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Volume Indicator

MACD Histogram Expansion Alerts (Scalp)Purpose: Alerts when MACD histogram is expanding (momentum increasing) rather than simply crossing. Designed for 1-minute scalping and intraday momentum confirmation. This script is for traders who are tired of late MACD cross alerts. Instead of firing when MACD lines cross (which often happens after the move), this indicator alerts when the MACD histogram is expanding — meaning momentum is actually increasing right now, not rolling over. I use it as a “heads up” alert, not a buy/sell signal. When it fires, I check price action, volume, VWAP, support/resistance, etc., to see if the move is worth trading. Best suited for 1-minute charts, scalping, and fast intraday momentum. MACD Histogram Expansion Alerts (Scalp) is a lightweight alert-focused indicator designed for intraday traders and scalpers, particularly on lower timeframes such as the 1-minute chart. Rather than triggering alerts on standard MACD line crossovers (which tend to lag in fast or volatile markets), this script detects MACD histogram expansion — a condition that indicates momentum acceleration, not just direction. 🔍 What this script does Uses a fast MACD configuration suitable for lower timeframes Monitors the MACD histogram slope and magnitude Triggers alerts only when the histogram expands for multiple consecutive bars Alerts are fired on bar close only, reducing noise and false intrabar signals 🚀 Why focus on histogram expansion? Histogram expansion highlights when momentum is building, which can be useful for: Continuation setups Early momentum confirmation Avoiding entries when momentum is already fading This approach is especially helpful in small caps, news-driven stocks, and volatile intraday instruments, where traditional MACD cross alerts can arrive too late. 🔔 Alert Types Bullish MACD Histogram Expansion Bearish MACD Histogram Expansion Each alert can be enabled independently and is intended as an attention signal, not a standalone trading system. ⚙️ Customizable Inputs MACD Fast / Slow / Signal lengths Number of consecutive expanding histogram bars required Optional minimum histogram magnitude filter Optional directional filter (above/below zero line) ⚠️ Important Notes!!!! This script does not place trades Alerts should be used with additional context, such as price action, volume, VWAP, or support/resistance Not designed for higher-timeframe or swing trading use . If you find this helpful, feel free to adapt it to your own trading style or timeframe. This script is meant to be simple, flexible, and non-opinionated.
อินดิเคเตอร์ Pine Script®
โดย jecoombs523
TrendSurfer Lite TrendSurfer Lite ⚡ Advanced Multi-Signal Trading Indicator for Precision Market Analysis TrendSurfer Pro LITE is a comprehensive trading system combining multiple technical analysis tools into one powerful indicator. Designed for traders seeking high-probability setups with customizable filters. Key Features: 📊 Core Signals Triangle Signals (▲▼): Volume-weighted momentum entries with 10-level volume scoring Master Trend System (△▽): Multi-EMA confirmation with RSI validation Order Blocks (🟩🟥): Smart money institutional zones with rejection detection Take Profit System (🎯): 8-indicator confluence system (RSI, Stochastic, Supertrend, CCI, MACD, BB, EMA Cross, Price Action) 🎯 Rejection Signals Master Trend Rejections: Dynamic support/resistance from trend lines EMA750 Rejections (White "R"): Major trend filter bounces VWAP Rejections (Pink "W"): Institutional level reactions Butterworth Filter Rejections (🟡): Advanced smoothing algorithm reversals Session Rejections (⚡): Tokyo/London/NY session high/low bounces Session Midline Rejections (Orange "M"): Half-range mean reversion 🌍 Session Analysis Tokyo Session (💴): Asian market range with automatic extensions London Session (💶): European volatility zones New York Session (💵): US market key levels Auto-adjusting timezone with UTC offset support 🔧 Advanced Filters EMA750 Master Filter: Global trend alignment for all signals VWAP Filter: Institutional bias confirmation Yellow Box Filter (🟨): Consolidation zone proximity detection 3 Time Filters: Customizable trading windows with visual backgrounds Volume Filter: Signal strength validation (6-10 scale) 📈 Visual Tools VWAP Purple Candles: Special candle coloring for VWAP crosses above EMA750 Stochastic-based Candle Colors: Overbought/oversold visual cues Previous Day Close Line: Key reference level Master Trend Table: Real-time multi-indicator dashboard ⚙️ Customization Full color customization for all elements Adjustable line thickness and transparency Configurable alert system for every signal type 19 independent alert conditions Best For: Intraday scalping and swing trading Multi-timeframe analysis Confluence-based trading strategies Institutional level detection Version 1.0 | Clean interface | Maximum flexibility | Professional-grade signals
