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Buscar en scripts para "volume profile"

footprint_typeLibrary "footprint_type" Contains all types for calculating and rendering footprints Inputs   Inputs objects   Fields:      inbalance_percent (series int) : percentage coefficient to determine the Imbalance of price levels      stacked_input (series int) : minimum number of consecutive Imbalance levels required to draw extended lines      show_summary_footprint (series bool) : bool input for show summary footprint      procent_volume_area (series int) : definition size Value area      show_vah (series bool) : bool input for show VAH      show_poc (series bool) : bool input for show POC      show_val (series bool) : bool input for show VAL      color_vah (series color) : color VAH line      color_poc (series color) : color POC line      color_val (series color) : color VAL line      show_volume_profile (series bool)      new_imbalance_cond (series bool) : bool input for setup alert on new imbalance buy and sell      new_imbalance_line_cond (series bool) : bool input for setup alert on new imbalance line buy and sell      stop_past_imbalance_line_cond (series bool) : bool input for setup alert on stop past imbalance line buy and sell Constants   Constants all Constants objects   Fields:      imbalance_high_char (series string) : char for printing buy imbalance      imbalance_low_char (series string) : char for printing sell imbalance      color_title_sell (series color) : color for footprint sell      color_title_buy (series color) : color for footprint buy      color_line_sell (series color) : color for sell line      color_line_buy (series color) : color for buy line      color_title_none (series color) : color None Calculation_data   Calculation_data data for calculating   Fields:      detail_open (array) : array open from calculation timeframe      detail_high (array) : array high from calculation timeframe      detail_low (array) : array low from calculation timeframe      detail_close (array) : array close from calculation timeframe      detail_vol (array) : array volume from calculation timeframe      previos_detail_close (array) : array close from calculation timeframe      isBuyVolume (series bool) : attribute previosly bar buy or sell Footprint_row   Footprint_row objects one footprint row   Fields:      price (series float) : row price      buy_vol (series float) : buy volume      sell_vol (series float) : sell volume      imbalance_buy (series bool) : attribute buy inbalance      imbalance_sell (series bool) : attribute sell imbalance      buy_vol_box (series box) : for ptinting buy volume      sell_vol_box (series box) : for printing sell volume      buy_vp_box (series box) : for ptinting volume profile buy      sell_vp_box (series box) : for ptinting volume profile sell      row_line (series label) : for ptinting row price      empty (series bool) : = true attribute row with zero volume buy and zero volume sell Value_area   Value_area objects for calculating and printing Value area   Fields:      vah_price (series float) : VAH price      poc_price (series float) : POC price      val_price (series float) : VAL price      vah_label (series label) : label for VAH      poc_label (series label) : label for POC      val_label (series label) : label for VAL      vah_line (series line) : line for VAH      poc_level (series line) : line for POC      val_line (series line) : line for VAL Imbalance_line_var_object   Imbalance_line_var_object var objects printing and calculation imbalance line   Fields:      cum_buy_line (array) : line array for saving all history buy imbalance line      cum_sell_line (array) : line array for saving all history sell imbalance line Imbalance_line   Imbalance_line objects printing and calculation imbalance line   Fields:      buy_price_line (array) : float array for saving buy imbalance price level      sell_price_line (array) : float array for saving sell imbalance price level      var_imba_line (Imbalance_line_var_object) : var objects this type Footprint_info_var_object   Footprint_info_var_object var objects for info printing   Fields:      cum_delta (series float) : var delta volume      cum_total (series float) : var total volume      cum_buy_vol (series float) : var buy volume      cum_sell_vol (series float) : var sell volume      cum_info (series table) : table for ptinting Footprint_info   Footprint_info objects for info printing   Fields:      var_info (Footprint_info_var_object) : var objects this type      total (series label) : total volume      delta (series label) : delta volume      summary_label (series label) : label for ptinting Footprint_bar   Footprint_bar all objects one bar with footprint   Fields:      foot_rows (array) : objects one row footprint      val_area (Value_area) : objects Value area      imba_line (Imbalance_line) : objects imbalance line      info (Footprint_info) : objects info - table,label and their variable      row_size (series float) : size rows      total_vol (series float) : total volume one footprint bar      foot_buy_vol (series float) : buy volume one footprint bar      foot_sell_vol (series float) : sell volume one footprint bar      foot_max_price_vol (map) : map with one value - price row with max volume buy + sell      calc_data (Calculation_data) : objects with detail data from calculation resolution Support_objects   Support_objects support object for footprint calculation   Fields:      consts (Constants) : all consts objects      inp (Inputs) : all input objects      bar_index_show_condition (series bool) : calculation bool value for show all objects footprint      row_line_color (series color) : calculation value - color for row price
Biblioteca Pine Script®
por dboichenko
2
Liquidity PeaksThe "Liquidity Peaks" indicator is a tool designed to identify significant supply and demand zones based on volumetric analysis. It analyzes the volume profile within a specified lookback range to pinpoint the most volumetric point and draw corresponding zones on the price chart. The 𝐋𝐢𝐪. 𝐏𝐞𝐚𝐤𝐬 indicator utilizes volume data to identify key supply and demand areas on the price chart. By examining the volume profile within a defined lookback range, it highlights three distinct zones: liquidity grab, volume containment, and the most volumetric point. Zones and their meanings: Liquidity grab (Orange box): This zone represents a price level where there is a significant swipe of the previous demand zone within the volume range. It indicates a potential shift in market sentiment and serves as a key supply or demand area. Volume containment (Gray box): This zone displays the area of volume contained before the peak in volume. It provides insights into the range where buying or selling pressure was concentrated, highlighting potential support or resistance levels. Most volumetric point (Light blue box): This zone represents the point within the lookback range that exhibits the highest volume. It signifies a significant area of market interest and indicates a potential supply or demand level. Adjustable options: Adjust liquidity Grab: This option allows you to adjust the size of the boxes. When enabled, the box size is set to twice the size of the high or low of the candle's wick. This adjustment enhances the visibility and accuracy of identifying swipes at specific price levels. Show origin: Enabling this option ensures that the liquidity boxes are drawn from the wick they were created from. This provides a clear visual reference to the specific candle and highlights the liquidity levels associated with it. Utility: The 𝐋𝐢𝐪. 𝐏𝐞𝐚𝐤𝐬 indicator is a valuable tool for traders and investors seeking to identify significant supply and demand zones in the market. By analyzing volume data and drawing corresponding zones on the chart, it helps to pinpoint areas where buying or selling pressure is likely to emerge. Traders can utilize this information to identify potential support and resistance levels, plan their entries and exits, and make more informed trading decisions. The liquidity grab zones can act as potential reversal or breakout points, while the volume containment zones and most volumetric points provide insights into areas of high market interest. It is important to note that this indicator should be used in conjunction with other technical analysis tools and indicators to confirm trading signals and validate market dynamics. Example Charts:
Indicador Pine Script®
por EliCobra
11
Tick Profile HeatmapThis is a market internal TICK heatmap with the intent of displaying areas of price associated to stronger reactions with NYSE TICK (by default). This code is based off of a variation of a Volume Profile coded originally by colejustice who originally used code from LuxAlgo . The full-width volume bars that colejustice setup were replaced with full-width bars representative of TICK breaking +/- $500, the current cumulative value representing the "heat" is comprised of hlc3 by default but that can be changed. In a future update I may add additional logic here to capture highs and lows in the heatmap specifically, and perhaps additional colors. As with other traditional profiling studies, this indicators purpose is to visualize correspondence to specific price levels, allowing rapid assessment where the most TICK activity is occurring, and where it hasn't been. This information may provide areas of support and resistance and regions where price may move quickly repeatedly. All of the same input guidance that colejustice provided is the same for those pre-existing inputs: Inputs are set up such that you can customize the lookback period, number of rows, and width of rows for most major timeframes individually. Timeframes between those available will use the next lower timeframe settings (e.g., 2m chart will use the 1m settings.) Zero usage of volume is present in this indicator, only TICK data so please don't confuse it with volume studies.
