始めましょう

累積出来高指数 (CVI)

INDICATORE V45.1 DI PRECISIONE ADATTABILE v6INDICATORE V45.1 DI PRECISIONE ADATTABILE (Script v6) Descrizione Breve Il V45.1 è un sistema di analisi tecnica ibrido e automatico sviluppato nativamente in Pine Script v6. Unisce in un unico grafico due strategie complementari per coprire qualsiasi fase di mercato: il Trend Following (per seguire le forti tendenze) e la Mean Reversion (per intercettare i rimbalzi sui minimi e massimi). Lo script è 100% adattabile e si ricalcola istantaneamente ogni volta che si cambia il timeframe sul grafico. ⚙️ Come Funziona 1. Motore Trend (FRECCE Verde/Rossa) Intercetta i forti movimenti direzionali. Trigger: Incrocio di 3 Medie Mobili Esponenziali (EMA 5, 13, 34). Filtro ADX Dinamico: La freccia compare solo se la linea dell'ADX ha pendenza positiva (sta crescendo), confermando che il trend sta accumulando vera forza ed evitando i falsi segnali dei mercati laterali. 2. Motore Inversione (CERCHI Verde/Rosso Acceso) Intercetta gli eccessi di prezzo pronti a stornare. Trigger: L'oscillatore RSI (14) entra in zona ipercomprato (>70) o ipervenduto (<30). Filtro Bollinger: Il cerchio compare solo se il prezzo perfora o tocca contemporaneamente le Bande di Bollinger esterne tracciate sul grafico, garantendo un estremo statistico ad alta probabilità. Triplo Filtro di Precisione (ON/OFF) Dal pannello delle impostazioni è possibile attivare o disattivare i filtri per personalizzare i segnali: Filtro ADX Dinamico: Protegge le frecce nei mercati senza direzione. Filtro Bollinger: Vincola i cerchi ai veri pavimenti e soffitti del prezzo. Filtro Candela di Conferma: Il segnale si attiva solo se la candela corrente rompe il massimo/minimo della candela precedente, azzerando le entrate premature. Predisposto per Bot (WunderTrading / Alertatron) Sotto il cofano, il codice integra un generatore di messaggi in formato JSON universale. Impostando l'alert su TradingView come "Any alert function call" e inserendo il proprio Webhook URL, l'indicatore invierà all'exchange i comandi di Buy e Sell in automatico ad ogni comparsa di frecce o cerchi.
Pine Script® インジケーター
capitalferrinitradingの投稿
1
MTF CVD Synchrony | Rainbow MatrixGENERAL OVERVIEW MTF CVD Synchrony is a multi-timeframe directional flow oscillator that condenses five independent CVD (Cumulative Volume Delta) readings — one per Fibonacci-spaced timeframe — into a single weighted Master Line on a zero-centered 0-100 scale, surrounded by per-TF "ghost lines" that fade visually as they diverge from the consensus. The defining feature: 50 is true neutral. Above 50 means buyers are dominating; below 50 means sellers are dominating. The further from 50, the stronger the directional pressure. When the five timeframes align, the rainbow becomes a solid band; when they diverge, the disagreement becomes a visible density property of the indicator itself. A background histogram visualizes the Master score's deviation from the neutral 50 line — green columns extend up when buyers dominate, red columns extend down when sellers dominate. A compact 7×9 MTF Legend Table surfaces every dimension simultaneously: per-TF resolutions, score values, trend direction, divergence flags, raw flow magnitude, and named directional State — with an antenna marker flagging the row whose timeframe matches your chart's native resolution. Designed as the directional member of a three-indicator family. Apply all three side-by-side for a complete read: MTF RSI Synchrony shows where price sits in its momentum range; MTF Volume Delta Bar Synchrony shows whether the move has volume magnitude behind it; MTF CVD Synchrony shows who is actually winning — buyers or sellers. Same visual signature, same canonical Fibonacci ratios, same Legend Table layout — instant cross-indicator readability. WHAT IS THE THEORY BEHIND THIS INDICATOR Cumulative Volume Delta attempts to answer a question that price and volume alone cannot: in any given bar, were buyers or sellers more aggressive? Traditional volume tells you HOW MUCH traded, but not the DIRECTION of the pressure. A high-volume bar that closes flat tells a very different story from a high-volume bar that closes at its highs — yet raw volume scores them identically. CVD approximates directional pressure by weighting each bar's volume by where price closed within its range. This indicator uses the Close Location Value (CLV) for that weighting: clv = ((close − low) − (high − close)) / (high − low) CLV ranges from +1 (close exactly at the high — maximum buying pressure) to −1 (close exactly at the low — maximum selling pressure), with 0 at the midpoint. Multiplying CLV by volume produces a signed directional contribution per bar: delta_raw = clv × volume. This is more nuanced than the binary tick rule (close > open = buy) used by most "delta" indicators — CLV captures HOW DECISIVELY price closed in its range, not just the sign. The per-bar delta is then smoothed by EMA and normalized into a bounded 0-100 zero-centered score: cvd_smooth = EMA(delta_raw, smoothing_length) max_abs = highest(|cvd_smooth|, normalization_window) score = 50 + (cvd_smooth / max_abs) × 50 The genius of the zero-centered approach: 50 always means balance, regardless of the asset's structural bias. A score of 75 means buyers are exerting 50% of the maximum recent pressure to the upside; a score of 25 means sellers are exerting 50% of maximum recent pressure to the downside. This is fundamentally different from a percentile rank (which would anchor 50 at the historical median, skewing with structural trends). Five such scores — one per timeframe (default 5 / 15 / 60 / 240 / D) — are fused via canonical Fibonacci weights (0.15 / 0.20 / 0.25 / 0.25 / 0.15, peak weight on the macro TF3/TF4 where institutional positioning consolidates) into the weighted Master Line. FEATURES 🔹 Multi-Timeframe CVD Fusion Engine (zero-centered directional scale) 🔹 CVD Histogram (deviation from neutral 50 — green buy / red sell) 🔹 Adaptive Fibonacci Channel (Z-Breathing → Z-Alert → Z-Exhaustion → Black Swan) 🔹 Hybrid Black Swan Zones (static or dynamic — default dynamic) 🔹 Classic Price↔CVD Divergence Detection (per-TF + Master) 🔹 MTF Legend Table (7 columns × 9 rows, with Raw Flow + State, multilingual) 🔹 Multilingual Interface (EN / PT / ES / RU / ZH) 🔹 Multi-Timeframe CVD Fusion Engine What It Does Runs five independent CVD scores on Fibonacci-spaced timeframes and fuses them into a single weighted Master Line, with each per-TF reading plotted as a ghost line that fades by distance to the consensus. Method On each timeframe, f_cvd_full() computes CLV × volume per bar, smooths it via EMA, and normalizes against a rolling-max window to produce the zero-centered score. The five scores fuse via Fibonacci weights (0.15 / 0.20 / 0.25 / 0.25 / 0.15). Both smoothing length and normalization window are independently configurable per timeframe. Per-TF smoothing defaults (Wilder-anchored on TF3+TF4): ◇ TF1 (5m): 7 — scalping ◇ TF2 (15m): 10 — day-trading ◇ TF3 (60m): 14 — Wilder canonical ◇ TF4 (240m): 14 — Wilder canonical ◇ TF5 (D): 21 — swing/position Per-TF normalization windows (each TF's natural horizon): ◇ TF1: 30 (≈2.5h on 5m) ◇ TF2: 50 (≈12.5h on 15m) ◇ TF3: 80 (≈3.3 days on 1h) ◇ TF4: 100 (≈16 days on 4h) ◇ TF5: 150 (≈5 months on Daily) All request.security calls use lookahead=barmerge.lookahead_off for anti-repaint integrity. Why It Matters A 5-minute buy surge means little if the 4-hour and daily flows are decisively selling. The fusion engine reveals whether directional pressure is aligned across timescales (high conviction) or contradictory (a counter-trend bounce inside a larger trend). The ghost-line rainbow makes that alignment visible at a glance. 🔹 Adaptive Fibonacci Channel What It Does Six color-coded bands around the Master Line that adapt to its own recent volatility, using the brand's canonical Fibonacci ratios. Method Highest/lowest of the Master over a configurable lookback (default 50) are smoothed by EMA (default 10) to form the channel envelope. Bands sit at canonical Fibonacci proportions: Z-Breathing (1.50/1.85), Z-Alert (1.85σ anchor), Z-Exhaustion (2.75/1.85), Black Swan (3.85/1.85). All six band values are mathematically clamped to before rendering, keeping the rainbow inside the visible pane. Why It Matters Static thresholds can't adapt to regime changes. The Fibonacci channel calibrates the warning zones to the asset's current directional-flow volatility, so a "climax" on a calm pair and a "climax" on a volatile one both trigger at appropriate statistical extremes. 🔹 Hybrid Black Swan Zones What It Does Flags directional flow climax extremes — either at static 85/15 thresholds (BUY CLIMAX / SELL CLIMAX boundaries) or at the dynamic Fibonacci 3.85σ band. Method Dynamic Black Swan Mode is ON by default (Fibonacci 3.85σ proportion of the Master channel). Toggle OFF for static 85/15. Each zone renders as a glow line that brightens as the Master approaches. The static reference lines (15/50/85) are shown by default to anchor the zero-centered scale: 85 = purple (buy climax boundary), 50 = yellow (neutral), 15 = aqua (sell climax boundary). Why It Matters Directional flow climaxes mark exhaustion points — a BUY CLIMAX (score ≥ 85) means buyers have pushed to a recent extreme, often preceding a pause or reversal; a SELL CLIMAX (≤ 15) marks capitulation. The dynamic mode self-calibrates per asset and regime. 🔹 Classic Price↔CVD Divergence Detection What It Does Detects regular bear divergences (price higher high while CVD makes lower high — rally on weakening buy pressure) and bull divergences (price lower low while CVD makes higher low — selling exhausting). Runs on each timeframe AND on the Master line. Method Per-TF divergence runs inside request.security via pivot detection on the per-TF CVD score. Master divergence runs on the chart-TF directly, rendering a connecting line + label between pivots (red bear / green bull) on the pane. Per-TF results surface in the Legend Table's "Div" column. Why It Matters Price↔flow divergence is one of the most powerful applications of CVD. When price makes a new high but directional flow doesn't confirm, the rally is running on fading conviction — a classic distribution warning. Detecting this per-TF AND on the Master gives both early granular warnings and high-conviction confirmations. 