Mulai

Absorption

Institutional Candle Detector [AGPro Series]🕯️ Institutional Candle Detector Every trader has stared at a massive candle and asked the same question: "Was that the start of a move, the end of one, or just noise?" Most indicators stop at detection — they paint the candle, drop a label, and walk away. This one keeps watching. Institutional Candle Detector uses a dual-track engine. The body-driven track flags high-conviction candles where ATR-normalized body size and relative volume both expand together, then classifies each event by body/wick geometry. The independent absorption track captures a different signature entirely — low-body candles on extreme volume, the classic aggression-absorbed footprint that body-only detectors miss. Every detected event is then re-evaluated over the following bars to produce a measurable outcome scorecard. 🔹 OVERVIEW The script scans each bar for two separate, mutually-exclusive institutional signatures: • Body-driven events. Body must exceed a multiple of ATR AND volume must exceed a multiple of its rolling average. Classified by geometry into Continuation, Reversal or Exhaustion. • Absorption events. Volume extremely elevated BUT body contained — the market paid for a big move and did not get one. Price was absorbed. Every detected candle is then given a reaction zone projected forward, and its outcome is automatically tagged after the configured look-forward window — Follow-Through (FT), Reverse (RV) or Consolidation (CN). The panel accumulates aggregate statistics across the loaded chart so the trader can see which candle type actually works on their instrument and timeframe. 🔸 UNIQUE EDGE What separates this tool from generic "big candle" or "volume spike" indicators: • Dual-track detection. A single filter cannot capture both explosive moves and absorption. This script runs two engines in parallel with independent thresholds. • Four-class geometric taxonomy, each backed by a distinct detection path. Continuation and Reversal fire from the body-driven track with different geometry. Exhaustion catches the mid-profile edge cases. Absorption runs entirely off its own volume-first track. • Automatic after-behavior tracking. Each event is re-examined after N bars and tagged with an outcome code. This is the part most scripts omit — and it's where edge lives. • Aggregate statistics panel. Follow-through rate, reverse rate, consolidation rate, and per-class counts are computed continuously. The panel tells you whether institutional candles on this asset actually extend, reverse, or fade. • Forward-projected zones, colored by class. Body-driven bull/bear events use state colors. Absorption uses an indigo accent so the rarer signature is instantly recognizable. Reversal zones use the contrarian color to emphasize the expected directional flip. 🔹 METHODOLOGY Body-Driven Track (produces CONT, REV, EXH) – Body is measured as absolute (close − open) and required to exceed Body × ATR multiple. – Volume is required to exceed a configurable multiple of its SMA average. – An optional wick filter rejects candles where total wick exceeds the body beyond a given ratio, removing wide-range noise that looks institutional but is not. – Continuation: body% ≥ configured threshold (clean directional close). – Reversal: opposing wick% ≥ configured threshold (sharp rejection after initial push). – Exhaustion: passes the dual-gate but falls into neither clean category — mid profile, often late in a move. Absorption Track (produces ABS) – Volume must exceed an independently configurable multiple (higher than body-driven default). – Body must be small — below a max Body × ATR and below a max Body / Range. – When absorption fires, it takes precedence over body-driven classification. After-Behavior Layer – After lookFwd bars, the script compares the extreme price move in each direction against the original body size. – If same-direction extension ≥ ftPct × body → Follow-Through (FT). – If opposite-direction retrace ≥ revPct × body → Reverse (RV). – Otherwise → Consolidation (CN). Aggregate counters accumulate across the loaded chart, producing a running scorecard visible in the panel. 🔸 SIGNALS, STATES & MARKERS On-chart signals • Institutional body recolored by class — bull/bear direction for CONT and EXH; contrarian color for REV; accent color for ABS. • Directional triangle marker above/below the bar. • Classification label: INST-Bull 3.2x CONT or INST-Bear 5.4xV ABS format, ASCII only. Labels offset from the candle to stay readable on dense charts. • Reaction zone box projected forward from the candle's high-low range, color-coded by class. • Outcome marker (FT / RV / CN) plotted lookFwd bars after the event. Alerts available • Institutional Continuation • Institutional Reversal • Institutional Absorption • Institutional Exhaustion All four alerts fire on confirmed bars only. 🔹 KEY INPUTS Detection Core (body-driven track) – ATR Length (default 14) – Volume Average Length (default 20) – Min Body × ATR (default 2.0) – Min Volume Multiple (default 2.5) – Wick filter toggle and max Wick/Body ratio (default 2.5) Absorption Track – Enable Absorption Detection – Absorption Min Volume Multiple (default 4.0) – Absorption Max Body × ATR (default 1.5) – Absorption Max Body / Range (default 0.40) Classification – Continuation body% threshold (default 0.60) – Reversal opposing-wick% threshold (default 0.40) After-Behavior – Look-forward bars (default 5) – Follow-through threshold as fraction of body (default 0.50) – Reverse threshold as fraction of body (default 0.60) Visuals – Show/hide zones, zone projection length, opacity, max active zones – Label size (default Small; increase if labels feel too compact) – Institutional border width – Outcome marker toggle Panel – 8-position panel placement – Dark / Light theme – Font size (default Normal) – Recent events mini-list toggle 🔸 HOW TO USE 1. Start with defaults on a liquid asset. 4H is a strong baseline; 1H for active traders; Daily for swing context. On Daily, consider lowering Min Body × ATR to 1.5 if events are too rare. 2. Watch the panel accumulate events over two to four weeks on your instrument. The follow-through rate tells you whether institutional candles on this chart tend to extend or fade. 3. Trade-context usage: – Continuation with a high historical follow-through rate on this asset → trend trades in candle direction after pullback into the zone. – Reversal with a high historical reverse rate → fade setups at key levels. – Absorption → aggressive flow was met by an equal or greater defender; often precedes a reversal or compression phase. – Exhaustion → proceed with caution; frequently a late-move signature where the trend is losing clean structure. 4. Reaction zones act as provisional supply/demand. A retest of a zone with another institutional event near it is a confluence worth noting. 5. Tune thresholds per asset. High-liquidity instruments may need Body × ATR of 2.5+ to keep events selective; low-liquidity pairs can go down to 1.5. Absorption volume multiple can also be adjusted upward on already-volatile instruments. 🔹 LIMITATIONS & TRANSPARENCY • This is an analytical indicator, not a strategy. No entry, exit, or stop logic is defined and no performance claims are made. • Aggregate statistics are computed over the loaded chart window and will shift as more bars load or as timeframes change. • Volume quality depends on the data feed; exchange-reported volume differs across sources for the same asset. • Follow-through evaluation uses a fixed look-forward window; real trade management will differ. • All results are historical and descriptive. Past behavior of any candle class does not guarantee future behavior. 🔸 RISK DISCLOSURE Trading carries substantial risk. This tool is provided for analytical and educational purposes. Do your own research. Use position sizing and risk management appropriate to your account. Nothing in this script constitutes financial advice.
Indikator Pine Script®
oleh AGProLabs
CVD Multi Exchange PercentileCVD Multi Exchange Percentile Aggregated order flow across four major crypto derivatives exchanges — with historical percentile ranking to measure how extreme today's session really is. A Cumulative Volume Delta (CVD) indicator with daily reset, divergence detection, and absorption signals, built for perpetual futures. It combines Binance, Bybit, OKX, and Bitget into a single aggregated flow, then ranks it against its own history to give you objective context. █ 🧩 KEY FEATURES 🔹 Multi Exchange Aggregation Four sources (Binance, Bybit, OKX, Bitget) can be toggled independently. The aggregated delta captures cross-exchange order flow that single-source CVD cannot detect — especially during liquidations or arbitrage-driven moves. 🔹 Historical Percentile System Each session's peak CVD is stored in a rolling buffer, separated by direction (bull vs bear). The current session is ranked against this distribution to measure how extreme the flow is compared to recent history. 🔹 Live Percentile A real-time percentile tracks the current CVD value as the session develops — no need to wait for session close. 🔹 Swing Divergence Detects divergences between price and CVD structure: - Bullish: price makes lower low, CVD makes higher low - Bearish: price makes higher high, CVD makes lower high Filtered by percentile threshold and optional trend filter. 🔹 Volume Absorption Highlights conditions where price and CVD move in opposite directions under high volume: - Bullish absorption: price down, CVD up - Bearish absorption: price up, CVD down Requires elevated volume and percentile confirmation. 🔹 Visual Encoding Histogram color reflects direction and momentum. Signal markers: - Divergence bullish: dark green triangle up - Divergence bearish: blue triangle down - Absorption bullish: orange circle - Absorption bearish: purple circle Optional info table provides real-time stats. Signal examples on TRXUSDT.P (1H) — three signal types visible: - Orange circle (Absorption Bull): price dropping but CVD rising on high volume — buying pressure hidden under falling price - Blue triangle (DIV- Bearish): price making higher high but CVD making lower high — selling pressure building despite rising price - Purple circle (Absorption Bear): price rising but CVD falling on high volume — selling pressure hidden under rising price Signal examples on ETHUSDT.P (1H) — bullish signals visible: - Dark green triangles (DIV+ Bullish): price making lower lows but CVD making higher lows — buying pressure increasing despite falling price, signaling potential reversal - Orange circle (Absorption Bull): same logic as above — hidden buying under selling candles █ 🔧 HOW IT WORKS The script fetches lower-timeframe OHLCV data from each exchange using `request.security_lower_tf()`. Each intrabar volume is classified using a CLV-based model (close location within range) to estimate buying vs selling pressure. The resulting deltas are summed across all exchanges and accumulated into a daily CVD, resetting at the start of each new UTC session. █ 📖 HOW TO USE Apply the indicator to Perpetual Futures charts (.P). The symbol is auto-detected from the chart and mapped across all supported exchanges — no manual input needed. Suggested timeframe: 1H (default percentile lookback is 336 bars, which equals ~14 days on 1H charts). Signals are contextual, not standalone triggers. Use them to identify: - flow/price divergences - potential absorption zones - extreme participation conditions █ ⚙️ SETTINGS Data Sources (Perpetual Futures Only) — Enable/disable Binance, Bybit, OKX, Bitget Settings — Intrabar precision (1/5/15/60), daily reset Signals — Percentile lookback (default 336 bars, ~14 days on 1H), min percentile for divergence (75), swing length (8), trend filter SMA (20), absorption volume lookback (10) and multiplier (1.5), show/hide toggles for divergences, absorption, trend filter, and info table █ 💡 WHAT MAKES THIS DIFFERENT Most CVD indicators rely on a single exchange and lack statistical context. This script aggregates flow across venues and ranks it using a percentile system, providing a clear measure of whether current activity is extreme or routine. Bull and bear distributions are handled separately, avoiding distortion from mixed data. █ ⚠️ LIMITATIONS — Works only on perpetual futures (.P required) — Delta is estimated from OHLCV, not tick-level order book data — Exchange data availability may vary by symbol — Intrabar resolution affects precision and performance █ 📌 DISCLAIMER This is a contextual analysis tool, not a signal generator. It does not provide buy/sell signals and should not be used as a standalone trading system. Always apply proper risk management.
Indikator Pine Script®
oleh Alex975
Intrabar Order PressureDetects and visualizes significant intrabar volume bursts — defined as a cumulative volume increment above a configurable lot threshold between consecutive tick updates within a real-time candle — plotted as color-coded circles at the price level where the burst was detected. Circle size scales with burst magnitude. Green = upward price movement on the burst tick, red = downward. What it's for Spotting acute absorption and aggressive order flow within the current price movement. When significant volume clusters at a specific price level within a candle, it can indicate large players actively absorbing supply or demand. This indicator surfaces that activity directly on the chart. What it is not Not a true footprint chart. Since Pine Script has no access to aggressor side (bid/ask), the indicator uses the volume and price changes available across consecutive tick updates in the real-time candle to approximate order flow direction — bursts where price moved up are colored green, down red. Volume bursts represent batched activity across multiple transactions between tick updates, not individual orders. As these updates can only be recorded during a real-time candle’s lifecycle, historical rendering is not possible. Intended use Short-term traders and scalpers monitoring for institutional absorption, stop hunts, or momentum confirmation at key levels within the last N candles of live price action. Day traders who want to optimize their entries.
Indikator Pine Script®
oleh OGDub
AG Pro Relative Volume Pressure Map [AGPro Series]AG Pro Relative Volume Pressure Map Overview / What it does AG Pro Relative Volume Pressure Map is designed to evaluate whether relative volume is translating into efficient bullish pressure, efficient bearish pressure, inefficient two-way absorption, or possible climax behavior. Instead of treating relative volume as a standalone “high volume” condition, this script maps how that volume is interacting with candle structure, close location, wick behavior, and short-term pressure efficiency. The result is a rules-based pressure framework built to help organize active price-volume interaction directly on the chart. This script is not built as a basic RVOL meter, a generic volume spike detector, or a standalone entry engine. Its purpose is to classify whether elevated relative volume is being accepted as directional pressure, being absorbed into unstable churn, or appearing late enough to justify caution. The visual design is intentionally chart-facing. Pressure events, backdrop zones, memory trails, and the summary panel are meant to help traders read whether volume is supporting directional intent or fading into friction. It is a decision-support map, not a prediction model. Unique Edge The main difference of this script is simple: It does not ask only whether volume is above average. It asks whether above-average volume is producing usable directional pressure. That distinction matters. Many relative volume tools stop at “volume is elevated.” This script goes further and evaluates whether that elevated participation is accompanied by efficient body structure, strong close positioning, limited opposing wick pressure, and acceptable short-horizon follow-through context. In other words, it attempts to separate meaningful pressure from noisy activity. This also makes the script materially different from several other AG Pro tools: - It is not a Volume Profile framework. It does not map acceptance, rejection, POC interaction, or value-area structure. - It is not a VWMA extension tool. It does not measure dislocation from a volume-weighted moving anchor. - It is not a money-flow proxy. It does not attempt to infer broader accumulation or distribution from flow-style formulas. - It is not a breakout-quality map. It does not judge level breaks, retests, or structural invalidation around support/resistance rails. - It is not a trend regime meter. It focuses on active pressure quality around current bars rather than broad market-state classification. Its niche inside the AG Pro lineup is more specific: AG Pro Relative Volume Pressure Map focuses on whether current relative volume is being converted into directional pressure efficiently, inefficiently, or excessively. Methodology The script starts with relative volume. Current volume is compared against its recent average so the tool can determine whether participation is dry, normal, elevated, or extreme. From there, the script evaluates how price is behaving inside the same bar: - Body efficiency: how much of the total range is being expressed through the real body. - Close location: whether the bar is closing with directional conviction or fading into the middle of its range. - Opposing wick pressure: whether the active side is being challenged by rejection. - Stretch versus ATR: whether the move is becoming extended relative to recent volatility. - Optional one-bar follow-through filter: whether short-horizon continuation is present when pressure is classified. These components are combined into a pressure logic model that classifies price-volume behavior into five chart states: 1. Bull Pressure Elevated relative volume is aligned with an efficient bullish body, strong close placement, limited upper-wick resistance, and acceptable follow-through context. 2. Bear Pressure Elevated relative volume is aligned with an efficient bearish body, strong close placement, limited lower-wick resistance, and acceptable follow-through context. 3. Absorption Relative volume is elevated, but directional efficiency is weak, conflicted, or unstable. This often reflects churn, friction, or two-way participation where raw activity does not cleanly convert into directional pressure. 4. Climax Risk Relative volume is extreme and the bar is stretched enough to justify caution. The script uses this state to identify situations where pressure may be arriving in a late or inefficient form rather than in a fresh, clean expansion phase. 5. Passive No major pressure condition is active. Participation is comparatively dry, mixed, or below the threshold required for the more expressive states above. States / Alerts This script is organized around states rather than trade commands. Available state logic includes: - Bull Pressure - Bear Pressure - Absorption - Climax Risk - Pressure State Change These alerts are intended to reflect changes in price-volume character, not guaranteed opportunity. They can be used as workflow events, review prompts, or contextual filters inside a broader chart process. The panel summarizes the active environment through fields such as: - RVOL state - Current pressure state - Pressure side - Quality - Strength - Efficiency - Absorption risk and short-horizon bias The chart layer complements this with event labels, backdrop zones, and pressure memory trails so the user can see not only what state is active now, but how recent pressure has evolved across the visible structure. Why this is different from the other AG Pro scripts AG Pro Relative Volume Pressure Map was intentionally designed to avoid overlap with the existing AG Pro publication line. Where some AG Pro tools are built around breakout structure, moving-average displacement, equilibrium logic, profile interaction, or directional survival around a specific technical framework, this script stays centered on one narrower question: Is current relative volume producing efficient pressure, inefficient absorption, or late-stage risk? That makes it different in both concept and use case. For example: - A breakout-quality tool is asking whether a level event is structurally convincing. - A profile-based tool is asking whether price is accepting or rejecting volume-defined areas. - A reclaim/dislocation tool is asking whether price is stretching away from or reclaiming a known reference. - This script is asking whether participation itself is translating into directional pressure cleanly enough to matter. So even when the chart user applies multiple AG Pro tools together, this one is not meant to duplicate them. It fills a different layer of analysis: active pressure efficiency around relative volume. Key Inputs Relative Volume Length Controls the lookback used to normalize current volume versus its recent baseline. ATR Length Used for stretch evaluation and several visual placement rules. Pressure Smoothing Smooths the relative volume component to reduce one-bar noise. Use 1-Bar Follow-Through Filter Adds a simple continuation requirement so pressure states can be made more selective. Elevated RVOL Threshold Defines the point at which participation becomes meaningfully above normal. Extreme RVOL Threshold Defines the threshold used for more exceptional activity and climax-style conditions. Minimum Body Efficiency Controls how much real-body participation is required before a pressure bar is considered efficient. Strong Close Location Controls how strongly price must close toward the active side of the range. Opposing Wick Ceiling Limits how much opposing rejection can be present before directional pressure quality degrades. Climax Stretch vs ATR Controls how extended a bar must be, relative to ATR, before the script considers late-stage risk more seriously. Visual controls are also included for panel visibility, panel theme, panel font size, label density, candle coloring, backdrop display, and pressure-trail presentation. Limitations & Transparency This script does not predict future direction. It does not identify hidden order flow. It does not classify fundamental volume intent. It does not replace execution rules, risk management, or higher-timeframe context. Relative volume can expand for many reasons, and elevated participation does not guarantee continuation. In the same way, absorption or climax-style behavior can persist longer than expected before price resolves clearly. All state classifications in this tool are rules-based interpretations of chart behavior. They are useful as structured context, but they are still abstractions built from price and volume features. Users should expect false positives, missed events, and market-specific variation depending on volatility regime, instrument behavior, and timeframe selection. This script should be treated as an analytical overlay. It is designed to improve chart organization and pressure reading, not to promise outcomes. Risk Disclosure This script is provided for educational and informational purposes only. It is not financial advice, not investment advice, and not a solicitation to buy or sell any instrument. Trading and investing involve risk. Losses can exceed expectations, especially in volatile markets. Any decision made using this script should be confirmed with independent analysis, sound risk controls, and a workflow appropriate to the user’s own objectives and experience. This tool is best used as one layer inside a broader decision process, not as a standalone reason to enter, exit, or size a position.
