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Volume

Institutional Volume RSI [Adaptive]The Institutional Volume RSI is a next-generation momentum oscillator designed to solve the two biggest problems with standard RSI: Price Deception and Static Thresholds. Standard RSI uses fixed 70/30 levels to define "Overbought" and "Oversold." This is flawed because in a strong institutional trend, the market can stay "Overbought" for weeks. Selling just because RSI hit 70 is a guaranteed way to lose money. This tool fixes that. It replaces static lines with Adaptive Volatility Bands . These bands breathe with the market—expanding during trends and contracting during squeezes—giving you a dynamic, statistically significant view of true momentum. How It Works The engine runs on three institutional concepts: 1. Volume-Weighted Source (VWMA) 📊 We calculate RSI based on Volume Weighted Moving Average , not just Close price. Low Volume Move: RSI ignores it (Fakeout). High Volume Move: RSI reacts aggressively (True Momentum). 2. Adaptive Volatility Bands 🌊 Instead of fixed lines, we use dynamic bands (similar to Bollinger Bands) applied directly to the RSI. The Trend Ride: As long as the RSI line stays inside or above the Upper Band, the trend is strong. Do not sell. The Squeeze: When the bands contract (get tight), it signals that volatility is dead and a massive explosive move is imminent. 3. Dynamic Sentiment Coloring 🎨 Green Line: RSI is above the baseline (Bullish Control). Red Line: RSI is below the baseline (Bearish Control). White Dots: These appear when RSI breaks outside the bands, signaling an extreme statistical anomaly (often a climax top or bottom). The "Elastic Snap" Strategy Recommended Companion: Hooke's Law: Market Elasticity This indicator is the perfect "Trigger" for a Mean Reversion system. We recommend pairing it with a Reversal indicator (like Hooke's Law) to create a complete Setup + Trigger system. The Strategy Rules: 1. The Setup (The Stretch) 📏 Wait for your Reversal Indicator (e.g., Hooke's Law) to identify an overextended market condition (Overbought/Oversold). Context: The rubber band is stretched tight. 2. The Trigger (The Snap) 🔫 Do not enter blindly! Look at the IV-RSI : For Shorts: Wait for the RSI line to turn RED . This confirms that momentum has actually rolled over. For Longs: Wait for the RSI line to turn GREEN . This confirms that buyers have stepped in. 3. The Filter (The Safety) 🛡️ If price hits your Stop Loss level before the IV-RSI changes color, cancel the trade . This prevents you from shorting a strong trend that is simply "melting up" without volume exhaustion. Settings & Configuration RSI Length: Default is 14. Source Type: VWMA (Volume Weighted) is recommended for institutional analysis. Bands Multiplier: Default is 2.0 (Standard Deviation). Increasing this to 2.5 will make the "White Dot" extremes rarer and more significant. Disclaimer Trading involves a high level of risk and is not suitable for all investors. The content provided here is for educational purposes only and does not constitute financial advice. Past performance is not indicative of future results. The author (abgthecoder) is not responsible for any financial losses incurred from the use of this indicator. Always use proper risk management and never trade with money you cannot afford to lose. This tool is provided "as is" with open source code for the benefit of the trading community.
อินดิเคเตอร์ Pine Script®
โดย abgthecoder
Worldclassedge [Patrick nill]plotshape(long, title="BUY", text="Long▲", style=shape.labelup, textcolor=color.white, size=size.auto, location=location.belowbar, color=color.green) plotshape(short, title="SELL", text="Short▼", style=shape.labeldown, textcolor=color.white, size=size.auto, location=location.abovebar, color=color.red) alertcondition(long, title="BUY", message="Long▲") alertcondition(short, title="SELL", message="Short▼") // VWAP anchor = input.string("Session", title="Anchor Period") MILLIS_IN_DAY = 86400000 dwmBarTime = timeframe.isdwm ? time : request.security(syminfo.tickerid, "D", time) dwmBarTime := na(dwmBarTime) ? nz(dwmBarTime ) : dwmBarTime var periodStart = time - time makeMondayZero(dayOfWeek) => (dayOfWeek + 5) % 7 isMidnight(t) => hour(t) == 0 and minute(t) == 0 isSameDay(t1, t2) => dayofmonth(t1) == dayofmonth(t2) and month(t1) == month(t2) and year(t1) == year(t2) isOvernight() => not (isMidnight(dwmBarTime) or request.security(syminfo.tickerid, "D", isSameDay(time, time_close), lookahead=barmerge.lookahead_on)) tradingDayStart(t) => timestamp(year(t), month(t), dayofmonth(t), 0, 0) numDaysBetween(t1, t2) => diff = math.abs(tradingDayStart(t1) - tradingDayStart(t2)) diff / MILLIS_IN_DAY tradingDay = isOvernight() ? tradingDayStart(dwmBarTime + MILLIS_IN_DAY) : tradingDayStart(dwmBarTime) isNewPeriod() => var isNew = false if tradingDay != nz(tradingDay ) isNew := switch anchor "Session" => na(tradingDay ) or tradingDay > tradingDay "Week" => makeMondayZero(dayofweek(periodStart)) + numDaysBetween(periodStart, tradingDay) >= 7 "Month" => month(periodStart) != month(tradingDay) or year(periodStart) != year(tradingDay) "Year" => year(periodStart) != year(tradingDay) => false isNew srcVWAP = hlc3 var float sumSrc = 0 var float sumVol = 0 if isNewPeriod() periodStart := tradingDay sumSrc := 0 sumVol := 0 if not na(srcVWAP) and not na(volume) sumSrc += srcVWAP * volume sumVol += volume vwapValue = sumSrc / sumVol plot(vwapValue, title="VWAP", color=color.red, linewidth=3) // = enableCloud = input.bool(false, "Enable Cloud") lenn = input.int(20, "Period") mult = input.float(2.5, "StdDev Multiplier") tc = input.int(25, "Gauge Size", minval=3) upColor = input.color(#00ffbb, "Up Color") downColor = input.color(#ff1100, "Down Color") basis = ta.sma(close, lenn) upper1 = basis + ta.stdev(close, lenn) * mult lower1 = basis - ta.stdev(close, lenn) * mult // TP var int position = 0 if long position := 1 else if short position := -1
