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Initialbalance

JonnyFutures IB ProHere's a clean TradingView description ready to paste: Follow me on X @JonnyFutes @JonnyFutures JF · IB Levels + Session Ranges by JonnyFutures — Execute Your Edge What this indicator does Automatically maps every key level you need to trade the New York session on NQ/MNQ futures. No manual drawing. Everything updates daily. Levels Included 🔵 Initial Balance (IB) — High and low of the first hour of RTH, with 25%, 50%, and 75% retracement levels marked. The 50% is your reference line for directional bias. 🟠 15-Min ORB — Opening Range Breakout high and low from the first 15 minutes of the session. 🟣 PDH / PDL — Previous Day High and Low. Key magnets for price throughout the session. 🩵 London High / Low — The range established during the London session, carried into NY as reference. 🟢 Asia High / Low — Overnight Asia session range. Often acts as support/resistance into the open. Entry Signal A single bias signal fires 5 minutes before the IB closes, giving you time to prepare your entry at the open of the next hour. ▲ LONG — Price is trading above the IB 50% level ▼ SHORT — Price is trading below the IB 50% level Signals only appear during the first two hours of the New York session. One signal per day. No noise. Built-in alerts for both long and short triggers. Settings All sessions are defaulted to CT (Chicago Time) to match CME exchange time on TradingView NQ/MNQ charts. Every session window, color, and toggle is fully customizable in the settings panel. SessionCT DefaultET EquivalentInitial Balance08:30 – 09:3009:30 – 10:3015-Min ORB08:30 – 08:4509:30 – 09:45NY Signal Window08:30 – 10:3009:30 – 11:30London01:00 – 07:0002:00 – 08:00Asia17:00 – 23:0018:00 – 00:00 Best used on: 1m / 2m / 3m / 5m charts Instrument: NQ, MNQ (works on ES, MES, and other futures) Built for the Execute Your Edge community. Trade with context. Execute with edge.
Pine Script® インジケーター
Jonny_Futuresの投稿
1
AlgoStorm Institutional Key Levels (IKL)AlgoStorm Institutional Key Levels (IKL) For US Index Futures and DAX. An institutional-grade structural mapping tool built on actual Auction Market Theory (AMT) to track the true liquidity and volume nodes across centralized futures markets. The retail trading industry has heavily distorted the word "institutional," convincing traders that algorithms are hunting their stop-losses at random pivot highs. The reality is far more objective. Real institutions, hedge funds, and market makers rely on definitive, centralized exchange volume, liquidity depth, and execution algorithms (VWAP/TWAP) to scale into positions without causing market impact. The AlgoStorm Institutional Key Levels (IKL) indicator maps the precise mathematical benchmarks that dictate this capital flow. Designed for markets with centralized volume (CME, Eurex), it plots highly accurate session opens, Opening Ranges, Initial Balances, and Value Areas, stripping away retail noise to provide a professional framework for your intraday bias. Technical Specifications & Architecture Supported Markets: Universal application for centralized futures markets including US Indices (ES, NQ, YM, RTY) and European Indices (DAX/FDAX, FDXM). Supported Timeframes: Designed specifically for 2-minute through 30-minute charts . (Note: Due to the historical buffers required for multi-session mapping, Pine Script will reject timeframes below 2-minutes). Timezone Mastery: Flawlessly handles Daylight Saving Time (DST) transitions natively. US Futures are bound strictly to America/New_York , while DAX/Eurex Futures are strictly bound to Europe/Berlin . Fixed-Pool Drawing Engine: Most level indicators suffer from memory bloat and chart lag due to constant object creation and garbage collection limits. The IKL utilizes a highly optimized "fixed-pool" architecture. Lines and labels are generated only once on the first bar and recycled dynamically. Smart Label Stagger: Features a forward-pass algorithm that detects and pushes overlapping labels apart (user-adjustable separation), ensuring your chart remains pristine regardless of price compression. US Futures Mapping (ES / NQ / YM / RTY) All inputs trigger based on standard America/New_York session times. Globex Structure: Previous Day High/Low (Full 18:00–17:00 session) and Overnight High/Low (18:00 to 09:30 ET). RTH Anchors: Previous Day Close (PDC) locked exactly at the 16:00 ET cash close, and the RTH Open (09:30 ET) held all day. Gap Fill Zone: Automatically draws an asynchronous highlight box between the PDC and current RTH open if an unfilled gap of more than 2 ticks exists. Auction Metrics: 15-minute Opening Range (09:30–09:45 ET) and the standard Initial Balance (09:30–10:30 ET) with optional 100%, 150%, and 200% IB extension