เริ่มกันเลย

Volume Indicator

Normalized VolumeNormalized Volume Overview Normalized Volume expresses the current bar's volume as a percentage of a rolling average, making it straightforward to compare volume intensity across different instruments, timeframes, and market sessions without manually adjusting thresholds. A raw volume reading of 500,000 contracts is meaningless in isolation. Normalized Volume answers the more useful question: how does this bar's volume compare to what is normal for this instrument right now? A reading of 100 means the bar printed exactly average volume. A reading of 200 means it printed twice the average. This normalisation makes the same threshold usable across equities, futures, forex, and crypto. How it works The indicator calculates a Running Moving Average (RMA) of volume over a configurable lookback period, then divides the current bar's volume by that average and multiplies by 100 to express the result as a percentage. NormVol = volume / ta.rma(volume, VolLen) * 100 Bars are colour-coded to communicate both volume intensity and price direction at a glance: Bright green — volume exceeds the High Volume threshold and the bar closed up (bullish absorption or breakout) Dark red — volume exceeds the High Volume threshold and the bar closed down (bearish absorption or breakdown) White — volume is below the High Volume threshold (normal or low activity) Inputs Volume Period — lookback length for the RMA baseline. Shorter values (10–20) react quickly but are noisier; longer values (50–100) provide a more stable baseline. Default: 50. High Volume — the percentage threshold above which a bar is considered high volume. A value of 150 means the bar must carry at least 1.5× average volume to trigger the highlight. Adjust higher (200+) on instruments with frequent volume spikes, or lower (120) on instruments with steadier volume profiles. Default: 150. Usage notes Use elevated normalised readings (above your High Volume threshold) to confirm breakouts, reversals, or supply and demand zone tests. A zone test accompanied by a high-volume bar is more significant than one on thin volume. The colour distinction between green and red high-volume bars helps quickly identify whether aggressive buyers or sellers were responsible for the spike. Because the baseline is a rolling RMA, the indicator adapts automatically to regime changes in liquidity — for example, pre-market thin volume will not distort intraday readings. This indicator does not repaint. The RMA and the volume of any historical bar are fixed once the bar closes. Recommended pairings Normalised Volume works well alongside price action tools that benefit from volume confirmation: supply and demand zones, order blocks, VWAP, and breakout strategies. High-volume bars on key structural levels are a useful filter for separating high-probability setups from low-conviction noise.
อินดิเคเตอร์ Pine Script®
โดย jabez4jc
Adaptive Volume Concentration Levels + Volume-Price Shift BoxDescription Adaptive Volume Concentration Levels + Volume-Price Shift Box combines two powerful market analysis concepts into one streamlined tool: adaptive volume-based support and resistance mapping, and a real-time volume-price flow dashboard. The script identifies the most meaningful price zones based on where volume has concentrated over a chosen lookback range, helping highlight areas where the market has shown strong interest. At the same time, it displays a compact shift box that evaluates price, volume, VWAP, OBV, A/D behavior, and momentum to estimate whether market pressure is currently bullish, bearish, or neutral. This makes the script useful for traders who want both structural levels and contextual order-flow style bias in a single indicator. How It Works The script has two main components: -Adaptive Volume Concentration Levels It scans historical price action over a customizable lookback period. Price is divided into bins, and volume is accumulated into those bins. The script then selects the highest-volume zones and converts them into horizontal support/resistance levels. A higher timeframe option and smoothing feature can be used to reduce noise and reveal more stable levels. Levels can be displayed with custom colors, line styles, transparency, and optional percentage labels. - Volume-Price Shift Box The dashboard evaluates several internal conditions: VWAP trend and price distance from VWAP OBV trend and OBV acceleration A/D line trend Relative volume versus average volume Price momentum Weighted bullish and bearish scores are calculated from these components. The final shift score determines whether the current state is: Bullish Bearish Neutral The box then displays key readings such as shift strength, volume vs average, VWAP distance, shift duration, and OBV state. Key Features Adaptive volume-based support and resistance detection Dual SR logic for identifying important high-volume price zones Optional higher timeframe processing for cleaner structure Price smoothing to reduce noise in level calculation Customizable level count, bin density, transparency, labels, and styling Real-time shift box with bullish, bearish, or neutral bias Weighted scoring model using VWAP, OBV, A/D, volume, and momentum Shift strength readout for quick bias confirmation Shift duration tracking to show how long the current condition has persisted Clean visual layout that combines structure and flow into one script How to Use Start by applying the indicator to your chart and adjusting the level settings based on your trading style. For the volume concentration levels: Increase the lookback if you want broader, more established levels. Increase the number of bins for finer price granularity. Use the minimum volume filter to remove weaker levels. Turn on the higher timeframe option if you want more stable zones from a broader market perspective. For the shift box: Use the default settings first, then adjust sensitivity and component weights to better match your market and timeframe. Watch for bullish or bearish shifts when price approaches one of the plotted volume levels. Use the strength reading to judge whether the bias is weak or decisive. Monitor duration to see whether the current directional pressure is fresh or extended. A practical workflow is: Use the horizontal levels as reaction zones Use the box to judge whether current pressure supports continuation or rejection from those zones Combine both with your existing entry and risk management rules How It Helps How It Helps This script helps simplify decision-making by combining where price is likely to react with how price and volume are behaving right now. The volume concentration levels help traders identify: likely support and resistance potential reaction zones areas of prior market agreement or interest The shift box helps traders evaluate: whether buyers or sellers currently have control whether momentum and volume are aligned whether market pressure is strengthening or fading Used together, the tool can help with: trade location directional confirmation filtering weak setups improving timing around important price zones It is especially useful for traders who want a clearer view of both market structure and current flow conditions without cluttering the chart with multiple separate indicators. Disclaimer This indicator is provided for informational and educational purposes only. It does not constitute financial advice, investment advice, trading recommendations, or an offer or solicitation to buy or sell any financial instrument. All indicator outputs, classifications (including bullish, bearish, or neutral states), and visual elements are derived from historical market data using user-defined parameters. These outputs are interpretive in nature and do not predict future market performance or guarantee any specific result. Trading financial instruments involves substantial risk, including the risk of loss exceeding initial capital. Market conditions may change rapidly due to factors outside the scope of this indicator, including but not limited to economic events, news releases, liquidity conditions, execution quality, and slippage. The developer assumes no responsibility or liability for any trading decisions, losses, or damages arising directly or indirectly from the use of this indicator. Users are solely responsible for evaluating the suitability of this tool for their own trading objectives, risk tolerance, and market conditions. Past performance, indicator behavior, or historical alignment of signals does not guarantee future results. Use of this indicator constitutes acceptance of these terms.
อินดิเคเตอร์ Pine Script®
โดย IndicatorEliteFlow
Auction Intelligence█ AUCTION INTELLIGENCE Auction Market Theory Overlay An Auction Market Theory (AMT) overlay that analyzes market structure through volume profile analysis. It detects profile shape (D/P/b/DD), identifies balance vs. imbalance states, and tracks value migration — giving you the same auction-based framework used by institutional traders to understand market behavior. Free and Open Source. █ THE CONCEPT: WHY AUCTION MARKET THEORY MATTERS Standard indicators tell you what happened. AMT tells you why . Markets are continuous two-sided auctions where buyers and sellers negotiate fair value: Balance — Price rotates within an accepted value area. Expect mean-reversion and range-bound trading. Imbalance — Price breaks away from the value area. One side dominates. Expect continuation. Profile Shape — The distribution of volume tells you who is in control and what to expect next. Value Migration — The direction where the POC and Value Area are shifting reveals the underlying trend. █ CORE FEATURES 1. Volume Profile Engine Distributes each bar's volume proportionally across price rows, building a volume-at-price distribution: POC (Point of Control) — Highest volume row = strongest S/R level VAH (Value Area High) — Upper boundary of the 70% value area = resistance VAL (Value Area Low) — Lower boundary of the 70% value area = support 2. Profile Shape Detection Automatically classifies the volume distribution into four distinct shapes: D-shape — Balanced. Volume evenly distributed, POC near center. Expect rotation. P-shape — Bullish. Volume concentrated in upper half. Buyers in control. b-shape — Bearish. Volume concentrated in lower half. Sellers in control. DD (Double Distribution) — Two distinct volume clusters. Market transitioning between value areas. 3. Balance vs. Imbalance Recognition Three-factor analysis combining price position, VA width dynamics, and trend strength. The chart background colors automatically when imbalance is detected (cyan = bullish discovery, red = bearish discovery). 4. Value Migration Tracker Monitors how the POC and Value Area midpoint shift over time: Bullish Migration ▲ — POC and VA migrating higher = institutional buying Bearish Migration ▼ — POC and VA migrating lower = institutional selling Neutral ─ — No significant migration = consolidation █ AUTO-TIMEFRAME ADAPTATION All parameters automatically adjust based on the chart timeframe: 1-5 min → Lookback 30, 18 Rows, Migration Len 5 15-30 min → Lookback 40, 20 Rows, Migration Len 8 1 Hour → Lookback 50, 24 Rows, Migration Len 10 4 Hour → Lookback 70, 28 Rows, Migration Len 15 Daily → Lookback 100, 32 Rows, Migration Len 20 Weekly+ → Lookback 150, 40 Rows, Migration Len 30 Disable Auto-TF to use manual settings for full control. █ DASHBOARD A compact, dark-themed info panel displaying: State — Current AMT state (BALANCE / IMBALANCE) with context Shape — Detected profile shape (D / P / b / DD) with description Migration — Value migration direction and strength Position — Current price position relative to Value Area POC / VAH / VAL — Key volume-based levels █ ALERTS (4 CONDITIONS) Balance → Imbalance — Market leaving the value area Imbalance → Balance — Market returning to the value area Profile Shape Changed — Volume distribution pattern shift Value Migration Shift — Directional bias change in POC/VA migration █ PRO VERSION The PRO version (Auction Intelligence PRO v2.0) adds: Initial Balance Range — IB Tracking + IB Extension Detection Failed Auction Detection — VA Breakout Failures Excess & Poor High/Low — Wick analysis at session extremes Auction Rotation Factor — POC-cross frequency as market efficiency measure Day Type Classification — Trend/Normal/Normal Var./Neutral/Double Dist. (Dalton) Previous Day Value Area — PDPOC/PDVAH/PDVAL as reference levels Enhanced Confluence Score — 0-12 scale with A+ to D grading 13 Alert Conditions █ NON-REPAINTING The volume profile is calculated from confirmed bar data only. The rolling lookback window recalculates on each confirmed bar using historical high/low/volume — no future data is used. No repainting. █ WORKS ON Crypto, Forex, Stocks, Futures, Indices — any timeframe from 1 minute to Monthly. █ DISCLAIMER This indicator is for educational and informational purposes only. It does not constitute financial advice. Always do your own research and manage your risk. Past performance does not guarantee future results. Trading involves substantial risk of loss.