อินดิเคเตอร์ Pine Script®
โดย AI-user
Replay FootprintReplay Footprint (RF) is a footprint (cluster) volume analysis indicator with a key feature: full support for Replay mode. You can rewind to any point in history, and the indicator will re-request real tick data (or the lower timeframe specified in the inputs) and rebuild the footprint as if the market were forming in real time. This allows accurate historical analysis without distorted or pre-aggregated data. The indicator displays: buy and sell volume at each price level, imbalance levels, delta and volume imbalances, Point of Control (POC), Value Area High / Low (VAH / VAL). Replay note If you want to play Replay in real time, make sure to run Replay using a lower resolution (ticks or lower timeframe) rather than the chart resolution. In this mode, the indicator works correctly and updates footprint data in real time. Requesting detailed data is a resource-intensive operation. If you encounter memory limit errors, reduce the number of price rows or the amount of detailed bars requested. If you need more detail, you can increase these values, keeping TradingView limits in mind.
อินดิเคเตอร์ Pine Script®
โดย dboichenko
Rolling VWAP - Clean Tunnel Bands (Consecutive Fills)Advanced Rolling Volume Weighted Average Price (RVWAP) indicator with 10 standard deviation bands arranged in clean consecutive zones without overlap. Key Features: • Real-time Rolling VWAP calculated over a time-based window (auto or user-defined) • 10 deviation levels: 0.5σ to 5.0σ • "Tunnel" visual effect: very transparent bands near VWAP, progressively more opaque toward extremes • Consecutive fill system (no overlapping fills between bands) • Individual control for each band: toggle visibility + independent transparency slider • Automatic timeframe-based period or custom fixed period (Days/Hours/Minutes) • Minimum bars protection to prevent calculation errors during market gaps and holidays • Optional info box showing current period Ideal for: - Spotting extreme price deviations - Mean reversion strategies - Volatility analysis - Support/resistance zone identification - Clean visual tunnel for better readability Based on TradingView's official "Rolling VWAP" indicator, heavily enhanced with clean consecutive fills and full per-band customization. Recommended default transparency (higher = more transparent): - Inner bands (0.5σ–1.5σ): 93–98 - Middle bands (2.0σ–3.0σ): 77–89 - Outer bands (3.5σ–5.0σ): 32–68 Enjoy and trade responsibly!
อินดิเคเตอร์ Pine Script®
โดย RobertoBenedit
Adaptive Pullbacks ML v2.5Adaptive Pullbacks ML - Context-Aware Trend Trading Overview Adaptive Pullbacks ML is a sophisticated trend-following tool that solves the biggest problem in pullback trading: "Is this a dip to buy, or the start of a reversal?" Unlike standard indicators that use fixed percentages or static moving averages, this script uses a 5-Dimensional k-Nearest Neighbors (k-NN) machine learning engine to learn the specific characteristics of successful pullbacks for the asset you are trading. The 5-Dimensional ML Engine The market is dynamic. A pullback depth that works in a low-volatility lunch session might fail during a high-volatility news event. This indicator tracks 5 key dimensions for every pullback: Depth (ATR Normalized): How deep is the pullback relative to volatility? Trend Slope: Is the trend steep (parabolic) or flat (grinding)? ADX: How strong is the directional energy? VWAP Distance: Is price extended or close to value? Time of Day: Is this a morning drive or an afternoon fade? When a new pullback occurs, the k-NN engine finds the 5 most similar historical events across these dimensions and predicts the probability of success. Core Features 1. Fractal Normalization The indicator speaks the language of ATR (Average True Range). It doesn't care if you trade the 15-second chart or the Daily chart. A "1.5 ATR Pullback" is a statistically comparable event across all timeframes, allowing for robust, scale-invariant analysis. 2. HTF Stats Bridge (Higher Timeframe Data) You can trade on lower timeframes (e.g., 1-minute) while using statistics derived from higher timeframes (e.g., 15-minute). This ensures your signals are based on significant market structure, not microstructure noise. 3. Smart Zones The indicator plots dynamic "Value Zones" based on learning: Cyan Zone (Avg Depth): The "Sweet Spot". High probability bounce area. Yellow Zone (Sigma): The "Extension". Price is stretching elastic limits. Red Zone (Deep): The "Danger/Opportunity". Statistical anomaly. 4. PQS & k-NN Filters Two layers of filtering protect your capital: PQS (Probability Qualification Score): Based on raw win-rate of the zone. k-NN Probability: Based on similarity to past winners. Settings Guide Stats Timeframe: The timeframe to learn from (Leave empty for Chart). Trend/Trigger Settings: Define what constitutes a trend for your strategy. k-Neighbors: Number of historical twins to compare (Default: 5). Min PQS / k-NN: Thresholds for filtering weak signals. Disclaimer: This tool is for educational purposes. Past performance of the k-NN engine does not guarantee future results.