bands. Eurex / DAX Futures Mapping (FDAX / FDXM) A complete, standalone module built for the complex, multi-open nature of European futures. Based on Europe/Berlin time. Asian / Pre-London Phase: Tracks Eurex overnight high/low from 01:00 CET until Frankfurt liquidity arrives at 08:00 CET. Euro / Frankfurt Session: Plots the 08:00 CET Open and the 30-minute Euro Opening Range (08:00–08:30 CET). Xetra Cash Session: Plots the definitive Xetra Open (09:00 CET), Xetra OPR (09:00–09:30 CET), and the Previous Xetra Close (17:30 CET) which acts as the DAX equivalent to the US PDC. US Open Impact: Captures the 15:30 CET open and 30-minute OPR, marking the massive liquidity injection when US equity markets open. Execution & Volume Mechanics Algorithmic VWAPs: Plots the exact Daily and Session VWAP bands used by institutional execution desks to grade their fills. Features a full Globex Daily VWAP (resets 18:00 ET), a localized NY VWAP (resets 09:30 ET), and a dedicated Xetra VWAP (resets 09:00 CET). Custom Value Area Engine: Features a built-in, manual array-based Volume Profile engine. It calculates the Point of Control (POC) and Value Area High/Low (VAH/VAL) for both RTH and Xetra sessions independently, bypassing standard Pine Script volume limitations. Users can customize the Value Area % and price-row tick size.
Pine Script® インジケーター
AlgoStormの投稿
Initial Balance Breakout [samjNQ] v3---samjNQ Initial Balance Breakout strategy--- **Initial Balance Breakout — Strategy Description** Trades breakouts of the first-hour Initial Balance on the Micro E-mini S&P 500 (MES1!) using a clean set of filters to avoid noise and low-quality setups. **How it works:** The Initial Balance (IB) is defined as the high and low of the 9:30–10:30 AM ET window — the first hour of Regular Trading Hours. Once that window closes and the IB locks, the strategy waits for price to break above the IB High (long) or below the IB Low (short) during the trade window (10:30 AM–2:30 PM ET). **Filters applied:** - **VWAP trend filter** — only takes long breakouts when price is above VWAP, and short breakouts when price is below. Avoids trading against intraday momentum. - **IB range filter** — skips days where the IB is too narrow (choppy, commissions eat returns) or too wide (extensions become unreachable). Configurable min/max in points. - **2:30 PM cutoff** — no new entries in the last 90 minutes of the session. Late breakouts rarely have time to reach targets. - **One trade per direction per day** — no re-entries after a stop-out. **Exits:** - Stop: opposite IB level (IB Low for longs, IB High for shorts) - Target: 1.5× the IB range beyond the breakout level - EOD flat: any open position is closed at 3:55 PM ET **Chart visuals:** - Yellow background = IB building window - Blue lines = IB High / IB Low / Midpoint - Green lines = long extension targets (T1 / T2) - Red lines = short extension targets (T1 / T2) - Orange line = VWAP - Gray background = day filtered out by range rules **Settings:** All parameters are adjustable — IB window, trade window, target multiples, stop mode, range filter thresholds, and VWAP filter toggle. Built and backtested on MES1! 5-minute chart. Commission set to $2.25/contract, 1-tick slippage included. ---
Pine Script® ストラテジー
samjNQの投稿
Smooths IB MapSmooths IB Map — Initial Balance Probability Engine Overview Smooths IB Map is an Initial Balance indicator built around a statistical probability engine rather than simple level plotting. The Initial Balance (IB) is the price range established during the first hour of the regular trading session (9:30–10:30 ET by default). This range has long been used by institutional and retail traders as a reference for the day's expected price behavior — price frequently sweeps one or both IB extremes before reversing or continuing. This indicator quantifies that tendency and makes it actionable. What makes this different 1 — Timeframe-independent data collection. Most IB indicators compute statistics directly from chart bars. This means the sample size — and therefore the probabilities — change depending on which timeframe the chart is set to. A 1-minute chart may only hold 16 days of history while a 15-minute chart holds 240, producing completely different numbers from the same lookback setting. This indicator solves that problem by anchoring all data collection inside request.security("5") — a fixed 5-minute reference feed. Probabilities are identical on any chart timeframe. 2 — Exponential decay weighted probability. A raw historical average gives equal weight to a sweep that happened 200 days ago and one that happened last week. This indicator applies exponential decay (factor 0.85 per day of age) so that recent sessions contribute proportionally more to the probability estimate. When market regime shifts, the indicator adapts faster than a simple percentage would. 