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Volume

Supply and Demand Zones [BigBeluga]🔵 OVERVIEW The Supply and Demand Zones indicator automatically identifies institutional order zones formed by high-volume price movements. It detects aggressive buying or selling events and marks the origin of these moves as demand or supply zones. Untested zones are plotted with thick solid borders, while tested zones become dashed, signaling reduced strength. 🔵 CONCEPTS Supply Zones: Identified when 3 or more bearish candles form consecutively with above-average volume. The script then searches up to 5 bars back to find the last bullish candle and plots a supply zone from that candle’s low to its low plus ATR. Demand Zones: Detected when 3 or more bullish candles appear with above-average volume. The script looks up to 5 bars back for a bearish candle and plots a demand zone from its high to its high minus ATR. Volume Weighting: Each zone displays the cumulative bullish or bearish volume within the move leading to the zone. Tested Zones: If price re-enters a zone and touches its boundary after being extended for 15 bars, the zone becomes dashed , indicating a potential weakening of that level. Overlap Logic: Older overlapping zones are removed automatically to keep the chart clean and only show the most relevant supply/demand levels. Zone Expiry: Zones are also deleted after they’re fully broken by price (i.e., price closes above supply or below demand). 🔵 FEATURES Auto-detects supply and demand using volume and candle structure. Extends valid zones to the right side of the chart. Solid borders for fresh untested zones. Dashed borders for tested zones (after 15 bars and contact). Prevents overlapping zones of the same type. Labels each zone with volume delta collected during zone formation. Limits to 5 zones of each type for clarity. Fully customizable supply and demand zone colors. 🔵 HOW TO USE Use supply zones as potential resistance levels where sell-side pressure could emerge. Use demand zones as potential support areas where buyers might step in again. Pay attention to whether a zone is solid (untested) or dashed (tested). Combine with other confluences like volume spikes, trend direction, or candlestick patterns. Ideal for swing traders and scalpers identifying key reaction levels. 🔵 CONCLUSION Supply and Demand Zones is a clean and logic-driven tool that visualizes critical liquidity zones formed by institutional moves. It tracks untested and tested levels, giving traders a visual edge to recognize where price might bounce or reverse due to historical order flow.
อินดิเคเตอร์ Pine Script®
โดย BigBeluga
7
INSTITUTIONAL VOLUME PROFILE + FIBONACCI + ENHANCED SIGNALS🎯 INSTITUTIONAL VOLUME PROFILE + FIBONACCI + ENHANCED SIGNALS A professional-grade indicator combining Volume Profile analysis, Fibonacci retracements, Anchored VWAP, and intelligent signal filtering to identify high-probability institutional positioning and trade setups. 📊 CORE FEATURES ▸ Volume Profile with POC (Point of Control) - Visualizes where institutional volume accumulated - Identifies High Volume Nodes (HVN) as key support/resistance - Shows Value Area (70% volume zone) for market equilibrium ▸ Dynamic Fibonacci Levels - Auto-detects swing high/low for retracement levels - Golden Pocket (0.618-0.65) highlight zone - Bull/bear direction recognition ▸ Anchored VWAP - Anchored to swing range start - Institutional mean reversion baseline - Real-time trend bias indicator ▸ Graded Signal System (A+/B/C) - A+ Signals: High probability setups (VWAP cross + POC alignment) - B Signals: Above-average quality (VWAP cross above POC) - C Signals: Lower probability (counter-trend setups) 🎮 DISPLAY MODES ⚡ TRADING LIVE MODE - Clean chart showing only A+ signals - Minimal visual noise for active trading - Perfect for intraday execution 📈 FULL OVERVIEW MODE - Complete analysis with all zones visible - Volume Profile + Fibonacci + Value Area - All signal grades displayed - Statistics dashboard 🔬 ADVANCED SIGNAL FILTERS ✓ Volume Confirmation - Requires above-average volume on signals - Filters out weak institutional participation - Configurable