Quantum Tick-Time Nexus | Professional Analysis System |QTTN ProQuantum Tick-Time Nexus | Professional Analysis System (QTTN Pro)
An all-in-one volume-price analysis indicator that approximates tick-level market microstructure data using standard OHLCV candle data. It combines participation density mapping, delta approximation, liquidity flow tracking, absorption pattern detection, VWAP studies, and smart price levels into a single, fully customizable overlay.
🔍 WHAT THIS INDICATOR DOES
Most retail traders only have access to standard candle data (open, high, low, close, volume). Institutional-grade tools like footprint charts, real tick data, and order flow require expensive data feeds. This indicator bridges that gap by approximating tick-level insights from the data you already have.
It does NOT claim to replicate actual tick data. It uses statistical proxies — volume ratios, price-range relationships, candle anatomy, and z-scores — to estimate what is likely happening beneath the surface of each candle.
📦 MODULES INCLUDED
1 — Tick Approximation
Estimates relative trading activity per bar compared to recent history. A reading of 2.0x means roughly twice the estimated activity of the recent average. Four calculation methods are available: Volume-Weighted, Trade Density, Participation Index, and Hybrid Quantum (a composite of the other three).
2 — Participation Density Heatmap
Colors candles or the chart background based on how active a bar is relative to its recent history, using a z-score of combined volume and range. Hot colors mean statistically elevated activity. Cold colors mean quiet conditions. Choose from Colored Candles, Background Zones, Gradient Boxes, or Glow Effect display styles.
3 — Micro-Momentum Oscillator
A smoothed EMA of bar-to-bar price change, designed to detect subtle shifts in directional pressure before they show up on traditional momentum indicators. Includes automatic bullish and bearish divergence detection — flagged when price makes a new extreme but momentum does not confirm it.
4 — Volume Delta Approximation
Estimates net buying vs. selling pressure without bid/ask data. Four methods available: Price-Volume Correlation (uses candle direction and range), Candle Body Ratio (body size relative to range), High-Low Skew (where the close sits within the bar's range), and Composite Index (blends all three). Includes cumulative delta tracking and imbalance zone highlighting.
5 — Activity Regime Detection
Classifies the current market environment as HIGH, NORMAL, or LOW activity using a rolling average of combined volume and range ratios. Background coloring and boundary markers show exactly when the regime shifts. Useful for adjusting your trading approach — trend-following in high regimes, mean-reversion in low regimes.
6 — Liquidity Flow Visualization
Tracks the directional flow of volume-weighted price movement. Flow ribbons expand and contract around price to show where liquidity is pushing. Liquidity Pool markers flag bars where flow is statistically extreme (potential areas of institutional activity). Direction arrows show the prevailing flow.
7 — Absorption Pattern Detection
Flags candles that show signs of large orders absorbing selling or buying pressure: high volume combined with a small candle body and a disproportionately long wick. These patterns often precede reversals. Customizable sensitivity, body ratio threshold, and wick ratio let you dial in detection to your instrument and timeframe.
8 — VWAP Suite
Session VWAP with 2 standard deviation band pairs and a rolling Micro-VWAP. The session VWAP resets with each new session. The Micro-VWAP is a rolling volume-weighted average over a configurable lookback, useful for intraday mean-reversion setups. Band fills change color based on whether price is above or below VWAP.
9 — Smart Price Levels
Automatically plots approximate Point of Control (POC), Value Area High (VAH), Value Area Low (VAL), and dynamic support/resistance levels. POC is derived from volume-weighted moving average of price. VAH/VAL use volume-weighted highs and lows. Dynamic S/R tracks the rolling highest high and lowest low.
10 — Information Dashboard
A real-time panel (repositionable to any corner) showing all key readings at a glance: tick approximation, participation z-score, volume ratio, current regime, delta, cumulative delta, micro-momentum, liquidity flow, VWAP distance, absorption status, and divergence status.
⚙️ HOW TO SET IT UP
Step 1: Start with defaults. Add the indicator and look at your chart. Everything is enabled by default so you can see what each module does.
Step 2: Turn off what you don't need. Each module has its own "Enable" toggle. If your chart looks too busy, disable modules one at a time until you find your preferred combination. Most traders will want 2–4 modules active at once, not all 10.
Step 3: If your chart is lagging, enable Performance Mode under Master Controls. This disables labels, boxes, and background fills while keeping the core calculations and plot lines active.