อินดิเคเตอร์ Pine Script®
โดย alphachart_tv
Delta Divergence [LliterH]█ WHAT IT DOES Delta Divergence detects real-time divergences between price movement and intrabar delta across six simultaneous time windows. When price moves in one direction but the net aggressive volume points the other way, the dashboard flags it as a BULL or BEAR divergence — giving you a multi-timeframe view of hidden order flow in a single overlay. • BULL — Price falling while delta is positive: absorption or hidden buying pressure • BEAR — Price rising while delta is negative: distribution or hidden selling pressure • OK — Price and delta are synchronized, no anomaly detected █ HOW IT WORKS Delta is approximated from intrabar candles using request.security_lower_tf(). Each sub-candle within your chart bar is classified as buy or sell volume based on its direction (close vs. open or close vs. previous close). The net difference — buy volume minus sell volume — is the delta. This delta is then accumulated over six configurable rolling time windows (default: 1m, 3m, 5m, 15m, 30m, 1h). The indicator compares the price direction across each window against its cumulative delta. When they disagree, you have a divergence. The dashboard updates every bar and shows four columns per window: • TF — Time window label • Vol — Total volume with a directional arrow (↗ rising, ▼ falling vs. prior window) • Delta — Net buy minus sell volume (Δ) with sign • Signal — BULL / BEAR / OK with duration counter in seconds Confluence across three or more windows simultaneously is the highest-confidence signal this tool produces. █ HOW TO USE IT Step 1 — Identify confluence A single window diverging is noise. Look for 3 or more windows showing the same signal at the same time. If the duration counter is growing on all of them, you are looking at sustained pressure — not a random fluctuation. Step 2 — Read the duration The number next to BULL or BEAR shows how many seconds the divergence has been active. A BULL signal held for 90+ seconds across the 1m, 3m, and 5m windows carries more weight than one that appeared two seconds ago. Step 3 — Confirm with price context This indicator does not generate entries by itself. Use it alongside your structure, support/resistance, or session bias. The ideal scenario: price approaches a key level, the dashboard shows confluence with growing duration, and volume is expanding (↗ arrow). Step 4 — Use the alerts Set the "Multi-Window Bull/Bear Confluence (3+)" alert to get notified without watching the dashboard. When the alert fires, check duration and volume, then apply your entry logic. █ EXAMPLE SETUP — BTC/USDT 5m • Chart: BTCUSDT 5-minute • Lower TF input: 1m • Price drops into a demand zone and stalls • Dashboard shows BULL on 1m, 3m, and 5m windows • Duration on all three is above 60 seconds and growing • Vol column shows ↗ on the 1m and 3m windows • This is the confluence picture worth acting on █ SETTINGS Delta Engine • Lower TF — Must be below chart timeframe (e.g. 1m on a 5m chart) • Classification method — Close vs Open or Close vs Prev Close • Volume Assumption — Optional 40/60 split when only one side is recorded • Min Delta / Min Price Change — Noise filters to suppress weak divergences Time Windows • Six independent windows, all configurable in seconds (default: 60, 180, 300, 900, 1800, 3600) Dashboard • Table position, text size, volume column toggle, duration toggle, symbol display Colors • Full control over bull, bear, neutral, background, and header colors █ IMPORTANT NOTE Delta in this indicator is approximated from candle direction — not from tick-by-tick order flow data. True delta requires exchange-level trade data that Pine Script does not provide without a Premium+ data feed using seconds-based timeframes. This tool is designed as a confluence and screening layer, not as a replacement for dedicated order flow platforms. █ ALERTS • Bull Divergence Detected — any window enters BULL state • Bear Divergence Detected — any window enters BEAR state • Multi-Window Bull Confluence (3+) — three or more windows in BULL simultaneously • Multi-Window Bear Confluence (3+) — three or more windows in BEAR simultaneously █ DISCLAIMER This indicator is provided for educational and informational purposes only. It does not constitute financial, investment, or trading advice. Past performance is not indicative of future results. Trading involves substantial risk of loss and is not suitable for every investor. Always conduct your own research and consult a qualified financial professional before making any trading decisions. The author is not responsible for any losses incurred from the use of this tool
อินดิเคเตอร์ Pine Script®
โดย LliterH
NBSG_DayTradingSuiteAn all-in-one day trading overlay designed by a futures trader for futures traders. It consolidates the key levels, anchored VWAPs, session volume profiles, and structural references that intraday traders typically spread across 3-5 separate indicators into a single, configurable script. Built and defaulted for CME futures (ES, MES, NQ, MNQ, and similar instruments), but the session times are fully adjustable in settings. Traders on equities, crypto, or forex can adapt the indicator to their instrument by configuring the session windows to match their market's electronic trading hours. The default session times are set for a trader operating in US Central Time (Chicago time). If you trade in a different timezone, adjust the session inputs accordingly. This indicator is not a signal generator. It plots structure so you can make your own decisions. FEATURES Multiple Anchored VWAPs The indicator plots two independent session-anchored VWAPs, each with optional standard deviation bands: Overnight VWAP (VWAP 1) anchors at 17:00 CT (CME session open) and accumulates across the entire futures trading day through 16:00 CT. It resets cleanly each session. Optional 1SD and 2SD bands with fill show the statistical envelope around the developing VWAP. NY Session VWAP (VWAP 2) anchors at 08:30 CT (Regular Trading Hours open) and accumulates through 16:00 CT. It includes a leapfrog mechanic: when the new RTH session begins, the prior session's VWAP is preserved and continues to plot as "Prev NY VWAP," giving you a reference for how price relates to yesterday's value during overnight trading. Prev NY VWAP: This is the previous day's NY Session VWAP, which continues accumulating through the overnight session after the NY VWAP resets at 08:30. It provides a critical structural reference, particularly during the premarket and early RTH, showing where the prior session's volume-weighted equilibrium sits relative to current price. Many traders use the relationship between current price, the active NY VWAP, and the Prev NY VWAP to gauge directional bias. All VWAPs use separate source, color, and line size settings. Higher Timeframe VWAPs Optional Weekly and Monthly VWAP overlays provide broader context without cluttering the chart. Disabled by default. Session Volume Profiles (SVP) Volume is distributed across the bar's high-low range using a configurable tick-based bin size (default: 2 ticks). The script calculates and plots: Current Session SVP: POC and Value Area (VAH/VAL) for the active session, updating in real time. Prior Day SVP: POC and Value Area from the previous completed session. These levels carry forward as horizontal references. Last Week SVP: POC and Value Area from the prior completed week. Each profile can be displayed as POC Only or POC + VA. The Value Area percentage is configurable (default: 70%). Static Reference Levels Prior Day High/Low (PDH/PDL): Previous day's range boundaries. Last Week High/Low (LWH/LWL): Previous week's range boundaries. Previous Session Close (PSC): The prior day's closing price. Premarket High/Low (PMH/PML): Dynamically tracked during the 18:00-08:30 premarket session. Opening Range (ORH/ORL): The first 15 minutes of RTH (08:30-08:45), with optional fill. All static levels are individually togglable with independent color and size controls. Deadzone A configurable time window (default: 11:00-13:00 CT) highlighted with a background fill and border lines. This marks the midday period where volume and follow-through typically thin out on equity index futures. The time window is adjustable in settings. Bar Coloring Optional bar coloring based on the close's relationship to the three primary VWAPs (Overnight, NY, Prev NY). Bars are colored bullish when above 2 of 3, bearish when below 2 of 3, and neutral otherwise. Disabled by default. Display Modes A master display mode toggle lets you switch between: Advanced All-Level: Shows everything you have enabled, the full suite. Simplified VWAP: Strips the chart down to just the Overnight VWAP, NY VWAP, Prev NY VWAP, and Opening Range. All volume profiles, static levels, and the deadzone are automatically hidden. Useful for cleaner charts or when you want to focus purely on VWAP structure. Labels Every plotted level gets a text label with optional price display, offset to the right of the current bar for readability. Labels can be globally toggled on/off. HOW TO USE 1. Add the indicator to your chart on an intraday timeframe (1m-30m recommended). It is defaulted for CME futures but can be adapted to any instrument by adjusting the session time inputs. 2. The default session times are built for US Central Time (Chicago). If your chart uses a different timezone, adjust the session inputs in the settings to match your market's session boundaries. 3. The default configuration shows most levels. Start by reviewing what each level represents, then toggle off anything that creates noise for your specific approach. 4. For cleaner charts, switch to "Simplified VWAP" mode, which isolates the core VWAP structure and Opening Range only. CONFIGURATION All session times, colors, line sizes, and visibility toggles are individually configurable. The settings are organized into numbered groups for clarity: 1. Master Display Mode 2. Session Times 3. NY VWAP Settings 4. Overnight VWAP Settings 5. Opening Range 6. Volume Profiles (SVP) 7. Static Levels 8. Higher Timeframe VWAPs 9. Deadzone 10. Bar Coloring 11. Labels LIMITATIONS The default session times are configured for CME futures with the standard 17:00-16:00 CT (close enough) session structure. If you are using this on equities, crypto, forex, or other instruments, you will need to adjust the session time inputs to match your market's electronic trading hours. The indicator will work on any instrument, but the session boundaries must be set correctly for accurate VWAP anchoring and level calculation. This is a feature-rich script with multiple VWAPs, volume profiles, and level calculations running simultaneously. Tradingview handles it well the vast majority of the time, but on occasion the script may load slowly or display incompletely. If levels appear missing or the indicator looks off, a simple page refresh will typically resolve it. The session volume profile uses a simplified volume distribution method (volume is evenly distributed across the bar's high-low range in tick-based bins). This is an approximation, not a tick-level volume profile. Accuracy improves on lower timeframes where bars have smaller ranges. The Overnight VWAP session detection uses an hour-based reset (detecting when the bar's hour enters 17:00 in exchange time) rather than PineScript's built-in session boundary detection. This is intentional: on CME futures, the VWAP session (1700-1600) matches the instrument's native session, which prevents the standard session boundary method from firing correctly. The deadzone time window relies on your chart's timezone setting. The default of 1100-1300 assumes US Central. Adjust if your chart uses a different timezone. NOTES This script is original work, but it stands on the shoulders of giants. The concepts and ideas behind it draw from numerous traders, educators, and open-source contributors who have freely shared their knowledge with the trading community. VWAP, volume profile, session levels, and opening range are not new ideas. What this script attempts to do is bring them together in a thoughtful, configurable way that reflects how an active futures day trader actually uses these tools in practice. I built this for my own trading first. I am sharing it as open source because the open-source community on Tradingview gave me the foundation to learn, and this is my way of giving back what I have been given. This is a structural tool, not a trading system. It does not generate buy/sell signals, alerts, or backtest results. Use it as a framework for building your own context around price action. It's all risky, so you may as well make the bet.
อินดิเคเตอร์ Pine Script®
โดย NotABigShortGuy
Multi-Exchange Volume v1 [AlexKo]MULTI-EXCHANGE VOLUME (MEV) File: Multi Exchange Volume EN.pine Pine Script Version: v6 Overlay: separate panel IDEA No more switching between exchanges — see everything on one screen. The indicator pulls volume from multiple exchanges for the current ticker and timeframe, normalizes it, and displays it as lines plus a summary table. Example: You are watching BTC on Binance and at the same time see Binance, Bybit and OKX volumes in one panel below the chart. VISUALS Line chart — one line per exchange, color is configurable Dashed 100% line — reference level in "% of Average" mode Table — shows current volume, normalized value and trend (▲ ▼ ●) NORMALIZATION MODES % of Average (recommended) Value = (current volume / SMA(volume, N)) * 100 100% = typical activity 150% = high volume 50% = low volume This mode lets you compare relative activity across exchanges regardless of their size. % of Total Value = (exchange volume / total volume of all exchanges) * 100 Shows market share of each exchange. Example: Binance = 60% → main liquidity is there Absolute Raw volume without normalization. Useful when exchanges have similar volume scale. TABLE Exchange — exchange name Volume — current bar volume (K / M / B) Norm — normalized value Delta — trend: ▲ rising more than 3% ▼ falling more than 3% ● flat Color logic for Norm: =150% → strong spike 120–150% → above normal 80–120% → normal 50–80% → below normal <50% → low activity PARAMETERS Normalization Mode — default: % of Average Average Period — default: 20 100% Reference Line — on/off EXCHANGES (up to 5) For each exchange: Enable — on/off Prefix — BINANCE / BYBIT / etc Ticker — optional manual override Label — name in table Color — line color Width — 1 to 4 Enabled by default: Binance Bybit OKX Disabled by default: Bitget Bitmex TABLE SETTINGS Show Table — on/off Position — screen corner Text Size — tiny / small / normal TICKER CONFIGURATION By default uses current chart ticker. Examples: BINANCE:BTCUSDT → BYBIT:BTCUSDT, OKX:BTCUSDT BINANCE:ETHUSDT → BYBIT:ETHUSDT, OKX:ETHUSDT BINANCE:BTCUSDT.P → BYBIT:BTCUSDT.P If format differs — set ticker manually. Examples: Kraken spot → XBTUSD Kraken futures → BTCUSD.P Coinbase → BTCUSD BitMEX → XBTUSD If symbol is not available — line will not be drawn (no errors). TRADING APPLICATIONS Move confirmation All exchanges show high volume → move is strong and reliable Exchange divergence Volume only on one exchange → possible manipulation Exchange dominance Highest % of total → leading exchange Low activity compression All exchanges below 50% → potential upcoming breakout LIMITATIONS Ticker must exist on exchange Maximum 5 exchanges Each exchange uses request.security() Table updates in real time Make sure to compare same contract types (spot vs perp)
อินดิเคเตอร์ Pine Script®
โดย AlexKondom
Volume Spike - 2minVolume Spike Detector (Market Hours Only) Identifies significant volume spikes during regular market hours (9:30 AM – 4:00 PM ET) and marks them directly on your chart with a color-coded triangle. A spike is flagged when the current bar's volume exceeds the rolling average of the previous 7 bars by 50% or more — filtering out the noise and highlighting only the bars where real participation is showing up. Features: Triangles plotted directly below the spike candle — no separate pane needed Green triangle on bullish candles, red on bearish Average is calculated using market hours bars only — pre-market volume never skews the signal Fully adjustable lookback period and spike threshold via settings Built-in alert condition Settings: Lookback Bars (default: 7) — how many prior bars to average Spike Threshold (default: 2.2) — multiplier above average to qualify as a spike (1.5 = 50% above avg) Best used on the 2-minute timeframe for intraday setups. Works well as a confirmation tool alongside price action, levels, or momentum indicators.