อินดิเคเตอร์ Pine Script®
โดย jake_theboss
Institutional PointOverview Institutional Point is a sophisticated data-mining indicator designed to identify and track "institutional footprints" by isolating the single candle with the highest volume relative to a specific time anchor. Unlike traditional volume profiles that aggregate data into price bins, this script pinpoints the exact temporal origin of massive liquidity injections. Core Methodology The script operates on a multi-timeframe analysis engine (MTF). It scans sub-chart data (2-minute or 15-minute intervals) to find the absolute maximum volume peak within a defined period. Once the "Institutional Point" is identified: Source Identification: The origin candle is highlighted in white, signaling a high-conviction entry or exit by large-scale market participants. Zone Projection: A borderless "Institutional Zone" is projected forward from the spike’s high/low range. Dynamic Interaction: The zone remains active until the price revisits the area (mitigation) or until the time-based expiration is reached. Anchor Modes & Precision 8-Hour Cycle: Optimized for high-frequency scalping. Anchors reset at 00:00, 08:00, and 16:00. Utilizes ultra-precise 2-minute volume detection. Daily Session: Designed for intraday and swing traders. Anchors to the Daily Open. Utilizes 2-minute volume detection to isolate precise institutional orders. Weekly Cycle: Built for identifying major structural pivots. Anchors to the Weekly Open. Utilizes 15-minute volume detection for macro-liquidity analysis. Key Features Naked Level Tracking: Zones automatically stop extending the moment they are "hit" by price action, providing a clean visual of unmitigated liquidity. Anti-Noise Filter: Automatically excludes Saturday and Sunday data to maintain statistical integrity across global markets. Minimalist Interface: High-contrast visual design focused on scannability and professional chart aesthetics. Use Cases Data Science & Backtesting: Ideal for measuring the "Z-Score" or "Percentile Distance" from institutional peaks. Supply & Demand Trading: Automated identification of the "Origin of the Move." Magnet Analysis: Tracking "Naked" volume spikes as high-probability magnets for future price mean reversion.
อินดิเคเตอร์ Pine Script®
โดย AlchimistOfCrypto
VWAP Pro [Capitalize Labs]VWAP Pro is a volume weighted average price indicator designed to provide structured price context across Session, Weekly, and Monthly anchors. It allows users to define custom session templates and apply multiple band calculation methods to help frame price behavior relative to volume weighted levels. The indicator supports Session, Week, and Month anchor periods. Session anchoring can be aligned to user defined templates including RTH, ETH, London, New York, Asia, or a fully custom session, all based on the instrument’s exchange time zone. This allows VWAP to reset at meaningful market boundaries rather than fixed calendar times. VWAP Pro includes three band calculation methods: volume weighted standard deviation, fixed tick distance based on the instrument’s minimum tick size, and ATR based distance. Up to three band levels can be enabled independently, with configurable multipliers and visual settings. A warm up system is included to manage band behavior immediately after a VWAP reset. Bands can either be hidden during the warm up period and appear at full width once complete, or gradually expand from zero to full width over the defined number of bars. The VWAP line itself always plots immediately. Optional prior period reference levels are available for the previous Session, Week, and Month VWAP. These levels represent only fully completed periods and do not update during the current active period. Display of these levels depends on sufficient historical data being loaded to cover the full prior period. The indicator requires valid volume data. Symbols that do not provide volume are not supported. All session definitions and settings should be reviewed and adjusted to match the specific instrument being analyzed. Risk Warning This indicator is provided for educational and analytical purposes only and does not constitute financial advice, an investment recommendation, or a solicitation to buy or sell any financial instrument. Trading involves significant risk and market conditions can change rapidly. Losses can exceed expectations and the use of this indicator does not guarantee any specific outcome or performance. You are solely responsible for your trading decisions, risk management, and compliance with applicable regulations. Past market behavior or indicator signals are not reliable indicators of future results.