Indikator Pine Script®
oleh AGProLabs
2
Liquidity Phantom [JOAT]Liquidity Phantom Introduction The Liquidity Phantom is an advanced open-source liquidity mapping and order flow dynamics engine that reveals where institutional money sits, how it moves, and when it strikes. It tracks unswept swing highs and lows as liquidity pools, detects phantom sweeps (institutional stop hunts), maps liquidity voids where price teleported through ranges without trading, measures gravitational pull toward nearby pools, identifies absorption pulses where passive orders absorb aggressive flow, and detects multi-factor exhaustion at price extremes. Every feature is built around a single thesis: liquidity is the invisible architecture of the market, and mapping it gives traders an edge that price action alone cannot provide. The indicator overlays directly on the price chart with dashed liquidity pool levels, sweep boxes, void ghost boxes, absorption labels, exhaustion markers, liquidity density candles, and phantom drift lines — all managed with array-based cleanup and cooldown logic to keep the chart readable. Why This Indicator Exists Institutional traders do not chase price — they hunt liquidity. Every swing high has stop-loss orders sitting above it (sell-side liquidity). Every swing low has stop-loss orders sitting below it (buy-side liquidity). Institutions need this liquidity to fill their large orders without excessive slippage. Understanding where liquidity pools form, which ones have been swept, and where voids exist in price delivery gives traders a map of institutional intent. Most indicators focus on what price has done. The Liquidity Phantom focuses on where the money is waiting to be taken. It addresses questions that standard indicators cannot answer: Where are the nearest unswept liquidity pools above and below current price? Has a pool just been swept (stop hunt completed)? Are there voids in price delivery that act as magnets for future price action? Is there absorption happening — large volume meeting price with minimal movement, indicating passive institutional orders? Is the current move exhausting — multiple factors aligning at an extreme that suggests reversal? How dense is the liquidity environment around current price? Feature 1: Liquidity Pool Tracker The foundation of the indicator. Every confirmed swing high is mapped as a sell-side liquidity pool (dashed line extending right, labeled "SELL LIQ" with the price). Every confirmed swing low is mapped as a buy-side liquidity pool (labeled "BUY LIQ"). These represent areas where retail stop-loss orders cluster — and where institutions will eventually hunt. Swing detection uses an oscillator-based method with a configurable length (default 10 bars). Pools are tracked in arrays and automatically cleaned up when the maximum pool count is reached (default 20), with the oldest pools removed first. Each pool level extends to the right as a dashed line until it is swept. The visual effect is a map of all unswept liquidity levels above and below price — the "phantom" architecture that drives institutional decision-making. Feature 2: Phantom Sweep Detector When price wicks through a liquidity pool level and closes back on the other side, it is a phantom sweep — institutional stop hunting in action. The indicator detects these events with two confirmation filters: Wick Threshold: The wick beyond the pool level must exceed a configurable ATR multiple (default 0.5x ATR). This ensures the sweep was significant, not just a tiny wick touching the level. Cooldown: After a sweep signal fires, no new sweep can fire for a configurable number of bars (default 15). This prevents signal stacking on the same event. When a sweep is confirmed: The swept pool's dashed line and label are removed from the chart A colored sweep box is drawn around the sweep candle A "PHANTOM SWEEP" label appears with the swept price level The sweep is counted in the dashboard (total bull sweeps / bear sweeps) Bullish sweeps (price wicks below a buy-side pool and closes above) are colored in amber-orange. Bearish sweeps (price wicks above a sell-side pool and closes below) are colored in ember-red. Feature 3: Liquidity Void Mapper A liquidity void occurs when price makes a large single-candle move (body exceeding a configurable ATR multiple, default 1.5x) — the market "teleported" through a range without meaningful trading. These voids represent areas of inefficient price delivery that the market tends to revisit. Voids are drawn as ghost boxes with dotted borders in a deep indigo color. The indicator tracks whether each void has been filled (price has returned to trade through the void range). Filled voids change color to a teal shade, providing a visual record of which voids have been revisited and which remain open. The dashboard tracks total void count and fill count, giving a void fill rate that indicates whether the market is efficiently filling its delivery gaps or leaving them open (a sign of strong trending). Feature 4: Gravity Index The Gravity Index measures how strongly price is being "pulled" toward nearby liquidity pools. It calculates an inverse-distance-weighted sum of all pools within 5 ATR of current price. The closer and more numerous the pools, the higher the gravity score. EXTREME (7+): Price is very close to multiple pools — high probability of a sweep or significant reaction HIGH (4-7): Several pools nearby — increased likelihood of liquidity-driven moves MODERATE (2-4): Some pools in the vicinity — normal conditions LOW (0-2): Few pools nearby — price is in clean territory The gravity score is displayed as a subtle background color that intensifies as gravity increases, creating a visual "heat map" of liquidity density around price. Feature 5: Absorption Pulse Absorption occurs when large volume meets a liquidity pool but price barely moves — the classic sign of passive institutional orders absorbing aggressive flow. The indicator detects absorption using three simultaneous conditions: Volume exceeds the configurable threshold (default 1.8x the 20-bar average) The candle body is small relative to the full range (wick ratio below 35%) Price is near a liquidity pool (within 1.5 ATR) When all three conditions align, an absorption label appears ("BUY ABSORB" or "SELL ABSORB") with the volume multiple. These are among the most valuable signals the indicator produces — they reveal the "invisible hand" of institutional passive orders that cannot be seen on a standard chart. Feature 6: Exhaustion Spectra Multi-factor exhaustion detection at price extremes. The indicator scores four exhaustion factors independently: Price extended beyond Bollinger Bands (overextension) Volume climax (exceeding 2x average) RSI at extreme levels (above 75 or below 25) Proximity to a liquidity pool in the direction of the move When three or more factors align (3/4 or 4/4), an "EXHAUSTION" label appears with the factor count. These are rare, high-conviction reversal signals that mark the point where institutional displacement has peaked and multiple independent measures confirm the extreme. Feature 7: Liquidity Density Candles Candles are colored based on how many liquidity pools exist within 5 ATR of current price. More pools nearby produce brighter, more vibrant ultraviolet candles. Fewer pools produce darker, slate-colored candles. This creates a unique heatmap effect that shows liquidity-rich zones (bright) versus liquidity-dry zones (dark) at a glance. The coloring uses color.from_gradient() mapped to the gravity score, with separate palettes for bullish and bearish candles. Feature 8: Phantom Drift Lines The indicator projects where liquidity is "migrating" by calculating the average price of recent high pools and low pools, then drawing a line at the midpoint — the liquidity gravity center. This drift line shows the central tendency of where institutional interest is concentrated and how it shifts over time. 12-Row Dashboard Row 1: Gravity Index score and classification Row 2: Nearest pool direction and distance in ATR Row 3: Active pool count (high pools + low pools) Row 4: Last sweep direction and bars ago Row 5: Total sweeps (bull + bear counts) Row 6: Void count and fill rate Row 7: Absorption pulse count Row 8: Exhaustion count Row 9: Nearby pool density (pools within 5 ATR) Row 10: Current candle volume ratio Row 11: RSI value for exhaustion context Row 12: Drift line position Input Parameters Liquidity Engine: Swing Detection Length (default 10) — sensitivity of pool detection Max Liquidity Pools (default 20) — how many pools to track simultaneously Sweep Wick Threshold (default 0.5 ATR) — minimum wick size for sweep confirmation Absorption Volume Threshold (default 1.8x) — minimum volume for absorption detection Void Min Size (default 1.5 ATR) — minimum candle body for void detection Features: Toggles for Liquidity Pool Levels, Phantom Sweep Signals, Liquidity Void Boxes, Absorption Pulse Labels, Exhaustion Spectra, Liquidity Density Candles, Phantom Drift Lines Signal Cooldown (default 15 bars) How to Use This Indicator Step 1: Map the Liquidity Landscape Identify where unswept pools sit above and below price. These are the targets that institutions will eventually hunt. Step 2: Watch for Phantom Sweeps When a pool gets swept (wick through + close back), the stop hunt is complete. The sweep direction often signals the true institutional intent — a bearish sweep of highs followed by a close below often precedes a downward move. Step 3: Monitor Gravity High gravity (multiple pools nearby) means price is in a liquidity-rich zone where reactions are likely. Low gravity means price is in clean territory where trends can extend. Step 4: Identify Absorption Absorption pulses near liquidity pools are among the strongest signals. High volume + small body + near a pool = passive institutional orders absorbing the flow. The direction of the absorption candle hints at which side the institution is on. Step 5: Respect Exhaustion When 3+ exhaustion factors align, the current move is overextended by multiple independent measures. These are high-conviction reversal zones — not guaranteed reversals, but areas where the probability of a pullback is elevated. Step 6: Use Voids as Targets Unfilled voids act as magnets. When price is trending toward an open void, expect it to fill. The void fill rate in the dashboard tells you whether the market is efficiently filling gaps or leaving them open. Limitations Liquidity pool detection is based on swing highs and lows, which are lagging by the swing detection length. Pools appear after the swing is confirmed, not in real-time. Not all swing highs/lows have significant stop-loss orders above/below them. The indicator maps potential liquidity based on structure, not actual order book data. Absorption detection uses volume and body ratio as proxies for passive institutional orders. True absorption can only be confirmed with Level 2 order book data, which is not available in Pine Script. Exhaustion signals are intentionally rare (require 3+ factors). In fast-moving markets, exhaustion may not fire before a reversal occurs. Volume data quality varies by instrument. Forex tick volume approximates but does not equal true institutional volume. Phantom sweeps can be false signals — sometimes price sweeps a level and continues in the sweep direction rather than reversing. The indicator maps historical and current liquidity dynamics. It does not predict which pool will be swept next or when. Originality Statement This indicator is original in its comprehensive liquidity-centric approach to market analysis. While swing detection and basic sweep concepts exist in other scripts, this indicator is justified because: It treats liquidity pools as tracked entities with full lifecycle management (creation at swing detection, extension as dashed levels, removal on sweep, with array-based cleanup) The Phantom Sweep Detector uses dual filtering (ATR wick threshold + cooldown) for precision that basic "price crossed level" detection lacks The Liquidity Void Mapper tracks gaps in price delivery with fill monitoring — a concept distinct from Fair Value Gaps, focused on single-candle delivery failures The Gravity Index provides a quantitative measure of liquidity pull that no standard indicator offers — inverse-distance-weighted scoring of all nearby pools Absorption Pulse detection combines volume analysis, body ratio, and pool proximity to identify passive institutional orders — a multi-factor approach not available in standard volume indicators Exhaustion Spectra uses four independent factors (BB extension, volume climax, RSI extreme, pool proximity) for high-conviction reversal detection Liquidity Density Candles create a unique heatmap visualization based on pool concentration rather than any price-based metric The combination of pool tracking, sweep detection, void mapping, gravity scoring, absorption detection, exhaustion spectra, density candles, and drift lines creates a unified liquidity analysis system not available in any single existing indicator Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Trading involves substantial risk of loss and is not suitable for all investors. Liquidity analysis reveals where stop orders likely cluster based on market structure. It does not access actual order book data and cannot confirm the presence or absence of real orders at any level. Sweep signals, absorption pulses, and exhaustion markers are probabilistic observations, not certainties. Always use proper risk management. Never risk more than you can afford to lose. The author is not responsible for any losses incurred from using this indicator. -Made with passion by officialjackofalltrades
Indikator Pine Script®
oleh officialjackofalltrades
PrecisionAlgoGuardPrecisionAlgoGuard is a market condition and trap-related behavior framework that evaluates the current market environment before directional bias is applied. Rather than generating entry or exit signals, the model analyzes structural quality and participation to classify whether conditions are clean, unstable, or cautionary. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ HOW IT WORKS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ The model evaluates each bar through a set of structural and participation-based checks, producing a condition score from 0 to 100. Higher scores reflect cleaner, more participation-supported conditions, while lower scores reflect increased noise, instability, or structural inefficiency. The condition score is derived from a weighted model combining multiple structural and participation-based factors. Thresholds and penalty values are calibrated to reflect relative changes in market behavior rather than fixed universal standards. The following conditions are evaluated independently and contribute to the score: • VWAP Pinning — Evaluates when price repeatedly stalls near VWAP with compressed range and body structure, indicating reduced directional conviction. • Wick Trap / Sweep — Highlights conditions where price briefly exceeds a recent swing high or low but fails to hold, closing back within range with a pronounced wick. • Failed Breakout — Evaluates when price moves beyond a recent structure level without sufficient participation or range expansion, then fails to maintain that level. • Absorption — Highlights when elevated volume occurs within a compressed range with a mid-bar close, suggesting supply or demand is being absorbed rather than driving price. • Churn / Wash — Evaluates periods of elevated cumulative volume over multiple bars that result in limited net price movement. • Low Volatility Compression — Uses ATR percentile rank to identify when current volatility is within the lower range of recent activity. • Squeeze Pressure — Highlights sustained directional closes with increasing volume and shallow pullbacks, indicating potential directional pressure building. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ CONDITION STATES ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Based on the score and active conditions, the model classifies the environment into one of five states: • Elevated Risk Conditions — Absorption or failed breakout conditions are present, or the score is critically low. • Caution — One or more warning conditions are active, or the score has declined into a cautionary range. • Long Bias Active — Conditions are favorable and a majority of directional factors align on the bullish side. • Short Bias Active — Conditions are favorable and a majority of directional factors align on the bearish side. • Neutral Conditions — Conditions are favorable, but directional factors are mixed or inconclusive. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ HOW TO USE ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Use the condition score and state classification to assess the current market environment before forming a directional view. Elevated Risk and Caution states may reflect unstable or low-quality conditions, while bias states reflect alignment across multiple factors when conditions are more favorable. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ADAPTIVE BEHAVIOR TUNING ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Internal thresholds automatically adjust based on instrument type and market-cap profile. The same script responds differently on a nano-cap momentum stock, a large-cap equity, an ETF, or a crypto chart without requiring manual retuning. Supported tiers: Nano Cap, Micro Cap, Small Cap, Mid Cap, Large Cap, ETF, Crypto. ETF profiles apply tighter structure requirements and higher participation thresholds. Crypto profiles apply wider volatility tolerance and softer sensitivity to structural noise. Auto-detection is enabled by default, with manual override available in settings. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ DISPLAY ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ The overlay label displays the condition score, active state, detection tags, bull/bear factor counts, and detected instrument tier. Label position, font size, candle highlighting, and bar coloring are configurable. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ALERTS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Alert conditions are available for state transitions and individual condition triggers, including Elevated Risk Conditions, Caution, Absorption, Failed Breakout, Wick Trap, Churn, Squeeze, Long Bias Active, and Short Bias Active. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ IMPORTANT ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ PrecisionAlgoGuard is designed to provide market context, not trading signals or recommendations. Condition states are descriptive and may update in real time as new bars develop. This script is provided for educational and informational purposes only and does not constitute financial advice. Always perform your own analysis before making trading decisions.
Indikator Pine Script®
oleh MohaveTrader
Stratum Depth Profile [JOAT]Stratum Depth Profile Introduction The Stratum Depth Profile is an open-source volume profile indicator built in Pine Script v6. It calculates and displays a real-time Volume Profile histogram directly on the price chart, identifying the Point of Control (POC), Value Area High (VAH), Value Area Low (VAL), and classifying price zones as High Volume Nodes (HVN) or Low Volume Nodes (LVN). The indicator separates buying and selling volume within each price level, calculates a context score based on where price sits relative to the profile, and detects institutional signals like POC reclaims, Value Area breakouts, absorption events, and delta imbalances. Unlike simple volume bars beneath the chart, this indicator maps volume across price levels to show where the most trading activity occurred. The POC represents the price level with the highest traded volume — a natural magnet for price. The Value Area contains the configurable percentage (default 70%) of total volume, defining the range where most participants agreed on value. Price outside the Value Area is in a statistical extreme and tends to revert or accelerate. Why This Indicator Exists Volume Profile is one of the most powerful tools in institutional trading, but most implementations on TradingView either require paid subscriptions, lack delta separation, or do not provide context scoring. This indicator addresses those gaps: Full Volume Profile Calculation: Bins volume across configurable price levels over a lookback period, producing a true histogram of volume by price Bull/Bear Delta Separation: Each price level's volume is split into buying volume (close > open candles) and selling volume (close < open candles), revealing who controls each level POC / VAH / VAL Detection: Automatically identifies the Point of Control and expands outward to find the Value Area boundaries containing the specified percentage of total volume Context Scoring: A 0-100 score based on price position relative to the profile (above VAH, at POC, below VAL, etc.) combined with SMA alignment, giving a quick read on the current market context Institutional Signal Detection: POC Reclaim, POC Rejection, VA Breakout, Absorption, Delta Imbalance, and Zone Shift events with anti-overlap cooldowns HVN/LVN Classification: Identifies which price levels have concentrated volume (support/resistance) versus thin volume (fast-move zones) How Volume Profile Calculation Works The indicator divides the price range of the lookback period into a configurable number of rows (default 24). For each bar within the lookback, it determines which price bin the bar's activity falls into and accumulates volume. The calculation separates bullish and bearish volume: // For each bar in the lookback, assign volume to the appropriate price bin // Bullish volume: bars where close > open // Bearish volume: bars where close < open // POC = price bin with the highest total volume // Value Area = expand from POC until cumulative volume >= vaPct% of total The POC is the single price level where the most volume was traded — it acts as a magnet because it represents the price at which the most participants found value. The Value Area expands symmetrically from the POC, adding the next-highest adjacent bins until the specified percentage of total volume is captured. Bull/Bear Delta at Each Level What makes this profile unique is the delta separation within each price bin. Instead of just showing total volume, the histogram displays bullish volume (green/teal) and bearish volume (pink/red) side by side at each price level. This reveals: A POC dominated by buying volume suggests buyers control the key level — bullish bias A POC dominated by selling volume suggests distribution — bearish bias VAH with heavy selling indicates resistance with institutional distribution VAL with heavy buying indicates support with institutional accumulation Levels where bull and bear volume are roughly equal indicate genuine two-way auction — balanced market Context Scoring System The context score (0-100) provides an at-a-glance assessment of the current market state relative to the volume profile: Price Zone Component: Where price