SRD
SRD v11 - Multi-Timeframe Volume Profile (POC, VAH, VAL)
Key Features
Dual Timeframe Analysis:
📈 Main Analysis (Daily): Calculates and displays the most significant levels based on a user-defined period of daily bars. This is ideal for identifying intraday and short-term trading opportunities.
📊 Strategic Analysis (Weekly): Plots key levels from a weekly perspective, giving you a broader, long-term view of market sentiment and structure. This can be toggled on or off.
Volume Profile Core Levels: The indicator automatically calculates and visualizes the three most important levels derived from volume analysis for both timeframes:
🎯 POC (Point of Control): The price level with the highest traded volume for the specified period. It acts as a powerful magnet for price and a key reference for market equilibrium.
🔴 VAH (Value Area High): The highest price level within the "Value Area" (where ~70% of the volume was traded). It often acts as a significant resistance zone.
🟢 VAL (Value Area Low): The lowest price level within the Value Area. It often serves as a strong support zone.
🟠 24-Hour High: An optional feature that plots the highest price reached in the last 24 hours, providing a crucial reference point for breakout and reversal traders.
Dynamic and Non-Repainting: The levels are calculated based on historical confirmed bars and update automatically as new periods (daily or weekly) close. The lines extend to the right, remaining relevant until a new calculation period begins.
Integrated Alert System: Never miss a key price interaction. The indicator includes a comprehensive alert system for:
Breakouts: Triggers when the price crosses above or below the POC, VAH, or VAL.
Touches: Triggers when the price touches one of these key levels without breaking through it (within a small tolerance).
Unified Alert: A single alert that notifies you of any of the above conditions.
Customization
The SRD v11 is fully customizable to fit your trading style. You can adjust:
Timeframes: Change the base timeframes for both the main (default Daily) and strategic (default Weekly) analysis.
Analysis Periods: Define the number of bars (days or weeks) to include in the Volume Profile calculation.
Visuals: Customize the color, width, and style (solid, dashed, dotted) of every line and label for clear and intuitive visualization.
Toggle Elements: Easily show or hide the strategic (weekly) analysis and the 24-hour high line.
How to Use It >
Identify Key Zones: Use the VAH (resistance) and VAL (support) lines to identify potential entry and exit zones. The area between VAH and VAL is the "Value Area," where the market has found acceptance.
Monitor the POC: The Point of Control is the ultimate level of equilibrium. Watch for price reactions around the POC. A sustained break above or below can signal a new trend.
Combine Timeframes: Use the strategic (weekly) levels as major, long-term points of interest and the main (daily) levels for your day-to-day trading setup. Confluence between levels from different timeframes can indicate extremely strong support or resistance.
Set Alerts: Configure alerts for breakouts or touches to be notified of critical market movements in real-time, even when you are away from the charts.
Buscar en scripts para "volume profile"
PheeTrades - Value Area Levels (VAH / VAL / POC Visualizer)This script helps traders quickly visualize key Volume Profile–style levels such as Value Area High (VAH), Value Area Low (VAL), and Point of Control (POC) using recent price and volume data.
While TradingView’s built-in Volume Profile tool is great for manual analysis, this indicator automatically calculates and plots approximate value zones directly on your chart — ideal for traders who want to identify high-probability support and resistance areas without drawing a fixed range every time.
Features:
Calculates short-term VAH, VAL, and POC based on a user-defined lookback period.
Plots color-coded levels for quick visual reference.
Helps identify “fair value” zones where most trading activity occurred.
Useful for detecting breakout or mean-reversion opportunities around value extremes.
How to use:
Apply the script to any chart and set your preferred lookback period.
VAH (red line): potential upper resistance or overbought zone.
VAL (green line): potential lower support or accumulation zone.
POC (orange line): price level with the highest traded activity — often a magnet for price.
Note:
This is a simplified Value Area model meant for educational and analytical use. It does not replace TradingView’s official Volume Profile or broker-level volume distribution data.
Anchored Grids ft. VolumeINTRO
The 'Volume Profile' is a great tool, isn’t it? It shows us where volume has accumulated on the chart and helps guide trading decisions. The only catch is that we can’t really choose the levels—it’s all based on where volume happens to cluster. But what if we reversed the logic and measured the volume at the levels we define? That’s exactly what this script does, giving you a fresh way to spot support and resistance :)
OVERVIEW
'Anchored Grids ft. Volume' is a sophisticated technical analysis tool that combines price grid analysis with volume accumulation metrics. This indicator dynamically calculates and displays custom support and resistance levels based on a user-defined timeframe, while simultaneously tracking and visualizing volume accumulation at each specific price level. Unlike traditional volume profile indicators that use complex statistical clustering, this tool provides straightforward volume measurement at predetermined technical levels. It answers a critical question: "How much trading activity occurred near the key price levels I care about?".
HOW DOES THIS INDICATOR WORK?
This indicator builds a customizable grid system anchored to the opening price of any user-selected timeframe (hourly, daily, weekly, etc.). From that anchor point, it continuously tracks the highest high and lowest low, then calculates equidistant grid levels within that range. Two calculation modes are available—Arithmetic and Geometric—allowing flexibility in how the levels are distributed.
Once the grid is established, a volume accumulation engine comes into play. For each price bar, the script checks whether the bar’s range intersects with any level’s tolerance zone (default 0.01%). If a touch is detected, that bar’s volume is added to the corresponding level. Over time, this process builds a clear picture of where significant trading activity has clustered.
The visualization system highlights these dynamics by applying a color gradient based on volume intensity and adjusting line thickness proportional to accumulated volume. Each level is also labeled with four key data points:
The grid number (in square brackets)
The price of the level
The percentage distance between the level and the opening price of the selected timeframe
The total volume accumulated within the level’s tolerance range
PARAMETERS
Timeframe: Defines the anchor period for grid calculation. Then, the indicator automatically determines the open, high, and low prices.
Mode: This option determines how the distance between levels is calculated: Arithmetic (linear) means equal price spacing between levels, while Geometric (logarithmic) means equal percentage spacing between levels.
Grids: It's the number of levels between high and low.
Color: Base color for grid lines and labels. When volume data is displayed, lower values are darkened by 50%.
Show Volume Accumulation: When this parameter is activated, the volume calculation is enabled.
Tolerance : The Tolerance parameter (default range: 0.01%) defines the price range around each grid level where volume accumulation is registered. It acts as a sensitivity control that determines how close price must be to a level to count trading volume toward that level's accumulation.
ORIGINALITY
It’s possible to find comprehensive grid-drawing tools among community indicators, but I haven’t come across an example that combines this concept with volume data. More importantly, I wanted to demonstrate how volume accumulation can be generated for any data modeled as an array on the chart by developers.
SUMMARY
In conclusion, the selected timeframe and the number of grids are only used as a reference to determine where the levels are drawn. The true value of this indicator lies in its ability to calculate volume accumulation directly from the chart’s own candles, showing how much trading activity occurred around each level. The result is a hybrid framework that merges structural price analysis with volume distribution, offering traders deeper insights into where markets are likely to react.
NOTE
While powerful, this tool should be used as part of a comprehensive trading strategy rather than as a standalone system. Always combine with risk management principles and market context awareness. I hope it helps everyone. Trade as safely as possible. Best of luck!
Tick Ratio Simulator - Advanced Market Sentiment IndicatorOverview
The Tick Ratio Simulator is a sophisticated market sentiment indicator that provides real-time insights into buying and selling pressure dynamics. This proprietary indicator transforms complex market microstructure data into actionable trading signals.
Key Features
Real-Time Sentiment Analysis: Captures instantaneous shifts in market momentum
Multi-Timeframe Adaptability: Customizable calculation periods for any trading style
Visual Clarity: Color-coded histogram with dynamic zone highlighting
Integrated Alert System: Pre-configured alerts for key market transitions
Performance Dashboard: Live metrics display for informed decision-making
Trading Applications
✓ Trend Confirmation: Validate existing trends with momentum analysis
✓ Reversal Detection: Identify potential turning points at extreme readings
✓ Entry/Exit Timing: Optimize trade execution with overbought/oversold zones
✓ Risk Management: Clear visual boundaries for position sizing decisions
Signal Interpretation
Extreme Zones (±75): High probability reversal areas
Standard Thresholds (±50): Traditional overbought/oversold levels
Zero Line Crossings: Momentum shift confirmations
Histogram Expansion/Contraction: Strength of directional bias
Customization Options
Adjustable calculation and smoothing periods
Fully customizable color schemes
Toggle histogram and reference lines
Real-time information table positioning
Alert Conditions
Four pre-built alert templates for automated notifications:
Momentum threshold breaches
Directional changes
Extreme zone entries
Custom level crossovers
Best Practices
Works exceptionally well when combined with:
Volume analysis
Support/resistance levels
Price action patterns
Other momentum oscillators
Note: This indicator uses proprietary calculations to simulate institutional-grade tick analysis without requiring actual tick data feeds. Results are optimized for liquid markets with consistent volume profiles.
For optimal results, adjust parameters based on your specific instrument and timeframe. Past performance does not guarantee future results.
Fair Value Gap Suite Adrian V1.0.0Brief description
The “FVG Suite” identifies fair value gaps across multiple time units, evaluates them with a displacement score, optionally filters them according to market structure events (BOS/CHOCH), and provides context-based alerts for first touch, partial and full fills, and invalidation. The aim is to show only high-quality imbalances and trade them based on rules.
What makes the script unique (originality/added value)
Displacement score: Strength of the impulse movement as a combination of (body/ATR, range/ATR, volume Z-score).
MTF aggregator: FVGs from higher timeframes are collected, ranked, and displayed as zones on the active chart (including overlap clustering).
Structure context: Optionally, only FVGs after confirmed BOS/CHOCH in the trend direction, including premium/discount evaluation relative to the HTF range.
Adaptive invalidation: FVG expires after candles, opposing BOS or defined time (e.g., end of session).
Session/instrument filter: Time window (e.g., NY/LDN), minimum tick size, ATR-based minimum gap.
Smart fill logic: Distinguishes between first touch, partial fill (≥ %), full fill (100%); alarms per event.
Statistics overlay (optional): Hit rate/expectancy per TF & session for fine-tuning the filters.
How it works (conceptually)
FVG definition (3-candle pattern): Bullish if High < Low (bearish analog). Size = gap span in points.
Quality score:Score = w1*(|Body|/ATR) + w2*(Range/ATR) + w3*(Volume-Z), normalized to 0–100.
MTF scan: List of higher TFs: (customizable). Findings are merged, ranked, and displayed as zones with priority (color/opacity).
Context filter: Only FVGs that emerge after BOS/CHOCH in the direction of the current trend; optional exclusion in premium/discount areas.
Invalidation & alerts: A zone is considered active until the invalidation rule takes effect. Alerts are triggered upon: initial contact, partial/full filling, invalidation.
Important inputs
Min. FVG size: × ATRor ticks/points
Min. displacement score: (0–100)
MTF list:
BOS/CHOCH filter: On/Off (Lookback candles)
Session filter: NY/LDN/Asia (local time, weekend toggle)
Invalidation: maxBars = , Opposite BOS = On/Off, Session End = On/Off
Fill definitions: Partial fill ≥ % of the gap; Full fill = 100%
Overlay options: Zone color/transparency, HTF label, statistics overlay On/Off
Alerts (names & triggers)
FVG Suite – First Touch: Price touches an active FVG zone for the first time.
