Mulai

Volume

Volume-Confirmed Trend Thrust IndicatorOVERVIEW This indicator combines trend strength, momentum & volume analysis to generate high-conviction buy and sell signals. It is based on the "Volume Confirmation for a Trend System" (VCTS) by Buff Pelz Dormeier (TASC August 2024), which I have taken the liberty of 'buffing up' (heh!) by swapping out original VPCI component with the ATR-aware Net Accumulation Flow (NAF) indicator derived from Markos Katsanos' VPN indicator (TASC April 2021). The result is a system that only triggers buy signals when three independent conditions align: • A strong trend exists (ADX) • Momentum is bullish (TTI) • Institutional accumulation is detected (NAF) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ COMPONENTS █ ADX (Average Directional Index) Measures trend strength regardless of direction. A reading above 30 indicates a strong trend worth trading. This filter prevents signals during choppy, sideways markets. █ TTI (Trend Thrust Indicator) Dormeier's volume-weighted MACD variant that provides momentum direction. Unlike standard MACD, TTI uses Volume-Weighted Moving Averages (VWMA) and applies a volume multiplier that amplifies signals when volume confirms price movement. When TTI crosses above its signal line, momentum is considered bullish. █ NAF (Net Accumulation Flow) The key enhancement - in my humble opinion - over the original VCTS. NAF classifies each bar's volume as: • Accumulation: Price moved UP more than 10% of ATR • Distribution: Price moved DOWN more than 10% of ATR • Neutral: Price movement too small to be meaningful (filtered as noise) NAF then calculates the net flow (Accumulation Volume - Distribution Volume) over a 30-bar lookback period, normalized and smoothed. This provides a cleaner read on whether institutions are accumulating or distributing. Perceived benefits of NAF: • ATR-based noise filtering eliminates false readings from small price movements • Rolling 30-bar accumulation captures sustained institutional activity • Empirically calibrated thresholds based on 717 stocks / 360,000 observations • 3-period EMA smoothing reduces whipsaws ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SIGNAL LOGIC 🟢 BUY SIGNAL All three conditions must be true simultaneously: 1. ADX > 30 (strong trend) 2. TTI > Signal Line (bullish momentum) 3. NAF > 16 (accumulation) Signals fire on the first bar where all conditions align, preventing repeated signals during sustained bullish periods. 🔴 SELL SIGNAL Exit when volume flow turns negative: • NAF < -9 (below neutral zone, indicating distribution). This indicator retains Dormeier's asymmetric approach (strict entry, quick exit) to help protect profits when institutional support fades. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ NAF THRESHOLD REFERENCE Based on proprietary empirical calibration (717 stocks, 360K observations): >= +35 │ Strong Accumulation (P95, ~5% of days) >= +28 │ Solid Accumulation (P90, ~10% of days) >= +16 │ Moderate Accumulation (P75) ← Default Buy Threshold -9 to +16 │ Neutral Zone (~50% of days) <= -9 │ Below Neutral ← Default Sell Threshold <= -22 │ Solid Distribution (P10) <= -29 │ Strong Distribution (P5) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SETTINGS Setting for all 3 variables (ADX, TTI & NAF), alerts and visual conditional formatting are configurable. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ USAGE TIPS 1. Works best on daily timeframe for swing trading 2. More effective on liquid stocks where volume data is meaningful 3. Consider using NAF threshold of 28 (P90) for higher conviction entries 5. Combine with price action analysis (support/resistance, RS, chart patterns) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ MAXIMUM RESPECT: • VCTS (ADX + TTI + VPCI): Buff Pelz Dormeier, "Volume Confirmation For A Trend System", Technical Analysis of Stocks & Commodities (TASC), August 2024. Pine Script adaptation: PineCoders. • VPN / NAF: Markos Katsanos, Technical Analysis of Stocks & Commodities (TASC), April 2021. Pine Script adaptation: LevelUp/John Muchow. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ DISCLAIMER This indicator is for educational and informational purposes only. It does not constitute financial advice. Past performance is not indicative of future results. Always conduct your own analysis and consider your risk tolerance before making trading decisions. Use appropriate position sizing and stop-loss orders to manage risk.
