Smart Money Fluid [JOAT]
Smart Money Fluid — Accumulation and Distribution Flow Analysis
Smart Money Fluid tracks institutional-style accumulation and distribution patterns using a sophisticated combination of Money Flow Index, Chaikin Money Flow, and VWAP-relative price analysis. It aims to reveal whether larger participants may be accumulating (buying) or distributing (selling)—information that can precede significant price moves.
What Makes This Indicator Unique
Unlike single money flow indicators, Smart Money Fluid:
Combines three different money flow methodologies into one composite signal
Detects divergences between price and money flow automatically
Identifies high-volume conditions that add conviction to signals
Provides both the composite signal and individual component values
Features a momentum histogram showing flow acceleration
What This Indicator Does
Combines multiple money flow indicators into a composite signal (0-100 scale)
Identifies accumulation zones (potential institutional buying) and distribution zones (potential selling)
Detects divergences between price and money flow
Highlights high-volume conditions for stronger signals
Tracks momentum direction within the flow
Provides comprehensive dashboard with all component values
Composite Calculation Explained
The Smart Money Flow composite combines three proven money flow methodologies:
// Component 1: Money Flow Index (MFI) - 40% weight
// Measures buying/selling pressure using price and volume
float mfi = 100 - (100 / (1 + mfRatio))
// Component 2: Chaikin Money Flow (CMF) - 30% weight
// Measures accumulation/distribution based on close position within range
float cmf = sum(mfVolume, length) / sum(volume, length) * 100
// Component 3: VWAP Price Strength - 30% weight
// Measures price position relative to volume-weighted average price
float priceVsVWAP = (close - vwap) / vwap * 100
// Final Composite (scaled to 0-100)
float rawSMF = (mfi * 0.4 + (cmf + 50) * 0.3 + (50 + priceVsVWAP * 5) * 0.3)
float smf = ta.ema(rawSMF, smoothLength)
State Classification
Accumulating (Green Zone) — SMF above accumulation threshold (default: 60). Suggests institutional buying may be occurring.
Distributing (Red Zone) — SMF below distribution threshold (default: 40). Suggests institutional selling may be occurring.
Neutral (Gray Zone) — SMF between thresholds. No clear accumulation or distribution detected.
Divergence Detection
The indicator automatically detects divergences using pivot analysis:
Bullish Divergence — Price makes a lower low while SMF makes a higher low. This suggests selling pressure is weakening despite lower prices—potential reversal signal.
Bearish Divergence — Price makes a higher high while SMF makes a lower high. This suggests buying pressure is weakening despite higher prices—potential reversal signal.
Divergences are marked with "DIV" labels on the chart.
Visual Features
SMF Line with Glow — Main composite line with gradient coloring and glow effect
Signal Line — Slower EMA of SMF for crossover signals
Flow Momentum Histogram — Shows the difference between SMF and signal line with four-color coding:
- Bright green: Positive and accelerating
- Faded green: Positive but decelerating
- Bright red: Negative and accelerating
- Faded red: Negative but decelerating
Zone Backgrounds — Green tint in accumulation zone, red tint in distribution zone
Reference Lines — Dashed lines at accumulation/distribution thresholds, dotted line at 50
Strong Signal Markers — Triangles appear when accumulation/distribution occurs with high volume
Divergence Labels — "DIV" markers when divergences are detected
Color Scheme
Accumulation Color — Default: #00E676 (bright green)
Distribution Color — Default: #FF5252 (red)
Neutral Color — Default: #9E9E9E (gray)
Gradient Coloring — SMF line transitions smoothly between colors based on value
Dashboard Information
The on-chart table (top-right corner) displays:
Current SMF value with state coloring
State classification (ACCUMULATING, DISTRIBUTING, or NEUTRAL)
Flow momentum direction (Up/Down with magnitude)
MFI component value
CMF component value with directional coloring
Volume status (High or Normal)
Active divergence detection (Bullish, Bearish, or None)
Inputs Overview
Calculation Settings:
Money Flow Length — Period for flow calculations (default: 14, range: 5-50)
Smoothing Length — EMA smoothing period (default: 5, range: 1-20)
Divergence Lookback — Bars for pivot detection in divergence analysis (default: 5, range: 2-20)
Sensitivity:
Accumulation Threshold — Level above which accumulation is detected (default: 60, range: 50-90)
Distribution Threshold — Level below which distribution is detected (default: 40, range: 10-50)
High Volume Multiplier — Multiple of average volume for "high volume" classification (default: 1.5x, range: 1.0-3.0)
Visual Settings:
Accumulation/Distribution/Neutral Colors — Customizable color scheme
Show Flow Histogram — Toggle momentum histogram
Show Divergences — Toggle divergence detection and labels
Show Dashboard — Toggle the information table
Show Zone Background — Toggle colored backgrounds in accumulation/distribution zones
Alerts:
Await Bar Confirmation — Wait for bar close before triggering (recommended)
How to Use It
For Trend Confirmation:
Accumulation during uptrends confirms buying pressure
Distribution during downtrends confirms selling pressure
Divergence between price trend and SMF warns of potential reversal
For Reversal Detection:
Bullish divergence at price lows suggests potential bottom
Bearish divergence at price highs suggests potential top
Strong signals (triangles) with high volume add conviction
For Entry Timing:
Enter longs when SMF crosses into accumulation zone
Enter shorts when SMF crosses into distribution zone
Wait for high volume confirmation for stronger signals
Use divergences as early warning for position management
Alerts Available
SMF Accumulation Started — SMF entered accumulation zone
SMF Distribution Started — SMF entered distribution zone
SMF Strong Accumulation — Accumulation with high volume
SMF Strong Distribution — Distribution with high volume
SMF Bullish Divergence — Bullish divergence detected
SMF Bearish Divergence — Bearish divergence detected
Best Practices
High volume during accumulation/distribution adds significant conviction
Divergences are early warnings—don't trade them alone
Use in conjunction with price action and support/resistance
Works best on liquid markets with reliable volume data
This indicator is provided for educational purposes. It does not constitute financial advice. Past performance does not guarantee future results. Always conduct your own analysis and use proper risk management before making trading decisions.
— Made with passion by officialjackofalltrades
Volume
LiquidityPulse Volume-Weighted Price Movement OverlayLiquidityPulse Volume-Weighted Price Movement Overlay (VWPM)
-This is a non-repainting indicator.
What this indicator does
This overlay is designed to make directional pressure + participation + wick rejection readable directly on price.
It combines:
Volume-Weighted directional pressure (bull vs bear pressure on the current timeframe)
Wick rejection “heat bands” (strength of upper/lower wick pressure, with optional volatility adaptation)
Lower-timeframe (LTF) trend + wick context (auto-selected or manual LTFs)
Chart markers for:
VOL = participation spike aligned with the current pressure direction
EXH = exhaustion warning when trend direction is met with strong opposite-wick pressure
This script is intended as an overlay/structure companion to the separate Volume-Weighted Price Movement (Oscillator) script (pane-based), which focuses on oscillator-style pressure/participation metrics.
Image: Overlay indicator applied to price
How to read it on the chart
1) Pressure Cloud + Candle Tint
The cloud and optional candle tint reflect the current timeframe’s pressure direction:
Green = bullish pressure dominant
Red = bearish pressure dominant
Brightness/opacity scales with pressure strength (normalized by a lookback period).
2) Wick Pressure Heat Bands
The lower band represents bullish wick pressure (lower-wick rejection/absorption).
The upper band represents bearish wick pressure (upper-wick rejection/supply).
Brighter = stronger wick pressure relative to its recent baseline.
Optional Adaptive bands to volatility uses ATR to keep band scaling more consistent across changing volatility regimes.
Image: Overlay + Oscillator working together
This chart highlights how volume participation and wick behaviour can be observed during periods of increased market interaction.
The arrows are used for visual reference only:
Red arrows indicate rising volume participation during the move.
Green arrows highlight increasing wick pressure, suggesting stronger rejection or absorption at those points.
3) VOL signal (Participation Spike)
A VOL marker appears when volume % of average exceeds your threshold and aligns with the current pressure direction.
This is a quick filter for:
“The current pressure direction is being supported by above-average participation.”
4) EXH signal (Exhaustion)
An EXH marker appears when the current trend is met with strong/extreme opposite wick pressure, e.g.:
Trend is Bullish but Bear wick becomes Strong/Extreme → possible bullish exhaustion / rejection risk
Trend is Bearish but Bull wick becomes Strong/Extreme → possible bearish exhaustion / absorption risk
Table (top-right)
You can toggle individual rows on or off in the settings. The table can display:
Trend (Chart)- Directional volume-weighted pressure on the chart timeframe (Bullish / Bearish, shown with ▲ ▼ icons)
Wick (Chart)- A real-time summary of wick pressure on the chart timeframe, reflecting how price is being rejected or absorbed within candles.
Possible states include:
Strong Bull – dominant lower-wick rejection (bullish absorption), shown with a green ▲
Strong Bear – dominant upper-wick rejection (bearish pressure), shown with a red ▼
Neutral – no meaningful wick imbalance, shown with a ●
Strong Both – elevated rejection on both sides, shown with a dual-pressure marker, often seen during volatility expansion or transitional conditions
Trend + Wick (Lower Timeframes)- Trend and wick context for two lower timeframes (auto-selected or manually chosen), allowing short-term behaviour to be viewed within the higher-timeframe structure
Core metrics- Bull Avg / Bear Avg, Bull–Bear Difference, Volume % Avg, and related participation statistics
Additional metrics- Further table rows can be enabled or disabled via the settings panel
How traders can use this indicator
Traders can use LiquidityPulse VWPM as a contextual tool to observe how price movement, volume participation, and wick behaviour interact.