🔹 MTF Legend Table What It Does A compact 7×9 table surfacing every dimension of the analysis at a glance. Method Rendered via table.new(force_overlay=false) on the pane. Layout: ◇ Row 0: title (spans all columns) ◇ Row 1: column headers — Indicator / Timeframe / Value / Trend / Div / Raw / State ◇ Rows 2-6: per-TF data ◇ Row 7: Master row ("🌈 Master (~XhYm)" with effective TF) ◇ Row 8: MTF Divergence status row Per-TF cells show: ● TF label (+ antenna 📡 if chart-native), TF resolution, zero-centered score (zone-colored), trend arrow (±0.5 deadzone), divergence (🔺/🔻/—), Raw Flow (compact K/M/B signed magnitude, green if positive / red if negative), and State (directional name, zone-colored). Why It Matters The Raw Flow column complements the Value column: Value answers "how strong is the directional pressure?" (the normalized score), while Raw answers "how much actual volume is behind it?" (the absolute flow). A score of 75 with a small raw magnitude is weaker conviction than 75 with a huge raw magnitude. Together with State, the table tells a complete directional story per timeframe. 🔹 Multilingual Interface What It Does Translates all HUD labels, status messages, alert text, Legend Table headers, and directional State names to 5 languages: English, Português, Español, Русский, 中文. Method A single language dropdown selects the active language via Pine v6's ternary-chain pattern. Code, comments, and configuration tooltips remain in English by convention. Why It Matters The Rainbow Matrix family is built for traders worldwide. Multilingual UI removes friction for non-English-native users. HOW TO USE Reading the Pane ◇ Master near 50 with ghost lines tight: balanced flow, no directional edge (absorption / equilibrium). ◇ Master rising above 50: buyers gaining control. Above 62 = BUY PRESSURE; above 71 = STRONG BUY. ◇ Master falling below 50: sellers gaining control. Below 38 = SELL PRESSURE; below 29 = STRONG SELL. ◇ Master touches Black Swan High (≥85, purple glow): BUY CLIMAX — buyers at a recent extreme, watch for exhaustion. ◇ Master touches Black Swan Low (≤15, aqua glow): SELL CLIMAX — capitulation, watch for reversal. ◇ Histogram green/red columns: immediate bar-by-bar directional read around the 50 centerline. Reading the Legend Table The antenna marker (📡) flags your chart's native timeframe — start there, then scan up/down to see whether faster/slower TFs confirm or contradict the directional bias. Compare Value (pressure strength), Raw (actual flow magnitude), and State (named classification) for each row. The status row summarizes MTF alignment between TF1 and TF5. Reading Divergences Master bear divergence (price up + CVD down) = rally on fading buy conviction, distribution warning. Master bull divergence (price down + CVD up) = selling exhausting, potential bottom. Per-TF divergences in the Div column give early granular warnings. Tactical Combinations ◇ Master BUY CLIMAX + bear divergence + multiple TFs diverging = strongest reversal-from-high signal. ◇ Master SELL CLIMAX + bull divergence = strongest reversal-from-low signal. ◇ Master near 50 + all TFs near 50 + tight ghosts = absorption / coiling, often precedes a directional break. ◇ Triple confluence (the full family): RSI overbought + Volume EXTREME magnitude + CVD STRONG SELL = distribution at the top. RSI oversold + Volume EXTREME + CVD STRONG BUY = accumulation at the bottom. These three indicators answering momentum + magnitude + direction simultaneously is the strongest read the Rainbow Matrix family offers. INPUTS EXPLAINED GLOBAL SETTINGS — System Language (EN/PT/ES/RU/ZH), table/label font sizes. MULTI-TIMEFRAME — AI Auto-Sync TFs; TF1-TF5 manual resolutions (default 5/15/60/240/D); per-TF CVD Smoothing Length (7/10/14/14/21); per-TF CVD Normalization Window (30/50/80/100/150). ENGINE — Dynamic Black Swan Mode (default ON); Dynamic Channel Lookback (50) and Smoothing (10); Divergence Pivot Lookback (5). VISUALIZATION — TF1-TF5 colors + show toggles (all ghost lines OFF by default — only Master visible on install); Ghost Fade Sensitivity (3.5); Show Master Line / Rainbow Fills / Black Swan / Dynamic Channel; Show CVD Histogram; Show MTF Legend Table; Show Divergence Column; Show Raw Flow Column; Show State Column; Show Master Divergence Chart Line; Legend position; Show Divergence Event Markers; Show Static Reference Lines (15/50/85, ON by default). ALERTS — Black Swan crossings (high/low); Strong MTF Divergence; Z-Exhaustion zone entries; Master Classic Divergence. IMPORTANT NOTES 🔸 Pine Script v6 — uses request.security with lookahead=barmerge.lookahead_off. 16 total security calls (5 CVD score + 5 per-TF divergence + supporting channel calculations). Chart load may take a moment longer than a single-TF indicator. 🔸 CLV approximation, not order-flow tick data — Directional pressure is approximated via the Close Location Value (where price closed within each bar's range), NOT real bid/ask order flow. Pine Script v6 has no tick-by-tick data access in indicator scripts. CLV is a more nuanced approximation than the binary tick rule used by most free-tier "delta" indicators, but it remains an approximation. For true order-flow delta, use dedicated footprint/order-flow tools. 🔸 Zero-centered scale — Unlike the percentile-rank siblings (RSI, Volume Delta Bar), this indicator's 50 is a TRUE neutral (zero net directional flow), not a historical median. This is intentional — direction is inherently signed, so a fixed zero-point is more meaningful than a regime-relative median. 🔸 Normalization warmup — During the first normalization_window bars on each TF, the rolling-max anchor (max_abs) is built from a small sample, so early bars may show exaggerated swings until the window fills. Normal warmup behavior for any rolling-window indicator. 🔸 Repaint behavior — Historical bars use confirmed close data; the current real-time bar updates as ticks arrive. Pivot-based divergence requires confirmation bars before triggering (standard pivot divergence behavior). 🔸 Fibonacci ratios are canonical — The channel proportions (1.50/1.85/2.75/3.85) and fusion weights (0.15/0.20/0.25/0.25/0.15) match the Rainbow Matrix brand standard across all sibling indicators, preserving cross-indicator visual consistency. 🔸 License: MPL 2.0 — open source. Free to fork, modify, and republish under the same license terms. UNIQUENESS Three pillars differentiate this from other CVD indicators on TradingView: 1. Multi-timeframe CVD fusion with synchrony as a visual property. Most CVD tools run on a single timeframe. This indicator runs five, fuses them via Fibonacci weights, and expresses directional alignment as a rainbow density — solid when timeframes agree on direction, spread when they disagree. The cross-TF directional consensus becomes immediately readable. 2. True zero-centered scale with CLV weighting. The 50 midpoint is a mathematically meaningful neutral (zero net flow), not a regime-skewed median. And the directional weighting uses Close Location Value — capturing how decisively price closed within each bar's range — rather than the cruder binary tick rule. This combination produces a directional read that stays honest across structural trends. 3. Three complementary readings in one Legend Table, designed as a family. Value (pressure strength), Raw Flow (actual magnitude), and State (named classification) disambiguate a single timeframe's directional picture. And as the directional member of the Rainbow Matrix trio (alongside RSI for momentum and Volume Delta Bar for magnitude), it completes a three-dimensional read of any market: where price is, how big the move is, and who's winning. Rainbow Matrix AI | Multi-timeframe institutional analysis tools for traders. 🌐 rainbowmatrix.ai ✉️ Contact: contact@rainbowmatrix.ai
Pine Script® インジケーター
rainbowmatrixの投稿
CVD Multi-Timeframe DashboardCVD Multi-Timeframe Dashboard ═══════════════════════════════════════════ WHAT IT DOES ═══════════════════════════════════════════ Most CVD tools only show you the timeframe you're standing on. This one shows you the whole stack at once. Stay on your execution chart — 1m, 3m, 5m, whatever you trade — and read the net buying vs. selling pressure of the 5m, 15m, 1h, 4h, Daily and Weekly in a single on-chart table. In one glance you know whether the bigger picture is backing your trade or fighting it. ═══════════════════════════════════════════ WHY IT'S USEFUL ═══════════════════════════════════════════ Price can rise while volume delta quietly turns negative — buyers stepping back even as the candle stays green. That divergence is an early warning, and it's far more powerful when you can see it line up (or break down) across multiple timeframes: - All rows green → broad, one-sided buying. Trend trades have the wind behind them. - All rows red → broad selling pressure. Longs are swimming upstream. - Mixed rows → the timeframes disagree — often a pullback, rotation, or a turning point forming. This turns CVD from a single-timeframe reading into a top-down confluence tool. ═══════════════════════════════════════════ HOW IT WORKS ═══════════════════════════════════════════ Volume Delta = volume hitting the offer (buying) minus volume hitting the bid (selling). The script uses TradingView's ta.requestVolumeDelta() engine, which scans lower-timeframe data to approximate that split as accurately as the data allows. Each row anchors that engine to a different timeframe and reports the NET delta of that timeframe's CURRENT, developing bar — i.e. how much net buy/sell flow has built up since that candle opened. As a higher-timeframe bar progresses, its value accumulates; when a new bar opens, it resets. That's why the rows genuinely differ from one another instead of repeating the same number. ═══════════════════════════════════════════ READING THE TABLE ═══════════════════════════════════════════ TF → the monitored timeframe CVD Δ → net volume delta of its current bar (auto-formatted K / M / B) Bias → BUY (positive) or SELL (negative), colour-coded ═══════════════════════════════════════════ SETTINGS ═══════════════════════════════════════════ - Timeframes to monitor — up to 6 slots, each with its own on/off toggle and timeframe. Set them equal to or higher than your chart timeframe. - Lower timeframe — resolution used to approximate up/down volume. Automatic by default; lower = more precise, higher = more history. - Style — table position, text size, and your own positive/negative colours. ═══════════════════════════════════════════ ALERTS ═══════════════════════════════════════════ "CVD bias flip" fires the moment any monitored timeframe's delta crosses between positive and negative — useful for catching a shift in flow without staring at the screen. ═══════════════════════════════════════════ NOTES & LIMITATIONS ═══════════════════════════════════════════ - Monitor timeframes ≥ your chart timeframe; lower ones aren't meaningful. - The symbol must provide volume data, or the script will tell you. - Lower-timeframe scanning approximates buy/sell volume — it isn't true tick or bid/ask data. Use it as a directional gauge, not an exact figure. Built on TradingView's open-source CVD logic and the ta.requestVolumeDelta() function from the TradingView/ta library. Open-source — feedback and forks welcome.