อินดิเคเตอร์ Pine Script®
โดย Selfsimilarity
VWAP Tension Bands + Osc Sigma Gap [MAXmks]Hello Traders, This indicator started as an accident. I was building a different tool — a multi-metric dashboard — and added VWAP deviation as one of the components. I expected it to help catch falling knives. It didn't. But I noticed something else. During cooling-off periods — when volatility fades and price just sits there, not really going anywhere — VWAP deviation on lower timeframes would start climbing quietly. And more often than not, a pullback followed. Sometimes a liquidity sweep first, then a pullback. I watched this pattern for months before deciding to build a dedicated tool around it, adding oscillator confirmation to filter the noise. This is that tool. The core idea Markets act like a rubber band around VWAP — the further price stretches, the higher the tension. But raw deviation isn't enough. The real question: is momentum confirming the stretch, or lagging behind? The σ-Gap captures when these two disagree — price pushed hard, but internals haven't caught up. That's where mean-reversion setups tend to appear. The indicator tracks VWAP deviation across 2m / 5m / 15m simultaneously and compares it against a composite of momentum oscillators (Williams %R, CVD-based metrics). Signals require multi-timeframe consensus — no single timeframe can trigger alone. Adaptive thresholds What counts as "extreme" isn't fixed. Distance is measured in standard deviations (σ) , not pips or percentages — so the indicator adapts to volatility automatically. Thresholds scale with regime and historical distribution, adjusting to current market conditions in real time. Two modes Standard — adaptive thresholds, more signals. Good for active sessions and exploration. High Precision — adds divergence confirmation from multiple oscillators (MFI, Delta RSI, CVD Z-Score). Fewer signals, higher selectivity. Extreme Tension When σ-Gap exceeds 1.6× the threshold, the indicator can fire without full confirmation. Rare, but these are the "overstretched" moments worth watching. Filters (so you don't trade ghosts) RVOL filter blocks signals during low activity. Session close filter avoids entries near VWAP reset. 24h volume filter skips illiquid instruments. Cooldown prevents signal clustering in the same direction. Best use case Built for short-term mean-reversion — quick snapback plays on 5m–15m charts where price overextends and reverts within a few candles. The engine is optimized for this rhythm, not for trend-following or swings. On-chart Tension Bands show dynamic threshold zones around VWAP. Signals are non-repainting and confirmed on bar close. Compact HUD displays all metrics, filter states, and signal status in real time. Alerts Pre-signal alerts when conditions start forming. Confirmed signal alerts with full breakdown: VWAP deviation values, σ-Gap readings, divergences detected, current mode. Volume matters This is a VWAP-based indicator. No volume data = no signal. If your instrument shows "No Volume" in the dashboard, switch to a data feed that provides it (crypto spot, futures, stocks with real volume). A note on expectations I use this logic in my own research and it has shown useful results for me in my backtesting scenarios. But this is an indicator for analysis , not a magic button. Your execution, fees, slippage, and market regime all matter. Treat signals as context, not commands. DYOR. Feedback welcome. For educational and analysis purposes only. Not financial advice.