Indicador Pine Script®
por TradeSeekers
4
Volume CompressorTurns volume into a more informative representation, ready to be further analyzed ... Rationale Volume Back in the "before the quant" days I was a big fan of market & volume profile. Thing is J. Steidlmayer had lotta different ideas & works aside of profiling, it's just most of them ain't got to mainstream, one of them was "Hot / Cold volume" (yes, you can't really google it). From my interpretation, the idea was that in a given asset there is a usual constant volume that stays there no matter what, and if it ever changes it changes very slow and gradually; and there's another kind of, so to say, 'active' volume that actually influences price dynamics and very volatile by its nature. So I've met concept lately, and decided to quantify & model it one day when I'll have an idea how. That day was yesterday. Compression When we do music we always use different kinds of filters (low-pass, high pass, etc) for equalization and filtering itself. That stuff we use in finance as well. What we also always use in music are compressors, there dynamic processors that automatically adjust volume so it will be more consistent. Almost all the cool music you hear is compressed (both individual instruments (especially vocals) and the whole track afterwards), otherwise stuff will be too quite and too weak to flex on it, and also DJing it would be a nightmare. I am a big adept of loudness war. So I was like, how can I use compression in finance, when ima get an idea? That day was yesterday as well. Volume structure Being inspired by Steidlmayer's idea, I decided to distinguish volume this way: 1) Passive / static volume. The ~ volume that's always there no matter what (hedges, arbitrages, spread legs, portfolio parts etc etc), doesn't affect things; 2) Active / dynamic volume. The volume that flows from one asset to another, really matters and affects things; 3) Excess volume. The last portion of number 2 volume, that doesn't represent any powerful value to affect things. Now it's clear that we can get rid of number 1 and number 3, the components that don't really matter, and concentrate on number 2 in order to improve information gain, both for ourselves and for the models we feed this data. How? Model I don't wanna explain it all in statistical / DSP way for once. First of all, I think the population of volumes is log-normally distributed, so let's take logs of volumes, now we have a ~ normally distributed data. We take linearly weighted mean, add and subtract linearly weighted standard deviation from it, these would be our thresholds, the borders between different kinds of volumes explained before. The upper threshold is for downward compression, that will not let volume pass it higher. The lower threshold is for upward compression, all the volumes lower than this threshold will be brought up to the threshold's level. Then we apply multipliers to the thresholds in order to adjust em and find the sweet spots. We do it the same way as in sound engineering when we don't aim for overcompression, we adjust the thresholds until they start to touch the signal and all good. Afterwards, we delete all the number 1 and number 3 volume, leaving us exclusively with the clear main component, ready to be processed further. We return the volumes to dem real scale. About the parameters, based on testing I don't recommend changing the thresholds from dem default values, first of all they make sense statistically and second they work as intended. Window length can and should be adjusted, find your own way, or leave the default value. ML (moving location) length is up to you as well. So yeah, you can see now we can smooth the data and make it visually appealing not only by applying a smooth filter over it. All good TV?
Indicador Pine Script®
por gorx1
8
Volume Footprint [LuxAlgo]This indicator estimates a volume footprint using tick data. The script automatically separates a candle into equidistant intervals with a width obtained from the average true range or a user-given width. Settings Method: Interval width calculation method. This ultimately determines the number of intervals separating one candle. Width (At the right of Method): Atr period or user given width depending on the selected method. A lower user-given width would divide a candle into a higher number of intervals. As Percent: Returns the accumulated volume within each interval as a percentage of the total candle volume. Style Display Type: Determines the appearance of the returned volume footprint. Trend Color: Color to use based on whether a candle is bullish or bearish. Usage When applied to a chart, the user will be asked to select the settings to use for the volume footprint. Note that changing the settings afterward will reset the volume footprint, removing previously generated footprints. A new footprint will appear on the confirmation of a new bar, as such this version might only be useful in lower timeframes. A volume footprint allows users to see the number of contracts exchanged within a candle interval. It can as such be seen as some kind of intrabar volume profile. This can be useful to see areas of interest within a candle. Different Appearance By default, the volume footprint makes use of colored boxes with a color based on whether the candle was bullish or bearish. Another appearance that gives additional information is the gradient type, which uses intervals color based on the number of contracts exchanged within an interval relative to the total volume of the candle. A higher number of contracts within an interval would return a darker color by default. The regular display type makes use of boxes with a single color, with lines on the side indicating whether the candle was bullish or bearish.
Indicador Pine Script®
por LuxAlgo
52
Cross-Exchange VWAP with VAH/VALThis indicator calculates a cross‑exchange VWAP by aggregating price and volume data from up to four major crypto exchanges: Coinbase, Binance, Bybit, and OKX. It also derives Value Area High (VAH) and Value Area Low (VAL) using a volume‑weighted standard deviation around VWAP. What this indicator does Aggregates price × volume and volume from multiple exchanges for the same asset Calculates a single, unified VWAP reflecting broader market activity rather than a single venue Computes VAH and VAL as: VAH = VWAP + k × σ VAL = VWAP − k × σ where σ is the volume‑weighted standard deviation and k is user‑configurable Exchanges supported Coinbase (default quote: USD) Binance (default quote: USDT) Bybit (default quote: USDT) OKX (default quote: USDT) Each exchange can be enabled/disabled individually, and symbol overrides are supported (e.g. BTCUSDT, BTCUSDT.P, ETHUSD). VWAP anchoring options You can choose how VWAP and Value Area reset: Daily (UTC session) Weekly Monthly None (fully cumulative) Manual reset via input toggle This makes it suitable for intraday, swing, and higher‑timeframe analysis. Value Area configuration Standard deviation multiplier (k) is configurable k = 1.0 → ~68% band (default) k ≈ 1.036 → ~70% band (normal assumption) Optional shaded VAL–VAH area for quick visual context Note: VAH/VAL are derived from VWAP ± σ, not from a full volume‑profile histogram. This approach is computationally efficient and stable for real‑time trading. Optional status table An optional table (top‑right) displays: Enabled exchanges Active trading pairs per exchange Volume availability status Useful for quickly validating data coverage. Intended use cases Institutional‑style VWAP analysis across venues Reducing single‑exchange bias in crypto trading Identifying fair value, mean reversion zones, and acceptance areas Intraday execution and swing trade context Notes & limitations Availability of symbols may vary by exchange (use symbol overrides if needed) Crypto sessions are UTC‑based for daily resets Not a true Market Profile / volume‑at‑price VA calculation
Indicador Pine Script®
por pivottrader88
AMT VWAP [hardi]█ OVERVIEW AMT VWAP is a clean, minimalist VWAP indicator with Standard Deviation bands, designed to complement the Auction Market Theory (AMT) trading methodology by Fabio Valentino. This indicator focuses on one thing and does it well: displaying VWAP and its deviation bands clearly on your chart. █ FEATURES - Daily VWAP with automatic reset - ±1 Standard Deviation bands (cyan) - ±2 Standard Deviation bands (orange) - extreme zones - Clean labels that don't clutter your chart - Info table showing current bias and zone - Compact Mode for mobile/smartphone users - Fully customizable colors and settings - Built-in alerts for all levels █ HOW TO USE VWAP (Volume Weighted Average Price) represents the "fair value" where most volume has transacted. In AMT methodology: BIAS DETERMINATION: - Price ABOVE VWAP = Bullish bias (buyers in control) - Price BELOW VWAP = Bearish bias (sellers in control) TRADING ZONES: - ±1 SD: Normal deviation zone - potential mean reversion area - ±2 SD: Extreme zone - high probability reversal area (95%+ reversion rate) ENTRY STRATEGIES: 1. Trend Following: Buy pullbacks to VWAP in uptrend, sell rallies to VWAP in downtrend 2. Mean Reversion: Fade moves at ±2 SD bands with confirmation █ RECOMMENDED SETUP Use this indicator together with: - TradingView's built-in "SVP HD" (Session Volume Profile) for POC/VAH/VAL levels - AMT CVD indicator (companion indicator) for order flow analysis This combination gives you the complete AMT toolkit: - SVP HD → Key levels (POC, VAH, VAL) - AMT VWAP → Dynamic support/resistance & bias - AMT CVD → Aggression, Absorption, Exhaustion signals █ SETTINGS Display Settings: - Compact Mode - Enable for cleaner mobile view - Show Labels - Toggle level labels - Label Size - Adjust for your screen VWAP Settings: - Band Multipliers - Adjust SD band distance (default: 1.0 and 2.0) - Colors - Fully customizable - Line widths - Adjust visibility Alerts: - Near VWAP - Near ±1 SD - Near ±2 SD (extreme zones) █ METHODOLOGY This indicator is based on Auction Market Theory as taught by Fabio Valentino: "The market is a continuous auction seeking fair value. VWAP represents this fair value dynamically throughout the session. Deviations from VWAP create trading opportunities as price tends to revert to the mean." Key principles: - Read, don't predict - Location over technique - Evidence-based entries █ ALERTS Set alerts for: - Price approaching VWAP (potential support/resistance) - Price at ±1 SD (first deviation - watch for reaction) - Price at ±2 SD (extreme - high probability reversal zone) █ NOTES - Works on all timeframes - Best used on 15m for intraday entries - VWAP resets daily at market open - Combine with volume profile for best results █ CREDITS Based on Auction Market Theory methodology by Fabio Valentino. Indicator developed for the trading community. If you find this useful, please leave a like! 👍 vwap, volume-weighted-average-price, standard-deviation, bands, auction-market-theory, amt, fabio-valentino, mean-reversion, trend-following, intraday, day-trading, support-resistance, fair-value