volume multiple (default 1.2x) ✓ Momentum Filter - Ensures price momentum aligns with signal direction - Prevents counter-trend entries - Configurable lookback period ✓ SR Proximity Upgrade ⭐ GAME CHANGER - Automatically upgrades B/C signals to A+ when near key levels - Detects proximity to POC and HVN zones - Combines technical confluence for best setups 🔔 SMART ALERTS ▸ Configurable alerts for A+, B, or C signals ▸ Real-time notifications to your device ▸ No need to watch charts constantly ▸ "Once per bar close" prevents repainting 💡 HOW TO USE FOR DAY TRADING: 1. Switch to "Trading Live" mode 2. Enable only A+ alerts 3. Set filters: Volume 1.5x, Momentum ON, Proximity 0.3% 4. Trade only A+ signals at key levels FOR SWING TRADING: 1. Use "Full Overview" mode 2. Analyze Value Area and Fibonacci confluence 3. Set filters: Volume 1.2x, Momentum ON, Proximity 0.8% 4. Enter on A+ signals with multi-timeframe confirmation FOR ANALYSIS: 1. Full Overview mode with all visuals enabled 2. Disable filters to see all raw signals 3. Study how institutions positioned at key zones 4. Plan trades around POC and Value Area ⚙️ RECOMMENDED SETTINGS 5-15 MIN CHARTS (Scalping): - Lookback: 200-300 bars - Volume: 1.5x, Momentum: 5 bars, Proximity: 0.3% - Trading Live mode + A+ alerts only 1 HOUR CHARTS (Intraday): - Lookback: 300 bars - Volume: 1.3x, Momentum: 3 bars, Proximity: 0.5% - Full Overview or Trading Live 4 HOUR CHARTS (Swing): - Lookback: 300-500 bars - Volume: 1.2x, Momentum: 3 bars, Proximity: 0.8% - Full Overview mode DAILY CHARTS (Position): - Lookback: 300-500 bars - Volume: 1.1x, Momentum: 2 bars, Proximity: 1.0% - Full Overview mode 📈 KEY CONCEPTS POC (Point of Control): Price level with highest volume - acts as magnet Value Area: Zone containing 70% of volume - equilibrium range HVN: High Volume Nodes - institutional accumulation zones AVWAP: Anchored VWAP - institutional average entry price Golden Pocket: 0.618-0.65 Fib zone - highest probability reversal area 🎯 TRADING STRATEGY TIPS 1. Wait for A+ signals - quality over quantity 2. Best setups occur at POC or Value Area boundaries 3. Use multiple timeframes for confirmation 4. Combine with your own risk management rules 5. Signals are high probability, not guaranteed - always use stops
อินดิเคเตอร์ Pine Script®
โดย TheHeikinAshitrader
Liquidity Levels Pro Tool - thewallranka Liquidity Levels Pro Tool is a market-structure and liquidity-mapping indicator designed to help discretionary futures and index traders identify statistically relevant price levels where reactions, continuations, or liquidity sweeps are more likely to occur. This script is a decision-support tool, not a signal generator. It does not issue buy/sell alerts or predict future price movement. Instead, it organizes and scores liquidity information so traders can make their own contextual decisions. What this indicator does The script continuously detects and maintains liquidity zones derived from price pivots, then evaluates those zones using multiple structural and contextual factors: Repeated price interaction (touches) Freshness (time since last interaction) Confluence with key reference levels Reaction behavior after contact Session relevance (RTH vs overnight) Market regime (trend vs mean reversion) Time-of-day effects (open, midday, power hour) Only the most relevant zones—based on a dynamic scoring system—are displayed to reduce chart clutter and focus attention on levels that have historically mattered. Core components 1. Liquidity Zones Zones are built from pivot highs and lows and expanded into areas using a configurable tick-based padding. Nearby zones are merged to avoid redundancy. Each zone is continuously evaluated and assigned a score (0–100) reflecting its relative importance. 2. Zone Scoring (No Lookahead) Zone scores are based on: Number of confirmed interactions Recency of the last touch Confluence with prior day/week levels, VWAP, and Opening Range Reaction quality after touches (speed and follow-through) Session alignment (zones that “work” in the current session are favored) Penalties after liquidity sweeps Zones are not forward-looking and do not rely on future data. 3. Context Engine The script classifies the current environment using VWAP slope and distance: Trend (up or down) Mean reversion Mixed/transition Time-of-day context (Open, Midday, Power Hour) is also tracked internally and influences zone scoring. This context is displayed in the HUD to support situational awareness, not automated decisions. 