Pine Script® インジケーター
Arjuntrader36の投稿
RSI Volume LadderA long-only pyramiding strategy that scales into corrections using RSI oversold conditions confirmed by above-average volume. Each subsequent entry requires a meaningful price drop from the previous fill, with an asymmetric exit structure: Take Profit anchored to the average entry, Stop Loss anchored to the lowest fill. Built for traders who want to systematically dollar-cost into pullbacks within an uptrend, with clearly defined risk per pyramid stack. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ORIGINALITY — WHAT MAKES THIS DIFFERENT ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Five specific mechanics that, in this combination, distinguish this script from other averaging-down systems published on TradingView: - ASYMMETRIC EXIT ANCHORING Take Profit is calculated from the average entry price of the pyramid — so winners run from the averaged-down cost basis. Stop Loss is calculated from the LOWEST entry price among all open positions — so the absolute worst-case loss is bounded by your deepest fill, not your average. This asymmetry is the key to making pyramiding viable: averaging works for you on the upside without inflating downside risk. - PRICE-DROP GATE FOR EACH PYRAMID LEG Every subsequent entry requires both a fresh RSI + volume signal AND a configurable minimum price drop from the previous fill (default 1.5%). This prevents stacking three positions within a tight range during a slow grind down — pyramiding only triggers on meaningful pullbacks, forcing real averaging instead of cosmetic averaging. - ASYMMETRIC COOLDOWN ON EXIT After a Stop Loss, the strategy waits N bars (default 3) before allowing new entries — blocks the "catch the falling knife" pattern where RSI stays oversold for many bars during a cascade. After a Take Profit, cooldown is configurable separately and defaults to 0, because a successful exit signals continued mean-reversion behavior worth participating in. - ENTRY-TIMING SAFETY Exit detection runs at the top of the bar evaluation, BEFORE the entry check. This means a Stop Loss hit on a bar cannot trigger a new entry on the same bar — even if RSI is still deeply oversold and volume is elevated. The cooldown counter is set before the entry logic ever sees the bar, eliminating a subtle but realistic execution problem in pyramiding systems. - VISUAL EXIT CLASSIFICATION When the position closes, the script automatically classifies the exit as TP or SL by measuring distance from actual fill price to each pre-set level, and renders a fuchsia or red cross at the exit price. No look-ahead, no estimation — the classification uses the closed trade's recorded exit price. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ CREDITS & FOUNDATIONS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ This script builds on established methodologies with original Pine v5 implementation of every layer: - RSI — Wilder, 1978 (standard implementation via ta.rsi) - Volume confirmation — classical technical analysis - Pyramiding / scaling-in — standard portfolio management technique (Tharp, Elder) - Dollar-cost averaging principles — long-standing investment methodology ALL CODE in this script was written from scratch. No code has been copied from other public or private scripts. The five mechanics listed under ORIGINALITY above are original combinations and implementations. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ HOW THE STRATEGY WORKS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ENTRY CONDITIONS (all must be true): - RSI below the configurable oversold threshold (default 30) - Volume above SMA × configurable multiplier (default 1.5× of SMA20) - For pyramiding: price must be at least X% below the last fill (default 1.5%) - Cooldown not active from the previous exit - Open positions count below the pyramiding cap (default 3) PYRAMID BUILDING: Up to 3 long positions can be opened. Each new entry independently re-checks all conditions — the RSI + volume signal must reappear, AND the price drop gate must be satisfied. Position size per entry is fixed (default 5% of equity), so a full three-position stack uses approximately 15% of equity. EXIT LOGIC: Both legs run as an OCO (one-cancels-other) bracket: Take Profit = average entry × (1 + tpPercent / 100), default +4% Stop Loss = lowest entry × (1 − slPercent / 100), default −3% All positions close together when either level is hit. The TP/SL levels update on every bar as the pyramid grows — average shifts on each new fill, lowest fill anchors deeper if a new low is hit. COOLDOWN MECHANISM: On exit, the strategy records the bar index and exit type. While bar_index − lastExitBar ≤ requiredCooldown , new entries are blocked. The required cooldown differs by exit type (default 3 bars after SL, 0 bars after TP), reflecting that an SL exit often happens during continuing weakness, while a TP exit signals healthy mean reversion. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ VISUALIZATION ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ENTRY ARROWS — blue triangles below each fill, labeled Long_1 / Long_2 / Long_3 with the order price AVERAGE ENTRY LINE — blue, updates as the pyramid grows (staircase pattern) TAKE PROFIT LINE — fuchsia, updates with the average STOP LOSS LINE — red, anchored to the lowest fill (steps down only if a deeper entry occurs) EXIT CROSS — fuchsia at TP hit, red at SL hit, placed at the actual exit price The line style is plot.style_linebr , which connects within an open position and breaks cleanly between positions — making each pyramid cycle visually self-contained on the chart. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ HOW TO USE IT ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ This is a complete entry + exit strategy, but it is NOT a turn-it-on-and-walk-away system. Use it as a framework to test and adapt to your specific instrument: - Load on a liquid asset with mean-reverting behavior in an uptrend. The strategy was developed on crypto majors (BTC, ETH) and major equity indices. Start with the default parameters and run the Strategy Tester on at least 6 months of history. - Pay attention to: • Net Profit and Max Drawdown ratio • Average loss vs. average win • Whether losing streaks cluster during specific market regimes Tune to your instrument's volatility: • Higher-volatility assets (alt-coins, small caps) → increase dropPercent (2-3%), increase slPercent (4-6%) • Lower-volatility assets (BTC, indices) → decrease dropPercent (1-1.5%), tighter slPercent (2-3%) • Higher timeframes (1h, 4h) → wider TP/SL to match bar range - Consider adding an external trend filter for your live use. The strategy will pyramid into any oversold reading regardless of higher-timeframe context. Adding an EMA200 filter (only enter if price > EMA200) materially changes the risk profile on instruments prone to extended downtrends. - Treat the strategy output as a structured framework for your dip-buying process, not as a guaranteed system. Combine with your own market analysis, position sizing, and broader risk management. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ INPUTS WORTH KNOWING ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ RSI Length (default 14) and Oversold threshold (default 30) — standard RSI configuration. Lower threshold = fewer, deeper-oversold entries. Volume SMA length (default 20) and Multiplier (default 1.5×) — volume confirmation strength. Higher multiplier = only enter on standout volume spikes, fewer entries. Min drop between pyramid entries (default 1.5%) — prevents tight clustering. Higher = waits for deeper pullbacks before adding. Max pyramid positions (default 3) — caps the stack. Note: pyramiding=3 is also set in the strategy() header. Take Profit % from average (default 4%) — anchored to running average entry price. Stop Loss % from lowest fill (default 3%) — anchored to the deepest entry, shared across all open positions. Cooldown after SL (default 3 bars) — blocks the falling-knife pattern after a stop-out. Cooldown after TP (default 0 bars) — re-enter immediately after a successful exit. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ REALISTIC EXPECTATIONS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Pyramiding into corrections is a well-known approach with well-known limitations. The strategy works best when: The underlying asset has a structural uptrend Volatility produces regular pullbacks of meaningful depth The market is not in a sustained bear regime What this strategy provides: A disciplined framework for scaling into pullbacks instead of single-shot entries Asymmetric exit anchoring that lets winners run from the averaged cost basis Built-in protection against catching the falling knife via cooldown Transparent visualization of each pyramid leg, exit, and risk level What it does NOT provide: Protection from prolonged bear trends (averaging down into a structural decline is the dominant failure mode of this entire strategy family) A guaranteed profitable system A signal generator for assets that don't mean-revert A replacement for your own market analysis, position sizing, or higher-timeframe context Treat the output as ONE structured input in your trading process. The biggest risk to your account using a pyramiding strategy is mis-applying it to a downtrending asset — always confirm regime alignment before going live. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ TECHNICAL NOTES & DISCLOSURES ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ NO REPAINT . Uses process_orders_on_close=true — all orders execute on confirmed bar close. No request.security() calls, no lookahead_on, no barmerge.lookahead_on. REALISTIC EXECUTION . Default commission 0.05% per trade (typical crypto exchange taker fee). Position sizing in % of equity, not fixed contracts. Initial capital 10,000. DATA USED : only standard Pine inputs — open, high, low, close, volume. Indicators: RSI, SMA of volume. No external feeds, no security() calls, no synthetic data. PERFORMANCE : max_labels_count=500. Pyramiding capped at 3. No unbounded growth of internal objects. ASSETS : developed on crypto majors and tested across 5m, 15m timeframes. Works on equities and forex but parameters were tuned on crypto and may need adjustment for assets with different intraday behavior. EDUCATIONAL AND ANALYTICAL TOOL . Intended for traders who understand pyramiding mechanics and the inherent risk of averaging-down strategies, and who want a structured framework to test on their own instruments. OPEN SOURCE . Read the code, learn from it, fork it. Feedback and bug reports welcome in the comments. Check my profile for other published scripts.