Indicador Pine Script®
por hardimans351
Adaptive Gaussian AFR# Adaptive Gaussian AFR (Average Filtering Range) The **Adaptive Gaussian AFR** is a sophisticated trend-following overlay designed to provide a "cleaner" perspective on market structure. It synthesizes advanced signal processing with volatility-adjusted trailing logic to create a perpetual trend indicator that filters noise while maintaining extreme responsiveness during momentum breakouts. ## How It Works This indicator combines three distinct mathematical principles to analyze and visualize price action: ### 1. 4-Pole Gaussian Smoothing Standard moving averages often suffer from a trade-off between smoothness and lag. By employing a **4-pole Gaussian filter**, the indicator applies a bell-curve weighting to price data. This results in a curve that is mathematically smoother than an EMA but reacts more sharply to significant price shocks. ### 2. Adaptive Volatility Scaling Unlike static indicators, this script utilizes a **Volatility Ratio** (comparing short-term ATR to long-term ATR). - **Expansion:** When volatility spikes, the Gaussian filter automatically shortens its lookback to "catch" the breakout. - **Contraction:** When the market consolidates, it lengthens the lookback to prevent "whipsaws" and false signals. ### 3. AFR (Average Filtering Range) Logic The "step-ladder" behavior is driven by the AFR logic. It calculates volatility-based boundaries (using an ATR factor). The trend line only moves higher if the price exceeds the current floor, and only moves lower if the price breaks the ceiling, creating a "perpetual" support and resistance level. ## Visual Interface & Branding The script features a high-visibility sentiment map using a custom brand color scheme: - **Bullish State (Blue - rgb(45, 162, 252)):** Triggered when price is trading above the Adaptive Gaussian mean and the AFR floor. - **Bearish State (Purple - rgb(113, 59, 249)):** Triggered when price breaks below the mean and the AFR ceiling. - **Brand Candles:** Price bars are automatically colored to match the trend state for immediate visual confirmation. ## Why This is Unique Most trend followers are "fixed"—they perform well in trending markets but fail in sideways chop. The uniqueness of the **Adaptive Gaussian AFR** lies in its ability to "breathe." Because the Gaussian engine is adaptive, it attempts to solve the "lag vs. noise" problem by becoming more rigid when the market is indecisive and more fluid when a trend is confirmed. ## Great inventions require great Care **This is not a standalone trading system.** While the Adaptive Gaussian AFR provides a highly refined view of the trend, it should be used in conjunction with other analysis tools. - **Lag:** Like all indicators based on historical data, the filter is inherently lagging and cannot predict future price movements. - **No Standalone Use:** Do not use this as your sole reason for entering or exiting a trade. It is best used as a **Trend Filter** or a **Volatility-Adjusted Entry/Exit Strategy in confluence with other tools**. - **Context Matters:** It does not account for fundamental news, higher-timeframe resistance, or volume profiles. Enjoy!
Indicador Pine Script®
por Mattes00
2
Futures Psychological Levels PROFutures Psychological Levels PRO – Professional Usage Guide Indicator Overview This elite psychological levels tool dynamically plots the most institutionally relevant round-number clusters across futures markets (ES, NQ, YM, CL, GC, SI, BTC, and custom instruments). It separates levels into three hierarchical tiers — Major, Tradable, and Sniper — while intelligently filtering distant levels using an ATR-based proximity engine. The result is a clean, adaptive overlay that scales perfectly from scalping precision on 1-minute charts to big-picture context on daily/weekly timeframes. Core Philosophy Psychological levels are where order flow clusters: stops, limits, and institutional positioning accumulate around round numbers. This indicator turns static round numbers into a dynamic decision framework by: Prioritizing confluence zones Reducing clutter in ranging or low-volatility environments Highlighting only price-relevant levels in real time Key Features Instrument Presets – One-click optimized spacing for major futures contracts Three-Tier Hierarchy – Major (institutional anchors), Tradable (active defense zones), Sniper (precise entry/exit triggers) ATR Proximity Filter – Automatically hides irrelevant distant levels Zones or Lines – Visual magnet areas or clean horizontal lines Price Labels & Summary Table – Instant reference for next major levels above/below Full Customization – Colors, thickness, styles, and manual overrides How to Best Use This Indicator (Professional Workflow) Select the Correct Instrument Preset Start with the built-in preset matching your chart (e.g., "ES (S&P 500)" for /ES or MES). This instantly applies battle-tested increments. Use "Custom" only for non-standard assets (forex pairs, micros with different tick values, or crypto alts). Match Settings to Your Trading Style & Timeframe Reading the Levels – Decision Framework Major Levels (thick red by default): Highest probability reaction zones. Expect strong reversals, breakouts with volume, or liquidity sweeps. Treat as primary support/resistance. Tradable Levels (orange): Active trader defense zones. Excellent for limit order placement, partial profit taking, or fading weak moves. Sniper Levels (thin gray): Precision entries/exits, stop runs, and scalping targets. Confluence with order blocks or volume profile nodes dramatically increases edge. Trade Setup Examples Rejection Play: Price approaches a Major level from below → long wick rejection + close back inside → enter in direction of rejection with stop beyond wick extremity. Break & Retest: Clean breakout through Tradable/Major → retest as new support/resistance → enter on confirmation candle. Liquidity Sweep: Price briefly breaches Sniper/Major (stop hunt) → rapid reclaim → aggressive counter-trend entry. Confluence Boost: When a level aligns with daily/weekly open, VWAP, or prior high/low volume node → dramatically increase position size or conviction. Risk Management Integration Always place stops just beyond the next logical level (typically a Sniper or Tradable beyond your entry zone). Use the summary table to quickly identify invalidation points. Target the next level in the direction of your bias for minimum 1:2 risk-reward (often 1:3–1:5 achievable at Major levels). Pro Optimization Tips High-volatility sessions (NY open, FOMC, NFP): Increase ATR Multiplier slightly to avoid excessive clutter. Low-volatility Asian/range sessions: Decrease ATR Multiplier for tighter precision. Combine with Volume Profile (Fixed Range or Session) to confirm high-volume nodes at psych levels. Pair with anchored/session VWAP for additional confluence layers. On higher timeframes, disable Sniper levels and zones entirely for minimalist structural analysis. Important Disclaimer This indicator is a professional decision-support tool, not a standalone trading system. All trading involves substantial risk of loss. Past performance is not indicative of future results. Always conduct your own analysis, manage risk appropriately, and consider your financial situation before placing trades. Mastering psychological levels is one of the highest-edge concepts in institutional trading. Used correctly, this indicator gives you the same reference framework that prop desks and market makers watch every day. Trade smart, stay disciplined, and let price action at these levels guide your executions.
Indicador Pine Script®
por Manifesting_Gains
3
Session Levels (3of3)This system is designed to strip away market noise and highlight the areas where institutional capital is actually active. Most retail traders fail because they treat every price movement with equal importance. They often enter trades in the "middle of nowhere" or get trapped by "fakeouts" at standard support/resistance levels. This tool solves: Context Blindness: It defines the "playing field" by marking institutional session boundaries (Asia, London, NY), so you know exactly where liquidity resides. Computation Lag: Standard Volume Profiles often slow down a chart. Our Optimized VPC provides the "Magnet" price without the lag. Indecision: By requiring a Market Structure Shift (MSS) alongside a Fair Value Gap (FVG), it removes the guesswork of "Is this a reversal or a continuation?" Why It Is Unique: Unlike standard indicators that look at a single data point (like just price or just volume), this is a Holistic System. Auto-Mitigation: Most FVG indicators clutter your screen with old boxes. This tool automatically deletes zones once price "fills" them, keeping your focus on live opportunities. Institutional "Sweep" Logic: It specifically tracks if price has "stolen" the liquidity from a previous session before issuing a signal. The "Vegas" Filter: It uses the 144 EMA (Vegas Floor) as a high-probability institutional trend filter, ensuring you aren't fighting the primary trend. When testing this, track one specific stat: "Did price hit the VPC after the MSS?" You will likely find that even when the trade doesn't reach the far PRZ targets, it reaches the VPC Magnet over 70% of the time. Focusing on that "snap-back" to the orange line is the secret to a high win rate with this tool.
