Empiece

Volumen

Information Theory Market AnalysisINFORMATION THEORY MARKET ANALYSIS OVERVIEW This indicator applies mathematical concepts from information theory to analyze market behavior, measuring the randomness and predictability of price and volume movements through entropy calculations. Unlike traditional technical indicators, it provides insight into market structure and regime changes. KEY COMPONENTS Four Main Signals: • Price Entropy (Deep Blue): Measures randomness in price movements • Volume Entropy (Bright Blue): Analyzes volume pattern predictability • Entropy MACD (Purple): Shows relationship between price and volume entropy • SEMM (Royal Blue): Stochastic Entropy Market Monitor - overall market randomness gauge Market State Detection: The indicator identifies seven distinct market states: • Strong Trending (SEMM < 0.1) • Weak Trending (0.1-0.2) • Neutral (0.2-0.3) • Moderate Random (0.3-0.5) • High Randomness (0.5-0.8) • Very Random (0.8-1.0) • Chaotic (>1.0) KEY FEATURES Advanced Analytics: • Signal Strength Confluence: 0-5 scale measuring alignment of multiple factors • Entropy Crossovers: Detects shifts between accumulation and distribution phases • Extreme Readings: Identifies statistical outliers for potential reversals • Trend Bias Analysis: Directional momentum assessment Information Dashboard: • Real-time entropy values and market state • Signal strength indicator with visual highlighting • Trend bias with directional arrows • Color-coded alerts for extreme conditions Customizable Display: • Adjustable SEMM scaling (5x to 100x) for optimal visibility • Multiple line styles: Smooth, Stepped, Dotted • 9 table positions with 3 size options • Professional blue color scheme with transparency controls Comprehensive Alert System - 15 Alert Types Including: • Extreme entropy readings (price/volume) • Crossover signals (dominance shifts) • Market state changes (trending ↔ random) • High confluence signals (3+ factors aligned) HOW TO USE Reading the Signals: • Entropy Values > ±25: Strong structural signals • Entropy Values > ±40: Extreme readings, potential reversals • SEMM < 0.2: Trending market favors directional strategies • SEMM > 0.5: Random market favors range/scalping strategies Signal Confluence: Look for multiple factors aligning: • Signal Strength ≥ 3.0 for higher probability setups • Background highlighting indicates confluence • Table shows real-time strength assessment Timeframe Optimization: • Short-term (1m-15m): Entropy Length 14-22, Sensitivity 3-5 • Swing Trading (1H-4H): Default settings optimal • Position Trading (Daily+): Entropy Length 34-55, Sensitivity 8-12 EDUCATIONAL APPLICATIONS Market Structure Analysis: • Understand when markets are trending vs. ranging • Identify accumulation and distribution phases • Recognize extreme market conditions • Measure information content in price movements Information Theory Concepts: • Binary entropy calculations applied to financial data • Probability distribution analysis of returns • Statistical ranking and percentile analysis • Momentum-adjusted randomness measurement TECHNICAL DETAILS Calculations: • Uses binary entropy formula: - • Percentile ranking across multiple timeframes • Volume-weighted probability distributions • RSI-adjusted momentum entropy (SEMM) Customization Options: • Entropy Length: 5-100 bars (default: 22) • Average Length: 10-200 bars (default: 88) • Sensitivity: 1.0-20.0 (default: 5.0, lower = more sensitive) • SEMM Scaling: 5.0-100.0x (default: 30.0) IMPORTANT NOTES Risk Considerations: • Indicator measures probabilities, not certainties • High SEMM values (>0.5) suggest increased market randomness • Extreme readings may persist longer than expected • Always combine with proper risk management Educational Purpose: This indicator is designed for: • Market structure analysis and education • Understanding information theory applications in finance • Developing probabilistic thinking about markets • Research and analytical purposes Performance Tips: • Allow 200+ bars for proper initialization • Adjust scaling and transparency for optimal visibility • Use confluence signals for higher probability analysis • Consider multiple timeframes for comprehensive analysis DISCLAIMER This indicator is for educational and analytical purposes. It does not constitute financial advice. Past performance does not guarantee future results. Always conduct your own research and consider your risk tolerance before making trading decisions. Version: 5.0 Category: Oscillators, Volume, Market Structure Best For: All timeframes, trending and ranging markets Complexity: Intermediate to Advanced
Indicador Pine Script®
por bearbearbull23