3 — Range-conditional probability. Every historical IB day is classified as SMALL (<70% of the historical average range), NORMAL (70–130%), or LARGE (>130%). The indicator then computes the IBH and IBL sweep rate specifically for days that match today's size bucket. If today's IB is unusually tight, the conditional column in the table shows the sweep rate from similar tight-range days only — a more relevant reference than the overall average. 4 — First-break direction tracking. The table shows what percentage of historical days saw the IBH break first vs the IBL break first vs both sweeping on the same bar. Over a large enough sample this can reveal directional tendencies for specific instruments and sessions. 5 — Failed retest signal. After a level is swept, price often pulls back to retest it from the other side. If the retesting candle closes back on the swept side (confirming rejection), the level has flipped from resistance to support or vice versa. The indicator detects this condition and plots a colored circle directly on the wick of the confirming bar — one signal per level per day, first confirmed retest only. How to use it Add the indicator to any intraday chart (1m through 60m). Set your IB Open and IB Close times to match your instrument's session. Set the Data Cutoff to the time after which you do not want sweeps counted — for US equities, 16:00 ET is appropriate. Increase the Lookback Days to the maximum your plan supports (the tooltip explains approximate limits by plan). The probability labels display inside the IB box as a percentage — green indicates a historically high sweep rate (≥65%), red indicates low (≤35%), and white is neutral. The third column of the data table shows the conditional probability for today's IB size bucket. A teal circle on a bar's low signals a bullish failed retest of the IBH. A red circle on a bar's high signals a bearish failed retest of the IBL. All four alert conditions (IB formed, IBH swept, IBL swept, failed retest) are available for notification. Notes Designed and built for MNQ/NQ futures but compatible with any intraday instrument. A minimum of 5 completed historical sessions is required before probability values are shown. Statistics are always computed from completed days only — the current in-progress session is excluded. The failed retest signal requires the sweep to have been established on at least one prior bar before it can trigger, preventing false fires on the original sweep candle itself.
Pine Script® インジケーター
CaptainSmoothの投稿
Initial Balance Breaks [NQ stats x CantoLab]An open source indicator built around the Initial Balance break statistics from NQ Stats (nqstats.com). Credit to NQ Stats for the original research — published here with permission. ⚠️ Important This is a statistical study indicator. It does not guarantee that the IB high or low will be hit. Over a large sample, this is the expected behaviour based on 10 years of NQ data. It is best combined with other confluences to confirm direction — this indicator alone is not a strategy. What is the Initial Balance? The Initial Balance (IB) is the price range established during the first hour of the New York equity session — 09:30 to 10:30 ET. The high and low set within this window become key levels for the rest of the trading day. Based on 10 years of NQ data, IB breaks 83% of the time before noon and 96% of the time before 4:00 PM. The stat alone doesn't give you direction — but combined with where the IB closes relative to its own midpoint, you get a directional edge: IB closes in the upper half → high breaks 82% of the time IB closes in the lower half → low breaks 76% of the time What it does Once the IB window closes at 10:30, the indicator plots the IB High, Low and Mid as levels on the chart and automatically determines the directional bias based on where price closed within the IB range. The expected break side is labelled with its probability and a tracking line extends forward tracking whether that level gets hit. When the level is breached the label updates to show Success or Failed in real time. IB High — upper boundary of the initial balance range IB Low — lower boundary of the initial balance range IB Mid — equilibrium of the range, plotted in orange. When price closes above mid, high break is expected. When price close below mid, low break is expected. Probability line — extends from IB close forward on the expected side, updates to Success or Failed when hit Settings IB Time — configurable session window, default 09:30–10:30 NY time Label Size — Tiny / Small / Normal / Large / Huge Per-level line style and width — IB High, Low, Mid and vertical markers Auto color — IB High and Low auto-adapt to chart theme, or set manually Notes Built for NQ Futures. Behaviour on other instruments is untested All times are New York time Current version tracks directional bias from IB close relative to midpoint. The 83% before noon and 96% before 4PM time-based breach tracking and IB formation order confluence are not yet implemented Probability data derived from 10 years of NQ historical data by NQ Stats. This indicator does not provide financial advice or a complete strategy. You are responsible for how you build around and execute on this data