sits relative to POC, VAH, and VAL. Price above VAH or below VAL scores higher (trending/breakout conditions). Price near POC scores for mean-reversion potential. SMA Alignment Component: Whether the 20, 50, and 200 SMAs are aligned in a trending configuration. Full bull alignment (20 > 50 > 200) or bear alignment adds to the score. POC Proximity: How close price is to the POC level — useful for identifying mean-reversion opportunities or confirming that price is at a key decision point. Delta Direction: Whether the current cumulative delta supports the price direction. Institutional Signals The indicator detects six types of institutional events, each with anti-overlap cooldowns to prevent label stacking: POC Reclaim: Price crosses above the POC after being below it — indicates buyers are reclaiming the most-traded level, often a bullish continuation signal POC Rejection: Price approaches the POC and reverses away — the POC is acting as resistance or support VA Breakout: Price closes outside the Value Area — a statistical extreme that often leads to trend continuation or a sharp reversion Absorption: High volume with small price range (Wyckoff Effort vs Result) — institutional orders are being filled without moving price, often preceding a directional move Delta Imbalance: The buy/sell volume ratio at the current level is heavily skewed, indicating one-sided institutional flow Zone Shift: The Value Area boundaries shift significantly between profile recalculations, indicating a change in the accepted value range Visual Design The indicator uses a "Midnight Neon" color theme with electric blues, hot pinks, neon violets, and lime accents on a dark background: VP Histogram: Horizontal bars drawn as boxes, with bull volume in neon teal and bear volume in hot pink. A sin-based gradient provides smooth color transitions across the histogram. POC Line: Bright electric blue line at the highest-volume price level, with a label showing the exact price VAH/VAL Lines: Neon violet lines marking the Value Area boundaries SMA Lines: 20/50/200 SMAs with neon glow effect for trend context Signal Labels: Color-coded labels for each institutional signal type with cooldown-based anti-overlap Context Score: Displayed in the HUD with color coding (green for high scores, amber for moderate, red for low) HUD Dashboard The real-time HUD displays key metrics: POC price level and proximity state (At POC, Near POC, Away) VAH and VAL price levels with current zone (Above VA, In VA, Below VA) Context Score (0-100) with color coding POC Delta direction (Buyers/Sellers/Balanced) Current Delta value and direction Effort/Result ratio (Wyckoff absorption detection) SMA Alignment state (Bull Aligned, Bear Aligned, Mixed) Volume Ratio (current vs 20-bar average) Imbalance classification Input Parameters Volume Profile: Lookback (bars): Number of bars to calculate the profile over (default: 100) Price Levels: Number of horizontal bins to divide the price range into (default: 24) Value Area %: Percentage of total volume to include in the Value Area (default: 70%) Display: Display Mode: Full (histogram + lines), Minimal (lines only), or Off Histogram Width: How many bars wide the histogram extends (default: 12) Show SMA Lines: Toggle 20/50/200 SMA overlay Show Signals: Toggle institutional signal labels Signal Cooldown: Minimum bars between signals (default: 5) Show HUD Panel: Toggle the information dashboard How to Use This Indicator Step 1: Identify the Value Area The area between VAH and VAL represents where 70% of volume was traded. Price inside this range is in "fair value." Price outside is in a statistical extreme. Step 2: Watch the POC The POC is the strongest magnet on the chart. If price is away from the POC, expect a pull back toward it unless strong momentum keeps price moving. If price is at the POC, watch for a directional break. Step 3: Read the Delta Check whether the POC is buyer-dominated or seller-dominated. A buyer-dominated POC in a bullish SMA alignment is a strong confluence for longs. A seller-dominated POC with bearish alignment favors shorts. Step 4: Use Signals for Timing POC Reclaim and VA Breakout signals provide timing for entries. Absorption signals warn that a move is being loaded. Delta Imbalance confirms directional conviction. Step 5: Context Score for Quick Assessment A context score above 70 suggests strong directional conditions. Below 30 suggests choppy or mean-reverting conditions. Use this to decide whether to trade aggressively or wait. Best Practices Volume Profile is most meaningful on instruments with reliable volume data — major forex pairs, large-cap equities, crypto majors The lookback period should match your trading timeframe. Day traders might use 50-100 bars on a 5-minute chart. Swing traders might use 100-200 bars on a 1-hour chart. More price levels (rows) give finer resolution but can make the histogram harder to read. 20-30 rows is a good balance. The POC is not a guaranteed support/resistance level — it is a probability zone. Use it with other confluence factors. VA Breakouts can be false. Confirm with volume and momentum before trading a breakout above VAH or below VAL. The delta separation is estimated from candle direction (close vs open), which is an approximation. True tick-level delta requires exchange data not available in Pine Script. During low-volume periods, the profile may be less representative of true institutional positioning. Limitations Volume Profile calculation is computationally intensive. Very large lookback periods (500+ bars) with many price levels may slow chart loading. The profile is recalculated on each bar, so the POC and VA boundaries can shift as new volume data arrives. This is by design — the profile reflects the most current volume distribution. Buy/sell volume separation uses candle direction as a proxy, not actual order flow data. This is the standard approximation available in Pine Script. The indicator draws boxes for the histogram, which counts against TradingView's drawing object limits. The max_boxes_count is set to 500. On instruments with inconsistent volume reporting (some forex brokers, illiquid stocks), the profile may not accurately represent true volume distribution. The context score is a heuristic, not a statistical model. It provides a useful summary but should not be the sole basis for trading decisions. Technical Implementation Built with Pine Script v6 using: Custom volume profile calculation with configurable resolution and lookback Bull/bear volume separation at each price bin Value Area expansion algorithm (symmetric outward from POC) Pre-allocated drawing objects updated via set() methods for performance Sin-based gradient coloring for smooth histogram visual transitions barstate.isconfirmed gating on all signal generation Anti-overlap cooldown system for institutional signals SMA alignment scoring integrated with profile-based context Alert conditions for POC Reclaim, VA Breakout, Absorption, Delta Imbalance, and Zone Shift Originality Statement This indicator is original in its integration of volume profile analysis with institutional signal detection and context scoring. While volume profile calculation is a known concept, this indicator is justified because: It combines VP histogram visualization with real-time bull/bear delta separation at each price level, revealing who controls each zone The context scoring system synthesizes price position, SMA alignment, POC proximity, and delta direction into a single actionable metric Institutional signal detection (POC Reclaim, Absorption, Delta Imbalance) is derived directly from the volume profile data rather than being a separate overlay The sin-based gradient coloring and Midnight Neon theme provide clear visual hierarchy without the visual noise common in VP indicators Pre-allocated drawing objects with set() updates provide significantly better performance than creating/deleting objects each bar The HVN/LVN classification helps traders quickly identify where price will find support/resistance versus where it will move quickly Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Volume Profile analysis shows where volume was traded historically — it does not predict where price will go. The POC, VAH, and VAL are probability zones, not certainties. Past volume distributions do not guarantee future price behavior. Always use proper risk management and never risk more than you can afford to lose. The author is not responsible for any losses incurred from using this indicator. -Made by officialjackofalltrades
Indikator Pine Script®
oleh officialjackofalltrades
Vestige Liquidity Terrain [JOAT]Vestige Liquidity Terrain Introduction The Vestige Liquidity Terrain is an open-source liquidity analysis indicator built in Pine Script v6. It detects, scores, and tracks liquidity zones — price levels where resting stop orders and limit orders tend to cluster — using pivot-based detection, volume-weighted intensity, a multi-factor scoring system, sweep tracking, and trade planning overlays. The indicator identifies where liquidity exists, how strong each zone is, whether it has been swept, and which zones are the most probable targets for price to reach next. Liquidity is the fuel that moves markets. Institutional traders need liquidity to fill large orders, and they often engineer price moves toward areas where stop orders are concentrated. Understanding where liquidity sits, how fresh it is, and whether it has confluence with key levels gives traders a significant edge in anticipating where price is likely to travel. Why This Indicator Exists Most liquidity zone indicators simply draw boxes at swing highs and lows. They treat all zones equally and provide no context about which zones matter most. This indicator goes further: Pivot-Based Zone Detection: Uses configurable left/right pivot bars to identify swing highs and lows where resting orders accumulate. Zones are padded by a tick-based distance to account for the cluster of stops around a level. Volume-Weighted Intensity: Each zone's creation is filtered by normalized volume. Only zones formed during meaningful volume activity are tracked, filtering out noise from thin-market pivots. Zone Merging: When a new pivot forms within a configurable tick distance of an existing zone, the zones are merged rather than stacked. This prevents redundant zones and reflects the reality that nearby levels form a single liquidity pool. Multi-Factor Scoring (0-100): Each zone receives a dynamic score based on touches, freshness, confluence with key levels, reaction speed, session alignment, and regime context. This score determines visual prominence and whether the zone qualifies as a trade planning target. Sweep Tracking: When price sweeps through a zone, the event is recorded. Swept zones receive a score penalty because their liquidity has been partially consumed. Trade Planning Targets: The nearest high-scoring zones above and below current price are highlighted as potential targets, with dashed lines extending forward and score labels. Zone Scoring System The scoring system is what separates this indicator from basic liquidity zone tools. Each zone's score is computed from multiple factors: Touch Score (max 60): Each time price touches a zone without sweeping it, the zone gains 12 points. More touches mean more orders have accumulated at that level. Capped at 60 to prevent over-weighting. Freshness (max 40): Newer zones score higher. The freshness component starts at 40 and decays by 0.8 points per bar of age. Old, stale zones that have not been tested lose relevance. Confluence (max 40): Proximity to key institutional levels adds 10 points each. The indicator checks confluence with Prior Day High, Prior Day Low, Prior Week High, Prior Week Low, VWAP, Opening Range High, and Opening Range Low. A zone that aligns with multiple key levels is significantly more important. Reaction Speed (max 22): The ratio of fast reactions (price bouncing within 2 bars of touching the zone) to total reactions. Zones that produce quick, sharp reactions are more likely to hold in the future. Session Alignment: The ratio of RTH (Regular Trading Hours) touches to overnight touches modifies the score. Zones tested during high-liquidity sessions carry more weight. Score modifiers are then applied: Recently swept zones receive a 0.55x multiplier — their liquidity is partially consumed Midday zones without confluence receive a 0.60x penalty — low-conviction levels Open Drive zones with few touches receive a 0.75x penalty — too early to confirm Power Hour zones with confluence receive a 1.10x boost — high-conviction late-session levels Trend-aligned zones receive a 1.05x boost Mean-reversion zones without confluence receive a 0.70x penalty Regime Detection The indicator includes its own regime detection engine based on VWAP slope analysis: Trend Up: VWAP slope exceeds the threshold AND price is at or above VWAP — directional momentum is present Trend Down: VWAP slope is below the negative threshold AND price is at or below VWAP Mean Reversion: VWAP slope is flat (within threshold) AND price is within a configurable band of VWAP — range-bound conditions Mixed: Conditions do not clearly fit any category The regime state feeds into the zone scoring modifiers. In a trending regime, zones aligned with the trend direction receive a boost. In mean-reversion conditions, zones without confluence are penalized because they are less likely to produce clean reactions. A confidence percentage is calculated for each regime classification, giving traders a sense of how clearly the market fits the detected state. Sweep Detection and Classification When price moves through a liquidity zone, the indicator records a sweep event: The sweep bar and price are stored for each zone A "SWEEP" label is placed on the chart with configurable display modes (Off, First Only, Recent Only) Swept zones receive a significant score penalty (0.55x multiplier) A cooldown prevents multiple sweep labels from stacking on adjacent bars The sweep price is tracked separately from the zone price, allowing analysis of how far price extended beyond the zone Sweeps are important because they represent liquidity being consumed. A zone that has been swept once still has some residual significance (remaining orders), but its primary liquidity pool has been tapped. Trade Planning Overlays The indicator identifies the nearest high-scoring zones above and below current price as potential targets: Only zones with scores above a configurable minimum (default 60) qualify as targets Target lines are drawn as dashed lines extending forward by a configurable number of bars Each target line includes a label showing the zone's score percentage This gives traders a clear view of where the nearest significant liquidity sits in each direction Visual Design The indicator uses a "Deep Ocean" color theme — bioluminescent aqua, deep ocean blue, coral orange, tidal cyan, kelp green, and pearl white on an abyssal dark background: Zone Boxes: Color reflects directional expectation (continuation vs rejection blend). Opacity adapts to distance from price, age, and score — nearby fresh high-score zones are more visible, distant old low-score zones fade. Border Width: Score-based — zones scoring 80+ get 3px borders, 50+ get 2px, others get 1px Sweep Labels: Coral-colored "SWEEP" labels at the sweep location Target Lines: Dashed lines in bioluminescent aqua (above) and coral (below) with score labels Key Levels: PDH/PDL, PWH/PWL drawn as reference lines with theme-aware colors Opening Range: ORH/ORL lines marking the first N minutes of the session VWAP: Plotted as a reference line for regime context HUD Dashboard The real-time HUD displays: Key level prices and distances: PDH, PDL, PDC, PWH, PWL, ORH, ORL Nearest liquidity targets above and below with scores Current regime state with confidence percentage Time-of-day classification (Open Drive, Midday, Power Hour, RTH, Off) Active zone count Input Parameters Zone Detection: Pivot Left/Right Bars: Lookback for swing detection (default: 5/3) Max Zones Stored: Maximum tracked zones (default: 20) Zone Padding: Tick-based padding around pivot levels (default: 6) Merge Distance: Tick distance for merging nearby zones (default: 10) Volume Filter: Minimum normalized volume for zone creation (Low/Mid/High) Zone Scoring: Min Score to Draw: Minimum score for a zone to be visible (default: 25) Max Visible Zones: Limit on simultaneously displayed zones (default: 10) Reaction Window: Bars to check for reaction after touch (default: 6) Reaction Move: Tick threshold for a valid reaction (default: 14) Fast Reaction: Maximum bars for a "fast" reaction classification (default: 2) Context: VWAP Slope Length: Lookback for regime detection (default: 20) Trend Slope Threshold: Minimum slope for trend classification Mean-Reversion Band: Maximum distance from VWAP for MR classification Time-of-Day periods: Open Drive, Midday, Power Hour boundaries Trade Planning: Min Score for Targets: Minimum zone score to qualify as a target (default: 60) Extend Bars: How far forward target lines extend (default: 200) How to Use This Indicator Step 1: Identify High-Score Zones Focus on zones with scores above 60. These have multiple touches, are relatively fresh, and have confluence with key levels. They represent the most significant liquidity pools. Step 2: Check the Regime In a trending regime, liquidity zones in the trend direction are more likely to be swept (taken out) as price reaches for stops. In mean-reversion conditions, zones are more likely to produce bounces. Step 3: Use Targets for Trade Planning The trade planning lines show you where the nearest significant liquidity sits. In a long trade, the target above is your potential take-profit area. The target below is where your stop might be hunted. Step 4: Watch for Sweeps When a zone is swept, its liquidity has been consumed. This often precedes a reversal as the institutional objective (filling orders) has been achieved. A sweep at a high-score zone with confluence is a particularly strong reversal signal. Step 5: Monitor Zone Lifecycle Zones are born, tested, and eventually swept or aged out. Fresh zones with rising touch counts are gaining significance. Old zones with no recent touches are losing relevance. The scoring system handles this automatically. Best Practices Liquidity analysis works best on instruments with reliable volume data and sufficient market depth Higher-timeframe zones (1H, 4H) tend to be more significant than lower-timeframe zones Zones with confluence (near PDH/PDL, PWH/PWL, VWAP) are significantly more reliable than isolated zones Not all sweeps lead to reversals — sometimes price sweeps through and continues. Confirm with other analysis. The regime detection helps contextualize zones but is not infallible. Use it as one input among many. Adjust the volume filter based on your instrument. Highly liquid instruments may need "High" to filter noise. Less liquid instruments may need "Low" to detect zones at all. The merge distance should be calibrated to your instrument's typical spread and tick size Limitations Pivot-based zone detection has an inherent delay equal to the right-bar lookback period The scoring system uses heuristics, not a statistical model. Scores indicate relative importance, not probability. Volume-based filtering requires reliable volume data. Forex volume from most brokers represents tick volume, not true exchange volume. Zone merging can occasionally combine zones that a manual analyst would keep separate The indicator tracks a maximum number of zones. In very active markets, older zones may be pruned before they are swept. Sweep detection is based on price crossing through the zone boundary. It does not distinguish between genuine institutional sweeps and random price fluctuations through a level. Time-of-day and session features are most relevant for instruments with clear session structures (equities, futures). 24-hour markets like crypto may benefit less from session-based scoring. Technical Implementation Built with Pine Script v6 using: 16 parallel arrays for comprehensive zone data tracking (price, type, touches, scores, reactions, etc.) Zone merging algorithm that consolidates nearby pivots into single liquidity pools Multi-factor scoring function with session, regime, and time-of-day modifiers Distance-based and age-based visual fading for clean chart presentation Score-based border width for visual hierarchy Directional expectation coloring (continuation vs rejection blend) VWAP slope-based regime detection with confidence calculation Trade planning line management with score-filtered target identification Sweep tracking with cooldown and configurable display modes Alert conditions for sweeps, regime changes, and high-score zone creation Originality Statement This indicator is original in its comprehensive liquidity zone lifecycle management. While pivot-based zone detection exists in other scripts, this indicator is justified because: The multi-factor scoring system (touches, freshness, confluence, reaction speed, session alignment, regime modifiers) provides a quantified assessment of zone significance not available in basic zone indicators Zone merging prevents the visual clutter of overlapping zones at similar price levels Sweep tracking with score penalties creates a dynamic zone lifecycle — zones are born, tested, scored, swept, and aged out Regime-aware scoring modifiers adjust zone significance based on current market conditions Time-of-day integration (Open Drive, Midday, Power Hour) reflects the reality that liquidity behavior changes throughout the trading session Trade planning overlays with score-filtered targets provide actionable forward-looking information The Deep Ocean theme provides intuitive visual hierarchy where zone importance is immediately apparent from color intensity and border width Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Liquidity zone analysis identifies areas of probable order concentration based on historical price behavior — it does not predict future price movement. Zones can be swept without reversing, and high-score zones can fail. Past liquidity patterns do not guarantee future behavior. Always use proper risk management and never risk more than you can afford to lose. The author is not responsible for any losses incurred from using this indicator. -Made by officialjackofalltrades
Indikator Pine Script®
oleh officialjackofalltrades