อินดิเคเตอร์ Pine Script®
โดย CapitalizeLabs
Anchored VWAP PercentageINDICATOR: ANCHORED VWAP PERCENTAGE (AVWAP) 1. Overview The Anchored VWAP Percentage (AVWAP) is a quantitative momentum and mean-reversion tool. It measures the percentage distance between the current price and a Volume Weighted Average Price (VWAP) that resets automatically based on specific time cycles. It allows traders to identify overextended market conditions relative to institutional value. --- 2. Core Logic & Calculation The script tracks the relationship between price and volume starting from a specific Anchor Point . * Volume-Weighted Foundation: Unlike simple moving averages, this indicator uses the VWAP formula: sum(Volume * Price) / sum(Volume) . * Automatic Anchoring: The starting point (Anchor) resets automatically depending on the chart timeframe (e.g., resets weekly on a 15m chart, or yearly on a Daily chart). * Percentage Deviation: It calculates the precise gap between the price and the VWAP, plotted as an oscillator: ((Price - VWAP) / VWAP) * 100 . --- 3. Adaptive Intelligence (Multi-Asset & Multi-TF) The AVWAP is built with an internal database of 85th Percentile (P85) volatility thresholds. It recognizes that different assets have different "stretching" limits: 1. Asset-Specific Calibration: It includes optimized data for Bitcoin, Ethereum, Altcoins, Forex, and Indices . 2. Dynamic Timeframe Mapping: The anchor period and the exhaustion thresholds adjust automatically. For example: * Intraday (1m-5m): Anchors to an 8-hour (480 min) cycle. * Mid-Term (15m-60m): Anchors to a Weekly (W) cycle. * Swing (Daily): Anchors to a Yearly (12M) cycle. --- 4. Visual Anatomy The indicator is designed for high-speed decision-making: * The Histogram: * Green: Price is trading above the VWAP (Bullish premium). * Red: Price is trading below the VWAP (Bearish discount). * P85 Threshold Lines: * These lines represent the 85th percentile of historical deviations . Historically, the price stays within these boundaries 85% of the time. * Background Highlighting: When the histogram crosses the P85 line, the background glows, signaling a Statistical Exhaustion Zone where a retracement to the mean is highly probable. --- 5. How to Trade with AVWAP * Mean Reversion: When the histogram reaches the P85 Zone , the price is "statistically overextended." This is a prime area to look for reversals or to take profits on existing trends. * Trend Strength: If the histogram stays near the Zero Line while the price moves, the trend is supported by healthy volume. * Value Area: The Zero Line represents the Fair Value . Buying near the Zero Line during a bullish histogram (Green) offers a high-probability entry with low risk. --- 6. Technical Parameters * Asset Selection: A dropdown to switch between Crypto, Forex, and Indices. * Color Customization: User-defined colors for bullish and bearish sentiment. * Precision Control: 4-decimal precision for accurate tracking of thin-margin assets like Forex.
อินดิเคเตอร์ Pine Script®
โดย AlchimistOfCrypto
1
Daily Volume Event This tool is ideal for traders who want to monitor hundreds of symbols simultaneously for volume shocks. This indicator was developed exclusively by the AI Gemini to precisely identify extraordinary trading volumes. The focus lies on detecting "news events" by comparing the current daily volume with the average of the past five days. Thanks to percentage-based normalization, a single alert value can be used universally across an entire watchlist. he script utilizes multi-timeframe analysis to display the daily volume ratio directly on intraday charts such as the 15-minute timeframe. It eliminates the noise of ordinary market movements and isolates significant institutional activity through customizable thresholds. Users can set alerts to be notified immediately when a stock exceeds its typical volume by 30% or more. The clean visual representation as a histogram allows for quick identification of outliers without manual calculation.
อินดิเคเตอร์ Pine Script®
โดย matzelotz
Volume Flow and Delta Analysis [MarkitTick]💡This comprehensive technical indicator is designed for traders who require a granular view of market participation that goes beyond standard volume bars. By leveraging the advanced "Intrabar Analysis" capabilities of Pine Script, this tool deconstructs every single price candle on your chart into its constituent lower-timeframe components. It effectively "X-rays" the market to determine whether the volume inside a bar was primarily driven by aggressive buying or aggressive selling, providing a definitive read on market sentiment and institutional control. ● Originality and Utility Most standard volume indicators display a simple aggregate total—a single block of volume that fails to distinguish between buying pressure and selling pressure. A high-volume candle could represent a strong breakout, or it could represent a "selling tail" where buyers were absorbed. This script solves that ambiguity. It is not a standard oscillator; it is a quantitative flow analyzer. It reconstructs the "Delta" (the net difference between buying and selling volume) by querying lower-timeframe data (e.g., analyzing 1-minute data inside a 60-minute bar). This allows traders to spot "Hidden Accumulation" (where price is flat but Delta is rising) or "Exhaustion" (where price rises but