Zero Lag Liquidity [AlgoAlpha]🟠 OVERVIEW This script plots liquidity zones with zero lag using lower-timeframe wick profiles and high-volume wicks to mark key price reactions. It’s called Zero Lag Liquidity because it captures significant liquidity imbalances in real time by processing lower-TF price-volume distributions directly inside the wick of abnormal candles. The tool builds a volume histogram inside long upper/lower wicks, then calculates a local Point of Control (POC) to mark the price where most volume occurred. These levels act as visual liquidity zones, which can trigger labels, break signals, and trend detection depending on price interaction. 🟠 CONCEPTS The core concept relies on identifying high-volume candles with unusually long wicks—often a sign of opposing liquidity. When a large upper or lower wick appears with a strong volume spike, the script builds a histogram of lower-timeframe closes and volumes inside that wick. It bins the wick into segments, sums volume per bin, and finds the POC. This POC becomes the liquidity level. The script then dynamically tracks whether price breaks above or rejects off these levels, adjusts the active trend regime accordingly, and highlights bars to help users spot continuation or reversal behavior. The logic avoids repainting or subjective interpretation by using fixed thresholds and lower-TF price action. 🟠 FEATURES Dynamic liquidity levels rendered at POC of significant wicks, colored by bullish/bearish direction. Break detection that removes levels once price decisively crosses them twice in the same direction. Rejection detection that plots ▲/▼ markers when price bounces off levels intrabar. Volume labels for each level, shown either as raw volume or percentage of total level volume. Candle coloring based on trend direction (break-dominant). 🟠 USAGE Use this indicator to track where liquidity has most likely entered the market via abnormal wick events. When a long wick forms with high volume, the script looks inside it (using your chosen lower timeframe) and marks the most traded price within it. These levels can serve as expected reversal or breakout zones. Rejections are marked with small arrows, while breaks trigger trend shifts and remove the level. You can toggle trend coloring to see directional bias after a breakout. Use the wick multiplier to control how selective the detector is (higher = stricter). Alerts and label modes help customize the signal for different asset types and chart styles.
Indicador Pine Script®
por AlgoAlpha
11
Moving Average Volume (20, 50)Shows two moving averages of volume, the 20 and 50 periods. white bars in the background show volume, look for breaks of the target lines to confirm a breakout with volume green shaded regions show how much higher the current volume is compared to historical volume the greener the shade, the higher the multiple is (cap is 10x higher) indicator is to be used with other breakout identifiers, or to help confirm the strength of a move out of an SAR level.
Indicador Pine Script®
por cota16
CVDD Z-ScoreCumulative Value Days Destroyed (CVDD) - The CVDD was created by Willy Woo and is the ratio of the cumulative value of Coin Days Destroyed in USD and the market age (in days). While this indicator is used to detect bottoms normally, an extension is used to allow detection of BTC tops. When the BTC price goes above the CVDD extension, BTC is generally considered to be overvalued. Because the "strength" of the BTC tops has decreased over the cycles, a logarithmic function for the extension was created by fitting past cycles as log extension = slope * time + intercept. This indicator is triggered for a top when the BTC price is above the CVDD extension. For the bottoms, the CVDD is shifted upwards at a default value of 120%. The slope, intercept, and CVDD bottom shift can all be modified in the script. Now with the automatic Z-Score calculation for ease of classification of Bitcoin's valuation according to this metric. Created for TRW.
Indicador Pine Script®
por Commandoum
Reversed Large Bars Strategy with Williams %RThis strategy script is ideal for volatile assets such as Natural Gas (NATGAS) or Crude Oil (WTI/Brent), which often exhibit strong price movements with high volume. How It Works: The strategy identifies short-term reversals after two consecutive large candles with significant volume, under specific conditions. It is based on the assumption that after strong directional moves, a temporary price exhaustion or reversal may occur. Logic Breakdown: Large Bar Detection: A bar is considered “large” if its range (high – low) is significantly higher than the average (by a configurable percentage) and is accompanied by a spike in volume. Two Consecutive Large Bars: Entry is only considered when two large bars appear back-to-back — this strengthens the momentum signal. Candle Type Filter: For short entries: Two consecutive large bullish bars followed by a bullish candle → implies overextension upwards. For long entries: Two consecutive large bearish bars followed by a bearish candle → implies overextension downwards. Williams %R Filter: The Williams %R oscillator adds confirmation based on overbought/oversold conditions: Longs are allowed when %R is below the oversold level. Shorts are allowed when %R is above the overbought level. Ratio Logic: A running percentage of bullish vs bearish large bars is tracked over a rolling period. This ensures entries are filtered based on broader context and trend dominance. Stop Loss / Take Profit / Breakeven: Each trade includes configurable SL/TP, and optional breakeven logic: If unrealized profit exceeds a set percentage, SL is moved to entry (optionally with a buffer).