FVG Suite – Partial Fill: Partial fill ≥ configured threshold.
FVG Suite – Full Fill: Gap completely filled.
FVG Suite – Invalidated: Zone invalidated by rules. (Alert message contains: symbol, TF of the zone, direction, score, size, trigger rule.)
Use (best practices)
Trade in the trend direction with BOS/CHOCH filter; target counter-imbalances/liquidity pools.
Use session filters to avoid news spikes/illiquid periods.
Calibrate parameters for each market/TF (ATR/volume profiles differ).
Limitations
Structure labels can be reevaluated for new highs/lows (repainting of labels, not of FVG finds).
Spreads/news can generate “pseudo fills.”
Backtests/statistics are sample-dependent; no guarantee of results.
Changelog
v1.0 – First release (score model, MTF aggregator, BOS/CHOCH filter, fill alerts).
Credits
FVG concept: public ICT/SMC literature (general idea). Implementation/scoring, MTF ranking, smart fill logic: own development.
Note/disclaimer
No financial advice. For educational purposes only. Trading involves high risk; use stop losses and a fixed risk budget.
Fair Value Gap Suite Adrian V1.0.0Brief description
The “FVG Suite” identifies fair value gaps across multiple time units, evaluates them with a displacement score, optionally filters them according to market structure events (BOS/CHOCH), and provides context-based alerts for first touch, partial and full fills, and invalidation. The aim is to show only high-quality imbalances and trade them based on rules.
What makes the script unique (originality/added value)
Displacement score: Strength of the impulse movement as a combination of (body/ATR, range/ATR, volume Z-score).
MTF aggregator: FVGs from higher timeframes are collected, ranked, and displayed as zones on the active chart (including overlap clustering).
Structure context: Optionally, only FVGs after confirmed BOS/CHOCH in the trend direction, including premium/discount evaluation relative to the HTF range.
Adaptive invalidation: FVG expires after candles, opposing BOS or defined time (e.g., end of session).
Session/instrument filter: Time window (e.g., NY/LDN), minimum tick size, ATR-based minimum gap.
Smart fill logic: Distinguishes between first touch, partial fill (≥ %), full fill (100%); alarms per event.
Statistics overlay (optional): Hit rate/expectancy per TF & session for fine-tuning the filters.
How it works (conceptually)
FVG definition (3-candle pattern): Bullish if High < Low (bearish analog). Size = gap span in points.
Quality score:Score = w1*(|Body|/ATR) + w2*(Range/ATR) + w3*(Volume-Z), normalized to 0–100.
MTF scan: List of higher TFs: (customizable). Findings are merged, ranked, and displayed as zones with priority (color/opacity).
Context filter: Only FVGs that emerge after BOS/CHOCH in the direction of the current trend; optional exclusion in premium/discount areas.
Invalidation & alerts: A zone is considered active until the invalidation rule takes effect. Alerts are triggered upon: initial contact, partial/full filling, invalidation.
Important inputs
Min. FVG size: × ATRor ticks/points
Min. displacement score: (0–100)
MTF list:
BOS/CHOCH filter: On/Off (Lookback candles)
Session filter: NY/LDN/Asia (local time, weekend toggle)
Invalidation: maxBars = , Opposite BOS = On/Off, Session End = On/Off
Fill definitions: Partial fill ≥ % of the gap; Full fill = 100%
Overlay options: Zone color/transparency, HTF label, statistics overlay On/Off
Alerts (names & triggers)
FVG Suite – First Touch: Price touches an active FVG zone for the first time.
FVG Suite – Partial Fill: Partial fill ≥ configured threshold.
FVG Suite – Full Fill: Gap completely filled.
FVG Suite – Invalidated: Zone invalidated by rules. (Alert message contains: symbol, TF of the zone, direction, score, size, trigger rule.)
Use (best practices)
Trade in the trend direction with BOS/CHOCH filter; target counter-imbalances/liquidity pools.
Use session filters to avoid news spikes/illiquid periods.
Calibrate parameters for each market/TF (ATR/volume profiles differ).
Limitations
Structure labels can be reevaluated for new highs/lows (repainting of labels, not of FVG finds).
Spreads/news can generate “pseudo fills.”
Backtests/statistics are sample-dependent; no guarantee of results.
Changelog
v1.0 – First release (score model, MTF aggregator, BOS/CHOCH filter, fill alerts).
Credits
FVG concept: public ICT/SMC literature (general idea). Implementation/scoring, MTF ranking, smart fill logic: own development.
Note/disclaimer
No financial advice. For educational purposes only. Trading involves high risk; use stop losses and a fixed risk budget.
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Institutional Analyst Board
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Jul 19
📊 Institutional Analyst Board – Smart Money Confluence Scanner for XAUUSD, Forex, Crypto
🔍 Overview
The Institutional Analyst Board is a complete multi-timeframe smart money toolkit designed for traders who demand clarity, confluence, and precision. It brings together institutional-grade metrics—Order Blocks (OB), Fair Value Gaps (FVG), Liquidity Sweeps, MACD/RSI bias, VWAP positioning, and Break of Structure (BoS)—into a single powerful visual dashboard.
This indicator is especially optimized for Gold (XAUUSD) but is also compatible with Crypto and Forex assets.
🧠 Key Features
✅ Multi-Timeframe Dashboard (5M / 15M / 1H)
✅ Order Block Detection with dynamic zones that extend until broken
✅ Fair Value Gap Detection with clear zone shading and border distinction
✅ MACD + RSI Confluence for momentum and bias alignment
✅ VWAP Positioning to identify premium/discount zones
✅ Liquidity Sweeps (internal/external range breaks)
✅ Killzone Highlighting (Asia / London / New York)
✅ Break of Structure (BoS) with advanced confluence filters
✅ Gold Bias Flags across timeframes (BUY / SELL / NEUTRAL)
✅ Dynamic Price Watermark with real-time data
✅ Fully customizable colors, transparencies, and text labels
🧠 How It Works
The Board uses institutional logic to analyze the chart in real time:
Metric Purpose
OB Zones Highlight potential smart money footprints where price is likely to react.
FVG Zones Identify imbalance areas between buyers and sellers—ideal for mean reversion entries.
MACD/RSI Confirm momentum direction and relative strength confluence.
VWAP Determine whether price is trading at a premium or discount.
Liquidity Sweeps Detect manipulative moves before major reversals.
BoS Mark potential trend reversals, filtered by institutional confluence.
Each signal is computed across 3 timeframes and visualized in a clean board that updates live. You’ll also see labels, alerts, and session overlays for maximum clarity.
📌 Ideal Use Case
This tool is perfect for:
Funded Challenge Traders (FTMO, MyForexFunds, etc.)
Gold scalpers and intraday traders
Crypto price action traders using BTC, ETH, SOL, etc.
Smart Money Concept (SMC) and ICT followers
⚙️ Customization Options
Toggle each module (OB, FVG, VWAP, MACD/RSI, etc.)
Set transparency and color for each zone type
Adjust Killzone timing (Asia, London, NY)
Control board position (Top/Bottom) and metric visibility
📈 Compatible Assets
✅ XAUUSD (optimized)
✅ Forex majors/minors
✅ Crypto pairs (BTC, ETH, SOL, etc.)
✅ Indices (GER40, NASDAQ, SPX with minor adaptation)
🛠️ Requirements
Use on TradingView v5
Set chart time to UTC+0 or UTC+3 for optimal Killzone accuracy
For crypto, redefine Killzone hours if needed (24/7 market)
🧠 Pro Tip
Pair this indicator with volume profile tools, CVD/Delta Flow, or Footprint overlays to build high-confidence trade setups with clear institutional confluence.
Quantum Dip Hunter | AlphaNattQuantum Dip Hunter | AlphaNatt
🎯 Overview
The Quantum Dip Hunter is an advanced technical indicator designed to identify high-probability buying opportunities when price temporarily dips below dynamic support levels. Unlike simple oversold indicators, this system uses a sophisticated quality scoring algorithm to filter out low-quality dips and highlight only the best entry points.
"Buy the dip" - but only the right dips. Not all dips are created equal.
⚡ Key Features
5 Detection Methods: Choose from Dynamic, Fibonacci, Volatility, Volume Profile, or Hybrid modes
Quality Scoring System: Each dip is scored from 0-100% based on multiple factors
Smart Filtering: Only signals above your quality threshold are displayed
Visual Effects: Glow, Pulse, and Wave animations for the support line
Risk Management: Automatic stop-loss and take-profit calculations
Real-time Statistics: Live dashboard showing current market conditions
📊 How It Works
The indicator calculates a dynamic support line using your selected method
When price dips below this line, it evaluates the dip quality
Quality score is calculated based on: trend alignment (30%), volume (20%), RSI (20%), momentum (15%), and dip depth (15%)
If the score exceeds your minimum threshold, a buy signal arrow appears
Stop-loss and take-profit levels are automatically calculated and displayed
🚀 Detection Methods Explained
Dynamic Support
Adapts to recent price action
Best for: Trending markets
Uses ATR-adjusted lowest points
Fibonacci Support
Based on 61.8% and 78.6% retracement levels
Best for: Pullbacks in strong trends
Automatically switches between fib levels
Volatility Support
Uses Bollinger Band methodology
Best for: Range-bound markets
Adapts to changing volatility
Volume Profile Support
Finds high-volume price levels
Best for: Identifying institutional support
Updates dynamically as volume accumulates
Hybrid Mode
Combines all methods for maximum accuracy
Best for: All market conditions
Takes the most conservative support level
⚙️ Key Settings
Dip Detection Engine
Detection Method: Choose your preferred support calculation
Sensitivity: Higher = more sensitive to price movements (0.5-3.0)
Lookback Period: How far back to analyze (20-200 bars)
Dip Depth %: Minimum dip size to consider (0.5-10%)
Quality Filters
Trend Filter: Only buy dips in uptrends when enabled
Minimum Dip Score: Quality threshold for signals (0-100%)
Trend Strength: Required trend score when filter is on
📈 Trading Strategies
Conservative Approach
Use Dynamic method with Trend Filter ON
Set minimum score to 80%
Risk:Reward ratio of 2:1 or higher
Best for: Swing trading
Aggressive Approach
Use Hybrid method with Trend Filter OFF
Set minimum score to 60%
Risk:Reward ratio of 1:1
Best for: Day trading
Scalping Setup
Use Volatility method
Set sensitivity to 2.0+
Focus on Target 1 only
Best for: Quick trades
🎨 Visual Customization
Color Themes:
Neon: Bright cyan/magenta for dark backgrounds
Ocean: Cool blues and teals
Solar: Warm yellows and oranges
Matrix: Classic green terminal look
Gradient: Smooth color transitions
Line Styles:
Solid: Clean, simple line
Glow: Adds depth with glow effect
Pulse: Animated breathing effect
Wave: Oscillating wave pattern
💡 Pro Tips
Start with the Trend Filter ON to avoid catching falling knives
Higher quality scores (80%+) have better win rates but fewer signals
Use Volume Profile method near major support/resistance levels
Combine with your favorite momentum indicator for confirmation
The pulse animation can help draw attention to key levels
⚠️ Important Notes
This indicator identifies potential entries, not guaranteed profits
Always use proper risk management
Works best on liquid instruments with good volume
Backtest your settings before live trading
Not financial advice - use at your own risk
📊 Statistics Panel
The live statistics panel shows:
Current detection method
Support level value
Trend direction
Distance from support
Current signal status
🤝 Support
Created by AlphaNatt
For questions or suggestions, please comment below!