Indikator Pine Script®
oleh mericourt
Black-Scholes Gamma Scalping Strategy# Black-Scholes Gamma Scalping Strategy ## Overview This strategy applies options market-making principles to spot/futures trading using the Black-Scholes pricing model. It simulates the behavior of a delta-hedged straddle position, generating buy and sell signals based on how a market maker would hedge their gamma exposure. --- ## The Concept: Gamma Scalping Professional options traders who hold long straddles (long call + long put at the same strike) profit when the underlying moves significantly in either direction. Here's why: - A straddle has **positive gamma**, meaning its delta increases as price rises and decreases as price falls - To stay delta-neutral, traders must **buy after dips** and **sell after rallies** - If **realized volatility > implied volatility**, the profits from these hedging trades exceed the daily theta (time decay) cost This strategy captures that edge by: 1. Calculating theoretical Greeks using Black-Scholes 2. Monitoring when delta deviates from neutral 3. Trading to "hedge" back to neutral — buying weakness, selling strength --- ## Black-Scholes Greeks Calculated | Greek | Symbol | What It Measures | |-------|--------|------------------| | Delta | Δ | Directional exposure | | Gamma | Γ | Rate of delta change | | Vega | ν | Sensitivity to volatility | | Theta | Θ | Time decay per day | All Greeks are calculated in real-time using the standard Black-Scholes formula with configurable inputs for strike, expiration, implied volatility, and risk-free rate. --- ## Entry Signals **Long Entry** (buy the underlying): - Price drops significantly (gamma scalp trigger), OR - Straddle delta falls below the lower hedge band - Volatility filter confirms favorable regime (HV > IV) **Short Entry** (sell the underlying): - Price rises significantly (gamma scalp trigger), OR - Straddle delta rises above the upper hedge band - Volatility filter confirms favorable regime --- ## Volatility Regime Filter The strategy compares **Historical Volatility (HV)** to **Implied Volatility (IV)**: - **HV/IV > 1.2** → Long volatility regime (gamma scalping profitable) → Trading enabled - **HV/IV < 0.8** → Short volatility regime (theta wins) → Trading paused or reversed - **Between** → Neutral, proceed with caution This filter helps avoid trading when market conditions don't favor the strategy. --- ## Key Inputs **Option Parameters:** - Strike Offset % — Distance from ATM (0 = at-the-money) - Days to Expiration — Synthetic option tenor (affects gamma magnitude) - Implied Volatility — Your estimate of fair IV - Risk-Free Rate — For BS calculation **Trading Parameters:** - Gamma Scalp Threshold — ATR multiple to trigger trades - Delta Hedge Band % — How far delta must deviate to signal - Volatility Regime Filter — Enable/disable HV/IV filter **Risk Management:** - Stop Loss / Take Profit (ATR multiples) - Max Drawdown % — Pauses trading if exceeded - Max Concurrent Positions --- ## How to Use 1. **Set Implied Volatility** to match current market IV (check options chain or VIX for reference) 2. **Adjust Days to Expiration** — Shorter = higher gamma, more signals; Longer = smoother 3. **Tune the Hedge Band** — Tighter bands = more trades; Wider = fewer, larger moves 4. **Enable Volatility Filter** for trend-following vol regimes, disable for pure mean-reversion **Best suited for:** - Range-bound or choppy markets - High realized volatility environments - Liquid instruments with tight spreads **Avoid using when:** - Strong directional trends (gamma scalping loses to delta) - Volatility is collapsing - Low liquidity / wide spreads --- ## Information Table The on-chart table displays real-time: - Current strike price - Straddle Delta, Gamma, Vega, Theta - Historical vs Implied Volatility - HV/IV Ratio - Current volatility regime --- ## Alerts Built-in alert conditions for: - Long entry signals - Short entry signals - Max drawdown protection triggered --- ## Disclaimer This strategy is provided for **educational purposes only**. It demonstrates how Black-Scholes option pricing theory can be applied to generate trading signals. - Past performance does not guarantee future results - Backtest results may not reflect live trading conditions - Always use proper position sizing and risk management - Paper trade extensively before using real capital **No financial advice is given or implied.** --- ## Credits Based on the Black-Scholes-Merton option pricing model (1973) and gamma scalping techniques used by professional options market makers. --- *If you find this useful, please leave a like or comment. Suggestions for improvements are welcome!*
Strategi Pine Script®
oleh DrRRRKopp
1
Friendly IT Algo System_2026Friendly IT Algo System V1 is a comprehensive trend-following system that combines SMC (Smart Money Concepts) order blocks with powerful volume filters. 🧠 Key Features: Smart Trend Signals: EMA 7/20 crossover filtered by market energy. SMC Order Blocks: Automated key supply/demand zones. Regular Divergence: RSI-based trend reversal tracking. Auto Fib & Pivot: Displays 0.618 golden level and pivot S/R. Sideways Filter: ADX-based gray background to avoid choppy markets.
Indikator Pine Script®
oleh mijookok
3
Simple Volume IndicatorVolume is an important indicator in technical analysis because it is used to measure the relative significance of a market move. The higher the volume during a price move, the more significant the move and the lower the volume during a price move, the less significant the move. here i made some changes using Significant volume which helps to see the Price moment Black = Unconsumed Selling Blue = Exceptional Buying Strength Yellow = Demand Strength The Supply–Demand Battle Think of it like this: Black bar = supply waiting to be absorbed. Blue = demand stepping in to absorb supply. Yellow = Strength of move If Black dominate without follow-up blue/yellow, price struggles. If blue/yelow appear after Black, it signals buyers are winning.
Indikator Pine Script®
oleh Sgreat
VOLKDW!This indicator displays real-time trading volume to help identify institutional participation, momentum strength, and potential reversals. Volume bars expand during periods of high market interest, often confirming breakouts, trend continuations, and high-probability entries. Contracting volume can signal exhaustion, consolidation, or weakening trends. How to Use: Rising price + rising volume → strong trend confirmation Rising price + falling volume → possible divergence or fake breakout High volume spikes → institutional activity or key decision points Low volume zones → chop, consolidation, or no-trade environments Best used alongside price action, support/resistance, ORB, and market structure for confirmation—not as a standalone signal. 💣 Volume Pressure Indicator – Description (Aggressive / Trader Style) This indicator tracks raw volume pressure to expose where real money steps in. Explosive volume bars often mark: Breakouts that actually matter Stop runs Reversal traps Trend continuation fuel When price moves without volume, it’s usually fake. When volume expands, something real is happening. Trading Logic: Volume spike + breakout = high-conviction move Volume spike + rejection = reversal / fade setup Weak volume = sit on hands Climax volume = trend exhaustion warning Designed to keep you out of dead markets and in sync with momentum.