4. Liquidity Sweeps Optional sweep detection highlights situations where price trades beyond a zone and closes back inside, indicating potential stop runs or failed breakouts. Sweeps are rate-limited and applied conservatively to avoid visual noise. 5. Trade Planning Levels (Optional) When enabled, the script highlights the nearest high-quality liquidity level above and below price based on score thresholds. These are intended as reference targets, not trade entries or exits. HUD (Heads-Up Display) The on-chart HUD summarizes: Key reference levels (prior day/week, Opening Range) Nearest strong liquidity above/below price Market regime and time-of-day context Distance to levels (ticks or points) The HUD is fully optional, positionable, and includes resizable modes (Small / Medium / Large) to fit different chart layouts. How to use this tool This indicator is best used as part of a discretionary trading process, for example: Identifying areas where price is more likely to react or pause Framing trades around higher-quality structure instead of arbitrary levels Filtering setups based on session and regime context Managing expectations near known liquidity rather than chasing price It is intentionally designed not to provide trade signals. Limitations and important notes This script does not predict outcomes or guarantee reactions High-scoring zones can still fail Liquidity behavior is context-dependent and probabilistic No performance claims or backtested results are provided The indicator should not be used in isolation Past behavior does not imply future results. Chart and usage notes The script is intended for standard time-based charts Recommended for liquid futures and index products Use a clean chart for clarity when publishing or sharing No external indicators are required Final note Liquidity Levels Pro (Tool) — v6 is designed to organize complex market structure into a clear, readable framework, allowing traders to focus on execution and risk management rather than raw level detection. This script reflects an analytical approach to intraday liquidity and structure, not an automated trading system.
อินดิเคเตอร์ Pine Script®
โดย thewallranka
VR Volume Ratio + Divergence (Pro)成交量比率 (Volume Ratio, VR) 是一項通過分析股價上漲與下跌日的成交量，來研判市場資金氣氛的技術指標。本腳本基於傳統 VR 公式進行了優化，增加了**「趨勢變色」與「自動背離偵測」**功能，幫助交易者更精準地捕捉量價轉折點。 Introduction Volume Ratio (VR) is a technical indicator that measures the strength of a trend by comparing the volume on up-days versus down-days. This script enhances the classic VR formula with "Trend Color Coding" and "Auto-Divergence Detection", helping traders identify volume-price reversals more accurately. 核心功能與參數 公式原理： VR = (Qu + Qf/2) / (Qd + Qf/2) * 100 Qu: 上漲日成交量 (Up volume) Qd: 下跌日成交量 (Down volume) Qf: 平盤日成交量 (Flat volume) 參數 (Length)：預設為 26 日，這是市場公認最有效的短中線參數。 關鍵水位線 (Key Levels)： < 40% (底部區)：量縮極致，市場情緒冰點，常對應股價底部，適合尋找買點。 100% (中軸)：多空分界線。 > 260% (多頭警戒)：進入強勢多頭行情，但需注意過熱。 > 450% (頭部區)：成交量過大，市場情緒亢奮，通常為頭部訊號。 視覺優化 (Visuals)： 紅漲綠跌：當 VR 數值大於前一日顯示為紅色（動能增強）；小於前一日顯示為綠色（動能退潮）。 背離訊號 (Divergence)：自動標記量價背離。 ▲ 底背離 (Bullish)：股價創新低，但 VR 指標墊高（主力吸籌）。 ▼ 頂背離 (Bearish)：股價創新高，但 VR 指標走弱（買氣衰竭）。 Features & Settings Formula Logic: Calculated as VR = (Qu + Qf/2) / (Qd + Qf/2) * 100. Default Length: 26, widely regarded as the optimal setting for short-to-medium term analysis. Key Zones: < 40% (Oversold/Bottom): Extreme low volume, often indicating a market bottom and potential buying opportunity. 100% (Neutral): The balance point between bulls and bears. > 260% (Bullish Zone): Strong uptrend, volume is expanding. > 450% (Overbought/Top): Extreme high volume, often indicating a market top and potential reversal. Visual Enhancements: Color Coding: Line turns Red when VR rises (Momentum Up) and Green when VR falls (Momentum Down). Divergence Signals: Automatically marks divergence points on the chart. ▲ Bullish Divergence: Price makes a lower low, but VR makes a higher low (Accumulation). ▼ Bearish Divergence: Price makes a higher high, but VR makes a lower high (Distribution). 