Gravity Reactor [by Oberlunar]Gravity Reactor is a structural trading engine built around one central idea: price does not move only in trend or only in reversion, but continuously oscillates around a dynamic gravity center. This center is computed from the fast/mid/slow moving-average stack, and the script measures the gravity gap as the ATR-normalized distance between price and that centroid. From there, the model evaluates whether the market is in compression, directed expansion, or overstretched displacement. The rationale is to distinguish between two very different situations that are often confused by conventional indicators. A move away from gravity can be the start of a real expansion, or it can be an exhaustion event ready to mean-revert. For that reason, Gravity Reactor does not rely on simple MA crosses or isolated momentum spikes. It combines gravity distance, stack alignment, distance velocity, volume pressure, and multi-timeframe agreement into a single structural score. This score is then interpreted through two operative regimes: Thrust, when compression releases into a confirmed directional move, and Snapback, when price reaches an extreme displacement and shows signs of absorption or rebalancing. Visually, the script puts gravity in the foreground through lane heatmaps that display local gravity and higher-timeframe gravity states side by side, so the trader can immediately see whether the chart is aligned, fragmented, or overstretched across scales. The goal is to detect where the price stands relative to its internal market geometry and whether that displacement is being reinforced or rejected. Oberlunar ◉✦
Indikator Pine Script®
oleh oberlunar_tr
Volume Flow Analysis [UAlgo]Volume Flow Analysis is a price mapped volume study that distributes historical activity across price levels and separates that activity into directional pressure, stealth style movement, imbalance zones, absorption zones, Point of Control, Value Area, and profile shape. Instead of reading volume only bar by bar, the script converts a rolling section of chart history into a horizontal market map where each price level receives its own buy pressure, sell pressure, and movement efficiency profile. The script works on the latest bar and rebuilds the full map from a rolling historical window. That window can either use the full user selected lookback or a shorter effective depth when decay is enabled. This gives more recent bars a stronger influence while older bars gradually lose weight. The result is a profile that can behave either like a stable historical map or like a more adaptive flow view depending on the selected decay factor. Inside each price bucket, the script estimates directional pressure by splitting volume into buy side and sell side portions based on where price closed inside the bar range. It then distributes those portions across all buckets touched by the bar using proportional overlap. At the same time, it builds a separate stealth flow style measure based on range per unit of volume, which acts as a proxy for how much price movement occurred relative to participation. From there, the script identifies the Point of Control, expands outward to build the seventy percent Value Area, classifies the overall profile shape, highlights extreme buy or sell imbalances, detects absorption style conditions, and optionally extends those key zones across the historical range. A legend table summarizes the active state of the map so the user can read the distribution quickly. In practical use, Volume Flow Analysis is useful for studying where participation concentrated, where directional pressure was strongest, where flow became unbalanced, and whether the profile currently resembles a balanced, short covering, long liquidation, or double distribution structure. 🔹 Features 🔸 Price Bucket Volume Mapping The script divides the active price range into user defined buckets and allocates volume into those levels according to actual price overlap. This creates a true horizontal flow map instead of a simple vertical volume display. 🔸 Buy Pressure and Sell Pressure Separation Each price bucket stores both estimated buy side volume and estimated sell side volume. These two components are then drawn side by side so the user can see which side dominated each price level. 🔸 Decay Weighted Historical Memory Older bars can gradually lose influence through the decay factor. This lets the profile emphasize fresher activity while still preserving historical structure. 🔸 Stealth Flow Layer The script includes an additional stealth flow style metric based on range relative to volume. This highlights zones where price moved efficiently with relatively less participation. 🔸 Point of Control and Value Area The indicator automatically finds the highest volume bucket as the Point of Control and expands from that level until seventy percent of total volume is captured to form the Value Area. 🔸 Imbalance Detection Price levels with one sided pressure above the selected imbalance ratio are highlighted as buy or sell imbalance zones. These can also be extended across the profile range. 🔸 Absorption Detection Buckets with unusually high total volume but unusually low stealth flow are marked as absorption. This can suggest heavy participation with reduced price efficiency. 🔸 Profile Shape Classification The script classifies the overall profile as D shape, B shape, P shape, or b shape using the distribution of volume across the upper, middle, and lower thirds of the profile. 🔸 Range Box and Historical Scope Label A dashed range box shows the active calculation window and displays the effective number of bars used in the current map. 🔸 Built In Legend and Summary Table A table in the lower right corner explains the map colors and also reports the current buy sell balance, profile shape, and whether imbalance or absorption layers are active. 🔹 Calculations 1) Determining the Effective Historical Window int nCalc = i_decay == 1.0 ? i_lookback : int(math.ceil(math.log(0.01) / math.log(i_decay))) int N = math.max(1, math.min(nCalc, i_lookback)) N := math.min(N, bar_index) This is the first major step of the script. If decay is set to 1.0, the script simply uses the full user selected lookback. If decay is below 1.0, the script solves for how many bars are needed until the decay weight falls to roughly one percent of its original value. That value becomes the effective calculation depth. Then the script clamps that depth so it never exceeds the lookback input and never exceeds available chart history. So the map can behave in two different ways: a full fixed history profile, or a dynamically shortened profile where older bars become practically irrelevant. 2) Finding the Active Price Range and Bucket Size float pH = high float pL = low for i = 0 to N - 1 pH := math.max(pH, high ) pL := math.min(pL, low ) float bSz = (pH - pL) / i_buckets This block establishes the vertical bounds of the map. The script scans the effective historical window and finds the highest price and lowest price inside it. Then it divides that full range by the selected number of price levels. The result is the bucket size, which determines the height of every price cell in the flow map. So the whole analysis space is always defined by the actual recent trading range rather than by arbitrary static levels. 3) Initializing Buy, Sell, and Stealth Arrays array bVol = array.new(i_buckets, 0.0) array sVol = array.new(i_buckets, 0.0) array stV = array.new(i_buckets, 0.0) These three arrays are the main storage layer of the profile. bVol stores buy pressure per bucket. sVol stores sell pressure per bucket. stV stores the stealth flow style metric per bucket. As each historical bar is processed, its weighted contribution is distributed into these arrays according to price overlap. So the script is building three parallel price maps at the same time. 4) Splitting Each Bar Into Buy and Sell Pressure float b_v = rng == 0 ? (v_i / 2) : (v_i * (c_i - l_i) / rng) float s_v = v_i - b_v This is the directional volume model. If a bar has zero range, volume is split evenly between buy side and sell side. Otherwise, the script estimates buy pressure from where the close sits inside the bar range. A close nearer the high gives more weight to buy pressure. A close nearer the low gives less weight to buy pressure. Sell pressure is simply the remainder. This is not exchange level aggressor data, but it is a practical price location based estimate of directional pressure inside each candle. So every bar contributes both a buy component and a sell component to the profile. 5) Defining the Stealth Flow Proxy float st_m = v_i == 0 ? rng : rng / v_i This line creates the stealth flow style measurement. The idea is simple. If price covers a relatively large range with relatively little volume, the ratio becomes larger. If price needs heavy volume to achieve the same range, the ratio becomes smaller. So this metric behaves like a movement efficiency proxy: higher values suggest cleaner movement per unit of volume, lower values suggest heavier participation per unit of movement. It is important to interpret this as a derived proxy rather than a direct exchange measured stealth order flow. 6) Applying Decay Weight to Historical Bars float d_m = math.pow(i_decay, i) Every historical bar receives a decay multiplier based on how far back it is. The most recent bar gets the largest weight. Older bars receive progressively smaller weights as long as decay is below one. This means the final profile is not just a raw accumulation of past activity. It is a weighted accumulation where recent flow can dominate older structure if the user wants a more adaptive map. 7) Distributing a Bar Across All Touched Buckets int minIdx = math.max(0, math.floor((l_i - pL) / bSz)) int maxIdx = math.min(i_buckets - 1, math.floor((h_i - pL) / bSz)) for j = minIdx to maxIdx float b_min = pL + j * bSz float b_max = b_min + bSz float ovr = math.max(0, math.min(h_i, b_max) - math.max(l_i, b_min)) if ovr > 0 float prop = ovr / rng bVol.set(j, bVol.get(j) + b_v * prop * d_m) sVol.set(j, sVol.get(j) + s_v * prop * d_m) stV.set(j, stV.get(j) + st_m * prop * d_m) This is one of the most important calculations in the whole script. For every bar, the script determines which price buckets were touched by that bar. It then measures how much of the bar overlapped each bucket. That overlap fraction is used to distribute buy pressure, sell pressure, and stealth flow into the correct levels. So if a bar spends more of its range inside a given bucket, more of its volume contribution goes into that bucket. This makes the map much more realistic than assigning the full bar volume to only one price level. 8) Handling Zero Range Bars else int idx = math.max(0, math.min(i_buckets - 1, math.floor((c_i - pL) / bSz))) bVol.set(idx, bVol.get(idx) + b_v * d_m) sVol.set(idx, sVol.get(idx) + s_v * d_m) stV.set(idx, stV.get(idx) + st_m * d_m) If a bar has no range, the script cannot distribute it by overlap. In that case, it assigns the full weighted contribution to the bucket containing the close. This ensures that flat or compressed bars still contribute to the profile without breaking the overlap logic. 9) Building Total Volume, Point of Control, and Summary Totals float tVolMax = 0.0 float stMax = 0.0 float stMin = 1e10 int poc = 0 float pocV = 0.0 float sumV = 0.0 array tVol = array.new(i_buckets, 0.0) for j = 0 to i_buckets - 1 float t = bVol.get(j) + sVol.get(j) float st = stV.get(j) tVol.set(j, t) sumV += t if t > tVolMax tVolMax := t if t > pocV pocV := t poc := j After all bars are processed, the script combines buy and sell pressure for each bucket into total volume. At the same time, it calculates: the total profile volume, the maximum bucket volume, the Point of Control bucket, and the minimum and maximum stealth values. The Point of Control is simply the bucket with the largest accumulated total volume. So this stage turns the raw arrays into a complete profile summary. 10) Calculating the Seventy Percent Value Area float trg = sumV * 0.70 float cur = pocV int vH = poc int vL = poc while cur < trg and (vH < i_buckets - 1 or vL > 0) float vUp = vH < i_buckets - 1 ? tVol.get(vH + 1) : -1.0 float vDn = vL > 0 ? tVol.get(vL - 1) : -1.0 if vUp >= vDn and vUp >= 0 vH += 1 cur += vUp else if vDn > vUp and vDn >= 0 vL -= 1 cur += vDn else break This is the Value Area expansion algorithm. The script starts at the Point of Control and keeps adding the next larger neighboring bucket, either above or below, until the accumulated total reaches seventy percent of overall profile volume. The upper and lower boundaries of that expansion become the Value Area High and Value Area Low. So the Value Area always forms around the Point of Control and grows toward whichever neighboring levels contain the most activity. 11) Classifying the Profile Shape float vTop = 0.0 float vMid = 0.0 float vBot = 0.0 int third = math.floor(i_buckets / 3) for j = 0 to i_buckets - 1 float v = tVol.get(j) if j < third vBot += v else if j < third * 2 vMid += v else vTop += v string shp = "D-Shape (Balanced)" if vTop > sumV * 0.20 and vBot > sumV * 0.20 and vMid < sumV * 0.50 shp := "B-Shape (Double Dist)" else if poc > i_buckets * 0.5 and vTop > vBot * 1.3 shp := "P-Shape (Short Covering)" else if poc < i_buckets * 0.5 and vBot > vTop * 1.3 shp := "b-Shape (Long Liquidation)" The script divides the profile into upper, middle, and lower thirds and compares how much volume sits in each section. If upper and lower thirds both carry meaningful volume while the middle is relatively weak, the script labels the profile as a B shape. If the Point of Control sits high and the upper section dominates, it labels the profile as a P shape. If the Point of Control sits low and the lower section dominates, it labels the profile as a b shape. Otherwise, the default label is D shape. So the shape classifier is reading where the distribution is concentrated and how balanced it looks across the full price range. 12) Computing the Average Stealth Level float avgSt = 0.0 int stCnt = 0 for j = 0 to i_buckets - 1 if stV.get(j) > 0 avgSt += stV.get(j) stCnt += 1 avgSt := stCnt > 0 ? avgSt / stCnt : 0.0 This block computes the average positive stealth value across all populated buckets. That average later becomes part of the absorption logic. Buckets with much lower than average stealth, combined with very high total volume, are flagged as absorption. So the script uses the stealth map not only for display width, but also for analysis. 13) Detecting Imbalances and Absorption bool imbB = i_showImb and s > 0 and b / s >= i_imbRatio bool imbS = i_showImb and b > 0 and s / b >= i_imbRatio bool absr = i_showAbs and t > avgV * 1.5 and st < avgSt * 0.5 These are the main analytical event conditions. A buy imbalance exists when buy pressure is at least the selected ratio times larger than sell pressure. A sell imbalance exists when sell pressure is at least the selected ratio times larger than buy pressure. Absorption is defined differently. It requires: total bucket volume above one and a half times the average bucket volume, and stealth flow below half the average stealth value. That means the bucket saw heavy participation but relatively poor movement efficiency, which can suggest absorbed flow. So imbalances mark one sided aggression, while absorption marks heavy activity with suppressed movement. 14) Scaling the Visual Width of Each Layer int wS = int((s / tVolMax) * i_width) int wB = int((b / tVolMax) * i_width) int wSt = int(((st - stMin) / math.max(1e-10, stMax - stMin)) * (i_width / 2)) The map is drawn horizontally, so the script converts each metric into width. Sell pressure width and buy pressure width are scaled relative to the largest total bucket volume. Stealth flow width is scaled separately relative to the stealth range and is limited to half the main map width. So every bucket gets a visual footprint that reflects its relative pressure and stealth intensity. 15) Drawing the Buy, Sell, and Stealth Blocks if wS > 0 _boxes.push(box.new(xStart, pHi, xStart + wS, pLo, bgcolor = cS, border_color = bc, border_width = bw)) if wB > 0 _boxes.push(box.new(xStart + wS, pHi, xStart + wS + wB, pLo, bgcolor = cB, border_color = bc, border_width = bw)) if i_showSt and wSt > 0 _boxes.push(box.new(xStart + wS + wB, pHi, xStart + wS + wB + wSt, pLo, bgcolor = c_stealth, border_color = bc, border_width = 1)) This is the actual map renderer. The sell block is drawn first. The buy block is drawn immediately after it. If stealth flow display is enabled, the stealth block is drawn after both pressure blocks. So each price level becomes a compact three part flow bar: sell pressure, buy pressure, and optional stealth flow. 16) Extending Imbalance and Absorption Zones Across the Range if i_showZones if imbB _boxes.push(box.new(bar_index - N + 1, pHi, bar_index + 1, pLo, bgcolor = color.new(c_buy, 90), border_color = na)) if imbS _boxes.push(box.new(bar_index - N + 1, pHi, bar_index + 1, pLo, bgcolor = color.new(c_sell, 90), border_color = na)) if absr _boxes.push(box.new(bar_index - N + 1, pHi, bar_index + 1, pLo, bgcolor = color.new(color.rgb(255, 0, 255), 85), border_color = na)) If zone extension is enabled, the script projects imbalance and absorption buckets horizontally across the entire historical calculation window. This makes key buckets easier to see in relation to actual price bars rather than only inside the right side profile map. So the indicator can show both a profile view and a chart level zone view at the same time. 17) Drawing the Range Box and Historical Scope Label if i_showRng _boxes.push(box.new(bar_index - N + 1, pH, bar_index + 1, pL, bgcolor = na, border_color = c_range, border_style = line.style_dashed)) _labels.push(label.new(bar_index - int(N / 2) + 1, pH, "N: " + str.tostring(N), textcolor = c_range, style = label.style_label_down, color = color.new(color.black, 100), size = size.small)) This block outlines the active analysis window on the chart. The dashed box marks the highest and lowest prices used by the profile, and the label shows the effective bar count N. So the user can always see exactly which portion of chart history is feeding the current flow map. 18) Drawing the Point of Control if i_showPOC float pPrice = pL + (poc + 0.5) * bSz int endX = i_extPOC ? bar_index + i_width : bar_index + 1 _lines.push(line.new(bar_index - N + 1, pPrice, endX, pPrice, color = c_poc, width = 2)) The Point of Control line is drawn at the midpoint of the highest volume bucket. If extension is enabled, the line continues forward through the map width. Otherwise it stops at the right edge of the historical window. So the Point of Control remains a clear reference level for the most active price area inside the map. 19) Drawing the Value Area if i_showVA float vaTop = pL + (vH + 1) * bSz float vaBot = pL + vL * bSz _boxes.push(box.new(bar_index + 1, vaTop, bar_index + 1 + i_width, vaBot, border_color = c_va, bgcolor = color.new(c_va, 90), border_style = line.style_dashed)) This draws the seventy percent Value Area as a translucent box on the right side of the profile. The top and bottom are derived from the expanded Value Area bucket boundaries, and the box spans the full map width. So the user can immediately see where most of the profile activity was concentrated around the Point of Control. 20) Buy Sell Dominance Summary float tB = bVol.sum() float tS = sVol.sum() float tV = tB + tS float pB = tV > 0 ? (tB / tV) * 100 : 0 float pS = tV > 0 ? (tS / tV) * 100 : 0 string dTxt = pB >= pS ? "Bullish " + str.tostring(pB, "#") + "%" : "Bearish " + str.tostring(pS, "#") + "%" This block calculates the total buy side share and total sell side share across the whole profile. Whichever side holds the greater percentage becomes the dominant flow label in the table. So the summary does not only show local bucket conditions. It also provides a broad view of which side controlled more of the weighted participation inside the entire mapped range.
Indikator Pine Script®
oleh UAlgo
Absorption SignalsAbsorption Signals by QuantShok (JacobS369) This script detects absorption candles — bars where aggressive selling is absorbed by buyers (bullish) or aggressive buying is absorbed by sellers (bearish). It uses TradingView's built-in volume delta to measure the net buying/selling pressure within each bar, then flags bars where the delta diverges from the price action on abnormally high volume. Each signal is scored on a 1–5 star confidence system so you can filter for only the highest-quality setups. The core logic: a bullish absorption fires when the bar closes green (or flat) despite net negative delta on a volume spike — meaning sellers pushed hard but buyers absorbed it all and held price up. A bearish absorption is the mirror — the bar closes red despite net positive delta on a volume spike, meaning buyers pushed but sellers absorbed the pressure and drove price down. Default settings are optimized for NQ (Nasdaq 100 Futures). Settings Breakdown Absorption Settings — "Volume Lookback Period" (default 20) is the number of bars on your current chart timeframe used to calculate average volume and standard deviation for the z-score. On a 5-minute chart, that's the last 20 five-minute bars. "Volume Z-Score Threshold" (default 1.5) sets how many standard deviations above average the current bar's volume needs to be to qualify as a spike — raise it to only catch bigger volume anomalies, lower it for more signals. "Minimum Wick Size %" is the input for wick filtering though the confidence system handles wick scoring internally at the 40% level. "Delta Timeframe" (default 1 minute) controls the resolution used to estimate volume delta — this is independent of your chart timeframe and pulls 1-minute data to approximate buy vs sell volume within each bar. Confidence Settings — "Minimum Stars to Display" (default 2) filters out low-confidence signals so only setups meeting your threshold appear on the chart. The confidence scoring works by starting at 1 star for any valid absorption signal, then adding stars for: volume z-score above 2.0 (+1), volume z-score above 3.0 (+1), delta z-score above 2.0 (+1), significant wick size above 40% of bar range (+1), and multi-bar confirmation (+1), capped at 5. "Require Multi-Bar Confirmation" checks whether consecutive bars show absorption at the same price level. "Multi-Bar Tolerance" controls how close those consecutive bars need to be (as a percentage of ATR) to count as confirming each other. Visuals — Toggle bubbles, confidence labels, and the dashboard independently. Bubble size scales with confidence (tiny for 1 star up to huge for 5 stars), and color intensity increases with higher confidence. The dashboard in the top right shows live volume z-score, delta z-score, net delta, current absorption signal, and multi-bar confirmation status. Hovering over any label shows a detailed tooltip with all the underlying stats for that signal. Adapting to Other Instruments The main settings to consider adjusting are the volume lookback period (shorter for faster-moving instruments, longer for steadier ones), the z-score threshold (lower it for instruments with less volatile volume patterns, raise it for noisier ones), and the multi-bar tolerance (widen it for instruments with larger ATR). The delta timeframe can stay at 1 minute for most instruments but you might try a higher resolution if your broker provides it. How to Use This is not a buy/sell signal generator — it identifies where institutional-level absorption is likely occurring. Use these signals as confluence with your existing strategy. A 4–5 star bullish absorption at a known support level or LVN is a very different setup than a 2-star signal in the middle of nowhere. The tooltip on each label gives you the full breakdown so you can evaluate the quality yourself.