Pine Script® インジケーター
CantoLabの投稿
1
Session Strata Mapper [JOAT] Session Strata Mapper Introduction Session Strata Mapper is an overlay indicator that tracks three critical intraday price levels in real time: the Premarket session range (04:00-09:30 ET), the Initial Balance range (09:30-10:30 ET), and the Previous Day's high, low, and midpoint. These levels are rendered as dynamic zones that expand as each session progresses and extend as horizontal reference lines throughout the trading day. Extension projections above and below the Initial Balance provide potential target levels based on the established morning range. Session-based levels represent areas where institutional participation was concentrated during distinct time periods. The premarket range reflects the overnight positioning of market participants before retail hours begin. The Initial Balance captures the price range set by the first hour of regular trading, a period often dominated by institutional order flow. Violations of these levels, especially when accompanied by volume, frequently signal meaningful directional commitment from large participants. Core Concepts 1. Session Detection and Range Building Sessions are detected using TradingView's time() function with a configurable timezone (default: America/New_York). The premarket range builds bar by bar during the 04:00-09:30 window, tracking the running high and low. The Initial Balance does the same during 09:30-10:30. All objects (boxes, lines, labels) update in real time as each session progresses. 2. Initial Balance Extensions The IB range can optionally project extension levels above and below at 0.5x IB multiples. Extensions are labeled IB +1x, IB +2x, etc. These project the IB range beyond the session boundaries and serve as potential continuation targets when price breaks from the IB. 3. Previous Day Levels The previous trading day's high, low, and midpoint are tracked by detecting session-start bars and storing the completed day's range. These levels extend throughout the current session as dashed reference lines and are updated at the start of each new day. 4. Zone Boxes and Line Rendering Each session's range is rendered as a filled zone box that expands during the session and then remains fixed after the session ends. Horizontal lines extend from the session boundaries into the future trading period, providing ongoing reference as price interacts with those levels throughout the day. Features Premarket Range Zone: Live-building box with high, low, and optional midpoint lines Initial Balance Zone: Live-building box with high, low, midpoint, and extension projections Previous Day Levels: Prior session high, low, and midpoint as dashed reference lines Extension Lines: Up to 4 levels of IB extension projections with optional labels Dashboard: Real-time level values and whether price is currently above or below each key level Configurable Timezone: Works for multiple market sessions globally Label Size and Line Width Controls Input Parameters Timezone: Market-specific timezone for session detection Show Premarket, IB, Previous Day: Individual toggles IB Extension Levels: Number of extension multiples to show (0-4) Color inputs for each session type Label size and line width settings How to Use This Indicator Premarket Range as Reference Price trading above the premarket high at the regular session open is constructive. A break below the premarket low often draws bearish attention. The premarket midpoint frequently acts as intraday support or resistance. Initial Balance Breakouts When price breaks above the IB high with momentum, the extension levels provide natural targets. An IB high breakout that reaches IB +1x suggests continuation may carry to IB +2x. Reversals from IB extension levels are also common. Previous Day Level Confluences When the premarket or IB range aligns closely with the previous day's high or low, that confluence represents an area where two independent session-based reference points agree — a stronger potential reaction zone. Limitations Session detection requires intraday data. The indicator is not meaningful on daily or higher timeframes Some brokers and data providers do not include premarket data. On charts without premarket bars, the premarket range