อินดิเคเตอร์ Pine Script®
โดย nobis
AG Pro Anchored VWAP Event Map [AGPro Series]AG Pro Anchored VWAP Event Map Overview / What it does AG Pro Anchored VWAP Event Map is an overlay built to organize price action around Anchored VWAP after a meaningful starting point has been defined. Instead of treating VWAP as a single static reference, this script focuses on the relationship between price and a chosen anchor, then maps how the market behaves after that anchor is established. The goal is not to forecast price, but to make post-anchor structure easier to read in a consistent visual framework. The script supports three anchor paths: Open, Swing, and Event. Open mode can reset the anchor from a daily, weekly, or monthly opening context. Swing mode rebuilds the anchor from a confirmed pivot high or pivot low. Event mode is designed for expansion-type situations and can anchor from a range expansion, a volume spike, or a breakout impulse. This creates a flexible workflow for traders who want to study how price responds to AVWAP under different structural conditions without switching tools. Once the anchor is set, the script plots the Anchored VWAP, builds a distance band around it, tracks reclaim and reject behavior, and summarizes the current post-anchor bias in a compact panel. The result is a clean event map that can be used to study acceptance, rejection, recovery, or continuation around an anchored reference level. It is meant to simplify interpretation, not replace market context. A key design goal of this script is clarity. The visual package is intentionally structured so the anchor, AVWAP path, distance zone, signal labels, and bias panel can be read together without turning the chart into a dense signal board. In practice, that means the indicator is most useful when it is treated as a contextual decision-support tool rather than a standalone trigger engine. Unique Edge The main distinction of this script is that it is not built as a generic VWAP overlay. Its emphasis is on post-anchor behavior. That means the visual logic starts from the selected anchor event and then evaluates how price interacts with the anchored VWAP afterward. In other words, the anchor is not only a starting point for the line itself; it is the center of the script's interpretation model. Another differentiator is the combination of multiple anchor sources within one workflow. Traders can use opening-session logic, confirmed swing logic, or event-driven logic depending on the type of market behavior they are studying. This makes the indicator suitable for different styles of chart review while keeping the interface straightforward. The distance band adds a second layer of structure. Rather than reading only the AVWAP line, users can also see whether price is operating close to the reference, stretched around it, or reacting from the upper or lower band zone. This helps frame whether a move appears to be re-accepting the anchored average, rejecting away from it, or trading in a more extended state. The script also tries to keep the signal layer readable through selective label logic. Reclaim and reject markers are not intended to flood the chart. They are there to mark notable interactions with the anchored framework, while the panel provides a compact summary of the active anchor, current bias, distance, and latest signal state. Methodology The script begins by defining an anchor source. In Open mode, the anchor can be tied to a daily, weekly, or monthly opening transition. In Swing mode, the script waits for a confirmed pivot high or pivot low based on the selected swing length. In Event mode, the anchor is created only when a qualifying market event appears according to the selected event model. For event-based anchoring, the script can use one of three internal conditions. Range Expansion looks for directional range behavior relative to ATR and recent structure. Volume Spike looks for directional participation with higher-than-average volume and a meaningful candle body fraction. Breakout Impulse looks for directional movement through recent extremes with supportive range and volume characteristics. These are practical anchor candidates for traders who want the AVWAP to begin from a meaningful change in behavior rather than from a calendar reset. After the anchor is created, the script calculates Anchored VWAP using cumulative price-volume data relative to that anchor point. From there, it builds a distance band around the AVWAP. The band can be defined by ATR or percentage mode, depending on whether the user prefers a volatility-based or proportional framework. Post-anchor bias is then derived from a simple internal score. The script evaluates whether price is above or below AVWAP, whether the AVWAP slope is improving or weakening, and whether price is trading beyond the distance band. This produces a practical Bullish, Bearish, or Neutral state. The intention is not to compress market structure into a perfect score, but to provide a compact directional read that can be used alongside the chart. Reclaim and reject logic is based on how price interacts with the AVWAP and the surrounding band after the anchor is active. A reclaim highlights price moving back through the anchored reference with confirmation, while a reject highlights failure or pushback behavior around the band area. These events are intended as structural observations rather than guaranteed trade setups. Signals & Alerts The script includes reclaim and reject signal logic for both directions. These labels are designed to call attention to notable interactions with the anchored framework after the selected anchor becomes active. In practical use, reclaim behavior can be interpreted as a sign that price is attempting to re-establish acceptance relative to AVWAP, while reject behavior can suggest rejection away from the mapped zone. Because market structure can become noisy, the script also includes signal spacing and density controls to reduce repetitive label clutter. This is especially relevant when anchored conditions remain active for long periods and price repeatedly tests the same area. The goal is to preserve readability while still marking relevant interactions. Alert conditions are included for bullish reclaim, bearish reclaim, bullish reject, bearish reject, and a broader any-signal state. These alerts are deterministic within the script's ruleset, but they should still be used as workflow tools rather than interpreted as self-sufficient trading instructions. Key Inputs Anchor Source: Choose whether the indicator should anchor from Open, Swing, or Event logic. Open Anchor Type: In Open mode, select daily, weekly, or monthly opening context. Swing Length: Controls how confirmed pivot highs and lows are detected in Swing mode. Event Type: In Event mode, choose between Range Expansion, Volume Spike, or Breakout Impulse as the anchor trigger model. Event Lookback / Multipliers / Cooldown: These inputs control how strict the event selection becomes and how frequently new event anchors can appear. Band Mode: Switch between ATR-based and percentage-based distance bands. ATR Band Multiplier / Percent Band: Define the width of the distance zone around Anchored VWAP. Signal Density: Helps regulate how aggressively reclaim and reject labels are displayed. Panel and Label Size: Allows the visual layout to remain readable across different chart styles and screen sizes. Show Anchor Label / Show Anchor Level / Show Bias Ribbon: These toggles control the visibility of anchor-focused visual elements and optional bias coloring. Limitations & Transparency This script is an interpretation aid. It does not identify the single correct anchor for all market environments. Different anchor choices can lead to different AVWAP paths, different reclaim or reject readings, and different conclusions. That is normal, and it is one of the reasons the script provides multiple anchor modes. Event-based anchors depend on internal threshold logic such as ATR expansion, volume conditions, and breakout behavior. On some symbols or timeframes, those filters may trigger more frequently or less frequently than expected. Users may need to adjust event sensitivity and band settings to fit the market they are analyzing. Reclaim and reject states are rule-based. They are not a guarantee of continuation, reversal, or follow-through. In sideways conditions, repeated AVWAP interactions can occur without producing a sustained directional move. The script can help organize those interactions visually, but it cannot remove market uncertainty. The post-anchor bias is intentionally simplified. It is designed for readability, not for complete market classification. It should be read together with broader price structure, higher-timeframe context, liquidity conditions, and user-defined execution rules. Risk Disclosure This indicator is for chart analysis and workflow support. It does not provide financial advice, investment advice, or guaranteed outcomes. Markets involve risk, and any trading or investing decision remains the sole responsibility of the user. No indicator can remove uncertainty from live markets. Anchored VWAP, reclaim behavior, reject behavior, and bias states are analytical references only. They should be validated with independent judgment, risk management, and broader market context before being used in any decision-making process. Use this script as a structured visualization tool, not as a promise of performance or a substitute for disciplined trade planning.
อินดิเคเตอร์ Pine Script®
โดย AGProLabs
3
[SSS] ATR x Trend x Volume Signals# ATR x Trend x Volume Signals --- ## ENGLISH ATR x Trend x Volume Signals is a multi-factor, non-repainting indicator that combines volatility structure, trend direction, and volume expansion into a single decision-support framework. It is primarily designed for futures trading on the Moscow Exchange (MOEX), but can be adapted to any instrument with sufficient volume data. It is built for traders who rely on technical confluence and prefer clear, rule-based setups with built-in position sizing. 🎯 **Purpose** This tool identifies high-probability moments when three independent analytical layers — ATR-based volatility, CCI-driven higher-timeframe trend, and statistical volume analysis — all align. It helps filter out market noise and focus attention on clean, actionable conditions. ⚙️ **Structure** The indicator consists of three core analytical layers plus supporting modules: 1️⃣ **ATR Trailing Stop (Dual Layer)** — Two adaptive ATR trailing lines (fast and slow) define the volatility envelope. The fast trail (optional display) responds quickly to price changes, while the slow trail acts as the primary trend filter and dynamic stop-loss reference. When the fast trail is above the slow trail, the structure is bullish (green); otherwise bearish (red). 2️⃣ **Trend Indicator (CCI + ATR, Higher Timeframe)** — A CCI-based directional filter combined with ATR smoothing, calculated on a user-defined higher timeframe. It determines the dominant trend and reduces false signal flips. The indicator uses a confirmed-bar anti-repaint pattern (` ` + `lookahead_on`) to ensure values are locked to the last closed HTF bar and never change retroactively. 3️⃣ **Volume Analysis (Statistical Deviation)** — Volume is evaluated against its historical moving average using standard deviation bands. Bars are classified into three tiers: - 🟡 Medium volume (> 1.0 σ) - 🟠 High volume (> 2.5 σ) - 🔴 Extra-high volume (> 4.0 σ) All thresholds are fully configurable. 💡 **Signal Logic** A **Buy Signal** 🟢 appears when ALL of the following conditions are met simultaneously: - The ATR structure is bullish (fast trail > slow trail). - The Trend Indicator is blue (CCI ≥ 0 on the higher timeframe). - A bullish candle closes above both the slow ATR trail and the Trend Indicator line. - The bar shows at least medium volume (≥ 1.0 σ above average). - The current bar is within the user-defined trading session. A **Sell Signal** 🔴 appears when: - The ATR structure is bearish (fast trail < slow trail). - The Trend Indicator is red (CCI < 0 on the higher timeframe). - A bearish candle closes below both the slow ATR trail and the Trend Indicator line. - The bar shows at least medium volume (≥ 1.0 σ above average). - The current bar is within the user-defined trading session. **One signal per ATR phase:** Only one Buy or Sell signal can fire per ATR trend cycle. A new signal is generated only after the ATR direction changes and all conditions re-align. ❌ **Exit Logic** Exit markers (cross symbols) appear when price crosses the slow ATR trailing line after an entry. This simulates a trailing-stop exit. The exit is suppressed on the entry bar itself to prevent same-bar false exits. A small percentage offset (0.07%) is applied to reduce noise-triggered exits. ⏰ **Session Filter** Signals are generated only between user-defined start and end times (default: 14:00–18:00 chart time). This allows traders to restrict signal generation to their preferred active trading hours. Additionally, the chart background can be colored to visually separate session zones: - 🟦 Cold session (default 00:00–14:00) - 🟩 Work session (default 14:00–18:00) - 🟥 Hot session (default 18:00–23:59) 📐 **Position Sizing Module** A built-in position sizing table (bottom-right corner) calculates in real time: - Risk amount in account currency based on account capital and risk percentage. - Effective stop distance = ATR stop % + user-defined buffer %. - Number of contracts (rounded down to whole number). - Actual risk in currency and as percentage of account. - Separate row for the last signal's position size at the moment of signal occurrence. All parameters (account capital, point value, risk %, ATR buffer %) are configurable via inputs. 📊 **ATR TP Table** A second table (bottom-left corner) displays the current ATR percentage distance from the close to the slow trail, along with calculated take-profit levels at 0.5×, 1×, 1.5×, 2×, and 3× the ATR distance. Each TP level can be individually shown or hidden. 🔔 **Alerts** The indicator supports TradingView alerts for Buy and Sell signals. Each alert message includes: entry price, stop-loss price, ATR stop %, effective stop (ATR + buffer) %, position size in contracts, and all five TP levels. 🛡️ **Non-Repainting Design** - The Trend Indicator uses the standard Pine Script anti-repaint pattern: `request.security()` with `lookahead = barmerge.lookahead_on` combined with ` ` offset, ensuring only confirmed (closed) HTF bar data is used. - All signals are evaluated at bar close (`alert.freq_once_per_bar_close`). - No future data is referenced at any point. 🧠 **Key Features** - Dual ATR trailing stop (fast + slow) for volatility structure - CCI-based higher-timeframe trend filtering (non-repainting) - Statistical volume deviation heatmap (3 tiers) - Session-restricted signal generation with visual background zones - Dynamic trailing-stop exit system - Built-in position sizing calculator with ATR buffer - Multi-level take-profit reference table - Alert-ready with full trade context - Fully configurable inputs - Pine Script v6 📈 **Usage Tips** - For best results, set the Trend Indicator timeframe higher than the chart timeframe (e.g., chart on 1 min → Trend Indicator on 15 min; chart on 5 min → Trend Indicator on 1 hour). - Combine with support/resistance levels, market structure, or higher-timeframe confirmation for additional context. - Adjust volume thresholds based on the instrument's typical volume profile. - Use the position sizing table to maintain consistent risk management across trades. 