Indikator Pine Script®
oleh JacobS369
Institutional Footprint Scanner [JOAT]Institutional Footprint Scanner Introduction The Institutional Footprint Scanner (IFS) is an advanced open-source order flow analysis indicator that detects institutional trading activity through multi-dimensional market microstructure analysis. This indicator combines Order Flow Toxicity Index, Volume Profile with Point of Control (POC), Absorption Coefficient analysis, Smart Money Divergence detection, Liquidity Void identification, Footprint Clustering, Tape Reading metrics, and Iceberg Order detection to reveal when large institutional players are actively positioning in the market. Unlike basic volume indicators that simply show volume bars, IFS quantifies institutional behavior through sophisticated algorithms that analyze aggressive vs passive order flow, volume distribution across price levels, absorption patterns, market depth proxies, and hidden liquidity. The indicator synthesizes these multiple perspectives into a unified confidence score and visualizes institutional activity through a dynamic 9-layer gradient ribbon, color-coded chart overlays, and a comprehensive real-time dashboard. Why This Indicator Exists This indicator addresses the challenge of identifying institutional order flow in real-time without access to Level 2 order book data. When large institutional players enter positions, they create detectable signatures across multiple market dimensions. IFS systematically detects these patterns to reveal: Order Flow Toxicity: Measures aggressive vs passive flow to identify when institutions are aggressively taking liquidity Volume Profile Analysis: Identifies Point of Control (POC), Value Area High/Low, and high/low volume nodes Absorption Coefficient: Quantifies institutional absorption strength when high volume produces minimal price movement Market Microstructure: Analyzes spread dynamics and market depth to detect market maker behavior Smart Money Divergence: Detects multi-oscillator divergences (RSI, MFI, CVD) indicating institutional positioning Liquidity Void Detection: Identifies areas with no institutional interest (low volume + narrow range) Footprint Clustering: Tracks and clusters institutional footprints to identify accumulation/distribution zones Tape Reading Metrics: Simulates Level 2 order book analysis through aggressive/passive volume classification Iceberg Order Detection: Identifies hidden institutional liquidity through repeated absorption at same price levels 9-Layer Gradient Ribbon: Visualizes order flow intensity through dynamic color-coded ribbon around institutional VWAP Institutional Dashboard: Displays 13+ real-time metrics including confidence, toxicity, absorption, POC distance, and more Each component provides unique intelligence. Toxicity shows aggressive flow, Volume Profile shows price acceptance, Absorption shows institutional positioning, Microstructure shows market maker behavior, Divergence shows smart money positioning, and Clustering shows conviction. Together, they create a comprehensive institutional detection system. Core Components Explained 1. Order Flow Toxicity Index The Toxicity Index measures the ratio of aggressive order flow (market orders taking liquidity) vs passive flow (limit orders providing liquidity). The algorithm analyzes each candle's closing position within its range to classify order flow: Aggressive Buy Flow: Candles that close in the top 25% of their range (above 75% threshold) with volume are classified as aggressive buying. This indicates buyers are urgently taking liquidity by hitting ask prices, pushing price toward the high. Aggressive Sell Flow: Candles that close in the bottom 25% of their range (below 25% threshold) with volume are classified as aggressive selling. This indicates sellers are urgently taking liquidity by hitting bid prices, pushing price toward the low. Passive Flow: Candles closing in the middle 50% of their range are classified as passive flow, indicating balanced limit order activity without urgency. The system accumulates volume-weighted flow over the lookback period (default: 20 bars) and calculates toxicity ratios. When buy toxicity exceeds threshold (default: 0.7 or 70%), it signals institutions are aggressively accumulating. When sell toxicity exceeds threshold, it signals aggressive distribution. High toxicity indicates institutional urgency - large players are willing to pay the spread and move price to establish positions quickly, typically preceding significant directional moves. 2. Volume Profile with POC Detection IFS calculates a volume profile by dividing the price range into bins (default: 20 bins) and accumulating volume at each price level over the lookback period (default: 100 bars). This creates a histogram showing which price levels attracted the most trading activity. How Volume Profile Works: The algorithm divides the price range (highest high to lowest low) into equal-sized bins. For each historical bar, it determines which bin the price falls into and adds that bar's volume to the bin's total. After processing all bars, the result is a distribution showing volume concentration across price levels. Point of Control (POC): `The price level with the highest accumulated volume`. This represents the price where the most trading occurred - a critical support/resistance level. Institutions often defend POC levels because they represent fair value where significant positions were established. Value Area High (VAH) and Value Area Low (VAL): These define the range containing approximately 70% of total volume. The Value Area represents the price range where the majority of trading activity occurred. Price outside the Value Area is considered at extremes. Trading Significance: When price approaches POC (within 2% by default), expect strong support or resistance. POC acts as a magnet - price tends to gravitate toward high-volume nodes. When price is above VAH, it's in overbought territory. When below VAL, it's in oversold territory. Inside the Value Area indicates balanced, fair-value trading. The indicator tracks POC distance in real-time and displays it in the dashboard, alerting traders when price approaches this high-probability reversal zone. 3. Absorption Coefficient Analysis The Absorption Coefficient quantifies institutional absorption by measuring volume intensity relative to price movement. This reveals when large players are accumulating or distributing positions without moving price significantly. How Absorption Works: The algorithm calculates two key ratios: Body Ratio: Measures the candle body size relative to total range. A small body ratio (close near open) indicates price didn't move much despite trading activity. Volume Ratio: Compares current volume to the 20-bar average. A high volume ratio (2x, 3x, or more) indicates elevated trading activity. Absorption Calculation: Absorption coefficient = Volume Ratio × (1 - Body Ratio) This formula produces high values when volume is elevated BUT price movement is minimal. This is the signature of institutional absorption - large players are patiently absorbing available liquidity at a specific price level without pushing price away. Directional Absorption: The system determines direction based on candle color. Bullish candles (close > open) produce positive directional absorption, indicating institutional buying. Bearish candles produce negative directional absorption, indicating institutional selling. Trading Significance: High absorption (above 0.75 by default) indicates institutions are positioning. When combined with high volume but minimal price movement, it suggests large players are absorbing all available liquidity at current levels. This often precedes significant moves once absorption is complete and institutions begin actively moving price. 4. Market Microstructure Analysis IFS analyzes market microstructure through spread dynamics and depth proxies to detect market maker behavior and order book depth without requiring Level 2 data. Spread Analysis: The algorithm calculates the candle range (high - low) as a percentage of close price, then compares it to the average spread over the lookback period (default: 20 bars). The spread z-score measures how many standard deviations current spread is from average. Tight Spreads (< 70% of average): Indicate market makers are actively providing liquidity. This is normal, healthy market conditions where bid-ask spreads are narrow and order book depth is good. Tight spreads suggest low risk and stable conditions. Wide Spreads (> 150% of average): Indicate market makers are withdrawing liquidity. This occurs during risk-off events, before major moves, or when institutions are positioning. Wide spreads signal caution - liquidity is drying up and volatility may spike. Depth Proxy: The system estimates order book depth by calculating volume relative to spread. High volume with tight spreads indicates deep order book - many limit orders providing liquidity. Low volume with wide spreads indicates shallow order book - few limit orders, high slippage risk. Market Maker Activity Detection: The indicator classifies market maker behavior as "Providing" (tight spreads, deep market), "Withdrawing" (wide spreads, shallow market), or "Neutral". Market maker withdrawal often precedes significant moves as institutions clear out liquidity before pushing price. Trading Significance: Deep markets with tight spreads are ideal for entries - low slippage, good liquidity. Shallow markets with wide spreads require caution - entries may experience significant slippage. Market maker withdrawal signals potential volatility ahead. 5. Smart Money Divergence Engine IFS detects divergences across multiple oscillators (RSI, MFI, Cumulative Volume Delta) to identify when smart money is positioning against the prevailing price trend. Divergences reveal hidden strength or weakness not visible in price action alone. Three Oscillators Analyzed: RSI (Relative Strength Index): Measures momentum on a 0-100 scale. RSI above 70 indicates overbought, below 30 indicates oversold. RSI divergence shows momentum weakening despite price movement. MFI (Money Flow Index): Similar to RSI but volume-weighted, measuring money flow pressure. MFI divergence shows money flow weakening despite price movement, indicating institutions are not participating in the move. CVD (Cumulative Volume Delta): Tracks cumulative buy vs sell volume. Positive CVD indicates net buying pressure, negative indicates net selling. CVD divergence shows order flow weakening despite price movement. Bullish Divergence Detection: Occurs when price makes lower lows BUT oscillators make higher lows. This indicates selling pressure is weakening despite lower prices - smart money is accumulating while retail panics. Requires 2+ oscillators confirming for high-probability signal. Bearish Divergence Detection: Occurs when price makes higher highs BUT oscillators make lower highs. This indicates buying pressure is weakening despite higher prices - smart money is distributing while retail chases. Requires 2+ oscillators confirming for high-probability signal. Trading Significance: Multi-oscillator divergence (2 or 3 oscillators confirming) is one of the most reliable reversal signals. It reveals that while price appears to be trending, the underlying momentum, money flow, and order flow are deteriorating. This often precedes major reversals as smart money has already positioned for the turn. 6. Liquidity Void Detection Liquidity voids are areas with minimal institutional interest, identified by the combination of low volume and narrow price range. These zones represent areas where institutions are not interested in trading, creating vacuums that price moves through quickly. How Void Detection Works: Low Volume Threshold: Volume must be below (average - 1 standard deviation) to qualify as low volume. This ensures volume is statistically low, not just slightly below average. Narrow Range Threshold: The candle range (high - low) must be less than 50% of the average range. This indicates price consolidation with minimal movement. Liquidity Void Confirmation: Both conditions must be met simultaneously - low volume AND narrow range. This combination indicates no institutional interest at current price levels. Consecutive Void Tracking: The system tracks consecutive void bars. When 3+ consecutive bars meet void criteria, it signals a significant liquidity void. These multi-bar voids are particularly important as they represent extended periods of institutional disinterest. Trading Significance: Liquidity voids should be avoided for entries. When price revisits void zones, it typically moves through them quickly with minimal support or resistance - there's no institutional interest to slow price movement. Voids often become gaps on higher timeframes or result in fast, one-directional price action. Traders should wait for price to exit void zones before entering positions. Voids can also be used as targets - if entering below a void, expect price to move quickly through the void to the next area of institutional interest above it. 7. Footprint Clustering Analysis IFS tracks institutional footprints (high-confidence absorption or toxicity events) and identifies clusters where multiple footprints occur within a short time period. Clustering indicates sustained institutional conviction rather than isolated events. How Clustering Works: Footprint Tracking: Every time the indicator detects institutional activity (absorption + toxicity + high confidence), it records a "footprint" with the bar index and type (buy or sell). The system maintains a rolling history of the last 50 footprints. Cluster Detection: The algorithm counts how many footprints occurred within the cluster distance (default: 15 bars) of the current bar. If 3+ footprints are found within this window, a cluster is detected. Dominant Type Classification: The system analyzes the types of footprints in the cluster. If more buy footprints than sell footprints, it's classified as a "Bullish Cluster" (accumulation zone). If more sell footprints, it's a "Bearish Cluster" (distribution zone). Trading Significance: Footprint clusters reveal areas where institutions repeatedly positioned over multiple bars. This indicates conviction - not a single large order, but sustained accumulation or distribution. Bullish clusters (3+ buy footprints within 15 bars) suggest institutions are building long positions in this price zone. These areas often become strong support levels. Bearish clusters (3+ sell footprints within 15 bars) suggest institutions are building short positions or distributing longs. These areas often become strong resistance levels. Clusters with 5+ footprints indicate extreme institutional conviction and are the highest-probability support/resistance zones. 8. Tape Reading Metrics IFS simulates Level 2 order book tape reading by analyzing candle position within its range combined with volume intensity. This reveals whether orders are aggressive (taking liquidity) or passive (providing liquidity) without requiring actual order book data. How Tape Reading Works: Candle Position Calculation: Measures where the close is within the candle's range. Position = (close - low) / (high - low). A value of 1.0 means close at high, 0.0 means close at low, 0.5 means close at midpoint. Aggressive Buy Detection: Occurs when candle closes in top 20% of range (position > 0.8) AND close > open AND volume exceeds 20-bar average. This indicates buyers aggressively hit ask prices, pushing price to the high. Institutions are urgently taking liquidity on the buy side. Aggressive Sell Detection: Occurs when candle closes in bottom 20% of range (position < 0.2) AND close < open AND volume exceeds 20-bar average. This indicates sellers aggressively hit bid prices, pushing price to the low. Institutions are urgently taking liquidity on the sell side. Passive Absorption Detection: Occurs when candle closes in middle 20% of range (position 0.4-0.6) AND volume exceeds 1.5x the 20-bar average. This indicates high volume but price didn't move much - institutions are patiently absorbing liquidity at current levels without pushing price away. Trading Significance: Aggressive buying/selling indicates institutional urgency - large players are willing to pay the spread and move price to establish positions quickly. This often precedes continued directional movement. Passive absorption indicates institutional patience - large players are absorbing all available liquidity at a specific price level. This often occurs at support/resistance where institutions defend levels. Once absorption is complete, price typically reverses or breaks through. 9. Iceberg Order Detection Iceberg orders are large hidden institutional orders that absorb liquidity repeatedly at the same price level. The name comes from the iceberg analogy - only a small portion is visible in the order book, while the bulk remains hidden. IFS detects icebergs by identifying repeated passive absorption at the same price. How Iceberg Detection Works: Passive Absorption Tracking: The system monitors for passive absorption events (high volume, mid-range close). Each time passive absorption occurs, it records the price level. Price Proximity Check: When a new passive absorption event occurs, the algorithm checks if it's at the same price as the previous event. "Same price" is defined as within 0.2% (20 basis points) to account for minor price fluctuations. Hit Counter: If absorption occurs at the same price level, the hit counter increments. If absorption occurs at a different price (more than 0.2% away), the counter resets and tracking begins at the new price. Iceberg Confirmation: When 3+ passive absorption events occur at the same price level, an iceberg order is detected. This indicates a large hidden order is repeatedly absorbing all available liquidity at this specific price. Trading Significance: Iceberg orders represent major institutional interest at a specific price level. They act as strong support (buy icebergs) or resistance (sell icebergs). Buy icebergs indicate institutions are defending a price level - every time price drops to this level, the iceberg absorbs all selling pressure. This creates a floor that's difficult to break. Sell icebergs indicate institutions are capping price - every time price rises to this level, the iceberg absorbs all buying pressure. This creates a ceiling that's difficult to break. Iceberg detection provides high-probability entry zones (buy near buy icebergs) and exit zones (sell near sell icebergs). When icebergs are finally consumed (price breaks through), it often results in explosive moves as the major support/resistance is removed. 10. Confidence Score System IFS calculates a multi-factor confidence score to quantify signal quality: float confidence = 0.0 confidence += strong_absorption ? 25.0 : 0.0 confidence += (toxic_buy_flow or toxic_sell_flow) ? 20.0 : 0.0 confidence += deep_market ? 15.0 : 0.0 confidence += (bull_div or bear_div) ? 20.0 : 0.0 confidence += in_cluster ? 10.0 : 0.0 confidence += near_poc ? 10.0 : 0.0 bool high_confidence = confidence >= min_confidence // Default 75% Confidence score combines all detection methods. Scores above 75% indicate high-probability institutional activity. Scores above 90% indicate extreme conviction. 11. 9-Layer Gradient Ribbon Visualization The gradient ribbon visualizes order flow intensity through 9 transparent layers between institutional VWAP and a wave level: float vwap_inst = ta.vwap(hlc3) float flow_intensity = math.min(confidence / 100, 1.0) float toxicity_intensity = math.abs(toxicity_imbalance) float combined_intensity = (flow_intensity + toxicity_intensity) / 2.0 float wave_ratio = math.min(0.65, combined_intensity) float wave_level = vwap_inst + ((close - vwap_inst) * wave_ratio) // 9 layers with progressive transparency float ribbon_step = (wave_level - vwap_inst) / 9.0 Ribbon color indicates direction (gold for institutional buy, indigo for institutional sell). Ribbon intensity increases with confidence and toxicity. The VWAP line itself changes color dynamically based on institutional activity. Visual Elements Institutional VWAP Line: Dynamic color (gold for inst buy, indigo for inst sell, matrix green for toxic buy, hot pink for toxic sell) 9-Layer Gradient Ribbon: Progressive transparency showing order flow intensity around VWAP Toxicity Heatmap: Background gradient (hot pink to orange) showing toxicity intensity Absorption Wave Zones: Dynamic boxes showing absorption strength (gold for buy, indigo for sell) Cluster Intensity Zones: Background coloring (matrix green for bullish, hot pink for bearish) with intensity based on cluster size Liquidity Void Highlighting: Dark zones indicating areas with no institutional interest Toxicity Flow Lines: Dynamic gradient lines showing flow direction and intensity Absorption Flow Lines: Gradient lines showing absorption strength and direction Microstructure Spread Bands: Circles showing market depth (blue for deep, orange for shallow) Institutional Footprint Markers: "INST" labels at high-confidence footprints with detailed tooltips Toxicity Level Labels: "TOXIC BUY/SELL" labels at extreme toxicity events Absorption Strength Labels: "ABS" labels showing absorption coefficient Cluster Formation Labels: "CLUSTER" labels marking significant footprint clusters POC Proximity Labels: "POC" labels when price approaches Point of Control Liquidity Void Labels: "VOID" labels marking significant voids Iceberg Order Markers: "◆ ICE" diamond markers at iceberg detection Market Maker Activity Labels: "MM OUT" labels when market makers withdraw liquidity Bar Coloring: Gradient bar colors based on institutional activity intensity Dashboard: Real-time institutional metrics in top-right corner (13+ metrics) Input Parameters Order Flow Analysis: Toxicity Lookback: Period for toxicity calculation (default: 20, range: 10-50) Toxicity Threshold: Threshold for toxic flow detection (default: 0.7, range: 0.5-0.9) Volume Profile: Volume Profile Bins: Number of price bins for volume distribution (default: 20, range: 10-50) VP Lookback Period: Bars to analyze for volume profile (default: 100, range: 50-200) POC Sensitivity: Distance threshold for POC proximity (default: 0.02, range: 0.01-0.05) Market Microstructure: Spread Analysis Period: Lookback for spread analysis (default: 20, range: 10-50) Depth Threshold: Multiplier for deep market detection (default: 1.5, range: 1.0-3.0) Footprint Detection: Min Absorption Coefficient: Minimum absorption for detection (default: 0.75, range: 0.5-1.0) Cluster Distance: Bars to consider for clustering (default: 15, range: 5-30) Minimum Confidence %: Minimum confidence for signals (default: 75%, range: 60-95%) Visualization: Show Order Flow Ribbon: Toggle 9-layer gradient ribbon display Show POC Levels: Toggle Point of Control level display Show Footprint Markers: Toggle institutional footprint labels and markers How to Use This Indicator Step 1: Monitor Dashboard Confidence Watch the dashboard confidence score in the top-right corner. Scores above 75% indicate high-probability institutional activity. Scores above 90% indicate extreme conviction. Step 2: Identify Institutional Footprints Look for "INST" labels (gold for buy, indigo for sell) marking high-confidence institutional footprints. Hover over labels to see detailed metrics including confidence, absorption coefficient, and toxicity. Step 3: Check Order Flow Toxicity Monitor the Toxicity row in the dashboard. "BUY" with high value indicates aggressive institutional buying. "SELL" with high value indicates aggressive institutional selling. Toxicity above 0.7 is significant. Step 4: Analyze Absorption Coefficient Check the Absorption row in the dashboard. Values above 0.75 indicate strong institutional absorption. Look for "ABS" labels on the chart showing absorption events. High absorption with minimal price movement indicates institutions are positioning. Step 5: Use Volume Profile Context Monitor POC Distance in the dashboard. When price approaches POC (distance <2%), expect strong support/resistance. Check Value Area position - price outside value area is at extremes. Look for "POC" labels when price approaches Point of Control. Step 6: Watch for Footprint Clusters Look for "CLUSTER" labels indicating 3+ footprints within cluster distance. Bullish clusters suggest institutional accumulation. Bearish clusters suggest institutional distribution. Cluster zones are highlighted with background coloring. Step 7: Monitor Market Microstructure Check the Spread and Depth rows in the dashboard. Deep markets with tight spreads indicate healthy liquidity. Shallow markets with wide spreads indicate market maker withdrawal. "MM OUT" labels warn of liquidity withdrawal. Step 8: Identify Iceberg Orders Watch for "◆ ICE" diamond markers indicating iceberg order detection. These mark hidden institutional liquidity providing strong support/resistance. Iceberg orders indicate institutions are patiently absorbing at specific price levels. Step 9: Use Gradient Ribbon for Flow Intensity The 9-layer gradient ribbon shows order flow intensity. Brighter, more opaque ribbon indicates stronger institutional activity. Gold/green ribbon indicates bullish flow. Indigo/pink ribbon indicates bearish flow. Step 10: Avoid Liquidity Voids Watch for "VOID" labels and dark background zones indicating liquidity voids. These areas have minimal institutional interest and often result in fast price movement or gaps. Avoid entering positions in void zones. Step 11: Confirm with Smart Money Divergence Check dashboard for divergence signals. Multi-oscillator divergence (2+ oscillators) indicates smart money positioning against the trend. Bullish divergence at lows suggests institutional accumulation. Bearish divergence at highs suggests institutional distribution. Step 12: Use Tape Reading Metrics Monitor the Tape row in the dashboard. "Agg