will be empty Extension levels are mechanical projections of the IB range. They are reference points, not guaranteed targets The Previous Day tracking resets on each new session. On instruments that trade continuously (such as some crypto markets), the day boundary is user-defined by the timezone setting Originality Statement The integration of three distinct session types (premarket, initial balance, and previous day) within a single dynamically updating visualization system provides a consolidated view that would otherwise require multiple separate tools. The live-expanding zone boxes with simultaneous line extension represent a unified approach to session level tracking. The IB extension projection system is built around the specific multiples used by institutional traders who apply IB methodology. Disclaimer This indicator is for educational and informational purposes only. Session levels are historical reference points and do not predict future price reactions. Price can and regularly does pass through any level without reaction. Use in conjunction with other analysis and always apply proper risk management. -Made with passion by officialjackofalltrades
Pine Script® インジケーター
officialjackofalltradesの投稿
Quantum Liquidity Map - VP, VWAP & CVD Confluence [NikaQuant]Info: An overlay that combines three institutional order-flow methods — visible-range Volume Profile, session-anchored VWAP with standard-deviation bands, and Cumulative Volume Delta with divergence detection — into one coordinated tool for reading liquidity and order-flow conviction. ## Why This Combination Exists Each of the three methods answers a different question about price, and none of them can answer the others alone. Volume Profile answers "where has the market actually traded?" — it locates the price levels participants have defended with size. Anchored VWAP answers "how far is the current price from the session's true volume-weighted average?" — it measures stretch from fair value. CVD divergence answers "is this move real?" — it exposes when a new price high or low is being printed on weakening order-flow pressure. Used in isolation, each method produces false signals. A Value Area edge can be tagged without any participation. A VWAP band touch can continue for hours without mean-reverting. A CVD divergence can fire in a vacuum away from any structural level. The coordination is the entire point of this script: a Value Area edge touched while price is already two standard deviations stretched from VWAP, with a confirmed CVD divergence printing at the same bar — three independent systems agreeing — is a structurally different event than any one of them firing alone. The script exists to make that specific confluence visible in a single overlay without chart clutter or flipping between tools. ## How It Works Volume Profile — The visible range is split into horizontal price buckets. Each completed bar's volume is distributed into the bucket containing its midpoint. The highest-volume bucket becomes the Point of Control (POC). From the POC outward, buckets are added alternately above and below (whichever neighbour carries more volume) until a configurable percentage of total volume is captured — 70% by default, following the CBOT value-area method. The upper and lower boundaries of that expansion become Value Area High (VAH) and Value Area Low (VAL). A previous-session POC that current price has not yet revisited is drawn as a "naked POC" — an untested volume cluster that tends to act as a magnet. Anchored VWAP — The volume-weighted average price is calculated from scratch each time the anchor period resets (thirteen anchor options from one hour through yearly). Two standard-deviation bands are derived from the running variance of the weighted price distribution, with multipliers adjustable for both the inner and outer bands. Bands are deliberately suppressed for the first five bars of every new anchor period, because variance is mathematically unstable immediately after a reset and early spikes would be misleading. CVD Divergence — Cumulative Volume Delta is estimated per bar using the close-location-within-range method: a bar that closes near its high is interpreted as predominantly buy-driven, one that closes near its low as sell-driven, and the net difference is summed across the session. Structural swing highs and lows are detected with equal left and right confirmation windows, which prevents repainting because a pivot is only recognised once both sides are closed. A divergence is flagged only when three conditions are met: (1) price prints a new swing extreme relative to the previous one, (2) the CVD value at that swing fails to confirm the new extreme, and (3) the swing itself exceeds 1.5 times the 14-bar Average True Range. The ATR gate is