Common use cases include:
Identifying periods where bullish or bearish pressure is dominant on the current timeframe
Observing wick rejection or absorption near highs/lows, especially during strong moves
Monitoring lower-timeframe trend and wick alignment within a higher-timeframe move
Noticing participation spikes (VOL) that confirm increased market involvement
Spotting exhaustion conditions (EXH) where strong opposing wick pressure appears against the prevailing trend
Image: This example highlights how the overlay can be used to monitor directional pressure on the chart timeframe while simultaneously observing trend and wick conditions from selected lower timeframes. The statistics table shows instances where lower-timeframe trend readings diverge from the chart-level pressure, alongside changes in wick behaviour. This allows traders to visually contextualise short-term shifts in participation and rejection within the broader structure.
Key settings (what they change)
Presets: Scalp / Intraday / Swing adjusts effective smoothing/normalization defaults to fit different trading speeds.
Lookback Period + Smoothing: These control how fast/slow the pressure model responds.
Lower values = faster response (more reactive/noisier)
Higher values = smoother response (slower/more stable)
Wick thresholds + Wick row mode: Strong / Extreme thresholds define when wick pressure is classified as Strong/Extreme relative to baseline.
Wick rows show can filter table wick rows to Extreme-only, Strong + Extreme, or Full.
Wick bands- Volatility Adapt: Adaptive bands to volatility (ATR-based) helps wick band height/offset remain visually consistent as volatility expands/contracts.
Adapt Strength controls how much the ATR regime affects the bands.
Visual controls: Transparency controls let you make the overlay more subtle or more prominent without changing calculations.
Why there is an Overlay and Oscillator version
This tool is intentionally split into two complementary indicators to preserve clarity and usability
Overlay version (this script): Focuses on price-level context, structure, wick pressure, lower-timeframe alignment, and event markers directly on the chart.
Oscillator companion version: Provides a dedicated pane for pressure balance, participation, and momentum acceleration metrics that benefit from oscillator-style visualisation.
Separating these views avoids overcrowding the price chart and allows each component to be interpreted more clearly in its appropriate context.
Disclaimer
This indicator is designed to visualise price–volume interaction, pressure, and wick behaviour.
It does not generate trade entries or exits signals and should be used as analytical context alongside a trader’s existing methodology and risk management only.
3D Isometric MFI (Christmas Edition) [Kodexius]3D Isometric MFI (Christmas Edition) is a visual-first interpretation of the classic Money Flow Index, rendered as a projected 3D-style ribbon using an isometric mapping. Instead of plotting a standard oscillator line, the script reconstructs recent MFI history as a depth-aware ribbon that moves from back to front, producing a layered perspective effect that helps you read momentum shifts, regime transitions, and relative strength changes as a continuous structure.
This Christmas Edition was also built for fun and as a creative seasonal experiment. The goal is to keep the underlying indicator logic familiar, while presenting it in a playful, “3D showroom” style that looks great in a separate oscillator panel.
The indicator is designed for presentation quality and chart readability. It uses controlled object management (lines, polylines, labels) and renders only the most recent portion of the MFI history (user-defined depth). A decorative snow background effect adds atmosphere.
🔹 Features 🎄
🔸 Isometric 3D Projection Engine
The ribbon is produced by projecting 3D points (time offset, MFI value, depth) into 2D chart coordinates.
- X represents bar offset into history
- Y represents the MFI value
- Z introduces depth and perspective
Angle controls the projection direction, and Vertical Zoom scales the perceived amplitude.
🔸 Depth-Limited Ribbon Rendering (Back to Front)
Only the most recent History Depth values are drawn to keep performance and readability stable.
- Each segment connects two consecutive MFI values
- A top edge, bottom edge, and filled face are drawn to simulate thickness
- Older segments fade into the background
🔸 Dynamic Gradient Coloring + Depth Fade
Ribbon color follows a value-based gradient:
- Lower values lean red (risk-off pressure)
- Higher values lean green (risk-on pressure)
- Mid values blend naturally
Transparency increases with depth so older history is less dominant but still readable.
🔸 Tip Label (Value + Candy Marker) 🍭🍬
The most recent ribbon tip displays current MFI value.
A candy symbol that switches based on the 50 midpoint
The label is offset so it does not cover the ribbon tip.
🔸 Projected Reference Grid (80, 50, 20)
A projected grid is drawn at classic MFI reference levels to improve orientation:
- 80 Overbought reference
- 50 Midpoint reference
- 20 Oversold reference
These grid lines use the same projection math, so they stay aligned at any angle or zoom.
🔸 Seasonal Snow Background Effect ❄️
Randomized snow is rendered behind the ribbon using lightweight labels. This is purely decorative and does not alter MFI values or logic.
🔸 Object Lifecycle Management
Because 3D-style drawing uses many objects, the script manages them explicitly by storing references in arrays, deleting old objects, and redrawing on the last bar. This helps prevent visual stacking artifacts and keeps the panel clean.
🔹 Calculations
1) Money Flow Index Computation
The script separates “positive” and “negative” money flow based on the direction of change in the selected source, then converts their ratio into the standard 0 to 100 oscillator. Classic MFI Calculations.
calc_mfi(int length, float source) =>
float upper = math.sum(volume * (ta.change(source) <= 0 ? 0 : source), length)
float lower = math.sum(volume * (ta.change(source) >= 0 ? 0 : source), length)
float mfi = 100.0
if lower != 0
float r = upper / lower
mfi := 100 - (100 / (1 + r))
mfi
Interpretation:
upper accumulates volume-weighted source values on up moves
lower accumulates volume-weighted source values on down moves
if lower is zero, MFI defaults to 100 to avoid division errors
otherwise, MFI is computed from the ratio transform
2) History Buffer Management
The current MFI value is pushed into the front of an array every bar. The array is trimmed to History Depth so rendering stays bounded.
array.unshift(ctx.history_val, mfi_curr)
if ctx.history_val.size() > depth
ctx.history_val.pop()
3) 3D Point Model and Ribbon Thickness
Each segment is built from four projected points to form a filled face (a simple quad). A small thickness is applied to create the “ribbon” look, and depth is used to simulate perspective.
4) Isometric Projection to Chart Coordinates
3D points are mapped into chart coordinates with an angle rotation and scaling for zoom and depth.
method project(Point3 p, int anchor_bar, float angle_rad, float zoom, float z_scale) =>
float x_world = -float(p.x) * 2.0
float z_val = p.z * z_scale
float screen_x_offset = (x_world * math.cos(angle_rad)) - (z_val * 1.0)
float screen_y_offset = (p.y * zoom) + (x_world * math.sin(angle_rad)) * 0.5
int final_x = anchor_bar + int(math.round(screen_x_offset))
float final_y = screen_y_offset
chart.point.from_index(final_x, final_y)
5) Gradient and Depth Transparency
Color is derived from MFI value via a gradient, and transparency increases with segment depth so recent data remains dominant while older context stays visible.
6) Projected Reference Grid Construction
The 80, 50, 20 levels are drawn as dotted segments across the same historical span, using the same projection and depth fade logic for consistent alignment.
🎆 Wishing you a great year ahead 🎄✨
May your charts be clear, your risk be controlled, and your next year be filled with health, peace, and good trades. Happy Holidays and Happy New Year.
UM Premarket Volume DashboardSUMMARY
Do you track the largest percent movers in the premarket?
Instantly compare current premarket volume to its recent average with built-in trend confirmation.
⸻
DESCRIPTION
This indicator is a compact premarket intelligence dashboard that combines live volume analysis with adaptive trend detection. It highlights unusually strong premarket activity while confirming directional bias using either a Nadaraya–Watson Estimator (NWE) or traditional moving averages.
The goal is to quickly identify symbols that are both active and aligned with trend before the regular trading session begins.
⸻
HOW IT WORKS
• Calculates average daily volume using a 50-day rolling average
• Tracks live premarket volume between 04:00–09:30 (exchange time)
• Computes a rolling average of prior premarket sessions and blends in the current day’s partial premarket volume in real time
• Highlights premarket volume in dark green when it exceeds both a user-defined threshold and the rolling premarket average
• Determines bullish or bearish trend status using a selectable method:
• Nadaraya–Watson Estimator (NWE)
• EMA, WMA, or SMA
• Trend status is based on directional slope (current value vs prior bar)
• Displays percent gain from the previous regular-session close (4:00pm ET)
• Shows total shares outstanding for quick liquidity context (when available)
⸻
DEFAULT SETTINGS
• Trend Method: Nadaraya–Watson Estimator (NWE)
• NWE Lookback Window (h): 8
• NWE Relative Weighting (r): 8
• Regression Length: 120 bars
• Premarket Average Days: 10
• Premarket Green Volume Threshold: 50,000 shares
• Average Daily Volume: 50-day SMA
• Trend Source: Close
⸻
SUGGESTED SETTINGS AND USES
• Use the default NWE settings for smoother, adaptive trend confirmation, especially on lower timeframes (1–5 minute charts) during premarket
• Switch to EMA or WMA if you prefer faster trend flips or want behavior consistent with MA-based systems
• Increase the Premarket Volume Threshold for large-cap stocks or ETFs to reduce noise
• Decrease the threshold for small-cap stocks to surface early momentum names
Ideal for:
• Premarket gap scanners
• Momentum continuation setups
• Liquidity confirmation before market open
• Building dynamic watchlists for the opening bell
This indicator is best used as a filtering and confirmation tool, not as a standalone entry signal.