Buy" indicates aggressive institutional buying. "Agg Sell" indicates aggressive institutional selling. "Passive" indicates patient absorption at current price levels. Best Practices Use on liquid instruments (major forex pairs, large-cap stocks, major crypto) for reliable signals Institutional footprints work best at price extremes (near POC, outside value area, at support/resistance) Combine with higher timeframe trend analysis - institutional activity against trend is lower probability High confidence signals (>90%) have highest win rate but occur less frequently Footprint clusters indicate institutional conviction - wait for 3+ footprints before acting Iceberg orders provide strong support/resistance - use as entry/exit zones Market maker withdrawal (wide spreads) often precedes significant moves - be cautious Liquidity voids should be avoided for entries - price moves quickly through these zones Toxic flow above 0.8 indicates extreme institutional urgency - strong directional signal Absorption coefficient above 0.85 indicates very strong institutional positioning POC proximity (<2% distance) provides high-probability reversal zones Smart money divergence requires 2+ oscillator confirmation for reliability Use gradient ribbon intensity to gauge institutional conviction - brighter = stronger Dashboard metrics provide context - monitor multiple metrics simultaneously for best results Combine absorption with toxicity for highest conviction signals Indicator Limitations Requires sufficient volume data - may not work well on illiquid instruments or off-market hours Volume Profile calculation is computationally intensive - optimized to recalculate every 10 bars Toxicity Index is a proxy for order flow - not actual Level 2 order book data Absorption Coefficient assumes volume intensity indicates institutional activity - can produce false signals during news events Market microstructure analysis (spread/depth) is estimated from OHLCV data - not actual order book depth Iceberg detection requires repeated absorption at same price - may miss single large orders Footprint clustering requires sufficient historical data - may not work well on new instruments Smart money divergence adds lag - early signals may not have divergence confirmation yet Confidence score is multi-factor - high confidence doesn't guarantee immediate price movement Gradient ribbon visualization requires sufficient price movement to display properly Dashboard metrics are real-time snapshots and can change rapidly during volatile periods POC and Value Area calculations require sufficient lookback data - may be less reliable on very low timeframes Liquidity void detection may produce false signals during consolidation periods Tape reading metrics simulate order book behavior - not actual tape data Technical Implementation Built with Pine Script v6 using: Order Flow Toxicity Index with aggressive vs passive flow classification Optimized Volume Profile calculation with POC, VAH, VAL detection (recalculates every 10 bars for performance) Absorption Coefficient algorithm combining volume intensity and price movement Market Microstructure analysis with spread z-score and depth proxy calculations Smart Money Divergence Engine using RSI, MFI, and Cumulative Volume Delta Liquidity Void Detection with consecutive void bar tracking Footprint Clustering system with dominant type classification Tape Reading Metrics simulating Level 2 order book behavior Iceberg Order Detection through repeated absorption pattern recognition Multi-factor Confidence Score system (6 components, 0-100% scale) 9-layer gradient ribbon with progressive transparency and dynamic coloring Institutional VWAP with dynamic color based on activity type Comprehensive visualization system with 15+ chart overlay types Real-time dashboard with 13+ institutional metrics 13 alert conditions for institutional events Dynamic bar coloring based on institutional activity intensity The code is fully open-source and can be modified to suit individual trading styles. Originality Statement This indicator is original in its comprehensive institutional order flow detection approach. While volume analysis and VWAP are established concepts, this indicator is justified because: It combines 9 distinct institutional detection methods (Toxicity, Volume Profile, Absorption, Microstructure, Divergence, Void Detection, Clustering, Tape Reading, Iceberg Detection) into a unified system The Order Flow Toxicity Index quantifies aggressive vs passive flow through candle position and volume weighting - a unique approach not found in standard volume indicators Absorption Coefficient algorithm specifically quantifies institutional absorption by measuring volume intensity relative to price movement Market Microstructure analysis estimates spread and depth from OHLCV data without requiring Level 2 order book access Iceberg Order Detection identifies hidden institutional liquidity through repeated absorption pattern recognition Footprint Clustering system tracks and classifies institutional footprints to identify accumulation/distribution zones Multi-factor Confidence Score synthesizes 6 independent detection methods into a single 0-100% quality metric 9-layer gradient ribbon provides intuitive visualization of order flow intensity with dynamic coloring based on activity type Comprehensive dashboard synthesizes 13+ metrics (Confidence, Toxicity, Absorption, POC Distance, Value Area, Spread, Depth, MM Activity, Imbalance, Cluster, Liquidity, Tape, Iceberg) into actionable intelligence Integration of Volume Profile POC with absorption and toxicity creates unique confluence zones Tape Reading Metrics simulate Level 2 order book behavior using only OHLCV data Smart Money Divergence Engine combines RSI, MFI, and CVD for multi-oscillator confirmation Each component contributes unique information: Toxicity shows aggressive flow, Volume Profile shows price acceptance, Absorption shows institutional positioning, Microstructure shows market maker behavior, Divergence shows smart money positioning, Void Detection shows areas to avoid, Clustering shows conviction, Tape Reading shows order urgency, and Iceberg Detection shows hidden liquidity. The indicator's value lies in presenting these complementary perspectives simultaneously with a unified confidence scoring system and intuitive visualization. Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice. Trading involves substantial risk of loss. Past performance does not guarantee future results. Always use proper risk management and never risk more than you can afford to lose. -Made with passion by officialjackofalltrades
Indikator Pine Script®
oleh officialjackofalltrades
Effort & Result [UAlgo]Effort & Result is a volume spread relationship oscillator inspired by the classic idea that market effort and market result do not always move in balance. The script compares how unusual current volume is versus how unusual current price range is, then measures the gap between those two conditions. The result is a compact oscillator that helps reveal whether the market is showing heavy participation with limited progress, or strong price expansion with relatively weak participation. The core concept is simple. Volume represents effort, while true range represents result. When effort rises much faster than result, the market may be meeting opposing liquidity and progress can become inefficient. When result rises much faster than effort, price may be moving through thinner liquidity with relatively little resistance. This script transforms that relationship into standardized values so both dimensions can be compared on the same scale. To make the comparison more useful, the script converts both volume and true range into rolling z scores. That means each bar is judged relative to its own recent context rather than by raw magnitude alone. A large volume bar may not mean much in a market that always trades large volume, while the same raw value could be highly unusual in another market. The same logic applies to price range. By standardizing both series, the indicator focuses on anomaly versus normal behavior rather than on absolute size. The final oscillator is the difference between effort z score and result z score. Positive readings suggest effort is leading result, while negative readings suggest result is leading effort. The script also highlights two special regimes. Absorption appears when effort is strongly positive but result remains weak. Vacuum appears when result is strongly positive but effort remains weak. These conditions are then labeled directly on the oscillator. In practical use, the indicator can help identify hidden resistance to price movement, low liquidity expansion, or moments where market participation and delivered movement are out of balance. It is best used as a context tool rather than a standalone entry engine. 🔹 Features 🔸 Effort Versus Result Framework The script separates market behavior into two dimensions. Volume is treated as effort, and true range is treated as result. This creates a clean and intuitive model for comparing participation versus delivered movement. 🔸 Rolling Z Score Standardization Both effort and result are transformed into rolling z scores over the selected lookback window. This makes the oscillator adaptive to the recent environment and allows direct comparison between volume and range. 🔸 Delta Oscillator The final plotted value is the difference between effort z score and result z score. This gives the user a direct read on whether volume is leading range or range is leading volume. 🔸 Absorption Detection When effort is strongly positive but result is weak or negative, the script flags absorption. This can indicate that strong participation is being met by opposing liquidity and price progress is being contained. 🔸 Vacuum Detection When result is strongly positive but effort is weak or negative, the script flags a vacuum condition. This can indicate that price is moving through thin liquidity with little resistance. 🔸 Context Aware Histogram Coloring The histogram changes color depending on whether the bar reflects absorption, vacuum, or neutral conditions. This makes regime identification faster and more visual. 🔸 Threshold Guides The oscillator includes reference lines for equilibrium as well as absorption and vacuum alert thresholds, making it easier to interpret extremes. 🔸 Direct Chart Labels Special conditions are labeled directly on the oscillator so absorption and vacuum events stand out immediately without requiring separate scanning. 🔹 Calculations 1) Defining the Flow Metrics Container type FlowMetrics float totalVol float spread float effortZ float resultZ This object stores the four main values used by the indicator. totalVol stores the current bar volume. spread stores the current bar range measure. effortZ stores the standardized effort reading. resultZ stores the standardized result reading. So before any signal logic is built, the script already has a clean structure for the raw inputs and their normalized forms. 2) Measuring Effort and Result Inputs float v = nz(volume, 1) float tr = ta.tr(true) This block defines the two core raw inputs of the indicator. v is the current volume, with a fallback of 1 in case the symbol does not provide volume data. tr is the true range of the bar, which is used as the result measure. The reason true range is used instead of a simpler high minus low calculation is that true range also accounts for gaps relative to the prior close. This makes it a more complete measure of actual delivered price movement. So the indicator begins with one participation variable and one movement variable. 3) Rolling Mean and Standard Deviation for Effort float volMean = ta.sma(vol, len) float volStd = ta.stdev(vol, len) this.effortZ := volStd == 0 ? 0 : (vol - volMean) / volStd This is the effort standardization step. The script first computes the rolling average volume over the chosen window. Then it computes the rolling volume standard deviation over the same window. Finally, it converts the current volume into a z score: effortZ = (current volume minus mean volume) divided by volume standard deviation This means: a positive effort z score implies current volume is above normal, a negative effort z score implies current volume is below normal, and zero means current volume is near its rolling average. So effort is not judged by raw volume alone. It is judged by how unusual that volume is relative to recent history. 4) Safe Spread Handling for Result Calculation float safeSpread = r == 0 ? syminfo.mintick : r This line prevents division and standardization issues when the range is zero. If the current true range is zero, the script substitutes the instrument’s minimum tick size instead. This ensures that the result side of the calculation always has a valid positive value and avoids unstable behavior in rare flat bars. So the script remains numerically stable even when a bar has no measurable range. 5) Rolling Mean and Standard Deviation for Result float spreadMean = ta.sma(safeSpread, len) float spreadStd = ta.stdev(safeSpread, len) this.resultZ := spreadStd == 0 ? 0 : (safeSpread - spreadMean) / spreadStd This is the result standardization step. Just like effort, the script calculates the rolling average and rolling standard deviation for the bar spread. It then converts the current spread into a z score: resultZ = (current spread minus mean spread) divided by spread standard deviation This means: a positive result z score implies current movement is above normal, a negative result z score implies current movement is below normal. So result becomes directly comparable to effort on the same statistical scale. 6) Full Metric Calculation Method method calcMetrics(FlowMetrics this, float vol, float r, int len) => this.totalVol := vol this.spread := r float volMean = ta.sma(vol, len) float volStd = ta.stdev(vol, len) this.effortZ := volStd == 0 ? 0 : (vol - volMean) / volStd float safeSpread = r == 0 ? syminfo.mintick : r float spreadMean = ta.sma(safeSpread, len) float spreadStd = ta.stdev(safeSpread, len) this.resultZ := spreadStd == 0 ? 0 : (safeSpread - spreadMean) / spreadStd This method combines the full effort and result workflow into one place. It first stores the raw bar volume and raw spread. Then it calculates the effort z score from rolling volume statistics and the result z score from rolling spread statistics. So each bar receives: a raw effort reading, a raw result reading, a normalized effort score, and a normalized result score. This normalized pair is what the rest of the oscillator uses. 7) Building the Main Oscillator Value FlowMetrics flow = FlowMetrics.new() flow.calcMetrics(v, tr, length) float deltaZ = flow.effortZ - flow.resultZ This is the main oscillator formula. After the metrics object is updated, the script computes: deltaZ = effortZ minus resultZ This value answers the central question of the indicator: is effort stronger than result, or is result stronger than effort? If deltaZ is positive, effort is outrunning result. If deltaZ is negative, result is outrunning effort. If deltaZ is near zero, effort and result are more balanced. So the oscillator is really a normalized imbalance measure between participation and delivered movement. 8) Absorption Condition bool isAbsorption = flow.effortZ > 1.5 and flow.resultZ < 0.0 This is the first special regime filter. Absorption is defined as: effort significantly above normal, while result remains weak. The threshold 1.5 means effort must be at least 1.5 standard deviations above its rolling average. At the same time, result must still be below zero, meaning current movement is not even above its recent average. This combination suggests that strong participation is entering the market but price is not expanding proportionally. That can imply opposing liquidity, passive absorption, or resistance to movement. So absorption is the classic high effort, low result condition. 9) Vacuum Condition bool isVacuum = flow.resultZ > 1.5 and flow.effortZ < 0.0 This is the second special regime filter. Vacuum is defined as: result significantly above normal, while effort remains weak. Here, price is delivering unusually large movement, but volume is not confirming that move with above average participation. This can imply thin liquidity, poor resistance, or fast movement through lightly traded space. So vacuum is the classic low effort, high result condition. 10) Histogram Color Logic color histColor = isAbsorption ? color.new(color.fuchsia, 30) : isVacuum ? (close >= open ? color.new(color.aqua, 30) : color.new(color.orange, 30)) : color.new(color.gray, 70) This block determines how the histogram is colored. If the current bar meets the absorption condition, the histogram is colored fuchsia. If it meets the vacuum condition, the histogram is colored aqua when the candle is bullish and orange when the candle is bearish. If neither special regime is active, the histogram is colored neutral gray. So the visual layer helps the user distinguish ordinary imbalance readings from the two emphasized special states. 11) Plotting the Oscillator plot(deltaZ, "Effort/Result Delta", style=plot.style_columns, color=histColor) This line plots the main effort versus result delta as a column histogram. The use of columns is helpful because it emphasizes relative magnitude and direction around the zero line. Positive columns show effort leading result. Negative columns show result leading effort. So the visual output is both directional and strength sensitive. 12) Threshold and Equilibrium Lines hline(1.5, "Vacuum Alert", color=color.new(color.aqua, 50), linestyle=hline.style_dashed) hline(-1.5, "Absorption Alert", color=color.new(color.fuchsia, 50), linestyle=hline.style_dashed) hline(0, "Equilibrium", color=color.new(color.gray, 50)) These reference lines give the oscillator context. The zero line marks equilibrium, where effort and result are more balanced. The positive 1.5 line acts as a visual vacuum threshold. The negative 1.5 line acts as a visual absorption threshold. These levels do not define the regime conditions directly by themselves, because the actual logic checks the separate effort and result z scores. But they still give the user a useful visual frame for interpreting the size of the delta reading. 13) Labeling Absorption Events if isAbsorption label.new(bar_index, deltaZ, text="Absorbed", color=color.new(color.fuchsia, 100), textcolor=color.fuchsia, style=label.style_none, size=size.small, yloc=yloc.price) When an absorption condition is detected, the script prints an Absorbed label directly at the oscillator value for that bar. This makes the event easier to spot when scanning history and also helps separate truly qualified absorption conditions from merely positive delta readings. So the label is not attached to every strong positive bar, only to the bars that meet the specific high effort and weak result rule. 14) Labeling Vacuum Events if isVacuum label.new(bar_index, deltaZ, text="Vacuum", color=color.new(color.aqua, 100), textcolor=color.aqua, style=label.style_none, size=size.small, yloc=yloc.price) This block does the same for vacuum events. When a bar shows unusually strong range with weak volume participation, the script prints a Vacuum label at the oscillator level. So the chart distinguishes not only statistical imbalance in general, but specifically the regime where result is outrunning effort.
Indikator Pine Script®
oleh UAlgo
Liquidity Absorption Detector [JOAT]Liquidity Absorption Detector Introduction The Liquidity Absorption Detector (LAD) is an advanced open-source multi-timeframe volume analysis indicator that identifies institutional liquidity absorption zones through VWAP deviation analysis, volume surge detection, and oscillator sigma gap confirmation. This indicator reveals when smart money is actively absorbing liquidity at extreme price deviations from VWAP across 2-minute, 5-minute, and 15-minute timeframes, providing traders with high-probability reversal zones where institutional players are positioning. Unlike basic VWAP indicators that simply plot a mean line, LAD quantifies the statistical deviation from VWAP using three calculation methods (Price Volatility, Z-Score, Spread StDev), detects volume surges relative to historical averages, and confirms absorption through oscillator divergence analysis. The indicator aggregates signals across multiple timeframes to identify zones where 2 or more timeframes show simultaneous absorption, indicating institutional-grade conviction. ETH chart 45m Timeframe with VOL Signals for huge institutional candlesticks Why This Indicator Exists This indicator addresses the challenge of identifying institutional liquidity absorption in real-time. When large players enter positions, they create detectable signatures: extreme VWAP deviations combined with volume surges and oscillator divergences. LAD systematically detects these patterns across multiple timeframes to reveal: Multi-Timeframe VWAP Deviation: Tracks price deviation from VWAP on 2m, 5m, and 15m timeframes using adaptive thresholds Volume Surge Detection: Identifies when volume exceeds historical average by customizable multiplier (default 2.25x) Relative Volume Filtering: Ensures absorption occurs during meaningful volume periods (RVOL >= 0.6) Oscillator Sigma Gap: Confirms absorption through divergence between VWAP deviation and oscillator z-scores 9-Layer Gradient Ribbon: Visualizes absorption intensity through dynamic color-coded ribbon Institutional Dashboard: Displays real-time metrics including order flow, liquidity pressure, absorption strength, and signal quality Each component provides unique intelligence. VWAP deviation shows price extremes, volume surge shows institutional activity, RVOL filters noise, oscillator gap confirms divergence, and timeframe alignment shows conviction. Together, they create a comprehensive institutional absorption detection system. Core Components Explained 1. Multi-Timeframe VWAP Deviation Analysis LAD calculates VWAP deviation across three timeframes using your selected method: f_calculate_vwap_deviation(float price, float vwap_val, string method) => float result = 0.0 if method == "Price Volatility" price_stdev = ta.stdev(price, 20) denominator = price_stdev * 1.5 result := (price - vwap_val) / denominator // Additional methods: Z-Score, Spread StDev result The indicator requests data from 2m, 5m, and 15m timeframes and applies adaptive thresholds based on volatility regime. When deviation exceeds threshold AND volume surge is detected, an absorption signal is generated. 2. Volume Surge & RVOL Filtering Volume surge detection identifies when current volume exceeds the moving average by your specified multiplier: f_volume_surge_detected(int lookback, float multiplier) => float avg_vol = ta.sma(volume, lookback) bool surge = volume > avg_vol * multiplier surge RVOL (Relative Volume) filtering ensures signals occur during meaningful volume periods, eliminating low-liquidity false signals. 3. Oscillator Sigma Gap Confirmation LAD calculates the sigma gap between VWAP deviation and oscillator z-scores (Williams %R and CVD): float gap_willr = math.abs(dev_5m - willr_zscore) float gap_cvd = math.abs(dev_5m - cvd_zscore) float osc_sigma_gap = math.max(gap_willr, gap_cvd) bool gap_confirmed = osc_sigma_gap >= gap_threshold When oscillators diverge from VWAP deviation by 4.5+ sigma, it confirms institutional absorption is occurring despite price extremes. 4. Signal Aggregation & Confluence LAD aggregates signals across all three timeframes: int buy_signals = (signal_2m and dev_2m < 0 ? 1 : 0) + (signal_5m and dev_5m < 0 ? 1 : 0) + (signal_15m and dev_15m < 0 ? 1 : 0) bool absorption_buy_zone = buy_signals >= 2 Absorption zones require 2+ timeframe confirmation, ensuring high-probability setups. Buy zones occur when price is below VWAP with volume surge across multiple timeframes. Sell zones occur when price is above VWAP with volume surge. 5. 9-Layer Gradient Ribbon Visualization The gradient ribbon visualizes absorption intensity through 9 transparent layers between VWAP and the wave level: float wave_ratio = math.min(0.65, math.abs(dev_5m) / threshold_5m) float wave_level = current_vwap + ((close - current_vwap) * wave_ratio) // 9 layers calculated with progressive transparency Ribbon color indicates direction (cyan for buy absorption, magenta for sell absorption) and intensity increases with deviation magnitude. 