อินดิเคเตอร์ Pine Script®
โดย MAXmks
Three Green Candles Screener - % Move & Volume1️⃣ Core purpose (big picture) The indicator identifies stocks that: Have 2 or 3 consecutive green candles Are above a 21-EMA (trend filter) Have reasonable % price movement (not overextended) Show current volume, average volume, and turnover Show daily and weekly % price change It’s meant for short-term momentum screening (swing / positional / breakout prep). 2️⃣ Trend filter (EMA) ema21 = ta.ema(close, emaLength) Uses a 21-period EMA All buy signals require price > EMA This avoids counter-trend setups 3️⃣ Three Green Candles logic (main signal) threeGreen = (close > open) and (close > open ) and (close > open ) This checks for three consecutive bullish candles. Then it calculates: % change for each candle (open → close) Average % change across the 3 candles avgChg = (chg0 + chg1 + chg2) / 3 ✅ 3-Green signal triggers when: 3 consecutive green candles Average % change ≤ user-defined max (default 10%) Price above EMA21 ➡ Output: signal = 1 // Buy flag signal = 0 // No action This avoids parabolic / news-spike candles. 4️⃣ Two Green Candles logic (early signal) This is a lighter, earlier version of the same logic. twoGreen = (close > open) and (close > open ) avgChg2 = (chg0 + chg1) / 2 ✅ 2-Green signal triggers when: 2 consecutive green candles Average % change ≤ maxAvgChange Price above EMA21 ➡ Output: signal2 = 1 // Early momentum This helps catch moves one day earlier than the 3-green setup. 5️⃣ Volume & liquidity context (important) Average volume (7 days) avgVol7 = ta.sma(volume, 7) / 1e6 Shows liquidity trend Units: Millions of shares Today’s volume todayVol = volume / 1e6 Helps confirm participation 6️⃣ Turnover (Price × Volume) priceVolCrore = (close * volume) / 1e7 Measures capital flow, not just volume Output in ₹ Crores Helps filter: Low-value pump candles Illiquid stocks 7️⃣ % price movement Daily move pctDay = (close - close ) / close * 100 Weekly move (5 bars) pctWeek = (close - close ) / close * 100 These give context, not signals: Is this early? Is it already extended? 8️⃣ Visual outputs (what you see) Plots (in the indicator pane) CMP (current price) 3-Green signal (0 / 1) 2-Green signal (0 / 1) Avg 7-day volume (M) Today’s volume (M) Turnover (₹ Cr) Day % move Week % move This makes it usable as a visual screener. 9️⃣ Summary table (top-right) On the latest bar only, it shows: Field Meaning CMP Current price Today Vol (M) Today’s volume Turnover (Cr) Value traded Day / Week % Momentum context Compact, readable, no clutter. 10️⃣ What this indicator is GOOD for ✅ Momentum stock screening ✅ Swing / positional setups ✅ Avoiding overextended candles ✅ Liquidity & capital flow validation ✅ Manual decision support 11️⃣ What it does NOT do ❌ No auto buy/sell ❌ No stop-loss or targets ❌ No relative strength vs index ❌ No intraday scalping logic TL;DR (one-liner) This indicator finds stocks in a healthy uptrend with 2–3 controlled bullish candles, confirms them with EMA and volume/turnover, and presents all key momentum metrics in one clean view.
อินดิเคเตอร์ Pine Script®
โดย ahamed_thanzeer
Adaptive ML VWAP v1.0Overview Adaptive ML VWAP is a next-generation "Smart Indicator" that moves beyond static deviations (Standard Deviation). Instead of assuming market volatility is distributed normally (Bell Curve), this indicator uses a k-Nearest Neighbors (k-NN) machine learning engine to learn the specific volatility behavior of the asset you are trading. It answers the question: "When price extends away from VWAP, how far does it actually go before reversing?" The Adaptive ML Engine This script features a 5-Dimensional ML Engine that tracks every major extension or pullback event. It records: Deviation Depth (Normalized to ATR) Trend Slope (Is the trend steep or flat?) ADX (Trend Strength) VWAP Deviation (Relative Position) Time of Day (Session Context) When a new setup occurs, the k-NN engine instantly searches its memory for the 5 most similar historical events and calculates the probability of success based on what happened last time. Two Strategy Modes You can toggle the logic to suit your trading style: 1. Mean Reversion Mode (Default) "Fade The Move" Goal: Catch price at an exhaustion point returning to VWAP. Signal: Triggers when price touches a Smart Band and reverses back toward the center. k-NN Learning: Learns which conditions favor a snap-back. Best For: Ranging markets, Lunch hours, Choppy sessions. 2. Trend Following Mode "Ride The Move" Goal: Catch breakouts that are launching away from value. Signal: Triggers when price breaks out of the Inner Band (1.0). k-NN Learning: Learns which breakouts tend to extend to the Outer Bands. Best For: Morning Drives, News Events, Strong Trends. Visual Guide The indicator uses a Dynamic Gradient system to visualize risk/reward: Cyan Mist (0.5 - 1.0): The Value Zone. Noise area. Safe for trend entries. Deep Cyan (1.0 - 2.0): The Trend Zone. Price is moving proactively. Orange Glow (2.0 - 3.0): The Danger Zone. Price is statistically overextended. Reversals are highly probable here. "Fractal" Math Unlike standard indicators that break when you change timeframes, Adaptive ML VWAP uses Fractal Normalization. A "2.0 Band" on a 15-second chart means the same statistical extreme as a "2.0 Band" on a 4-hour chart. Auto-Adaptive Lookback: The indicator automatically boosts the ML memory (Lookback) on lower timeframes (seconds/minutes) where more noise requires larger sample sizes, ensuring robust predictions without manual tweaking. Settings Auto-Adapting Lookback: (Default: True) automatically increases Lookback to 100+ for seconds charts and 50+ for minute charts. Lookback (Events): Manual override base value (Default: 100). Strategy Mode: Toggle between Mean Reversion and Trend Following. k-Neighbors: The number of similar past events to structurally compare (Default: 5). Disclaimer: This tool is for educational purposes. Machine learning performance is dependent on market conditions and historical recursion.