Indikator Pine Script®
oleh FlintStoneKW
VRVP Clone + Multi-POC -- PerroGordoVRVP Clone + Multi-POC Overview VRVP Clone + Multi-POC replicates TradingView's native Visible Range Volume Profile with several practical enhancements. The indicator displays volume distribution across price levels for the visible chart range, which is useful for identifying high-volume nodes, support/resistance zones, and areas of price acceptance. The main differentiator from the built-in VRVP is support for multiple Point of Control (POC) lines with an intelligent peak detection algorithm. Instead of just showing the single highest-volume level, you can identify distinct volume clusters across different price zones. Features Dynamic Visible Range Recalculates automatically on scroll or zoom Analyzes only visible bars Profile width scales proportionally to view Multiple POC Detection (1-8 levels) Volume Nodes Mode: Peak detection algorithm finds local volume maxima across distinct price clusters Highest Rows Mode: Traditional approach - top N rows by raw volume Configurable minimum separation between nodes to prevent bunching Individual colors for each POC level Volume Display Modes Up/Down: Split bars showing buy vs. sell volume with black outlines for visual separation Total: Single bar colored by dominant direction Delta: Net volume (buy minus sell) Delta Intensity: Gradient coloring indicating buyer/seller dominance strength per row Value Area Configurable percentage (default 70%) VAH and VAL lines with customizable styles Separate colors for volume inside vs. outside the Value Area Positioning Options Left or Right placement Adjustable profile width as percentage of visible range Row configuration via "Number of Rows" or "Ticks Per Row" Additional Features Statistics table showing bars analyzed, total volume, up/down percentages, price vs POC POC price labels on chart Line style options (Solid, Dashed, Dotted) +++++ How It Works Volume from each bar is distributed across price rows based on the bar's high-low range. The allocation is proportional - if a bar spans 3 rows with 60% overlap on one row, that row receives 60% of the bar's volume. Volume Nodes Mode identifies local peaks in the distribution (rows where volume exceeds both neighbors), then selects the highest peaks while enforcing minimum separation. This surfaces distinct support/resistance clusters rather than stacking all POC lines in a single high-volume area. +++++ Settings Inputs Setting - Description Rows Layout - "Number of Rows" or "Ticks Per Row" Row Size - Number of rows (24-200) or ticks per row Volume - "Up/Down", "Total", "Delta", or source selection Value Area % - Percentage of volume for Value Area (default 70%) Profile Width % - Width as percentage of visible bars Placement - "Right" or "Left" side of chart Enhancements Setting - Description Number of POCs | 1-8 POC lines | POC Mode - "Volume Nodes" (peak detection) or "Highest Rows" (traditional) Min Node Separation - Minimum rows between nodes (0 = auto-calculate) Delta Intensity Mode - Gradient coloring by dominance Show Stats Table - Display analysis statistics Style Setting - Description Up/Down Volume Colors - Buy/sell volume colors Value Area Colors - Colors for VA regions POC/VAH/VAL Colors - Line colors and styles POC 2-8 Colors - Colors for additional POC levels +++++ Applications Support/Resistance Identification High-volume nodes tend to act as price magnets. Multiple POCs reveal layered S/R zones that aren't visible with a single POC. Fair Value Reference The Value Area represents where 70% of volume traded. Price tends to revert to this zone. Volume Gap Analysis Low-volume areas between POCs indicate prices that were rejected quickly - potential breakout or breakdown levels. Market Structure Multiple POCs across price levels show where the market has found acceptance, useful for distinguishing range-bound conditions from trending moves. +++++ Practical Notes Volume Nodes mode with 3-5 POCs works well for identifying distinct S/R clusters Higher row counts give more granular analysis on lower timeframes Delta Intensity mode quickly shows buyer/seller dominance at each level without the visual noise of split bars If POCs are too clustered, increase Min Node Separation; if too spread out, decrease it or set to 0 for auto The stats table vs POC comparison is useful for quick directional bias assessment +++++ Requirements Any instrument with volume data Works well on futures, forex, and liquid equities Pine Script v6 +++++ Version History v1.1 - Added Volume Nodes mode with peak detection - Expanded to 8 POC levels - Added Min Node Separation setting - Fixed POC label positioning for left placement - Added black outlines to Up/Down volume bars v1.0 - Initial release replicating VRVP with multi-POC enhancement - Delta Intensity mode - Statistics table
Indikator Pine Script®
oleh PerroGordo
2
Volume MAs Cloud Trend | Lyro RSVolume MAs Cloud Trend is a volume-weighted trend-following indicator designed to identify market direction, momentum strength, and dynamic trade management directly on price. By combining volume-adjusted moving averages, adaptive deviation bands, and an integrated ATR trailing stop, it delivers clear visual trend structure and actionable signals in a single overlay. Key Features Volume-Adjusted Moving Average Uses a normalized formula: (Price × Volume) MA ÷ Volume MA, ensuring high-participation price moves carry greater influence. Supports 16+ MA types, with VWMA handled natively. Deviation Band Cloud Upper and lower bands are built from standard deviation over the MA length, scaled by independent positive and negative multipliers to adapt to volatility. Cloud & Trail Modes Cloud Mode visualizes trend structure using a filled band cloud. Trail Mode switches to an ATR-based trailing stop for trend management. Automatic Trend Signals Bullish signals trigger when price crosses above the positive band. Bearish signals trigger when price crosses below the negative band. ATR Trailing Stop (Built-In) A volatility-adjusted trailing stop initializes on each new trend and updates only in the trade direction, helping lock in gains while staying with the trend. Custom Visuals & Palettes Choose from Classic, Mystic, Accented, or Royal palettes, or define your own bullish and bearish colors. Includes MA glow, trend cloud fill, and trend-colored candles. How It Works MA Construction Applies the selected moving average to volume-weighted price (or VWMA when selected) to create a participation-aware trend baseline. Band Calculation Calculates rolling standard deviation and offsets it using user-defined multipliers to form adaptive upper and lower trend bands. Trend Detection Crosses above the upper band confirm bullish momentum. Crosses below the lower band confirm bearish momentum. Trailing Stop Logic On each new trend signal, an ATR-based trailing stop is initialized and dynamically updated in the trend direction. Visual Synchronization MA, cloud, trailing stop, and candles all change color in real time to reflect the current trend state. Practical Use Trend Confirmation Sustained price action outside the cloud indicates strong directional momentum. Breakout Identification Band crosses highlight potential trend starts, especially when aligned with volatility expansion. Trade Management Trail Mode provides objective, volatility-based exits for trend-following strategies. Quick Market Scanning Color-coded candles and cloud structure allow fast visual assessment across multiple symbols and timeframes. Customization Adjust MA type and length to control responsiveness Tune band multipliers for volatility sensitivity Switch between Cloud and Trail modes depending on strategy Customize color schemes to match your chart layout ⚠️ Disclaimer This indicator is intended for technical analysis and educational purposes only. It does not guarantee results and should be used alongside proper risk management and additional analysis. The creator is not responsible for any financial decisions made using this tool.