the key noise filter — it throws out minor pivots that would otherwise generate meaningless divergences during tight consolidations. ## How To Use It - Start with the profile: locate POC, VAH, and VAL. These are the decision levels. - Check the VWAP band zone (shown live in the dashboard). Inside ±1 standard deviation of VWAP, price is near fair value. Beyond ±2 standard deviations, it is statistically stretched and mean-reversion odds improve. - Look for confluence at profile levels. A rejection candle at VAH while price is also outside the +2 standard deviation band on VWAP and a bearish CVD divergence has just fired is the highest-probability setup the indicator produces. The inverse applies at VAL. - A naked POC tag accompanied by CVD trending in the same direction as the test is more likely to hold than one where CVD disagrees. - Recommended timeframes: 5-minute through 4-hour for intraday; 1-hour through daily for swing. The VWAP anchor period should match the trading horizon — Session for intraday, Weekly or Monthly for swing. - Recommended markets: liquid futures, major FX pairs, large-cap equities, and liquid crypto perpetuals — any market where per-bar volume is meaningful enough for the close-location-within-range buy/sell estimate to be informative. - Avoid using on illiquid symbols where volume is sparse or spiky, and on non-standard chart types (Heikin Ashi, Renko, Kagi, Point & Figure, Range) — they distort both the profile inputs and the CVD calculation. ## Settings - Profile Rows (default 60): number of horizontal buckets. Higher values give finer resolution at the cost of more noise per bucket. - Value Area % (default 0.70): volume percentage that defines the value area, following the CBOT convention. - Lookback Bars (default 48): how many completed bars of history feed the profile. - Show Naked POC (default on): draws previous-session POCs that current price has not yet revisited. - Profile Width (default 0.30): horizontal footprint of the heatmap as a fraction of the lookback window. - CVD Pivot Lookback (default 5): bars required on each side to confirm a swing. Higher values produce fewer but stronger divergence signals. - VWAP Period (default Session): anchor period from one hour through yearly. - Inner SD Multiplier (default 1.0) and Outer SD Multiplier (default 2.0): standard-deviation band widths. - Dashboard position, size, and dark-mode toggle: cosmetic only. ## Alerts Four alert conditions are included, each with a JSON payload suitable for webhook routing: - Price touches POC (within half an ATR) - Price enters the VAH zone - Price enters the VAL zone - CVD divergence detected (bullish or bearish) ## Notes - Non-repainting. Divergence signals fire only on confirmed (closed) bars and require both-sided pivot confirmation. The profile, VWAP and CVD values use historical bar data only, with no lookahead. - The CVD estimate is range-based (close-location-within-range), not tick-based. On very short timeframes, where a single bar can contain many aggressive sweeps, this is an approximation of true order flow — it correlates well with tick CVD on liquid instruments but is not a substitute for it on sub-minute scalping. - Overlay indicator, pinned to the right scale. Pine Script v6. ───────────────────────────────────────── ════════════════════════
Pine Script® インジケーター
NikaQuantの投稿
1
Initial Balance | TradeSymmetryIf you trade across multiple asset classes on lower timeframes, you know the frustration: every time you switch from US Equities to Metals or Forex, you have to manually adjust your Initial Balance (IB) timings. Furthermore, standard Multi-Timeframe (MTF) indicators often break, clutter your chart with overlapping text, or randomly delete your Higher Timeframe levels due to Pine Script memory limits. We engineered the Initial Balance to solve these exact problems. This is a robust, institutional-grade structural tool designed to map the Initial Balance and True Open levels automatically, regardless of what chart you are looking at. 🔥 Core Features & Engineering: 🤖 Smart Asset Auto-Detection Stop changing your settings every time you change your chart. The built-in detection engine reads your ticker symbol and automatically applies the correct New York (EST/EDT) Initial Balance window: US Equities / Indices (ES, NQ, SPY, etc.) ➡️ 09:30 - 10:30 EST Metals & Bonds (GC, SI, ZN, etc.) ➡️ 08:20 - 09:20 EST Energy (CL, NG, etc.) ➡️ 09:00 - 10:00 EST Forex & FX Futures (EURUSD, 6E, etc.) ➡️ 08:00 - 09:00 EST (NY Session) Note: Includes a sleek info panel in the bottom right so you always know which session is active. Manual overrides are also available. ⏱️ Absolute Time Anchoring A common flaw in Pine Script is that drawn lines will shift horizontally when you switch timeframes (e.g., from 1m to 15m). This script anchors every box, line, and label to exact absolute UNIX timestamps. Your levels stay permanently locked to the exact same pixel, irrespective of the timeframe you are viewing. 