應用策略建議 抄底策略：當 VR 跌破 40% 後，指標線由綠翻紅，或出現「▲底背離」訊號時，為極佳的波段進場點。 逃頂策略：當 VR 衝過 450% 進入高檔區，一旦指標線由紅翻綠，或出現「▼頂背離」訊號時，建議分批獲利了結。 Strategy Guide Bottom Fishing: Look for entries when VR drops below 40% and turns red, or when a "▲ Bullish Divergence" label appears. Taking Profit: Consider selling when VR exceeds 450% and turns green, or when a "▼ Bearish Divergence" label appears. Disclaimer: This tool is for informational purposes only and does not constitute financial advice. / 本腳本僅供參考，不構成投資建議。
อินดิเคเตอร์ Pine Script®
โดย jumbozip
X-trend Volume Anomaly 📊 X-TREND Volume Anomaly: Advanced VSA Analysis Effective market analysis requires understanding the relationship between Price Action and Volume. X-Trend Volume Anomaly is a technical instrument that simplifies Volume Spread Analysis (VSA) into a clear, visual system. It allows traders to instantly decode the footprint of "Smart Money" by analyzing the correlation between Relative Volume (RVOL) and Candle Range. The algorithm automatically classifies market behavior into three distinct states: 1. 🟢🔴 Impulse (Trend Validation) Logic: High Relative Volume + High Price Range. Interpretation: Represents genuine market intent. Institutional aggregators are aggressively pushing price. This confirms the validity of a breakout or trend continuation. 2. 🟠 Absorption / Churn (Reversal Warning) Logic: Ultra-High Relative Volume + Low Price Range (Doji, Pin-bar). Interpretation: The critical signal. This indicates a major divergence between Effort (Volume) and Result (Price Movement). Large players are absorbing liquidity via limit orders, halting the trend. This is often a precursor to an immediate reversal. (See the Orange candle in the chart examples). 3. 👻 Ghost Mode (Noise Reduction) Logic: Candles with low/insignificant volume are rendered in a transparent gray scale. Utility: Eliminates visual noise, allowing the trader to focus exclusively on significant liquidity events and institutional activity. ⚙️ SYSTEM SYNERGY While this indicator provides robust standalone volume analysis, it is engineered to function as the Volume Confirmation Layer within the X-Trend Ecosystem. For a complete institutional trading setup, we recommend pairing this tool with: X-Trend Reversal (PRO): For precise, non-repainting entry signals. X-Trend Liquidation Heatmap: For identifying high-probability price targets.
อินดิเคเตอร์ Pine Script®
โดย Dev0880
SCOTTGO - Buy Sell Volume📊 SCOTTGO - Buy Sell Volume Bars - Delta - Up Down Volume Bars This indicator disaggregates the total volume traded on each bar into estimated Buying Volume and Selling Volume to visualize market pressure and dominance directly in a dedicated sub-pane. Key Features: Volume Disaggregation: Uses a standard formula to estimate how much of a bar's total volume was associated with upward (buying) pressure and how much was associated with downward (selling) pressure. Visual Clarity: Plots the Buy Volume (teal, upward) and Sell Volume (red, downward) as separate columns against a transparent total volume background, allowing for quick assessment of pressure balance. Real-Time Badge: A dynamic badge is fixed to the corner of the chart (default: Top Right) providing a numeric summary of the latest bar: Buy %: Percentage of the bar's total volume estimated as Buying Volume. Sell %: Percentage of the bar's total volume estimated as Selling Volume. Delta %: The magnitude of the volume difference (Delta) as a percentage of total volume, indicating the strength of the dominant side. Dominance Indicator: The background color of the badge changes dynamically to immediately signal whether Buying (customizable color, default: Teal) or Selling (customizable color, default: Red) pressure was dominant on the current bar. Usage: Traders can use this tool to identify periods of heavy accumulation (high Buy Volume) or distribution (high Sell Volume), providing insight into the conviction behind price movements.