Indikator Pine Script®
oleh LyroRS
Multi-Timeframe Volume Profile - Auto HVN WallsMulti-Timeframe Volume Profile - Auto HVN Walls Overview This indicator provides a highly flexible Volume Profile solution that operates across multiple timeframes (Session, Weekly, Monthly, Yearly). Unlike standard profiles, this tool features a unique "Auto HVN Wall" detection system. It automatically identifies meaningful High Volume Nodes (HVNs) within the profile structure and extends them forward as potential support and resistance zones, creating a dynamic map of market structure as it develops. Key Features Multi-Timeframe Support: Switch seamlessly between Session, Weekly, Monthly, and Yearly profiles. Auto HVN Walls (Structure Detection): The script analyzes the profile shape in real-time. When it detects significant clusters of volume (HVNs), it automatically draws extended lines ("walls"). These walls often act as magnets or support/resistance levels where price has previously found acceptance. Session Filtering: When in "Session" mode, you can define specific time windows (e.g., 0930-1615) to isolate Regular Trading Hours (RTH) volume, ignoring overnight data. Auto-Scaling Width (Monthly Mode): For Monthly profiles, the histogram width dynamically changes throughout the month. It starts wide at the beginning of the month to be visible and gradually narrows as the month progresses, keeping your chart clean. High Precision: Uses lower timeframe data (user-selectable) to build the profile, ensuring accuracy even on higher timeframe charts. Alerts: Built-in alert conditions for price crossing the developing POC, VAH, or VAL. How It Works Data Accumulation: The script fetches lower timeframe volume and price data (e.g., 5-minute data on a 1-hour chart) to construct a precise volume histogram. Wall Detection: It runs a smoothing algorithm over the volume profile. If a price level accumulates volume significantly higher than the average (controlled by the Volume Threshold Multiplier), it marks that level as a "Wall" and extends it. Value Area: Standard Value Area High (VAH), Value Area Low (VAL), and Point of Control (POC) are calculated and displayed for the selected period. Settings Guide Profile Period: Choose between Session, Weekly, Monthly, or Yearly. Session Time: (Only active in "Session" mode) Define the start and end times for the profile (e.g., 0930-1615). Calculation Precision: Determines the lower timeframe used to build the profile. Lower is more precise but may load slower. The Walls: Smoothing Factor: How much to smooth the volume data before finding walls. Higher = fewer, more significant walls. Volume Threshold: How much volume is needed to trigger a wall. Extend Walls: If checked, walls extend infinitely to the right. Auto-Scale Width: (Monthly Only) dynamically adjusts the profile width based on the day of the month. Use Case This tool is ideal for auction market theorists and volume profile traders who want to visualize where value is building in real-time and identify "sticky" price levels (Walls) where the market is likely to rotate or consolidate. Disclaimer This script and the information presented here are for educational and informational purposes only. They do not constitute financial advice, investment recommendations, or trading signals. Trading in financial markets involves a significant risk of loss and is not suitable for all investors. Past performance of any trading system or methodology is not necessarily indicative of future results. Use this tool at your own discretion and risk.
Indikator Pine Script®
oleh TatankaTrading
Apex Adaptive TrailApex Adaptive Trail: Adaptive Volatility Trend System This custom trend-following indicator improves on standard SuperTrend implementations by addressing two key weaknesses: excessive whipsaws during high volatility and false signals in ranging markets. Core Logic: - Synthetic Heikin Ashi values are calculated internally (without changing chart candles) to provide smoother source data for trend detection. - ATR-based trailing stop with adaptive multiplier: dynamically adjusts between 0.8x and 1.5x the base factor based on current volatility (ATR / 50-period SMA of ATR). Widens in volatile conditions, tightens in quiet markets. - Weighted Confluence Score (0-100%): Combines four independent filters, each contributing 25%: • Price position relative to 21-period EMA (trend alignment) • ADX > 20 (momentum strength) • Choppiness Index < 60 (trending vs ranging detection) • Alignment with Daily EMA(50) trend direction Signals are only generated when price crosses the adaptive trail AND the confluence score exceeds 75% (standard) or 90% (MAX 🔥 ultra-strong). This combination significantly reduces low-quality entries compared to traditional SuperTrend crossovers. Key Features: - Dynamic confidence cloud (opacity based on score) - Real-time dashboard showing volatility state, active filters, trend bias, and estimated historical win rate - Optional dynamic/fixed profit targets - Fully customizable filters and adaptive behavior Usage: Best on 15m to 4H timeframes for trend-following strategies (Crypto, Forex, Indices). Enter on APEX signals, use trail as stop-loss, TP lines for partial exits. This script integrates established concepts into a unique adaptive framework with volatility-responsive risk management and multi-filter validation. Disclaimer: For educational and analysis purposes only. Past performance is not indicative of future results. Always use proper risk management. "This script combines established indicators (ATR trailing, ADX, Choppiness Index, EMA, MTF) into a unique adaptive system with dynamic volatility adjustment and weighted confluence scoring – features not found together in standard SuperTrend variations."