🔧 **Configurable Parameters** Almost every aspect of the indicator can be customized through the Settings/Inputs panel: *ATR Trailing Stop:* Fast ATR Period and Multiplier, Slow ATR Period and Multiplier, option to show/hide the fast trail line. *Trend Indicator:* Higher timeframe selection, CCI Period, ATR Multiplier and Period for the trend calculation, option to show/hide. *Volume Analysis:* MA Length, StdDev Length, and three threshold levels (Medium, High, Extra-High) — adjust these to match the volume profile of your instrument. Option to show/hide bar coloring. *Session Filter:* Signal Start/End time, three session zones (Cold/Work/Hot) with independent start/end times and background colors — all customizable to your exchange schedule. *Position Sizing:* Account Capital (RUB), Point Value (RUB), Risk per Trade (%), ATR Buffer (%) — these drive the real-time position sizing table. *TP Table:* Each take-profit level (TP0.5, TP1, TP1.5, TP2, TP3) can be individually shown or hidden. Text size for both tables is selectable. This flexibility allows the indicator to be tuned for different instruments, timeframes, and trading styles without modifying the code. 💰 **Recommended Risk and Money Management** It is strongly recommended to use a structured risk and money management system with multi-step exits: *Risk per trade:* 1% of account capital. The built-in position sizing module calculates the exact number of contracts for this risk level automatically. *Multi-step exit system:* - **0.5R reached** — move the stop-loss to breakeven (entry price). This eliminates the risk on the trade. - **1R reached** — close half of the position to lock in profit. For the remaining half, choose one of two approaches depending on the results of your own backtesting: either trail the stop using the slow ATR line, or hold for a fixed R-multiple target (e.g., 1.5R, 2R, or 3R). The TP table on the chart displays all these R-levels in real time, making it easy to plan exits visually. Past performance does not guarantee future results — always validate any exit strategy with your own backtesting before trading live. 📈 **Credits** Inspired by: - ATR Trailing Stop by Ceyhun - Trend Magic by Kivanc Ozbilgic - Heatmap Volume by xdecow --- ## РУССКИЙ ATR x Trend x Volume Signals — это мультифакторный индикатор без перерисовки, объединяющий анализ волатильности, направления тренда и объёма в единую систему принятия решений. Индикатор предназначен в первую очередь для торговли фьючерсами на Московской бирже (MOEX), но может быть адаптирован для любого инструмента с достаточными данными по объёму. Создан для трейдеров, использующих техническую конфлюэнцию и предпочитающих чёткие, основанные на правилах торговые сетапы со встроенным расчётом позиции. 🎯 **Назначение** Инструмент определяет моменты высокой вероятности, когда три независимых аналитических слоя — волатильность на основе ATR, тренд на старшем таймфрейме через CCI и статистический анализ объёма — совпадают одновременно. Это помогает отфильтровать рыночный шум и сосредоточиться на чистых, пригодных для торговли условиях. ⚙️ **Структура** Индикатор состоит из трёх основных аналитических слоёв и вспомогательных модулей: 1️⃣ **ATR Trailing Stop (двойной)** — Две адаптивные линии ATR (быстрая и медленная) формируют контур волатильности. Быстрая линия (отображение опционально) реагирует на цену оперативно, медленная служит основным трендовым фильтром и динамическим уровнем стоп-лосса. Когда быстрая линия выше медленной — структура бычья (зелёная), иначе — медвежья (красная). 2️⃣ **Trend Indicator (CCI + ATR, старший таймфрейм)** — Направленный фильтр на основе CCI в сочетании со сглаживанием ATR, рассчитываемый на заданном пользователем старшем таймфрейме. Определяет доминирующий тренд и снижает ложные переключения. Используется стандартный анти-репейнт паттерн Pine Script (` ` + `lookahead_on`), что гарантирует использование только данных последнего закрытого бара старшего ТФ без ретроспективных изменений. 3️⃣ **Анализ объёма (статистическое отклонение)** — Объём оценивается относительно исторического среднего с помощью стандартного отклонения. Бары классифицируются на три уровня: - 🟡 Средний объём (> 1.0 σ) - 🟠 Высокий объём (> 2.5 σ) - 🔴 Сверхвысокий объём (> 4.0 σ) Все пороги полностью настраиваемы. 💡 **Логика сигналов** **Сигнал на покупку** 🟢 появляется при одновременном выполнении ВСЕХ условий: - Структура ATR бычья (быстрая линия > медленной). - Trend Indicator синий (CCI ≥ 0 на старшем таймфрейме). - Бычья свеча закрывается выше медленной линии ATR и линии Trend Indicator. - Бар показывает как минимум средний объём (≥ 1.0 σ выше среднего). - Текущий бар находится в пределах заданной торговой сессии. **Сигнал на продажу** 🔴 появляется при: - Структура ATR медвежья (быстрая линия < медленной). - Trend Indicator красный (CCI < 0 на старшем таймфрейме). - Медвежья свеча закрывается ниже медленной линии ATR и линии Trend Indicator. - Бар показывает как минимум средний объём (≥ 1.0 σ выше среднего). - Текущий бар находится в пределах заданной торговой сессии. **Один сигнал за фазу ATR:** Только один Buy или Sell сигнал может сработать за один цикл тренда ATR. Новый сигнал генерируется только после смены направления ATR и повторного совпадения всех условий. ❌ **Логика выхода** Маркеры выхода (крестики) появляются при пересечении ценой медленной линии ATR после входа. Это имитирует выход по трейлинг-стопу. Выход подавляется на баре входа для предотвращения ложных закрытий. Применяется небольшой процентный отступ (0.07%) для снижения шумовых срабатываний. ⏰ **Фильтр по сессиям** Сигналы генерируются только в пределах заданного временного окна (по умолчанию: 14:00–18:00 по времени графика). Это позволяет ограничить генерацию сигналов активными торговыми часами. Дополнительно фон графика может окрашиваться для визуального разделения сессий: - 🟦 Холодная сессия (по умолчанию 00:00–14:00) - 🟩 Рабочая сессия (по умолчанию 14:00–18:00) - 🟥 Горячая сессия (по умолчанию 18:00–23:59) 📐 **Модуль расчёта позиции** Встроенная таблица расчёта позиции (правый нижний угол) рассчитывает в реальном времени: - Сумму риска в валюте счёта на основе капитала и процента риска. - Эффективное расстояние до стопа = ATR стоп % + пользовательский буфер %. - Количество контрактов (округление вниз до целого числа). - Фактический риск в валюте и в процентах от счёта. - Отдельная строка с размером позиции последнего сигнала на момент его возникновения. Все параметры (капитал, стоимость пункта, % риска, буфер ATR) настраиваются через входные данные. 📊 **Таблица ATR TP** Вторая таблица (левый нижний угол) отображает текущее процентное расстояние ATR от цены закрытия до медленной линии, а также рассчитанные уровни тейк-профита: 0.5×, 1×, 1.5×, 2× и 3× от ATR-расстояния. Каждый уровень TP можно включить или скрыть индивидуально. 🔔 **Алерты** Индикатор поддерживает алерты TradingView для сигналов Buy и Sell. Каждое сообщение алерта содержит: цену входа, цену стоп-лосса, ATR стоп %, эффективный стоп (ATR + буфер) %, размер позиции в контрактах и все пять уровней TP. 🛡️ **Защита от перерисовки** - Trend Indicator использует стандартный анти-репейнт паттерн Pine Script: `request.security()` с `lookahead = barmerge.lookahead_on` в сочетании со сдвигом ` `, что гарантирует использование только подтверждённых (закрытых) данных старшего ТФ. - Все сигналы оцениваются на закрытии бара (`alert.freq_once_per_bar_close`). - Будущие данные не используются ни в одном месте кода. 🧠 **Основные возможности** - Двойной ATR trailing stop (быстрый + медленный) для структуры волатильности - Трендовый фильтр на CCI со старшего таймфрейма (без перерисовки) - Тепловая карта объёма по статистическому отклонению (3 уровня) - Генерация сигналов с ограничением по сессии и визуальным фоном - Динамическая система выхода по трейлинг-стопу - Встроенный калькулятор размера позиции с ATR-буфером - Многоуровневая справочная таблица тейк-профитов - Готовые алерты с полным торговым контекстом - Полностью настраиваемые параметры - Pine Script v6 📈 **Рекомендации по использованию** - Для лучших результатов устанавливайте таймфрейм Trend Indicator выше таймфрейма графика (например: график на 1 мин → Trend Indicator на 15 мин; график на 5 мин → Trend Indicator на 1 час). - Комбинируйте с уровнями поддержки/сопротивления, рыночной структурой или подтверждением со старшего таймфрейма. - Настраивайте пороги объёма в зависимости от типичного профиля объёма инструмента. - Используйте таблицу расчёта позиции для поддержания последовательного управления рисками. 🔧 **Настраиваемые параметры** Практически каждый аспект индикатора можно настроить через панель Настройки/Аргументы: *ATR Trailing Stop:* Период и множитель быстрого ATR, период и множитель медленного ATR, возможность показать/скрыть быструю линию. *Trend Indicator:* Выбор старшего таймфрейма, период CCI, множитель и период ATR для расчёта тренда, возможность показать/скрыть. *Анализ объёма:* Длина MA, длина StdDev и три порога (средний, высокий, сверхвысокий) — настраивайте их под профиль объёма вашего инструмента. Возможность показать/скрыть окраску баров. *Фильтр сессий:* Время начала/окончания сигналов, три зоны сессий (холодная/рабочая/горячая) с независимыми временами начала/окончания и цветами фона — всё настраивается под расписание вашей биржи. *Расчёт позиции:* Капитал счёта (RUB), стоимость пункта (RUB), риск на сделку (%), буфер ATR (%) — эти параметры управляют таблицей расчёта позиции в реальном времени. *Таблица TP:* Каждый уровень тейк-профита (TP0.5, TP1, TP1.5, TP2, TP3) можно индивидуально показать или скрыть. Размер текста обеих таблиц выбирается отдельно. Эта гибкость позволяет адаптировать индикатор под различные инструменты, таймфреймы и торговые стили без изменения кода. 💰 **Рекомендуемый риск- и мани-менеджмент** Настоятельно рекомендуется использовать структурированную систему управления рисками и капиталом с многоступенчатыми выходами: *Риск на сделку:* 1% от капитала счёта. Встроенный модуль расчёта позиции автоматически вычисляет точное количество контрактов для этого уровня риска. *Многоступенчатая система выходов:* - **Достигнут 0.5R** — перевод стоп-лосса в безубыток (цена входа). Это полностью устраняет риск по сделке. - **Достигнут 1R** — фиксация половины позиции для закрепления прибыли. Для оставшейся части выберите один из двух подходов в зависимости от результатов вашего собственного бэктеста: либо трейлинг стопа по медленной линии ATR, либо удержание до фиксированного R-мультипла (например, 1.5R, 2R или 3R). Таблица TP на графике отображает все эти R-уровни в реальном времени, что позволяет визуально планировать выходы. Прошлые результаты не гарантируют будущих — всегда проверяйте любую стратегию выхода собственным бэктестом перед реальной торговлей. 📈 **Благодарности** Создано на основе идей: - ATR Trailing Stop — Ceyhun - Trend Magic — Kivanc Ozbilgic - Heatmap Volume — xdecow
อินดิเคเตอร์ Pine Script®
โดย shevtsov360
Deep Bars [Kioseff Trading]Hello Friends & Traders! 🔹 Deep Bars Deep Bars is a lower-timeframe reconstruction tool designed to break each candle into a price-based internal structure . Instead of viewing a bar as a single OHLC print, this tool redistributes intrabar participation across price levels, showing where activity, delta, and directional pressure concentrated inside the bar itself . Think of it as a way to look inside the candle . intrabar participation distributed by price level buy vs sell pressure mapped inside each bar delta-driven visualization of internal structure volume-based or delta-based profile sizing stacked recent bars for direct comparison lower timeframe reconstruction of candle internals (up to 1 tick) 🔹 What the tool shows 🔸 Deep Bar Structure Each visible bar is reconstructed using lower timeframe data and divided into configurable price rows. This allows the script to build an internal map of activity inside the candle, showing how participation distributed throughout its range. This helps reveal: where activity concentrated inside the bar which price regions attracted the most interaction how the bar built from low to high 🔸 Directional participation The script estimates directional pressure using lower timeframe price movement and distributes that pressure across the bar’s traded range. This allows you to observe: where buying pressure was strongest where selling pressure dominated how directional activity distributed through the candle Instead of treating the candle as one net result, Deep Bars breaks it into a layered participation structure . 🔸 Volume mode In its default form, the profile width reflects total intrabar participation at each price level. This helps identify: high activity zones inside the bar areas where the market spent more effort internal high-interest regions This mode focuses on where the bar traded most actively , regardless of which side was dominant. 🔸 Delta Bars mode When Delta Bars mode is enabled, the visualization shifts from general activity to directional imbalance . Positive delta levels extend one way, while negative delta levels extend the other, helping expose where directional pressure accumulated inside the bar. This makes it easier to see: which prices were dominated by buyers which prices were dominated by sellers where internal imbalance became most extreme This mode is about pressure and imbalance , not just participation. 🔸 Recent bar stacking The script displays multiple recent reconstructed bars side by side, allowing you to compare internal structure across the most recent candles. This helps reveal: whether participation is shifting higher or lower whether recent bars are building similarly or differently how internal pressure changes from one bar to the next Rather than looking at candles in isolation, you get a stacked structural view of recent bar development. 🔸 Price-row resolution Each bar is divided into a configurable number of rows. Higher row counts provide finer structural detail, while lower row counts simplify the visualization. This lets you control the balance between: detail clarity performance 🔸 Lower timeframe reconstruction The script uses lower timeframe data to estimate how participation distributed through each candle. Granularity can be selected between: 1-minute 1-second 1-tick This allows the internal structure to become more detailed as lower granularity data becomes available. 🔸 Buy / sell volume labels Each price row includes separate displayed values for: sell-side participation buy-side participation This gives a direct read on how activity distributed at each level, rather than relying only on color or profile width. 🔸 Gradient-based intensity Color gradients help represent the magnitude of participation and directional pressure at each price level. This makes it easier to spot: high-intensity zones low-interest areas strong directional concentrations Stronger color intensity reflects stronger internal participation or imbalance. 🔹 How to read it Each component gives a different layer of information: Candle body / wick → the outer structure of the bar Profile width → where participation concentrated Delta mode → where directional imbalance built Buy / sell labels → how each side contributed at a level Stacking → how internal structure changes bar to bar 🔹 Why this tool is useful It gives you: a way to look inside candles instead of only at candle outcomes price-based intrabar participation mapping clear visualization of internal volume and delta structure context for where buying or selling pressure concentrated a deeper structural view of recent bar development 🔹 Best use cases analyzing internal candle structure comparing recent bars side by side spotting hidden participation concentrations finding where directional pressure built inside a move adding lower-timeframe context to bar-by-bar analysis 🔹 Important note This tool uses lower timeframe data to reconstruct intrabar structure. This means: it is an approximation of internal order flow accuracy depends on available lower timeframe data selected granularity impacts precision different symbols and data feeds may produce different levels of detail 🔹 Inputs you can customize The script includes flexible controls such as: granularity selection bar count to display row resolution volume mode vs Delta Bars mode color customization display offset Closing Notes Deep Bars is built to shift the focus from how a candle finished to how it developed internally . It helps reveal not just what the bar looked like from the outside, but where participation and pressure were concentrated inside it . Thank you for checking it out!