อินดิเคเตอร์ Pine Script®
โดย SCOTTGO
Big Trades Whale Detector [Volume Anomalies] By HKOverview The "Big Trade Detector" helps you spot institutional footprints by identifying volume anomalies that act as outliers compared to recent history. It uses statistical analysis (Standard Deviation) to filter out noise and highlight only significant buying or selling pressure. Features: Volume Decomposition: Approximates buy/sell volume based on price action within the candle (Close vs. Range). 3-Tier Detection: Uses dynamic thresholds to categorize volume spikes into Small, Medium, and Extreme events. Smart Calculation: Compares current volume against the previous average to detect sudden shifts in momentum. Visuals: Green Circles (Below Bar): Unusual Buying Pressure (Support defense or Breakout). Red Circles (Above Bar): Unusual Selling Pressure (Resistance defense or Dump). Size Matters: The larger the circle, the higher the standard deviation (Sigma) of that volume event.
อินดิเคเตอร์ Pine Script®
โดย colacorn
UNDETECTED FX - 250 Pip LevelsIndicator Description – UNDETECTED FX: 250-Pip Psychological Levels This indicator automatically plots major 250-pip psychological levels on XAUUSD and highlights the price zones around them. These levels act as strong reaction points where liquidity, reversals, and institutional activity commonly occur. What the Indicator Does ✔ Plots every 250-pip level starting from a user-defined base (e.g., 4050 → 4075 → 4100 → 4125 → …) ✔ Each level is represented by a thick black horizontal line for maximum visual clarity ✔ Around every 250-pip level, the indicator draws a liquidity zone Top of zone: +200 pips Bottom of zone: –200 pips (configured as ± zoneHalf in settings) ✔ Uses extend: both, so levels stretch across the entire chart and stay fixed, no matter how far you scroll ✔ Zones are filled with a customizable color for clear premium/discount visualization ✔ The indicator never repaints and requires no updates after drawing — all levels are fixed on their price coordinates Why It’s Useful 🔹 Helps quickly identify institutional levels where gold often reacts 🔹 Acts as a framework for scalping, intraday trading, and swing bias 🔹 Makes it easy to spot liquidity sweeps, rejections, and premium/discount areas 🔹 Clearly shows market structure breaks around key psychological levels 🔹 Forces discipline by creating predefined, fixed levels for trading decisions Best Use Case XAUUSD scalpers Intraday traders who rely on precision entries Traders who use psychological levels, liquidity grabs, or smart-money concepts Anyone wanting a clean, non-cluttered chart with high-impact levels only
อินดิเคเตอร์ Pine Script®
โดย Undetectedd
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
1
Session HeatmapIntraday Seasonality Overview Analyzes historical patterns by time of day. Identifies when volatility, volume, and open interest changes tend to be highest or lowest. Features Multiple Metrics: TR (volatility), Volume, and Open Interest changes Flexible Grouping: View patterns by weekday or month to spot day-of-week or seasonal effects Heatmap Visualization: Blue (low) to Red (high) color scale for quick pattern recognition Percentile Mode: Reduces outlier impact by using 5th-95th percentile range Timezone Support: Display in UTC alongside your local time Metrics Explained TR: Volatility - when markets move most Volume: Liquidity - when participation is highest OI Increase: When new positions are opened OI Decrease: When positions are closed OI Net: Net open interest change Usage Set your timezone and preferred slot size (30min/1H) Choose a date range (relative or custom) Select a metric to analyze Use "Group By" to see weekday or monthly patterns Switch to Percentile color scale if outliers dominate Notes Chart timeframe should be equal to or smaller than Slot Size OI metrics require Binance Perpetual symbols DST is not automatically adjusted; consider seasonal shifts for US/EU sessions
อินดิเคเตอร์ Pine Script®
โดย ketan_kee