Estrategia Pine Script®
por giannatos
ICT Assistance TYHE42█ Overview ICT Assistant Tye42 is a complete indicator built for Smart Money Concepts (SMC) and ICT-based trading strategies, offering a clear, stable, and real-time view of key market levels. This all-in-one tool includes several essential features used by professional traders: Fair Value Gaps (FVG) detected in real-time EQH (Equal Highs) and EQL (Equal Lows) auto-detected Previous Highs & Lows (Daily, Weekly, Monthly) Killzones (Asian Range, London Open, New York Open, London Close) Daily Open Line Every module is fully customizable (color, opacity, timezone, toggle on/off), allowing traders to tailor the indicator to their strategy, style, and chart theme. Designed for traders focused on market structure, liquidity, and imbalances, this script emphasizes clarity, responsiveness, and visual efficiency — without cluttering your chart. █ How It Works 🔍 Automatic detection of key price action elements: Fair Value Gaps (FVG): identified based on ICT logic (imbalance between the current candle and the one two candles back) EQH/EQL: spots equal highs and lows as potential liquidity zones Previous Highs & Lows: automatically plots highs and lows from previous sessions (Daily, Weekly, Monthly) Killzones: highlights key time-based volatility zones depending on your selected timezone Daily Open Line: shows the daily open level to help frame the trading session █ How to Use Use FVGs and EQH/EQL as potential imbalance or liquidity signals Combine with Killzones to identify moments of high volatility Monitor Previous Highs & Lows for potential stop hunts or reaction areas Works on all timeframes – ideal for intraday and swing trading █ Settings Custom colors & opacity for each module Adjustable timezone for precise session alignment Individual on/off toggles for a clean and tailored display █ What Makes It Unique Unlike other ICT indicators that overload charts with visuals, ICT Assistant Tye42 follows a minimalist, clean, and efficient approach, while combining all key tools in one script. Built for traders who want to focus on what matters most — market structure, liquidity, and institutional price behavior — this tool provides everything you need in a sleek package. ⚠️ Disclaimer This script is for educational purposes only and does not constitute financial advice. Use at your own risk. No refunds or liabilities provided.
Indicador Pine Script®
por TYHE42
[Stratégia] VWAP Mean Magnet v9 (Simple Alert)This strategy is specifically designed for a ranging (sideways-moving) Bitcoin market. A trade is only opened and signaled on the chart if all three of the following conditions are met simultaneously at the close of a candle: Zone Entry The price must cross into the signal zone: the red band for a Short (sell) position, or the green band for a Long (buy) position. RSI Confirmation The RSI indicator must also confirm the signal. For a Short, it must go above 65 (overbought condition). For a Long, it must fall below 25 (oversold condition). Volume Filter The volume on the entry candle cannot be excessively high. This safety filter is designed to prevent trades during risky, high-momentum breakouts.
Estrategia Pine Script®
por GaborNemeth
Tempo V | QuantEdgeB📊 Tempo V | QuantEdgeB 🔍 What is Tempo V? Tempo V by QuantEdgeB is a volatility resonance framework that fuses multiple volatility models into a single adaptive signal. It acts like a seismograph for market energy, detecting shifts in pressure, flow, and agitation before they erupt into full-blown volatility waves. Rather than just measure price range, Tempo V decodes the texture of volatility — layering Z-Score logic over 7 elite volatility and energy signals to create a unified tempo pulse. 💡 Think of Tempo V as your market EQ meter, identifying when price is humming calmly or vibrating toward breakout chaos. ⚙️ Core Components ✅ Multi-Model Volatility Stack Tempo V blends the most statistically robust volatility estimators: • IMI – Measures price "thrust" or intraday initiation. • RVI – Detects directional volatility flow. • ATR – True range of price breathing. • Rogers-Satchell – Captures variance with directional drift. • Parkinson – Focuses on high–low spread efficiency. • Yang-Zhang – A hybrid volatility estimator ideal for crypto assets. • Garman-Klass – Captures OHLC variance with tight math. Each signal is z-scored, scaled, and dynamically smoothed into a composite value — the aggZ. ✅ Z-Blend Aggregation • aggZ = The heartbeat of Tempo V — a weighted blend of all enabled signals. • It’s like a volatility weather report: positive means upside risk building, negative means downside storm clouds. ✅ Adaptive EMA Trendline • Tempo V includes a dynamically responsive trendline that changes pace depending on market tempo. • This tracks the momentum of volatility, not price — a major edge in fast-moving environments. 