Indicador Pine Script®
por Crypt0Curious
1
🟡 GOLD 4H HUD v8.9 — Loose ICT OB + Strong/Weak + FVG/HVN/LVNGOLD 4H HUD v8.9 is a clean, structured Smart Money Concepts (SMC)–based analysis tool designed exclusively for XAUUSD on the 4-hour timeframe. It focuses on the three most important elements for institutional orderflow analysis: ✔ Loose ICT Order Blocks (Demand/Supply) ✔ Fair Value Gaps (FVG) ✔ Volume Profile Zones (HVN/LVN/POC) The script builds a professional-style HUD that displays the key institutional regions and structural levels that matter most for gold traders. 📌 Key Features 1 — Market Structure Engine (HH/HL & BOS) The indicator detects: Minor swing Highs and Lows Last confirmed HH / HL levels Break of Structure (BOS) for directional bias EMA-200 trend filter (UP / DOWN / NEUTRAL) This gives traders a clean structural read without clutter or noise. 2 — Loose FVG Engine (Tolerance-Based ICT Gaps) A soft-threshold FVG engine detects “loose” Fair Value Gaps using a 0.1% price tolerance. This method ensures: Fewer missed imbalances Cleaner OB/FVG alignment Higher accuracy on 4H gold displacement legs FVGs automatically shift to the right side of the chart for clean visualization. 3 — Order Block Engine (Demand/Supply + Strong/Weak Classification) A simplified ICT-style OB engine scans the past few candles whenever BOS is detected. It identifies: Demand OB during bullish BOS Supply OB during bearish BOS Strong OB if fully nested inside an active FVG Weak OB otherwise OB boxes include: Clear color coding (strong vs. weak) Price range labels inside each box Automatic right-shift for visual clarity 4 — Volume Profile Engine (POC / HVN / LVN / VAH / VAL) Based on a rolling window (default 120 bars), the script builds a lightweight volume distribution. It displays: POC (Point of Control) HVN (High Volume Node) LVN (Low Volume Node) Value Area High / Low HVN/LVN zones are shown as right-shifted colored boxes with price labels. These zones help identify: Institutional accumulation Low-liquidity rejection points Areas where price tends to react strongly 5 — Support / Resistance Mapping The script automatically generates: OB-based support/resistance Swing-high/swing-low levels HVN/LVN structural levels These are displayed in the HUD for fast reference. 6 — Professional HUD Panel A compact, easy-to-read HUD summarizes: Trend direction Latest HH/HL OB ranges (Strong/Weak) HVN/LVN price zones POC Multi-layer support & resistance This turns the script into a fully functional analysis dashboard. 📌 What This Indicator Is NOT To avoid misunderstanding: It does not take entries or generate buy/sell signals It does not auto-detect CHOCH, MSS, SMT, or sweeps It is not a trading bot This tool is designed as an institutional-style map and analysis HUD, not a strategy. 📌 Best Use Case This indicator is ideal for traders who want to: Read institutional structure on XAUUSD Identify clean Demand/Supply zones Visualize FVG/OB/HVN interactions Track high-value liquidity levels Build directional bias on 4H before dropping to execution timeframes ⚠ Important Note This tool is designed exclusively for the 4H timeframe. Using it on lower timeframes will display a warning.
Indicador Pine Script®
por chyg8823
cPOC 2 DayIt’s perfect for your 2-Day cPOC since: It derives from volume distribution data. It highlights market structure, value area, and composite volume behavior. Traders searching for “cPOC,” “volume profile,” or “market profile” will find it here. Use this if your indicator’s main function is showing POCs, VAH/VAL, or composite volume balance zones. If your cPOC script is part of a broader system: Trend Analysis — if it’s used for directional bias and context with VWAP/EMAs. Support/Resistance — if the tool primarily highlights POC/VAH/VAL as static levels to trade from. Other — only if your indicator mixes data from multiple frameworks (e.g., combines orderflow, delta, VWAP, and TPO).
Indicador Pine Script®
por poopsnag
Jitendra Volume Pro / Fixed RangeHello All, This script calculates and shows Volume Profile for the fixed range. Recently we have box.new() feature in Pine Language and it's used in this script as an example. Thanks to Pine Team and Tradingview!.. Sell/Buy volumes are calculated approximately!. Options: "Number of Bars" : Number of the bars that volume profile will be calculated/shown "Row Size" : Number of the Rows "Value Area Volume %" : the percent for Value Area and there are other options for coloring and POC line style Enjoy! Jitendra Sankpal Bull Run Galaxy 2.11.2025
Indicador Pine Script®
por Jitendra2805
VPOC Harmonics - Liquidity-Weighted Price / Time RatiosVPOC Harmonics - Liquidity-Weighted Price / Time Ratios Summary This indicator transforms a swing’s price range, duration, and liquidity profile into a structured set of price-per-bar ratios. By anchoring two points and manually entering the swing’s VPOC (highest-volume price), it generates candidate compression values that unify price, time, and liquidity structure. These values can be applied to chart scaling, harmonic testing, and liquidity-aware market geometry. ________________________________________ Overview Most swing analysis tools only consider price (ΔP) and time (N bars). This script goes further by incorporating the VPOC (Point of Control) — the price with the highest traded volume — directly into swing geometry. • Anchors define the swing’s Low (L), High (H), and bar count (N). • The user manually enters the VPOC (highest-volume price). • The indicator then computes a suite of ratios that integrate range, duration, and liquidity placement. The output is a table of liquidity-weighted price-per-bar candidates, designed for compression testing and harmonic analysis across swings and instruments. ________________________________________ How to Use 1. Select a Swing - Place Anchor A and Anchor B to define the swing’s Low, High, and bar count. 2. Find the VPOC - Apply TradingView’s Fixed Range Volume Profile tool over the same swing. - Identify the Point of Control (POC) — the price level with the highest traded volume. 3. Enter the VPOC - Manually input the POC into the indicator settings. 4. Review Outputs - The table will display candidate ratios expressed mainly as price-per-bar values. 5. Apply in Practice - Use the ratios as chart compression inputs or as benchmarks for testing harmonic alignments across swings. ________________________________________ Outputs Swing & Inputs • Bars (N): total bar count of the swing. • Low (L): swing low price. • High (H): swing high price. • ΔP = H − L: price range. • Mid = (L + H) ÷ 2: midpoint price. • VPOC (V): user-entered highest-volume price. • Base slope s0 = ΔP ÷ N: average change per bar. • π-adjusted slope sπ = (π × ΔP) ÷ (2 × N): slope adjusted for half-cycle arc geometry. ________________________________________ VPOC Harmony Ratios (L, H, V, N) • λ = (V − L) ÷ ΔP: normalized VPOC position within the range. • R = (V − L) ÷ (H − V): symmetry ratio comparing lower vs. upper segment. • s1 = (V − L) ÷ N: slope from Low → VPOC. • s2 = (H − V) ÷ N: slope from VPOC → High. ________________________________________ Blended Means (s1, s2) These combine the two segment slopes in different ways: • HM(s1,s2) = 2 ÷ (1/s1 + 1/s2): Harmonic mean, emphasizes the smaller slope. • GM(s1,s2) = sqrt(s1 × s2): Geometric mean, balances both slopes proportionally. • RMS(s1,s2) = sqrt((s1² + s2²) ÷ 2): Root-mean-square, emphasizes the larger slope. • L2 = sqrt(s1² + s2²): Euclidean norm, the vector length of both slopes combined. ________________________________________ Slope Blends • Quadratic weighting: s_quad = s0 × ((V−L)² + (H−V)²) ÷ (ΔP²) • Tilted slope: s_tilt = s0 × (0.5 + λ) • Entropy-scaled slope: s_ent = s0 × H2(λ), with H2(λ) = − ________________________________________ Curvature & Liquidity Extensions • π-arc × λ: s_arc = sπ × λ • Liquidity-π: s_piV = sπ × (V ÷ Mid) ________________________________________ Scale-Normalized Families With k = sqrt(H ÷ L): • k (scale factor) = sqrt(H ÷ L) • s_comp = s0 ÷ k: compressed slope candidate • s_exp = s0 × k: expanded slope candidate • Exponentiated blends: - s_kλ = s0 × k^(2λ−1) - s_φλ = s0 × φ^(2λ−1), with φ = golden ratio ≈ 1.618 - s_√2λ = s0 × (√2)^(2λ−1) ________________________________________ Practical Application All formulas generate liquidity-weighted price-per-bar ratios that integrate range, time, and VPOC placement. These values are designed for: • Chart compression settings • Testing harmonic alignments across swings • Liquidity-aware scaling experiments ________________________________________
Indicador Pine Script®
por geneclash