Intraday Volume Pulse GSK-VIZAG-AP-INDIA📊 Intraday Volume Pulse — by GSK-VIZAG-AP-INDIA Overview: This indicator displays a simple and effective intraday volume summary in table format, starting from a user-defined session time. It provides an approximate breakdown of buy volume, sell volume, cumulative delta, and total volume — all updated in real-time. 🧠 Key Features ✅ Session Start Control Choose the session start hour and minute (default is 09:15 for NSE). 🌐 Timezone Selector View volume data in your preferred timezone: IST, GMT, EST, CST, etc. 📈 Buy/Sell Volume Estimation Logic Buy Volume: When candle closes above open Sell Volume: When candle closes below open Equal: Volume split equally if Open == Close 🔄 Daily Auto-Reset All volume metrics reset at the start of a new trading day. 🎨 Color-Coded Volume Insights Buy Volume: Green shade if positive Sell Volume: Red shade if positive Cumulative Delta: Dynamic red/green based on net pressure Total Volume: Neutral gray with emphasis text 🧾 Readable Number Formatting Volumes are displayed in "K", "L", and "Cr" units for easier readability. 📌 Table Positioning Choose from top/bottom corners to best fit your layout. ⚠️ Note All data shown is approximate and based on candle structure — it does not reflect actual order book or tick-level data. This is a visual estimation tool to guide real-time intraday decisions. ✍️ Signature GSK-VIZAG-AP-INDIA Creator of practical TradingView tools focused on volume dynamics and trader psychology.
อินดิเคเตอร์ Pine Script®
โดย prowelltraders
Colby Cheese VWAP Setup [v2.0]🔧 Core Refactors • Imbalance function fixed: • Removed invalid usage. • Now uses for past bar references. • Bias checks are handled outside the function with proper series indexing. • Bias alignment: • Added and so CHoCH signals only fire when price change agrees with EMA bias. • Swing reset: • After a valid CHoCH, and reset to so stale levels don’t keep firing. • Line/label management: • CHoCH lines and labels now reuse persistent IDs (, ) instead of spamming new objects every trigger. ✨ New Features • Anticipation mode: • Blue “Anticipate” lines/labels drawn when delta + bias align before CHoCH confirmation. • Helps you see potential setups earlier. • Entry zone lines: • Solid green/red lines drawn at entry levels when is enabled. • Separate from FRVP dashed zones. • Stop‑loss lines: • Orange dotted lines drawn opposite the entry zone when is enabled. • Gives a visual risk marker. 🎨 Visual Consistency • Candle coloring simplified: white candles only when CHoCH triggers. • FRVP zones remain dashed lines with “Enter” labels. • Anticipation zones are blue solid lines. • Entry zones are solid green/red. • Stop‑loss lines are orange dotted.
อินดิเคเตอร์ Pine Script®
โดย dscottmuller
GARCH Volume Volatility [MarkitTick]Title: GARCH Volume Volatility Description Overview The GARCH Volume Volatility (GV) indicator is a sophisticated quantitative tool designed to analyze the rate of change in market participation. While the vast majority of technical indicators focus on Price Volatility (how much price moves), this script focuses on Volume Volatility (how unstable the participation is). Market volume is rarely distributed evenly; it tends to cluster. Periods of high activity are often followed by more high activity, and periods of calm tend to persist. This behavior is known as "heteroskedasticity." This script utilizes an Exponentially Weighted Moving Average (EWMA) model—a core component of Generalized Autoregressive Conditional Heteroskedasticity (GARCH) frameworks—to model these changing variance regimes. By isolating volume volatility from raw volume data, this tool helps traders distinguish between sustainable liquidity flows and erratic, unsustainable volume shocks that often precede market reversals or breakouts. Methodology and Calculations 1. Logarithmic vs. Percentage Returns The foundation of this indicator is the calculation of "Volume Returns"—the period-over-period change in volume. - The script defaults to Logarithmic Returns. In financial statistics, log returns are preferred because they normalize data that can vary wildly in magnitude (such as cryptocurrency volume spikes), providing a more symmetric view of changes. - Users can opt for standard percentage changes if they prefer a linear approach. 2. Variance Proxy (Squared Returns) To measure volatility, the direction of the volume change (up or down) matters less than the magnitude. The script squares the returns to create a "Variance Proxy." This ensures that a massive drop in volume is treated with the same statistical weight as a massive spike in volume—both represent a significant change in the volatility of participation. 3. GARCH-Style Smoothing (EWMA) Standard Moving Averages (SMA) treat all data points in the lookback period equally. However, volatility is dynamic. This script uses an EWMA model with a tunable "Lambda" (Decay Factor). - The Recursive Formula: The current calculation relies on a weighted average of the current variance and the previous period's smoothed variance. - Memory Effect: This allows the indicator to "remember" recent volatility shocks while gradually letting their influence fade. This mimics the GARCH process of conditional variance. 