Happy dip hunting! 🎯
Not financial advice, always do your own research
OI BTC Profile# 🚀 Bitcoin Open Interest Profile
## 📊 **What is this indicator?**
The **Bitcoin Open Interest Profile** is an advanced indicator developed in Pine Script v6 that visualizes the distribution of Bitcoin's Open Interest (OI) across different price levels, similar to a Volume Profile but using Open Interest data.
## 🎯 **Key Features**
### **Open Interest Analysis**
- **Dual Mode**: Visualizes both absolute OI value and net changes
- **Data Source**: Uses Open Interest data from BINANCE:BTCUSDT.P-OI
- **Configurable Lookback**: Up to 1000 historical bars for analysis
### **Professional Visualization**
- **Horizontal Profile**: Horizontal bars showing OI concentration by price level
- **Point of Control (POC)**: Automatically identifies the level with highest OI concentration
- **Rolling POC**: Option to display dynamic POC in real-time
### **Advanced Customization**
- **3 Color Schemes**:
- **OI Gradient**: Colors by Open Interest intensity
- **Bull/Bear**: Green for increases, red for decreases
- **Custom**: Customizable color
- **Adjustable Histogram**: Width, position, and orientation configurable
- **Up to 500 levels**: Ultra-high resolution for detailed analysis
## 🔧 **Configurable Parameters**
### **Basic Settings**
- `Lookback`: Number of bars to analyze (1-1000)
- `Row Size`: Profile resolution (1-500 levels)
- `Rolling POC`: Show dynamic POC
- `OI Calculation`: Absolute value or net change
### **Style Settings**
- `Width`: Histogram width (% of range)
- `Bar Width`: Bar thickness
- `Flip Histogram`: Invert orientation
- `Color Schemes`: Multiple coloring options
## 📈 **Trading Applications**
### **Support and Resistance Analysis**
- Identifies levels with highest concentration of open positions
- POC acts as a magnetic price attractor
### **Liquidity Zone Detection**
- High OI levels may indicate potential liquidation zones
- Useful for identifying stop-loss clusters
### **Sentiment Analysis**
- OI changes reveal accumulation or distribution patterns
- Difference between absolute value and net changes provides context
### **Entry Timing**
- Rolling POC can act as dynamic support/resistance
- Confluence with traditional technical analysis
## 💡 **Competitive Advantages**
### **Optimized Performance**
- Maximum 500 simultaneous lines for smooth operation
- Efficient calculations with native arrays
- Compatible with multiple timeframes
### **Total Flexibility**
- Adaptable to different trading strategies
- Granular configuration for each trader
- Overlay that doesn't interfere with price analysis
### **Institutional Data**
- Access to market-moving metrics
- Information not available in traditional indicators
- Informational advantage over retail traders
## 🚨 **Recommended Use Cases**
### **Scalping and Day Trading**
- Use high resolution (300-500 rows) with short lookback (50-100 bars)
- Rolling POC as intraday reference
### **Swing Trading**
- Medium resolution (100-200 rows) with extended lookback (200-500 bars)
- Focus on high OI levels for targets
### **Positional Analysis**
- Maximum lookback (500-1000 bars) for historical context
- Identification of accumulation/distribution zones
## 🎨 **Visual Examples**
The indicator generates a horizontal profile showing:
- **Longer bars**: Higher Open Interest concentration
- **POC (dotted line)**: Level of maximum interest
- **Color gradient**: OI intensity or bull/bear sentiment
## 🔥 **Why is it unique?**
1. **First of its kind**: Combines volume analysis with derivatives metrics
2. **Institutional precision**: Real-time Open Interest data
3. **Extreme versatility**: Adaptable to any trading style
4. **Optimized performance**: Efficient code for professional use
## 📞 **Feedback and Improvements**
Would you like to see any additional functionality? Any specific parameters for your strategy?
---
*Developed by an experienced trader for experienced traders. Compatible with Pine Script v6 and optimized for Bitcoin, but adaptable to other instruments with available OI data.*
Senn System A"Senn System A" is a robust, all-in-one indicator engineered to enhance your market analysis by intelligently combining the power of Volume Weighted Average Price (VWAP) for range-bound conditions and Exponential Moving Average (EMA) Ribbons for trending environments. This script aims to provide traders with a clear, dynamic visual representation of market structure and momentum across multiple timeframes. A core feature allows you to select and display two distinct VWAP instances simultaneously, each anchoring to your choice of Daily, Weekly, Monthly, Quarterly, or Yearly periods. These VWAPs include clean, filled bands highlighting the area between Standard Deviation 1 and Standard Deviation 2, providing immediate visual cues for key price zones. Furthermore, a unique "Previous VWAP" feature, complete with its own selectable bands and fills, offers valuable historical context for understanding past price action relative to significant volume profiles.
Complementing the VWAP functionality, the indicator integrates an advanced EMA ribbon system, building upon the principles of effective trend visualization. You can customize the lengths of the primary EMA ribbon (defaulting to 25, 36, 50 periods) to suit your analysis of short to medium-term trends. Additionally, dedicated toggles enable the display of higher-timeframe trend ribbons, using EMAs of 100/200 for daily trend and 600/1200 for weekly trend. These ribbons are color-coded based on EMA crossovers, providing intuitive visual signals of trend direction and strength. The "Senn System A" is designed to be highly configurable, allowing traders to tailor the indicator's appearance and active components to their specific trading strategies and market conditions.
Advanced ORB IndicatorAdvanced ORB (Opening Range Breakout) Indicator
Overview
The Advanced ORB Indicator is a sophisticated trading tool designed to capture high-probability breakout opportunities across multiple markets. By identifying the opening range of a trading session and detecting meaningful breakouts, this indicator helps traders enter trending moves with strong momentum while filtering out false signals.
Core Concept
The Opening Range Breakout strategy is based on the principle that the initial trading range of a session often defines key support and resistance levels. When price breaks convincingly beyond this range with proper confirmation, it frequently indicates the beginning of a directional move that can persist throughout the session.
Key Features
### Intelligent Market Detection
- Automatically identifies market type (US Stocks, Forex, Crypto, EU/Asia Stocks)
- Applies optimal default timings based on market characteristics
- Configurable time zones (Exchange, UTC, Local) for precise session timing
Customizable Session Settings
- Adjustable opening range duration (15-240 minutes)
- Flexible reset periods (Daily, Weekly, Monthly, or Never)
- Custom session start times to match specific market opens or pre-market periods
Advanced Signal Filtering
- Multi-factor confirmation system requiring strong candle bodies, proper wick ratios, and minimum breakout percentages
- Smart cooldown periods preventing clustered signals
- Retracement detection that resets signals after meaningful pullbacks
Quality Control Mechanisms
- Volume threshold filter for stronger conviction entries
- RSI-based filters to avoid overbought/oversold conditions
- Trend alignment validation using EMA and directional analysis
- Consecutive candle confirmation for higher reliability
Visual Clarity
- Clear high/low boundary visualization
- Comprehensive status panel showing current levels, trend status, and filter conditions
- Clean, non-repainting signal triangles at breakout points
Trading Applications
Stocks & ETFs
Perfect for capturing morning momentum after market open, especially effective on US equities where the first 30-60 minutes often set the tone for the day. Excellent for gap fills, trend continuations, and reversal confirmations.
Forex & Futures
Ideal for session-based strategies around London/New York opens, capturing institutional order flow as major players enter the market. Can be configured for H4/H1 longer-term breakouts in 24-hour markets.
Cryptocurrency
Powerful for identifying key breakout levels in volatile crypto markets, with adjustable parameters to filter out noise while catching significant moves. Especially effective during high-volume periods following consolidation.
Strategic Implementation
The indicator excels when used as part of a complete trading system. Consider these approaches:
1. Pure Momentum Strategy: Enter on signal, exit at fixed R:R or end of session
2. Trend Continuation: Only take signals in the direction of the higher timeframe trend
3. Support/Resistance Validation: Combine with key S/R levels for higher probability entries
4. Volume Profile Confirmation: Use in conjunction with volume profile to verify breakout significance
Optimization Tips
- Adjust Opening Range Duration based on market volatility (shorter for choppy markets, longer for trending)
- Increase filter requirements during uncertain market conditions
- Loosen filters during strong trending environments
- Use longer durations (120+ minutes) for swing trading setups
- Consider Weekly/Monthly reset periods for positional trading approaches
Performance Notes
The Advanced ORB Indicator is designed to produce fewer, higher-quality signals rather than frequent low-conviction entries. The multiple confirmation requirements mean you'll catch fewer false breakouts at the expense of occasionally later entries.
For best results, combine with proper risk management, position sizing, and an understanding of the broader market context.