Indikator Pine Script®
oleh mentalExpert19609
6
Volume-Weighted Price Z-Score [QuantAlgo]🟢 Overview The Volume-Weighted Price Z-Score indicator quantifies price deviations from volume-weighted equilibrium using statistical standardization. It combines volume-weighted moving average analysis with logarithmic deviation measurement and volatility normalization to identify when prices have moved to statistically extreme levels relative to their volume-weighted baseline, helping traders and investors spot potential mean reversion opportunities across multiple timeframes and asset classes. 🟢 How It Works The indicator's core methodology lies in its volume-weighted statistical approach, where price displacement is measured through normalized deviations from volume-weighted price levels: volumeWeightedAverage = ta.vwma(priceSource, lookbackPeriod) logDeviation = math.log(priceSource / volumeWeightedAverage) volatilityMeasure = ta.stdev(logDeviation, lookbackPeriod) The script uses logarithmic transformation to capture proportional price changes rather than absolute differences, ensuring equal treatment of percentage moves regardless of price level: rawZScore = logDeviation / volatilityMeasure zScore = ta.ema(rawZScore, smoothingPeriod) First, it establishes the volume-weighted baseline which gives greater weight to price levels where significant trading occurred, creating a more representative equilibrium point than simple moving averages. Then, the logarithmic deviation measurement converts the price-to-average ratio into a normalized scale: logDeviation = math.log(priceSource / volumeWeightedAverage) Next, statistical normalization is achieved by dividing the deviation by its own historical volatility, creating a standardized z-score that measures how many standard deviations the current price sits from the volume-weighted mean. Finally, EMA smoothing filters noise while preserving the signal's responsiveness to genuine market extremes: rawZScore = logDeviation / volatilityMeasure zScore = ta.ema(rawZScore, smoothingPeriod) This creates a volume-anchored statistical oscillator that combines price-volume relationship analysis with volatility-adjusted normalization, providing traders with probabilistic insights into market extremes and mean reversion potential based on standard deviation thresholds. 🟢 Signal Interpretation ▶ Positive Values (Above Zero): Price trading above volume-weighted average indicating potential overvaluation relative to volume-weighted equilibrium = Caution on longs, potential mean reversion downward = Short/sell opportunities ▶ Negative Values (Below Zero): Price trading below volume-weighted average indicating potential undervaluation relative to volume-weighted equilibrium = Caution on shorts, potential mean reversion upward = Long/buy opportunities ▶ Zero Line Crosses: Mean reversion transitions where price crosses back through volume-weighted equilibrium, indicating shift from overvalued to undervalued (or vice versa) territory ▶ Extreme Positive Zone (Above +2.5σ default): Statistically rare overvaluation representing 98.8%+ confidence level deviation, indicating extremely stretched bullish conditions with high mean reversion probability = Strong correction warning/short signal ▶ Extreme Negative Zone (Below -2.5σ default): Statistically rare undervaluation representing 98.8%+ confidence level deviation, indicating extremely stretched bearish conditions with high mean reversion probability = Strong buying opportunity signal ▶ ±1σ Reference Levels: Moderate deviation zones (±1 standard deviation) marking common price fluctuation boundaries where approximately 68% of price action occurs under normal distribution ▶ ±2σ Reference Levels: Significant deviation zones (±2 standard deviations) marking unusual price extremes where approximately 95% of price action should be contained under normal conditions 🟢 Features ▶ Preconfigured Presets: Three optimized parameter sets accommodate different analytical approaches, instruments and timeframes. "Default" provides balanced statistical measurement suitable for swing trading and daily/4-hour analysis, offering deviation detection with moderate responsiveness to price dislocations. "Fast Response" delivers heightened sensitivity optimized for intraday trading and scalping on 15-minute to 1-hour charts, using shorter statistical windows and minimal smoothing to capture rapid mean reversion opportunities as they develop. "Smooth Trend" offers conservative extreme identification ideal for position trading on daily to weekly charts, employing extended statistical periods and heavy noise filtering to isolate only the most significant market extremes. ▶ Built-in Alerts: Seven alert conditions enable comprehensive automated monitoring of statistical extremes and mean reversion events. Extreme Overbought triggers when z-score crosses above the extreme threshold (default +2.5σ) signaling rare overvaluation, Extreme Oversold activates when z-score crosses below the negative extreme threshold (default -2.5σ) signaling rare undervaluation. Exit Extreme Overbought and Exit Extreme Oversold alert when prices begin reverting from these statistical extremes back toward the mean. Bullish Mean Reversion notifies when z-score crosses above zero indicating shift to overvalued territory, while Bearish Mean Reversion triggers on crosses below zero indicating shift to undervalued territory. Any Extreme Level provides a combined alert for any extreme threshold breach regardless of direction. These notifications allow you to capitalize on statistically significant price dislocations without continuous chart monitoring. ▶ Color Customization: Six visual themes (Classic, Aqua, Cosmic, Ember, Neon, plus Custom) accommodate different chart backgrounds and visual preferences, ensuring optimal contrast for identifying positive versus negative deviations across trading environments. The adjustable fill transparency control (0-100%) allows fine-tuning of the gradient area prominence between the z-score line and zero baseline, with higher opacity values creating subtle background context while lower values produce bold deviation emphasis. Optional bar coloring extends the z-score gradient directly to the indicator pane bars, providing immediate visual reinforcement of current deviation magnitude and direction without requiring reference to the plotted line itself. *Note: This indicator requires volume data to function correctly, as it calculates deviations from a volume-weighted price average. Tickers with no volume data or extremely limited volume will not produce meaningful results, i.e., the indicator may display flat lines, erratic values, or fail to calculate properly. Using this indicator on assets without volume data (certain forex pairs, synthetic indices, or instruments with unreported/unavailable volume) will produce unreliable or no results at all. Additionally, ensure your chart has sufficient historical data to cover the selected lookback period, e.g., using a 100-bar lookback on a chart with only 50 bars of history will yield incomplete or inaccurate calculations. Always verify your chosen ticker has consistent, accurate volume information and adequate price history before applying this indicator.
