timeframe Confirmation: Ensures alignment across timeframes before entries
📊 SIGNAL CLASSIFICATION:
- BEST (Green): Highest probability setups with all confirmations aligned - 6.0+ score
- BETTER (Medium Green): Strong setups with most confirmations - 4.5-6.0 score
- GOOD (Light Green): Valid setups with basic confirmations - 3.0-4.5 score
🔍 TRADE SCENARIOS:
S1: Liquidity Reversal - Sweeps + reversals at key levels with displacement
S2: Continuation - Trend following with VWAP mean reversion
S3: Mean Reversion - Extreme deviations (2σ+) with Fibonacci exhaustion
S4: Deep Sweep - 3σ sweeps at major liquidity with high confluence
⚡ MOMENTUM TRIGGERS:
- MET (Momentum Engulf): Bullish/bearish engulfing with 1.5x+ volume spike and ATR impulse
- VBT (Volatility Breakout): Range breakouts with sigma bursts and participation
🛡️ RISK MANAGEMENT:
- Dynamic TP/SL based on ATR, VWAP bands, and liquidity pools
- 3-tier targets (T1: VWAP, T2: Nearest pool, T3: 5R extension)
- Early invalidation tracking (0.5R movement monitoring)
- Minimum 2:1 RR requirement with cooldown periods
- RTH session filters and anti-spam protection
📈 TECHNICAL EDGE:
- SMT Divergence detection vs ES correlation
- CVD (Cumulative Volume Delta) divergence confirmation
- FVG (Fair Value Gap) and Order Block mitigation entries
- Equal highs/lows clustering analysis
- Volume profile HVN/LVN identification
⚙️ FULLY CUSTOMIZABLE:
All parameters adjustable including cooldowns, proximity thresholds, ATR multipliers, RR floors, and scenario weights.
Perfect for: ES/NQ futures, forex majors, and liquid stocks. Works on 1-15 min timeframes. Best results during NY session (9:35-11:00 AM & 1:30-3:30 PM ET).
Created for serious traders seeking institutional-grade edge with quantifiable risk/reward and high-probability setups
Smart Structure Pro - Market Structure & Smart Money Concepts═══════════════════════════════════════════════════════════════════════════════
SMART STRUCTURE PRO
═══════════════════════════════════════════════════════════════════════════════
A comprehensive market structure analysis tool that identifies institutional trading
patterns and smart money concepts for improved trade timing and decision-making.
═══════════════════════════════════════════════════════════════════════════════
📊 WHAT IT DOES
═══════════════════════════════════════════════════════════════════════════════
This indicator automatically detects and visualizes key market structure elements:
🔹 BOS (Break of Structure)
- Identifies trend continuation patterns
- Marks when price breaks above previous highs (bullish) or below previous lows (bearish)
- Confirms trend strength and momentum
🔹 CHoCH (Change of Character)
- Detects potential trend reversals
- Alerts when market structure shifts from bullish to bearish or vice versa
- Helps identify early reversal opportunities
🔹 Order Blocks
- Highlights institutional entry zones
- Identifies the last opposite candle before a structure break
- Shows areas where smart money likely entered positions
🔹 Fair Value Gaps (FVG)
- Detects price imbalances and inefficiencies
- Shows areas where price moved rapidly leaving gaps
- Often act as support/resistance when retested
🔹 Liquidity Zones
- Marks swing high and low levels
- Identifies areas where stop losses likely cluster
- Shows potential stop hunt and liquidity grab zones
═══════════════════════════════════════════════════════════════════════════════
🎯 HOW TO USE
═══════════════════════════════════════════════════════════════════════════════
BULLISH SETUP:
1. Wait for Bullish CHoCH (trend reversal signal) or BOS ↑ (continuation)
2. Look for price to pull back into an Order Block or Fair Value Gap
3. Enter long when price bounces from these zones
4. Place stop loss below the Order Block
5. Target the next liquidity zone or resistance level
BEARISH SETUP:
1. Wait for Bearish CHoCH (trend reversal signal) or BOS ↓ (continuation)