อินดิเคเตอร์ Pine Script®
โดย KioseffTrading
4
Liquidity Tessera [JOAT]Liquidity Tessera Introduction Liquidity Tessera is an advanced open-source volume intelligence pane that fuses Cumulative Volume Delta (CVD), Weis Wave volume clustering, multi-design intensity bars, volume absorption and climax detection, CVD momentum ribbon, liquidity exhaustion tracking, session-partitioned delta accumulation, and a comprehensive 16-row dashboard into a unified volume analysis system. This indicator transforms raw volume data into actionable intelligence about who controls the market — buyers or sellers — and whether that control is strengthening or weakening. Standard volume indicators show you how much trading occurred. Liquidity Tessera shows you the character of that trading: whether volume is flowing in or out (CVD), whether volume waves are expanding or contracting (Weis Wave), whether institutions are absorbing supply or distributing into demand (absorption detection), and whether a move is reaching climactic exhaustion (climax and exhaustion signals). The indicator operates in its own pane below the price chart, providing a complete volume intelligence layer without cluttering price action. Core Concepts 1. Cumulative Volume Delta (CVD) CVD approximates the net buying and selling pressure by assigning each bar's volume as positive (buying) when the close is above the open, and negative (selling) when the close is below the open: float barDelta = close > open ? volume : close < open ? -volume : 0.0 var float cvdRaw = 0.0 cvdRaw := nz(cvdRaw ) + barDelta The cumulative sum of these deltas creates a running total of net order flow. Rising CVD indicates net buying pressure is accumulating; falling CVD indicates net selling pressure. The indicator offers optional normalization using a z-score approach (CVD relative to its rolling mean and standard deviation), which makes CVD comparable across different instruments and timeframes. CVD divergences from price are particularly significant: when price makes a new high but CVD does not confirm (it stays below its recent high), it suggests the rally lacks genuine buying conviction and may be vulnerable to reversal. 2. Weis Wave Volume Clustering The Weis Wave method groups volume into directional waves. Rather than looking at volume bar-by-bar, it accumulates volume during each directional swing. A wave reversal is triggered when price moves against the current wave direction by more than a configurable ATR-based threshold: float waveThreshold = ta.atr(waveAtrLen) * waveAtrMul // When price reverses by more than the threshold, the wave completes // and accumulated volume is plotted as a single wave column This reveals the Wyckoff-style volume pattern: are up-waves attracting more volume than down-waves (accumulation), or are down-waves attracting more volume (distribution)? The indicator tracks wave history and detects divergences between price swings and their corresponding wave volumes. 3. Volume Absorption Detection Institutional absorption occurs when large players absorb selling pressure (or buying pressure) without allowing price to move significantly. The indicator detects this by identifying bars where volume is extremely high relative to average (above the configurable threshold, default 2x) but the price range is unusually small (below 50% of average range): High volume + small range = someone is absorbing the opposite side's orders This often occurs at the end of trends when institutions are building positions against the prevailing direction Absorption bars are highlighted with a distinct amethyst color and labeled "ABS" on the chart. 4. Volume Climax Detection A volume climax occurs when extreme volume (above the configurable threshold, default 3x average) coincides with a reversal candle pattern — specifically, a bar with a large wick-to-body ratio (wick > 2x body). This combination suggests that a massive influx of orders met strong opposition, creating a potential turning point. Climax bars are highlighted in fuchsia and labeled "CLIMAX." 5. Liquidity Exhaustion Tracking The indicator tracks consecutive Weis Waves where volume declines from wave to wave. When two or more consecutive waves in the same direction show declining volume, it signals exhaustion — the trend is running out of fuel. This is a classic Wyckoff concept: a trend sustained by decreasing volume is unsustainable. 6. Delta Intensity Bar Coloring Rather than simple up/down coloring, the indicator offers gradient-based bar coloring where the intensity of the color reflects the strength of the bar's delta relative to average volume: float deltaStr = math.min(math.abs(barDelta) / volMA, 2.0) / 2.0 // Weak delta = faint color, strong delta = vivid color baseCol := color.from_gradient(deltaStr, 0, 1, color.new(TESS_INFLOW, 65), color.new(TESS_INFLOW, 0)) This means a green bar with faint color had weak buying conviction, while a vivid green bar had strong buying conviction — information not available from standard volume bars. 7. CVD Momentum Ribbon A fast and slow EMA of the raw CVD create a momentum ribbon. When the fast CVD EMA is above the slow, delta momentum is bullish (buying pressure is accelerating). Crossovers between the two indicate shifts in delta momentum direction. Features Four Bar Design Modes: Solid (standard filled bars), Hollow (outline only), Intensity (transparency scales with volume relative to average), and Glass (semi-transparent with a stepline cap) — each providing a different visual emphasis Weis Wave Histogram: Background columns showing completed wave volumes, colored by wave direction. Up-wave volumes plot above zero, down-wave volumes below CVD Overlay: The cumulative delta line scaled to fit the volume pane, with gradient coloring from bearish (red) to bullish (teal) based on CVD value Session Volume Accumulation: Separate tracking of pre-market, regular, and post-market session volumes and deltas, with session background coloring Delta Pressure Score: A 0-100 percentage measuring net buying pressure over the last 20 bars. Above 60 = buy pressure dominant, below 40 = sell pressure dominant Wave Volume Comparison: Real-time comparison of the current wave's volume against the previous wave, classified as Expanding, Steady, or Contracting Liquidity State Classification: Categorizes the current bar as Absorption, Climax, Exhaustion, Spike, Dry-Up, or Normal based on the composite of all detection systems Volume Spike Detection: Identifies bars where volume exceeds 2.5x average with a background highlight Session Delta Bias: Tracks whether the current session's cumulative delta is net accumulating or distributing 16-Row Dashboard: Displays bar delta, CVD state, volume ratio, wave direction, session volumes, last wave volume, liquidity state, delta pressure, CVD momentum, wave volume comparison, session delta bias, delta strength, active wave volume, exhaustion counts, and bar style Input Parameters Cumulative Delta: CVD Smoothing: EMA period for CVD smoothing (default: 14) Normalize CVD: Toggle z-score normalization for cross-asset comparability (default: on) CVD Ribbon Fast/Slow: EMA periods for the momentum ribbon (default: 8/21) Wave Volume: Wave ATR Multiplier: Threshold for wave reversal detection (default: 1.5) Wave ATR Length: ATR period for wave threshold (default: 14) Signals: Absorption Vol Threshold: Volume multiple for absorption detection (default: 2.0) Climax Vol Threshold: Volume multiple for climax detection (default: 3.0) Toggles for wave divergence, absorption, climax, and exhaustion signals Visuals: Bar Style: Solid, Hollow, Intensity, or Glass (default: Intensity) Toggles for delta intensity coloring, wave histogram, CVD overlay, CVD ribbon, session background, and dashboard How to Use This Indicator Step 1: Read the Liquidity State Check the dashboard's Liquidity State. "Absorption" at support suggests institutions are buying. "Climax" after an extended move suggests a potential turning point. "Exhaustion" means the trend is losing volume fuel. "Normal" means standard conditions apply. Step 2: Monitor CVD Direction Rising CVD confirms uptrends; falling CVD confirms downtrends. CVD diverging from price is a warning sign. If price is making new highs but CVD is flat or declining, the rally may lack genuine buying support. Step 3: Compare Wave Volumes In a healthy uptrend, up-wave volumes should be larger than down-wave volumes. If down-wave volumes start exceeding up-wave volumes while price is still rising, distribution may be occurring. The Wave Volume Comparison metric in the dashboard tracks this automatically. Step 4: Use Delta Pressure for Bias The Delta Pressure score (0-100) provides a quick read on who controls the last 20 bars. Above 60 = buyers dominate. Below 40 = sellers dominate. Between 40-60 = balanced/contested. Step 5: Watch for Signal Clusters The most significant moments occur when multiple signals cluster: an absorption bar followed by a wave divergence during an exhaustion phase, for example, creates a high-conviction reversal setup. Single signals in isolation are less reliable. Indicator Limitations The CVD approximation (close > open = buying, close < open = selling) is a simplification. True order flow data requires Level 2/DOM data not available in Pine Script. This approximation works reasonably well on liquid instruments but is inherently imprecise Volume data quality varies significantly across instruments and data providers. Forex "volume" is typically tick count, not actual traded volume. Crypto volume may include wash trading. The indicator's effectiveness depends on the quality of the underlying volume data Weis Wave reversal detection depends on the ATR threshold parameter. Too small a threshold produces too many waves (noise); too large produces too few (missing genuine reversals). The optimal setting varies by instrument and timeframe Absorption and climax detection use fixed ratio thresholds. What constitutes "extreme" volume varies across instruments and market conditions. The thresholds may need adjustment Session volume tracking uses TradingView's built-in session detection, which may not align perfectly with all exchanges or instruments The indicator operates in a separate pane and cannot overlay directly on price. Cross-referencing signals with price action requires visual comparison between panes Originality Statement This indicator is original in its comprehensive fusion of multiple volume analysis methodologies into a unified intelligence pane. While individual components (CVD, Weis Wave, volume absorption) exist separately, this indicator is justified because: The integration of CVD, Weis Wave clustering, absorption detection, climax detection, and exhaustion tracking into a single system provides layered volume intelligence not available in any single existing indicator The delta intensity bar coloring system uses gradient transparency based on delta strength, providing conviction information within the volume bars themselves The liquidity state classification system synthesizes all detection subsystems into a single categorical assessment of current market conditions Session-partitioned delta tracking reveals whether accumulation or distribution is occurring within specific market sessions The CVD momentum ribbon provides a trend-following overlay on the delta data, identifying shifts in buying/selling momentum Four distinct bar design modes (Solid, Hollow, Intensity, Glass) offer visual flexibility for different analysis preferences Wave volume comparison with expanding/contracting classification automates Wyckoff-style wave analysis Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Trading involves substantial risk of loss. Volume analysis provides context about market participation but does not predict future price direction. Absorption, climax, and exhaustion signals are probabilistic patterns that can and do fail. CVD approximations are not equivalent to true order flow data. Always use proper risk management and conduct your own analysis. The author is not responsible for any losses incurred from using this indicator. -Made with passion by officialjackofalltrades
อินดิเคเตอร์ Pine Script®
โดย officialjackofalltrades