Big Trades / Intrabar Volume Clusters by HKDescription:
This indicator brings professional Order Flow and Footprint capabilities to your chart. It detects and visualizes high-volume trade clusters inside the candle, allowing you to see exactly at which price level big market participants were active.
Unlike standard volume bars, this tool uses Intrabar Data to map significant buying and selling pressure precisely within the candle body.
ℹ️ IMPORTANT: Resolution Setting (Read First) To ensure this indicator works immediately for all users (including Free/Basic accounts), the default resolution is set to "1 Minute".
Basic/Free Users: Please keep the setting at "1" (Second-based intervals often require a paid plan).
Premium Users: For the best precision and the exact look shown in the screenshots, we highly recommend changing the Resolution setting to "5S" (5 Seconds)!
🚀 Key Features
Intrabar Precision: Leverages request.security_lower_tf to look inside the candle structure.
Noise Filtering: Only displays clusters that exceed your defined Minimum Volume threshold, filtering out retail noise.
Smart Coloring:
Green: Buying pressure (Close >= Open on the lower timeframe).
Red: Selling pressure (Close < Open on the lower timeframe).
🆕 Independent Sizing: A unique feature: You can control the Font Size and Circle Size independently.
This allows for small, non-intrusive circles with large, readable text.
⚙️ Settings
Resolution: Default is 1 (Minute). Premium users should switch to 5S for true order flow precision.
Minimum Volume: The most important filter. Determines how large a trade cluster must be to appear (e.g., 150+ for ETH, higher for BTC).
Visuals: Customize Buy/Sell colors, Circle Size, and Text Size separately.
⚠️ Visual Tip (If text is hidden)
If the bubbles or numbers appear behind the candles or disappear when clicking away:
Right-click on any of the indicator bubbles.
Select Visual Order -> Bring to Front.
This ensures the Big Trades data always floats on top of your price bars.
Volume PressureVolume Pressure
Volume Pressure is a volume-flow based oscillator designed to visualize relative buying and selling pressure using a refined Volume Flow Index (VFI) methodology. The indicator evaluates how volume behaves in relation to price movement and volatility, and presents this information as a smooth flow line with adaptive color intensity for easier interpretation.
What the Indicator Shows
Volatility-filtered volume participation
Directional volume flow derived from price change
A smoothed flow line with dynamic color intensity
A signal line for visual reference
The flow line is layered to enhance visibility, making it easier to read on dark chart backgrounds and smaller panels.
How to Read It
Flow Line: Represents relative volume pressure
Above zero: positive pressure
Below zero: negative pressure
Color Intensity:
Brighter colors indicate stronger relative pressure
Faded colors indicate weaker or neutral pressure
Signal Line: A smoothed reference of flow behavior
Usage Notes
Designed as a visual analysis and confirmation tool
Can be used across intraday and higher timeframes
Best used alongside price action, trend, or structure analysis
Disclaimer
This indicator is for analytical and educational purposes only.
It does not provide buy or sell signals and does not imply future performance.
HTF Accumulation Distribution Zones (Analysis)📌 Indicator Name
HTF Accumulation–Distribution Zones (Analysis)
This indicator highlights potential accumulation and distribution contexts on the price chart using a combination of volume behavior, volatility (ATR), momentum, and VWAP positioning.The script is designed to help traders understand market participation and positioning, especially on higher intraday and swing timeframes, where institutional activity tends to leave clearer footprints.
🔍 What the indicator shows
ACC (Accumulation) : Marks areas where controlled buying activity may be present, identified through:
Strong candle structure relative to volatility
Healthy or controlled volume participation
Improving momentum within defined ranges
DIST (Distribution) : Marks areas where selling pressure may be emerging, identified through:
Price stretching away from VWAP
Weakening momentum
Strong bearish candle structure
These labels represent contextual zones, not trade signals.
🧠 How to use it
Use ACC and DIST labels as market context, not as direct buy or sell instructions.
Best used as a confirmation layer alongside:
Trend filters (EMA, VWAP, structure)
Support & resistance
Breakout or pullback strategies
Works well on 15-minute, 30-minute, 1-hour, and higher timeframes
Suitable for indices, futures, and liquid stocks
⚠️ Important Notes
This indicator does not generate buy or sell signals. It does not predict future price movement. All outputs are based purely on historical data analysis. Always apply independent confirmation and proper risk management
SVP + candle + Max volume [midst]
SVP + DALY CANDLE + MAX VOLUME
A comprehensive trading indicator that combines Session Volume Profile (SVP), Higher Timeframe (HTF) Candles, and Intrabar Max Volume Price Detection into one powerful tool. Perfect for traders who want to understand price action, volume distribution, and key levels all in one place.
KEY FEATURES
Session Volume Profile
• Real-time volume distribution across price levels for the current session
• Point of Control (POC) - identifies the price with the highest traded volume
• Value Area High (VAH) & Low (VAL) - shows where 70% of the volume occurred (customizable percentage)
• Color-coded volume bars - distinguish between up volume (bullish) and down volume (bearish)
• Value area highlighting - clearly see the most important price zones
Higher Timeframe Candle Display
• Visual daily (or custom timeframe) candle overlaid on your current chart
• OHLC labels - see Open, High, Low, and Close prices clearly marked
• Fully customizable colors - separate colors for bullish/bearish bodies, borders, and wicks
• Adjustable positioning - move the candle and labels to your preferred location
Max Volume Price Detection
• Identifies the exact price level with maximum volume within each bar
• Uses Lower Timeframe (LTF) data for precise volume analysis (Premium+ required)
• Simple mode fallback - works on all TradingView plans
• Previous max volume marker - displays previous bar's max volume as a reference dot
• Real-time calculation - updates as each bar forms
ATR Table
• Dynamic ATR-based stop levels - automatically calculates potential stop-loss levels
• Multiple smoothing methods - RMA, SMA, EMA, WMA
• Customizable multiplier - adjust for your risk tolerance
• Clean table display - shows ATR value, high stop, and low stop
PERFECT FOR
Day traders analyzing intrabar volume distribution
Swing traders wanting HTF context on lower timeframes
Volume profile traders looking for key support/resistance levels
Price action traders seeking high-probability entry zones
HOW TO USE
Volume Profile Analysis
POC often acts as a magnet for price. VAH/VAL are key support/resistance levels. High volume nodes indicate strong price acceptance, while low volume nodes suggest potential breakout zones.
HTF Candle Context
See daily range while trading on 5m-1h charts. Daily open often acts as pivot point. Daily high/low are key levels to watch.
Max Volume Price
Black line shows where most volume traded in each bar. Previous max volume (dot) helps identify institutional activity. Clusters of max volume create strong support/resistance. Can possibly indicate a Wick bounce
ATR Stops
Use ATR-based levels for logical stop placement. Adjust multiplier based on market volatility.
SETTINGS & CUSTOMIZATION
Positioning
Control the global offset to move both candle and profile together. Fine-tune with individual offsets for candle and profile spacing.
Volume Profile
Adjustable number of rows (50-500) for granular or simplified view. Customizable width and placement (left/right). Value Area percentage control. Full color customization for all volume components.
HTF Candle
Any timeframe selection (default: Daily). Full color customization for bull/bear candles. Adjustable candle width. Toggle OHLC labels on/off. Control label distance and line widths.
Max Volume Price
Choose between Simple (all plans) or LTF mode (Premium+). Auto or manual LTF resolution. Custom color and line width. Toggle current and previous markers independently.
TECHNICAL NOTES
Maximum 5000 bars lookback for volume calculations
Works on all timeframes
LTF max volume requires TradingView Premium or higher
Optimized for performance with efficient array operations
For best results, use on liquid instruments with reliable volume data
Most effective on intraday charts (5min-1hour) for day trading and scalping strategies
For Entertainment and information only
Created by midst
Futures Ultra CVD (Pure )Futures Ultra CVD (Pure)
Futures Ultra CVD (Pure) is a volume-driven Cumulative Volume Delta (CVD) indicator designed to expose real buying and selling pressure behind price movement. Unlike price-only indicators, this script analyzes how volume is distributed within each bar to determine whether aggressive buyers or sellers are in control, then tracks how that pressure evolves over time.
This version is intentionally pure and ungated: it does not rely on external symbols, market filters, session bias, or macro confirmation. All signals are derived strictly from price, volume, and delta behavior of the active chart, making it suitable for futures, equities, crypto, and FX.
Core Concept: How CVD Is Calculated
For each bar, volume is split into buying pressure and selling pressure using the bar’s price position:
Buying volume increases as price closes closer to the high
Selling volume increases as price closes closer to the low
The difference between buying and selling volume forms Delta:
Positive delta = net aggressive buying
Negative delta = net aggressive selling
This delta is then accumulated into Cumulative Volume Delta (CVD) using one of three user-selectable modes:
Total – running cumulative sum of all delta values
Periodic – rolling sum over a fixed lookback period
EMA – smoothed cumulative delta using an exponential average
This flexibility allows traders to choose between raw order-flow tracking or smoother, trend-like behavior depending on timeframe and instrument.