Pine Script® ストラテジー
wielkieefの投稿
LTA Confirmations: EMA + ADX + VWAP📊 LTA CONFIRMATIONS — WHAT IT SHOWS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ This is our second indicator (slot 2 of 5) It merges 3 tools into one script: ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📉 EMA 9 / EMA 21 ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ → Two moving averages on the chart → Green fill = EMA 9 above EMA 21 = bullish momentum → Red fill = EMA 9 below EMA 21 = bearish momentum → Labels appear on crossovers → Alerts fire on every EMA cross ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 💧 VWAP (Volume Weighted Avg Price) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ → Orange line — resets every session → Price above VWAP = intraday bullish → Price below VWAP = intraday bearish → Bands show ±1 standard deviation (fair value zone) → Alerts fire when price crosses VWAP ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 ADX (Trend Strength Filter) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ → Table bottom-right of chart shows: • ADX number (0–100) • ⚠️ Weak / Ranging = ADX below 25 • ✅ Trending = ADX above 25 • 🔥 Very Strong = ADX above 40 • Direction: DI+ vs DI− (bullish or bearish pressure) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔥 CONFLUENCE ALERT (Most Powerful) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Fires ONLY when ALL THREE line up: → EMA 9 crosses EMA 21 → ADX is above 25 (trending) → DI direction matches the cross = Strongest signal the indicator gives = Only trade when this fires ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ IN SIMPLE TERMS: ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ LTA All-In-One = WHERE to trade (levels + structure) LTA Confirmations = WHETHER to trade (trend + momentum) Use them together — levels first, then confirmations before entry ✅ ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Pine Script® インジケーター
InkJunkieuvの投稿
Volatility-Adjusted Supply & Demand Zones [Footprint]Volatility-Adjusted Supply & Demand Zones Overview Most supply and demand indicators draw zones based on price structure alone — a strong candle appears, a box gets painted, and every zone looks equally valid. This indicator takes a different approach: it sizes and scores every zone using ATR-based volatility, then validates each zone using real order flow data pulled from the bar's volume footprint. The result is a layer of institutional context that price-only zone detectors cannot provide. The indicator detects displacement candles whose bodies exceed a user-defined ATR multiple, assigns each zone a composite strength score derived from body size and relative volume, and then cross-references the zone's origin bar against footprint delta — the net difference between aggressive buying and aggressive selling — to classify each zone as confirmed, weak, or mitigated. Zones where order flow agreed with the directional move are rendered at full opacity. Zones where delta contradicted the move are faded, acting as a caution signal rather than a confident level. A built-in performance heatmap tracks historical win rates and delta confirmation rates across five strength bins so you can calibrate inputs to your instrument over time. How it works Zone detection On each bar the indicator computes ATR and compares the candle body size against it. If the body exceeds the displacement threshold (ATR × Displacement Multiplier), the bar is flagged as a displacement move. A pending zone is created at the candle's proximal edge and held in a queue. The zone is only confirmed after price has moved away cleanly for a user-defined number of bars without re-entering the candidate range. If price re-enters during the waiting period, the candidate is discarded. bodySize = math.abs(close - open) dispRatio = bodySize / atr isStrongMove = dispRatio > displacementMult Zone height is fixed at the time of detection: ATR × Zone Width Multiplier, measured from the proximal edge of the displacement candle inward. Demand zones extend downward from the candle high; supply zones extend upward from the candle low. Strength score Each zone carries a strength score calculated from the body-to-ATR ratio and the bar's relative volume (volume divided by its moving average). Multiplying these two factors rewards moves that were both large in price terms and accompanied by elevated volume. relVol = volume / ta.sma(volume, volLengthInput) strengthScore = dispRatio * math.sqrt(relVol) The score is displayed on the zone label and used to bin zones into the statistics table. Footprint delta confirmation The indicator calls request.footprint() once per bar to obtain the volume footprint for the displacement candle. It reads the bar-level delta (net aggressive buying minus selling), and also inspects the Point of Control (POC) row for directional imbalance. A demand zone is delta-confirmed when the origin bar shows net buying (delta > 0). A supply zone is confirmed when the origin bar shows net selling (delta < 0). When delta contradicts the zone direction, the zone is rendered at the Weak Zone Transparency level as a visual warning. Zones whose POC row has a confirming buy or sell imbalance are marked with a ⚡ symbol on their label, indicating that the most-traded price level within the bar showed a pronounced one-sided order flow skew. Visual encoding Full-opacity zone — footprint delta confirmed the zone direction. Treat as a standard level. Faded zone (Weak Zone Transparency) — delta contradicted the zone direction. Approach with caution; order flow did not support the move. Heavily faded zone (Mitigated Transparency) — price has since closed through the far edge of the zone. The level has been invalidated. ⚡ label marker — the POC row of the origin bar showed a confirming imbalance, suggesting concentrated institutional activity at the most-traded price. Inputs Detection ATR Length — lookback period for ATR, which controls zone width, displacement sensitivity, and reaction targets across the entire indicator. Lower values (e.g. 7) make ATR respond faster to recent volatility, producing narrower zones on quiet bars. Higher values (e.g. 21) smooth out spikes for more consistent sizing. Default: 14. Displacement Multiplier — minimum candle body size as a multiple of ATR required to qualify as a displacement move. Lower values (e.g. 0.5) detect more zones including smaller impulses. Higher values (e.g. 1.5–2.0) filter down to only the most explosive candles. Default: 1.0. Volume MA Length — lookback period for the volume simple moving average used to compute relative volume. Lower values (e.g. 10) make the baseline adapt quickly so only larger surges register. Higher values (e.g. 50) treat moderate volume increases as more significant. Affects the strength score only, not zone placement. Default: 20. Zone Width ATR Multiplier — height of each zone expressed as a multiple of ATR at detection. Lower values (e.g. 0.3) produce tight zones that require a precise re-entry. Higher values (e.g. 1.0) tolerate wider wicks before a touch is registered. Default: 0.5. Confirmation Bars — number of bars price must hold outside the zone after the displacement candle before the zone is drawn. Lower values (e.g. 1–2) capture zones faster but allow more false starts. Higher values (e.g. 5+) require a sustained move away and reduce noise. Default: 3. Volume Footprint Ticks Per Footprint Row — price range of each footprint row in ticks. Smaller values (e.g. 10–25) produce more granular rows and more detailed POC detection. Larger values (e.g. 200–500) aggregate into fewer rows and run faster. Match to your instrument: for ES futures (0.25 pts/tick), 100 ticks = 25 points per row; for BTC (0.10/tick), 1000 ticks ≈ $100 per row. Default: 100. Value Area % — percentage of total bar volume that defines the Value Area, following standard market profile convention. Raising this widens the VA; lowering it tightens it. Default: 70. Imbalance Threshold % — how much a row's buy volume must exceed the row below's sell volume (or vice versa) to be flagged as imbalanced. At 300%, buy volume must be 3× the adjacent row's sell volume. Lower values (e.g. 150%) flag more imbalances; higher values (e.g. 500%) flag only extreme skews. Default: 300. Show Delta on Zone — when enabled, the zone label includes the footprint delta direction (▲/▼) and size in thousands at the origin bar. Disable to show only the strength score. Default: on. Highlight Imbalanced Zones — when enabled, zones whose origin bar POC row has a confirming directional imbalance are marked with ⚡ in the label. Disable to suppress imbalance detection entirely. Default: on. Statistics Show Performance Heatmap — toggles the heatmap table in the top-right corner. The table groups zones into five strength bins and shows demand win rate, supply win rate, total zone count, and delta confirmation rate per bin, colour-coded from red (low) to green (high). Default: on. Reaction Target (ATR) — how far price must move away from a zone after touching it to count as a successful reaction, in ATR multiples. Lower values (e.g. 0.5) count small bounces as wins; higher values (e.g. 2.5–3.0) require meaningful moves. Affects statistics only — does not resize zones. Default: 1.5. Style Demand Color — fill and border colour for demand zones. The opacity set in the colour picker controls baseline transparency; delta-confirmed zones render at this opacity while weak zones are additionally faded. Default: green at 60% transparency. Supply Color — fill and border colour for supply zones. The same transparency layering applies as demand zones. Default: red at 60% transparency. Weak Zone Transparency — transparency applied to zones where footprint delta contradicts the zone direction. Higher values (closer to 100) make weak zones nearly invisible. Lower values keep them visible as a caution marker. Default: 82. Mitigated Transparency — transparency applied after a zone is invalidated by price closing through its far edge. Higher values clean up the chart; lower values retain mitigated zones as historical context. Default: 90. Usage notes Before trusting any zone, check the label: a ▼ delta on a demand zone or ▲ delta on a supply zone means aggressive order flow did not support the move. Wait for additional confirmation before entering against the zone. The ⚡ marker identifies zones where the most-traded price level within the displacement bar showed a one-sided imbalance. These levels represent potential areas of concentrated institutional activity and may produce stronger reactions than unmarked zones. Use the performance heatmap to calibrate your displacement and volume inputs. If the highest-scoring bins (6–8, 8+) are showing low win rates for your instrument, the displacement multiplier may be too low and is capturing impulsive but unsustained moves. The Δ Conf% column in the heatmap shows what fraction of zones in each strength bin had confirming delta. If high-strength zones show low confirmation rates on your instrument, consider whether a different timeframe or session gives more reliable footprint data. Footprint data requires a TradingView subscription tier that provides volume footprint access. On instruments or timeframes where footprint is unavailable, delta values display as "Δ n/a" and all zones default to confirmed status so zone detection still functions. Ticks Per Footprint Row is the most instrument-sensitive input. Set it too small and computation overhead increases; set it too large and POC imbalance detection loses resolution. For equity index futures, 50–100 ticks per row is a reasonable starting range. Mitigated zones (heavily faded) mark levels where price has already broken through. They are kept visible by default as historical reference but can be hidden completely by setting Mitigated Transparency to 100. This indicator does not generate entry signals. It identifies structural levels with order flow context. Combine it with a trigger mechanism — a lower-timeframe confirmation candle, a momentum signal, or a volume surge — before committing to a trade.