AG Pro Liquidity Heatmap [AGPro Series]AG Pro Liquidity Heatmap Overview / What it does AG Pro Liquidity Heatmap is a visual liquidity-mapping tool designed to project areas where resting stop interest is more likely to be concentrated. Instead of focusing on a single pattern or a one-bar signal, this script builds a forward-looking heatmap from clustered pivot behavior and displays that information as persistent horizontal liquidity bands on the chart. The core idea is simple: repeated reactions around similar price levels often create zones where traders place stops, breakout orders, or defensive exits. When those levels begin to cluster, they can become structurally important. This script converts that clustering behavior into a heat score and renders it as layered Fire / Ice bands so traders can quickly identify where liquidity concentration may be building above or below current price. The script is not built as a prediction engine, and it does not attempt to claim where price must go next. Its purpose is to help traders organize the chart, monitor the nearest active liquidity bands, and understand which nearby levels appear more saturated, more persistent, or already mitigated. In that sense, it is best used as a market-structure context tool rather than as a standalone entry model. This script is also intentionally different from traditional support/resistance overlays, breakout detectors, and liquidity sweep labels. It does not merely mark recent highs and lows. It clusters pivot-derived levels, weights them into a dynamic heat score, extends them cleanly to the right side of the chart, and then updates or extinguishes them as price interacts with those zones. Unique Edge The unique edge of this script is that it treats liquidity as a developing field rather than a static line. A normal horizontal level script may show one prior high or one prior low. AG Pro Liquidity Heatmap instead tracks repeated pivot concentration, merges nearby levels into composite zones, scores those zones, and then visualizes the result as a layered heat structure. A second differentiator is the lifecycle logic. Once a band has been interacted with, the script does not leave every level unchanged forever. Depending on the selected behavior, a zone can fade or be removed after liquidity is taken. This helps reduce visual clutter and keeps the chart focused on currently relevant liquidity structures rather than a permanently accumulating archive of old levels. A third differentiator is presentation. The script is designed to produce a clean forward projection area with right-extending heat bands, readable labels, Fire / Ice theme control, a functional heatmap panel, and an optional EQ Magnet line that tracks the balance area between the nearest active upper and lower liquidity bands. The goal is not only analytical clarity, but also a chart layout that remains readable during live use. Methodology 1) Pivot detection The script first identifies pivot highs and pivot lows using user-defined left and right pivot lengths. These pivots are treated as candidate liquidity reference points. 2) Cluster merging If a new pivot forms close enough to an existing level, based on an ATR-driven merge distance, the script merges that information into the existing zone rather than creating unnecessary duplication. This allows nearby pivots to accumulate into a stronger composite band. 3) Heat scoring Each zone receives a heat score. Repeated clustering increases that score. When volume weighting is enabled, pivots formed with relatively stronger volume can contribute more heavily to the final score. This does not reveal actual order book liquidity, but it can provide a useful proxy for where market attention and stop concentration may be stronger. 4) Layered rendering Each active zone is rendered as a multi-layer horizontal band. The band thickness and saturation scale with heat score, which makes stronger zones visually heavier than weaker ones. This helps the chart communicate intensity without requiring the user to read every value manually. 5) Liquidity lifecycle When price reaches a zone, the script can either fade it or remove it depending on the selected extinguish mode. Optional mitigation tracking can leave a visual reminder of where liquidity was taken. This behavior is important because it keeps the heatmap adaptive rather than static. 6) Balance tracking When both upper and lower active liquidity bands are available, the script can display an EQ Magnet line between the nearest bands. This is not a target call. It is a contextual balance reference that can help visualize the midpoint of the currently nearest active liquidity field. States & Visual Elements - Fire bands represent upper liquidity concentration derived from pivot highs. - Ice bands represent lower liquidity concentration derived from pivot lows. - Stronger zones become visually denser and more prominent as heat score rises. - Zone labels display side, heat score, and price information in either compact or detailed mode. - The Heatmap Panel summarizes active band count, nearest zones, strongest zones, heat balance, last sweep information, and the current extinguish behavior. - The EQ Magnet line highlights the midpoint between the nearest active upper and lower bands when enabled. - Optional mitigation tracks can remain on the chart after liquidity is taken. How to use it This script is generally most useful as a context layer. Many traders may choose to use it in one of three ways: - to map where price may interact with nearby liquidity concentration, - to judge whether the closest active field is above or below current price, - to avoid taking impulsive decisions directly into dense opposing liquidity. The script can also be useful for chart organization. Traders who already use trend tools, structure tools, or trigger models may use the heatmap as a location filter. For example, a setup forming directly into a strong opposing liquidity band may deserve more caution than a setup developing in cleaner space. Key Inputs Pivot Left / Right Bars Controls how pivots are detected. Smaller values can produce more frequent zones; larger values can make the structure more selective. Cluster Merge Distance (ATR) Defines how close pivots must be to merge into the same liquidity band. Lower values keep zones more separated; higher values create broader clustering. Volume-Weighted Mode Allows higher-volume pivots to contribute more strongly to heat score. This is a proxy weighting mechanism, not direct order-flow confirmation. Minimum Heat Score To Show Filters out weaker zones from the visual display. Visual Saturation Score Controls how quickly the visual intensity reaches its maximum appearance. Base Band Height and Horizontal Band Density Shape the visual footprint of each zone and determine how rich or minimal the rendered band structure appears. Label controls Allow the user to choose label mode, font size, theme, label offsets, and label density. Panel controls Allow the user to change panel visibility, location, theme, and font size. Liquidity Taken Behavior Determines whether mitigated zones fade or are removed. Limitations & Transparency This script does not access order book data, exchange liquidation feeds, or hidden liquidity information. The displayed heatmap is derived from chart-based pivot clustering and optional volume weighting. For that reason, the bands should be understood as technical liquidity proxies rather than direct measurements of real resting orders. The heat score is also relative to the script's own internal logic. It is a ranking mechanism inside this model, not an absolute market-wide score. A higher score means a zone has accumulated more structural weight within the selected settings; it does not guarantee a reaction. Like any chart tool based on pivots, the behavior of the script depends on the chosen timeframe, the selected sensitivity inputs, and the structure of the instrument being analyzed. Lower timeframes can create more noise, while higher timeframes can produce fewer but broader zones. The EQ Magnet line is a contextual midpoint reference only. It should not be interpreted as a fixed target, a required destination, or a directional forecast. Risk Disclosure This script is a visual analysis tool for chart study and trade planning. It is not financial advice, not an execution system, and not a promise of future price behavior. Liquidity zones can fail, be overrun, or be ignored by price entirely. No indicator should be used in isolation. Traders should consider market structure, volatility, risk management, execution quality, and their own process before making trading decisions. Always test settings carefully and use position sizing appropriate to your own risk tolerance.
อินดิเคเตอร์ Pine Script®
โดย AGProLabs
3
AG Pro Trend Continuation Quality [AGPro Series]AG Pro Trend Continuation Quality Overview / What it does AG Pro Trend Continuation Quality is an overlay built to evaluate whether a pullback is behaving like a healthy retracement inside an active trend, or whether the move is losing structural quality before continuation can develop. Instead of treating every dip in an uptrend or every pop in a downtrend as equally important, the script isolates pullback sequences and scores them through a continuation-quality framework. The goal is not to predict every next candle. The goal is to help traders judge whether the market is showing disciplined retracement behavior that often precedes trend continuation. The model combines trend alignment, pullback depth, pullback duration, relative volume behavior during the retracement, and the strength of the bounce candle that attempts to resume the trend. These conditions are translated into a compact quality score so the user can quickly separate cleaner continuation structures from weaker ones. On the chart, the script highlights pullback zones, tracks the retracement box, displays a continuation-quality label, and maintains an information panel that summarizes trend state, recent quality readings, best quality, average quality, and internal distribution data. The result is a workflow-oriented continuation map rather than a simple trend-following overlay. Unique Edge The distinctive part of this script is that it does not label trend continuation from trend direction alone. A bullish EMA stack or bearish EMA stack is not enough by itself. The script specifically evaluates the quality of the retracement before the continuation attempt is scored. That makes it meaningfully different from basic EMA trend tools, pullback highlighters, or single-condition continuation signals. Many tools can say that price is above or below an average. Fewer tools attempt to measure whether the internal anatomy of the pullback remains constructive for continuation. The scoring engine focuses on five practical questions: 1. Is the broader trend aligned? 2. Is the pullback still structurally controlled rather than excessively deep? 3. Did the retracement last a reasonable number of bars? 4. Did volume contract during the pullback instead of expanding aggressively against trend? 5. Did the bounce show enough intent to suggest renewed directional participation? This creates a cleaner framework for evaluating continuation setups in a way that is visual, systematic, and easier to compare across multiple pullbacks on the same chart. Methodology The script first determines directional context using EMA alignment and, when needed, swing-structure logic. This creates a working trend state that frames whether the script should be looking for bullish or bearish pullback behavior. Once a directional leg is active, the script begins tracking a pullback when price retraces against that trend. During the retracement, it measures: - how far the pullback travels relative to the prior trend leg, - how many bars the pullback lasts, - how pullback volume compares with the prior expansion leg, - and whether the bounce candle shows convincing re-engagement. These components are translated into a 0 to 10 quality score. Higher scores represent more orderly and structurally coherent pullbacks. Lower scores represent weaker or more suspect retracements. The visual output is designed to make those evaluations easier to read in real time: - pullback boxes frame the retracement zone, - optional fib-depth line shows the deepest retracement point tracked inside the pullback, - labels display score, quality grade, depth, duration, and relative volume, - panel metrics summarize the current continuation environment. Signals & Alerts The script is designed as a quality-mapping tool, not as an automatic trade system. Its event logic revolves around the completion of a pullback and the appearance of a bounce candle that attempts to resume the trend. When that bounce qualifies, the script calculates the final continuation-quality score and can display the setup if it meets the user-defined minimum score threshold. Available workflow signals include: - active bullish or bearish trend state, - pullback in progress, - completed pullback with scored continuation attempt, - high-quality continuation events when the score reaches stronger thresholds. Optional alerts can be used for: - high-quality continuation conditions, - or any scored pullback event, depending on user preference. Because alerts are tied to the script’s scoring and confirmation logic, they are intended to support chart review and decision-making rather than act as guaranteed execution instructions. Key Inputs EMA Fast Length / EMA Mid Length / EMA Slow Length These define the trend stack used to frame directional bias. Swing Pivot Length Controls the swing-structure sensitivity used in secondary trend detection. Max Pullback Depth (%) Defines how strict the script is when assessing whether a retracement remains healthy relative to the prior trend leg. Min Pullback Bars / Max Pullback Bars Controls the acceptable pullback duration window. Volume Decline Ratio Helps determine whether the retracement is occurring on lighter activity relative to the prior directional leg. Minimum Score to Display Filters weaker continuation events from the chart. Label Size / Label Offset / Reduce Label Overlap Lets the user adapt chart readability to their own zoom level and instrument volatility. Panel Position / Panel Font Size / Panel Theme Allows the continuation dashboard to be integrated into different chart layouts without dominating screen space. Limitations & Transparency This script does not know future market intent. It evaluates observable price and volume behavior after conditions form on the chart. A high score does not guarantee continuation. It only indicates that the completed pullback meets the script’s internal definition of stronger continuation quality relative to other pullbacks. The model is also sensitive to market regime. Trend continuation behavior tends to be clearer in directional markets and less reliable in highly compressed, erratic, or news-driven conditions. Volume behavior can vary across instruments and data feeds. On some assets, especially where volume data is synthetic, limited, or structurally uneven, the volume component should be interpreted with caution. Like other structure-based tools, this script can produce different practical usefulness depending on timeframe, instrument, volatility regime, and chart cleanliness. Users should calibrate inputs based on the market they are studying rather than treating defaults as universal settings. This script should not be viewed as: - a prediction engine, - a standalone trade system, - a replacement for risk management, - or a guarantee that a bounce will develop into a full continuation leg. Risk Disclosure This script is for chart analysis and educational use. It is designed to help users study pullback quality inside established trends, not to provide financial, investment, or trading advice. All trading and investing involve risk. Market conditions can change quickly, and even high-quality continuation structures can fail. Users should apply their own confirmation process, position sizing rules, and risk controls before acting on any market observation. Use the script as a structured continuation framework, not as certainty.