*This indicator works on all timeframes but performs optimally on 1-minute to 15-minute charts for intraday trading and 1-hour to 4-hour charts for swing trading opportunities.*
// @version=5
indicator("Advanced ORB Indicator", overlay=true)
// ===================================================================
// SIGNAL REQUIREMENTS DOCUMENTATION
// ===================================================================
//
// BULL SIGNAL REQUIREMENTS:
// - ORB period must be completed (not in the opening range duration anymore)
// - Price must close above the ORB high (if waitForClose is enabled)
// - Candle must have a strong body (body to range ratio >= minBodyToRangeRatio)
// - Valid upper wick (upper wick to body ratio <= wickThreshold)
// - Bullish candle (close > open)
// - Consecutive candle confirmation (if enabled, requires multiple candles meeting criteria)
// - Volume filter (if enabled, volume > average volume * threshold)
// - RSI filter (if enabled, RSI must not be overbought)
// - EMA filter (if enabled, price must be above short EMA)
// - Trend filter (if enabled, must be in an uptrend)
// - Cooldown period satisfied (minimum bars between signals)
// - Not already signaled a bull breakout for this ORB (unless reset by retracement)
//
// BEAR SIGNAL REQUIREMENTS:
// - ORB period must be completed (not in the opening range duration anymore)
// - Price must close below the ORB low (if waitForClose is enabled)
// - Candle must have a strong body (body to range ratio >= minBodyToRangeRatio)
// - Valid lower wick (lower wick to body ratio <= wickThreshold)
// - Bearish candle (close < open)
// - Consecutive candle confirmation (if enabled, requires multiple candles meeting criteria)
// - Volume filter (if enabled, volume > average volume * threshold)
// - RSI filter (if enabled, RSI must not be oversold)
// - EMA filter (if enabled, price must be below short EMA)
// - Trend filter (if enabled, must be in a downtrend)
// - Cooldown period satisfied (minimum bars between signals)
// - Not already signaled a bear breakout for this ORB (unless reset by retracement)
//
// SIGNAL RESET CONDITIONS (for both bull and bear):
// - A significant price retracement happens (determined by retracePercent)
// - Cooldown period expires (minimum bars between signals)
// ===================================================================
// ===================================================================
// SETTINGS GUIDE - DETAILED EXPLANATION
// ===================================================================
//
// MARKET SETTINGS
// ---------------------------------------------------------------------
// Market Type: Select your market or use auto-detection
// - US Stocks: NYSE, NASDAQ, etc. (9:30 AM default open)
// - Forex: Currency pairs (uses midnight or London open)
// - Crypto: Digital currencies (uses midnight UTC)
// - EU Stocks: European exchanges (9:00 AM default)
// - Asia Stocks: Asian exchanges (9:00 AM default)
// - Custom: Manually set your preferred session time
//
// Auto-Detect Market Type: Automatically identifies the market from symbol
// - Enable for convenience when switching between different markets
// - Disable to manually set your preferred market type
//
// Use Market Default Timing: Applies optimal session start times for selected market
// - Enable to use proven default timings for the market
// - Disable to set custom session start times
//
// Time Zone: Sets the reference time zone for session calculations
// - Exchange: Uses the exchange's native time zone (recommended)
// - UTC: Uses Coordinated Universal Time
// - Local: Uses your local computer's time zone
//
// TIME SETTINGS
// ---------------------------------------------------------------------
// Session Start Hour/Minute: Sets when the opening range begins
// - Only active when "Use Market Default Timing" is disabled
// - US Stocks typically use 9:30 AM
// - For pre-market analysis, try 4:00 AM (US) or 8:00 AM (EU)
//
// Opening Range Duration: How long to measure the initial range (minutes)
// - 30-60 mins: Standard for daily ORB strategies
// - 15 mins: More responsive, good for volatile markets
// - 120 mins: More stable, fewer false signals
//
// Reset Period: When to calculate a new opening range
// - Daily: Most common, resets each trading day
// - Weekly: Weekly opening range breakout strategy
// - Monthly: Long-term support/resistance levels
// - Never: Continuous tracking without resetting
//
// SIGNAL QUALITY SETTINGS
// ---------------------------------------------------------------------
// Minimum Bars Between Signals: Prevents clustering of multiple signals
// - Higher values (8-10): Fewer signals, better quality
// - Lower values (3-5): More signals, requires more filtering
//
// Required Retracement % Before New Signal: How far price must pull back
// - Higher values (50-60%): Only signals after significant pullbacks
// - Lower values (20-30%): More signals, may include false breakouts
//
// Minimum Breakout % Required: Strength needed for valid breakout
// - Higher values (0.5-1.0%): Stronger confirmation, fewer false breakouts
// - Lower values (0.1-0.3%): More sensitive, good for low-volatility
//
// Minimum Body to Range Ratio %: Requires strong candles for signals
// - Higher values (70-80%): Only strong momentum candles trigger signals
// - Lower values (40-50%): More signals, includes weaker breakouts
//
// BREAKOUT SETTINGS
// ---------------------------------------------------------------------
// Max Wick to Body Ratio: Controls acceptable candle shape
// - Lower values (0.2-0.3): Only clean breakout candles
// - Higher values (0.5-0.6): More signals, includes wicks
//
// Use Close Price: Uses close instead of High/Low for breakouts
// - Enable for more reliable but delayed confirmation
// - Disable for earlier signals using High/Low prices
//
// Wait for Candle Close: Only signals after candle completes
// - Enable to avoid false breakouts (recommended)
// - Disable for earlier entry but higher risk
//
// FILTER SETTINGS
// ---------------------------------------------------------------------
// Filter Signals Based on Trend: Aligns signals with the overall trend
// - Enable to filter out counter-trend signals (recommended)
// - Disable for range-bound markets or counter-trend strategies
//
// Trend Detection Period: Lookback period for trend calculation
// - Longer periods (50-100): Identifies major trends
// - Shorter periods (20-30): More responsive to recent price action
//
// Trend Strength Threshold: How strong trend must be
// - Higher values (0.7-0.8): Only strong trends generate signals
// - Lower values (0.5-0.6): More signals in choppy markets
//
// Use Volume Filter: Requires above-average volume for signals
// - Enable for stocks and futures (recommended)
// - May disable for some forex pairs with unreliable volume data
//
// Volume Threshold: How much above average volume is required
// - Higher values (2.0-3.0x): Only significant volume spikes
// - Lower values (1.2-1.5x): More signals, less volume confirmation
//
// Use RSI Filter: Prevents signals in overbought/oversold conditions
// - Enable to avoid exhausted moves
// - Disable for strong trend following
//
// Use EMA Alignment Filter: Ensures price is in the right direction
// - Enable for trend confirmation (recommended)
// - Disable for early reversal signals
//
// Require Consecutive Candle Confirmation: Needs multiple confirming candles
// - Enable for higher quality signals
// - Disable for faster but riskier entries
//
// DISPLAY SETTINGS
// ---------------------------------------------------------------------
// Show Label with Values: Displays current ORB levels and status
// Show Range Boundaries: Displays high/low lines on chart
// High/Low Boundary Color: Customize appearance
//
// ===================================================================
// RECOMMENDED SETTINGS BY MARKET TYPE
// ===================================================================
//
// US STOCKS - STANDARD
// ---------------------------------------------------------------------
// - Market Type: US Stocks
// - Opening Range Duration: 30 minutes
// - Reset Period: Daily
// - Wait for Candle Close: Enabled
// - Use Volume Filter: Enabled (Volume Threshold: 1.5-2.0x)
// - Use Trend Filter: Enabled
// - Minimum Breakout %: 0.3-0.5%
//
// US STOCKS - EARNINGS/HIGH VOLATILITY
// ---------------------------------------------------------------------
// - Opening Range Duration: 60 minutes (more stable)
// - Minimum Breakout %: 0.7-1.0% (stronger moves required)
// - Minimum Bars Between Signals: 8-10 (avoid whipsaws)
// - Required Retracement %: 40-50% (deeper pullbacks)
// - Volume Threshold: 2.5-3.0x (higher volume confirmation)
//
// CRYPTO
// ---------------------------------------------------------------------
// - Market Type: Crypto
// - Opening Range Duration: 120 minutes (crypto needs longer)
// - Reset Period: Daily
// - Minimum Breakout %: 1.0-1.5% (higher volatility needs stronger breakouts)
// - Volume Threshold: 2.0-2.5x
// - Consider disabling RSI Filter (trending crypto often stays overbought/oversold)
//
// FOREX - MAJOR PAIRS
// ---------------------------------------------------------------------
// - Market Type: Forex
// - Session Start: Consider 8:00 AM (London open) or 5:00 PM (Asian open)
// - Opening Range Duration: 60-120 minutes
// - Min Body to Range Ratio: 50-60% (forex can have smaller bodies)
// - Consider disabling Volume Filter (unreliable on some platforms)
// - Trend Strength Threshold: 0.6-0.7 (forex tends to trend well)
//
// EU STOCKS
// ---------------------------------------------------------------------
// - Market Type: EU Stocks
// - Opening Range Duration: 60 minutes
// - Reset Period: Daily
// - Use EMA Alignment: Enabled
// - Use Volume Filter: Enabled
//
// SMALL CAP/VOLATILE STOCKS
// ---------------------------------------------------------------------
// - Opening Range Duration: 15-30 minutes (captures early moves)
// - Minimum Breakout %: 1.0-2.0% (needs stronger breakouts)
// - Volume Threshold: 3.0x (needs significant volume)
// - Max Wick to Body Ratio: 0.3 (cleaner breakouts)
// - Use Consecutive Candle Confirmation: Enabled (2-3 candles)
//
// LOW VOLATILITY ENVIRONMENT
// ---------------------------------------------------------------------
// - Opening Range Duration: 30-60 minutes
// - Minimum Breakout %: 0.2-0.3% (lower threshold for tight ranges)
// - Required Retracement %: 20-30% (smaller pullbacks)
// - Consider disabling Consecutive Candle Confirmation
//
// HIGH VOLATILITY ENVIRONMENT
// ---------------------------------------------------------------------
// - Opening Range Duration: 60-120 minutes (more stable)
// - Minimum Breakout %: 0.8-1.5% (stronger confirmation)
// - Required Retracement %: 50-60% (deeper pullbacks)
// - Minimum Bars Between Signals: 8-10 (avoid choppy signals)
// - Use Consecutive Candle Confirmation: Enabled (2-3 candles)
// ===================================================================
Whispr IQ - Trading SystemWhispr IQ - Trading System
This advanced multi-component indicator combines several powerful analysis tools to provide a comprehensive view of market conditions and potential trading opportunities.
Key Components:
Kernel Regression Ribbon
Institutional Order Flow
Volume Profile
Order Blocks
Swing Points and Liquidity
Naked POC (Point of Control)
Fibonacci Levels
Zig Zag Patterns
Divergence Scanner
Squeeze Bands
How It Works:
Kernel Regression Ribbon
Uses kernel regression to create a smoothed ribbon of price action
Multiple timeframes analyzed to show short, medium and long-term trends
Color coding indicates bullish/bearish bias
Institutional Order Flow
Identifies areas of high volume and potential institutional activity
Highlights order blocks, liquidity levels, and fair value gaps
Helps visualize potential support/resistance zones
Volume Profile
Displays volume distribution at different price levels
Identifies high volume nodes and value areas
Useful for determining potential reversal points
Order Blocks
Highlights significant swing highs/lows with high volume
Indicates potential areas where large players may have placed orders
Useful for identifying key support/resistance levels
Swing Points and Liquidity
Marks major swing highs and lows
Highlights areas of potential liquidity buildup
Helps identify trend changes and potential reversal zones
Naked POC
Shows uncovered Points of Control from volume profile analysis
Indicates areas of high trading activity that price has moved away from
Potential magnet for price to return to
Fibonacci Levels
Plots key Fibonacci retracement and extension levels
Useful for identifying potential support, resistance and targets
Multiple Fibonacci sequences used for confirmation
Zig Zag Patterns
Identifies key swing highs and lows
Filters out minor price movements
Helps visualize overall trend structure
Divergence Scanner
Scans for regular and hidden divergences on multiple indicators
Signals potential trend reversals or continuations
Configurable to scan RSI, MACD, CCI and other oscillators
Squeeze Bands
Identifies periods of low volatility (squeezes)
Signals potential for explosive moves when volatility expands
Based on Bollinger Bands and Keltner Channel relationships
The Whispr IQ system combines all these elements to provide a holistic view of market conditions. Traders can use the various signals and overlays to identify high-probability trade setups, key support/resistance levels, trend direction on multiple timeframes, and potential reversals.
This indicator is designed for experienced traders who can interpret the multiple data points and use them in conjunction with their own analysis and risk management. It's a powerful tool that can enhance trading decisions when used properly as part of a complete trading plan.
Liquidity composition / quantifytools- Overview
Liquidity composition divides each candle into sections that are used to display transaction activity at price. In simple terms, an X-ray through candle is formed, revealing the orderflow that built the candle in greater detail. Liquidity composition consists of two main components, lots and columns. Lots and columns can be used to visualize user specified volume types, currently supporting net volume and volume delta. Lots and columns can be used to visualize same or different volume types, allowing a combination of volume footprint, volume delta footprint and volume profile in one single view. Liquidity composition principally works on any chart, whether that is equities, currencies, cryptocurrencies or commodities, even charts with no volume data (in which case volatility is used to approximate transaction activity). The script also works on any timeframe, from minute charts to monthly charts. Orderflow can be observed in real-time as it develops and none of the indications are repainted.