Visual Structure & Histogram Logic
The CVD is displayed as a column histogram, not a line, to emphasize momentum and pressure shifts.
Enhanced coloring provides additional context:
Brighter green/red bars indicate increasing momentum
Muted colors indicate stalling or weakening pressure
Optional footprint-style highlights appear when buy or sell volume overwhelms the opposite side by a user-defined imbalance factor
This allows traders to visually distinguish:
Strength vs weakness
Continuation vs exhaustion
Absorption and aggressive participation
Built-In Order Flow Signals
The script automatically detects and labels key order-flow events:
Strong Delta
Triggered when delta exceeds a user-defined threshold, highlighting unusually aggressive buying or selling.
Delta Surge
Detects sudden expansion in delta compared to the prior bar, often associated with breakout attempts or liquidation events.
Zero-Line Crosses
Marks transitions between net bullish and bearish participation as CVD crosses above or below zero.
CVD Continuation Logic (Trend Confirmation)
Beyond raw delta, the script evaluates CVD structure to identify continuation conditions:
A bullish continuation requires:
Positive and rising CVD
Strong buy delta
Confirmation from at least one of the following:
CVD above its EMA and SMA
Bullish price expansion
Sustained positive delta pressure
Bearish continuation follows the inverse logic.
These continuation signals are designed to confirm participation strength, not predict reversals.
Conflict Detection (Divergence Warning)
The indicator also flags conflict conditions, where:
Strong buying occurs while CVD remains negative
Strong selling occurs while CVD remains positive
These scenarios often precede failed breakouts, absorption zones, or short-term reversals and can be used as cautionary signals.
Alerts & Practical Use
All major events include built-in alerts:
Strong delta
Delta surge
CVD continuations
Zero-line crosses
Buy/sell imbalances
Conflict signals
Alerts can be set to trigger on bar close or intrabar in real time, depending on trader preference.
How Traders Typically Use This Indicator
Confirm breakouts with delta participation
Validate trends using CVD continuation instead of price alone
Identify absorption or exhaustion via conflicts and imbalances
Combine with price structure, VWAP, or market profile tools
This script is not a trading system by itself. It is a decision-support tool designed to reveal what price alone cannot: who is actually in control of the market.
On-Chart Symbols & What They Mean
This script uses a small number of visual symbols to communicate order-flow events clearly and consistently. All symbols are derived directly from the Cumulative Volume Delta calculations described above.
Δ+ (Green Up Arrow)
Strong Buy Delta
Indicates that buying pressure on the current bar exceeded the Strong Delta Threshold
Represents aggressive market buying dominating selling volume
Often appears during breakouts, trend acceleration, or initiative buying
This symbol does not imply direction by itself; it only confirms strong buyer participation.
Δ− (Red Down Arrow)
Strong Sell Delta
Indicates that selling pressure on the current bar exceeded the Strong Delta Threshold
Represents aggressive market selling dominating buying volume
Often appears during breakdowns, liquidation events, or initiative selling
Like Δ+, this symbol measures participation strength, not trade direction.
↑ (Green Label Up)
CVD Bullish Continuation
Appears when all of the following are present:
CVD is positive and increasing
Strong buy delta is detected
At least one confirmation condition is met:
CVD is above its EMA and SMA
Price shows bullish expansion
Consecutive positive delta bars (sustained buying pressure)
This symbol highlights trend continuation supported by volume, not a reversal signal.
↓ (Red Label Down)
CVD Bearish Continuation
Appears when:
CVD is negative and decreasing
Strong sell delta is detected
At least one confirmation condition is met:
CVD is below its EMA and SMA
Price shows bearish expansion
Consecutive negative delta bars (sustained selling pressure)
This indicates bearish continuation with participation confirmation.
Cyan / Orange Histogram Bars
Footprint-Style Volume Imbalance
Cyan bars indicate buy volume exceeds sell volume by the imbalance factor
Orange bars indicate sell volume exceeds buy volume by the imbalance factor
These bars highlight areas where one side is overwhelming the other, often associated with absorption, initiative moves, or failed auctions.
Bright vs Muted Histogram Colors
CVD Momentum State
Bright colors = CVD increasing in the direction of its current bias
Muted colors = CVD losing momentum or stalling
This allows quick visual identification of strengthening vs weakening participation.
Conflict Alerts (No Symbol by Default)
Delta vs CVD Disagreement
These conditions trigger alerts (but no fixed chart icon):
Strong buying while CVD remains negative
Strong selling while CVD remains positive
Conflicts often signal absorption, trap conditions, or short-term exhaustion.
Important Usage Notes
All symbols are informational, not trade entries.
Signals are calculated from price-based volume distribution, not true bid/ask data.
Results depend on the quality of volume data provided by the exchange and TradingView.
Momentum Echo Oscillator [Community Edition]Concept: The Momentum Echo Oscillator (MEO) is a modern take on classical momentum oscillators. Most indicators only look at the "now". MEO introduces the concept of Momentum Echoes—historical momentum harmonics that are weighted and blended back into the current price velocity.
Why use MEO? Standard momentum tools (like ROC or RSI) can be very "jittery" or noisy. By integrating historical echoes, MEO provides a smoother, more rhythmic representation of price flow, making it easier to spot genuine trend reversals.
Key Elements:
Primary Momentum: The immediate speed of price.
Echo Harmonics: Two adjustable lookback points that act as a "memory" for the indicator, filtering out false breakouts.
Dynamic Histogram: Visualizes the gap between the Echo Engine and the Trigger Line, highlighting acceleration and deceleration.
Settings:
Echo Weight: Adjust how much "memory" you want the indicator to have.
Smoothing: Clean up the signals for higher timeframes.
This is an open-source tool for the TradingView community. Enjoy!
Market Acceptance Zones [Interakktive]Market Acceptance Zones (MAZ) identifies statistical price acceptance — areas where the market reaches agreement and price rotates rather than trends.
Unlike traditional support/resistance tools, MAZ does not assume where price "should" react. Instead, it highlights regions where multiple internal conditions confirm balance: directional efficiency drops, effort approximately equals result, volatility contracts, and participation remains stable.
This is a market-state diagnostic tool, not a signal generator.
█ WHAT THE ZONES REPRESENT
MAZ (ATF) — Chart Timeframe Acceptance
A MAZ marks an area where price displayed rotational behaviour and the auction temporarily agreed on value. These zones often act as compression regions, fair-price areas, or boundaries of consolidation where impulsive follow-through is less likely.
Use ATF MAZs to:
- Identify rotational environments
- Avoid chasing price inside balance
- Frame consolidation prior to expansion
MAZ • HTF / MAZ • 2/3 — Multi-Timeframe Acceptance (AMTF)
When Multi-Timeframe mode is enabled, MAZ evaluates acceptance on:
- The chart timeframe
- Two higher structural timeframes
If the minimum consensus threshold is met (default: 2 of 3), the zone is classified as AMTF. These zones represent stronger agreement and typically decay more slowly than single-timeframe acceptance.
AMTF zones are structurally stronger and are useful for:
- Higher-quality rotation areas
- Pullback framing within trends
- Context alignment across timeframes
H • MAZ — Historic Acceptance Zones
Historic MAZs represent older acceptance that has transitioned out of active relevance. These zones are hidden by default and can be enabled to provide long-term memory context.
█ AUTO MULTI-TIMEFRAME LOGIC
When MTF Mode is set to Auto, MAZ uses a deterministic structural mapping based on the current chart timeframe:
- 5m → 15m + 1H
- 15m → 1H + 4H
- 1H → 4H + 1D
- 4H → 1D + 1W
- 1D → 1W + 1M
This ensures consistent higher-timeframe context without manual configuration. Advanced users may switch to Manual mode to define custom timeframes.
█ ZONE LIFECYCLE
MAZ zones are dynamic and maintain an internal lifecycle:
- Active — Acceptance remains relevant
- Aging — Acceptance quality is degrading
- Historic — Retained only for memory context
Zones track price interaction and re-acceptance, which can stabilise or strengthen them. Weak or stale zones are automatically removed to keep the chart clean.
█ HOW TRADERS USE MAZ
MAZ is designed to provide structure, not entries.
Common applications include:
- Avoiding chop when price is inside acceptance
- Framing expansion after clean breaks from MAZ
- Identifying higher-quality rotational pullbacks (AMTF zones)
- Defining objective invalidation using zone boundaries
█ SETTINGS OVERVIEW
Market Acceptance Zones — Core
- Acceptance Lookback
- ATR Length
- Zone Frequency (Conservative / Balanced / Aggressive)
Market Acceptance Zones — Zones
- Maximum Zones
- Fade & Stale Bars
- Historic Zone Visibility (default OFF)
Market Acceptance Zones — Timeframes
- MTF Mode (Off / Auto / Manual)
- Manual Higher Timeframes
- Minimum Consensus Requirement
Market Acceptance Zones — Visuals
- Neon / Muted Theme
- Zone Labels & Consensus Detail
- Optional Midline Display
█ DISCLAIMER
This indicator is a market context and diagnostic tool only.