อินดิเคเตอร์ Pine Script®
โดย AGProLabs
2
AG Pro Reversal Pattern Quality Scanner [AGPro Series]AG Pro Reversal Pattern Quality Scanner Overview / What it does AG Pro Reversal Pattern Quality Scanner is an overlay tool designed to detect and visualize selected classical reversal structures directly on the chart while adding a structured quality layer to each valid setup. The script focuses on four widely recognized reversal formations: Double Top, Double Bottom, Head & Shoulders, and Inverse Head & Shoulders. Instead of marking every possible structural resemblance, the script applies a filtered detection workflow based on pivot structure, pattern width, peak or trough equality, pullback depth, neckline logic, and an internal quality model. The goal is not simply to identify a shape, but to highlight formations that display more balanced structure and more usable context. Each detected pattern can be displayed with a pattern box, a projected neckline, and a quality label that summarizes the pattern type, directional bias, quality score, and grade. This makes the script suitable for traders who want a structured visual map of potential reversal zones rather than a raw pattern-highlighting tool with no ranking logic. The indicator is built for chart reading and workflow support. It does not attempt to forecast future price movement with certainty, and it should not be interpreted as a standalone trade system. Its role is to help users organize reversal structures, compare them visually, and focus on higher-quality formations when reviewing price action. Unique Edge The main distinction of this script is that it does not treat all reversal patterns as equivalent. A detected pattern is further evaluated through a composite quality framework that considers structural symmetry, pullback depth, and volume behavior during formation and break conditions. For Double Top and Double Bottom structures, the script checks whether the two peaks or troughs remain sufficiently close to each other within a defined tolerance and whether the intermediate pullback is large enough to make the structure meaningful. For Head & Shoulders and Inverse Head & Shoulders structures, the script evaluates shoulder symmetry, time symmetry, and relative positioning of the head against the shoulders. The volume component is not used as a promise of confirmation. It is used as an additional contextual factor inside the quality score. In general terms, contracting volume during formation and stronger participation during the break candidate can improve the overall score when those conditions are present. Another important part of the design is visual prioritization. The script does not only draw the structure. It also attempts to keep the chart readable by organizing labels, neckline extensions, and pattern boxes in a way that preserves interpretation. The result is a cleaner reversal-pattern map that aims to be more practical than a simple shape detector. Methodology The script begins with swing pivot detection. These pivots act as the structural foundation for all pattern candidates. Once enough pivot highs and lows are available, the script evaluates whether recent pivot sequences fit the requirements of one of the supported reversal structures. For Double Top detection, the script checks whether two recent highs are similar enough, whether the interim low forms a valid neckline reference, whether the pattern width stays within defined limits, and whether price has broken below the neckline. For Double Bottom detection, the logic is mirrored on the bullish side through two similar lows, an interim high as the neckline reference, and a bullish break condition above that neckline. For Head & Shoulders detection, the script evaluates a sequence of three pivot highs where the middle high must exceed the two shoulders. It then estimates neckline structure from the lows between those highs and applies symmetry and pullback checks before accepting the setup. Inverse Head & Shoulders applies the same structural concept in reverse using pivot lows. After a valid break condition is detected, the script calculates a composite quality score. This score is based on user-controlled weights for volume behavior, symmetry, and pullback depth. The final output is normalized into a 1 to 10 quality scale, then translated into a grade label for easier scanning. Signals & Alerts The script can generate pattern-based alert conditions for: - Double Top - Double Bottom - Head & Shoulders - Inverse Head & Shoulders These alerts are tied to the script’s internal structural conditions and neckline break logic. As with any chart-based alert workflow, users should confirm that the selected settings match their market, timeframe, and execution style. Visual output can include: - Pattern boxes - Neckline lines - Neckline labels - Pattern quality labels - Break candle highlighting - Information panel with detection statistics The quality label is intended to summarize the detected structure, not to guarantee outcome quality. A higher score means the pattern aligned more closely with the script’s internal criteria. It does not mean the setup must succeed. Key Inputs The script includes adjustable inputs for both detection behavior and presentation. Key controls include: - Swing Pivot Length - Peak / Trough Equality tolerance - Minimum Pullback Between Peaks or Troughs - Minimum and Maximum Pattern Width - Minimum Quality to Display - Weighting of volume, symmetry, and pullback depth inside the quality score - Box, neckline, and pattern-label visibility - Global label size - Panel font size - Panel position - Neckline extension length - Pattern-specific alert toggles These controls make it possible to adapt the scanner to different chart densities, volatility profiles, and personal visual preferences. Limitations & Transparency This indicator is a rule-based pattern scanner. It is not a predictive engine, and it does not claim that all detected formations will lead to continuation or reversal. Classical chart structures can fail, invalidate, or behave differently depending on volatility, trend strength, liquidity conditions, timeframe, and broader market context. Pattern recognition on live charts is inherently sensitive to pivot settings and bar structure. Small changes in pivot length, equality tolerance, or minimum pullback can materially change how many formations appear. Because of that, users should treat the script as a configurable analytical framework rather than a universal template. The quality score is an internal ranking model built from the script’s own criteria. It is meant to help compare setups inside the same framework. It should not be interpreted as an objective probability model, a performance promise, or a substitute for independent trade management. Volume analysis also depends on the reliability and characteristics of the symbol’s reported data. On some instruments, volume may be less informative or behave differently than expected. Users should evaluate this in the context of their own market. Risk Disclosure This script is provided for chart analysis, workflow organization, and educational use. It does not provide financial advice, investment advice, or guaranteed trade signals. All trading and investment decisions remain the sole responsibility of the user. Reversal patterns can fail even when they appear clean and well-structured. Breaks can reverse, neckline moves can trap participants, and high-scoring formations can still underperform. Risk management, confirmation process, position sizing, and overall strategy design remain essential. Use this tool as a structured visual aid inside a broader decision-making process, not as a standalone reason to enter or exit a position.
อินดิเคเตอร์ Pine Script®
โดย AGProLabs
3
AG Pro Inside Bar Breakout Quality [AGPro Series]AG Pro Inside Bar Breakout Quality Overview / What it does AG Pro Inside Bar Breakout Quality is an overlay tool built to study one of the market’s most familiar compression structures: the inside bar. Instead of stopping at simple detection, the script evaluates what happens after the pattern forms and grades the breakout attempt with a structured quality model. The result is a workflow-oriented view of inside bar compression, breakout strength, and failed continuation behavior. The script first identifies a strict inside bar condition, where the current bar remains fully contained within the previous bar’s range. That parent range becomes the active reference zone. From there, the script monitors whether price resolves above or below the structure, whether the move is confirmed by close, whether volume supports the breakout, and whether the breakout later fails and re-enters the range within a user-defined window. This is not designed as a generic “any breakout” marker. Its purpose is narrower and more specific: it focuses on a compact volatility contraction event, then measures how decisively price leaves that compression. In practical chart work, this helps separate a low-commitment range poke from a more convincing expansion move. The visual presentation is intentionally structured. Inside bar zones are boxed, breakout direction is marked, quality is scored, and fakeouts are labeled when the breakout reverses back into the monitored range. This makes the script suitable for traders who want a cleaner way to inspect inside bar behavior without manually drawing every structure. Unique Edge The main difference here is that the script does not treat every inside bar break as equally meaningful. Many tools stop at “pattern detected” or “level broken.” This script adds a second layer: breakout quality. That layer is derived from close position, volume context, candle body participation, and alignment with the parent candle’s directional bias. A second differentiator is the built-in fakeout logic. After a breakout is detected, the script continues to watch price for a limited number of bars. If the move quickly returns back through the breakout boundary, the event is tagged as a fakeout. This adds post-event context instead of only marking the first directional move. Another distinction is that the methodology is deterministic and chart-native. The logic is rule-based, visible, and reproducible from bar to bar. Users can decide whether to require close confirmation beyond the inside bar range, whether to require volume confirmation, and how strict they want the displayed threshold to be through the minimum score filter. In short, this script is not only about finding compression. It is about ranking the quality of the expansion attempt that follows the compression, while also acknowledging that some breakouts fail quickly and should be read differently. Methodology 1) Inside Bar Detection An inside bar is identified when the current bar’s high is lower than the previous bar’s high and the current bar’s low is higher than the previous bar’s low. This creates a strict containment definition based on the previous candle’s full range. 2) Reference Zone Once an inside bar is detected, the prior candle becomes the parent reference bar. Its high and low define the active breakout boundaries. That range can be visualized as a box, with an optional midpoint line to make the compression zone easier to read on chart. 3) Breakout Confirmation A bullish breakout occurs when price moves above the parent high. A bearish breakout occurs when price moves below the parent low. Users can choose whether breakout confirmation should be based on close beyond the range or on a less restrictive intrabar break condition. 4) Quality Score Each breakout can be scored on a 0–10 scale. The score is built from multiple components: - close position relative to the inside bar boundary - volume ratio versus the selected moving average - body participation within the breakout candle’s total range - directional alignment between the breakout and the parent candle bias This scoring model is designed to estimate how committed the breakout candle appears, rather than assuming all breaks have equal informational value. 5) Fakeout Detection If enabled, the script monitors a user-defined number of bars after breakout. A bullish breakout that returns back below the upper boundary within that window is labeled as a bull trap / fakeout. A bearish breakout that returns back above the lower boundary within that window is labeled as a bear trap / fakeout. 6) Visual Layer The script can display the inside bar zone, midpoint, breakout arrows, score labels, and fakeout markers. A summary panel tracks aggregate statistics such as total inside bars, total breakouts, breakout direction counts, fakeouts, and the latest breakout score. Signals & Alerts The script can provide alert conditions for: - bullish inside bar breakout - bearish inside bar breakout - fakeout detection - high-quality breakout events - any breakout event These alerts are intended to help users monitor the pattern and its resolution more efficiently. They do not replace trade planning, confirmation from broader market context, or independent risk management. Key Inputs Min Score to Show Breakout Filters displayed breakout labels by quality threshold. This can be useful for reducing low-quality visual noise. Volume Confirmation Required When enabled, breakout evaluation requires volume to be above its moving average threshold. This can help remove low-participation breaks. Volume MA Period Defines the lookback length for average volume comparison. Require Close Beyond IB When enabled, breakout confirmation depends on bar close beyond the parent range. This creates a more conservative and more stable breakout definition. Max IBs to Display Controls how many recent structures and related objects remain visible on chart. Show IB Box / Midline / Breakout Arrow / Score Label Lets users decide how much visual detail they want to keep on screen. Glow Effect on High Score Adds emphasis to stronger breakout events without changing the underlying logic. Fakeout Window Defines how many bars after breakout the script should continue monitoring for a return back through the breakout boundary. Limitations & Transparency This script studies inside bar compression and subsequent breakout behavior. It does not claim to identify all meaningful consolidations, and it does not attempt to classify every market regime. The methodology is intentionally focused on one structure. The score is a rule-based quality model, not an objective measure of future outcome. A high score does not guarantee continuation, and a lower score does not guarantee failure. It simply reflects how the breakout candle and its context behave according to the script’s internal criteria. Volume-based interpretation may vary across symbols and markets. On some instruments, especially those with inconsistent or synthetic volume data, volume confirmation may be less informative than on others. Users should evaluate whether volume filtering is appropriate for the asset they are studying. Fakeout detection is also definition-dependent. The script labels a fakeout when price returns through the breakout boundary within the selected lookback window. Different traders may prefer a different timing window or a different failure definition. As with any overlay, chart readability depends on market volatility, timeframe, and user settings. On lower timeframes or during highly active periods, more visual events may appear. The built-in filters and display controls are there to help manage that density. Risk Disclosure This script is an analytical tool for chart study. It is not financial advice, not a trade recommendation, and not a promise of future results. Inside bar breakouts can behave differently across timeframes, instruments, and market regimes. Users should not rely on a single pattern, score, or alert in isolation. Context still matters, including trend condition, liquidity environment, nearby structure, volatility regime, and execution discipline. Before using this script in any live decision process, it should be reviewed in the specific market and timeframe relevant to the user’s own approach. Testing, observation, and risk controls remain essential.