2. Look for price to retrace into an Order Block or Fair Value Gap
3. Enter short when price rejects from these zones
4. Place stop loss above the Order Block
5. Target the next liquidity zone or support level
DASHBOARD INTERPRETATION:
• Trend: Current market direction (Bullish/Bearish)
• Volume: Confirmation strength (High volume = stronger signals)
• Signal: Latest structure break detected
• Key High/Low: Critical levels for the current trend
• Position: Price location (Premium = expensive, Discount = cheap)
═══════════════════════════════════════════════════════════════════════════════
⚙️ SETTINGS GUIDE
═══════════════════════════════════════════════════════════════════════════════
STRUCTURE DETECTION:
• Pivot Length (Default: 10)
- Lower values = More signals but potentially weaker
- Higher values = Fewer signals but stronger/more reliable
- Recommended: 8-12 for intraday, 10-15 for higher timeframes
• Structure Line Extension
- Visual preference for how far lines extend
- Does not affect signal detection
SMART MONEY CONCEPTS:
• Order Block Extension: How long OB boxes remain visible
• FVG Extension: How long gap boxes remain visible
• Min FVG Size: Filter out small gaps (0 = show all)
- Set to 10-20% to reduce noise
- Set to 0 to see all gaps
VOLUME FILTER:
• Volume Confirmation (Recommended: ON)
- Filters weak signals without volume support
- Reduces false breakouts
• Volume Multiplier (Default: 1.5)
- Higher = Stricter filtering (fewer but stronger signals)
- Lower = More signals (but may include weak ones)
DISPLAY:
• Dashboard: Toggle information panel
• Trend Background: Subtle color tint showing current trend
• Dashboard Position: Choose corner placement
═══════════════════════════════════════════════════════════════════════════════
🔔 ALERTS
═══════════════════════════════════════════════════════════════════════════════
Available alert conditions:
✓ Bullish BOS - Uptrend continuation confirmed
✓ Bearish BOS - Downtrend continuation confirmed
✓ Bullish CHoCH - Reversal to uptrend detected
✓ Bearish CHoCH - Reversal to downtrend detected
✓ Structure Break - Any significant market structure change
To set up alerts:
1. Click the "⏰" alert icon
2. Select "Smart Structure Pro"
3. Choose your desired condition
4. Configure notification method
5. Click "Create"
═══════════════════════════════════════════════════════════════════════════════
⚠️ IMPORTANT DISCLOSURES
═══════════════════════════════════════════════════════════════════════════════
REPAINTING BEHAVIOR:
• Pivot points WILL repaint until confirmed (this is by design and unavoidable)
• Structure breaks (BOS/CHoCH) use CLOSED candles and do NOT repaint after confirmation
• Order Blocks and FVGs are drawn on confirmed signals and do NOT repaint
• All signals wait for candle close before triggering
BEST PRACTICES:
• Use on higher timeframes (15min+) for more reliable signals
• Combine with other analysis (support/resistance, volume profile, etc.)
• Wait for candle close confirmation before acting on signals
• Use proper risk management - this is not a standalone trading system
• Backtest on your preferred instrument and timeframe
PERFORMANCE:
• Limited to 100 boxes, 100 lines, 100 labels for optimal performance
• Older objects automatically removed as new ones appear
• Works on all markets (Forex, Crypto, Stocks, Indices, Commodities)
═══════════════════════════════════════════════════════════════════════════════
📚 CONCEPTS EXPLAINED
═══════════════════════════════════════════════════════════════════════════════
MARKET STRUCTURE:
Market structure refers to the pattern of price movements creating swing highs
and lows. Understanding structure helps identify trend direction and potential
reversal points.
SMART MONEY CONCEPTS:
These are trading techniques based on tracking institutional order flow and
understanding where large players (banks, funds, institutions) enter and exit
positions.