It does not generate trade signals, entries, or exits.
Past acceptance behaviour does not guarantee future price action.
Always combine with independent analysis and proper risk management.
Delta Volume Bubble [Quant Z-Score] by tncylyvDelta/Volume Bubble by tncylyv
This indicator is a quantitative order flow tool designed to visualize statistically significant volume and delta anomalies directly on the price chart. By moving away from raw, noisy volume numbers and utilizing Z-Score (Standard Score) statistics, this tool adapts to changing market volatility to highlight areas of heavy institutional interest or exhaustion.
It combines statistical analysis with Price Action concepts (Effort vs. Result) to detect "Absorption"—market conditions where high volume occurs with very little price movement.
1. Core Concepts & Methodology
A. Adaptive Z-Score (The "Quant" Logic)
Raw volume data is often difficult to interpret because volume fluctuates wildly between sessions (e.g., the Asian session typically has lower volume than the New York Open).
Instead of using a fixed volume threshold (e.g., "Alert me if volume > 1000"), this script calculates the Z-Score.
It measures how many Standard Deviations (
σ
) the current volume is from the historical average.
Significance: A Z-Score of +2.0 or higher puts the current candle in the top 5% of statistical occurrences, filtering out noise and highlighting true anomalies.
B. Absorption Detection (Effort vs. Result)
This feature identifies "Trapped Traders."
The Logic: If the Z-Score indicates extremely high volume (High Effort), but the price candle has a very small body (Low Result), it implies that aggressive market orders are being absorbed by passive limit orders.
Visual: These specific anomalies can be highlighted with a unique halo effect, signaling a potential reversal or stop-hunt area.
C. Intra-Bar True VWAP (Smart Placement)
Standard indicators usually plot symbols at the High, Low, or Close of a candle.
This script utilizes request.security_lower_tf to analyze the Lower Timeframe (LTF) structure of the specific bar.
It calculates the exact Volume Weighted Average Price (VWAP) of that single candle.
Benefit: The bubble is drawn exactly where the heaviest volume occurred inside the candle, providing a more accurate level for future Support/Resistance tests.
2. Key Features
Dual Data Modes: Switch seamlessly between Volume Delta (Buying vs. Selling pressure) or standard Total Volume.
Dynamic Sizing: Bubble sizes (Small, Medium, Large) scale automatically based on the intensity of the Z-Score.
Absorption Logic: Automatically flags candles where volume is high but price progression is stalled.
Adaptive Visuals: Colors and opacity can fade dynamically based on the strength of the signal, or remain solid based on user preference.
Alert System: Fully configurable alerts for Z-Score breakouts and Absorption detection.
3. How to Use
This tool is best used to identify Reversals and Breakout Validation.
Trend Exhaustion (Climax):
If price is trending up and a large "Bullish" bubble appears at the highs with a long upper wick or small body (Absorption), it may indicate buying exhaustion and passive selling.
Breakout Confirmation:
If price breaks a key support/resistance level accompanied by a Large Bubble (High Z-Score), it confirms institutional backing for the move.
Support/Resistance Defense:
The "True VWAP" location of the bubble often acts as a re-test level. If price retraces to the center of a previous large bubble, observe for a reaction.
4. Settings Guide
Data Settings
Calculation Source: Choose between Volume Delta (Up/Down tick analysis) or Regular Volume.
Lower TF Granularity: The timeframe used to calculate the specific "True VWAP" location inside the bar (e.g., 1S or 1M).
Statistical Lookback: The number of bars used to calculate the baseline Average and Standard Deviation (Default: 60).
Quant Logic
Calculation Mode:
Adaptive (Z-Score): Triggers based on relative statistical anomalies (Recommended).
Fixed: Triggers based on raw volume numbers.
Z-Score Threshold: The sensitivity level. 2.0 is standard; higher values (e.g., 3.0) will show fewer, more extreme signals.
Absorption Logic
Detect Absorption: Enables the calculation for small-bodied high-volume candles.
Absorption Ratio: Defines how "small" the body must be relative to the average to qualify as absorption (0.1 to 1.0).
Visuals
Theme: Switch between Dark (Mint/Coral) and Light (Royal/Sunset) themes.
Scale Size: If enabled, bubbles grow larger as the Z-Score increases.
Glow Effect: Adds a neon glow for better visibility on dark backgrounds.
________________________________________
Risk Disclaimer:
This indicator is for informational and educational purposes only. Volume and Delta analysis are subjective interpretation methods. Past performance, or statistical anomalies shown by this script, do not guarantee future results. Always manage your risk appropriately.
Volume-Weighted Fibonacci PivotThis indicator automatically plots dynamic Fibonacci retracement and extension levels based on a volume-weighted pivot point within a user-defined lookback period or date range. It intelligently calculates a central "pivot" price biased toward high-volume bars, then draws symmetric levels both upward (extensions) and downward (retracements) for balanced confluence analysis.
How It Works (Technical Methodology)
Lookback Period Determination
Multiple filter modes control the data range used for calculations:
"Last X Bars": Fixed number of recent bars (default 400, max 4999).
"Manual Date": User-specified start date.
"Interactive (Chart)": Confirmed start date via input.
"None": Full available history (falls back to max bars).
Optionally, when using "Last X Bars", calculations can pull data from a higher/lower user-selected timeframe via request.security() for multi-timeframe alignment.
A dotted vertical line marks the start point in date-based modes.
Range and Pivot Calculation
Within the selected period:
Highest high and lowest low define the full price range.
Average volume is computed across the period.
Volume-Weighted Pivot: Average close price only from bars where volume > average volume (fallback to simple midpoint if no high-volume bars).
This creates a "smart" central pivot that leans toward areas of greater participation, often aligning with institutional activity.
Fibonacci Level Generation
User-configurable ratios (default: 0.236, 0.382, 0.5, 0.618, 0.786, 1.0, 1.272, 1.414, 1.618).
Levels are calculated symmetrically around the volume-weighted pivot:
Upward: Pivot + (Range × Ratio × Correction Factor) – teal/cyan shades.
Downward: Pivot - (Range × Ratio × Correction Factor) – red shades.
Correction Factor (default 0.5): Scales level spacing for tighter/wider grids without altering ratios.
Only the user-defined number of active lines (default 9) are drawn.
Visual Construction
Central Pivot Line: Thick yellow horizontal line with label showing exact price.
Up/Down Levels: Dashed lines extended into the future, labeled with ratio direction ("Up" or "Dn").
All objects redraw only on the last bar for performance, clearing previous drawings.
Multi-Timeframe Option
When enabled with "Last X Bars":
Pulls high/low/volume data from specified timeframe.
Aligns the pivot and levels to higher-timeframe structure while displaying on current chart – ideal for intraday traders seeking HTF confluence.
How to Use
This tool provides clean, volume-aware Fibonacci grids for identifying potential support/resistance, reversal zones, and targets.
Volume-Weighted Pivot: Often acts as a strong mean reversion level or fair value area.
Upward Levels (Teal): Potential resistance/extensions in bullish moves; watch for reactions on retests.
Downward Levels (Red): Potential support/retracements in bearish moves.
Confluence: High probability when price reacts at levels aligning with other tools (order blocks, pivots, volume profile).
Correction Factor: Lower values (<0.5) for tighter grids in ranging markets; higher (>0.5) for trending markets.
Multi-Timeframe Mode: Use on lower charts (e.g., 15m) with HTF input (e.g., 4H or Daily) to project major structure levels.
Common Setups:
Pullbacks to 0.618–0.786 zones for continuation entries.
Breaks beyond 1.0–1.618 for extension targets.
Reactions near pivot line for mean reversion trades.
Adjust ratios and active line count to match your preferred Fibonacci style (classic retracement vs. extensions).
Disclaimer
This indicator is a technical analysis tool and should be used in conjunction with other forms of analysis. Past performance does not guarantee future results. Always use proper risk management.
Volume + VWAP + Prior Session Levels DashboardVolume Spike + VWAP + Session Levels Dashboard
This indicator is a real-time market context dashboard designed to help traders quickly understand participation, value, and key reference levels without cluttering the chart with multiple indicators.
Instead of plotting lines or signals, the script summarizes critical intraday information into a compact on-chart table, allowing traders to make faster, more informed decisions based on how active the market is, where fair value is, and where important reference levels exist.
Core Concepts Used
This script is built on three widely used market principles:
Relative Volume Participation
Volume-Weighted Average Price (VWAP)
Prior Session Reference Levels
The indicator does not attempt to predict direction. Its purpose is to provide objective context that traders can combine with their own strategies.
How the Indicator Works
1. Volume Spike Analysis (Relative Volume)
Rather than showing raw volume, the script measures how unusual the current bar’s volume is compared to recent activity.
A moving average of volume is calculated using a user-defined lookback period.
Current volume is divided by this average to produce a volume multiple (for example, 2.0× normal volume).
This multiple is translated into a descriptive strength label, ranging from Below Threshold to Legendary.
This approach helps traders immediately recognize when participation is significantly above normal, which often coincides with institutional activity, breakouts, or important reactions near key levels.
2. Daily VWAP (Current and Prior Day)
VWAP (Volume-Weighted Average Price) represents the average price traded, weighted by volume, and is commonly used as a measure of fair value.