Delta falls), offering a significant edge in identifying reversals and trend continuations. ● Methodology The script operates through a sophisticated three-stage quantitative process: • Intrabar Data Acquisition The script uses the security_lower_tf function to fetch granular price and volume data from a lower timeframe (automatically detected or user-defined). This allows the script to see what happened "inside" the current chart's bar. • Directional Flow Distribution For every lower-timeframe interval, the script assigns volume to either "Bullish Flow" or "Bearish Flow." If the close is higher than the open on the lower timeframe, the volume is credited to buyers. If the close is lower, it is credited to sellers. This logic is far more accurate than simple "Up/Down" tick data, as it respects price action. • Statistical Volatility Normalization To filter out noise, the script calculates a dynamic baseline using an Exponential Moving Average (EMA) of the absolute Delta values. It then compares the current bar's Delta against this baseline. This generates an "Intensity Score" (measured in Sigma or Standard Deviations). This ensures that a "High Volume" signal is relevant to the current market volatility, rather than relying on fixed, arbitrary thresholds. ● How to Use This tool is designed to be a complete decision-support system. Here is how to interpret its various components: • The Volume Histogram The background histogram displays Total Volume, while the foreground bars show the split between Buying (Teal) and Selling (Red) flow. Use this to gauge the "quality" of a move. A price rally accompanied by high Teal volume is healthy; a rally on low volume or high Red volume is suspect. • The Delta Histogram This plots the net difference. Strong Positive (Green) Delta: Indicates aggressive market buy orders are hitting the ask. Strong Negative (Red) Delta: Indicates aggressive market sell orders are hitting the bid. Divergence: If Price makes a New High but the Delta Histogram makes a Lower High, this is a classic signal of exhaustion and potential reversal. • The Heads-Up Display (HUD) A dashboard table pinned to the chart provides real-time metrics: Session Delta: The cumulative buy/sell pressure for the current trading day. Flow Regime: Clearly states if the market is in "ACCUMULATION" or "DISTRIBUTION." Intensity: Shows how statistically significant the current volume is (e.g., "2.5x" means the volume is 2.5 times the standard deviation, indicating an anomaly). • Visual Signals The script plots triangle markers on top of the chart when the Delta Intensity exceeds the user-defined threshold. Up Triangle (Green): Signals strong institutional buying pressure (Delta > Threshold). Down Triangle (Red): Signals strong institutional selling pressure (Delta < Threshold). ● Inputs and Configuration Lower Timeframe: By default, the script auto-selects the best resolution (e.g., 1-minute data for hourly charts). Users can override this to fine-tune the granularity. Volume MA Length: Defines the lookback period for the volume moving average. Delta Volatility Threshold (Sigma): This is the sensitivity filter for signals. A higher value (e.g., 2.0) results in fewer but more significant signals. A lower value (e.g., 1.0) provides more frequent alerts. Visual Logic: Users can toggle the Dashboard, Delta Histogram, and Moving Averages on or off to suit their charting aesthetic. ● Disclaimer All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
อินดิเคเตอร์ Pine Script®
โดย MarkitTick
Volume vs Range Imbalance DetectorDescription :- Concept :- This indicator is designed to identify "Effort vs. Result" anomalies in the market using Volume Spread Analysis (VSA) concepts. It highlights specific candles where high trading activity (Volume) is occurring, but the price movement (Range) is restricted. This behavior often signals the presence of heavy absorption by buyers or sellers ("Smart Money" activity) before a potential reversal or continuation. How It Works :- The script combines two distinct methods of volume analysis into a single view 1. Structural Imbalance (Lime & Red Signals) This logic detects major market anomalies by comparing the current candle against a 50-period average context. The Logic: A signal is generated if the Volume is significantly higher than the average (default 1.618x the 50 SMA) AND the Price Range is significantly smaller than the average (default 1.272x the 50 ATR). Lime Candle/Dot (Bullish Absorption): Massive volume with small range, closing in the upper 50% of the bar. This suggests sellers are dumping, but buyers are absorbing all orders, preventing the price from dropping. Red Candle/Dot (Bearish Blockade): Massive volume with small range, closing in the lower 50% of the bar. This suggests buyers are pushing, but sellers are absorbing the demand, preventing the price from rising. 2. Hidden Activity (Orange Signals) This logic is more sensitive and compares the current candle only to the previous candle. The Logic: A signal is generated if the current Volume is higher than the previous bar's volume, but the current Range is smaller than the previous bar's range. Orange Candle/Dot: This indicates "Churn." Effort is increasing, but the result (movement) is decreasing. It is often an early warning sign of congestion or a pending breakout. Visual Guide Lime Dot (Below Bar): Strong Buying Pressure (Bullish Imbalance). Red Dot (Above Bar): Strong Selling Pressure (Bearish Imbalance). Orange Dot (Above Bar): Hidden Activity / Churn (Warning). Settings Context Length: The lookback period for the moving averages (Default: 50). Volume/Range Multipliers: Determine how strict the "Imbalance" signals are. Higher numbers result in fewer, more significant signals. Show Hidden Activity: Toggle the orange signals on or off. Disclaimer This tool is for educational purposes only. Volume analysis is subjective and should be used in conjunction with other form