🎯 Signal & Stage Interpretation 🧭 Z-Score Based Stage Labels At every candle, Tempo V identifies the current volatility stage: 1.Value ≥ +1.25 ==> 🔺 High Upside Volatility 2.Value +0.5 to +1.25 ==> ⚡ Volatile-Up Phase 3.Value -0.5 to +0.5 ==> ⏸️ Stable Range / Balance 4.Value -1.25 to -0.5 ==> ⚠️ Volatile-Down Phase 5.Value ≤ -1.25 ==> 🔻 High Downside Volatility These insights allow you to act preemptively on upcoming breakouts, fades, or quiet zones. 🖼️ Visual Overlay Engine • Column Chart – aggZ plotted as a histogram, easily trackable. • Trend Line – Responsive smoothing that visualizes volatility shift. • Background Color Zones – Highlighting extreme tempo levels. • Bar Coloring (Optional) – Syncs chart bars with volatility phase. 🧠 Why Use Tempo V? Tempo V is designed for traders who want to: • Detect volatility pressure before price erupts • Combine multiple models into one actionable score • Visualize tempo stages without overwhelming charts • Spot shifts in energy, flow, and agitation — not just direction 💼 Ideal Use Cases • Breakout Traders: Anticipate volatility surges • Mean-Reversion Setups: Fade extremes after tempo climax • Options Traders: Identify implied volatility zones visually • Trend Traders: Use rising aggZ as confirmation of commitment 🧬 Default Settings • Z-Score Length: 45 • Smooth Length: 5 • Active Models: All 7 enabled by default • Upper/Lower Bounds: ±1.25 🧬 In Summary Tempo V | QuantEdgeB is not just a volatility measure — it’s a volatility intelligence framework, distilling 7 elite metrics into one real-time pulse of market agitation. It’s smart, fast, and narrates market rhythm so you can trade with anticipation instead of reaction. 📌 Navigate the Pulse of Volatility | Powered by QuantEdgeB 🔹 Disclaimer: Past performance is not indicative of future results. 🔹 Strategic Advice: Always tune the z-lengths and smoothing to fit your asset and timeframe volatility. Backtest thoroughly.
Indicador Pine Script®
por QuantEdgeB
Daily ATR Range Lines x SmartBlackGirl📊 Daily ATR Range Lines – Project High/Low Targets with Precision The Daily ATR Range Lines indicator uses the Average True Range (ATR) to project potential high and low price targets for the trading day. These levels reset daily and give traders a statistically based expectation of how far price is likely to move — perfect for intraday decision-making. 🔍 What It Does Plots daily upper and lower target lines based on a multiple of the ATR (default: 1x ATR). Levels are calculated after the first 15 minutes of market open to establish direction and volatility. Highlights realistic price movement boundaries, helping traders identify take-profit or fade zones. ✅ Why Use It Sets expectations for the day’s range — no more guessing how far price might go. Helps avoid chasing trades late in the move by showing when price is already extended. Great for scalping, options trading, or setting realistic price targets. Can act as support/resistance zones throughout the day. ⚙️ Best Used With Momentum strategies Combine with volume confirmation or directional filters to increase accuracy. Works best on 5-minute or 15-minute charts for intraday traders.
Indicador Pine Script®
por SmartBlackGirl
Choppy Market Meter x SmartBlackGirlHow It Works The indicator measures compression or indecision by analyzing Bollinger Band Width (BBW), volume, and price behavior. It plots a bar graph or colored meter under your chart showing: 🔴 Red (Chop Zone) – Market is consolidating or stuck in a tight range. Avoid trading. 🟡 Yellow (Transition) – Volatility may be increasing. Watch for breakouts. 🟢 Green (Breakout Zone) – Volatility has expanded, and the market is likely trending. This is the best time to trade momentum-based setups. ✅ Best Times to Trade with the Chop Meter Wait for the bar to turn green or exit the red zone. Confirm with other signals like: Breakouts from Bollinger Band squeezes Volume surge Directional bias (e.g., from ORB box or higher timeframe trend) Avoid trades during red chop bars, as breakouts often fail and get reversed. Use the Chop Meter as a filter, not a signal. Combine it with your breakout or momentum strategy (e.g., BB Squeeze, ORB Box) to increase win rate and avoid trading noise.