Pine Script® インジケーター
jabez4jcの投稿
Volume Footprint [Simplifyed]Volume Footprint Overview Most volume indicators tell you how much was traded. This indicator tells you who won . Volume Footprint displays the order flow breakdown inside every bar — how many contracts were bought aggressively versus sold aggressively at each price level — so you can see where institutional participation is concentrated and whether that participation is consistent with the direction price actually moved. The core insight is simple: price only moves when effort fails to produce a result. A bar dominated by sell orders that still closes higher is not bearish — it is a sign that passive buyers absorbed every aggressive seller. The next move is likely up. This script surfaces those inefficiencies directly on your chart. Requires a TradingView Premium or Ultimate plan for the request.footprint() API. How it works The script requests a full footprint for each bar via Pine Script v6's native request.footprint() call. Each bar is divided into rows based on a user-defined tick width. Every row shows its delta — the net difference between aggressive buy volume and aggressive sell volume at that price level. footprint fp = request.footprint(i_ticks, i_va, i_imbal) float barDelta = fp.delta() array rows = fp.rows() Six signal types are derived from that data: Bear Trap (green label) — the majority of sell-delta rows are clustered in the bottom third of the bar. Sellers entered at the lows and were absorbed. Their break-even stop is the bar's POC. Bull Trap (red label) — the majority of buy-delta rows are clustered in the top third of the bar. Buyers entered at the highs and were absorbed. Their break-even stop is the bar's POC. Squeeze Up / Squeeze Down (diamond) — price crosses through a Vulnerability Line drawn at a prior trap bar's POC. Trapped participants hit their stops and accelerate the move. Ineff Sell / Ineff Buy (circle) — bar delta is negative but the candle closed up (or vice versa). Effort did not produce the expected result. The aggressive side is exhausted. Vulnerability Line (dashed) — a horizontal line extending from each trap bar's POC. This is the trapped trader's break-even level. It turns dotted when consumed by a Squeeze signal. Iceberg Row (bright border) — a row where total volume exceeds a multiple of the bar's average row volume. Signature of a passive institutional limit order silently absorbing aggression. Bar rows are coloured by delta direction: teal for net buying, red for net selling. Row opacity scales with volume when the gradient mode is enabled. The Value Area (the range of rows containing a user-defined percentage of total bar volume) receives a gold border. The POC row receives an orange border. The bar delta label at the bottom of each bar shows the net delta, volume context (FRESH / EXIT up / EXIT down), and a summary of imbalance counts. A star prefix (★) on trap labels means the trap fired at the edge of the recent N-bar range — the highest-conviction location. Inputs Footprint Ticks per Row — controls the price granularity of each footprint row. One tick equals syminfo.mintick. Lower values (e.g. 10) produce more rows and finer detail but consume more drawing objects; higher values (e.g. 500) produce fewer, coarser rows. Target approximately 25 rows per bar. Use the "ATR Ticks Hint" value in the Data Window as a starting point. Default: 100. Value Area % — the percentage of total bar volume used to define the Value Area. The standard market profile convention is 70. Raising this to 90 widens the highlighted region; lowering it to 50 tightens it to only the highest-volume core. Default: 70. Imbalance Threshold % — a row is flagged as having a buy imbalance when its buy volume exceeds this percentage of the row below's sell volume (and vice versa for sell imbalance). At 300%, a row needs 3× the adjacent row's opposing volume to qualify. Lower values (e.g. 150) produce more frequent imbalance markers; higher values (e.g. 500) flag only extreme stacking. Default: 300. Signals Fresh/Exit Range (bars) — the lookback window used to classify whether the current bar is in the middle of the recent range (FRESH — new institutional entry) or at its extremes (EXIT — take-profits or stops). A value of 20 uses the prior 20 bars. Shorter lookbacks (e.g. 5) react to recent swings; longer lookbacks (e.g. 50) classify against a broader structural range. Default: 20. Iceberg Threshold (x avg row vol) — a row is highlighted as an iceberg when its volume exceeds this multiple of the bar's average row volume. At 3.0×, a row needs three times the average to qualify. Lower values (e.g. 2.0) highlight more rows; higher values (e.g. 6.0) flag only the most extreme absorption events. Default: 3.0. Candle Shape Filter for Traps — when enabled, a Bear Trap additionally requires a hammer candle (lower wick at least 2× the body, upper wick at most 0.5× the body) and a Bull Trap additionally requires a shooting-star candle. This reduces signal frequency and increases precision. Disable it on instruments where wick structure is less reliable (e.g. crypto with frequent spikes). Default: off. Display Value Area Highlight — draws a gold border on rows within the Value Area. Default: on. POC Highlight — draws an orange border on the Point of Control row (highest volume row in the bar). Default: on. Imbalance Markers — plots a small triangle at the top or bottom of rows with a buy or sell imbalance. Default: on. Bar Delta Label — displays a label below each bar showing total bar delta, volume context, and dominant imbalance count. Default: on. Trap Signals — shows Bear Trap and Bull Trap labels on qualifying bars. A ★ prefix indicates the trap fired at a range edge. Default: on. Vulnerability Lines — draws a dashed horizontal line at each trap bar's POC, extending to the right until consumed by a Squeeze signal. Default: on. Squeeze Signals — plots a label when price crosses through a Vulnerability Line, triggering forced exits from trapped participants. Default: on. Efficiency Signals (Effort vs Result) — plots Ineff Sell and Ineff Buy labels when delta direction and candle direction disagree. Default: on. Volume Gradient — when enabled, each row's background opacity scales with its share of total bar volume, making high-volume rows visually heavier. When disabled, all rows use a flat background colour. Default: off. Label Size — sets the text size of row delta labels. Options: tiny, small, normal. Default: tiny. Usage notes Read the "ATR Ticks Hint" value from the Data Window before setting Ticks per Row. Divide the hint by 25 to find a starting point that yields approximately 25 rows per bar. Too few rows (under 10) loses resolution; too many rows (over 40) consumes drawing objects rapidly and shows only the last few bars in full detail. Full footprint detail (boxes and labels) is limited to approximately the last 13 bars due to drawing object limits (500 boxes, 500 labels). All signals — traps, squeezes, efficiency — are plotted on all historical bars via plotshape and barcolor, so you can scroll back to review signal history without losing them. Treat the ★ trap label as higher conviction than an unmarked trap. A trap firing in the middle of a range has less context than one firing at a structural high or low where stops are naturally clustered. A Vulnerability Line turning dotted is the Squeeze confirmation. The price crossing the line is the mechanical event; the line changing style is its visual acknowledgement. Monitor open Vulnerability Lines for potential squeeze setups forming over multiple bars. Ineff Sell and Ineff Buy signals are strongest when they appear in the FRESH zone (bar label shows "FRESH"), meaning institutional participants entered mid-range and their effort failed. Efficiency signals in EXIT zones are more ambiguous — they may simply reflect profit-taking. A row with a bright iceberg border is a price level to watch on subsequent bars. Institutions building positions via iceberg orders at a specific level tend to defend that level on retests. This indicator requires one request.footprint() call per script. You cannot combine it with other scripts that also use request.footprint() on the same chart due to Pine Script's single-footprint-per-indicator constraint. Recommended pairings Volume Footprint is most effective when combined with a structural context tool — a supply and demand zone indicator or a swing high/low marker — so you can confirm whether trap and squeeze signals are firing at meaningful price levels. A session volume profile (VPVR) on the same chart helps identify whether the current bar's POC aligns with a broader high-volume node or is isolated.
Pine Script® インジケーター
jabez4jcの投稿
Advanced CVD Div by E3KE3K CVD Div — Cumulative Volume Delta Divergence Detector This indicator calculates Cumulative Volume Delta (CVD) from intrabar data and detects divergences between price action and order flow across higher timeframe periods. What it does Price makes a new high, but buyers aren't actually in control — or price sweeps a low, but sellers aren't really there. This indicator catches those moments by comparing price extremes against CVD extremes across HTF periods, exposing the disagreement between what price shows and what volume confirms . How it works - CVD is built from lower-timeframe delta (buy vs. sell volume), giving you true intrabar precision — not just close > open approximations on your chart timeframe - Each HTF period (auto-selected or manual) tracks CVD and price highs/lows independently - When a new HTF period's price extreme exceeds the prior period but CVD fails to confirm, a divergence is flagged - Supports both 2-period and 3-period divergence patterns for deeper structural reads Two detection methods - HTF Sweep — Only fires when price wicks beyond a prior HTF high/low (body stays inside). Fewer signals, higher conviction. Designed for sweep-and-reverse setups. - All — Flags any directional disagreement between price and CVD across HTF periods. More signals, includes hidden divergences. Key features - High-precision CVD candles with proper wicks (built from LTF data — auto-selects appropriate resolution) - Divergence strength scoring (0–1) with adjustable minimum threshold - Separate bull/bear divergence colors with strength-based opacity - Optional volume confirmation filter (requires above-average volume) - Optional rejection candle filter (wick ≥ 60% of bar range) - Delta spike detection — highlights statistical outlier bars (configurable σ threshold) - Divergence expiry — auto-removes stale signals after N bars - Configurable CVD anchor (continuous, daily, weekly, monthly) - HTF alignment boxes to visualize period boundaries - Rich alerts with strength, pattern type, method, ticker, and timeframe context Recommended use Works on any instrument with volume data. Best on liquid markets (futures, crypto, large-cap equities). Pair with price structure — divergences mark where smart money disagrees with price, but timing depends on your setup. Credits Original concept by cdikici71 & tncylyv — original script . Refactored and extended by Euro3000 — Pine v6, typed architecture, precision CVD engine, sweep-aligned divergences, and signal filtering.