This script calculates VWAP internally by:
Accumulating price × volume throughout the day
Dividing by total volume
Automatically resetting at the start of each new trading day
The dashboard displays:
Current day VWAP – real-time session fair value
Prior day VWAP – an important reference from the previous session
Traders often use these levels to evaluate whether price is trading at a premium, discount, or near equilibrium.
3. Previous Day High and Low
The indicator also displays:
Previous day high
Previous day low
These levels frequently act as liquidity targets, support/resistance zones, or reaction points, especially during intraday trading sessions.
Dashboard Design
All information is presented in a two-column dashboard showing:
Metric name
Current value or status
The dashboard can be positioned in any corner of the chart and updates in real time, allowing traders to maintain awareness without constantly switching indicators or timeframes.
How to Use This Indicator
This script is best used as a decision-support tool, not a standalone trading system.
Typical uses include:
Identifying abnormally high volume near important price levels
Evaluating price position relative to VWAP
Monitoring reactions around prior day highs and lows
Staying oriented during fast market conditions without chart clutter
The indicator works on any timeframe and adapts automatically to the instrument’s trading session.
Customization Options
Users can:
Adjust the volume moving average length to define what “normal” volume means
Choose the price source used for VWAP calculation
Change the dashboard’s on-screen position
Summary
The Volume Spike + VWAP + Session Levels Dashboard provides a clear, objective snapshot of market conditions by combining participation, value, and reference levels into a single visual tool. It is designed to help traders answer a simple but critical question:
“Is the market doing something meaningful right now — and where?”
This indicator focuses on context, clarity, and usability for traders who want insight without unnecessary complexity.
SETUP XANDAO ETFEste setap é usado para operar nos futuros, usamos essas métricas para poder achar entradas
Market Participation Gradient [Interakktive]Market Participation Gradient (MPG) is a diagnostic oscillator that measures the quality and intensity of market participation by combining price efficiency with activity (volume or a FX-safe proxy) into a single 0–100 score.
Most tools tell you "how much activity exists." MPG focuses on "how effective that activity is," helping you differentiate clean directional participation from absorbed / inefficient participation where effort produces limited directional progress.
█ WHAT IT DOES
- Produces a 0–100 participation score (higher = stronger participation environment)
- Uses color as state context (not buy/sell)
- Classifies participation into four tiers for quick readability
- Includes an optional status-line HUD for at-a-glance context without chart clutter
█ WHAT IT DOES NOT DO
- NO buy/sell signals
- NO entries/exits
- NO alerts by default
- NO repainting / no lookahead (diagnostic context only)
█ HOW TO READ MPG
Level (0–100)
- Higher values = stronger participation environment
- Lower values = thin, drifting participation environment
Color (state language, not direction)
- Teal = Clean participation (efficient movement)
- Magenta = Absorbed participation (high activity, low efficiency)
- Amber = Building / transition state
- Grey = Thin / neutral state
█ TIER SYSTEM
MPG uses four tiers:
- THIN (0–20): low participation environment
- BUILDING (20–40): participation emerging / transitional
- STRONG (40–65): solid participation environment (quality becomes more meaningful)
- EXTREME (65+): very high participation environment (contextually important during events or late-cycle pushes)
█ QUALITY ASSESSMENT (STRONG / EXTREME)
Within STRONG and EXTREME tiers, MPG evaluates participation quality:
- Clean (Teal): Efficiency > 55%
- Absorbed (Magenta): Efficiency < 30% AND Activity > 1.5×
- Neutral (Grey): otherwise (mixed quality)
█ STATUS LINE HUD
MPG can display key values in TradingView's status line:
- Minimal: MPG (0–100) + Tier (0–3)
- Full: adds Direction (-1/0/1) and Quality (-1/0/1)
This provides quick context without tables or on-chart panels.
█ HOW IT WORKS (METHODOLOGY)
MPG combines two independent measurements:
1. Efficiency (0–1)
Efficiency = |Net Displacement| / Total Path Length
- High efficiency = price moved more directly
- Low efficiency = price moved less directly (more back-and-forth)
2. Activity (centered at 1.0)
Activity = Current Volume / Average Volume
- Activity > 1 = above-average activity
- Activity < 1 = below-average activity
FX / indices fallback: If volume is unreliable/unavailable, MPG uses a range-based proxy: (High–Low) / ATR (capped) to prevent distortion.
3. Participation Score (0–100)
Participation = Efficiency × √Activity × 100
The square root applies diminishing returns so activity alone cannot dominate without efficiency support.
█ SETTINGS
Core
- ATR Length — normalization baseline
- Efficiency Lookback — bars used for efficiency
- Volume Average Length — baseline for activity
- Smoothing Length — EMA smoothing (1 = minimal smoothing)
Visuals
- Histogram / Line / Tier Bands toggles
- Optional pane background tint (default OFF)
- Theme: Cinematic (subtle) or Vivid (brighter)
HUD
- Status Line HUD toggle
- HUD Detail: Minimal or Full
█ SUITABLE MARKETS
Works on any market with price data. For symbols with unreliable volume (common in FX), MPG automatically uses the range/ATR activity proxy.
█ RELATED (INTERAKKTIVE)
- MER — Market Efficiency Ratio (pure efficiency)
- ERD — Effort–Result Divergence (effort vs outcome)
- VSI — Volatility State Index (expansion/contraction context)
█ DISCLAIMER
This indicator is for educational and informational purposes only and does not constitute financial advice. Always do your own research and use appropriate risk management.
Clock&Flow: Elements of Cycle Analysis 2nd partClock&Flow – Elements of Cycle Analysis (ECA) | Complete Suite
Elements of Cycle Analysis (ECA) is an advanced cyclic analysis suite designed to interpret the market through time, structure, strength, and energy, combining cycles, volatility, and participation into a single operational framework.
The suite consists of two complementary modules:
🔹ECA 1 – Cycles, Structure, and Volatility (Overlay: True)
ECA 1 is dedicated to the structural and temporal analysis of the market.
Cyclic SMAs (Cyclic Ratio) Moving averages are calibrated according to nominal cycles and timeframes to monitor multiple cycles simultaneously (from the lower cycle to the upper cycles). Crossovers between fast and slow SMAs certify the closing or transition of the cycle related to the faster SMA. The specific cycle is identified in the Info Table at the bottom right (for 15m - 1h - 2h - 1D timeframes). You can select the number of cycles to observe and the asset type to apply them to:
Index: Standard quotes (e.g., Cash sessions).
Future: Extended quotes (24h).
50-200: Classic institutional references for the medium-long term.
ATR-based Dynamic Cyclic Channels The channels represent a lower cycle and its upper counterpart; their width is determined by the observed timeframe and calculated based on average volatility (ATR). Volatility is not treated as noise but as a structural component of the cycle, essential for contextualizing excesses, compressions, and expansions.
Info Table and Quick Guide Dynamic tables automatically link SMAs, timeframes, and time cycles, providing an immediate reading of the current cyclic context.
Time Bands (Weekly / Daily) Temporal visualization helps identify cyclic pivots and rhythm transitions.
🔹 ECA 2 – Market Excesses, Strength, and Energy
ECA 2 analyzes how the market moves within the cyclic structure.
Excesses and Divergences (Cyclic Stochastic) An oscillator calibrated on the same cyclic ratio as the suite. Crossovers between the lower cycle (blue) and upper cycle (red) signal potential phase changes. In areas of excess, divergences often confirm the closing and restart of a cycle.
Directional Movement System (DMS) The ADX measures the strength of the movement, while +DI and -DI indicate direction. A simultaneous crossover of ADX, +DI, and -DI signals imminent acceleration, even before the strength is fully expressed.
Market Pulse – Real Market Energy The Market Pulse measures the amount of real energy moving through the market by relating three factors:
Price Velocity
Normalized Volume
Volatility (ATR relative to price)
These three factors are combined multiplicatively: if one is missing, the impulse weakens. The zero line represents a state of energy equilibrium; values above or below indicate a real imbalance (bullish or bearish). Note: Market Pulse is not a classic oscillator and should not be interpreted as overbought or oversold; it is used to evaluate the energetic quality of a movement.
Operational Convergence
The maximum operational effectiveness of the ECA suite is achieved when all modules converge on the same market phase.
When cyclic timing, volatility, price structure, trend strength, and movement energy align, the context signals a high-probability operational phase. The system is applicable to any timeframe or asset because it is not bound by dogmatic or subjective interpretations of technical or fundamental analysis; instead, it leverages what is actually happening in the market. Major chart patterns and Volume Profile (technically not includable in this specific suite) provide further confirmation.
Under these conditions, the signal does not originate from a single indicator but from the consistency of the entire system: time, volatility, and energy moving in the same direction.
Entries should always be accompanied by proper risk management.
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Clock&Flow – Elements of Cycle Analysis (ECA) | Suite Completa
Elements of Cycle Analysis (ECA) è una suite avanzata di analisi ciclica progettata per leggere il mercato attraverso tempo, struttura, forza ed energia, combinando cicli, volatilità e partecipazione in un unico framework operativo.
La suite è composta da due moduli complementari:
🔹 ECA 1 – Cicli, Struttura e Volatilità (overlay true)
ECA 1 è dedicato all’analisi strutturale e temporale del mercato.
SMA cicliche (ratio ciclica)
Le medie mobili sono calibrate in funzione dei cicli nominali e del timeframe per monitorare più cicli simultaneamente (dal ciclo inferiore fino ai cicli superiori).