Universal Renko Bars by SiddWolfUniversal Renko Bars or UniRenko Bars is an overlay indicator that applies the logic of Renko charting directly onto a standard candlestick chart. It generates a sequence of price-driven bricks, where each new brick is formed only when the price moves a specific amount, regardless of time. This provides a clean, price-action-focused visualization of the market's trend. WHAT IS UNIVERSAL RENKO BARS? For years, traders have faced a stark choice: the clean, noise-free world of Renko charts, or the rich, time-based context of Candlesticks. Choosing Renko meant giving up your favorite moving averages, volume profiles, and the fundamental sense of time. Choosing Candlesticks meant enduring the market noise that often clouds true price action. But what if you didn't have to choose? Universal Renko Bars is a revolutionary indicator that ends this dilemma. It's not just another charting tool; it's a powerful synthesis that overlays the pure, price-driven logic of Renko bricks directly onto your standard candlestick chart. This hybrid approach gives you the best of both worlds: ❖ The Clarity of Renko: By filtering out the insignificant noise of time, Universal Renko reveals the underlying trend with unparalleled clarity. Up trends are clean successions of green bricks; down trends are clear red bricks. No more guesswork. ❖ The Context of Candlesticks: Because the Renko logic is an overlay, you retain your time axis, your volume data, and full compatibility with every other time-based indicator in your arsenal (RSI, MACD, Moving Averages, etc.). The true magic, however, lies in its live, Unconfirmed Renko brick. This semi-transparent box is your window into the current bar's real-time struggle. It grows, shrinks, and changes color with every tick, showing you exactly how close the price is to confirming the trend or forcing a reversal. It’s no longer a lagging indicator; it’s a live look at the current battle between buyers and sellers. Universal Renko Bars unifies these two powerful charting methods, transforming your chart into a more intelligent, noise-free, and predictive analytical canvas. HOW TO USE To get the most out of Universal Renko Bars, here are a few tips and a full breakdown of the settings. Initial Setup for the Best Experience For the cleanest possible view, it's highly recommended that you hide the body of your standard candlesticks, that shows only the skelton of the candle. This allows the Renko bricks to become the primary focus of your chart. → Double click on the candles and uncheck the body checkbox. Settings Breakdown The indicator is designed to be powerful yet intuitive. The settings are grouped to make customization easy. First, What is a "Tick"? Before we dive in, it's important to understand the concept of a "Tick." In Universal Renko, a Tick is not the same as a market tick. It's a fundamental unit of price movement that you define. For example, if you set the Tick Size to $0.50, then a price move of $1.00 is equal to 2 Ticks. This is the core building block for all Renko bricks. Tick size here is dynamically determined by the settings provided in the indicator. ❖ Calculation Method (The "Tick Size" Engine) This section determines the monetary value of a single "Tick." `Calculation Method` : Choose your preferred engine for defining the Tick Size. `ATR Based` (Default): The Tick Size becomes dynamic, based on market volatility (Average True Range). Bricks will get larger in volatile markets and smaller in quiet ones. Use the `ATR 14 Multiplier` to control the sensitivity. `Percentage` : The Tick Size is a simple percentage of the current asset price, controlled by the `Percent Size (%)` input. `Auto` : The "set it and forget it" mode. The script intelligently calculates a Tick Size based on the asset's price. Use the `Auto Sensitivity` slider to make these automatically calculated bricks thicker (value > 1.0) or thinner (value < 1.0). ❖ Parameters (The Core Renko Engine) This group controls how the bricks are constructed based on the Tick Size. `Tick Trend` : The number of "Ticks" the price must move in the same direction to print a new continuation brick. A smaller value means bricks form more easily. `Tick Reversal` : The number of "Ticks" the price must move in the opposite direction to print a new reversal brick. This is typically set higher than `Tick Trend` (e.g., double) to filter out minor pullbacks and market noise. `Open Offset` : Controls the visual overlap of the bricks. A value of `0` creates gapless bricks that start where the last one ended. A value of `2` (with a `Tick Reversal` of 4) creates the classic 50% overlap look. ❖ Visuals (Controlling What You See) This is where you tailor the chart to your visual preference. `Show Confirmed Renko` : Toggles the solid-colored, historical bricks. These are finalized and will never change. They represent the confirmed past trend. `Show Unconfirmed Renko` : This is the most powerful visual feature. It toggles the live, semi-transparent box that represents the developing brick. It shows you exactly where the price is right now in relation to the levels needed to form the next brick. `Show Max/Min Levels` : Toggles the horizontal "finish lines" on your chart. The green line is the price target for a bullish brick, and the red line is the target for a bearish brick. These are excellent for spotting breakouts. `Show Info Label` : Toggles the on-chart label that provides key real-time stats: 🧱 Bricks: The total count of confirmed bricks. ⏳ Live: How many chart bars the current live brick has been forming. These bars forms the Renko bricks that aren't confirmed yet. Live = 0 means the latest renko brick is confirmed. 🌲 Tick Size: The current calculated value of a single Tick. Hover over the label for a tooltip with live RSI(14), MFI(14), and CCI(20) data for additional confirmation. TRADING STRATEGIES & IDEAS Universal Renko Bars isn't just a visual tool; it's a foundation for building robust trading strategies. Trend Confirmation: The primary use is to instantly identify the trend. A series of green bricks indicates a strong uptrend; a series of red bricks indicates a strong downtrend. Use this to filter out trades that go against the primary momentum. Reversal Spotting: Pay close attention to the Unconfirmed Brick . When a strong trend is in place and the live brick starts to fight against it—changing color and growing larger—it can be an early warning that a reversal is imminent. Wait for the brick to be confirmed for a higher probability entry. Breakout Trading: The `Max/Min Levels` are your dynamic breakout zones. A long entry can be considered when the price breaks and closes above the green Max Level, confirming a new bullish brick. A short entry can be taken when price breaks below the red Min Level. Confluence & Indicator Synergy: This is where Universal Renko truly shines. Overlay a moving average (e.g., 20 EMA). Only take long trades when the green bricks are forming above the EMA. Combine it with RSI or MACD; a bearish reversal brick forming while the RSI shows bearish divergence is a very powerful signal. A FINAL WORD Universal Renko Bars was designed to solve a fundamental problem in technical analysis. It brings together the best elements of two powerful methodologies to give you a clearer, more actionable view of the market. By filtering noise while retaining context, it empowers you to make decisions with greater confidence. Add Universal Renko Bars to your chart today and elevate your analysis. We welcome your feedback and suggestions for future updates! Follow me to get notified when I publish New Indicator. ~ SiddWolf
Indicador Pine Script®
por SiddWolf
14
BK AK-SILENCER (P8N)🚨Introducing BK AK-SILENCER (P8N) — Institutional Order Flow Tracking for Silent Precision🚨 After months of meticulous tuning and refinement, I'm proud to unleash the next weapon in my trading arsenal—BK AK-SILENCER (P8N). 🔥 Why "AK-SILENCER"? The True Meaning Institutions don’t announce their moves—they move silently, hidden beneath the noise. The SILENCER is built specifically to detect and track these stealth institutional maneuvers, giving you the power to hunt quietly, execute decisively, and strike precisely before the market catches on. 🔹 "AK" continues the legacy, honoring my mentor, A.K., whose teachings on discipline, precision, and clarity form the cornerstone of my trading. 🔹 "SILENCER" symbolizes the stealth aspect of institutional trading—quiet but deadly moves. This indicator equips you to silently track, expose, and capitalize on their hidden footprints. 🧠 What Exactly is BK AK-SILENCER (P8N)? It's a next-generation Cumulative Volume Delta (CVD) tool crafted specifically for traders who hunt institutional order flow, combining adaptive volatility bands, enhanced momentum gradients, and precise divergence detection into a single deadly-accurate weapon. Built for silent execution—tracking moves quietly and trading with lethal precision. ⚙️ Core Weapon Systems ✅ Institutional CVD Engine → Dynamically measures hidden volume shifts (buying/selling pressure) to reveal institutional footprints that price alone won't show. ✅ Adaptive AK-9 Bollinger Bands → Bollinger Bands placed around a custom CVD signal line, pinpointing exactly when institutional accumulation or distribution reaches critical extremes. ✅ Gradient Momentum Intelligence → Color-coded momentum gradients reveal the strength, speed, and silent intent behind institutional order flow: 🟢 Strong Bullish (aggressive buying) 🟡 Moderate Bullish (steady accumulation) 🔵 Neutral (balance) 🟠 Moderate Bearish (quiet distribution) 🔴 Strong Bearish (aggressive selling) ✅ Silent Divergence Detection → Instantly spots divergence between price and hidden volume—your earliest indication that institutions are stealthily reversing direction. ✅ Background Flash Alerts → Visually highlights institutional extremes through subtle background flashes, alerting you quietly yet powerfully when market-moving players make their silent moves. ✅ Structural & Institutional Clarity → Optional structural pivots, standard deviation bands, volume profile anchors, and session lines clearly identify the exact levels institutions defend or attack silently. 🛡️ Why BK AK-SILENCER (P8N) is Your Edge 🔹 Tracks Institutional Footprints—Silently identifies hidden volume signals of institutional intentions before they’re obvious. 🔹 Precision Execution—Cuts through noise, allowing you to execute silently, confidently, and precisely. 🔹 Perfect for Traders Using: Elliott Wave Gann Methods (Angles, Squares) Fibonacci Time & Price Harmonic Patterns Market Profile & Order Flow Analysis 🎯 How to Use BK AK-SILENCER (P8N) 🔸 Institutional Reversal Hunting (Stealth Mode) Bearish divergence + CVD breaking below lower BB → stealth short signal. Bullish divergence + CVD breaking above upper BB → quiet, early long entry. 🔸 Momentum Confirmation (Silent Strength) Strong bullish gradient + CVD above upper BB → follow institutional buying quietly. Strong bearish gradient + CVD below lower BB → confidently short institutional selling. 🔸 Noise Filtering (Patience & Precision) Neutral gradient (blue) → remain quiet, wait patiently to strike precisely when institutional activity resumes. 🔸 Structural Precision (Institutional Levels) Optional StdDev, POC, Value Areas, Session Anchors clearly identify exact institutional defense/offense zones. 🙏 Final Thoughts Institutions move in silence, leaving subtle footprints. BK AK-SILENCER (P8N) is your specialized weapon for tracking and hunting their quiet, decisive actions before the market reacts. 🔹 Dedicated in deep gratitude to my mentor, A.K.—whose silent wisdom shapes every line of code. 🔹 Engineered for the disciplined, quiet hunter who knows when to wait patiently and when to strike decisively. Above all, honor and gratitude to Gd—the ultimate source of wisdom, clarity, and disciplined execution. Without Him, markets are chaos. With Him, we move silently, purposefully, and precisely. ⚡ Stay Quiet. Stay Precise. Hunt Silently. 🔥 BK AK-SILENCER (P8N) — Track the Silent Moves. Strike with Precision. 🔥 May Gd bless every silent step you take. 🙏