Pine Script® インジケーター
Euro3000の投稿
CVD IQ [TradingIQ]Hello Traders! 🔹 CVD IQ CVD IQ is a delta-driven analytical tool designed to reveal how aggressive buying and selling activity translates into price movement. Instead of relying purely on price, this indicator reconstructs order flow dynamics using lower timeframe data , allowing you to see: Where did the pressure come from… and how efficiently did it move price? It focuses on answering a deeper question: Was the move driven by real participation, or was it inefficient, absorbed, or divergent? aggressive buy vs sell activity (CVD) price vs delta divergences efficiency of price movement relative to flow cost of moving price (delta per tick) absorption and imbalance conditions multi-scale flow analysis (bar, day, swing) classic divergence detection (RSI style) 🔹 What the indicator shows 🔸 Cumulative Volume Delta (CVD) CVD is built using lower timeframe data to approximate aggressive buying and selling. This allows you to track: whether buyers or sellers are in control how much pressure is building over time when participation is increasing or fading 🔸 IMMEDIATE Divergence detection (Classic & Cost Models) The indicator detects when price and delta are out of sync . Classic divergence highlights: price making new highs while delta weakens price making new lows while delta strengthens potential exhaustion or reversal conditions Cost-based divergence goes further by evaluating: how much delta was required to move price whether moves are becoming more or less efficient hidden weakness in “expensive” price movement This shifts your perspective from: “price is moving” to: “how much effort did it take to move price?” 🔸 CVD Cost Per Tick (Efficiency Analysis) One of the most important features. The indicator measures: Delta per tick = how much aggressive volume was required to move price This allows you to identify: efficient moves (low cost → strong response) inefficient moves (high cost → weak response) potential exhaustion when cost rises sharply Each swing is classified into categories like: Very High Cost High Cost Normal Cost Low Cost Very Low Cost High cost often signals absorption or resistance from opposing liquidity . 🔸 Swing-based flow analysis The indicator breaks market structure into swings and evaluates: delta across each swing cost of movement between pivots relative efficiency vs previous swings This helps you understand: whether trends are strengthening or weakening if continuation is becoming harder when liquidity is likely opposing the move 🔸 Delta-Implied Close (Expected Price) The script estimates where price should have closed based on delta. This gives insight into: whether price overperformed or underperformed relative to flow hidden absorption when price fails to match delta inefficiencies between participation and result Important Note This model is adaptive and continuously updates based on changing market conditions. It is not a predictive engine, but rather a framework for interpreting how order flow is currently interacting with price. 🔸 Delta Analysis Table (Bar / Day / Swing) A live table provides a structured breakdown of flow and price response across three contexts: current bar current day current swing It includes: aggressive buy & sell volume buy/sell percentages net delta imbalance ratios price movement in ticks close position within range delta cost per tick cost classification absorption detection This allows you to quickly answer: Who is in control, and is price responding properly? 🔹 Table Overview Metric Name of the metric shown in each row. Bar Value calculated for the current bar only. Day Value accumulated from the start of the current day. Swing Value accumulated from the start of the current swing. 🔹 Flow Aggressive Buys Total buy-side market order volume. Higher values indicate stronger buying pressure. Aggressive Sells Total sell-side market order volume. Higher values indicate stronger selling pressure. Buy % Percentage of total aggressive volume coming from buyers. Higher values indicate buy-side dominance. Sell % Percentage of total aggressive volume coming from sellers. Higher values indicate sell-side dominance. Net Delta Aggressive buys minus aggressive sells. Positive values favor buyers, negative values favor sellers. Imbalance Ratio Relative dominance between buyers and sellers, expressed as a multiple. Higher values indicate stronger directional control. 🔹 Price Response Total Aggression Combined aggressive buy and sell volume. Represents total market participation. Bar Tick Move Price movement measured in ticks. Shows how far price moved over the period. Close Position Where price closed within its range. Higher values mean the close is nearer the high, lower values nearer the low. 🔹 Efficiency & Cost Delta Cost / Tick How much delta was required to move price by one tick. Higher values indicate less efficient movement and potential absorption. Cost Classification of how expensive the move is relative to recent conditions. High cost suggests resistance or absorption, low cost suggests efficient movement. Ticks per 1k Delta Number of ticks price moved per 1000 delta. Higher values indicate more efficient price movement. Price Move per 1k Delta Actual price movement per 1000 delta. Higher values indicate stronger price response to order flow. 🔹 Delta-Based Expectations Delta-Implied Close The price level where the bar would be expected to close based on the underlying delta. Move Ratio Actual price movement relative to the delta-implied move. 1.0 = expected response 1.0 = stronger than expected <1.0 = weaker than expected 🔹 How to read it Each component provides a different layer: CVD → who is active Divergence → when price and flow disagree Cost → how efficient the move is Table → structured confirmation across contexts Together, this shifts your thinking from: “price moved up” to: “buyers were aggressive - but did price actually respond?” 🔹 Example interpretations strong delta + efficient move → clean continuation strong delta + weak move → absorption rising cost over time → trend weakening divergence signals → potential reversal or trap low cost + expansion → strong directional move 🔹 Why this indicator is useful It gives you: participation behind price context for whether moves are efficient early detection of exhaustion or absorption a way to quantify “effort vs result” multi-timeframe flow insight (bar, day, swing) 🔹 Best use cases confirming trend strength identifying weak breakouts spotting absorption at key levels analyzing liquidity interaction enhancing price action or liquidity-based models 🔹 Important note This script uses lower timeframe data to approximate aggressive volume. This means: accuracy depends on data availability different symbols may behave differently lower timeframe selection impacts results 🔹 Inputs you can customize lower timeframe for CVD calculation divergence models (Classic / Cost / Both) divergence sensitivity (small, medium, large swings) cost structure length and thresholds visual styling and colors delta analysis table size Closing Notes CVD IQ is built to show the relationship between participation and outcome . As always, thank you TradingView!
Pine Script® インジケーター
Trading-IQの投稿
37
Trade Intelligence Dashboard// ============================================================================= // INDICATOR DESCRIPTION // ============================================================================= // Name : Trade Intelligence Dashboard // Version : Pine Script v6 // Type : Indicator (overlay) // Author : Built with Claude (Anthropic) — designed as a universal debug tool // Instruments : NQ, MNQ, ES, MES, SPY, QQQ, Stocks — any instrument // Timeframes : Works on all timeframes // ============================================================================= // // OVERVIEW // -------- // The Trade Intelligence Dashboard is a standalone indicator designed to give traders // a comprehensive at-a-glance view of market conditions across 9 independent // analysis sections, all displayed in a single clean horizontal table at the // bottom of the chart. It is instrument-agnostic and works with any strategy — // not just the VWAP + CVD strategy it was originally built alongside. // // The panel is designed to support real-time trading decisions by surfacing // the most important technical and structural information in one place, color // coded for instant interpretation — no hunting through multiple indicators // or panels. // // Because it is a standalone indicator it can be added or removed from any // chart independently without affecting any strategy script. This makes it // ideal for live trading sessions where you want maximum information density, // and easy to remove during backtesting when a clean chart is preferred. // // ============================================================================= // LAYOUT // ============================================================================= // // The panel displays as a horizontal table across the bottom of the chart // with 10 columns and 9 rows: // - Column 0 : Instrument info (always visible, cannot be toggled) // - Columns 1–9 : Analysis sections (each independently toggleable) // - Row 0 : Section headers (shaded with Section Header Background color) // - Rows 1–8 : Metric labels and values // // When a section is toggled off its column disappears and all remaining // columns shift left automatically — the table always stays compact and clean // regardless of how many sections are active. // // ============================================================================= // SECTIONS // ============================================================================= // // INSTRUMENT (Col 0 — always visible) // ------------------------------------ // Displays the selected instrument preset, point value, current price, daily // change in points, and daily change as a percentage. The instrument preset // dropdown auto-fills the correct point value for dollar-value calculations // displayed throughout the panel. // Presets: NQ (20), MNQ (2), ES (50), MES (5), SPY/QQQ/Stock (1) // // VWAP (Col 1) // ------------ // Shows the relationship between price and session VWAP. Metrics include: // Above/Below status, distance in points, distance as percentage, VWAP value, // and dollar distance from VWAP (using point value). Green when price is above // VWAP, red when below. // // TREND (Col 2) // ------------- // Displays the current trend direction (Up/Down/Flat), whether the trend is // strong enough to trade (based on ATR multiple threshold), trend strength in // points, and trend strength expressed as an ATR multiple. Green for bullish, // red for bearish, white for flat/neutral. // // ATR & VOLATILITY (Col 3) // ------------------------ // Shows the current ATR value, ATR as a percentage of price, volatility // condition (OK or Low based on minimum ATR % floor), ATR dollar value // (ATR × point value), and ATR direction with percentage change from the // previous bar. Useful for understanding whether current conditions are // favorable for momentum trades. // // CVD — Cumulative Volume Delta (Col 4) // -------------------------------------- // Displays the session CVD value (resets each day when session reset is // enabled), CVD threshold, overall CVD direction (Bullish/Bearish/Neutral), // CVD position relative to threshold (Above/Inside/Below), and the session // reset status. Green for bullish CVD, red for bearish, yellow for neutral/ // inside threshold. Note: CVD uses bar direction as a proxy for true delta // since bid/ask volume is unavailable in Pine Script. // // EMA/SMA (Col 5) // --------------- // Shows the fast MA value and