Gli incroci tra SMA veloci e lente certificano la chiusura o transizione del ciclo correlato alla SMA più veloce. Il ciclo in questione è segnalato nella info table in basso a destra (per i time frame 15’ - 1h - 2h - 1D) Puoi selezionare il numero dei cicli da osservare e su quali asset applicarle (Index = quotazioni standard / Future = quotazioni estese / 50-200 i classici riferimenti istituzionali per il medio-lungo periodo
Canali ciclici dinamici basati su ATR
I canali rappresentano un ciclo inferiore e il suo superiore, l’ampiezza è data dal time frame osservato e calcolata sulla volatilità media (ATR).
La volatilità non è trattata come rumore, ma come componente strutturale del ciclo, utile per contestualizzare eccessi, compressioni ed espansioni.
Info Table e Quick Guide
Tabelle dinamiche collegano automaticamente SMA, timeframe e cicli temporali, fornendo una lettura immediata del contesto ciclico in corso.
Time Bands (Weekly / Daily)
La visualizzazione temporale aiuta a individuare pivot ciclici e transizioni di ritmo.
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🔹 ECA 2 – Eccessi, Forza ed Energia del Mercato
ECA 2 analizza come il mercato si muove all’interno della struttura ciclica.
Eccessi e divergenze (Stochastic ciclico)
Oscillatore calibrato sulla stessa ratio ciclica della suite.
Gli incroci tra ciclo inferiore (blu) e superiore (rosso) segnalano potenziali cambi di fase; in area di eccesso, le divergenze certificano spesso la chiusura e ripartenza del ciclo.
Directional Movement System (DMS)
L’ADX misura la forza del movimento, mentre +DI e –DI ne indicano la direzione.
L’incrocio simultaneo di ADX, +DI e –DI segnala un’accelerazione imminente, anche in assenza di forza già espressa.
Market Pulse – Energia reale del mercato
Il Market Pulse misura quanta energia reale sta attraversando il mercato mettendo in relazione:
velocità del prezzo
volume normalizzato
volatilità (ATR rapportato al prezzo)
I tre fattori sono combinati in modo moltiplicativo: se uno manca, l’impulso si indebolisce.
La linea dello zero rappresenta una condizione di equilibrio energetico; valori sopra o sotto indicano uno sbilanciamento reale, rialzista o ribassista.
Il Market Pulse non è un oscillatore classico e non va interpretato in termini di ipercomprato o ipervenduto: serve a valutare la qualità energetica del movimento.
La massima efficacia operativa della suite ECA si ottiene quando tutti i moduli convergono sulla stessa fase di mercato.
Quando tempi ciclici, volatilità, struttura del prezzo, forza del trend ed energia del movimento risultano allineati, il contesto segnala una fase ad alta probabilità operativa.
È applicabile su qualunque time frame o asset perché non è vincolato a dogmatiche e soggettive interpretazioni di analisi tecnica - fondamentale ma sfrutta ciò che realmente sta accadendo sul mercato.
I principali pattern grafici e il Volume Profile (in questa suite tecnicamente non inseribili) forniscono ulteriori conferme e/o indicazioni.
In queste condizioni il segnale non nasce da un singolo indicatore, ma dalla coerenza dell’intero sistema: tempo, volatilità ed energia si muovono nella stessa direzione.
Gli ingressi vanno sempre accompagnati da una corretta gestione del rischio.
Clock&Flow: Elements of Cycle Analysis 1st partClock&Flow – Elements of Cycle Analysis (ECA) | Complete Suite
Elements of Cycle Analysis (ECA) is an advanced cyclic analysis suite designed to interpret the market through time, structure, strength, and energy, combining cycles, volatility, and participation into a single operational framework.
The suite consists of two complementary modules:
🔹 ECA 1 – Cycles, Structure, and Volatility (Overlay: True)
ECA 1 is dedicated to the structural and temporal analysis of the market.
Cyclic SMAs (Cyclic Ratio) Moving averages are calibrated according to nominal cycles and timeframes to monitor multiple cycles simultaneously (from the lower cycle to the upper cycles). Crossovers between fast and slow SMAs certify the closing or transition of the cycle related to the faster SMA. The specific cycle is identified in the Info Table at the bottom right (for 15m - 1h - 2h - 1D timeframes). You can select the number of cycles to observe and the asset type to apply them to:
Index: Standard quotes (e.g., Cash sessions).
Future: Extended quotes (24h).
50-200: Classic institutional references for the medium-long term.
ATR-based Dynamic Cyclic Channels The channels represent a lower cycle and its upper counterpart; their width is determined by the observed timeframe and calculated based on average volatility (ATR). Volatility is not treated as noise but as a structural component of the cycle, essential for contextualizing excesses, compressions, and expansions.
Info Table and Quick Guide Dynamic tables automatically link SMAs, timeframes, and time cycles, providing an immediate reading of the current cyclic context.
Time Bands (Weekly / Daily) Temporal visualization helps identify cyclic pivots and rhythm transitions.
🔹 ECA 2 – Market Excesses, Strength, and Energy
ECA 2 analyzes how the market moves within the cyclic structure.
Excesses and Divergences (Cyclic Stochastic) An oscillator calibrated on the same cyclic ratio as the suite. Crossovers between the lower cycle (blue) and upper cycle (red) signal potential phase changes. In areas of excess, divergences often confirm the closing and restart of a cycle.
Directional Movement System (DMS) The ADX measures the strength of the movement, while +DI and -DI indicate direction. A simultaneous crossover of ADX, +DI, and -DI signals imminent acceleration, even before the strength is fully expressed.
Market Pulse – Real Market Energy The Market Pulse measures the amount of real energy moving through the market by relating three factors:
Price Velocity
Normalized Volume
Volatility (ATR relative to price)
These three factors are combined multiplicatively: if one is missing, the impulse weakens. The zero line represents a state of energy equilibrium; values above or below indicate a real imbalance (bullish or bearish). Note: Market Pulse is not a classic oscillator and should not be interpreted as overbought or oversold; it is used to evaluate the energetic quality of a movement.
Operational Convergence
The maximum operational effectiveness of the ECA suite is achieved when all modules converge on the same market phase.
When cyclic timing, volatility, price structure, trend strength, and movement energy align, the context signals a high-probability operational phase. The system is applicable to any timeframe or asset because it is not bound by dogmatic or subjective interpretations of technical or fundamental analysis; instead, it leverages what is actually happening in the market. Major chart patterns and Volume Profile (technically not includable in this specific suite) provide further confirmation.
Under these conditions, the signal does not originate from a single indicator but from the consistency of the entire system: time, volatility, and energy moving in the same direction.
Entries should always be accompanied by proper risk management.
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Clock&Flow – Elements of Cycle Analysis (ECA) | Suite Completa
Elements of Cycle Analysis (ECA) è una suite avanzata di analisi ciclica progettata per leggere il mercato attraverso tempo, struttura, forza ed energia, combinando cicli, volatilità e partecipazione in un unico framework operativo.
La suite è composta da due moduli complementari:
🔹 ECA 1 – Cicli, Struttura e Volatilità (overlay true)
ECA 1 è dedicato all’analisi strutturale e temporale del mercato.
SMA cicliche (ratio ciclica)
Le medie mobili sono calibrate in funzione dei cicli nominali e del timeframe per monitorare più cicli simultaneamente (dal ciclo inferiore fino ai cicli superiori).
Gli incroci tra SMA veloci e lente certificano la chiusura o transizione del ciclo correlato alla SMA più veloce. Il ciclo in questione è segnalato nella info table in basso a destra (per i time frame 15’ - 1h - 2h - 1D) Puoi selezionare il numero dei cicli da osservare e su quali asset applicarle (Index = quotazioni standard / Future = quotazioni estese / 50-200 i classici riferimenti istituzionali per il medio-lungo periodo
Canali ciclici dinamici basati su ATR
I canali rappresentano un ciclo inferiore e il suo superiore, l’ampiezza è data dal time frame osservato e calcolata sulla volatilità media (ATR).
La volatilità non è trattata come rumore, ma come componente strutturale del ciclo, utile per contestualizzare eccessi, compressioni ed espansioni.
Info Table e Quick Guide
Tabelle dinamiche collegano automaticamente SMA, timeframe e cicli temporali, fornendo una lettura immediata del contesto ciclico in corso.
Time Bands (Weekly / Daily)
La visualizzazione temporale aiuta a individuare pivot ciclici e transizioni di ritmo.
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🔹 ECA 2 – Eccessi, Forza ed Energia del Mercato
ECA 2 analizza come il mercato si muove all’interno della struttura ciclica.
Eccessi e divergenze (Stochastic ciclico)
Oscillatore calibrato sulla stessa ratio ciclica della suite.
Gli incroci tra ciclo inferiore (blu) e superiore (rosso) segnalano potenziali cambi di fase; in area di eccesso, le divergenze certificano spesso la chiusura e ripartenza del ciclo.
Directional Movement System (DMS)
L’ADX misura la forza del movimento, mentre +DI e –DI ne indicano la direzione.
L’incrocio simultaneo di ADX, +DI e –DI segnala un’accelerazione imminente, anche in assenza di forza già espressa.