Example: Displaying same volume types on lots and columns
Example: Displaying different volume types on lots and columns
Liquidity composition supports user specified derivative data, such as point of control(s) and net activity coloring. Derivative data can be calculated based on either net volume or volume delta, resulting in different highlights.
With net volume, volume delta and derivative data in one view, key orderflow events such as delta imbalances, high volume nodes, low volume nodes and point of controls can be used to quickly identify accumulation/distribution, imbalances, unfinished/finished auctions and trapped traders.
Accessing script 🔑
See "Author's instructions" section, found at bottom of the script page.
Key takeaways
- Liquidity composition breaks down transaction activity at price, measured in net volume or volume delta
- Developing activity can be observed real-time, none of the indications are repainted
- Transaction activity is calculated using volumes accrued in lower timeframe price movements
- Lots and columns can be used to display same or different volume types (e.g. volume delta lots and net volume columns) in single view
- Users can specify derivative data such as volume delta POCs, net volume POC and net activity coloring
- For practical guide with practical examples, see last section
Disclaimer
Orderflow data is estimated using lower timeframe price movement. While accurate and useful, it's important to note the calculations are estimations and are not based on orderbook data. Estimates are calculated by allotting volume developing on lower timeframe chart to its respective section based on closing price. Volume delta (difference between buyers/sellers) is calculated by subtracting down move volumes (sell volume) from up move volumes (buy volume). Accuracy of the orderflow estimations largely depends on quality of lower timeframe chart used for calculations, which is why this tool cannot be expected to work accurately on illiquid charts with broken data.
Liquidity composition does not provide a standalone trading strategy or financial advice. It also does not substitute knowing how to trade. Example charts and ideas shown for use cases are textbook examples under ideal conditions, not guaranteed to repeat as they are presented. Liquidity composition should be viewed as one tool providing one kind of evidence, to be used in conjunction with other means of analysis.
- Example charts
Chart #1: BTCUSDT
Chart #2: EURUSD
Chart #3: ES futures
- Calculations
By default, size of sections and lower timeframe accuracy are automatically determined for all charts and timeframes. Number of lower timeframe price moves used for calculating orderflow is kept at fixed value, by default set to 350. Accuracy value dictates how many lower timeframe candles are included in the calculation of volume at price. At 350, the script will always use 350 lower timeframe price movements in calculations (when possible). When calculated dynamic timeframe is less than 1 minute, the script switches to available seconds based timeframes. Minimum dynamic timeframe can be capped to 1 minute (as seconds based timeframes are not available for all plans) or dynamic timeframe can be overridden using an user specified timeframe.
Example: Calculating dynamic lower timeframe
Main chart: 4H / 240 minutes
Accuracy value: 100
Formula: 240 minutes / 100 = 2.4 minutes
Timeframe used for calculations = 2 minutes
Section size is automatically determined based on typical historical candle range, the bigger it is, the bigger the section size as well. Like dynamic timeframe, automatic section size can be manually overridden by user specified size expressed in ticks (minimum price unit). Users can also adjust sensitivity of automatic sizing by setting it higher (smaller sections, more detail and more noise) or lower (less sections, less detail and less noise). Section size and dynamic timeframe can be monitored via metric table.
Volume at price is calculated by allotting volume associated with a lower timeframe price movement to its respective section based on closing price (volume is stored to the section that covers closing price). When used on a chart with no volume data, volatility is used instead to determine likely magnitude of participation. Volume delta (difference between buyers/sellers) is calculated by subtracting down move volumes (sell volume) from up move volumes (buy volume). Volumes accrued in sections are monitored over a longer period of time to determine a "normal" amount of activity, which is then used to normalize accrued volumes by benchmarking them against historical values.
Volume values displayed on the left side represent how close or far volume traded at given section is to an extreme, represented by value of 10 . The more value exceeds 10, the more extreme transaction activity is historically. The lesser the value, the less extreme (and therefore more typical) transaction activity is. Users can adjust sensitivity of volume extreme threshold, either by increasing it (more transaction activity is needed to constitute an extreme) or decreasing it (less transaction activity is needed to constitute an extreme).
Example: Interpreting volume scale
0 = Very little to no transaction activity compared to historical values
5 = Transaction activity equal to average historical values
10 = Transaction activity equal to an extreme in historical values
10+ = The more transaction activity exceeds value of 10, the more extreme it is historically
Accuracy of orderflow data largely depends on quality of lower timeframe data used in calculations. Sometimes quality of underlying lower timeframe data is insufficient due to suboptimal accuracy or broken lower timeframe data, usually caused by illiquid charts with gaps and inconsistent values. Therefore, one should always ensure the usage of most liquid chart available with no gaps in lower timeframe data. To combat poor orderflow data, a simple data quality check is conducted by calculating percentage of sections with volume data out of all available sections. Idea behind the test is to capture instances where unusual amount of sections are completely empty, most likely due to data gaps in LTF chart. E.g. 90% of sections hold some volume data, 10% are completely empty = 90% data quality score.
Data quality score should be viewed as a metric alerting when detail of underlying data is insufficient to consider accurate. When data quality score is slightly below threshold, lower timeframe chart used for calculations is likely fine, but accuracy value is too low. In this case, one should increase accuracy value or manually override used timeframe with a smaller one. When data quality score is well below threshold, lower timeframe chart used for calculations is likely broken and cannot be fixed. In this case, one should look for alternative charts with more reliable data (e.g. ES1! -> SPY, BITSTAMP:BTCUSD -> BINANCE:BTCUSDT).
Example : When insufficient data quality scores can/cannot be fixed
- Derivative data
Point of control
Point of control, referring to point in price where transaction activity is highest, can be calculated based on the volume type of lots or columns (based on net volume or volume delta). Depending on the calculation basis, displayed point of controls will vary. POC calculated based on net volume is no different from traditional POC, it is simply the section with highest amount of transaction activity, marked with an X. When calculating POC based on volume delta, the script will highlight two point of controls, named leading and losing point of control . Leading POC refers to lot with highest amount of volume delta, marked with an X. If leading POC was net buy volume, losing POC is marked on section with highest net sell volume, marked with S respectfully. Same logic applies in vice versa, if leading POC is net sell volume, losing POC is marked on highest buy volume section, using the letter B.
Net activity
Similarly to point of control calculation, net activity can be calculated based on either volume types, lots or columns. When calculating net activity based on net volume, candles will be colorized according to magnitude of total volume traded. When calculating net activity based on volume delta, candles will be colorized according to side with most volume traded (buyers or sellers). Net activity color can be applied on borders or body of a candle.
- Visuals
Lots, columns, candles and POCs can be colorized using a fixed color or a volume based dynamic color, with separate color options for buy side volume, sell side volume and net volume.
Metric table can be offsetted horizontally or vertically from any four corners of the chart, allowing space for tables from other scripts.
Table sizes, label sizes and offsets for visuals are fully customizable using settings menu.
- Practical guide
OHLC data (candles) is a simple condensed visualization of an auction market process. Candles show where price was in the beginning of an auction period (timeframe), the highest/lowest point and where price was at the end of an auction. The core utility of Liquidity composition is being able to view the same auction market process in much greater detail, revealing likely intention, effort and magnitude driving the process. All basic orderflow concepts, such as ones presented by auction market theory can be applied to Liquidity composition as well.
The most obvious and easy to spot use case for orderflow tools is identifying trapped traders/absorption, seen in high transaction activity at the very highs/lows of a candle or even better, at wicks. High participation at wicks can be used to identify forced orders absorbed into limit orders, idea behind being that when high transaction activity is placed at a wick, price went one direction with a lot of participation (high effort) and came right back up (low impact) within the same time period.
Absorption can show itself in many ways:
- Extreme buy volume sections at wick highs or buy side POC at wick highs
- Multiple, clustered high buy volume sections (but not extreme) at wick highs
- Positive net volume delta into a reversal down
- Extreme sell volume sections at wick lows or sell side POC at wick lows
- Multiple, clustered high sell volume sections (but not extreme) at wick lows
- Negative net volume delta into a reversal up
- Extreme net volume sections at or net volume POC at wick highs/lows
- Extreme net volume into a reversal up/down
For accurate analysis, orderflow based events should be viewed in the context of price action. To identify absorption, it's best to look for opportunities where an opposing trend is clearly in place, e.g. absorption into highs on an uptrend, absorption into lows on a downtrend. When price is ranging without a clear trend or there's no opposing trend, extreme activity at an extreme end of a candle might be aggressive participants attempting to initiate a new trend, rather than getting absorbed in the same sense. With enough effort put into pushing price to the opposite direction at overextended price, a shift in trend direction might be near.
Price action based levels are a great way to get context around orderflow events. Simple range highs/lows as a single data point serve as a high probability regimes for reversals, making them a great point of confluence for identifying trapped traders.
Low to zero volume sections can be used to identify points in price with little to no trading, leaving a volume null/void behind. Typically sections like these represent gaps on a lower timeframe chart, which can be used as reference levels for targets and support/resistance.
Net volume can be used for same purposes as above, but for determining general intention of market participants it's a much more suitable tool than volume delta. According to auction market theory, low/no participation is considered to reject prices and high participation is considered to accept prices. With this concept in mind, unfinished auctions occur when participation is high at highs or high at lows, idea behind being that participants are showing willingness and interest to trade at higher or lower prices. Auction is considered finished when the opposite is true, i.e. when participants are not showing willingness to trade at higher/lower prices. In general, direction of unfinished auctions can be expected to continue shortly and direction of unfinished auctions can be expected to hold.
While shape of volume delta and net volume are usually similar, they're not the same thing and do not represent the same event under the hood. Volume delta at 0 does not necessarily mean participation is 0, but can also mean high participation with equal amount of buying and selling. With this distinction in mind, using volume delta and net volume in tandem has the benefit of being able to identify points in price with a lot of up and down price movement packed into a small area, i.e. consolidation. Points in price where price hangs around for an extended period of time can be used to identify levels of interest for re-tests and breakout opportunities.
.srb suiteThe essential suite Indicator.
that are well integrated to ensure visibility of essential items for trading.
it is very cumbersome to put symbol in the Tradingview chart and combine essential individual indicators one by one.
Moreover even with such a combination, the chart is messy and visibility is not good.
This is because each indicator is not designed with the others in mind.
This suite was developed as a composite-solution to that situation, and will make you happy.
designed to work in the same pane with open-source indicator by default.
Recommended visual order ; Back = .srb suite, Front = .srb suite vol & info
individually turn on/off only what you need on the screen.
BTC-agg. Volume
4 BTC-spot & 4 BTC-PERP volume aggregated.
It might helps you don't miss out on important volume flows.
Weighted to spot trading volume when using PERP+spot volume .
If enabled, BTC-agg.Vol automatically applied when selecting BTC-pair.
--> This is used in calculations involving volumes, such as VWAP.
Moving Average
1 x JMA trend ribbon ; Accurately follow short-term trend changes.
3 x EMA ribbon ; zone , not the line.
MA extension line ; It provide high visibility to recognize the direction of the MA.