direction, slow MA value and direction, the // most recent cross signal (Bullish Cross / Bearish Cross / None), and // price position relative to both the fast and slow MA. MA mode (EMA or SMA) // and both lengths are fully user adjustable. MA lines for fast and slow are // also plotted on the chart when this section is enabled. Green for rising/ // bullish, red for falling/bearish. // // VOLUME (Col 6) // -------------- // Displays current bar volume, volume classification vs average (High/Normal/ // Low based on user-defined thresholds), volume ratio (current vs average), // bar pressure (Buying/Selling/Neutral based on bar direction), and the volume // moving average value. High volume = green, low volume = red, normal = white. // // MARKET STRUCTURE (Col 7) // ------------------------ // Tracks swing highs and lows using pivot detection to identify the current // market structure. Displays the last swing type (HH/HL/LH/LL), overall // structure bias (Bullish/Bearish/Neutral), bars since the last swing, last // swing high and low values, and swing range in points. HH/HL = green // (bullish structure), LH/LL = red (bearish structure). // // RSI (Col 8) // ----------- // Shows the current RSI value, condition (Overbought/Oversold/Neutral), // RSI trend (Rising/Falling/Flat), overbought and oversold levels, and // RSI distance from the 50 midline. RSI above 50 = green, below 50 = red, // at 50 = yellow. Overbought = red (caution), oversold = green (opportunity). // RSI length and OB/OS levels are fully user adjustable. // // PRICE ACTION (Col 9) // -------------------- // Displays bar-level price action analysis including: bar direction (Bullish/ // Bearish/Doji), bar range in points and dollars, bar range vs current ATR // (above 1x ATR = green, below = red), bar close position (Upper/Mid/Lower // third of the bar range), and consecutive bullish or bearish bar count. // This section helps identify momentum, exhaustion, and conviction at the // bar level without needing a separate candlestick pattern indicator. // // ============================================================================= // COLOR CODING SYSTEM // ============================================================================= // // All values throughout the panel follow a consistent dynamic color system: // // Green (Positive Color) — bullish, true, above, rising, high, OK, // long, buying, HH/HL, oversold RSI (opportunity) // Red (Negative Color) — bearish, false, below, falling, low, weak, // short, selling, LH/LL, overbought RSI (caution) // Yellow (Warning Color) — neutral boundary, 50% levels, inside threshold, // Doji bars, equal wicks, RSI at 50 // White (Neutral Color) — raw numbers with no directional meaning, // labels, static reference values // // All four colors are fully user adjustable via the Colors input group. // // ============================================================================= // DOLLAR VALUE CALCULATIONS // ============================================================================= // // Several metrics display dollar values calculated by multiplying point values // by the instrument point value from the preset. This makes the panel // immediately useful for futures traders who think in dollar terms: // // NQ — 1 point = $20 (full size Nasdaq futures) // MNQ — 1 point = $2 (micro Nasdaq futures) // ES — 1 point = $50 (full size S&P 500 futures) // MES — 1 point = $5 (micro S&P 500 futures) // SPY / QQQ / Stock — 1 point = $1 (shares, adjust for lot size manually) // // Dollar values appear for: VWAP distance, ATR value, and bar range. // // ============================================================================= // DISPLAY SETTINGS // ============================================================================= // // Box Position — Top Right, Top Left, Bottom Right, Bottom Left // Box Text Size — Small (size.tiny), Medium (size.small), Large (size.normal) // Box Background — fully user adjustable color // Box Text Color — fully user adjustable color // Box Border — thickness 0–5, fully user adjustable // Section Header — separate background color for section header row // // ============================================================================= // USAGE TIPS // ============================================================================= // // - Add this indicator to any chart independently of any strategy script. // It recalculates all values from scratch using only price and volume data // so it works alongside any strategy without conflicts. // // - Toggle sections off that are not relevant to your current setup to keep // the panel compact. For example, if you are not using MA-based entries // you can toggle off the EMA/SMA section entirely. // // - Use the Instrument preset to ensure dollar value calculations match your // actual instrument. For NQ set to NQ, for MNQ set to MNQ etc. // // - The CVD session reset toggle should match the setting in your strategy // script for consistent values across both panels. // // - For intraday trading the panel works best on timeframes of 1m through // 30m. On daily or weekly charts the session-based metrics (CVD, session // high/low, VWAP) will reflect longer periods which may not be meaningful // for intraday setups. // // - Use TradingView Templates (gear icon → template dropdown → Save As) to // save separate panel configurations for different instruments, with only // the relevant sections enabled for each. // // - The MA lines (Fast MA and Slow MA) only plot on the chart when the // EMA/SMA section is toggled on. Toggle it off to hide the MA lines from // the chart without removing the indicator entirely. // // - The VWAP line also only plots when the VWAP section is toggled on. // If you have a separate VWAP indicator already on the chart, toggle the // VWAP section off to avoid duplicate lines. // =============================================================================
Pine Script® インジケーター
josh0183の投稿
Buyer vs Seller PressureFind out who's really winning each candle — buyers or sellers. Volume tells you how much trading happened. This indicator goes further — it estimates who won . Every candle is broken down to calculate how much of its volume was driven by buying pressure versus selling pressure. The result is shown as a histogram for each bar, plus a running score that reveals which side has been accumulating dominance over the entire session. ──── What You're Looking At ──── Green histogram bars — buyers dominated that candle. More volume was transacted at the ask (buyers lifting offers) than at the bid. Red histogram bars — sellers dominated that candle. More volume was transacted at the bid (sellers hitting bids). Teal/cyan line (rising, above zero) — cumulative buying has dominated since the last reset. Buyers are in control overall. Red line (falling, below zero) — cumulative selling has dominated. Sellers are in control overall. Diamond dots — absorption signals (see below). ──── The Absorption Signal ──── The most powerful feature of this indicator is detecting absorption — moments where the price moved in one direction on the surface, but the actual volume pressure went the opposite way. This is often a sign that large participants were quietly working against the visible move: Red diamond (top of panel) — the candle closed up , but sellers controlled more of the volume. Smart money may have been selling into the rally. Watch for the move to stall or reverse. Green diamond (bottom of panel) — the candle closed down , but buyers controlled more of the volume. Smart money may have been buying the dip quietly. Watch for the move to stall or reverse. ──── How to Read It ──── Compare candle direction vs histogram color . A green candle with a green bar is genuine buying. A green candle with a red bar is a warning — the price went up but sellers were in control of the volume. Watch the cumulative line direction relative to price. If price is rising but the cumulative line is flat or falling, buying pressure is not supporting the move. This is a divergence worth watching. When the cumulative line crosses zero , the session has shifted from net-buying to net-selling (or vice versa) — a meaningful change in who is in control. Cluster of absorption diamonds at a key level (support, resistance, fair value) signals that someone large is operating there. These are the highest-quality absorption signals. ──── Settings ──── Settings CVD Reset Period — when to zero out the running total and start fresh: Session — resets daily. Best for intraday analysis. Week — resets every Monday. Month — resets at the start of each month. Never — accumulates continuously without resetting. Useful for spotting large structural shifts over weeks or months. Show Per-Bar Delta Histogram — toggle the bar-by-bar buying vs selling columns. Show Cumulative Delta Line — toggle the running session total line. Show Intrabar Divergence Dots — toggle the absorption diamond markers. Colors Delta Bullish / Bearish — colors for the histogram bars (per-candle). CVD Bullish / Bearish — colors for the cumulative line when it is above or below zero. ──── Alerts ──── CVD Crossed Above Zero — buying pressure is now dominant for the session CVD Crossed Below Zero — selling pressure is now dominant for the session Seller Absorption — price moved up but sellers dominated the volume Buyer Absorption — price moved down but buyers dominated the volume ──── Tips ──── This indicator works best on intraday timeframes (1m–15m) with Session reset. The shorter the bar, the more meaningful individual delta readings become. The most powerful signal this indicator produces is cumulative line divergence from price — price making a new session high while the cumulative line is falling. This is a classic distribution pattern used by institutional traders to identify hidden selling. Do not act on absorption signals alone. Use them as confirmation when they appear at a key level — near the fair value line, at obvious support or resistance, or at a previous day's high or low. Combine with Fair Value Zones : absorption signals that appear near the fair value line carry significantly more weight than those in the middle of a range. Limitation to be aware of: Without direct access to exchange tick data, buying and selling volume is estimated from candle structure. The readings are a reliable guide and widely used by professional traders, but they are approximations rather than exact figures. Real tick-level data requires a specialist data provider.
Pine Script® インジケーター
satoshi-signalsの投稿
Market Liquidity IndicatorThe strategy identifies institutional "Ignition" points where price breaks a key macro level (VWAP) with significant volume and order flow support. It assumes that a clean breakout, backed by high relative volume (RVOL) and aggressive buying/selling pressure (CVD Slope), will result in a sustainable trend. Risk is managed via a "Profit-Only Trailing Stop" mechanism, which enforces a hard floor for losses but allows profits to run uncapped until the trend bends Timeframe: This strategy is hardcoded to look at 1-minute data for its decision engine (RVOL/CVD), regardless of the chart timeframe. However, it is recommended to run it on a 5-minute chart for visual clarity. Execution: GOL (Green Arrow): Go Long. GOS (Red Arrow): Go Short. Exits: 1 Brick = 0.1% of Entry Price. Trailing Stop Loss: Retrace from Extreme High/Low ± 3 Bricks. Stop Out: +/- 3 Bricks from Entry Price Works well with Stocks - 5 min TF. For Index 10 min TF works well. However do play around to get your best fit. Happy Profitable Trading! Have fun!
Pine Script® インジケーター
razcadsの投稿
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!