Market Pulse – Energia reale del mercato
Il Market Pulse misura quanta energia reale sta attraversando il mercato mettendo in relazione:
velocità del prezzo
volume normalizzato
volatilità (ATR rapportato al prezzo)
I tre fattori sono combinati in modo moltiplicativo: se uno manca, l’impulso si indebolisce.
La linea dello zero rappresenta una condizione di equilibrio energetico; valori sopra o sotto indicano uno sbilanciamento reale, rialzista o ribassista.
Il Market Pulse non è un oscillatore classico e non va interpretato in termini di ipercomprato o ipervenduto: serve a valutare la qualità energetica del movimento.
La massima efficacia operativa della suite ECA si ottiene quando tutti i moduli convergono sulla stessa fase di mercato.
Quando tempi ciclici, volatilità, struttura del prezzo, forza del trend ed energia del movimento risultano allineati, il contesto segnala una fase ad alta probabilità operativa.
È applicabile su qualunque time frame o asset perché non è vincolato a dogmatiche e soggettive interpretazioni di analisi tecnica - fondamentale ma sfrutta ciò che realmente sta accadendo sul mercato.
I principali pattern grafici e il Volume Profile (in questa suite tecnicamente non inseribili) forniscono ulteriori conferme e/o indicazioni.
In queste condizioni il segnale non nasce da un singolo indicatore, ma dalla coerenza dell’intero sistema: tempo, volatilità ed energia si muovono nella stessa direzione.
Gli ingressi vanno sempre accompagnati da una corretta gestione del rischio.
The Engulfing Liquidity Signal with Adjustable Trailing StopEngulfing Liquidity Signal with Adjustable Trailing Stop
This strategy is designed to enter long trades based on the Engulfing Liquidity Signal combined with a Trailing Stop. The strategy uses custom volume analysis and price action to detect potential market opportunities. The Trailing Stop is adjustable, allowing traders to customize the distance at which the stop will trail the price.
Key Features:
Engulfing Liquidity Signal: The strategy enters a trade when the market shows signs of strong liquidity and price action, typically when there is a strong reversal signal (bullish engulfing) accompanied by higher volume.
Trailing Stop: A dynamic exit strategy that locks in profits by trailing the stop level behind the highest price achieved since the trade entry. This prevents the position from being closed prematurely while still protecting profits if the market reverses.
Customizable Trailing Stop: Users can adjust the trailing stop percentage via the settings. This allows for greater flexibility in how closely the stop will trail the price.
No Fixed Take Profit: The strategy uses only the trailing stop, ensuring that profits are maximized based on price action without a fixed profit target.
How the Strategy Works:
Buy Signal (LongC):
The strategy triggers a buy signal when a bullish engulfing pattern occurs, and the liquidity conditions align (i.e., the volume is increasing and price action shows signs of a potential reversal).
The strategy enters a long position when the signal conditions are met.
Trailing Stop Logic:
Once the trade is initiated, a trailing stop is applied. The stop level follows the highest price achieved since entry, trailing the price based on a user-defined percentage.
The stop level adjusts upward as the price increases, locking in profits. If the price reverses and hits the trailing stop, the trade is closed.
The trailing stop is dynamic, meaning it moves only in the direction of profit, but it will not move lower once it has been set.
Sell Signal (ShortC):
The position will also be closed if a sell signal (ShortC) is generated. This ensures that the strategy exits the trade when a potential reversal is detected in the market.
No Fixed Take Profit:
The strategy does not use a fixed take profit level. Instead, the profit is managed entirely by the trailing stop, which ensures that positions remain open as long as the market is moving in favor of the trade, allowing the position to capture the maximum possible profit.
Settings:
Trailing Stop Percentage: The user can adjust the trailing stop distance by setting a percentage value between 10% and 100%. This controls how tightly or loosely the trailing stop will follow the price.
Benefits:
Maximized Profits: By using a trailing stop, the strategy aims to capture as much profit as possible without prematurely exiting trades.
Customizable: The adjustable trailing stop allows traders to tailor the strategy to their risk tolerance and market conditions.
Simple & Effective: The strategy is straightforward, relying on price action and volume signals, making it easy to understand and implement.
Ideal Use Case:
This strategy is suitable for traders who prefer to let their profits run and manage risk with a trailing stop. It is particularly useful in trending markets where the price continues to move in one direction for an extended period. By using a trailing stop, the strategy allows you to stay in the market and capture large moves while protecting profits.
This strategy provides an excellent combination of automated trade management with a Trailing Stop and Engulfing Liquidity Signal, making it a solid choice for traders seeking to automate their trades with customizable risk management.
VWAP + RVOL (Merged):
📊 VWAP + RVOL (Merged)
VWAP + RVOL (Merged) is a professional intraday trading indicator that combines:
Session VWAP to define institutional direction and fair value
True Intraday Relative Volume (RVOL) to measure real-time volume strength compared to the same minute over previous days
The script is specifically designed for U.S. equities and performs best in:
Premarket momentum
Opening Range Breakout (ORB)
VWAP pullbacks
Scalping & day trading
🔍 What does this indicator provide?
1️⃣ True Intraday RVOL
Calculates minute-accurate relative volume, comparing current volume to the same minute across a user-defined number of prior days
Correctly handles sessions crossing midnight (after-hours & premarket)
Displays RVOL in a separate pane for clean, noise-free analysis
Default RVOL reference levels:
0.5 → Weak volume
1.0 → Normal volume
1.5 → Strong volume
2.0 → Unusual / institutional activity
2️⃣ Session VWAP
True session-based VWAP
Identifies institutional fair value
Acts as a primary directional filter:
Above VWAP → Bullish bias
Below VWAP → Bearish bias
✅ Practical Trading Use
Long Setup:
Price above VWAP
RVOL ≥ 1.5
Light pullback or VWAP retest
Confirmation candle with increasing volume
Avoid trades when:
Price below VWAP
RVOL < 1.0
⚙️ Settings
RVOL Lookback Days – Number of days used for RVOL comparison (default: 5)
RVOL Reference Lines – Toggle RVOL levels on/off
VWAP Source – Price source for VWAP calculation
Hide VWAP on 1D+ – Optional VWAP hiding on higher timeframes
📌 Important Notes
Designed for intraday timeframes only (≥ 1 minute and < 1 day)
Requires volume data from the data provider
Not intended for daily or higher timeframes
🎯 Who is this indicator for?
Momentum traders
Day traders & scalpers
ORB and VWAP pullback strategies
Traders seeking volume confirmation before entry
⚠️ Disclaimer
This indicator is a decision-support tool, not a trading recommendation.
Always apply proper risk management.
Participation-Weighted Orderflow Bubbles (HTF / LTF Context ToolThis indicator visualizes participation-weighted market pressure by aggregating lower-timeframe price and volume data into higher-timeframe context bubbles. It is designed to help identify directional dominance, balance, and absorption across timeframes. This is a context and bias tool, not a trade signal generator.
What the indicator shows
Each bubble represents a single chart bar, built from lower-timeframe candles.
Total Notional
Aggregated volume multiplied by price from lower-timeframe candles.
Buy / Sell Proxies
Lower-timeframe candles are classified based on where they close within their range:
– Close near the high → buy-side proxy
– Close near the low → sell-side proxy
– Middle of the range → neutral
Delta (USD and %)
Buy proxy notional minus sell proxy notional, expressed as both absolute USD delta and percentage of total notional.
Bubble colors
Green
Buy-side participation dominance.
Sell color (user configurable)
Sell-side participation dominance. The default is chosen for visibility on bearish candles and can be changed in settings.
Grey
Balanced participation. Indicates two-way trade, consolidation, or auction.
Yellow (Absorption)
High notional with limited price movement, suggesting potential absorption or distribution.
Coloring uses both relative dominance (delta percentage) and absolute dominance (minimum delta in USD), which improves behavior on higher timeframes.
Bubble size and visuals
Bubble size scales with total notional.
HD glow layers adapt automatically by timeframe.
Bubbles are drawn in front of candles for clarity.
Optional text displays delta and total notional.
Hovering over a bubble shows detailed information including total notional, buy/sell/neutral proxies, delta values, absorption status, and the number of lower-timeframe candles used.
Timeframe behavior
The indicator is designed to work across multiple timeframes. On higher timeframes, more grey bubbles are expected due to natural auction and balance behavior. Colored bubbles on higher timeframes represent sustained participation rather than short-term momentum. Visual density and performance are automatically adjusted on higher timeframes.
How to use it
Recommended workflow:
1. Higher timeframe (1H, 4H, Daily)
Use the bubbles to identify dominant buy or sell participation, balance zones, and absorption near highs or lows.
2. Lower timeframe (5m, 15m)
Take trades in alignment with the most recent higher-timeframe dominance. Be cautious or range-focused inside higher-timeframe balance zones. Use structure and price action for entries.
What this indicator is not
This indicator does not show true bid/ask data.
It does not display actual market versus limit orders.
It does not replace a DOM or exchange orderflow feed.
It should not be used as a standalone entry signal.
The indicator works within TradingView’s available data and provides a probabilistic, participation-weighted view of market pressure rather than true tape or orderflow data.
Best practices
Use a 1-minute lower timeframe for best results.
Avoid setting the lower timeframe too high relative to the chart timeframe.
Combine this tool with structure, levels, and session context.
Treat grey bubbles as information about balance, not as noise.
This tool is intended for traders who want better context and bias, not more signals.