อินดิเคเตอร์ Pine Script®
โดย Selfsimilarity
AMT Orderflow Profile + Imbalance Highlight + DashboardAMT Orderflow Profile + Imbalance Highlight + Dashboard This indicator is a price-bin-based orderflow profile designed to expose where aggressive participation is concentrated and sustained, not just where volume traded. Unlike traditional volume profiles that show where activity occurred, this script focuses on how volume behaved inside price, separating buying and selling pressure and highlighting only statistically dominant imbalance. 🔹 Why This Script Is Original Most volume profiles and orderflow tools suffer from one or more of the following: Single-bin imbalance noise Repeating alerts from already-accepted imbalance Visual imbalance that does not align with alerts No distinction between fresh initiative vs historical volume This script solves those issues by combining price-bin profiling, directional volume classification, and strict imbalance persistence rules into one unified model. The result is a contextual orderflow tool, not a signal spammer. 🔹 How It Works (Concepts) Price-Based Binning The script divides the price range of the lookback window into fixed bins. Directional Volume Separation Buy volume: candles closing above open Sell volume: candles closing below open Bin-Level Imbalance Calculation A bin is imbalanced only when one side controls a configurable percentage of total volume: Side Volume ÷ (Buy + Sell Volume) ≥ Threshold Persistence Requirement (Noise Filter) Imbalance is only considered valid when it appears across 3 or more consecutive bins, filtering out isolated prints. Fresh Print Enforcement Alerts trigger only when imbalance first appears, never while it persists or after it has already been accepted by price. 🔹 Visual Output Each bin is drawn as a horizontal box Imbalanced bins display: Bold borders Highlighted background Text label: BUY IMB or SELL IMB Box width represents relative volume intensity Alerts are mathematically locked to these visual labels, ensuring perfect alignment between what you see and what you’re alerted on. 🔹 How Traders Use It This tool is best used for: Identifying initiative buying or selling Spotting absorption vs acceptance Confirming auction direction within a larger framework Providing orderflow context alongside VWAP, IB, CVD, or market structure It is not intended as a standalone entry signal, but as a confirmation and context engine. 🔹 Alerts (Non-Repainting) BUY alert → fresh 3+ bin buy-side imbalance SELL alert → fresh 3+ bin sell-side imbalance Alerts do not repeat unless imbalance fully disappears and reappears ⚠️ Notes Candle-based volume (not tick footprint) Non-repainting Designed for futures and liquid markets Best used with clean charts for clarity
อินดิเคเตอร์ Pine Script®
โดย samb817
Last 5 Trading Days Turnover This indicator displays the last 5 trading days’ turnover in a clear table format positioned at the bottom-left of the chart. Turnover is calculated as: Turnover = Volume × Closing Price All values are shown in ₹ Crores, making it easy to judge liquidity, participation, and institutional activity at a glance. 🔹 Key Features Shows last 5 trading days only (weekends & holidays automatically excluded) Works on any chart timeframe (data pulled from Daily candles) Turnover displayed in ₹ Crores for easy readability Bright, high-contrast table for quick visual scanning Columns included: Date Close Volume Turnover (₹ Cr) 🔹 Best Use Cases Identifying high-liquidity stocks Confirming breakouts with volume strength Spotting institutional participation Filtering stocks for swing & positional trading Useful for Indian equity markets ⚙️ Notes Turnover is based on exchange-reported volume Designed for clarity and minimal chart clutter Suitable for price-action and stage-analysis traders
อินดิเคเตอร์ Pine Script®
โดย PrashantSinghh
Multi-Session Volume Profile [MarkitTick]💡 This comprehensive Multi-Session Volume Profile indicator offers a sophisticated, array-based approach to Auction Market Theory. By simultaneously processing Daily, Weekly, Monthly, and Custom Session profiles, it empowers traders to visualize the migration of value across multiple timeframes without the performance overhead of standard heavy profile scripts. It is designed to identify key liquidity nodes, support/resistance zones defined by volume, and the directional bias of the market through Point of Control (POC) shifts. ✨ Originality and Utility ● Multi-Dimensional Value Analysis Unlike standard volume profiles that often restrict users to a single timeframe or require multiple instances of an indicator, this script consolidates four distinct profile calculations into a single, efficient tool. It leverages Pine Script® arrays and custom types (`VPSlot`, `VolumeProfile`) to dynamically calculate volume distribution, ensuring minimal lag while maintaining high data granularity. ● Dynamic POC Shift Tracking A standout feature of this utility is the "Shift Analysis." The indicator does not merely plot the current Point of Control; it calculates the delta between the current session's POC and the previous session's POC. This provides immediate visual feedback on "Value Migration"—whether the market is accepting higher prices (Bullish Shift) or lower prices (Bearish Shift). ● Granular Control via Custom Types The script utilizes a custom quantitative structure (`type VolumeProfile`) to manage raw volume, highs, lows, and volatility slots independently for each timeframe. This allows for precise "row" calculations, ensuring that the volume distribution accurately reflects price action within the specific session, rather than broad approximations. 