Indikator Pine Script®
oleh QuantAlgo
13
[PickMyTrade] Trend strategy for LongThis strategy detects descending trend resistance using pivot-based trendlines and enters long positions when price confirms a breakout above a validated trendline. It is designed to capture bullish trend reversals with strict risk control and flexible exit management. The system focuses on structural market behavior rather than indicators, making it suitable for traders who prefer price-action-based decision making. USAGE This strategy automatically builds trendlines from confirmed pivot highs. A trendline is considered valid only when price has interacted with it a user-defined number of times, ensuring that trades are taken only from well-formed market structures. A trade is triggered when price closes above a validated descending trendline while optional session and position limits are respected. All risk and position sizing are calculated automatically based on the selected risk amount and stop-loss distance. HOW IT WORKS The strategy identifies swing highs using pivot logic and connects them into descending trendlines. Each trendline must meet a minimum number of touch confirmations before becoming eligible for trading. When price closes above a valid trendline, the strategy calculates: Stop-loss placement below the most recent pivot low Position size based on fixed monetary risk Profit targets based on the selected exit method EXIT METHODS Three exit models are supported: Risk–Reward Ratio Uses a fixed multiple of the defined risk distance to set the take-profit level. Lookback Candle Exit Exits trades when price shows structural reversal behavior based on recent candles. Fibonacci Targets Uses Fibonacci extensions derived from recent swing structure to trail profits dynamically. An optional trailing stop can also be enabled to protect open profits. FEATURES Automatic pivot-based trendline detection Multi-trendline or single-trendline operation Dynamic position sizing based on monetary risk Pivot-based stop-loss placement Multiple exit methodologies Optional trailing stop Optional trading session filter Fully visualized trendlines, stop levels, and profit targets SETTINGS Trend Detection Pivot Length for Trend Touch Number Validation Percentage Optional Pivot-to-Pivot Confirmation Risk Management Fixed Risk Amount Default Contract Size Option Stop-Loss Buffer Trailing Stop Toggle Take-Profit Exit Method Selection Risk-Reward Ratio Lookback Candle Length Fibonacci Extension Levels Session Filter Enable/Disable Session Trading Trading Session Time Window
Strategi Pine Script®
oleh PickMyTrade_Official
Smart Money Concept, Modern ViewSmart Money Concept, Modern View (SMCMV) Institutional Volume Flow Analysis with VWMA Matrix ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📌 OVERVIEW SMCMV is an advanced institutional-grade indicator that combines Volume-Weighted Moving Average (VWMA) matrix analysis with sophisticated volume decomposition to detect buyer and seller entry points. The indicator provides a comprehensive real-time dashboard displaying market structure, volume dynamics, and validated trading signals. Key Features: • Dual Volume Model: Geometry-based (candle range split) and Intrabar (precise LTF data) • 10-Period VWMA Spectrum: Multi-timeframe support/resistance matrix (7, 13, 19, 23, 31, 41, 47, 67, 83, 97) • 5-Layer Scoring System: 100-point institutional-grade signal quality assessment • State Machine Signal Engine: Validated entry/exit signals with timer and range confirmation • Real-time Prediction Engine: Candle-by-candle buyer/seller probability estimation • High Volume Node Detection: Automatic identification of significant volume zones ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 DASHBOARD REFERENCE 1) NOW VECTOR (Current Market State) This section captures the immediate market conditions: • FLOW ANGLE: Directional angle of price movement in degrees (from VWMA-5). Positive = bullish, Negative = bearish. • LTP: Last Traded Price - current close price. • NET FLOW (Δ): Volume Delta - net difference between buying and selling volume. Shows ⚡+ or ⚡-. • LIQUIDITY: Total volume on the current bar (K/M format). • BUY VOL: Estimated buying volume based on selected model. • SELL VOL: Estimated selling volume. • BID PRES.: Buying volume as percentage of total volume. • ASK PRES.: Selling volume as percentage of total volume. • DIRECTION: Current state with hysteresis: BULL (🐂), BEAR (🐻), or NEUT (⚪). 2) DATA QUALITY / CONFIG Configuration status and data integrity monitoring: • VOL MODEL: INTRABAR (uses LTF data) or GEOMETRY (estimates from candle structure). • IB LTF: Intrabar Lower Timeframe for precise volume decomposition. • MODE: Micro (7 periods: 7-47) or Macro (10 periods: 7-97). • IB OK: Intrabar data validity - OK or NO. • IB STREAK: Consecutive bars with valid intrabar data. • LATENCY: Data freshness indicator. ✓ = current, ↺ = using historical reference. 3) STRUCTURE RADAR Market structure analysis showing price position relative to VWMA matrix: • WIRES ▲/▼: Count of VWMAs above (resistance) and below (support). • RES: Nearest Resistance - shows MA period, "ZN RES", or "BLUE SKY". • SUPP: Nearest Support - shows MA period, "ZN SUPP", or "FREE FALL". 