Indicador Pine Script®
por Ki11a_B
2
Ergodic Market Divergence (EMD)Ergodic Market Divergence (EMD) Bridging Statistical Physics and Market Dynamics Through Ensemble Analysis The Revolutionary Concept: When Physics Meets Trading After months of research into ergodic theory—a fundamental principle in statistical mechanics—I've developed a trading system that identifies when markets transition between predictable and unpredictable states. This indicator doesn't just follow price; it analyzes whether current market behavior will persist or revert, giving traders a scientific edge in timing entries and exits. The Core Innovation: Ergodic Theory Applied to Markets What Makes Markets Ergodic or Non-Ergodic? In statistical physics, ergodicity determines whether a system's future resembles its past. Applied to trading: Ergodic Markets (Mean-Reverting) - Time averages equal ensemble averages - Historical patterns repeat reliably - Price oscillates around equilibrium - Traditional indicators work well Non-Ergodic Markets (Trending) - Path dependency dominates - History doesn't predict future - Price creates new equilibrium levels - Momentum strategies excel The Mathematical Framework The Ergodic Score combines three critical divergences: Ergodic Score = (Price Divergence × Market Stress + Return Divergence × 1000 + Volatility Divergence × 50) / 3 Where: Price Divergence: How far current price deviates from market consensus Return Divergence: Momentum differential between instrument and market Volatility Divergence: Volatility regime misalignment Market Stress: Adaptive multiplier based on current conditions The Ensemble Analysis Revolution Beyond Single-Instrument Analysis Traditional indicators analyze one chart in isolation. EMD monitors multiple correlated markets simultaneously (SPY, QQQ, IWM, DIA) to detect systemic regime changes. This ensemble approach: Reveals Hidden Divergences: Individual stocks may diverge from market consensus before major moves Filters False Signals: Requires broader market confirmation Identifies Regime Shifts: Detects when entire market structure changes Provides Context: Shows if moves are isolated or systemic Dynamic Threshold Adaptation Unlike fixed-threshold systems, EMD's boundaries evolve with market conditions: Base Threshold = SMA(Ergodic Score, Lookback × 3) Adaptive Component = StDev(Ergodic Score, Lookback × 2) × Sensitivity Final Threshold = Smoothed(Base + Adaptive) This creates context-aware signals that remain effective across different market environments. The Confidence Engine: Know Your Signal Quality Multi-Factor Confidence Scoring Every signal receives a confidence score based on: Signal Clarity (0-35%): How decisively the ergodic threshold is crossed Momentum Strength (0-25%): Rate of ergodic change Volatility Alignment (0-20%): Whether volatility supports the signal Market Quality (0-20%): Price convergence and path dependency factors Real-Time Confidence Updates The Live Confidence metric continuously updates, showing: - Current opportunity quality - Market state clarity - Historical performance influence - Signal recency boost - Visual Intelligence System Adaptive Ergodic Field Bands Dynamic bands that expand and contract based on market state: Primary Color: Ergodic state (mean-reverting) Danger Color: Non-ergodic state (trending) Band Width: Expected price movement range Squeeze Indicators: Volatility compression warnings Quantum Wave Ribbons Triple EMA system (8, 21, 55) revealing market flow: Compressed Ribbons: Consolidation imminent Expanding Ribbons: Directional move developing Color Coding: Matches current ergodic state Phase Transition Signals Clear entry/exit markers at regime changes: Bull Signals: Ergodic restoration (mean reversion opportunity) Bear Signals: Ergodic break (trend following opportunity) Confidence Labels: Percentage showing signal quality Visual Intensity: Stronger signals = deeper colors Professional Dashboard Suite Main Analytics Panel (Top Right) Market State Monitor - Current regime (Ergodic/Non-Ergodic) - Ergodic score with threshold - Path dependency strength - Quantum coherence percentage Divergence Metrics - Price divergence with severity - Volatility regime classification - Strategy mode recommendation - Signal strength indicator Live Intelligence - Real-time confidence score - Color-coded risk levels - Dynamic strategy suggestions Performance Tracking (Left Panel) Signal Analytics - Total historical signals - Win rate with W/L breakdown - Current streak tracking - Closed trade counter Regime Analysis - Current market behavior - Bars since last signal - Recommended actions - Average confidence trends Strategy Command Center (Bottom Right) Adaptive Recommendations - Active strategy mode - Primary approach (mean reversion/momentum) - Suggested indicators ("weapons") - Entry/exit methodology - Risk management guidance - Comprehensive Input Guide Core Algorithm Parameters Analysis Period (10-100 bars) Scalping (10-15): Ultra-responsive, more signals, higher noise Day Trading (20-30): Balanced sensitivity and stability Swing Trading (40-100): Smooth signals, major moves only Default: 20 - optimal for most timeframes Divergence Threshold (0.5-5.0) Hair Trigger (0.5-1.0): Catches every wiggle, many false signals Balanced (1.5-2.5): Good signal-to-noise ratio Conservative (3.0-5.0): Only extreme divergences Default: 1.5 - best risk/reward balance Path Memory (20-200 bars) Short Memory (20-50): Recent behavior focus, quick adaptation Medium Memory (50-100): Balanced historical context Long Memory (100-200): Emphasizes established patterns Default: 50 - captures sufficient history without lag Signal Spacing (5-50 bars) Aggressive (5-10): Allows rapid-fire signals Normal (15-25): Prevents clustering, maintains flow Conservative (30-50): Major setups only Default: 15 - optimal trade frequency Ensemble Configuration Select markets for consensus analysis: SPY: Broad market sentiment QQQ: Technology leadership IWM: Small-cap risk appetite DIA: Blue-chip stability More instruments = stronger consensus but potentially diluted signals Visual Customization Color Themes (6 professional options): Quantum: Cyan/Pink - Modern trading aesthetic Matrix: Green/Red - Classic terminal look Heat: Blue/Red - Temperature metaphor Neon: Cyan/Magenta - High contrast Ocean: Turquoise/Coral - Calming palette Sunset: Red-orange/Teal - Warm gradients Display Controls: - Toggle each visual component - Adjust transparency levels - Scale dashboard text - Show/hide confidence scores - Trading Strategies by Market State - Ergodic State Strategy (Primary Color Bands) Market Characteristics - Price oscillates predictably - Support/resistance hold - Volume patterns repeat - Mean reversion dominates Optimal Approach Entry: Fade moves at band extremes Target: Middle band (equilibrium) Stop: Just beyond outer bands Size: Full confidence-based position Recommended Tools - RSI for oversold/overbought - Bollinger Bands for extremes - Volume profile for levels - Non-Ergodic State Strategy (Danger Color Bands) Market Characteristics - Price trends persistently - Levels break decisively - Volume confirms direction - Momentum accelerates Optimal Approach Entry: Breakout from bands Target: Trail with expanding bands Stop: Inside opposite band Size: Scale in with trend Recommended Tools - Moving average alignment - ADX for trend strength - MACD for momentum - Advanced Features Explained Quantum Coherence Metric Measures phase alignment between individual and ensemble behavior: 80-100%: Perfect sync - strong mean reversion setup 50-80%: Moderate alignment - mixed signals 0-50%: Decoherence - trending behavior likely Path Dependency Analysis Quantifies how much history influences current price: Low (<30%): Technical patterns reliable Medium (30-50%): Mixed influences High (>50%): Fundamental shift occurring Volatility Regime Classification Contextualizes current volatility: Normal: Standard strategies apply Elevated: Widen stops, reduce size Extreme: Defensive mode required Signal Strength Indicator Real-time opportunity quality: - Distance from threshold - Momentum acceleration - Cross-validation factors Risk Management Framework Position Sizing by Confidence 90%+ confidence = 100% position size 70-90% confidence = 75% position size 50-70% confidence = 50% position size <50% confidence = 25% or skip Dynamic Stop Placement Ergodic State: ATR × 1.0 from entry Non-Ergodic State: ATR × 2.0 from entry Volatility Adjustment: Multiply by current regime Multi-Timeframe Alignment - Check higher timeframe regime - Confirm ensemble consensus - Verify volume participation - Align with major levels What Makes EMD Unique Original Contributions First Ergodic Theory Trading Application: Transforms abstract physics into practical signals Ensemble Market Analysis: Revolutionary multi-market divergence system Adaptive Confidence Engine: Institutional-grade signal quality metrics Quantum Coherence: Novel market alignment measurement Smart Signal Management: Prevents clustering while maintaining responsiveness Technical Innovations Dynamic Threshold Adaptation: Self-adjusting sensitivity Path Memory Integration: Historical dependency weighting Stress-Adjusted Scoring: Market condition normalization Real-Time Performance Tracking: Built-in strategy analytics Optimization Guidelines By Timeframe Scalping (1-5 min) Period: 10-15 Threshold: 0.5-1.0 Memory: 20-30 Spacing: 5-10 Day Trading (5-60 min) Period: 20-30 