🧠 Priority Memory Manager (GC Protection) TradingView enforces a strict 500-line limit per script. When standard scripts hit this limit, they blindly delete your oldest lines—often ruining your long-term charts. We built a custom Garbage Collection (GC) pruner that constantly monitors line count. If the chart gets too heavy, it safely deletes only the oldest historical days, permanently protecting your current setups. 📊 Included Levels: Initial Balance High & Low (IBH / IBL) Intermediate Midpoint (50% / IBM) Standard Extensions (IBH+Δ, IBL-Δ) Double Extensions (IBH+2Δ, IBL-2Δ) Fractional Extensions (IBM+Δ/2, IBM-Δ/2)
Pine Script® インジケーター
TradeSymmetryの投稿
HTA - OPENHTA - OPEN (Opening Ranges & AVWAPs) Release Notes (Latest Update): Name Change: Simplified indicator name to HTA - OPEN. New Asia Session: Added the Asia Opening Range and Start of Asia Session AVWAP (Defaulted to 18:00 EST to align with the CME Globex futures open). "Extend Lines" Toggle: Added the ability to choose whether your opening range lines extend infinitely across the chart, or if they automatically stop drawing when the session ends to keep your chart clean. UI Overhaul: Completely reorganized the settings menu. Session AVWAPs are now cleanly grouped together, and default color opacities have been optimized for better visibility. About HTA - OPEN The HTA - OPEN indicator is an all-in-one intraday tool designed to automatically map out key liquidity periods, session opening ranges, and dynamic volume-weighted average prices (AVWAPs). It is built to keep your charts clean while providing critical levels for the New York, London, and Asia sessions. Key Features: 1. Automated Opening Ranges The script automatically draws the high and low of the opening minutes for major sessions. Each session is highly customizable, allowing you to change line styles, colors, fill opacity, and toggle text labels. New York Session: 09:30 - 09:45 EST Asia / Globex Session: 18:00 - 18:15 EST London Session: 03:00 - 03:15 EST Day Initial Balance: 09:30 - 10:30 EST 2. Session AVWAPs Automatically anchors a VWAP to the exact start time of your selected sessions, providing a dynamic gauge of intraday trend and institutional average price. Start of New York Session AVWAP Start of London Session AVWAP Start of Asia Session AVWAP Previous Day's New York Open AVWAP 3. Macro & Day AVWAPs For broader market context, the indicator can seamlessly plot Higher Timeframe AVWAPs without needing to manually anchor them. Day AVWAPs: Start of Day, High of Day, Low of Day. Macro AVWAPs: Start of Month, Start of Year, High of Year. Customization & Display: Every range and AVWAP can be toggled on or off individually. The new "Extend Lines" feature gives you complete control over how much historical data remains visible on your chart, ensuring your workspace only shows the data you need for the current session.
Pine Script® インジケーター
Reid_Hicksの投稿
Initial Balance Volume Deficit [LuxAlgo]The IB Volume Deficit indicator measures the relationship between Initial Balance (IB) volume and the volume traded during the remainder of the session to identify shifts in market participation, institutional conviction, and potential exhaustion. 🔶 USAGE The indicator operates on the principle that the first 60 minutes of a trading session (the Initial Balance) often set the tone for the day, representing the period where institutional "price discovery" and large-scale orders are most prevalent. By tracking the cumulative volume during this period and subsequently subtracting the volume from the rest of the session, the script visualizes whether the "opening conviction" is being sustained or overwhelmed by subsequent market activity. 🔹 Volume Deficit and Trend Conviction When the oscillator drops below the zero line, a "Volume Deficit" occurs. This signifies that the volume traded after the Initial Balance has exceeded the volume accumulated during the IB. This is a critical marker for trend traders; a deep deficit often confirms that the market has found a directional bias with enough sustained participation to overcome the initial opening volatility. If the deficit continues to grow (the oscillator moves further into negative territory), it suggests that late-session participants are aggressively following the trend established (or reversed) after the first hour. 