ORDER BLOCKS:
The last opposing candle before a strong directional move. Institutions often
leave unfilled orders in these zones, which can act as support/resistance when
price returns.
FAIR VALUE GAPS:
Areas where price moved so quickly that it left an imbalance. These gaps often
get "filled" as price returns to find equilibrium, creating trading opportunities.
═══════════════════════════════════════════════════════════════════════════════
🎓 EDUCATIONAL VALUE
═══════════════════════════════════════════════════════════════════════════════
This indicator helps traders:
✓ Understand market structure mechanics
✓ Identify institutional trading patterns
✓ Improve trade timing and entry precision
✓ Recognize trend continuation vs reversal
✓ Learn smart money concepts through visualization
═══════════════════════════════════════════════════════════════════════════════
📋 TECHNICAL DETAILS
═══════════════════════════════════════════════════════════════════════════════
• Version: 1.0.0
• Pine Script Version: 5
• Indicator Type: Overlay
• No Repainting: Structure breaks use confirmed candles
• Performance Optimized: Limited drawing objects
• Works On: All markets and timeframes
• Alerts: Yes, fully customizable
═══════════════════════════════════════════════════════════════════════════════
👤 AUTHOR
═══════════════════════════════════════════════════════════════════════════════
Created by: Zakaria Safri
Original Work: All code and concepts are original implementations
Based On: ICT (Inner Circle Trader) educational concepts
License: © 2024 Zakaria Safri - Personal Use Only
═══════════════════════════════════════════════════════════════════════════════
⚖️ DISCLAIMER
═══════════════════════════════════════════════════════════════════════════════
This indicator is for educational and informational purposes only. It does not
constitute financial advice. Trading involves substantial risk of loss. Past
performance does not guarantee future results. Always conduct your own research
and consult with a licensed financial advisor before making trading decisions.
The author is not responsible for any losses incurred from using this indicator.
═══════════════════════════════════════════════════════════════════════════════
If you find this indicator helpful, please:
👍 Like and favorite
⭐ Leave a review
📢 Share with other traders
💬 Comment with feedback or suggestions
Happy Trading! 📈
Institutional Orderflow Pro — VWAP, Delta, and Liquidity
Institutional Orderflow Pro is a next-generation order flow analysis indicator designed to help traders identify institutional participation, directional bias, and exhaustion zones in real time.
Unlike traditional volume-based indicators, it merges VWAP dynamics, cumulative delta, relative volume, and liquidity proximity into a single unified dashboard that updates tick-by-tick — without repainting.
The indicator is open-source, transparent, and educational. It aims to provide traders with a clearer read on who controls the market — buyers or sellers — and where liquidity lies.
The indicator combines multiple institutional-grade analytics into one framework:
RVOL (Relative Volume) = Compares current volume against the average of recent bars to identify strong institutional participation.
zΔ (Delta Z-Score) = Normalizes the buying/selling delta to reveal unusually aggressive market behavior.
CVDΔ (Cumulative Volume Delta Change) = Shows which side (buyers/sellers) is dominating this bar’s order flow.
VWAP Direction & Slope = Determines whether price is trading above/below VWAP and whether VWAP is trending or flat.
PD Distance (Prev Day Confluence) = Measures the current price’s distance from previous day’s high, low, close, and VWAP in ATR units — highlighting liquidity zones.
ABS/EXH Detection = Identifies institutional absorption and exhaustion patterns where momentum may reverse.
Bias Computation = Combines VWAP direction + slope to give a simplified regime signal: UP, DOWN, or FLAT.