Threshold: 1.5-2.5 Memory: 40-60 Spacing: 15-20 Swing Trading (1H-1D) Period: 40-60 Threshold: 2.0-3.0 Memory: 80-120 Spacing: 25-35 Position Trading (1D-1W) Period: 60-100 Threshold: 3.0-5.0 Memory: 100-200 Spacing: 40-50 By Market Condition Trending Markets - Increase threshold - Extend memory - Focus on breaks Ranging Markets - Decrease threshold - Shorten memory - Focus on restores Volatile Markets - Increase spacing - Raise confidence requirement - Reduce position size - Integration with Other Analysis - Complementary Indicators For Ergodic States - RSI divergences - Bollinger Band squeezes - Volume profile nodes - Support/resistance levels For Non-Ergodic States - Moving average ribbons - Trend strength indicators - Momentum oscillators - Breakout patterns - Fundamental Alignment - Check economic calendar - Monitor sector rotation - Consider market themes - Evaluate risk sentiment Troubleshooting Guide Too Many Signals: - Increase threshold - Extend signal spacing - Raise confidence minimum Missing Opportunities - Decrease threshold - Reduce signal spacing - Check ensemble settings Poor Win Rate - Verify timeframe alignment - Confirm volume participation - Review risk management Disclaimer This indicator is for educational and informational purposes only. It does not constitute financial advice. Trading involves substantial risk of loss and is not suitable for all investors. Past performance does not guarantee future results. The ergodic framework provides unique market insights but cannot predict future price movements with certainty. Always use proper risk management, conduct your own analysis, and never risk more than you can afford to lose. This tool should complement, not replace, comprehensive trading strategies and sound judgment. Markets remain inherently unpredictable despite advanced analysis techniques. Transform market chaos into trading clarity with Ergodic Market Divergence. Created with passion for the TradingView community Trade with insight. Trade with anticipation. — Dskyz , for DAFE Trading Systems
Indicador Pine Script®
por DskyzInvestments
7
Linear Regression Channel UltimateKey Features and Benefits Logarithmic scale option for improved analysis of long-term trends and volatile markets Activity-based profiling using either touch count or volume data Customizable channel width and number of profile fills Adjustable number of most active levels displayed Highly configurable visual settings for optimal chart readability Why Logarithmic Scale Matters The logarithmic scale option is a game-changer for analyzing assets with exponential growth or high volatility. Unlike linear scales, log scales represent percentage changes consistently across the price range. This allows for: Better visualization of long-term trends More accurate comparison of price movements across different price levels Improved analysis of volatile assets or markets experiencing rapid growth How It Works The indicator calculates a linear regression line based on the specified period Upper and lower channel lines are drawn at a customizable distance from the regression line The space between the channel lines is divided into a user-defined number of levels For each level, the indicator tracks either: - The number of times price touches the level (touch count method) - The total volume traded when price is at the level (volume method) The most active levels are highlighted based on this activity data Understanding Touch Count vs Volume Touch count method: Useful for identifying key support/resistance levels based on price action alone Volume method: Provides insight into levels where the most trading activity occurs, potentially indicating stronger support/resistance Practical Applications Trend identification and strength assessment Support and resistance level discovery Entry and exit point optimization Volume profile analysis for improved market structure understanding This Linear Regression Channel indicator combines powerful statistical analysis with flexible visualization options, making it an invaluable tool for traders and analysts across various timeframes and markets. Its unique features, especially the logarithmic scale and activity profiling, provide deeper insights into market behavior and potential turning points.
Indicador Pine Script®
por Julien_Exe
9
Volume Heatmap 2024 | NXT2017 Christmas EditionHi big players around the world, I wish you a merry christmas time. Today I have a nice present for you: a new volume heatmap indicator for free using! HISTORY My first volume heatmap project got a lot of feedback and a big demand. You can find it here: In this time pinescript version 4 was the newest one and I worked the first time with arrays. Today we have pinescript version 5 and some new features. This is why I tried again with matrix function and the results are better than I expected. HOW IT WORKS The indicator calculates similar like the volume profile. It looks back and every volume where the close price is on the same row area, the volume will cumulated. How much rows the new chart view is showing, you can choose manually. The mind behind this is to find high volume levels, where high volume catch the price in a range or get function as support/resistance line. PICTURES I hope it helps for your trading. You are welcome to give some comments. Merry christmas and best regards NXT2017
Indicador Pine Script®
por NXT2017
10
SessionVolumeProfileLibrary "SessionVolumeProfile" Analyzes price & volume during regular trading hours to provide a session volume profile analysis. The primary goal of this library is to provide the developer with three values: the value area high, low and the point of control. The library also provides methods for rendering the value areas and histograms. To learn more about this library and how you can use it, click on the website link in my profile where you will find a blog post with detailed information. debug(vp, position)   Helper function to write some information about the supplied SVP object to the screen in a table.   Parameters:      vp (Object) : The SVP object to debug      position (string) : The position.* to place the table. Defaults to position.bottom_center getLowerTimeframe()   Depending on the timeframe of the chart, determines a lower timeframe to grab volume data from for the analysis   Returns: The timeframe string to fetch volume for get(volumeProfile, lowerTimeframeHigh, lowerTimeframeLow, lowerTimeframeVolume)   Populated the provided SessionVolumeProfile object with vp data on the session.   Parameters:      volumeProfile (Object) : The SessionVolumeProfile object to populate      lowerTimeframeHigh (float ) : The lower timeframe high values      lowerTimeframeLow (float ) : The lower timeframe low values      lowerTimeframeVolume (float ) : The lower timeframe volume values drawPriorValueAreas(todaySessionVolumeProfile, extendYesterdayOverToday, showLabels, labelSize, pocColor, pocStyle, pocWidth, vahlColor, vahlStyle, vahlWidth, vaColor)   Given a SessionVolumeProfile Object, will render the historical value areas for that object.   Parameters:      todaySessionVolumeProfile (Object) : The SessionVolumeProfile Object to draw      extendYesterdayOverToday (bool) : Defaults to true      showLabels (bool) : Defaults to true      labelSize (string) : Defaults to size.small      pocColor (color) : Defaults to #e500a4      pocStyle (string) : Defaults to line.style_solid      pocWidth (int) : Defaults to 1      vahlColor (color) : The color of the value area high/low lines. Defaults to #1592e6      vahlStyle (string) : The style of the value area high/low lines. Defaults to line.style_solid      vahlWidth (int) : The width of the value area high/low lines. Defaults to 1      vaColor (color) : The color of the value area background. Defaults to #00bbf911) drawHistogram(volumeProfile, bgColor, showVolumeOnHistogram)   Given a SessionVolumeProfile object, will render the histogram for that object.   Parameters:      volumeProfile (Object) : The SessionVolumeProfile object to draw      bgColor (color) : The baseline color to use for the histogram. Defaults to #00bbf9      showVolumeOnHistogram (bool) : Show the volume amount on the histogram bars. Defaults to false. Object   Fields:      numberOfRows (series__integer)      valueAreaCoverage (series__integer)      trackDevelopingVa (series__bool)      valueAreaHigh (series__float)      pointOfControl (series__float)      valueAreaLow (series__float)      startTime (series__integer)      endTime (series__integer)      dayHigh (series__float)      dayLow (series__float)      step (series__float)      pointOfControlLevel (series__integer)      valueAreaHighLevel (series__integer)      valueAreaLowLevel (series__integer)      volumeRows (array__float)      priceLevelRows (array__float)      ltfSessionHighs (array__float)      ltfSessionLows (array__float)      ltfSessionVols (array__float)
Biblioteca Pine Script®
por jmosullivan
29