4. Dynamic Statistical Thresholds The final output is the Volatility (square root of variance). To make this data actionable, the script calculates a dynamic upper and lower limit based on the standard deviation (Z-Score) of the volatility itself over a user-defined lookback period. How to Use The indicator plots a histogram that categorizes the market into four distinct volatility regimes: 1. High Volatility (Red Histogram) Trigger: Volatility > High Band (Upper Standard Deviation). Interpretation: This signals an extreme anomaly in volume stability. This is not just "high volume," but "erratic volume behavior." This often occurs at: - Capitulation bottoms (panic selling). - Euphoric tops (blow-off tops). - Major news events or earnings releases. 2. Elevated Volatility (Maroon Histogram) Trigger: Volatility > Mean Average. Interpretation: The market is in an active state. Participation is changing rapidly, but within statistically normal bounds. This is common during healthy, trending moves where new participants are entering the market steadily. 3. Normal/Low Volatility (Green Histogram) Trigger: Volatility is within the lower bands. Interpretation: The market volume is stable. There are no sudden shocks in participation. This is typical of consolidation phases or "creeping" trends where the price drifts without significant volume conviction. 4. Extremely Low Volatility (Bright Green/Transparent) Trigger: Volatility < Low Band. Interpretation: The "calm before the storm." When volume volatility collapses to near-zero, it implies that the market has reached a state of equilibrium or disinterest. Historically, volatility is cyclical; periods of extreme compression often lead to violent expansion. Settings and Configuration Core Settings - Use EWMA: When checked (Default), uses the recursive GARCH-style calculation. If unchecked, it reverts to a simple SMA of variance, which is less sensitive to recent shocks but more stable. - Log Returns: Uses natural log for calculations. Highly recommended for assets with exponential growth or large volume ranges. - Length: The baseline period for the calculation. - Threshold Lookback: The number of bars used to calculate the Mean and Standard Deviation bands. - EWMA Lambda: The decay factor (0.0 to 1.0). A value of 0.94 is standard for risk metrics. -- Higher Lambda (e.g., 0.98): The indicator reacts slower and is smoother (long memory). -- Lower Lambda (e.g., 0.80): The indicator reacts very fast to new data (short memory). Visuals - Show Thresholds: Toggles the visibility of the statistical bands on the chart. - High Band (StdDev): The multiplier for the upper warning zone. Default is 1.5 deviations. Increasing this to 2.0 or 3.0 will filter for only the most extreme events. Disclaimer This tool is for educational and technical analysis purposes only. Breakouts can fail (fake-outs), and past geometric patterns do not guarantee future price action. Always manage risk and use this tool in conjunction with other forms of analysis.
อินดิเคเตอร์ Pine Script®
โดย MarkitTick
PFA_Cumulative VolumeComplex Technical Summary – PFA_Cumulative Volume Indicator The PFA_Cumulative Volume indicator implements a session-normalized volume aggregation framework that conditionally resets at each daily time boundary, thereby isolating intraday participation dynamics from multi-day carryover noise. By cumulatively summing raw traded volume from the session open, the script constructs a real-time proxy for directional conviction and liquidity absorption across the trading day. In parallel, the indicator captures the immediate microstructure context by explicitly retaining the volume of the last two completed candles, enabling short-horizon comparative analysis of participation decay, acceleration, or stalling. This dual-layer design—macro session accumulation coupled with micro candle-level volume comparison—allows traders to infer whether price movement is being structurally supported by expanding market involvement or merely drifting due to transient order flow. The visualization layer, implemented via a dynamically updated table overlay, prioritizes informational density over graphical plots. By segregating cumulative session volume, last-candle volume, and second-last-candle volume into discrete cells, the indicator facilitates rapid regime assessment without distorting price charts. Functionally, the tool does not assert directional bias; instead, it acts as a participation integrity monitor, highlighting divergence between price action and underlying volume commitment, which is critical for detecting distribution, exhaustion, or false continuation scenarios. In essence, the indicator operationalizes volume as a state variable rather than a trigger, framing trades around the sustainability of market effort rather than isolated price events.