SPECIAL TOOLS
VWAP with Standard Deviation Bands
VWAP ruler
BB regular (Dev. 2.0, 2.5)
BB Extented (Dev. 2.5, 3.0, 3.5)
Fixed Range Volume Profile ; steamlined one, performace tuned & update.
SPECIAL TOOLS - Auto Fibonacci Retracement - New GUI
'built-in auto FBR ' has been re-born
It shows - retracement Max top/ min bottom ; for higher visibility
It shows - current retracement position ; for higher visibility
The display of the Fib position that exceeds the regular range is auto-determined according to the price.
tradingview | chart setting > Appearance > Top margin 0%, Bottom margin 0% for optimized screen usage
tradingview | chart setting > Appearance > Right margin 57
.srb suite vol & info --> Visual Order > Bring to Front
.srb suite vol & info --> Pin to scale > No scale (Full-screen)
Visual order ; Back = .srb suite, Front = .srb suite vol & info
1. Fib.Retracement core is from tradingview built-in FBR ---> upgrade new-type GUI, and performance tuned.
2. Fixed-range volume-profile core is from the open-source one ---> some update & perf.tuned.
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if you have any questions freely contact to me by message on tradingview.
but please understand that responses may be quite late.
Special thanks to all of contributors of community.
The script may be freely distributed under the MIT license.
VPLineVPLine is a brand-new line indicator which automatically draws historical POC line with volume profile histograms based on user input session and configurations.
A colossal amount of function is deployed on the indicator: historical POC line, historical VA, historical VA high/low, volume profile histograms, volume profile value text (bid/ask/total), threshold function that limits the extension of the POC line based on user input etc.
VPoC per barThis study prints the current bar VPoC as an horizontal line.
It's aimed originally at BTCUSDT pair and 15m timeframe.
HOW IT WORKS
Zoom In mode: This is the default mode.
The study zooms in into the latest 15 1-minute bar candles in order to calculate the 15 minute candle VPoC.
Zoom Out mode: The VPoC from the last n bars from the current timeframe that match desired timeframe is shown on each bar.
In either case you are recommended to click on the '...' button associated to this study
and select 'Visual Order. Bring to Front.' so that it's properly shown in your chart.
HOW IT WORKS - Zoom In mode
Make sure that '(VP) Zoom into the VP timeframe' setting is set to true.
Choose the zoomed in timeframe where to calculate VPoC from thanks to the '(VP) Zoomed timeframe {1 minute}' setting.
Change '(VP) Zoomed in timeframe bars per current timeframe bar {15}' to its appropiated value. You just need to divide the current timeframe minutes per the zoomed in timeframe minutes per bar. E.g. If you are in 60 minute timeframe and you want to zoom in into 5 minute timeframe: 60 / 5 = 12 . You will write 12 here.
HOW IT WORKS - Zoom Out mode
Make sure that '(VP) Zoom into the VP timeframe' setting is set to false.
If you are using the Zoom out mode you might want to set '(VP) Print VPoC price as discrete lines {True}' to false.
Either choose the zoommed out timeframe where to calculate VPoC from thanks to the '(VP) Zoomed timeframe {1 minute}' setting or turn on the '(VP) Use number of bars (not VP timeframe)' setting in order to use '(VP) Number of bars {100}' as a custom number of bars.
WARNING - Zoom In mode last bar
The way that PineScript handles security function in last bar might result on the last bar not being accurate enough.
SETTINGS
__ SETTINGS - Volume Profile
(VP) Zoomed timeframe {1 minute}: Timeframe in which to zoom in or zoom out to calculate an accurate VPoC for the current timeframe.
(VP) Zoomed in timeframe bars per current timeframe bar {15}: Check 'HOW IT WORKS - Zoom In mode' above. Note : It is only used in 'Zoom in' mode.
(VP) Number of bars {100}: If 'Use number of bars (not VP timeframe)' is turned on this setting is used to calculate session VPoC. Note : It is only used in 'Zoom out' mode.
(VP) Price levels {24}: Price levels for calculating VPoC.
__ SETTINGS - MAIN TURN ON/OFF OPTIONS
(VP) Print VPoC price {True}: Show VPoC price
(VP) Zoom into the VP timeframe: When set to true the VPoC is calculated by zooming into the lower timeframe. When set to false a higher timeframe (or number of bars) is used.
(VP) Realtime Zoom in (Beta): Enable real time zoom for the last bar. It's beta because it would only work with zoomed in timeframe under 60 minutes. And when ratio between zoomout and zoomin is less than 60. Note : It is only used in 'Zoom in' mode.
(VP) Use number of bars (not VP timeframe): Uses 'Number of bars {100}' setting instead of 'Volume Profile timeframe' setting for calculating session VPoC. Note : It is only used in 'Zoom out' mode.
(VP) Print VPoC price as discrete lines {True}: When set to true the VPoC is shown as an small line in the center of each bar. When set to the false the VPoC line is printed as a normal line.
__ SETTINGS - EXTRA
(VP) VPoC color: Change the VPoC color
(VP) VPoC line width {1}: Change VPoC line width (in pixels).
(VP) Use number of bars (not VP timeframe): Uses 'Number of bars {100}' setting instead of 'Volume Profile timeframe' setting for calculating session VPoC. Note : It is only used in 'Zoom out' mode.
(VP) Print VPoC price as discrete lines {True}: When set to true the VPoC is shown as an small line in the center of each bar. When set to the false the VPoC line is printed as a normal line.
CREDITS
I have reused and adapted some code from
"Poor man's volume profile" study
which it's from TradingView IldarAkhmetgaleev user.
Volume+ (RVOL By Time of Day)This script is an enhanced volume indicator.
It calculates relative volume (RVOL) based on the average volume at that time of day (rather than using a moving average).
For example, using this indicator you can see today’s volume during the first 5-minute candle of the market open compared to the previous day’s volume at the market open. Or you can see today’s volume at the market close during the last 15-minute candle compared to the average of the past 20 days of volume at the market close.
Due to the different quantity of candlesticks in a session between Stocks and Forex/Crypto, I separated those markets into separate settings, making this an all-in-one volume indicator that works on all markets.
Settings:
Stocks
If you set the lookback period to 1 on the 5-minute chart and look at the 9:30am candle for a stock, then the current volume bar will show you what today’s volume is compared to yesterday’s 9:30am 5-minute candle.
If you set the lookback period to 15, then the current volume bar will show you what today’s volume is compared to the average of the last 15 days of 9:30am 5-minute candles.
Max Lookback: 64 Sessions
Stocks
This setting is for traders who want to use this indicator on a timeframe lower than the 5-minute chart.
Due to limitations in how many historical bars PineScript can reference, referencing 1-minute and 3-minute bars requires a lot more historical data so I separated the two to allow the 5-minute+ timeframes to have a longer lookback period.
Max Lookback: 12 Sessions
Forex/Crypto
When you set the script to Forex/Crypto, it does the same thing for stocks but calculates based on a 24-hour period.
So if you set the lookback period to 1 on the 1-hour chart and look at the 11:00am candle for a currency pair, then the current volume bar will show you what today’s volume is compared to yesterday’s 11:00am 1-hour candle.
If you set the lookback period to 10, then the current volume bar will show you what today’s volume is compared to the average of the last 10 days of 11:00am 1-hour candles.
Max Lookback: 17 Sessions
What Doesn’t It Work On?
Because I had to manually calculate how many volume candles to look back per timeframe to get the previous session’s candle, I had to hard-code the math in this script.
That means that this indicator will only work on 1m, 3m, 5m, 15m, 30m, 45m, 1h, 2h, 3h, 4h, Daily and Weekly timeframes. If you try to use it on any other timeframe it will revert to a regular volume indicator.
Why Is It Useful?
Similar to volume profile by price, this gives you a volume profile by time in a way that the default volume indicator does not.
For example, you can use this to determine when a stock has a particularly strong opening drive, or when a currency pair has a weak fake-out leading up to the London open, or for general confirmation on trading signals with time-specific volume information to work with.
Colors
The purple line and the faint gray bar is the RVOL value.
The blue number is the percentage of the current volume bar relative to RVOL.
There are four different bar color settings:
Heatmap – Changes color to be brighter based on higher RVOL
Price – Changes color based on price action (like the default TradingView volume indicator)
Traffic – Changes color based on RVOL percentages (for fast visual cues)
Trigger – Changes color only when the specified alert conditions are met
Heatmap:
Traffic:
Trigger:
Price:
Heatmap:
Turns very bright green at 2.0 RVOL
Turns light green at 1.0 RVOL
Turns normal green at 0.75 RVOL
Turns medium green at 0.5 RVOL
Turns very dark green at 0.25 RVOL
Is gray otherwise.
Price:
Turns red if the price action candle closed bearish.
Turns green if the price action candle closed bullish.
Traffic:
Turns red if RVOL is between 1.0 and 1.5.
Turns orange if RVOL is between 1.5 and 2.0.
Turns dark green if RVOL is between 2.0 and 3.0.
Turns bright green if RVOL is above 3.0.
Is gray otherwise.
Trigger:
Turns teal if any of the given alert conditions in the user settings are met.
Alerts
Alerts are optional. You have to set them like any other indicator, by creating a new alert and selecting this indicator.
If you leave the "Alert At RVOL %" setting at 0, then alerts will only be triggered if the current candle exceeds the 1.0 (100%) RVOL level.
If you change the "Alert At RVOL %" setting then alerts will be triggered if the RVOL percentage (blue number) exceeds your given value. The blue number is a percentage of the average, so if it’s at 0.5, then it’s 50% of the average.
Notes
- This indicator only works with regular time bars. It will not work with range, tick, renko etc.
- This script has lookback limitations due to restrictions on how many historical bars PineScript can reference. The lookback limit varies based on the market type you choose. The more bars required for calculation the lower the lookback limit.
- If you use it on the Daily timeframe the lookback period will count as 1 week. If you use it on the Weekly timeframe the lookback period will count as 1 month. So a Lookback of 3 on the Daily would be 3 weeks of averages, a Lookback of 5 on the Weekly would be 5 months of averages (for that Day of Week or Week number).
- Big thanks to @tb12345 for the idea and for helping to field-testing the indicator!
Volume Squeeze Momentum by HypesterTradingview is basically composed by reskins of many great contributors such as Chrismood, Lazybear, RicardoSandos and a few others. Without those guys I would not be able to learn how to code PINE - since the "documentation" is horrible and support is basically also non-existent. So thank you!
So here is another contribution to the community, which I chose to not disclose the code since the community usually reskin the code and do not give credit and this code is 100% mine.
I believe that the volume tools available are poor and lagging so here is my contribution.
I use this tool to filter noise and eliminate fake reversal signals, momentum readings and trend changes on my Spectro M. Use at your own risk.
I've added some pre-set volume profiles and trend configs. Also, the bar colors for ease of use, and all of that can be easily turned on/off and changed in the config menu.
Let me know what you think!
OBV + WaveTrend Volume Scalper [GratefulFutures]This script is a combination script of three different strategies that provides buy and sell signals based on the change of volume with momentum confirmations.