Position Cost DistributionThe Position Cost Distribution indicator (also known as the Market Position Overview, Chip Distribution, or CYQ Algorithm) provides an estimate of how shares are distributed across different price levels. Visually, it resembles the Volume Profile indicator, though they rely on distinct computational approaches. 🟠 Principle The Position Cost Distribution algorithm is based on the principle that a security's total shares outstanding usually remains constant, except under conditions like stock splits, reverse splits, or new share issuance. It views all trading activity as simply exchanging share positions between holders at different price points. By analyzing daily trade volume and the prior day's distribution, the algorithm infers the resulting share distribution after each day. By tracking these inferred transpositions over time, the indicator builds up an aggregate view of the estimated share concentration at each price level. This provides insights into potential buying and selling pressure zones that could form support or resistance areas. Together with the Volume Profile, the Position Cost Distribution gives traders multiple lenses for examining market structure from both a volume and positional standpoint. Both can help identify meaningful technical price levels. 🟠 Algorithm The algorithm initializes by allocating all shares to the price range encompassed by the first bar displayed on the chart. Preferably, the chart window should include the stock's IPO date, allowing the model to distribute shares specifically to the IPO price. For subsequent trading sessions, the indicator performs the following calculations: 1. The daily turnover ratio is calculated by dividing the bar's trading volume by total outstanding shares. 2. For each price level (bucket), the number of shares is reduced by the turnover amount to represent shares transferring from existing holders. 3. The bar's total volume is then added to buckets corresponding to that period's price range. Currently, the model assumes each share has an equal probability of being exchanged, regardless of how long ago it was acquired or at what price. Potential optimizations could incorporate factors like making shares held longer face a smaller chance of transfer compared to more recently purchased shares. ──────────────────────────────────────────── 中文介绍：该指标为“筹码分布”的一个 TradingView 实现 :)
Indicador Pine Script®
por AlphaViz
11
Multi-Asset Performance [Spaghetti] - By LeviathanThis indicator visualizes the cumulative percentage changes or returns of 30 symbols over a given period and offers a unique set of tools and data analytics for deeper insight into the performance of different assets. Multi Asset Performance indicator (also called “Spaghetti”) makes it easy to monitor the changes in Price, Open Interest, and On Balance Volume across multiple assets simultaneously, distinguish assets that are overperforming or underperforming, observe the relative strength of different assets or currencies, use it as a tool for identifying mean reversion opportunities and even for constructing pairs trading strategies, detect "risk-on" or "risk-off" periods, evaluate statistical relationships between assets through metrics like correlation and beta, construct hedging strategies, trade rotations and much more. Start by selecting a time period (e.g., 1 DAY) to set the interval for when data is reset. This will provide insight into how price, open interest, and on-balance volume change over your chosen period. In the settings, asset selection is fully customizable, allowing you to create three groups of up to 30 tickers each. These tickers can be displayed in a variety of styles and colors. Additional script settings offer a range of options, including smoothing values with a Simple Moving Average (SMA), highlighting the top or bottom performers, plotting the group mean, applying heatmap/gradient coloring, generating a table with calculations like beta, correlation, and RSI, creating a profile to show asset distribution around the mean, and much more. One of the most important script tools is the screener table, which can display: 🔸 Percentage Change (Represents the return or the percentage increase or decrease in Price/OI/OBV over the current selected period) 🔸 Beta (Represents the sensitivity or responsiveness of asset's returns to the returns of a benchmark/mean. A beta of 1 means the asset moves in tandem with the market. A beta greater than 1 indicates the asset is more volatile than the market, while a beta less than 1 indicates the asset is less volatile. For example, a beta of 1.5 means the asset typically moves 150% as much as the benchmark. If the benchmark goes up 1%, the asset is expected to go up 1.5%, and vice versa.) 🔸 Correlation (Describes the strength and direction of a linear relationship between the asset and the mean. Correlation coefficients range from -1 to +1. A correlation of +1 means that two variables are perfectly positively correlated; as one goes up, the other will go up in exact proportion. A correlation of -1 means they are perfectly negatively correlated; as one goes up, the other will go down in exact proportion. A correlation of 0 means that there is no linear relationship between the variables. For example, a correlation of 0.5 between Asset A and Asset B would suggest that when Asset A moves, Asset B tends to move in the same direction, but not perfectly in tandem.) 🔸 RSI (Measures the speed and change of price movements and is used to identify overbought or oversold conditions of each asset. The RSI ranges from 0 to 100 and is typically used with a time period of 14. Generally, an RSI above 70 indicates that an asset may be overbought, while RSI below 30 signals that an asset may be oversold.) ⚙️ Settings Overview: ◽️ Period Periodic inputs (e.g. daily, monthly, etc.) determine when the values are reset to zero and begin accumulating again until the period is over. This visualizes the net change in the data over each period. The input "Visible Range" is auto-adjustable as it starts the accumulation at the leftmost bar on your chart, displaying the net change in your chart's visible range. There's also the "Timestamp" option, which allows you to select a specific point in time from where the values are accumulated. The timestamp anchor can be dragged to a desired bar via Tradingview's interactive option. Timestamp is particularly useful when looking for outperformers/underperformers after a market-wide move. The input positioned next to the period selection determines the timeframe on which the data is based. It's best to leave it at default (Chart Timeframe) unless you want to check the higher timeframe structure of the data. ◽️ Data The first input in this section determines the data that will be displayed. You can choose between Price, OI, and OBV. The second input lets you select which one out of the three asset groups should be displayed. The symbols in the asset group can be modified in the bottom section of the indicator settings. ◽️ Appearance You can choose to plot the data in the form of lines, circles, areas, and columns. The colors can be selected by choosing one of the six pre-prepared color palettes. ◽️ Labeling This input allows you to show/hide the labels and select their appearance and size. You can choose between Label (colored pointed label), Label and Line (colored pointed label with a line that connects it to the plot), or Text Label (colored text). ◽️ Smoothing If selected, this option will smooth the values using a Simple Moving Average (SMA) with a custom length. This is used to reduce noise and improve the visibility of plotted data. ◽️ Highlight If selected, this option will highlight the top and bottom N (custom number) plots, while shading the others. This makes the symbols with extreme values stand out from the rest. ◽️ Group Mean This input allows you to select the data that will be considered as the group mean. You can choose between Group Average (the average value of all assets in the group) or First Ticker (the value of the ticker that is positioned first on the group's list). The mean is then used in calculations such as correlation (as the second variable) and beta (as a benchmark). You can also choose to plot the mean by clicking on the checkbox. ◽️ Profile If selected, the script will generate a vertical volume profile-like display with 10 zones/nodes, visualizing the distribution of assets below and above the mean. This makes it easy to see how many or what percentage of assets are outperforming or underperforming the mean. ◽️ Gradient If selected, this option will color the plots with a gradient based on the proximity of the value to the upper extreme, zero, and lower extreme. ◽️ Table This section includes several settings for the table's appearance and the data displayed in it. The "Reference Length" input determines the number of bars back that are used for calculating correlation and beta, while "RSI Length" determines the length used for calculating the Relative Strength Index. You can choose the data that should be displayed in the table by using the checkboxes. ◽️ Asset Groups This section allows you to modify the symbols that have been selected to be a part of the 3 asset groups. If you want to change a symbol, you can simply click on the field and type the ticker of another one. You can also show/hide a specific asset by using the checkbox next to the field.
Indicador Pine Script®
por LeviathanCapital
88
Supply and Demand Daily [LuxAlgo]The Supply and Demand Daily indicator displays daily supply and demand areas on the user's chart. These areas are constructed using the market data within a previous daily interval. This script makes use of the same logic as our previous Supply and Demand Visible Range indicator . 🔶 USAGE The supply/demand areas & levels displayed by the indicator aim to provide potential support/resistance levels for users. Supply areas highlight where buyers are willing to exit the market and sell the asset, thus providing resistance and potentially causing prices to reverse or bounce back downwards, while demand areas highlights where buyers were willing to purchase the asset, thus providing support and potentially causing prices to reverse or bounce back upwards. Historical areas allow the user to study the evolution of supply/demand from one day to another. Wider areas highlight prices avoiding reverting to this area, while thinner areas highlight prices returning more frequently to them. Trends can be determined by looking at the price position relative to the previous day's supply/demand areas. Price breaking down from the demand zone is indicative of a downtrend, while price breaking above the supply zone is indicative of an uptrend. Pullback/throwback scenarios can also be common using this indicator. 🔶 SETTINGS Threshold %: Percentage of the total visible range volume used as a threshold to set supply/demand areas. Higher values return wider areas. Resolution: Determines the number of bins used to find each area. Higher values will return more precise results. Intra-bar TF: Timeframe used to obtain intra-bar data. 🔶 RELATED SCRIPTS
Indicador Pine Script®
por LuxAlgo
41