Step 4: Pick a theme. Six built-in color themes are included (Quantum Dark, Solar Flare, Arctic Ice, Forest Depth, Sunset Ember, Midnight Violet), or choose Custom to use your own color palette.
Step 5: Tune sensitivity to your instrument. Volatile instruments (crypto, small caps) may need lower sensitivity values. Stable instruments (large-cap indices, bonds) may need higher values. The Sensitivity Multiplier under Tick Approximation and the various threshold settings under each module are your main tuning knobs.
📊 SUGGESTED MODULE COMBINATIONS
For Scalping / Intraday: Tick Approximation + Delta Approximation + Absorption Patterns + VWAP Suite. Focus on delta imbalances near VWAP bands and absorption signals for entries.
For Swing Trading: Activity Regime + Smart Levels + Liquidity Flow + Micro-Momentum. Use regime detection to know when the market is active enough to trade, levels for targets and stops, liquidity flow for directional bias.
For Volume Analysis: Participation Density + Delta Approximation + Liquidity Flow. Colored candles show when volume is elevated, delta shows who's in control, flow shows where the weight is moving.
For Reversal Hunting: Absorption Patterns + Micro-Momentum Divergence + Smart Levels. Look for absorption signals near POC/VAH/VAL with confirmed momentum divergence.
⚠️ IMPORTANT NOTES AND LIMITATIONS
This indicator uses approximations, not actual tick or order flow data. The delta, tick, and liquidity readings are statistical estimates derived from OHLCV data. They are directionally useful but not precise.
VWAP resets are based on cumulative calculations from the start of the chart's loaded data, not from the session open. For true session VWAP, ensure your chart loads data starting from the session open.
Best timeframes: Works on all timeframes but is most informative on 1m to 1H for intraday analysis and 1H to 1D for swing analysis. On very high timeframes (Weekly, Monthly), the microstructure approximations become less meaningful.
Max drawing limits: TradingView limits labels, lines, and boxes to 500 each. On lower timeframes with long history, some older markers may be automatically removed. Performance Mode reduces drawing count significantly.
This is an analysis tool, not a signal generator. It does not paint buy/sell arrows for blind entry. It gives you context about what is happening inside the market so you can make better-informed decisions.
All alert conditions are built in and ready to use. Go to the Alerts panel in TradingView and select this indicator to configure notifications for regime changes, absorption signals, delta imbalances, divergences, volume spikes, and VWAP crosses.
🎛️ FULL INPUT REFERENCE
SettingLocationWhat It DoesMaster EnableMaster ControlsTurns the entire indicator on/offVisual ThemeMaster ControlsSwitches color palette across all modulesPerformance ModeMaster ControlsReduces visual elements for speedApproximation MethodTick ApproximationSelects how tick activity is estimatedSensitivity MultiplierTick ApproximationScales all activity readings up or downLookback PeriodParticipation DensityHow many bars to use for activity baselineHigh Activity ThresholdParticipation DensityZ-score cutoff for flagging high activityVisual StyleParticipation DensityHow density is displayed (candles, background, boxes, glow)Momentum PeriodMicro-MomentumLookback for momentum EMASmoothing FactorMicro-MomentumAdditional smoothing passesCalculation MethodDelta ApproximationHow buying/selling pressure is estimatedImbalance ThresholdDelta ApproximationZ-score cutoff for flagging delta imbalancesDetection PeriodActivity RegimeLookback for regime classificationHigh/Low ThresholdsActivity RegimeCutoffs for HIGH and LOW regime labelsPool Detection SensitivityLiquidity FlowZ-score cutoff for liquidity pool markersDetection SensitivityAbsorption PatternsVolume spike multiplier for absorption detectionMax Body RatioAbsorption PatternsMaximum candle body size (as % of range) to qualifyMin Wick RatioAbsorption PatternsHow much longer the dominant wick must beBand MultipliersVWAP StudiesStandard deviation multipliers for VWAP bandsMicro-VWAP PeriodVWAP StudiesRolling lookback for the micro VWAP lineLevel Analysis PeriodSmart LevelsLookback for POC/VAH/VAL calculationDynamic S/R PeriodSmart LevelsLookback for dynamic support and resistance
Tags: volume analysis, order flow, delta, tick data, VWAP, market microstructure, liquidity, absorption, momentum, regime detection, participation density, volume profile, smart levels, divergence
Indicador Pine Script®






