🔬 Methodology and Concepts ● Array-Based Bucketing The core engine relies on a "Row Size" input to divide the session's price range into horizontal buckets (slots). As new price bars form, the script distributes the bar's volume across these slots. If a bar spans multiple slots, volume is distributed proportionally; if a bar is contained within a single slot, the total volume accumulates there. This mimics a true TPO (Time Price Opportunity) calculation using volume as the weight. ● Statistical Value Area Calculation The Value Area (VA) is determined using a standard deviation proxy. The script identifies the POC (the slot with the highest accumulated volume) and then iteratively adds the next highest volume slots above or below the POC until the total accumulated volume reaches the user-defined percentage (default 70%). ● Session Logic and Reset The indicator employs state-logic variables (`isNewDay`, `isNewWeek`, `isNewMonth`) to detect session boundaries. Upon a boundary cross, the `reset()` method clears the arrays and initializes a new profile, while the `draw()` method finalizes the visualization of the completed session. This ensures that the lines on the chart always represent the developing or completed structure of the specific time period. 🎨 Visual Guide The indicator renders up to four distinct profiles, each color-coded for rapid identification. ● Daily Profile (Default: Yellow) Solid Yellow Line: Represents the Daily POC (Point of Control)—the price level with the most volume traded today. Dashed/Dotted Yellow Lines: Represent the Value Area High (VAH) and Value Area Low (VAL). Yellow Background Box: Highlights the 70% Value Area, showing where the bulk of the day's trading occurred. ● Weekly Profile (Default: Blue) Solid Blue Line: The Weekly POC. Use this to gauge the medium-term trend direction. Blue Background: Encapsulates the weekly value area. A breakout from this zone often signals a significant trend continuation. ● Monthly Profile (Default: Purple) Solid Purple Line: The Monthly POC. This is a high-timeframe magnet level, often acting as major support or resistance. Purple Background: Shows the macro acceptance zone for the asset. ● Custom Session Profile (Default: Cyan) Solid Cyan Line: Tracks the POC for a specific time window (e.g., 09:30-16:00). Ideal for isolating RTH (Regular Trading Hours) from electronic sessions. ● Labels and Shift Arrows Right-Side Labels: Display the exact price of the POC for each active profile. Shift Indicators (▲ / ▼): Located inside the label. A "▲" indicates the current POC is higher than the previous session's POC (Value Migration Up), while "▼" indicates the opposite. 📖 How to Use ● Trend Confirmation via Value Migration Observe the Shift Arrows in the labels. If the Daily and Weekly profiles both show "▲" (Up Shift), it confirms that value is migrating higher, suggesting a healthy uptrend. Do not short the market when value is migrating up unless price breaks below the VAL. ● Mean Reversion Trades When price extends far away from the POC but fails to establish value (volume) at those new levels, it often reverts back to the POC. Use the POC lines as profit targets for mean reversion strategies. ● Breakout Validation A breakout is considered valid if price closes outside the Value Area (Background Box) and volume begins to build at the new levels. If price spikes out of the VAH but quickly returns inside the box, it is a "Failed Auction," and a rotation to the VAL is probable. ● Confluence Zones Look for price levels where the Daily POC and Weekly VAL/VAH overlap. These "clusters" of volume act as reinforced support or resistance levels. ⚙️ Inputs and Settings ● General Settings Row Size: Determines the resolution of the profile. Higher numbers (e.g., 100) give smoother, more precise profiles but use more resources. Lower numbers (e.g., 24) are blockier but faster. Value Area %: The percentage of total volume to include in the VA. Standard is 70.0. Show POC Shift Analysis: Toggles the display of the ▲/▼ drift comparison. ● Profile Toggles (Daily, Weekly, Monthly, Session) Each section has individual toggles for Show Profile , Show Value Area , and Show Background . Start of Week Day: Allows you to define when the weekly profile resets (e.g., Sunday or Monday). ● Alert Settings Approach Distance (Ticks): Defines how close price must get to a POC/VAH/VAL level to trigger an "Approaching" alert. Enable Alerts: Master switch to turn on internal alert condition checks. 🔍 Deconstruction of the Underlying Scientific and Academic Framework ● Auction Market Theory (AMT) The script is grounded in Auction Market Theory, which posits that the market's primary purpose is to facilitate trade. Price advertises opportunity, and Volume records the acceptance of that opportunity. The "Value Area" represents the fair value established by buyers and sellers, while the POC represents the price of maximum consensus. ● Gaussian Distribution Application The calculation of the Value Area at 70% is derived from the statistical properties of a Normal (Gaussian) Distribution, where approximately 68.2% of data points typically fall within one standard deviation of the mean. In this script, the POC acts as the mode (peak frequency), and the Value Area represents that first standard deviation of transactional volume. ● Volume-Price Integration By integrating volume into price buckets (`VPSlot`), the indicator transforms two-dimensional time/price data into three-dimensional data (Time, Price, Volume). This reveals the "texture" of the market structure, distinguishing between high-volume nodes (strong acceptance) and low-volume nodes (rejection or emotional trading). ⚠️ 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