6. Institutional Dashboard Metrics The dashboard displays four key institutional metrics: Order Flow: CVD z-score measuring buy/sell imbalance (threshold: 1.5) Liquidity Pressure: Average deviation across timeframes vs threshold Absorption Strength: Number of timeframe confirmations (2/3 or 3/3) Signal Quality: Deviation strength relative to threshold as percentage Additional metrics include Oscillator Gap confirmation, RVOL status, and zone classification (Buy Zone, Sell Zone, Neutral). Showing Liquidity Sell Zone about to occur based of confluences: Visual Elements VWAP Line: Dynamic color (cyan for buy zones, magenta for sell zones, neutral otherwise) Threshold Bands: 2m, 5m, and 15m deviation bands showing absorption thresholds 9-Layer Gradient Ribbon: Progressive transparency showing absorption intensity Background Zones: Cyan for buy absorption zones, magenta for sell absorption zones Absorption Labels: "LIQUIDITY ABSORPTION" or "LIQUIDITY DISTRIBUTION" with signal details Extreme Labels: "EXTREME ABSORPTION/DISTRIBUTION" for highest conviction signals Dashboard: Real-time institutional metrics in top-right corner Input Parameters Core Parameters: VWAP Calculation: Session Anchored or Continuous Deviation Method: Price Volatility, Z-Score, or Spread StDev Volume Lookback: Period for volume average (default: 45) Volume Surge Multiplier: Threshold for surge detection (default: 2.25x) RVOL Threshold: Minimum relative volume (default: 0.6) Multi-Timeframe Thresholds: 2m Threshold: Deviation threshold for 2-minute timeframe (default: 8.0) 5m Threshold: Deviation threshold for 5-minute timeframe (default: 8.0) 15m Threshold: Deviation threshold for 15-minute timeframe (default: 4.0) Visualization: Show Absorption Zones: Toggle background coloring Show VWAP Line: Toggle VWAP display Zone Transparency: Adjust background opacity (default: 85%) Ribbon Brightness: Adjust gradient ribbon intensity (-30 to +30) How to Use This Indicator Step 1: Identify Absorption Zones Watch for cyan (buy) or magenta (sell) background zones indicating 2+ timeframe confirmation of absorption. Step 2: Check Dashboard Metrics Verify Order Flow, Liquidity Pressure, and Absorption Strength align with the zone direction. Signal Quality >100% indicates strong deviation. Step 3: Confirm with Oscillator Gap Look for "CONF" status in Osc Gap row, indicating oscillator divergence confirms absorption. Step 4: Monitor RVOL Ensure RVOL shows "HIGH" status, confirming absorption occurs during meaningful volume. Step 5: Use Gradient Ribbon for Intensity Brighter, more opaque ribbon indicates stronger absorption. Ribbon direction shows whether absorption is bullish (cyan) or bearish (magenta). Step 6: Wait for Extreme Signals Highest probability setups occur when "EXTREME ABSORPTION" or "EXTREME DISTRIBUTION" labels appear with 2+ timeframe confirmation. Best Practices Use on liquid instruments (major forex pairs, large-cap stocks, major crypto) for reliable signals Absorption zones work best as reversal signals at price extremes Combine with higher timeframe trend analysis - absorption against trend is lower probability RVOL filter is critical - disable only on very low timeframe charts where volume is erratic Oscillator gap confirmation adds significant edge - wait for "CONF" status when possible Extreme signals (3/3 timeframe confirmation) have highest win rate but occur less frequently Use gradient ribbon intensity to gauge absorption strength - brighter = stronger Dashboard metrics provide context - high Signal Quality (>150%) indicates extreme deviation Settings with all features turned on and with Continous VWAP Calculation instead of default Anchored Calculation & Deviation Method Z score: Indicator Limitations Requires sufficient volume data - may not work well on illiquid instruments or off-market hours Multi-timeframe analysis requires data availability on all requested timeframes VWAP deviation thresholds may need adjustment for different instruments and volatility regimes Absorption zones indicate institutional activity but don't guarantee immediate reversal False signals can occur during strong trending markets where institutions continue adding to positions Oscillator gap confirmation adds lag - early signals may not have gap confirmation yet Gradient ribbon visualization requires sufficient price movement to display properly Dashboard metrics are real-time snapshots and can change rapidly during volatile periods Technical Implementation Built with Pine Script v6 using: Multi-timeframe security requests with proper lookahead settings Three VWAP deviation calculation methods (Price Volatility, Z-Score, Spread StDev) Adaptive threshold system based on volatility regime and percentile analysis Volume surge detection with customizable lookback and multiplier RVOL filtering to eliminate low-liquidity false signals Oscillator sigma gap calculation using Williams %R and CVD z-scores 9-layer gradient ribbon with progressive transparency Real-time institutional dashboard with 8 key metrics Signal aggregation across 2m, 5m, and 15m timeframes The code is fully open-source and can be modified to suit individual trading styles. Originality Statement This indicator is original in its multi-timeframe institutional absorption detection approach. While VWAP deviation and volume analysis are established concepts, this indicator is justified because: It combines VWAP deviation analysis across three timeframes with volume surge detection and RVOL filtering The oscillator sigma gap confirmation provides unique divergence-based validation not found in standard VWAP indicators Adaptive threshold system adjusts for volatility regime using percentile analysis Signal aggregation requires 2+ timeframe confirmation, significantly reducing false signals 9-layer gradient ribbon provides intuitive visualization of absorption intensity Institutional dashboard synthesizes multiple metrics (Order Flow, Liquidity Pressure, Absorption Strength, Signal Quality) into actionable intelligence Integration of CVD z-score and Williams %R z-score for oscillator gap calculation is unique Each component contributes unique information: VWAP deviation shows price extremes, volume surge shows institutional activity, RVOL filters noise, oscillator gap confirms divergence, timeframe alignment shows conviction, and the dashboard synthesizes all metrics. The indicator's value lies in presenting these complementary perspectives simultaneously with a unified absorption detection system. Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice. Trading involves substantial risk of loss. Past performance does not guarantee future results. Always use proper risk management and never risk more than you can afford to lose. -Made with passion by officialjackofalltrades
Indikator Pine Script®
oleh officialjackofalltrades
Volume Delta Profile BubblesVolume Delta Profile Bubbles 🔵 What is this indicator? Volume Delta Profile Bubbles is a unique indicator that combines two powerful concepts — Volume Profile and Volume Delta — to identify price levels where the market has reacted with significant volume AND strong directional pressure. Instead of showing a traditional vertical histogram on the price axis, this indicator stamps a bubble directly on the candle at the exact price level where the reaction occurred. The bigger the bubble, the more times that level has been confirmed over time. 🔵 How does it work? For each candle, the indicator analyzes two independent events: 🟢 Green bubble on the LOW — The lower wick is significant, buy volume is concentrated on the low, and that price level has been visited multiple times with the same bullish pressure. This identifies zones where the market found strong buyers. 🔴 Red bubble on the HIGH — The upper wick is significant, sell volume is concentrated on the high, and that price level has been visited multiple times with the same bearish pressure. This identifies zones where the market found strong sellers. A doji with long wicks on both sides can generate both a green bubble on the low and a red bubble on the high simultaneously — indicating a zone of strong contention from both sides. Volume is normalized using standard deviation (volume / stdev(volume, period)), which automatically adjusts for session differences. This means the indicator works correctly across Regular Trading Hours (RTH) and Extended Trading Hours (ETH) — a high volume candle in ETH is compared against typical ETH volumes, not RTH volumes. Bubble size reflects how many times that level has been confirmed: 🔵 Tiny → minimum confirmations 🔵 Small → 2x minimum confirmations 🔵 Normal → 3x minimum confirmations 🔵 Large → 4x minimum confirmations 🔵 Huge → 5x+ minimum confirmations 🔵 Parameters Price Tolerance (points) — The radius around a price level within which candles are considered "at the same level". Adjust based on your instrument's tick size. For XAUUSD use 0.3–0.8, for indices use 1–2. Volume Threshold (x std dev) — Minimum volume significance. At 1.0 many bubbles appear, at 2.0 only exceptional volume spikes trigger. Start at 1.5 and increase until bubbles visually align with clear market reactions. Delta Min % of candle volume — Minimum percentage of volume that must be concentrated on the wick to qualify as directional pressure. Lower to 15% for more signals, raise to 30%+ for high selectivity. Min Wick % of range — Minimum wick size relative to the total candle range. At 0.20 the wick must be at least 20% of the range. Raise to 0.30–0.40 to filter only candles with clear rejections. Min Confirmations — How many times the level must have been visited with the same characteristics before drawing a bubble. At 2 it is already selective. Raise to 3–4 to see only the most robust support/resistance levels. Lookback bars — How many bars back to calculate the Volume Profile. On low timeframes (1–5 min) use 200–300 to cover the current session. On higher timeframes (1H–4H) you can go up to 500. Normalization Period — The period for standard deviation calculation of volume. Default 200 is solid for most use cases. Transparency — Alpha of the bubbles. Since bubbles can overlap on the same level, lower transparency creates a natural gradient effect — overlapping bubbles become more visible. Alert Size — Minimum bubble size that triggers an alert. Set via dropdown: tiny / small / normal / large / huge. 🔵 Suggested Setups Breakout Setup (Bullish) When a medium-to-large green bubble forms and price subsequently closes above the bubble level, the market has absorbed all the selling pressure and buyers are in control. This often leads to an impulsive extension to the upside. Enter on the breakout candle or on a retest of the level. Liquidation Cascade Setup (Bearish) When price closes below a green bubble level with bearish bias, the long positions that accumulated at that level are being stopped out. Their stop losses become sell orders, adding further downward pressure. This often triggers a sharp bearish extension. The same logic applies in reverse for red bubbles — closes above a red bubble can trigger short squeeze extensions, closes below often lead to continuation. Confluence Setup A level with both a green and red bubble (visible on doji candles) is a zone of strong contention. When price returns to these levels, expect explosive moves in either direction. Wait for a clear directional close before committing. Size Matters Always prioritize large and huge bubbles — these represent levels tested and confirmed multiple times with significant volume. A huge green bubble on the low is a much stronger potential support than a tiny one. 🔵 Important Notes on Volume Data ⚠️ This indicator requires real volume data to function correctly. It will not work properly on instruments that do not provide actual traded volume. ✅ Works well on: Futures (ES, NQ, GC, CL), Crypto (BTC, ETH), Forex pairs on brokers that provide tick volume. ⚠️ Use with caution on: CFDs and some Forex pairs where volume data may represent tick count rather than actual traded volume. Results may be less reliable. ❌ Not suitable for: Instruments with no volume data at all. The Volume Delta calculation in this indicator is an approximation — without real tick-by-tick data, buy and sell volume are estimated based on wick proportions. On instruments with real volume data (futures, crypto), the approximation is reasonably accurate. On tick-volume instruments, treat the signals as directional bias indicators rather than precise measurements. 🔵 Call to Action If you find this indicator useful, please leave a comment sharing how you are using it and on which instruments. Your feedback helps improve future versions. 🚀 Boost the script if you want to support the development of more tools like this one. 📬 For questions, suggestions or bug reports, use the comment section below. ⚠️ Disclaimer This indicator is for educational and informational purposes only. It does not constitute financial advice, investment advice, or a recommendation to buy or sell any financial instrument. Past performance of any level identified by this indicator does not guarantee future results. Always use proper risk management and consult a qualified financial advisor before making any trading decisions. Trading involves substantial risk of loss.
Indikator Pine Script®
oleh Burdiga84
CVD Divergence & Absorption [UAlgo]CVD Divergence & Absorption is a dual context indicator that combines a cumulative volume delta (CVD) oscillator with price pivot structure to detect three important signal classes: Regular Divergence, Hidden Divergence, and Absorption. The script is designed to help traders compare price movement against directional volume participation and identify moments where price and CVD disagree, or where price stalls at similar levels while CVD continues to expand or contract. The indicator runs in a separate pane ( overlay=false ) and plots a continuous CVD line, while signal labels and price side connecting lines are projected onto the main chart using force_overlay=true . This gives a clean workflow where you can monitor the CVD series in its own panel and still see exact divergence locations directly on price. A key strength of this script is its lower timeframe volume decomposition. Instead of assigning the full chart bar volume to a single direction, it samples lower timeframe candles through request.security_lower_tf() , classifies each sub candle as up volume or down volume based on its close versus open, and aggregates the result into a bar level delta. That delta is then accumulated into the running CVD value. This approach is practical, efficient, and more granular than a simple chart timeframe approximation. The script also includes quality controls for signal validation: Pivot based comparisons for both price and CVD Minimum and maximum bar distance filters between pivot comparisons Equal price tolerance for absorption detection A line of sight filter that rejects visually obstructed divergences where intervening candles violate the connecting path The result is a professional divergence framework focused on cleaner, more interpretable signals rather than high frequency marking of every pivot mismatch. Educational tool only. Not financial advice. 🔹 Features 🔸 1) Lower Timeframe CVD Construction (LTF Volume Decomposition) The script builds CVD using lower timeframe candles selected by the user through the Lower Timeframe (LTF) input. For each chart bar, it retrieves arrays of lower timeframe open, close, and volume values and computes a signed delta: Up LTF candle (close > open) adds volume Down LTF candle (close < open) subtracts volume Neutral LTF candle contributes zero This produces a more refined bar delta than a single bar directional assumption and makes the CVD line more responsive to intrabar rotation. 🔸 2) Pivot Based Signal Engine for Price and CVD Signal generation is anchored to confirmed price pivots using user defined left and right pivot bars. A signal candidate is considered only when: A price pivot high/low is confirmed by ta.pivothigh or ta.pivotlow The CVD value at that pivot location also behaves like a local high/low (simple local extremum check) This means the script does not compare arbitrary points. It compares structurally meaningful swing locations. 🔸 3) Regular Divergence Detection (Bullish and Bearish) The indicator supports classic regular divergence logic: Bullish Regular Divergence: price makes a lower low while CVD makes a higher low Bearish Regular Divergence: price makes a higher high while CVD makes a lower high These signals can indicate weakening trend continuation pressure and potential reversal behavior, depending on context. 🔸 4) Hidden Divergence Detection (Bullish and Bearish) The script also detects hidden divergence, which many traders use as continuation style confirmation: Bullish Hidden Divergence: price makes a higher low while CVD makes a lower low Bearish Hidden Divergence: price makes a lower high while CVD makes a higher high Hidden divergence is optional and can be toggled independently from regular divergence. 🔸 5) Absorption Detection with Equal Price Tolerance Absorption logic is included to capture situations where price prints near equal pivots, but CVD continues moving in a direction that suggests aggressive participation is being absorbed at the level: Bearish Absorption (at highs): price is approximately equal high, but CVD is higher Bullish Absorption (at lows): price is approximately equal low, but CVD is lower The Equal Price Tolerance % input allows the script to treat two pivots as "equal" within a configurable percentage band. This makes absorption detection adaptable across instruments with different volatility profiles. 🔸 6) Minimum / Maximum Pivot Distance Filters To avoid weak or overly stale comparisons, the script enforces: A minimum number of bars between pivots A maximum lookback distance for valid pivot pairing This helps reduce noisy signals from pivots that are too close together and prevents pairing pivots that are too far apart to be contextually useful. 🔸 7) Line of Sight Validation (Signal Quality Filter) Before accepting a pivot comparison, the script checks whether the straight line connecting the two price pivots is "clear" from intervening candle violations: For bearish (high based) comparisons, intervening highs must not cross above the connecting line For bullish (low based) comparisons, intervening lows must not cross below the connecting line This is a strong visual integrity filter. It avoids many cluttered or ambiguous divergence lines that would look invalid once drawn on the chart. 🔸 8) Dual Visualization on Price and CVD When a signal is detected, the script draws: A label on price ("Reg", "Hid", or "Abs") A line connecting the two relevant price pivots on the main chart A line connecting the corresponding CVD pivot values in the CVD pane Line styles are used to distinguish signal types: Solid for Regular Divergence Dashed for Hidden Divergence Dotted for Absorption This synchronized plotting makes it easy to verify the signal logic visually. 🔸 9) Conflict Handling for Cleaner Labels Absorption labels are intentionally suppressed when a Hidden Divergence signal is already active on the same side in the same event block: bullAbs and not bullHidDiv bearAbs and not bearHidDiv This prevents duplicate labels on the same pivot and improves chart readability. 🔸 10) Lightweight Pivot Memory Management The script stores historical pivot comparison points in separate arrays for highs and lows and caps them using a helper method ( maxSize = 15 ). This keeps the logic efficient while preserving enough recent history for valid comparisons. 🔹 Calculations 1) Lower Timeframe Delta Aggregation The script retrieves lower timeframe OHLCV arrays and computes bar delta by summing signed volume from each LTF candle: array ltf_open = request.security_lower_tf(syminfo.tickerid, i_ltf, open) array ltf_close = request.security_lower_tf(syminfo.tickerid, i_ltf, close) array ltf_volume = request.security_lower_tf(syminfo.tickerid, i_ltf, volume) if ltf_c > ltf_o totalDelta += ltf_v else if ltf_c < ltf_o totalDelta -= ltf_v Interpretation: The script uses candle direction as a proxy for buying/selling pressure inside each chart bar. This is an estimated delta model based on candle body direction, not true bid/ask tape delta. 2) CVD Accumulation Bar delta is added into a running cumulative value stored inside a custom tracker object: method update_cvd(CVD_Tracker this, float delta) => this.currentCVD += delta this.currentCVD The tracker persists across bars using: var CVD_Tracker tracker = CVD_Tracker.new(0.0, array.new(), array.new()) This design keeps both the CVD value and pivot histories in one structured container. 3) Price Pivot Detection Price pivots are confirmed using standard left/right pivot logic: float ph = ta.pivothigh(high, i_left, i_right) float pl = ta.pivotlow(low, i_left, i_right) Because pivot confirmation occurs after i_right bars, signal labels and lines are placed at: bar_index - i_right This aligns the plotted signal with the actual pivot bar, not the confirmation bar. 4) CVD Pivot Confirmation at the Same Pivot Location The script requires CVD to form a local extremum at the price pivot location using a simple 3-point comparison around currentCVD : bool cvdIsPh = currentCVD > currentCVD and currentCVD > currentCVD bool cvdIsPl = currentCVD < currentCVD and currentCVD < currentCVD Then: bool isPh = not na(ph) and cvdIsPh bool isPl = not na(pl) and cvdIsPl This ensures price and CVD are compared on synchronized pivot events rather than unrelated timestamps. 5) Pivot Pair Selection with Distance Constraints When a new pivot is confirmed, the script scans prior pivots of the same type (highs with highs, lows with lows) and applies: i_min_bars as the minimum spacing i_max_bars as the maximum valid distance if barsBetween < minBars continue if barsBetween > maxBars break This keeps comparisons within a user defined structural window. 6) Line of Sight Filter (Price Geometry Validation) Before checking divergence conditions, the script verifies that the connecting price line is not invalidated by intervening candles. For highs: if barsBack >= 0 and high >= lineY clear := false For lows: if barsBack >= 0 and low <= lineY clear := false Interpretation: Bearish comparisons require a clean descending/ascending line between highs without intermediate highs breaking above it. Bullish comparisons require a clean line between lows without intermediate lows breaking below it. This is one of the script’s strongest anti-noise mechanisms. 7) Equal Price Tolerance for Absorption The script calculates percentage difference between pivot prices and treats them as equal if the difference is within the tolerance: float priceDiffPct = math.abs(newPivot.priceVal - histPivot.priceVal) / histPivot.priceVal * 100 bool isEqual = priceDiffPct <= eqTol This enables absorption logic to work with approximate equal highs/lows instead of requiring perfect price matches, which are rare in live markets. 8) Bearish Signal Logic (Regular, Hidden, Absorption) For pivot highs, the script compares a new pivot high against a historical pivot high after passing distance and line of sight checks. Bearish Regular Divergence newPivot.priceVal > histPivot.priceVal and not isEqual and newPivot.cvdVal < histPivot.cvdVal Meaning: Price makes a higher high CVD makes a lower high Bearish Hidden Divergence newPivot.priceVal < histPivot.priceVal and not isEqual and newPivot.cvdVal > histPivot.cvdVal Meaning: Price makes a lower high CVD makes a higher high Bearish Absorption isEqual and newPivot.cvdVal > histPivot.cvdVal Meaning: Price prints an approximately equal high CVD pushes higher, suggesting buying effort is absorbed near the same price zone 9) Bullish Signal Logic (Regular, Hidden, Absorption) For pivot lows, the script compares a new pivot low against a historical pivot low after passing distance and line of sight checks. Bullish Regular Divergence newPivot.priceVal < histPivot.priceVal and not isEqual and newPivot.cvdVal > histPivot.cvdVal Meaning: Price makes a lower low CVD makes a higher low Bullish Hidden Divergence newPivot.priceVal > histPivot.priceVal and not isEqual and newPivot.cvdVal < histPivot.cvdVal Meaning: Price makes a higher low CVD makes a lower low Bullish Absorption isEqual and newPivot.cvdVal < histPivot.cvdVal Meaning: Price prints an approximately equal low CVD pushes lower, suggesting selling effort is absorbed near the same price zone 10) Signal Plotting and Visual Encoding When a condition is confirmed, the script plots both price side and CVD side lines between the historical pivot and the new pivot, plus a compact label at the new pivot location. Examples: label.new(bar_index - i_right, low , text="Reg", ...) line.new(bullLastPivot.loc, bullLastPivot.priceVal, bullNewPivot.loc, bullNewPivot.priceVal, ..., force_overlay=true) line.new(bullLastPivot.loc, bullLastPivot.cvdVal, bullNewPivot.loc, bullNewPivot.cvdVal, ..., force_overlay=false) Style mapping: line.style_solid for Regular Divergence line.style_dashed for Hidden Divergence line.style_dotted for Absorption 11) Pivot History Storage and Capacity Control Each confirmed pivot is stored in a side specific array (highs or lows) using a helper method: method add_pivot(array this, Pivot p, int maxSize = 15) => this.push(p) if this.size() > maxSize this.shift() This preserves recent structural history for future comparisons while keeping memory usage controlled.
Indikator Pine Script®
oleh UAlgo
2
Institutional absorption scoreInstitutional Absorption Score (IAS) Institutions don't buy all at once they accumulate slowly, hiding their footprint inside boring, low-range candles with high volume. By the time the breakout is obvious, they're already in. This indicator tries to catch them in the act by scoring how much of that absorption is happening right now. How It Works The score runs from 0 to 100 and checks for these things -> Is volume elevated but the candle barely moved? Is the range tight relative to recent volatility? Someone's holding price in a zone. Are lows quietly stepping up even though the chart looks sideways?. Each of these gets weighted and combined into a single score. Reading the Score Red means nothing interesting is happening, move on. Orange is worth a second look but don't act yet. Yellow is where you start watching closely absorption is building. Green means multiple things are aligning and institutions are likely active. Lime is the serious zone — this is where breakouts tend to come from, often when most traders are still bored. Settings Lookback Period — how far back the indicator looks to define "normal" volume and volatility. Increase it on noisy assets, lower it if you want faster reactions. Volume Multiplier — sets the bar for what counts as high volume. If your asset is naturally volatile, push this higher so random spikes don't inflate the score. Max Body/Range Ratio — how small the candle body needs to be. Lower values mean only very indecisive candles count, which is stricter but more precise. Max Range % of ATR — filters for compressed candles. If price is moving freely, it's not being absorbed — this setting enforces that. Higher Lows Lookback — how many bars back to check for a higher low structure forming underneath. Score Smoothing — irons out bar-to-bar noise. Crank it up if the score feels jumpy, lower it if you want to catch signals earlier.