4) ACTIVE INTERACTION Real-time analysis of price interaction with key levels: • Header Status: "⚠ TESTING SUPPLY (ASK SIDE)" / "⚠ TESTING DEMAND (BID SIDE)" / "--- NO KEY INTERACTION ---" • TARGET: Active level being tested (MA period or zone type). • TEST LEVEL: Exact price level being tested. • SCORE: Total score (0-100%) with letter grade . • VOLUME POWER: Volume ratio vs historical average (e.g., "2.5x"). • BREAKOUT: "CONFIRMED" if attacking volume exceeds defending, "REJECTED" otherwise. • DELTA DIR: "ALIGNED" if delta matches accumulation trend, "CONFLICT" if opposing. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎯 5-LAYER SCORING SYSTEM (100 Points Total) Layer 1: Volume Quality (Max 25 pts) • Mass (0-10): Volume ratio vs average. 0.5x=0, 1.0x=5, 2.0x=8, 3.0x+=10 • Spike (0-8): Volume Z-Score intensity • Trend (0-7): Volume trend alignment with price direction Layer 2: Battle Structure (Max 25 pts) • Break (0-10): Breakout intensity ratio (attacker vs defender) • Dom (0-8): Internal dominance ratio • Pres (0-7): Pressure imbalance percentage Layer 3: Flow & Energy (Max 20 pts) • Delta (0-8): Delta alignment with accumulation trend • Accel (0-6): Delta acceleration • Mom (0-6): Flow momentum Layer 4: Geometry (Max 15 pts) • Impact (0-7): Impact angle directness • Vec (0-5): Vector alignment • PriceZ (0-3): Price Z-Score position Layer 5: Army Structure (Max 15 pts) • Stack (0-5): MA stack depth • Conf (0-5): Confluence percentage • Trend (0-5): Trend alignment count (7>13, 13>23, 23>97) Grade Scale: • A+ = 90-100 pts (Exceptional) • A = 80-89 pts (Strong) • B+ = 70-79 pts (Good) • B = 60-69 pts (Moderate) • C+ = 50-59 pts (Below average) • C/D/F = Below 50 pts (Weak) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 5) SIGNAL STATUS PANEL Real-time signal state machine status: • Header: "🐂 BUYERS ACTIVE" / "🐻 SELLERS ACTIVE" / "⏳ VALIDATING..." / "⏸ RANGE / FLAT" • LOCK PRICE: Price at which signal was locked/confirmed. • RANGE ±: Validation range percentage. • POSITION: Price vs lock: "▲ ABOVE" / "▼ BELOW" / "● AT LOCK" • DISTANCE: Percentage distance from lock price. • vs RANGE: Position vs validation range: "IN_RANGE" / "ABOVE" / "BELOW" • VAL TICKS: Validation progress (current/required ticks). 6) REALTIME PREDICTION PANEL Candle prediction engine: • WINNER: Predicted dominant side: "BUYERS" / "SELLERS" / "NEUTRAL" • CONFIDENCE: Prediction confidence percentage. • ACCURACY: Historical prediction accuracy (session-specific). • BUY/SELL PROB: Individual probabilities for each side. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🏷️ SIGNAL LABELS REFERENCE • 🐂 BUYER ENTRY (Green): Confirmed buyer entry signal. Validation complete. • 🐻 SELLER ENTRY (Red): Confirmed seller entry signal. Validation complete. • 🔻 REVERSAL BUY→SELL (Magenta): Reversal from buyer to seller position. • 🔺 REVERSAL SELL→BUY (Cyan): Reversal from seller to buyer position. • ⏹ EXIT → FLAT (Gray): Position exit to flat/neutral state. • ⬆ BUYER STRONGER (Small Green): Lock price updated higher during buyer state. • ⬇ SELLER STRONGER (Small Red): Lock price updated lower during seller state. Display Modes: • Minimal: Icon only (hover for tooltip details) • Normal: Icon + Price level • Detailed: Full information (price, score, grade) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📈 CHART ELEMENTS VWMA Spectrum Lines Colored gradient lines representing the 10-period VWMA matrix. Color progresses from light blue (fast: 7-period) through purple to orange (slow: 97-period). These act as dynamic support/resistance levels weighted by volume. High Volume Node Lines • Blue Lines: High Buy Volume zones - potential demand areas • Red Lines: High Sell Volume zones - potential supply areas • Yellow Lines: Overlapping zones (buy + sell extremes) - high conflict areas Lock Price Line & Range Band • Dashed Line: Locked price level (green for buyers, red for sellers) • Dotted Lines: Upper/lower bounds of validation range ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚙️ INPUT SETTINGS GUIDE Volume Model • Calculation Method: "Geometry (Candle-Range Split)" for universal compatibility or "Intrabar (Precise)" for accurate buy/sell separation. • Intrabar LTF: Lower timeframe for Intrabar mode (e.g., "1" for 1-minute). Direction Filter • Direction Trigger Angle: Threshold for directional state change (default: 1.5°) • Neutral Reset Angle: Threshold for returning to neutral (default: 0.7°) Testing Filter • Level Proximity (%): How close price must be to "test" a level (default: 0.25%) • Require Wick Touch: If enabled, requires high/low to touch proximity band. Signal Validation • Lock Range (%): Price range for validation (default: 0.5%) • Validation Ticks: Consecutive bars required (default: 3) • Validation Time: Minimum seconds for real-time confirmation (default: 5) • Minimum Hold Bars: Stay in position for at least this many bars (default: 5) • Exit Mode: "Reversal Only" / "Signal Loss" / "Price Stop" • Stop Loss (%): Exit threshold (default: 1.0%) Signal Score Filter • Score Range Minimum: Minimum score for signal generation (default: 10%) • Score Range Maximum: Maximum score threshold (default: 100%) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 💡 USAGE RECOMMENDATIONS 1. Start with Macro mode to see the complete VWMA spectrum, then switch to Micro for cleaner charts. 2. Use Intrabar mode when your broker provides lower timeframe data. 3. Focus on high-grade signals (B+ or better) for higher probability setups. 4. Wait for validation to complete before acting on signals. 5. Use the Lock Price line as your reference for position management. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚠️ IMPORTANT NOTES • This indicator is designed for educational and analytical purposes. • Always combine with proper risk management and additional confirmation. • Past performance and signal quality do not guarantee future results. • The prediction accuracy is session-specific and resets on chart reload. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Volume-Based Indicator — Data Granularity & Table Guide 1) Critical warning about data granularity (read first) Important: This indicator is built entirely on volume-derived calculations (volume, volume delta, and related flow metrics). Because of that, its precision is only as good as the granularity and history of the data you feed it. The most granular view is a tick-based interval (e.g., 1T = one trade/tick). If tick-based intervals are not available for your symbol or your plan, the closest time-based approximation is a 1-second chart (1S). If you enable any "high-precision / intrabar" options (anything that relies on the smallest updates), make sure you understand which TradingView plan you are using, because intrabar historical depth (how many bars you can load) varies by plan. More history generally means more stable baselines for volume statistics, regime detection, and long lookback features. Plan-related notes (TradingView) TradingView limits how many intrabar historical bars can be loaded, depending on your plan. The exact limits are defined by TradingView and can change over time, but as of the current documentation, the intrabar limits are: • Basic: 5,000 bars • Essential: 10,000 bars • Plus: 10,000 bars • Premium: 20,000 bars • Expert: 25,000 bars • Ultimate: 40,000 bars Tick charts / tick-based intervals are currently positioned as a feature of professional-tier plans (e.g., Expert/Elite/Ultimate). Availability may also vary by symbol and data feed.
Indikator Pine Script®
oleh ata_sabanci
10
Smart Money Confluence Heatmap [PhenLabs]📊 Smart Money Confluence Heatmap Version: Pine Script™ v6 📌 Description The Smart Money Confluence Heatmap is a professional‑grade Smart Money Concepts indicator designed to identify high‑probability institutional trading zones. It merges multiple advanced market factors into a single confluence score, allowing traders to focus only on areas that matter. By synthesizing Fair Value Gaps, Order Blocks, Liquidity Sweeps, Volume Strength, and Market Structure, this script removes subjective bias and replaces it with data‑driven confirmation. 🚀 Points of Innovation Unified confluence scoring system combining five institutional concepts Adaptive ATR‑based zone sizing for volatility‑adjusted precision Automatic trend and structure alignment scoring Volume‑validated Order Blocks and Liquidity Sweeps Probability‑ranked zones instead of static levels 🔧 Core Components Fair Value Gap detection with imbalance strength scoring Order Block identification confirmed by displacement and volume Liquidity sweep analysis using wick depth and volume expansion Volume strength modeling for accumulation and distribution phases Market structure confirmation using BOS and directional bias 🔥 Key Features Confluence heatmap zones graded by bullish and bearish probability Minimum score filtering to remove low‑quality setups Automatic risk‑to‑reward based TP and SL projections Entry alerts when price taps validated institutional zones 🎨 Visualization Color‑graded heatmap zones representing probability strength Percentage score labels with component icons On‑chart dashboard displaying market bias and structure state ✅ Best Use Cases Liquidity sweep reversals at key structure levels Trend‑aligned pullbacks into institutional zones Intraday and swing trading using confluence confirmation ⚠️ Limitations Not designed for low‑liquidity or extremely ranging markets Confluence does not guarantee outcomes and requires risk management 💡 What Makes This Unique Objective probability scoring instead of subjective SMC interpretation Multi‑layer institutional confirmation in a single indicator Built for traders who demand clarity, not chart clutter 💡 Note: This indicator is for educational purposes only and should always be used alongside proper risk management and higher‑timeframe context.
Indikator Pine Script®
oleh PhenLabs
2
Nexus Flow ProNexus Flow Pro is a trading tool that combines "deep trend insight" with "precise trading signals." It navigates trending waves and accurately displays reversal signals; it is one of the most logically sound and visually appealing oscillator indicators. This indicator employs a "dual-engine" logic, isolating and layering market trends: Primary Engine: Based on an enhanced T3 smoothing algorithm, it captures the market's medium- to long-term trends. Visually, it serves as the background of the main chart, providing clear trend guidance. Secondary Engine: Responsible for fine-grained momentum filtering and crossover point identification. It displays intensely contested price points in a more compact and lightweight manner, combining this with the main trend guidance to identify correct trading opportunities. Each dot represents a different voice in the market, used to observe market dynamics and identify genuine trading opportunities. Use 【Advanced Dynamic RSI Pro】 to determine market depth and avoid making the wrong entry point.
Indikator Pine Script®
oleh mertzbrant