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Blockcircle Global Central Bank Balance Sheet and Money SupplyOVERVIEW This indicator aggregates money supply (M2) and central bank balance sheet data from the world's largest economies into a single, unified view of global liquidity conditions. Rather than manually tracking dozens of separate data feeds or building your own aggregation logic, you get a ready-to-use tool that pulls from FRED, TradingView Economics, and real-time FX rates to convert everything into USD terms automatically. Global liquidity has historically served as a leading indicator for risk assets. When central banks expand their balance sheets and the money supply grows, capital tends to flow into equities, crypto, and other risk-on assets. When liquidity contracts, markets often follow. This indicator gives you that macro context directly on your chart. The global liquidity movement (expansionary or contractionary) often leads to asset price appreciation/depreciation in CRYPTOCAP:BTC , SP:SPX , etc WHAT MAKES IT ORIGINAL AND DIFFERENT Combines both M2 money supply AND central bank balance sheet data in one place, whereas most existing tools focus on only one metric Aggregates 11 economies for M2 (USA, EU, China, Japan, UK, Canada, India, Russia, Brazil, Australia, Switzerland) and 10 central banks for balance sheet data Automatically handles currency conversion using live FX rates so all values display in USD Includes a dedicated US Net Liquidity calculation (Fed Balance Sheet minus Reverse Repo minus TGA) which filters out temporary distortions that other aggregate tools ignore Provides granular country by country breakdown in the information table so you can identify which central banks are driving the aggregate trend Offers four moving average types (SMA, EMA, WMA, RMA) for trend smoothing with configurable length HOW IT WORKS The indicator requests monthly M2 data from TradingView's Economics feeds for each included country. Central bank balance sheet data is pulled the same way. All non-USD values are converted using daily FX rates from major currency pairs. The script then sums these converted values to produce the Global M2 and Global CBBS lines. For US liquidity specifically, the script pulls weekly data for the Reverse Repo Program (RRP) and Treasury General Account (TGA) from FRED. Net Liquidity is calculated as: Fed Balance Sheet minus RRP minus TGA. This formula removes funds parked in reverse repos and Treasury cash balances, showing what is actually circulating in the financial system. KEY FEATURES Global M2 Money Supply line tracking 11 major economies with individual toggles for each country Global Central Bank Balance Sheet line tracking 10 central banks with individual toggles US-specific components, including Reverse Repo, TGA, and Net Liquidity as separate plot lines Moving average overlays with selectable type and length for identifying trend direction Fill the option between M2 and CBBS lines to visualize the gap between money supply and central bank assets Value labels at line endpoints showing current readings and period-over-period percentage change Comprehensive information table with optional country breakdown view Full color customization for all lines, configurable line width, and style options Alert conditions for significant M2 and CBBS changes plus MA crossover signals HOW TO USE Add to any chart and observe the overall direction of global liquidity. Rising lines generally support risk on positioning, while declining lines suggest caution Watch for divergences between the M2 and CBBS lines. If money supply grows faster than central bank assets, private credit may be expanding. If CBBS rises faster, central banks are actively injecting liquidity Use the US Net Liquidity line to understand short term dollar liquidity conditions separate from longer term global trends Enable moving averages to filter noise and identify when liquidity trends are changing direction Toggle individual countries on or off in the settings to see how specific regions contribute to the total Reference the information table for exact values and percentage changes without leaving your chart SETTINGS BREAKDOWN Table Settings: position, text size, and whether to show the country breakdown Display Settings: toggle visibility for each line, fill area, value labels, percent labels, and the info table Line Styling: customize colors for each metric, adjust line width, and select solid, dashed, or dotted style Moving Average: enable or disable MA overlays for M2 and CBBS, select MA type, and set length Global M2 Countries: individually enable or disable each of the 11 economies US Liquidity Components: toggle RRP and TGA data Global CBBS Countries: individually enable or disable each of the 10 central banks Alerts: set percentage threshold for change based alerts IMPORTANT CONSIDERATIONS Data updates depend on the publication schedule of each source. M2 and CBBS data are typically monthly with some delay. US Fed Balance Sheet, US RRP and US TGA update weekly FX conversion uses daily close rates which may introduce minor discrepancies during volatile currency periods Some emerging market data may have longer reporting lags than developed market data Hope you find it useful and impactful to your trading and investment decisions! If you have any questions at all, please just ask, happy to help
อินดิเคเตอร์ Pine Script®
โดย blockcircle
Luminous Volume Flow [Pineify]Luminous Volume Flow The Luminous Volume Flow is a specialized volume-based momentum oscillator designed to uncover the underlying buying and selling pressure within the market. Unlike traditional volume indicators that simply aggregate volume based on the close relative to the open, LVF analyzes intrabar dynamics—specifically the relationship between the close price and the high/low wicks—to estimate the dominance of buyers or sellers. By smoothing this raw volume delta and applying a signal line, the LVF provides a clear visual representation of volume flow, helping traders identify trend strength, potential reversals, and momentum shifts with high-definition "luminous" visuals. Key Features Intrabar Pressure Analysis : Calculates buying and selling pressure based on wick dynamics and price polarity to provide a more granular view of market sentiment. Multi-Type Smoothing : Offers selectable Moving Average types (SMA, EMA, RMA) for the main Flow Line to adapt to different market volatilities. Luminous Visuals : Utilizes dynamic color gradients that brighten as momentum expands and darken as it contracts, offering immediate visual