All metrics are displayed through a color-coded, non-repainting HUD:
🟢 = bullish / favorable conditions
🔴 = bearish / weak conditions
⚫ = neutral / flat
🟡 = absorption (potential trap zone)
🟠 = exhaustion (momentum fading)
| Metric | Signal | Meaning |
| ---------------------- | ------- | ---------------------------------------------- |
| **RVOL ≥ 1.3** | 🟢 | High institutional activity — valid setup zone |
| **zΔ ≥ 1.2 / ≤ -1.2** | 🟢 / 🔴 | Unusual buy/sell aggression |
| **CVDΔ > 0** | 🟢 | Buyers dominate this bar |
| **VWAP dir ↑ / ↓** | 🟢 / 🔴 | Institutional bias long/short |
| **Slope ok = YES** | 🟢 | Trending market |
| **PD dist ≤ 0.35 ATR** | 🟢 | Near key liquidity zones |
| **Bias = UP/DOWN** | 🟢 / 🔴 | Trend-aligned environment |
| **ABS/EXH active** | 🟡 / 🟠 | Caution — possible reversal zone |
How to Use
Confirm Volume Context → RVOL > 1.2
Align with Bias → Take longs only when Bias = UP, shorts only when Bias = DOWN.
Check Slope and VWAP Dir → Ensure trending context (Slope = YES).
Confirm CVD and zΔ → Flow should agree with price direction.
Avoid ABS/EXH Triggers → These signal exhaustion or absorption by large players.
Enter Near PD Zones → Ideal trade zones are within 0.35 ATR of prior-day levels.
This multi-factor confirmation reduces noise and focuses only on high-probability institutional setups.
Originality
This script was written from scratch in Pine v6.
It does not reuse existing public indicators except for standard built-ins (ta.vwap, ta.atr, etc.).
The unique combination of delta z-scoring, VWAP slope filtering, and real-time confluence zones distinguishes it from typical orderflow tools or cumulative delta overlays.
The core innovation is its merged real-time HUD that integrates institutional metrics and natural-language feedback directly on the chart, allowing traders to read market context intuitively rather than decode multiple subplots.
Notes & Disclaimers
This indicator does not repaint.
It’s intended for educational and analytical purposes only — not as financial advice or a guaranteed signal system.
Works best on liquid instruments (Futures, Indices, FX majors).
Avoid non-standard chart types (Heikin Ashi, Renko, etc.) for accurate readings.
Open-source, modifiable, and compatible with Pine v6.
Recommended Use
Apply it with clean charts and standard candles for the best clarity.
Use alongside a basic structure or volume profile to contextualize institutional bias zones.
Author: Dhawal Ranka
Category - Orderflow / VWAP / Institutional Analysis
Version: Pine Script™ v6
License: Open Source (Educational Use)
Order Flow RSI - Price / CVD / OIOrder Flow RSI blends three powerful market perspectives — Price , Cumulative Volume Delta (CVD) , and Open Interest (OI) — into one unified RSI-style oscillator.
It reveals momentum and imbalance across these data streams and highlights situations where participation, liquidity, and positioning disagree — moments that often precede reversals.
What it does
The indicator converts:
Price → RSI (classic momentum),
CVD → RSI (buy/sell pressure balance),
OI → RSI (position expansion/contraction)
…then plots all three RSIs together on the same 0–100 scale.
A fourth Consensus RSI (average of any two or all three) can optionally be shown to simplify the view.
Core logic
CVD engine – based on TradingView’s native volume-delta request.
Modes: Continuous (default, smooth line), Anchored (resets each session), Rolling window.
Open Interest – pulled automatically from the symbol’s “_OI” feed; aligns to chart timeframe for real-time flow.
RSI calculation – standard RSI applied to each data stream, optionally smoothed (SMA / EMA / RMA / WMA / VWMA).
Signals – optional background highlights when:
All three RSIs are overbought (red) or oversold (green), or
Any pair show opposite extremes (e.g., price overbought + OI oversold).
Consensus RSI – arithmetic mean of the selected RSIs, summarizing overall market tone.