อินดิเคเตอร์ Pine Script®
โดย biokon70
SNIPER ORB V4SNIPER ORB V4 ### What It Does Draws 5/15/30 minute Opening Range Breakout levels with confirmation patterns. ### Session Times | Session | Hours (ET) | |---------|------------| | London | 3:00 - 9:30 | | New York | 9:30 - 17:00 | ### Levels Drawn | Level | Color Default | Purpose | |-------|---------------|---------| | 5m ORB H/L | Blue | Scalp levels | | 15m ORB H/L | Cyan | Swing levels | | 30m ORB H/L | Purple | **Primary levels** | | Targets 1x-3x | Green/Red | Profit targets | ### Signals | Signal | Meaning | Priority | |--------|---------|----------| | `ORB↑` | Confirmed breakout up | ⭐⭐ | | `ORB↓` | Confirmed breakout down | ⭐⭐ | | `RT↑` | Retest long entry | ⭐⭐⭐ **BEST** | | `RT↓` | Retest short entry | ⭐⭐⭐ **BEST** | | `FVG↑` | FVG zone long | ⭐⭐⭐ | | `FVG↓` | FVG zone short | ⭐⭐⭐ | | `ABS` | Absorption (caution) | ⚠️ Warning | | `FK!` | Fakeout detected | ❌ Avoid | ### FVG Zones (Blue Boxes) - **Bullish FVG** = Gap below price → Support zone - **Bearish FVG** = Gap above price → Resistance zone - **Best Entry** = Price touches FVG + Engulfing candle ### Bar Colors | Color | Meaning | |-------|---------| | Bright Green | Bullish breakout confirmed | | Bright Red | Bearish breakout confirmed | | Light Green | Bullish retest entry | | Light Red | Bearish retest entry | ### Info Table Key | Field | Green = Good | Yellow/Orange = Caution | |-------|--------------|-------------------------| | Volume | HIGH VOL | Normal | | Body | STRONG (70%+) | Normal/Weak | | Status | BROKE HIGH/LOW | IN RANGE | ### Quick Trade Plan ``` LONG: 1. Wait for 30m ORB to complete 2. Watch for ORB↑ breakout 3. WAIT for pullback to ORB High 4. Enter on RT↑ or FVG↑ signal 5. SL = Below 30m ORB Low 6. TP = Target 1x or 2x SHORT: 1. Wait for 30m ORB to complete 2. Watch for ORB↓ breakout 3. WAIT for pullback to ORB Low 4. Enter on RT↓ or FVG↓ signal 5. SL = Above 30m ORB High 6. TP = Target 1x or 2x ``` ---
อินดิเคเตอร์ Pine Script®
โดย alexandrodisla
1
Money VolThe indicator displays the trading volume in monetary terms and its ratio to the average trading volume over 100 periods. It highlights volumes that are 2x, 5x, 10x, or less than 2x the average. Индикатор показывает объем торгов в денежном выражении, отношение к среднему объему торгов за 100 периодов, подсвечивает х2, х5, х10 и меньше более чем х2
อินดิเคเตอร์ Pine Script®
โดย anderfinn
Volume OscillatorDescription The Volume Oscillator measures the momentum of trading volume by calculating the percentage difference between a fast and a slow Simple Moving Average (SMA) of daily volume. It helps traders identify periods of increasing or decreasing market participation, often signaling potential trend strength or exhaustion. Key Features: Adaptive to Trading Session: Automatically adjusts SMA periods based on the actual trading session length (default: 8.5 hours for FTSEMIB, customizable for any market — e.g., 6.5h for US stocks, 24h for crypto). Fast & Slow SMAs: Compares a short-term SMA (default 10 days) with a longer-term SMA (default 25 days) of volume. Oscillator Formula: 100 × (Fast SMA / Slow SMA - 1) → Positive values = increasing volume momentum (bullish) → Negative values = decreasing volume momentum (bearish) Signal Line (optional): A moving average of the oscillator (default 7 days) for smoother trend identification and crossover signals. Overbought/Oversold Levels: User-defined horizontal lines (default +40 / -40) to highlight extreme volume conditions. Customizable Colors: Change the oscillator and signal line colors to match your chart style. How to Interpret: Bullish Conditions: Oscillator crosses above the zero line Oscillator crosses above the signal line Readings near or above +40 may indicate strong buying pressure (watch for possible exhaustion if too extreme) Bearish Conditions: Oscillator crosses below the zero line Oscillator crosses below the signal line Readings near or below -40 may indicate selling pressure or capitulation Divergences: Look for divergences between price and the Volume Oscillator (e.g., price makes new highs but oscillator fails to confirm with higher highs) — a classic sign of weakening momentum. Best Use Cases: Indices (FTSEMIB, DAX, CAC, SPX, etc.), stocks and futures with defined trading hours, crypto (set session duration to 24 hours). Works well on intraday (e.g., 15m, 30m, 1h) and daily charts. Customization Tips: - Shorten fast/slow lengths for faster signals (more noise) - Lengthen them for smoother, longer-term analysis - Adjust session duration for non-standard market hours - Enable/disable the signal line in the settings Note: Volume data quality can vary by symbol and exchange. Always combine this indicator with price action and other tools. Use proper risk management.