อินดิเคเตอร์ Pine Script®
โดย pfa_institute
Anchored VWAP: Monthly / Weekly / SessionsPlots up to five VWAP lines using the chart’s exchange timezone: Monthly anchored VWAP: resets on the first bar at/after your chosen month start day + time. Weekly anchored VWAP: resets on the first bar at/after your chosen weekday + time. Up to 3 session anchored VWAPs: each resets on the first bar that enters its configured TradingView session window; optionally hides the line outside the session). All VWAPs are computed from a selectable price source (default hlc3) and traded volume.
อินดิเคเตอร์ Pine Script®
โดย daedalusdelta
Auto Harmonic PatternThis advanced harmonic pattern recognition system represents the pinnacle of algorithmic pattern detection, utilizing precision-engineered Fibonacci validation algorithms with institutional-grade accuracy 📊✨. Built with sophisticated multi-layered filtering logic, it automatically identifies and validates high-probability reversal structures in real-time across all market conditions and timeframes 🎯.​ 🔥 Complete Pattern Detection Arsenal This is the ONLY TradingView harmonic indicator that integrates all 16 major harmonic patterns with mathematically validated Fibonacci ratios:​ 🦇 Gartley Pattern 🦇 Bat Pattern 🦋 Butterfly Pattern 🦀 Crab Pattern 🎨 Leonardo Pattern 🦀 Deep Crab Pattern 🦈 Shark Pattern 🔐 Cypher Pattern 🕊️ White Swan Pattern 🔁 Three Drives Pattern 🔄 AB=CD Pattern 🌊 Wolfe Waves Pattern 5️⃣-0️⃣ Pattern ⭐ Nen Star Pattern 🦢 Black Swan Pattern ⚔️ Anti-Gartley Pattern 💎 Professional-Grade Features The indicator employs real-time pattern validation with strict ratio tolerance controls ⚡, customizable visual alerts for pattern completion 🔔, automated multiple take-profit target plotting with precision Fibonacci extensions 💰, and integrated volume analysis for trade confirmation 📊. Each detected pattern includes three clearly marked TP levels to maximize your profit potential while maintaining optimal risk management.​ ✅ Want access to this indicator? Simply boost this indicator 🚀 and you'll receive immediate access to the most comprehensive and accurate harmonic pattern detection tool available on TradingView! 💪📈
อินดิเคเตอร์ Pine Script®
โดย abo0o
DeltaReact - Volume and Orderflow ReactivityThis indicator is designed to visualise institutional participation and directional pressure using a multi-timeframe blend of volume expansion, delta imbalance, and trend context. Unlike traditional volume or momentum tools, it focuses on relative change rather than absolute values. Core Concepts The script measures: Volume expansion relative to its own moving baseline Delta strength derived from directional volume imbalance Directional agreement between delta, volume, and trend state Multi-timeframe structure, allowing lower-timeframe signals to be viewed in higher-timeframe context What Makes This Different Most volume-based indicators treat volume and delta independently. This tool: Normalises both metrics into percentage-based strength Applies contextual filters to reduce noise Highlights structural shifts rather than raw spikes Provides clear visual hierarchy for participation intensity How to Use Strong delta + volume expansion suggests active participation Directional alignment improves confidence Signals are designed for confluence, not standalone entries Works across assets and sessions without instrument-specific tuning Access & Availability This script is published as invite-only to control distribution. If you would like to request access or learn more about usage, please contact the author via TradingView direct message. Important Notes This indicator is not a trading strategy and does not provide buy or sell signals. It is intended as a decision-support tool to be used alongside risk management and broader market analysis.
อินดิเคเตอร์ Pine Script®
โดย CryptoDaX2025