Indikator Pine Script®
oleh AdarshShrma
Absorption ReversalAbsorption Reversal detects institutional absorption patterns at the extremes of a trading range. When price reaches a range boundary, large limit orders from institutional players can "absorb" aggressive market orders — this creates a characteristic candle with high volume and a long rejection wick. The indicator identifies these setups and waits for confirmation before signaling a reversal. Free & Open Source — no invite-only access, no paywall. Full source code, fully transparent. ## The Concept: What Is Absorption? In order flow terms, absorption occurs when resting limit orders at a price level absorb incoming market orders without allowing price to break through. This is a core concept in Wyckoff analysis (Effort vs. Result) and institutional trading: - High volume (Effort) + small price movement / long wick (no Result) = absorption - The wick shows that price was pushed to the extreme but immediately rejected - This typically happens at range boundaries where institutional players defend levels The indicator automates this detection process with quantifiable rules. ## How It Works The signal generation follows a strict 6-step process: Step 1 — Range Detection: A Donchian Channel (highest high / lowest low) defines the current trading range boundaries. Step 2 — Range Width Filter: The channel width must be below its own average — confirming the market is sideways/contracting, not expanding into a trend. Step 3 — ADX Trend Filter: Wilder's ADX must be below the threshold (default 25) — no strong trend active. Absorption setups work best in range-bound markets. Step 4 — Proximity Check: Price must be in the upper or lower proximity zone of the range (default: outer 15%). Absorption in the middle of a range is meaningless. Step 5 — Absorption Bar: A candle that shows: - Volume spike (default 1.5x average — significant participation) - Long rejection wick (default 66% of candle range — strong rejection) - Located at the range extreme (within proximity zone) Step 6 — Confirmation: Within the next N bars (default 3), a follow-up candle must close back inside the range in the expected reversal direction. No confirmation = no signal. ## Chart Elements - Range Lines — Donchian Channel upper (red) and lower (green) boundaries - Proximity Zones — Optional shaded areas showing where absorption signals can trigger - Orange Diamonds — Absorption bars detected (before confirmation) - Green/Red Triangles + BUY/SELL Labels — Confirmed reversal signals only ## Dashboard The real-time dashboard displays: - Market Regime — Range or Trending (based on ADX + channel width) - ADX Value — Current trend strength with classification - Range Width — Contracting or Expanding - Position — Where price sits in the range (Near High / Near Low / Middle) - Volume — Current volume relative to average + spike detection - Pending — Active absorption bars awaiting confirmation (with countdown) ## Settings Range Detection: Donchian Channel Length (default 20), Proximity Zone % (default 15%) Trend Filter: ADX Filter ON/OFF (default ON), Range Width Filter ON/OFF (default ON) Absorption Criteria: Min Wick/Range Ratio (default 0.66), Volume SMA Length (default 20), Volume Spike Multiplier (default 1.5x) Confirmation: Max Confirmation Bars (default 3) ## Alerts 4 alert conditions: - Absorption Buy Signal — confirmed bullish reversal at range low - Absorption Sell Signal — confirmed bearish reversal at range high - Bullish Absorption Detected — absorption bar found, awaiting confirmation - Bearish Absorption Detected — absorption bar found, awaiting confirmation ## Best Used For - Identifying high-probability reversal setups at range boundaries - Spotting institutional absorption activity via volume + wick analysis - Range-trading strategies with clear entry signals - Confluence tool alongside other indicators - Works on all instruments: stocks, forex, crypto, futures, indices ## Technical Notes - Pine Script v6 (latest version) - Signals on confirmed bars only — no repainting - State-based confirmation logic - Open source, no external dependencies - All inputs have tooltips ## Disclaimer This indicator is for educational and informational purposes only. It does not constitute financial advice. No signals should be interpreted as buy or sell recommendations. Past performance is not indicative of future results. Always implement proper risk management. Trade at your own risk.
Indikator Pine Script®
oleh alphachart_tv
1
VSA with Absorption Proxy for Holmes and Bookmap StyleVSA + Absorption Proxy – Holmes / Bookmap Style (No Delta Data Required) This open-source strategy is a simplified, VSA (Volume Spread Analysis) inspired scalper that approximates **absorption** and **rejection** patterns commonly observed in professional order-flow tools (Bookmap, Holmes, Jigsaw, etc.) — using only standard OHLCV data. Core Concept & Why This Proxy? In VSA and order-flow trading, **absorption** occurs when aggressive selling is met with strong buying support (high volume + wide spread + reversal up), often signaling exhaustion of sellers and potential reversal/continuation up. **Rejection** is the mirror: aggressive buying met with strong selling (high volume + wide spread + reversal down). Because true bid/ask delta is not available in standard Pine Script, this script uses a directional volume proxy: - delta ≈ volume × (close - open) / (high - low) - Combined with wide spread (vs ATR) + high volume (vs SMA) + delta flip This creates a reasonable proxy for spotting climactic volume bars where one side gets absorbed/rejected. Entry & Exit Logic Long (Absorption Bull): - High volume bar (volume > SMA(volume,20) × multiplier) - Wide spread (range > ATR(14) × multiplier) - Bullish candle (close > open) - Delta turns positive after being negative previous bar Short (Rejection Bear): mirror logic (bearish candle + delta turns negative) Risk Management (fixed %): - Stop Loss: entry low/high adjusted by riskPct (default 1%) - Take Profit: risk × rrTarget (default 3.5:1) Visuals - Green background + triangle below bar → Absorption Bull signal - Red background + triangle above bar → Rejection Bear signal Important Realism & Backtesting Guidelines To avoid misleading results, publish/test with: - Initial Capital: $10,000 – $50,000 (realistic retail/futures account) - Position sizing: 1–3% equity per trade (adjust via strategy properties) - Commission: $4–$10 round-turn per contract (futures) or 0.03–0.05% (forex/stocks) - Slippage: 1–4 ticks (futures) or 0.5–2 pips (forex) — higher during news - Dataset: ≥12–36 months on chosen timeframe (aim for 400–1000+ trades) - Risk per trade: 0.5–2% max — never exceed sustainable levels Expectations: - Works best on high-volume instruments (NQ, ES, GC, BTC, major forex) during active sessions - Fewer signals in low-volatility/choppy periods - Drawdowns common during strong trends — this is a counter-trend / absorption catcher, not trend-following - News events (FOMC, NFP, earnings) can cause false signals — avoid or widen stops How to Use 1. Apply to high-liquidity symbols (NQ1!, ES1!, GC1!, BTCUSD, EURUSD, XAUUSD) 2. Timeframes: 3m–15m for scalping, 30m–1h for swing context 3. Trade during high-volume sessions (London/NY overlap for forex, US open for futures) 4. Look for confluence: - Absorption + nearby support / demand zone → stronger long - Rejection + nearby resistance / supply zone → stronger short 5. Forward-test on demo extensively — absorption setups are high-conviction but low-frequency 6. Always use proper position sizing — never risk more than 1–2% per trade Publish Recommendation - Use a clean chart: only this strategy, no extra indicators/drawings - Show realistic Strategy Tester results with commission/slippage applied - Screenshot during active session with visible absorption/rejection signal + background tint Educational tool — open-source for learning VSA/order-flow concepts. This is a proxy approximation — not true delta/order-flow. Trading involves substantial risk of loss. Test thoroughly and trade responsibly. Feedback welcome — especially parameter tuning ideas for different instruments!
Strategi Pine Script®
oleh uzair2join
All-in-One CVD: Failed Auction + Trap + Flow Classifications All-in-One CVD : Failed Auction/Trap + Flow Classifications (Colored Bars) Description: This script provides an advanced order flow and delta-based trading visualization designed to highlight key market microstructure events in real time. It combines Cumulative Volume Delta (CVD), failed auction detection, absorption tracking, continuation signals, and trap identification into a single, coherent tool with colored bars and visual markers. Unlike standard volume or trend-following indicators, this script focuses on aggressive order flow and price acceptance/rejection events, making it particularly suitable for scalping, intraday momentum trading, and identifying high-probability short-term setups. Originality and Purpose: Many scripts either show CVD or detect failed auctions separately, but this script integrates multiple advanced flow concepts into one indicator. By combining CVD, normalized delta, strong delta thresholds, failed auctions, absorption, traps, and continuation patterns, traders can identify where aggressive buying or selling is being absorbed, where price is likely to continue, and where traps are forming. The mashup is intentional: each component validates the other. For example, a failed auction signal without absorption is less significant, while a failed auction coinciding with absorption signals a true high-probability trap or reversal. Failed auctions typically align with "Failed 2" patterns from The Strat by Rob Smith, providing additional confirmation using a well-established price action methodology. How It Works: Volume and Delta Calculation: Computes buying and selling pressure from volume and bar structure (high/low/close). Supports UltraData mode for enhanced volume calculations using security data. Options for Cumulative Mode: Total, Periodic, or EMA-based CVD. Normalized Delta and Strong Delta Detection: Calculates normalized delta (z-score) to standardize flow across different volatility regimes. Flags strong buying or selling when delta exceeds user-defined thresholds. Failed Auction Detection: Highlights bars where price attempted to break previous highs/lows but failed to sustain, signaling trapped aggressive participants. True failed auctions can coincide with absorption for higher-probability setups. Absorption: Detects situations where strong aggressive flow is absorbed at key levels, showing institutional participation or liquidity consumption. Bullish absorption occurs when aggressive buying is absorbed at previous lows; bearish absorption occurs when aggressive selling is absorbed at previous highs. Flow Classification: Continuation: Aggressive flow accepted by the market — often the next candle continues in the direction of the delta. Important: A single continuation signal does not guarantee follow-through. Traders should view it as an indicator that aggressive participants are in control for the current candle, and consider market context, trend, and support/resistance before assuming continuation. Multiple consecutive continuation signals or confirmation with absorption/strong delta increases reliability. Trap: Aggressive flow trapped — the market reverses after failed auction. Absorption: Aggressive orders absorbed — market shows hesitation at tested levels. Colored CVD Bars and Visual Markers: Bars colored green/red/gray based on delta direction. Visual markers indicate flow state: circles for continuation, X-cross for traps, triangles for absorption. Works in real time — live candles are updated with flow state markers. Alerts: Custom alert conditions for each flow type: continuation, trap, and absorption. Alerts provide actionable signals for automated monitoring or manual trading. Trading Applications: Trap Trading: Identify aggressive buyers/sellers who fail to push price and get trapped. Use trap signals to fade reversals. Continuation Trading: Detect market acceptance of aggressive flow for trend-following or breakout strategies. Use caution: a single continuation signal indicates probability, not certainty, and should be confirmed with structural context. Absorption Analysis: Spot where institutional participants absorb liquidity before a potential directional move. Intraday Scalping: Combines delta, volume, failed auction logic, and Strat alignment for high-frequency setups. Key Notes: True failed auctions with significant market impact require absorption — otherwise, a simple failed attempt may be a weak signal. The script works across multiple markets (Forex, Crypto, Stock) and supports live bar updates. Users can adjust strong delta thresholds, period lengths, and cumulative modes to fit their preferred trading style or volatility regime. Conclusion: This all-in-one script provides traders with a comprehensive, visually intuitive, and real-time method to detect aggressive flow, failed auctions, absorption, and continuation patterns. By linking failed auctions to The Strat’s failed 2 patterns, and clarifying the probabilistic nature of continuation signals, it merges advanced delta analytics with proven price action methodology, making it highly original, actionable, and educational for understanding market order flow dynamics.
Indikator Pine Script®
oleh samb817
CVD Divergence Background By HKOverview This indicator visualizes Delta Divergences (also known as Absorption) directly on your main chart. It highlights candles where the price direction contradicts the underlying net volume flow (CVD). This is a powerful method to spot "traps," limit order absorption, and potential reversals. How it Works The script calculates the Intrabar Volume Delta based on price action relative to the candle's range. It then compares this Delta with the candle's color (Open vs. Close). Bearish Divergence (Absorption Top): Scenario: The candle is GREEN (Price closed higher), but the Volume Delta is NEGATIVE (Net Selling). Visual: Red Background. Meaning: Sellers are aggressively absorbing the buying pressure via limit orders. Price struggled to rise despite the volume. Bullish Divergence (Absorption Bottom): Scenario: The candle is RED (Price closed lower), but the Volume Delta is POSITIVE (Net Buying). Visual: Green Background. Meaning: Buyers are aggressively absorbing the selling pressure via limit orders. Price struggled to fall despite the volume. Features Background Highlighting: Instantly spot divergences without checking a separate oscillator window. Seamless Integration: Works perfectly behind your price candles and other indicators (like Big Trade detectors). Customizable: You can adjust the colors and transparency to fit your chart theme. Use Case Use this to identify exhausted moves. If you see a green candle with a red background at a resistance level, it suggests that buyers are running into a wall of sellers, increasing the probability of a reversal.
Indikator Pine Script®
oleh colacorn
Smart Money Concepts - Absorption Smart Money Concepts - Absorption (SMC-ABS) Absorption event detector using split-volume VWMA ribbons, entropy filtering, and elasticity validation Overview This indicator highlights potential absorption/defense events: moments where price touches a volume-weighted band and then rejects, while additional filters confirm that market conditions are not random/noisy. What it plots • Energy ribbons (bands): two split-volume VWMA ribbon sets - Buy-weighted (cyan) and Sell-weighted (magma). • ABS markers: printed when touch + rejection + validation conditions are met (see Logic section). • Dashboard (HUD): real-time metrics such as price/volume z-scores, delta, entropy state, and resonance momentum states. Core logic 1) Volume engine The script builds Buy Volume and Sell Volume series using one of two modes: • Geometry (candle-range split): estimates buy/sell participation from the close position within the candle range. • Intrabar (precise): uses lower-timeframe up/down volume to derive buy/sell flows when data is available. 2) Split-VWMA resonance score For multiple periods (5, 10, 20, 30, 40, 50), the script computes: • A standard SMA of price. • A Buy-weighted VWMA of price (weighted by Buy Volume). • A Sell-weighted VWMA of price (weighted by Sell Volume). Resonance is derived from the normalized divergence between the SMA and the split VWMAs, aggregated across the available periods. 3) Validation filters Signals can be filtered by the following components (each toggleable): • Volume-weighted entropy: a fractal-efficiency style disorder metric (TR-sum vs range) adjusted by relative volume; high entropy blocks signals. • Momentum alignment (resonance velocity) : direction filter requiring positive velocity for buy events and negative velocity for sell events. • Elasticity (recoil vs penetration): rejection quality check based on the bounce-back strength relative to the penetration depth into the fast band. Absorption event conditions (ABS markers) ABS markers are generated using the fastest ribbon band (length 5) for the touch/rejection logic: • Buy absorption: low touches/penetrates the Buy band and the candle closes back above it, with filters passing. • Sell absorption: high touches/penetrates the Sell band and the candle closes back below it, with filters passing. Note: acceleration/deceleration is displayed in the HUD as a state; the primary directional filter is the resonance velocity. Settings • Volume Model: choose Geometry or Intrabar. • Intrabar LTF: lower timeframe used by the Intrabar model (only applies when Intrabar is selected). • Global Lookback: lookback window used for z-score statistics and related calculations. • Quantum Filters: toggles and thresholds for entropy, momentum alignment, and elasticity validation. • Dashboard Settings :/ Energy Ribbons / Absorption Events: controls for visuals and filtering behavior. Usage notes and limitations • Signals are most reliable after candle close. On the forming candle, conditions can change until the bar closes. • Results depend on the availability and quality of volume data for the selected symbol and exchange. • The Geometry mode is an estimate based on candle structure; it is not tick-accurate order flow. • Terms such as “quantum” and “physics” are metaphorical labels for statistical filters and validation heuristics. Disclaimer This tool is provided for analytical and educational use only. It does not constitute investment advice. Trading involves risk. Important note about Intrabar data and TradingView plan limits This indicator is volume-dependent. When using the Intrabar model, the best results typically come from very low intrabar timeframes such as 1 tick or 1 second (if your symbol and data feed support it). Please check your TradingView subscription plan and data entitlements - access to 1-second/1-tick lower timeframes is commonly restricted to higher-tier plans (often referred to as Premium/Ultra tiers). If intrabar data is not available, the script falls back to relative buy/sell volume estimation (Geometry mode), and results may be less precise.
Indikator Pine Script®
oleh ata_sabanci
Effort-Result Divergence [Interakktive]The Effort-Result Divergence (ERD) measures whether volume effort is producing proportional price result. It quantifies the classic Wyckoff principle: when price moves easily, momentum is real; when price struggles despite heavy volume, absorption is occurring. Think of ERD as "energy efficiency" for price movement — green means price is gliding, red means price is grinding. █ WHAT IT DOES • Measures volume EFFORT relative to average volume • Measures price RESULT relative to ATR-normalized movement • Computes ERD = Result minus Effort (each scaled 0-100) • Flags statistical divergences via Z-score analysis • Absorption events: high effort, low result (negative ERD) • Vacuum events: low effort, high result (positive ERD) █ WHAT IT DOES NOT DO • NO buy/sell signals • NO entry/exit recommendations • NO alerts (v1 is educational only) • NO performance claims or guarantees This is a context tool for understanding market participation quality. █ HOW IT WORKS The ERD analyzes two dimensions of market activity and compares them. EFFORT (Volume Intensity) Compares current volume to a moving average baseline: Effort Ratio = Volume ÷ SMA(Volume, Length) Effort Score = clamp(100 × Effort Ratio ÷ Effort Cap) High effort means above-average volume participation. Low effort means below-average volume participation. RESULT (Price Efficiency) Measures how much price moved relative to expected volatility: Result Ratio = |Close − Previous Close| ÷ ATR Result Score = clamp(100 × Result Ratio ÷ Result Cap) High result means price moved significantly for the volatility regime. Low result means price barely moved despite market activity. ERD SCORE ERD = Result − Effort • Positive ERD: Result exceeds effort → price moved easily (vacuum/thin liquidity) • Negative ERD: Effort exceeds result → price struggled (absorption/accumulation) • Near zero: Balanced effort-to-result relationship STATISTICAL DIVERGENCE DETECTION Z-score analysis identifies statistically significant extremes: Z = (ERD − Mean) ÷ StdDev • Absorption Event: Z ≤ −threshold (extreme negative ERD) • Vacuum Event: Z ≥ +threshold (extreme positive ERD) █ INTERPRETATION GREEN BARS (Positive ERD) Price moved with relatively little volume effort. This suggests: • Thin liquidity / low resistance • Strong directional interest • Momentum is "real" — not forced RED BARS (Negative ERD) Heavy volume was used but price barely moved. This suggests: • Absorption / accumulation occurring • Large players opposing the move • Inefficiency — someone is working hard for little result THE KEY INSIGHT When you see: • Down moves = high effort (red spikes) • Up moves = low effort (green bars) This means: It's easier for price to go up than down. That is asymmetric strength — classic bullish pressure. The reverse (red on up moves, green on down moves) signals bearish pressure. PRACTICAL RULES Without any other indicators: • Avoid shorting when ERD is mostly green and red spikes appear only on down candles • Be cautious buying when ERD turns red on up candles (signals absorption of buying pressure) • Vacuum events (extreme green) often precede continuation or pause — not violent reversal • Absorption events (extreme red) often precede reversals or range formation █ VOLUME DATA NOTE This indicator uses the volume variable which represents: • Exchange volume on stocks and futures • Tick volume on Forex and CFD instruments Tick volume is a proxy for activity, not actual exchange volume. The indicator remains useful on Forex as relative volume comparisons are still meaningful, but interpretation should account for this limitation. █ INPUTS Core Settings • Volume Average Length: Baseline period for effort calculation (default: 20) • ATR Length: Volatility normalization period (default: 14) • Effort Cap: Volume ratio that maps to 100% effort (default: 3.0) • Result Cap: ATR multiple that maps to 100% result (default: 1.0) Divergence Detection • Z-Score Lookback: Statistical analysis window (default: 100) • Z-Score Threshold: Standard deviations for event flags (default: 2.0) Visual Settings • Show ERD Histogram: Toggle main display • Show Zero Line: Toggle reference line • Show Divergence Markers: Toggle event circles • Show Effort/Result Lines: Display component breakdown █ ORIGINALITY While Wyckoff's effort-versus-result principle is well-established, existing implementations are typically: • Purely visual with no quantification • Pattern-based requiring subjective interpretation • Not statistically normalized for comparison across instruments ERD is original because it: 1. Normalizes both effort and result to 0-100 scales for direct comparison 2. Uses ATR for result normalization (adapts to volatility regime) 3. Applies statistical Z-score for objective divergence detection 4. Provides quantified output suitable for systematic analysis █ DATA WINDOW EXPORTS When enabled, the following values are exported: • Effort (0-100) • Result (0-100) • ERD Score • Z-Score • Absorption Event (1/0) • Vacuum Event (1/0) █ SUITABLE MARKETS Works on: Stocks, Futures, Forex, Crypto Best on: Instruments with reliable volume data (stocks, futures, crypto) Timeframes: All timeframes — interpretation adapts accordingly █ RELATED • Market Efficiency Ratio — measures price path efficiency • Wyckoff Volume Spread Analysis — conceptual foundation █ DISCLAIMER This indicator is for educational purposes only. It does not constitute financial advice. Past performance does not guarantee future results. Always conduct your own analysis before making trading decisions.
Indikator Pine Script®
oleh Interakktive
1