Sources used:
This script relies on the outstanding scripts of the great script writer LazyBear: LazyBear
The following scripts were used in this publication:
1. A modified "On-Balance Volume Oscillator" modified from LazyBear's original script:
2. Wavetrend Oscillator with crosses, Author: LazyBear
3. Squeeze Momentum Oscillator, Author: LazyBear
This script functions based on the following criteria being true:
1. On balance volume oscillator turning from negative to positive (buy) or positive to negative (sell)
2. Squeeze Momentum value is increasing (buy) or decreasing (sell)
3. Wavetrend 1 (wt1) is greater than wavetrend 2 (wt2) (buy)/ Wavetrend 1 (wt1) is less than wavetrend 2 (wt2) (sell)
By combining these factors the indicator is able to signal exactly when net buying turns to net selling (OBV) and when this change is most advantageous to continue based on the momentum and price action of the underlying asset (SQMOMO and Wavetrend).
This allows you to pair volume and price action for a powerful tool to identify where price will reverse or continue providing exceptional entries for short term trades, especially when combined with other aspects such as support and resistance, or volume profile.
How to use:
Simply adjust the settings to your preference and read the given signals as generated.
Settings
There are multiple ways to tune the signals generated. It is set standard for my preferred use on a 1 minute chart.
OBV Oscillator Settings
The first 4 dropdowns in the Inputs section tune the On Balance Volume Oscillator (OBVO) portion of the indicator. You can choose if you want it to calculate based on close, open, high, low, or other value.
The most impactful in the entire settings is going to be the length and smoothing of the OBVO EMA. Making this number lower increasing the sensitivity to changes in volume, making the signals come quicker but is more susceptible to quick fluctuations. A value of between (5-20) is reasonable for the OBVO EMA length. There is a separate smoothing factor titled OBV Smoothing Length and below that, OBV Smoothing Type , a value of (2) is standard with "SMA" for smoothing type with a value of between 2-10 being reasonable. You may also play with these values to see what you like for your trading style.
Wavetrend Settings
The next 3 options are to modify the wavetrend portion of the indicator. I do not modify these from standard, and feel that they work appropriately on all time frames at the following values: n1 length (10), n2 length (20), Wavetrend Signal SMA length (4)
Squeeze Momentum Settings
The following 5 options through the end modify the Squeeze momentum portion of the indicator. The only one that modifies the signals generated is the KC Length , Making this number lower increasing the sensitivity to changes in price action, making the signals come quicker but is more susceptible to quick fluctuations. A value of between (18-25) is reasonable for KC Length .
Style Setting
You may select if you want to see the buy and sell signals. The following 5 options Raw OBV Osc through Squeeze Momentum allow you to see where each specific requirement was met, posted as a vertical line, but for live use it is recommended to turn all of these vertical lines off and only use the buy and sell signals.
Time Frames:
While this script is most effective on shorter time frames (1 minute for scalping and daytrading) it is also viable to use it on longer timeframes, due to the nature of its components being independent of time frame.
Examples of use - (Green and red vertical lines are for visualization purpose and are not part of the script)
SPY 1 Minute (Factory Settings):
SPX 15 minutes (Factory Settings):
Considerations
This script is meant primarily for short term trading, trades on the basis of seconds to minutes primarily. While they can be a good indication of volume lining up with momentum, it is always wise to use them in combination with other factors such as support, resistance, market structure, volume levels, or the many other techniques out there...
As Always... Happy Trading.
-Not_A_Mad_Scientist (GreatfulFutures Trade University)
VB-MainLiteVB-MainLite – v1.0 Initial Release
Overview
VB-MainLite is a consolidated market-structure and execution framework designed to streamline decision-making into a single chart-level view. The script combines multi-timeframe trend, volatility, volume, and liquidity signals into one cohesive visual layer, reducing indicator clutter while preserving depth of information for active traders.
Core Architecture
Trend Backbone – EMA 200
Dedicated EMA 200 acts as the primary trend filter and higher-timeframe bias reference.
Serves as the “spine” of the system for contextualizing all secondary signals (swings, reversals, volume events, etc.).
Custom MA Suite (Envelope Ready)
Four configurable moving averages with flexible source, length, and smoothing.
Default configuration (preset idea: “8/89 Envelope”):
MA #1: EMA 8 on high
MA #2: EMA 8 on low
MA #3: EMA 89 on high
MA #4: EMA 89 on low
All four are disabled by default to keep the chart minimal. Users can toggle them on from the Custom MAs group for envelope or cloud-style configurations.
Nadaraya–Watson Smoother (Swing Framework)
Gaussian-kernel Nadaraya–Watson regression applied to price (hl2) to build a smooth synthetic curve.
Two layers of functionality:
Swing labels (▲ / ▼) at inflection points in the smoothed curve.
Optional curve line that visually tracks the turning structure over the last ~500 bars.
Designed to surface early swing potential before standard MAs react.
Hull Moving Average (Trend Overlay)
Optional Hull MA (HMA) for faster trend visualization.
Color-coded by slope (buy/sell bias).
Default: off to prevent overloading the chart; can be enabled under Hull MA settings.
Momentum, Exhaustion & Pattern Engine
CCI-Based Bar Coloring
CCI applied to close with configurable thresholds.
Overbought / oversold CCI zones map directly into candle coloring to visually highlight short-term momentum extremes.
RSI Top / Bottom Exhaustion Finder
RSI logic applied separately to high-driven (tops) and low-driven (bottoms) sequences.
Plots:
Top arrows where high-side RSI stretches into high-risk territory.
Bottom arrows where low-side RSI indicates exhaustion on the downside.
Useful as confluence around the Nadaraya swing turns and EMA 200 regime.
Engulfing + MA Trend Engine (“Fat Bull / Fat Bear”)
Detects bullish and bearish engulfing patterns, then combines them with MA trend cross logic.
Only when both pattern and MA regime align does the engine flag:
Fat Bull (Engulf + MA aligned long)
Fat Bear (Engulf + MA aligned short)
Candles are marked via conditional barcolor to highlight strong, structured shifts in control.
Fat Finger Detection (Wick Spikes / Stop Runs)
Identifies abnormal wick extensions relative to the prior bar’s body range with configurable tolerance.
Supports detection of potential liquidity grabs, stop runs, or “excess” that may precede reversals or mean-reversion behavior.
Volume & Liquidity Intelligence
Bull Snort (Aggressive Buy Spikes)
Flags events where:
Volume is significantly above the 50-period average, and
Price closes in the upper portion of the bar and above prior close.
Plots a labeled marker below the bar to indicate aggressive upside initiative by buyers.
Pocket Pivots (Accumulation Flags)
Compares current volume vs prior 10 sessions with a filter on prior “up” days.
Highlights pocket pivot days where current green candle volume outclasses recent down-day volumes, suggesting stealth accumulation.
Delta Volume Core (Directional Volume by Price)
Internal volume-by-price style engine over a user-defined lookback.
Splits volume into up-close and down-close buckets across dynamic price bins.
Feeds into S&R and ICT zone logic to quantify where buying vs selling pressure built up.
Structural Context: S&R and ICT Zones
S&R Power Channel
Computes local high/low band over a configurable lookback window.
Renders:
Upper and lower S&R channel lines.
Shaded support / resistance zones using boxes.
Adds Buy Power / Sell Power metrics based on the ratio of up vs down bars inside the window, displayed directly in the zone overlays.
Drops ◈ markers where price interacts dynamically with the top or bottom band, highlighting reaction points.
ICT-Style Premium / Discount & Macro Zones
Two tiered structures:
Local Premium / Discount zones over a shorter SR window.
Macro Premium / Discount zones over a longer macro window.
Each zone:
Uses underlying directional volume to annotate accumulation vs distribution bias.
Provides Delta Volume Bias shading in the mid-band region, visually encoding whether local power flows are net-buying or net-selling.
Enables traders to quickly see whether current trade location is in a local/macro discount or premium context while still respecting volume profile.
Positioning Intelligence: PCD (Stocks)
Position Cost Distribution (PCD) – Stocks Only
Available for stock symbols on intraday up to daily timeframe (≤ 1D).
Uses:
TOTAL_SHARES_OUTSTANDING fundamentals,
Daily OHLCV snapshot, and
A bucketed distribution engine
to approximate cost basis distribution across price.
Outputs:
Horizontal “PCD bars” to the right of current price, density-scaled by estimated share concentration.
Color-coding by profitability relative to current price (profitable vs unprofitable positions).
Labels for:
Current price
Average cost
Profit ratio (share % below current price)
90% cost range
70% cost range
Range overlap as a measure of clustering / concentration.
Multi-Timeframe Trend: Two-Pole Gaussian Dashboard
Two-Pole Gaussian Filter (Line + Cloud)
Smooths a user-selected source (default: close) using a two-pole Gaussian filter with tunable alpha.
Plots:
A thin Gaussian trend line, and
A thick Gaussian “cloud” line with transparency, colored by slope vs past (offsetG).
Functions as a responsive trend backbone that is more sensitive than EMA 200 but less noisy than raw price.
Multi-Timeframe Gaussian Dashboard
Evaluates Gaussian trend direction across up to six timeframes (e.g., 1H / 2H / 4H / Daily / Weekly).
Renders a compact bottom-right table:
Header: symbol + overall bias arrow (up / down) based on average trend alignment.
Row of colored cells per timeframe (green for uptrend, magenta for downtrend) with human-readable TF labels (e.g., “60M”, “4H”, “1D”).
Gives an immediate read on whether intraday, swing, and higher-timeframe flows are aligned or fragmented.
Default Configuration & Usage Guidance
Default state after adding the script:
Enabled by default:
EMA 200 trend backbone
Nadaraya–Watson swing labels and curve
CCI bar coloring
RSI top/bottom arrows
Fat Bull / Fat Bear engine
Bull Snort & Pocket Pivots
S&R Power Channel
ICT Local + Macro zones
Two-pole Gaussian line + cloud + dashboard
PCD engine for stocks (auto-active where data is available)
Disabled by default (opt-in):
Custom MA suite (4x MAs, preset as EMA 8/8/89/89)
Hull MA overlay
How traders can use VB-MainLite in practice:
Use EMA 200 + Gaussian dashboard to define top-down directional bias and avoid trading directly against multi-TF trend.
Use Nadaraya swing labels, RSI exhaustion arrows, and CCI bar colors to time entries within that higher-timeframe bias.
Use Fat Bull / Fat Bear events as structured confirmation that both pattern and MA regime have flipped in the same direction.
Use Bull Snort, Pocket Pivots, and S&R / ICT zones to align execution with liquidity, volume, and location (premium vs discount).
On stocks, use PCD as a positioning map to understand trapped supply, support zones near crowded cost basis, and where profit-taking is likely.
z8u Daily & Weekly Key Levels (Extended)1. OVERVIEW
------------------------------------------------------------------------
The "Daily & Weekly Key Levels" indicator is a charting tool designed to
visualize critical auction market structures. It overlays automated
historical price data (Previous Day/Week Highs and Lows) with manual
inputs for Volume Profile levels (VAH, VAL, POC) and Institutional
"Kickoff" levels.
It is designed to replicate specific institutional styling, allowing
traders to see where the market is balancing relative to previous sessions.
2. FEATURES
------------------------------------------------------------------------
Automated Lookback:
Automatically calculates previous Day's High/Low/Settlement and
previous Week's High/Low.
Hybrid Input System:
Allows manual entry for data points that require specific feed
accuracy (Value Area High, Value Area Low, POC).