Inputs overview
CVD settings: anchor period, lower-TF delta, mode, rolling length
RSI lengths: separate for price, CVD, OI
Smoothing: type + period applied to all RSIs at once
Consensus: choose which RSIs to average
Signals: enable/disable each combination; optional alerts
Levels: adjustable OB/MID/OS (default 70 / 50 / 30)
Visuals: fill between active RSIs, background highlights, level lines, colors in Style tab
How to read it
All 3 overbought (red): broad exhaustion → possible correction
All 3 oversold (green): broad depletion → possible bounce
Opposite pairs: divergence between price and participation
Price↑ but OI↓ (red) → weak rally, fading participation
Price↓ but CVD↑ (green) → hidden accumulation
Combine with structure and volume profile for confirmation.
Notes
Works best on assets with full CVD + OI data (futures, BTC, etc.).
Use Continuous CVD for smooth RSI, Anchored for session analysis.
Smoothing 2–5 EMA is a good starting point to reduce noise.
All styling (colors, line types, thickness) is adjustable in the Style tab.
Limitations & caveats
CVD requires accurate tick/volume/delta data from your data feed. Performance may differ across instruments.
OI availability varies by exchange / symbol. Where OI is absent, pairwise OI signals are not evaluated.
This indicator is a tool — it generates signals of interest, not guaranteed profitable trades. Backtest and combine with your risk rules.
Smoothing introduces lag; longer smoothing reduces noise but delays signals.
Order Flow RSI bridges traditional momentum analysis and order-flow context — giving a multi-dimensional view of when markets are truly stretched or quietly reloading.
Sometimes it works, sometimes it doesn't.
Aggression Bulbs v3.1 (Sessions + Bias, fixed)EYLONAggression Bulbs v3.2 (Sessions + Bias + Volume Surge)
This indicator highlights aggressive buy and sell activity during the London and New York sessions, using volume spikes and candle body dominance to detect institutional momentum.
⚙️ Main Logic
Compares each candle’s volume vs average volume (Volume Surge).
Checks body size vs full candle range to detect strong directional moves.
Uses an EMA bias filter to align signals with the current trend.
Displays green bubbles for aggressive buyers and red bubbles for aggressive sellers.
🕐 Sessions
London: 08:00–12:59 UTC+1
New York: 14:00–18:59 UTC+1
(Backgrounds: Yellow = London, Orange = New York)
📊 How to Read
🟢 Green bubble below bar → Aggressive BUY candle (strong demand).
🔴 Red bubble above bar → Aggressive SELL candle (strong supply).
Bubble size = relative strength (volume × candle dominance).
Use in confluence with key POI zones, volume profile, or delta clusters.
⚠️ Tips
Use on 1m–15m charts for scalping or intraday analysis.
Combine with your session bias or FVG zones for higher accuracy.
Set alerts when score ≥ threshold to catch early momentum.
Hidden Liquidity Shift DetectorPurpose
The Hidden Liquidity Shift Detector identifies candles that indicate potential hidden accumulation or distribution activity based on volume and price action behavior. These setups often represent institutional absorption of liquidity ahead of larger moves.
How It Works
The script detects candles with the following characteristics:
Small real body relative to the total candle range
A strong wick (upper or lower) indicating rejection
Volume significantly higher than the recent average
It flags:
Hidden Selling (Distribution) when a bearish candle has a long upper wick and high volume
Hidden Buying (Accumulation) when a bullish candle has a long lower wick and high volume
These candles are often missed by traditional indicators but may precede significant reversals or breakouts.
Features
Automatic detection of absorption-style candles
Volume spike filtering based on configurable multiplier
Wick and body ratio thresholds to fine-tune signal quality
Non-intrusive signal markers (colored circles)
Real-time alerts for hidden buying/selling signals
Usage Tips
Use on 15m to 4H charts for intraday detection, or Daily for swing setups
Combine with support/resistance or volume profile zones for higher conviction
Clusters of signals in the same area increase reversal probability
Can be used alongside Wyckoff-style logic or smart money concepts