Pine Script® ストラテジー
uzair2joinの投稿
Delta Hedging PressureDelta Hedging Pressure – Cumulative Volume Delta Proxy This open-source indicator calculates and displays a simple proxy for **net hedging / directional pressure** using volume-weighted candle direction (often called cumulative delta or cumulative volume delta in order-flow analysis). Core Concept In many markets (especially futures, forex, crypto, indices), large players (institutions, market makers, hedgers) tend to accumulate directional exposure over time. When aggressive buying or selling occurs, it often shows up as sustained volume in one direction. This script approximates that pressure by: - Assigning +volume to bullish candles (close > open) - Assigning –volume to bearish candles (close < open) - Neutral (0) for doji-type bars - Cumulatively summing this "delta" over a user-defined lookback or since the start of each trading day The result is a running total line that drifts up during net buying pressure (potential bullish bias / short covering / hedging demand) and down during net selling pressure (potential bearish bias / long liquidation / hedging supply). Why this is useful - Acts as a **sentiment / bias filter** — helps traders see whether underlying participation supports the current price move. - Session reset option (default: true) makes it particularly effective on intraday charts (1m–1h), where daily resets align with institutional session flows (e.g., Asian, London, NY). - Background coloring (green/red/gray) provides instant visual context for current net pressure without cluttering the price chart. - Zero-line crossovers and divergence from price can highlight exhaustion or absorption points. Calculation Details 1. Per-bar delta = volume × direction direction = +1 (green candle), –1 (red candle), 0 (doji) 2. Cumulative sum (cumHedge): - Resets to current bar's delta on new day if "Reset on New Day" is enabled - Otherwise runs continuously across all history 3. Sentiment label (last bar only): - Bullish if cumHedge > 0 - Bearish if cumHedge < 0 - Neutral if exactly 0 Key Features - Cumulative Hedge Pressure line (blue) — main plot - Zero line (gray) — reference for net buying vs selling - Optional background coloring (green = bullish bias, red = bearish, gray = neutral) - Last-bar label showing current "Hedge Bias" (Bullish / Bearish / Neutral) How to Use - Best on lower timeframes (1m–15m) for intraday bias or higher (1h–4h) for swing context. - Keep "Reset on New Day" enabled for daily institutional reset alignment (most common use case). - Interpretation examples: → Rising cumulative delta + rising price = strong bullish participation (healthy uptrend) → Falling cumulative delta + rising price = bearish divergence (possible distribution / weak rally) → Cumulative delta near zero = balanced / choppy market → Strong divergence near extremes often precedes reversals or absorption - Combine with price action, support/resistance, or volume profile — never use in isolation. - Toggle background off if it distracts from price reading. Inputs - Cumulative Length: controls smoothing / memory when reset is disabled (default 50) - Reset on New Day: true = daily reset (recommended for intraday), false = continuous - Show Background Bias: toggle green/red/gray session coloring Publishing Recommendation - Apply to a clean chart (no other indicators needed for basic use). - Recommended symbols: futures (ES, NQ, GC), forex majors, BTC/USD, XAUUSD — any instrument with reliable volume data. - Use default settings for initial testing. This is a lightweight, educational tool built for transparency — fully open-source. It is not a standalone signal generator and does not predict price direction with certainty. Trading involves significant risk. Feedback welcome — happy charting!
Pine Script® インジケーター
uzair2joinの投稿
SwiftEdge ApexThis open-source indicator is designed to help traders visually identify aggressive volume activity ("big trades"), place it in the context of dynamic price deviation from an exponentially weighted VWAP, track a developing Point of Control (POC) during a user-defined session, and highlight potential absorption or exhaustion patterns. Core Components and Original Integration: Adaptive VWAP with EWMA Deviation Bands Instead of a standard cumulative VWAP, the script calculates an exponentially weighted moving average (EWMA) of variance on price-volume data (using a user-adjustable lambda sensitivity). This produces smoother, faster-adapting standard deviation bands (1σ to 3σ) that highlight statistically significant price extensions more responsively than simple moving averages. Tiered Big Trade Detection (Footprint-Style Bubbles) Volume is compared against a simple moving average over a user-defined lookback period. Trades exceeding customizable multipliers (1.2× to 8×) and a minimum volume threshold are flagged. For Premium users, the bubble is plotted at the volume-weighted average price within the bar's 1-second sub-bars (true footprint precision). Non-Premium users fall back to the bar's close price (no errors occur). Bubble size scales with multiplier strength, with white outlines on the largest ones for clarity, and bubbles are colored green/red based on candle direction. Live Session-Based POC Volume is accumulated at price levels (rounded to 10 ticks) starting from a configurable session time (default 09:00). The array resets on new sessions or daily changes, producing a developing POC line that acts as a potential value-area magnet or support/resistance reference. Absorption & Exhaustion Filters Absorption: High-volume bars with unusually small range (below average range × user multiplier) are marked with lime/red triangles — suggesting hidden buying/selling pressure. Exhaustion: Extremely high-volume bars with tiny bodies (small close-open relative to range) receive a background tint and "EXH" label — indicating potential climactic activity or fatigue. How the Elements Work Together: The VWAP bands provide overall market context (is price extended?). Big-trade bubbles show where aggressive participants are active. The session POC adds a developing fair-value reference. Absorption and exhaustion signals help interpret whether big volume is being met with resistance (absorption → possible continuation) or capitulation (exhaustion → possible reversal). Together they create a layered "smart money footprint" overlay rather than isolated plots. How to Use the Indicator: Apply to liquid instruments with reliable volume data (futures, major stocks, large-cap crypto). In the "Big Trade Bobler" settings: Adjust lookback period and minimum volume to reduce noise. Tune multipliers (lower = more signals, higher = stronger but rarer events). Turn "Use Premium Bubbles" off if you do not have TradingView Premium (script gracefully uses bar close instead of 1-second data). Set session start hour/minute for POC calculation (e.g., NYSE open at 9:30). Enable/disable absorption triangles and exhaustion highlights/labels based on preference. Interpretation tips: Watch for clusters of large bubbles near VWAP ±2σ/3σ or close to the POC line. Absorption on trend bars may indicate continuation. Exhaustion often appears at swing highs/lows and can precede reversals. Important Limitations: 1-second footprint precision requires TradingView Premium; non-Premium accounts use standard bar close (still functional but less granular). Volume data quality depends on the symbol and data feed (tick volume is used as proxy on forex/crypto). This is a discretionary visualization tool — not a mechanical strategy, no entry/exit signals, and no performance backtest is included. Volume spikes and patterns do not predict future price movement with certainty; always use in combination with your own analysis and proper risk management.
Pine Script® インジケーター
SwiftEdgeの投稿
Whale Hunter V121. Overview Whale Hunter V12 is a specialized Pine Script indicator designed for high-precision scalping (1m, 5m timeframes) on Futures and Crypto markets. Unlike standard indicators that lag, V12 focuses on Volume Spread Analysis (VSA) and Order Flow to detect institutional "Whale" activity. Its "Precision Engine" filters out low-volatility churn and fake signals by enforcing strict volatility gates (ATR) and volume thresholds. 2. The Logic: How Scoring Works (0-12 Points) Every candle is analyzed and given a "Confluence Score" from 0 to 12. A signal is only generated if the score meets your minimum threshold (Default: 8). Component Max Points Logic A. Volume Spike 4 pts Measures relative volume vs. 20-period average. • 2.0x Vol = 2 pts • 3.0x Vol = 3 pts • 5.0x Vol = 4 pts (Whale) B. Trend (VWAP) 3 pts Checks alignment with Volume Weighted Average Price. • Buy above VWAP = +3 pts • Sell below VWAP = +3 pts C. Absorption Wick 3 pts Measures the rejection wick vs. candle body. • Wick > 1.5x Body = 1 pt • Wick > 50% Range = 2 pts • Wick > 65% Range = 3 pts (Hammer/Shooting Star) D. CVD Divergence 2 pts Checks if momentum contradicts price. • Price Lows lower + Volume Flow Higher = +2 pts (Bullish Divergence) E. Penalties -3 pts The Fakeout Killer: • Buying on a Red Candle = -3 pts • Selling on a Green Candle = -3 pts 3. Settings & Configuration You can customize the strictness of the engine in the indicator settings menu. A. Signal Precision Minimum Score to Show (Default: 8) 8-12: "Sniper Mode." Shows only high-probability setups trading with the trend (VWAP aligned). 6-7: "Scout Mode." Shows counter-trend reversals and riskier scalps. < 5: Not recommended (Too much noise). Ignore Small Candles (ATR %) (Default: 0.5) The "Churn Filter". It ignores any candle smaller than 50% of the average size. Increase to 0.8 if you are getting too many signals during flat/choppy markets. B. Volume Logic Strict Volume (Default: ON) When checked, the script blocks any signal with less than 2.0x average volume, regardless of the score. This ensures you only trade when Whales are actually present. 4. How to Read the Signals 🟢 Bullish Signal (Buy) Symbol: Green Triangle below the bar. Condition: Score ≥ 8. The Whale absorbed selling pressure (Wick) on high volume, likely creating a "Bear Trap." Ideal Setup: Price is Above the Blue Line (VWAP) + Green Arrow. Stop Loss: Just below the low of the signal candle (the wick). 🔴 Bearish Signal (Sell) Symbol: Red Triangle above the bar. Condition: Score ≥ 8. The Whale absorbed buying pressure (Wick) on high volume, likely creating a "Bull Trap." Ideal Setup: Price is Below the Blue Line (VWAP) + Red Arrow. Stop Loss: Just above the high of the signal candle. 🔵 Blue Line (VWAP) This is your "Trend Anchor." Do not Short if price is significantly above the Blue Line. Do not Long if price is significantly below the Blue Line. 5. Troubleshooting / FAQ Q: Why did a signal disappear? A: The script repaints only during the live candle. Once a candle closes, the signal is permanent. If a signal vanishes before close, it means the volume or price action changed last second (e.g., the candle turned Red, triggering the -3 penalty). Q: Why are there no signals on my chart? A: You are likely in a low-volume period (Lunch hour / Late night). The Strict Volume filter is doing its job by keeping you out of dead markets. Alternatively, lower the Minimum Score to 6. Q: Can I use this on 1-minute timeframes? A: Yes, but increase the ATR Filter to 0.6 or 0.7 to filter out the micro-noise common on 1m charts.
Pine Script® インジケーター
zakariya_elaljの投稿