อินดิเคเตอร์ Pine Script®
โดย fpsantoro
Volume ROC (smoothed)Description The Volume ROC (Rate of Change) indicator is designed to measure the momentum of trading volume over a user-defined period, adjusted for the trading session length of the symbol (e.g., 8.5 hours for the FTSEMIB index). This makes it particularly useful for intraday charts where standard daily calculations might not align with actual trading days. By focusing on volume changes rather than price, it helps identify potential shifts in market participation, such as accumulation, distribution, or unusual activity that could precede price movements. How It Works: Session Adjustment: The indicator calculates the number of candles per trading day based on the input session duration (in hours) and the chart's timeframe. This ensures that the ROC and other calculations are based on "trading days" rather than calendar days, making it adaptable to markets with non-standard hours like European indices (e.g., FTSEMIB). Daily Data Fetch: It retrieves daily high, low, close, and volume data using "request.security" to ensure consistency across timeframes. ROC Calculation: The Rate of Change (ROC) is computed on volume using "ta.change" over the specified length (in days), multiplied by the candles-per-day factor for timeframe independence. By chosing the subtraction method instead of the division method we avoid distortions of the ROC below the zero line (method ok for timespans inferior to two years). Smoothing with SMA: A Simple Moving Average (SMA) is applied to the ROC to reduce noise and highlight trends in volume momentum. Standard Deviation Bands: The standard deviation of the smoothed ROC is calculated over a lookback period. Bands are plotted at +2σ (overbought) and -2σ (oversold) to provide context for extreme volume changes, similar to Bollinger Bands but applied to volume ROC. Key Plots: SMA Line (Orange): The smoothed ROC value. Positive values indicate increasing volume momentum; negative values suggest decreasing momentum. Zero Line (Black Dotted): A reference line at 0, separating positive and negative ROC territories. +2σ Band (Red Dotted): Upper overbought threshold. Crossings above this may signal excessive buying volume. -2σ Band (Green Dotted): Lower oversold threshold. Dips below this could indicate capitulation or low interest. Usage and Interpretation: Trend Confirmation: Use the SMA crossing above/below zero to confirm price trends with volume backing. For example, a rising price with positive Volume ROC suggests strong conviction. Divergences: Look for divergences between price and Volume ROC (e.g., price making new highs but ROC weakening), which can signal reversals. Overbought/Oversold Signals: The ±2σ bands act as dynamic levels. Volume ROC spiking above +2σ might precede pullbacks, while below -2σ could indicate buying opportunities. Best Applied To: European indices (like FTSEMIB or DAX), stocks, or futures with defined session hours. Test on intraday (e.g., 2h) and combine with price-based indicators like RSI or MACD for confluence. Customization: Adjust the ROC/SMA lengths for sensitivity (shorter for scalping, longer for swings). The STDEV lookback affects band width—longer periods create smoother bands. Limitations: Volume data can be noisy in low-liquidity symbols. This indicator assumes consistent session lengths; irregular holidays may affect accuracy. Always backtest and use with risk management. This indicator is original and built for educational/trading purposes.
อินดิเคเตอร์ Pine Script®
โดย fpsantoro
Price Contraction / Expansion1. Introduction The Price Contraction / Expansion indicator highlights areas of market compression and volatility release by analyzing candle body size and volume behavior. It provides a fast, color-coded visualization to identify potential breakout zones, accumulation phases, or exhaustion movements. This tool helps traders recognize when price action is tightening before a volatility expansion — a common precursor to strong directional moves. 2. Key Features Dynamic body analysis: Compares each candle’s body size with a moving average to detect contraction (small bodies) and expansion (large bodies). Volume confirmation: Measures whether volume is unusually high or low compared to its recent average, helping filter false breaks. Color-coded system for clarity: Yellow: Contraction with high volume (potential accumulation or strong activity). Blue: Contraction with normal volume or expansion with low volume (neutral/reduced participation). Green: Expansion in bullish candle (buyer dominance). Red: Expansion in bearish candle (seller dominance). Customizable parameters: Adjust body and volume averaging periods and thresholds to fit different market conditions or timeframes. 3. How to Use Identify contraction zones: Look for blue or yellow bars to locate areas of price compression — these often precede breakouts or large movements. Wait for expansion confirmation: A shift to green or red bars with increasing volume indicates that volatility is expanding and momentum is building. Combine with context: Use this indicator alongside trend tools, liquidity zones, or moving averages to confirm directional bias and filter noise. Adapt thresholds: In highly volatile markets, increase the “Threshold multiplier” to reduce false contraction signals. This indicator is most effective for traders who focus on volatility behavior, market structure, and timing potential breakout opportunities.