Clean Charting:
Manual levels default to '0.0'. If no price is entered in the
settings, the lines remain invisible to keep the chart clean.
Custom Styling:
Colors and line weights are pre-configured to match standard
Volume Profile aesthetics.
4. CONFIGURATION (INPUTS TAB)
------------------------------------------------------------------------
To see the Volume Profile and Kickoff lines, you must enter prices
manually in the indicator settings.
1. Double-click the indicator line on the chart (or the gear icon).
2. Go to the "Inputs" tab.
3. Enter the price levels for the current session:
- Yesterday's Value Area High Price
- Yesterday's VPOC Price
- Yesterday's Value Area Low Price
- Weekly Kickoff Low Price
- Weekly Kickoff High Price
*Note: If you leave a value as 0.0, that specific line will not be drawn.*
5. COLOR LEGEND (STYLE TAB)
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The lines are color-coded as follows:
Last Week's High
Yesterday's High
Yesterday's Value Area High (VAH)
Yesterday's VPOC (Volume Point of Control)
Settlement (Previous Close)
Yesterday's Value Area Low (VAL)
Yesterday's Low
Weekly Kickoff Low
Weekly Kickoff High
Last Week's Low
6. DISCLAIMER
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This tool is for informational and educational purposes only. It does not
constitute financial advice. Trading futures and financial markets
involves substantial risk of loss.
14 minutes ago
Release Notes
UPDATE
*Added Extend Levels to the Right Toggle
Pso VP 2.0This indicator provides an advanced volume analysis tool that visualizes trading activity across different price levels and automatically identifies key support and resistance zones.
How It Works:
The Volume Profile analyzes historical price and volume data within a specified lookback period, distributing volume across horizontal price levels. Unlike traditional volume indicators that show volume over time, this tool displays volume at price, revealing where the most significant trading activity has occurred.
The algorithm:
Divides the price range into customizable horizontal bars (bins)
Calculates and accumulates volume for each price level
Identifies high-volume nodes that often act as support or resistance levels
Uses percentile filtering to highlight the most significant trading areas
Key Features:
Automatic S/R Detection: Uses volume percentile filtering to identify the most significant price levels
Dynamic Support/Resistance Lines: Automatically draws horizontal black lines at high-volume areas that typically act as price magnets or barriers
Customizable Parameters: Full control over lookback period, number of price bars, percentile thresholds, profile width, opacity, and line projections
Clean Aesthetic: Monochrome design for professional chart presentation
Quant RSIQuant RSI MTF - Professional Multi-Timeframe RSI Analysis
A sophisticated RSI indicator built for serious traders who need more than basic overbought and oversold levels. This tool combines advanced filtering techniques with multi-timeframe analysis to give you a clearer picture of momentum across different time horizons.
What Makes This Different
Most RSI indicators use simple moving averages that lag behind price action. This version uses Laguerre filtering, which is a mathematical technique that reduces lag while maintaining smooth signals. The result is an RSI that responds faster to genuine momentum shifts without getting whipped around by noise.
The system monitors five different timeframes simultaneously, checking whether momentum is aligned or diverging across short-term, medium-term, and long-term perspectives. When all timeframes agree on direction, you have significantly higher probability setups. When they disagree, you know to be cautious.
Core Features
The indicator calculates three separate RSI values using different lookback periods - short, medium, and long term. Each one serves a specific purpose. The short-term catches quick reversals, the medium-term identifies swing trading opportunities, and the long-term keeps you aware of the bigger trend.
Dynamic threshold adjustment is built in based on ATR volatility measurements. During high volatility periods, the overbought and oversold levels automatically expand because extreme readings become more common. During low volatility, the thresholds tighten up. This prevents you from getting false signals just because market conditions changed.
Volume confirmation is integrated into every signal. The system analyzes volume delta to determine whether price movements are supported by actual buying or selling pressure. A divergence between RSI and volume often signals weak momentum that is likely to reverse.
Advanced divergence detection goes beyond basic hidden and regular divergences. The system calculates divergence strength as a percentage, so you know which setups have the most potential. A weak divergence barely worth noting gets scored low, while a major divergence with significant price-RSI separation scores high.
Signal Intelligence
Every potential signal gets assigned a confidence score from 0 to 100. This score factors in trend strength, momentum, volume confirmation, divergence presence, ADX readings, and timeframe alignment. A score above 70 means all the pieces are in place. Below 40 means something important is missing.
The indicator calculates ADX automatically to measure trend strength. Even if RSI shows oversold conditions, a weak ADX reading suggests the market is ranging and mean reversion might not work. Strong ADX with extreme RSI readings often produces the best setups.
Market condition classification tells you whether you are in a strong bull trend, bear trend, pullback, sideways chop, or volatility expansion phase. Each condition requires different trading approaches, and the indicator adapts its signals accordingly.
Volatility Analysis
Real-time volatility state monitoring shows you whether volatility is exploding, expanding, stable, or contracting. Contracting volatility often precedes big moves. Exploding volatility suggests you should reduce position size or stay out entirely.
The system compares current volatility to historical levels using percentile rankings. If current ATR is in the 90th percentile, you know volatility is unusually high even if you have not traded this asset before.
Volume profile approximation analyzes where volume is accumulating at different price levels. While not as detailed as true market profile software, it gives you insight into support and resistance zones based on actual trading activity.
What This Indicator Does Well
The Laguerre filtering genuinely reduces lag compared to standard RSI. You will notice signals forming 1-3 bars earlier than traditional RSI implementations, which can make a significant difference in fast-moving markets.
Multi-timeframe confluence is calculated automatically instead of forcing you to manually switch between charts. When all five timeframes align, the visual confirmation is immediate and the probability of success increases dramatically.
Dynamic threshold adjustment based on volatility is something most RSI indicators lack entirely. This prevents you from taking low-probability trades just because RSI hit 30 or 70 during unusual market conditions.
Volume integration with every signal helps filter out weak setups. RSI might show oversold, but if volume delta is negative and selling pressure continues, the indicator knows not to generate a buy signal.
Divergence strength calculation goes beyond just marking divergences with arrows. Knowing that a divergence has 75% strength versus 20% strength completely changes how you should trade it.
The ADX integration prevents you from trying to trade reversals in ranging markets where mean reversion strategies fail. ADX below 20 with extreme RSI readings typically results in continued chop rather than reversals.
What This Indicator Does Not Do Well
The multi-timeframe data requests can cause slight delays on lower-end computers or slow internet connections. If you are running multiple indicators simultaneously, you might notice brief calculation lags.
Divergence detection requires at least 10-15 bars of history to identify pivot points accurately. On brand new charts or immediately after timeframe changes, divergence signals may be absent for several bars.
The Laguerre filtering, while reducing lag, can occasionally produce false signals during extreme volatility spikes like news releases or market opens. The smoothing cannot completely eliminate noise during truly chaotic conditions.
Dynamic thresholds work well most of the time but can occasionally adapt too slowly during rapid volatility regime changes. If ATR suddenly doubles, it might take 5-10 bars for the thresholds to fully adjust.
The indicator uses significant processing power with five timeframe requests plus all the calculations for volatility, volume analysis, divergences, and signal scoring. On very low timeframes like 1-second or tick charts, this could cause performance issues.
There is no built-in backtesting functionality. You can see historical signals on the chart, but you cannot generate statistical performance reports without exporting data and analyzing it separately.
Best Use Cases
This indicator excels for scalpers and day traders who need fast, reliable RSI signals with proper context. The reduced lag from Laguerre filtering combined with volume confirmation catches reversals quickly enough to matter on 1-5 minute charts.
Swing traders benefit from the multi-timeframe alignment feature. Before entering a multi-day position, you can verify that momentum is aligned across your entry timeframe, swing timeframe, and position timeframe. This significantly improves win rates.
Range traders can use the dynamic thresholds and volatility analysis to identify when markets are coiling up for breakout moves. Contracting volatility with neutral RSI readings often precedes the best trending moves.
The divergence detection with strength calculations makes this valuable for reversal traders. Instead of taking every divergence, you can filter for only high-strength divergences above 60% for better risk-reward setups.
What This Is Not
This is not a standalone trading system. It provides momentum analysis and signal quality scoring, but you still need proper risk management, position sizing, and confluence with price action or other technical factors.
This is not a high-frequency trading tool. While the Laguerre filtering reduces lag, it is not designed for sub-second timeframes or algorithmic trading where microseconds matter.
This is not a volatility prediction system. It measures current and recent volatility states, but it cannot forecast whether volatility will expand or contract in the future beyond basic statistical tendencies.
This is not a replacement for understanding market structure. RSI divergences and extreme readings mean different things at major support and resistance versus in the middle of nowhere. You need context.
Technical Details Worth Knowing
The Laguerre filter uses a gamma parameter that you can adjust. Higher gamma values (0.8-0.9) produce smoother lines with more lag. Lower values (0.5-0.6) respond faster but with more noise. The default of 0.7 balances both reasonably well.
The three RSI lengths serve different purposes. The 5-period catches very short-term momentum for scalping. The 14-period is standard for swing trading. The 21-period keeps you aligned with longer-term trends. You can adjust these based on your trading timeframe.
ATR normalization divides current ATR by a 50-period moving average of ATR. This creates a volatility factor that adjusts thresholds dynamically. When volatility doubles, overbought might move from 70 to 85 automatically.
Volume delta is calculated as volume times the percentage where price closed within the bar's range. An up-close at the high gets full positive delta. A down-close at the low gets full negative delta. This approximates buying and selling pressure without tick data.
Signal strength scoring uses weighted factors. Trend direction gets 30% weight, momentum gets 20%, volume confirmation 15%, divergence presence 15%, ADX strength 10%, and timeframe alignment 10%. This creates a 0-100 composite score.
ADX calculation uses the standard Wilder smoothing method with directional movement indicators. The trend classification shows whether bulls or bears have control, while the strength rating (weak, moderate, strong, extreme) tells you how much conviction is behind the move.
Final Assessment
This is a well-designed RSI indicator that adds genuine value beyond what basic RSI provides. The Laguerre filtering works as advertised for lag reduction. The multi-timeframe analysis saves time and provides clarity. The dynamic thresholds adapt intelligently to changing volatility.
The signal scoring system is particularly useful because it prevents you from chasing low-quality setups. A 35% confidence score tells you immediately that something is wrong with the trade even if RSI looks tempting.
However, this is definitely not a beginner indicator. There are a lot of moving parts and the learning curve is real. You need to understand RSI basics, divergences, volume analysis, and volatility regimes to use this effectively. Someone new to trading would be overwhelmed.
For experienced traders who already understand momentum indicators and want more sophisticated analysis, this is legitimately valuable. The combination of features is not commonly found in free indicators, and the implementation quality is solid.
The main limitation is that it is still just an RSI indicator at its core. No amount of filtering, multi-timeframe analysis, or scoring can overcome the fundamental limitations of oscillator-based trading. You need confluence with price action, support and resistance, and proper market context.
If you trade primarily based on momentum and reversals, this indicator provides most of what you would need in one package. If you are a pure price action trader or trend follower, this probably would not change your approach significantly.
Overall, this is a 7.5 out of 10 indicator. It does what it claims to do well, adds meaningful improvements over basic RSI, and provides useful analysis tools. It is not revolutionary, but it is a solid professional-grade tool for the right type of trader.