อินดิเคเตอร์ Pine Script®
โดย AGProLabs
2
AG Pro Pin Bar Quality Filter [AGPro Series]AG Pro Pin Bar Quality Filter Overview / What it does AG Pro Pin Bar Quality Filter is a price-action overlay built to detect pin bar candles and then separate higher-quality rejection candles from weaker or noisier ones. The script does not treat every long-wick candle as equally meaningful. Instead, it evaluates the internal candle structure first, then applies a compact quality framework around volume, recent momentum, and local support/resistance context. The result is a filtered pin bar workflow designed for traders who want cleaner chart annotation rather than a raw pattern dump. This tool focuses on one specific job: identifying rejection candles with a measurable structure and presenting them with a readable quality label directly on the chart. It is intended to help users inspect potential reaction points, not to replace broader market context or execution rules. The visual design is intentionally simple at the core: pin bar body highlighting, wick emphasis, directional markers, and compact quality labels. This makes the script suitable for traders who want candle-based context without converting the chart into a full market-structure dashboard. Unique Edge The distinctive feature of this script is that it does not stop at pattern detection. A standard pin bar script often marks candles only because they have a long wick. This script goes further by checking whether the wick is large enough relative to the body, whether the body itself is small enough relative to the full candle range, and whether one wick clearly dominates the other. That combination helps reduce ambiguous candles that visually resemble pin bars but do not express clean rejection. After the structural test, the script applies a three-part quality model: - volume confirmation - momentum context - support/resistance proximity This creates a practical quality hierarchy rather than a binary pattern label. In other words, the script is not only asking “Is this a pin bar?” but also “How much contextual support does this pin bar have?” An optional piercing check is also available for users who want stricter validation. This adds another layer of selectivity by requiring the candle body to show stronger positional behavior relative to the prior bar. Methodology The script starts by measuring the current candle: - candle body size - full candle range - upper wick length - lower wick length - dominant wick versus body ratio A raw pin bar candidate requires: - a minimum wick/body ratio - a maximum body percentage of full range - directional wick dominance This helps define whether the candle is a legitimate bullish or bearish rejection structure. Bullish pin logic is based on lower-wick dominance. Bearish pin logic is based on upper-wick dominance. Once a raw pin bar is detected, the script evaluates three contextual filters. 1) Volume filter The current volume can be compared against a moving average of volume. This helps identify candles that form with relatively stronger participation. 2) Momentum confirmation The script can check whether recent candles were moving in the opposite direction of the current pin bar. For example, a bullish pin bar becomes more meaningful when it forms after short-term downward pressure, while a bearish pin bar becomes more meaningful after short-term upward pressure. 3) Support / resistance proximity The script tracks pivot-based reference levels and checks whether the pin bar forms close to a recent local support or resistance area, using an ATR-based distance threshold. Each passed filter contributes to the final quality score. This produces a compact tiered output instead of a single undifferentiated signal stream. Signals & Alerts The script can identify: - bullish pin bars - bearish pin bars - higher-quality pin bars based on the selected minimum score Visual elements may include: - body highlighting on detected pin bars - wick emphasis - directional arrow markers - quality labels with contextual details - an information panel summarizing the active state The quality label can display the signal tier and relevant confirmations such as: - wick/body ratio - volume confirmation - momentum confirmation - support/resistance proximity Alert conditions are available for: - bullish pin bars - bearish pin bars - prime-quality pin bars - any valid pin bar that meets the selected score threshold This allows users to align alerts with their own strictness settings rather than monitoring every possible candle manually. Key Inputs Important user controls include: - minimum wick/body ratio - maximum body percentage of full range - wick dominance threshold - optional piercing requirement - volume filter enable/disable - momentum filter enable/disable - support/resistance filter enable/disable - minimum quality score - label size - panel display - maximum number of displayed signals These settings make the script adaptable across different instruments and chart styles. Users who prefer a broader scan can lower the strictness, while users who want fewer but cleaner signals can raise the thresholds. Limitations & Transparency This script is a rule-based candle-quality filter. It is not a market prediction engine, and it does not attempt to classify broader trend structure, liquidity behavior, or macro regime by itself. A pin bar can still fail even when all filters pass. A visually strong rejection candle is not automatically a durable reversal. Context such as higher-timeframe structure, trend state, volatility regime, session behavior, and instrument-specific character still matters. Support and resistance detection in this script is pivot-based and proximity-based. It is designed as a practical contextual filter, not as a complete structural mapping model. Volume behavior also varies by asset and market type. On some instruments, especially where centralized volume data is limited or interpreted differently, the volume filter should be treated as a supplementary input rather than a universal truth test. The momentum check is intentionally compact and local. It is meant to improve candle context, not to replace broader directional analysis. For these reasons, the script is best used as a chart-reading assistant within a larger process, not as a standalone decision framework. Risk Disclosure This script is provided for technical analysis and chart annotation purposes only. It highlights selected pin bar conditions based on user-defined structural and contextual rules. It does not provide financial advice, investment advice, or guaranteed trade outcomes. Markets can remain irrational, trend continuation can invalidate rejection candles, and false positives can occur in all timeframes and asset classes. Users should validate the script on their own instruments, timeframes, and risk models before relying on it in live conditions. Position sizing, stop placement, execution discipline, and overall trade management remain the responsibility of the user. In summary, AG Pro Pin Bar Quality Filter is designed to help traders study rejection candles with more structure, more selectivity, and cleaner on-chart presentation than a basic pin bar marker, while remaining transparent about what the script does and does not do.
อินดิเคเตอร์ Pine Script®
โดย AGProLabs
2
Live HTF Volume POC - ChartDNAThis indicator displays a real-time volume profile with a dynamic Point of Control (PoC) line on any higher timeframe, from 15-minute sessions up to 3-month periods. HOW IT WORKS The script divides the selected timeframe's price range into configurable bins and accumulates normalized volume at each level. The bin with the highest volume is highlighted as the PoC. A stepping PoC line tracks how the highest-volume level shifts as the session develops in real time. When a new HTF session begins, the previous session's profile is frozen on the chart, building a visual history of volume distribution across sessions. FEATURES - Flexible timeframe selector supporting intraday (15m, 30m, 1h, 2h, 4h, 8h, 12h) through higher timeframes (Daily, Weekly, Monthly) - Dynamic PoC plotted as a stepline showing real-time PoC migration - 8 profile color styles: Default, Monochrome, Blue, Cyan, Green, Red, Orange, Purple (all gradient-based) - Adjustable bin count and PoC line width - Clean overlay with minimal chart clutter HOW TO USE - Use on lower timeframes (e.g., 5m or 15m chart) with a higher session timeframe (e.g., 1D or 1W) to see where volume is concentrating - The PoC level often acts as a magnet for price, useful for identifying support/resistance and mean-reversion zones - Combine with your existing price action or order flow analysis LIMITATIONS - Volume data quality depends on your broker/exchange feed - On very low-liquidity instruments, the profile may appear sparse - The indicator uses request.security() with a offset and lookahead to detect HTF boundaries; this does not introduce future data CREDITS Based on "Real-Time HTF Volume Footprint" by BigBeluga (open-source, CC BY-NC-SA 4.0). Modified with added timeframe flexibility, multiple gradient color styles, PoC line customization, and UI cleanup.
อินดิเคเตอร์ Pine Script®
โดย AIWAY
AG Pro Engulfing Candle Quality [AGPro Series]AG Pro Engulfing Candle Quality Overview / What it does AG Pro Engulfing Candle Quality is a price action overlay designed to detect bullish and bearish engulfing candles and then grade them through a structured quality framework instead of treating every engulfing event as equally important. Rather than marking all engulfing candles with the same visual weight, this script evaluates whether the candle shows characteristics that may make the event more meaningful in context. The goal is to reduce low-value pattern noise and help the user focus on engulfing candles that display stronger internal structure and better surrounding conditions. The script can color qualifying candles, display score labels directly on the chart, add optional background emphasis, and summarize recent signal state through an information panel. This makes it suitable for traders who want a cleaner way to review engulfing behavior without turning the chart into a generic pattern map. In practical use, the script is not intended to predict direction on its own. It is designed as a filtering and chart-reading aid for users who already work with structure, liquidity, support/resistance, trend context, or discretionary execution rules. Unique Edge Many engulfing tools stop at pattern detection. This script takes a different approach by treating engulfing candles as a quality event rather than a binary event. Its core difference is the scoring model. Each qualifying candle is evaluated through a multi-factor framework that can include relative volume behavior, body-to-range efficiency, prior directional context, engulf strength, and optional support/resistance proximity. This creates a 1-10 quality score that helps separate weaker engulfing events from stronger ones. The result is a more selective workflow: - detect the pattern, - evaluate the candle quality, - display only the events that meet the user’s threshold, - and keep the chart focused on higher-interest formations. This makes the script different from simple engulfing markers, basic candlestick libraries, or broad pattern collections. Its purpose is not to label everything. Its purpose is to rank and filter. Methodology The script identifies bullish and bearish engulfing conditions using configurable detection logic. Users can choose a stricter close-based interpretation or a broader wick-based interpretation depending on how selective they want the pattern engine to be. Once an engulfing candle is detected, the script evaluates the event with a weighted quality framework. The conceptual components include: 1. Relative volume The candle is compared against a moving average of volume. A candle that forms with stronger-than-normal participation can receive a higher quality contribution than one forming on ordinary or weak activity. 2. Body efficiency The candle body is evaluated relative to the full range. A larger, more decisive body may indicate stronger commitment than a candle with excessive wick noise and a relatively small real body. 3. Prior directional context The script reviews recent directional pressure over a user-defined lookback window. This helps distinguish engulfing candles that appear after a more meaningful opposing move from those that form in flatter or less informative conditions. 4. Engulf strength The script can incorporate how convincingly the current candle overtakes the prior candle structure, adding another layer beyond simple pattern recognition. 5. Optional support/resistance proximity Users can enable an additional contextual bonus when the engulfing event forms near pivot-derived support or resistance areas. These components are normalized into a score from 1 to 10. The score is then used for chart display, filtering, and alerts. This means the script is not simply asking whether an engulfing candle exists. It is asking whether the engulfing candle appears to have enough internal and contextual quality to deserve attention. Signals & Alerts The script can display: - bullish engulfing events, - bearish engulfing events, - candle coloring for qualified signals, - optional score labels, - optional background highlights, - and a chart panel summarizing recent signal state. Alerts are deterministic and based on confirmed rule conditions inside the script. Users can create alerts for: - bullish engulfing events, - bearish engulfing events, - high-quality bullish engulfing events, - high-quality bearish engulfing events, - or any engulfing event that meets the selected minimum score threshold. As with any chart tool, users should understand that alerts reflect the script’s rules, not an outcome guarantee. An alert means the selected condition has been satisfied according to the methodology. It does not imply that the next market move will be favorable. Key Inputs The script includes several controls so users can adapt the tool to different symbols and timeframes. Important inputs include: - minimum score required for display, - label cooldown to reduce visual clustering, - trend-strength lookback, - strict close-based or broader wick-based engulf logic, - bullish and bearish visibility toggles, - optional support/resistance bonus, - support/resistance pivot length, - ATR-based proximity setting, - scoring weights for volume, body efficiency, trend context, and engulf strength, - volume average threshold, - body/range threshold, - color controls for bullish, bearish, and score states, - label size, - background highlight toggle, - candle-coloring toggle, - score label visibility, - panel visibility, position, font size, and theme, - and minimum score required for alerts. These inputs allow the user to keep the script conservative and selective, or make it more permissive when reviewing more active charts. Limitations & Transparency This script is a rule-based visual analysis tool. It does not know future price action, and it does not confirm trade quality on its own. Several points are important: - An engulfing candle is still a local pattern. It can fail, especially in noisy or low-liquidity environments. - Strong scores do not guarantee continuation or reversal. - The support/resistance context is approximate and derived from pivot logic, not from a universal market map. - Volume behavior can vary across markets and data feeds. - Different timeframes can produce very different signal density and quality distribution. - The script is designed for confirmation and filtering, not for fully automated decision-making. Users should treat the score as a structured quality estimate, not as a promise. In many workflows, the script is most useful when combined with broader context such as market structure, trend bias, higher-timeframe levels, session behavior, or risk management rules. Risk Disclosure This script is provided for chart analysis and educational use. It is not financial advice, not an execution system, and not a guarantee of performance. All trading and investing involve risk. Market conditions can change quickly, and any pattern, score, or alert can fail. Users are responsible for their own analysis, entries, exits, and risk controls. Use the script as a decision-support tool, not as a substitute for judgment.
อินดิเคเตอร์ Pine Script®
โดย AGProLabs
2
Intrabar Order PressureDetects and visualizes significant intrabar volume bursts — defined as a cumulative volume increment above a configurable lot threshold between consecutive tick updates within a real-time candle — plotted as color-coded circles at the price level where the burst was detected. Circle size scales with burst magnitude. Green = upward price movement on the burst tick, red = downward. What it's for Spotting acute absorption and aggressive order flow within the current price movement. When significant volume clusters at a specific price level within a candle, it can indicate large players actively absorbing supply or demand. This indicator surfaces that activity directly on the chart. What it is not Not a true footprint chart. Since Pine Script has no access to aggressor side (bid/ask), the indicator uses the volume and price changes available across consecutive tick updates in the real-time candle to approximate order flow direction — bursts where price moved up are colored green, down red. Volume bursts represent batched activity across multiple transactions between tick updates, not individual orders. As these updates can only be recorded during a real-time candle’s lifecycle, historical rendering is not possible. Intended use Short-term traders and scalpers monitoring for institutional absorption, stop hunts, or momentum confirmation at key levels within the last N candles of live price action. Day traders who want to optimize their entries.
อินดิเคเตอร์ Pine Script®
โดย OGDub