อินดิเคเตอร์ Pine Script®
โดย destrobr0685
Session Relative VolumeSession Relative Volume is an advanced intraday futures volume indicator that analyzes volume separately for Asia, London, and New York sessions - something standard relative volume tools can’t do. Instead of aggregating the entire day’s volume, the indicator compares current volume to historical averages for the same session and time of day, allowing you to spot true volume strength and meaningful spikes, especially around session opens. Background Relative volume helps traders spot unusual activity: high volume often signals institutional participation and trending days, while low volume suggests weak commitment and possible mean reversion. In futures markets, sessions ( Asia, London, New York ) must be analyzed separately, but TradingView’s Relative Volume in Time aggregates the entire day, masking session-specific behavior - especially during the New York open. Since volume can vary by more than 20× between sessions, standard averages struggle to identify meaningful volume spikes when trader conviction matters most. Indicator Description The “Session Relative Volume” indicator solves these problems by calculating historical average volume specific to each session and time of day, and comparing current volume against those benchmarks. It offers four display modes and fully customizable session times Altogether, it provides traders with a powerful tool for analyzing intraday futures volume, helping to better assess market participation, trader conviction, and overall market conditions - ultimately supporting improved trading decisions. Parameters Mode – display mode: R-VOL: Relative cumulative session-specific volume at time VOL CUM: Cumulative session volume at time compared to historical average cumulative session-specific volume VOL AVG: Average session intrabar volume at time compared to historical average session-specific intrabar volume VOL: Individual bars volume, highlighting (solid color) unusual spikes Lookback period – number of days used for calculating historical average session volume at time MA Len – length of the moving average, representing average bar volume within a session based on previous periods (different from historical cumulative volume!). Used only in VOL and VOL AVG modes MA Thresh – deviation from moving average, used to detect bar volume spikes (bar volume > K × moving average) Start Time – End Time and Time Zone parameters for each session. The time zone must be set using TradingView’s format (e.g., GMT+1).
อินดิเคเตอร์ Pine Script®
โดย hermes_trisme
BTC ETF Average Inflow Cost BasisConcept Since the historic launch of Bitcoin Spot ETFs on January 11, 2024, institutional flows have become a major driver of price action. This indicator aims to visualize the aggregate Cost Basis (average entry price) of the major Bitcoin ETFs relative to the underlying asset. It serves as an on-chain proxy for institutional positioning, helping traders identify critical support levels where ETF inflows have historically concentrated. How it Works The script aggregates daily volume data from the top Bitcoin ETFs (IBIT, FBTC, ARKB, GBTC, BITB) and compares it against the Bitcoin price (BTCUSDT). ETF Cost Basis (Pink Line): This is calculated as a Cumulative Volume-Weighted Average Price (VWAP), anchored specifically to the ETF launch date (Jan 11, 2024). Formula: It accumulates (BTC Price * Total ETF Volume) and divides it by the Cumulative Total ETF Volume. This creates a dynamic level representing the "breakeven" price for the aggregate volume traded through these funds. True Market Mean (Gray Line): This represents the simple cumulative average of the Bitcoin price since the ETF launch date. It acts as a neutral baseline for the post-ETF market era. How to Use Institutional Support: The Cost Basis line often acts as a strong dynamic support level during corrections. When price revisits this level, it suggests the market is returning to the average institutional entry price. Trend Filter: Price > Cost Basis: The market is in a net profit state relative to ETF flows (Bullish/Trend continuation). Price < Cost Basis: The market is in a net loss state (Bearish/Capitulation risk). Confluence: The intersection of the Cost Basis and the True Market Mean can signal pivotal moments of trend reset. Features Data Aggregation: Pulls data from 5 major ETFs via request.security without repainting (using closed bars). Dashboard: Includes a table in the top-right corner displaying real-time values for Price, Cost Basis, and Market Mean. Customization: You can toggle individual ETF Moving Averages in the settings (disabled by default due to price scale differences between BTC and ETF shares). Disclaimer This tool is for educational purposes only and attempts to estimate institutional cost basis using volume proxies. It does not represent financial advice.