feedback on trend intensity. Sentiment Cloud : Fills the area between the Flow and Signal lines to clearly visualize the prevailing bullish or bearish sentiment. High-Contrast Signals : Optional high-contrast signal markers for clear crossover identification. How It Works The LVF operates on a multi-stage calculation process: Pressure Calculation : The script compares the lower wick (Close - Low) against the upper wick (High - Close). If the lower wick is longer, it suggests buying pressure (rejection of lower prices), and volume is assigned to Buy Pressure . If the upper wick is longer, it suggests selling pressure (rejection of higher prices), and volume is assigned to Sell Pressure . If equal, the Close > Open polarity is used as a tie-breaker. Raw Delta : The difference between Buy and Sell Pressure is calculated to determine the net volume flow for the bar. Flow Line : The Raw Delta is smoothed using a user-selected Moving Average (SMA, EMA, or RMA) over the Flow Length period. This creates the main oscillator line. Signal Line : An EMA of the Flow Line is calculated to generate the Signal Line, similar to the MACD mechanic. Histogram : The difference between the Flow Line and Signal Line determines the Histogram, which drives the "Luminous" color gradient logic. Trading Ideas and Insights Trend Confirmation : When the Flow Line is above the Signal Line and the Cloud is green, the bullish trend is supported by volume. Conversely, a red cloud indicates bearish volume dominance. Momentum Crossovers : The triangle shapes indicate crossovers between the Flow and Signal lines. A triangle up (Green) suggests a potential bullish entry or invalidation of a short bias. A triangle down (Red) suggests a bearish turn. Expansion vs. Contraction : Pay attention to the brightness of the histogram columns. Bright colors indicate expanding momentum (a strong move), while darker, fading colors suggest the move is losing steam, potentially preceding a consolidation or reversal. How multiple components work together This script combines the logic of Volume Delta analysis with Signal Line Crossover mechanics (popularized by MACD). By applying trend-following smoothing to raw volume data, we transform erratic volume spikes into a coherent flow. The "Luminous" visual layer is added to make the data interpretation intuitive—removing the need to mentally calculate the rate of change based on histogram height alone. Unique Aspects Adaptive Gradient Coloring : The histogram doesn't just show positive/negative values; it visually communicates the *acceleration* of the move via color intensity based on standard deviation. Wick-Based Volume Attribution : Instead of a binary close-to-open comparison, LVF respects the price action within the candle (the wicks), acknowledging that a long lower wick on a red candle can actually represent significant buying interest. How to Use Add the indicator to your chart. Adjust the Flow Length to match your trading timeframe (lower for scalping, higher for swing trading). Select your preferred Smoothing Type (EMA is default and recommended for responsiveness). Use the "Sentiment Cloud" filter: Look for long signals only when the cloud is green, and short signals when the cloud is red. Monitor the Luminous Histogram for signs of exhaustion (colors fading) to manage exits. Customization Flow Length : Period for the main smoothing (Default: 14). Signal Length : Period for the signal line (Default: 9). Smoothing Type : Choose between SMA, EMA, or RMA. Colors : Fully customizable colors for Bullish/Bearish phases and signals. Chart Bars : Option to color the main chart candles based on the Flow direction. Conclusion The Luminous Volume Flow is a robust tool for traders who want to go beyond price action and understand the volume dynamics driving the market. By visualizing the flow of buying and selling pressure with advanced smoothing and reactive visuals, it provides a clearer picture of market sentiment than standard volume bars.
อินดิเคเตอร์ Pine Script®
โดย Pineify
Standardized ROC Engine (EMA Version)The purpose of this script is to create a standardized rate‑of‑change engine that compares the momentum of multiple structural anchors, specifically several EMAs, VWAP, price and volume. By converting each ROC stream into a z‑score, the indicator places all components on a common scale, allowing the trader to see when any anchor is accelerating or decelerating relative to its own long‑term distribution. This transforms raw ROC, which is naturally unstable and scale‑dependent, into a normalized momentum map that highlights extremes, clustering and regime shifts with far greater clarity. The script works by first computing four EMAs of different lengths, along with VWAP, then calculating the percentage rate of change for each series over a user‑defined ROC window. Each ROC stream is then passed through a standardization function that subtracts its rolling mean and divides by its rolling standard deviation, producing a z‑score that expresses how unusual the current momentum is compared to the past. These standardized curves are plotted together, using consistent colors, while horizontal reference lines at one, two and three standard deviations provide visual thresholds for identifying statistically significant momentum events. The rationale behind this architecture is that raw ROC values are not comparable across different structures because each anchor has its own volatility profile, amplitude and noise characteristics. Standardization solves this by converting every ROC stream into a dimensionless measure of deviation, enabling cross‑anchor comparison without distortion. This approach reveals when short‑term EMAs are accelerating faster than long‑term EMAs, when VWAP momentum diverges from trend momentum, and when volume expansion aligns with or contradicts price acceleration, all expressed in a unified statistical language that is robust across assets and timeframes.
อินดิเคเตอร์ Pine Script®
โดย chriskokal1