Indicador Pine Script®
por SmartBlackGirl
StratNinjaTableAuthor’s Instructions for StratNinjaTable Purpose: This indicator is designed to provide traders with a clear and dynamic table displaying The Strat candle patterns across multiple timeframes of your choice. Usage: Use the input panel to select which timeframes you want to monitor in the table. Choose the table position on the chart (top left, center, right, or bottom). The table will update each bar, showing the candle type, direction arrow, and remaining time until the candle closes for each selected timeframe. Hover over or inspect the table to understand current market structure per timeframe using The Strat methodology. Notes: The Strat pattern is displayed as "1", "2U", "2D", or "3" based on the relationship of current and previous candle highs and lows. The timer updates in real-time and adapts to daily, weekly, monthly, and extended timeframes. This script requires Pine Script version 6. Please use it on supported platforms. MFI or other indicators are not included in this base version but can be integrated separately if desired. Credits: Developed and inspired by shayy110 — thanks for your foundational work on The Strat in Pine Script. Disclaimer: This script is for educational and informational purposes only. Always verify signals and manage risk accordingly.
Indicador Pine Script®
por koriatmanagement
Multi-Tool Nasdaq US100 IndikatorA combination of several tools such as moving averages (EMA 50, 100, 200), Fibonacci retracements, pivot points, RSI (Relative Strength Index), order blocks, fair value gaps, supply and demand zones, and a simple volume profile. The indicator is designed to enable high profitability by combining various established technical analysis approaches into one tool, facilitating decision-making regarding entry and exit points. The script can be integrated and used directly in TradingView by creating a new indicator script and pasting the code there.
Indicador Pine Script®
por p_kittelmann1945
Volume Statistics - IntraweekVolume Statistics - Intraweek: For Orderflow Traders This tool is designed for traders using volume footprint charts and orderflow methods. Why it matters: In orderflow trading, you care about the quality of volume behind each move. You’re not just watching price; you’re watching how much aggression is behind that price move. That’s where this indicator helps. What to look at: * Current Volume shows you how much volume is trading right now. * Central Volume (median or average over 24h or 7D) gives you a baseline for what's normal volume VS abnormal volume. * The Diff vs Central tells you immediately if current volume is above or below normal. How this helps: * If volume is above normal, it suggested elevated levels of buyer or seller aggression. Look for strong follow-through or continuation. * If volume is below normal, it may signal low interest, passive participation, a lack of conviction, or a fake move. * Use this context to decide if what you're seeing in the footprint (imbalances, absorption, traps) is actually worth acting on. Extra context: * The highest and lowest volume levels and their timestamps help you spot prior key reactions. * Second and third highest bars help you see other major effort points in the recent window. Comment with any suggestions on how to improve this indicator.
Indicador Pine Script®
por Witnessing_Soul
4
Liquidation Heatmap Proxy [victhoreb]Author: victhoreb This script was inspired by the Coinglass indicator: www.coinglass.com It divides each bar into subbars determined by the intrabar period. For each bar, it considers subbars with a positive OID (open interest delta) (if the user sets "Filter by Signal" to true, it only considers subbars with OID > 0 from a main bar that had a peak in open interest). In these subbars, it considers opened long/short positions based on the intrabar price movement and the dispersion factor (which becomes completely unnecessary if the user is using Intrabar Resolution in ticks; in this case, set the dispersion factor = 0). After determining the opened long and short positions, it determines, based on the user-selected leverages, the liquidation level for each position. The width of each level is given by syminfo.mintick * scale. The script uses the intrabar OID from the previous step to store an estimate of the number of contracts to be liquidated at each level. This estimate is used to color the levels by order of magnitude. If there is a subsequent increase in liquidations at a pre-existing level, the script accumulates the estimated number of contracts to be liquidated and repaints the level. A note about a visual limitation of the script is important: in Coinglass' version, when there is a subsequent increase in liquidations at a pre-existing level, Coinglass paints the level a brighter color ONLY from the moment of the increase—however, this script does not do this; it repaints the entire level with the brighter color. Note: While accurate, this script is only a proxy. Use at your own risk. This script has alerts for when there is liquidation in the long or short direction.
Indicador Pine Script®
por victhoreb
4
VPOCS ZScore by GumbotxAn indicator Showing Candle POC's. Added a Zscore Filter to filter out the High volume candle's. I like to use at Key Support and resistance Area's to see Absorbtion and Offside positions only on High volume Candles ( The high volume candle part is Key! ). Thoose candles Generally indicate forced participants opening or closing positions, or "Breakout traders entering" positions. When i see a Hi-Volume at S/R levels and price is rejecting ( trading away from the POC ) ill take that as a trigger for a trade. - Dynamic Support and resistance. - Show Offside and and Trapped traders You can tweak the Zscore nominator for Less of more Frequent hits.
Indicador Pine Script®
por Gumbotx