อินดิเคเตอร์ Pine Script®
โดย carlosbucci
Buy / Sell Volume + % (Classic + Pressure)Buy / Sell Volume % (Classic + Pressure) Overview Buy / Sell Volume (Classic + Pressure) is a volume decomposition and dominance indicator designed to help traders understand how trading volume is distributed between buying and selling pressure on each candle. Instead of treating volume as a single number, this indicator splits total volume into estimated Buy Volume and Sell Volume, visualizes them symmetrically, and summarizes dominance using a compact on-chart dashboard. The indicator is intended as a context and confirmation tool, not a trade signal generator. Core Concepts 1. Buy / Sell Volume Decomposition The indicator estimates buying and selling activity based on the position of the close within the candle’s high–low range: Closes near the high → more buying pressure Closes near the low → more selling pressure Middle closes → balanced activity This provides a clear visual view of demand vs supply on every bar. 2. Dual Calculation Modes 🔹 Classic Mode (Default) Uses pure candle-range logic Buy Volume + Sell Volume = Total Volume (exact conservation) No smoothing or directional bias Values closely match traditional volume behavior Best for: Structural analysis Accumulation / distribution studies Comparing against raw volume 🔹 Pressure Mode Introduces a directional bias: Bullish candles slightly favor buy volume Bearish candles slightly favor sell volume Optional EMA smoothing reduces noise Still volume-conserving (Buy + Sell = Total Volume) Best for: Identifying dominance Trend continuation confirmation Absorption vs initiative activity Visual Elements Volume Bars Buy Volume plotted above zero Sell Volume plotted below zero Optional Total Volume Envelope for context Color by Dominance Bright colors when one side dominates Faded colors when dominance is weak Helps instantly identify: Accumulation Distribution Absorption Dashboard (Optional) A compact dashboard displays: Buy % Sell % Dominance State BUY DOM SELL DOM BALANCED The dashboard can be toggled ON/OFF and switched between Normal and Compact size to suit multi-pane layouts. How to Use This Indicator This indicator works best as a confirmation layer, not a standalone system. Common Use Cases Confirming breakouts or breakdowns Spotting accumulation or distribution near key levels Identifying absorption during consolidations Filtering false price moves Examples Price rising + strong Buy % → constructive demand Price rising + strong Sell % → possible distribution Flat price + balanced volume → absorption / compression What This Indicator Is NOT ❌ Not true order-flow or bid/ask data ❌ Not a buy/sell signal generator ❌ Not predictive on its own All calculations are candle-based estimations, designed for context and insight, not execution timing. Best Use Works on all timeframes Most reliable on liquid instruments Especially useful when combined with: Support / resistance Trend structure Market regime or breadth indicators Summary Buy / Sell Volume (Classic + Pressure) helps traders go beyond raw volume by visualizing who is in control of each candle, how strong that control is, and whether volume behavior supports price action. Used correctly, it can significantly improve trade selectivity, confidence, and risk awareness.
อินดิเคเตอร์ Pine Script®
โดย vikram_bains
Absorption BubblesSUMMARY This indicator visualizes absorption events by plotting bubbles on candle wicks where volume activity suggests one side of the market is absorbing the other’s pressure. Instead of raw volume, the script normalizes activity against a rolling standard deviation defined by the Lookback Period. Bubbles appear on upper or lower wicks depending on whether buyers or sellers are absorbing pressure. The goal is to highlight whether aggressive orders are being accepted or absorbed at key price points. METHODOLOGY Absorption occurs when one side of the market absorbs aggressive orders from the other, preventing continuation. The script measures normalized volume against a user‑defined threshold to filter out weaker signals. Green bubbles on upper wicks → Selling absorption (buyers push price up, sellers absorb the buying). Red bubbles on lower wicks → Buying absorption (sellers push price down, buyers absorb the selling). Red‑colored bars highlight candles where large volume is concentrated inside the body, signifying aggressive selling activity. Green‑colored bars highlight candles where large volume is concentrated inside the body, signifying aggressive buying activity. The Lookback Period controls how many bars are used to calculate the rolling standard deviation of volume, letting traders adjust sensitivity to recent vs. longer‑term activity. Optional significant volume lines extend forward, marking areas where absorption was strongest. FUNCTIONS Normalized volume detection using rolling standard deviation Adjustable Lookback Period for volume normalization Dynamic bubble plotting on candle wicks (size scales with absorption strength) Separate visualization for buying vs. selling absorption Alerts for buying absorption, selling absorption, or any absorption event (only at bar close) Bar coloring when large absorption occurs inside candle bodies APPLICATION Setup: Add the script to any chart and timeframe. Adjust the Absorption Threshold to filter out weaker bubbles and the Lookback Period to control how volume normalization is calculated. Red bubbles highlight buying absorption, often signalling potential price pivots - price can often go upwards from this. Green bubbles mark selling absorption, reflecting resistance to upward moves - price may go downwards from this. Interpretation: Green bubbles on upper wicks = sellers absorbing buying pressure. Red bubbles on lower wicks = buyers absorbing selling pressure. Larger bubbles = stronger absorption relative to recent volume. Settings & Use: Raising the Absorption Threshold filters out smaller bubbles, leaving only significant absorption events. Changing the Lookback Period alters how “normal” volume is defined — shorter periods make the script more sensitive, longer periods smooth out noise. Alerts can be set for buying absorption, selling absorption, or any absorption event, and they only trigger at bar close to avoid noise.
อินดิเคเตอร์ Pine Script®
โดย profitprotrading
5
VolumeTradingView made the default "Volume" script and I found it very bland because it only displayed volume. This script is more than just about volume. It also includes: - A comparison between price increase between the last candle of the post-market hours and first candle of the pre-market hours. - Relative volume label of that sequence. - Explicit pre-market, RTH, and post-market hours labels.
อินดิเคเตอร์ Pine Script®
โดย IAmRozz
2