🔹 No Deficit Detection & Market Psychology If the oscillator remains above zero until the end of the session, the script highlights this at the start of the next session with a colored background. This "No Deficit" event indicates that the volume in the first hour was greater than the volume of the entire rest of the day combined. From a psychological perspective, this represents a "Loud Open, Quiet Close" scenario. It suggests that while there was significant institutional interest or news-driven positioning at the open, it failed to attract follow-through participation from the broader market. This often results in: Exhaustion: The initial move spent all available "fuel" in the first hour. Range-Bound Behavior: Without a volume deficit, the market likely spent the afternoon in a low-liquidity chop, unable to break the IB high or low. Lack of Retail Follow-through: It indicates that the initial institutional orders were met with indifference rather than a trend-following response. 🔹 Trading with the Anchored Moving Average (AMA) The indicator includes an Anchored Moving Average (AMA) that resets at the start of each session. The relationship between the oscillator and the AMA provides a real-time gauge of volume momentum. Bullish Momentum: When the oscillator is above the AMA during the IB, it indicates an accelerating buildup of volume, often seen in high-impact opens. Bearish Momentum (Depletion): After the IB, if the oscillator crosses below the AMA, it suggests that volume is being subtracted (consumed) faster than the average rate. This can be used as a confirmation signal for entering trend trades as the market moves toward a deficit state. 🔶 DETAILS The indicator calculates a cumulative sum starting at the first bar of a new session. During the first 60 minutes (IB), the oscillator increases by the volume of each bar. After 60 minutes, the logic flips, and the volume of each subsequent bar is subtracted from the total. 🔹 Tops and Bottoms Averages To provide historical context and act as dynamic benchmarks for volume conviction, the indicator plots two dashed horizontal lines: Tops Average (Benchmark of Opening Strength): This is the average peak volume reached at the end of the IB over the last N sessions. If the current session's peak is significantly higher than this average, it suggests an unusually high-conviction opening, often triggered by major news or earnings. If the peak fails to reach this average, the session may lack the necessary liquidity for a sustained directional move. Bottoms Average (Benchmark of Session Intensity): This tracks the average final deficit value at the close of the last N sessions. It serves as a target or "support" level for volume. If the oscillator breaches this average to the downside, it signals an exceptionally high-conviction trend day that is outperforming historical norms. 🔶 SETTINGS Moving Average Length: Sets the smoothing period for the Anchored Moving Average (AMA). A shorter length makes the AMA more reactive to sudden bursts in volume. Tops/Bottoms Average Length: Determines the lookback period (in sessions) used to calculate the historical benchmarks for IB peaks and session-end deficits. Style Group: Bullish Color: Sets the color of the oscillator during the IB accumulation phase. Bearish Color: Sets the color of the oscillator once it enters a deficit (below zero) or starts subtracting volume. MA Color: Sets the color of the Anchored Moving Average line.
Pine Script® インジケーター
LuxAlgoの投稿
4
IB & OPR ASIA EU USTitle: Advanced Multi-Session Box: IB & OPR (Asia, London, New York) Description: The Advanced Multi-Session Box: IB & OPR indicator is a versatile, streamlined tool designed specifically for Intraday Traders, Scalpers, and SMC/ICT practitioners. It visually maps out the Opening Price Range (OPR) and Initial Balance (IB) of the three major global trading sessions: Asia, Europe (London), and the US (New York). Understanding the initial range of these key sessions is critical, as they commonly dictate liquidity pools, intraday support/resistance boundaries, and the directional bias for the rest of the trading day. 🌟 Key Features ✅ Three Core Sessions: Independently configure and toggle the Asia, Europe, and US sessions to match your trading schedule. ✅ Dynamic Timezones: Customize the specific start/end times and timezones (UTC offsets) for each session separately to align with your local broker. ✅ Projected Range Extensions: Optionally extend the session box (High/Low boundaries) forward throughout the current trading day to easily spot late-session breakouts, retests, or liquidity sweeps. ✅ Advanced Midline (50% Equilibrium): Displays a customizable median line inside each session box. The Equilibrium level acts as an excellent dynamic take-profit target or pivot zone. ✅ Smart History Management: Keep your chart perfectly clean! Choose to display only the sessions from "Today", "Two Days", the past "Week", or "All" history to prevent visual clutter. ✅ Deep Visual Customization: Every visual aspect is tweakable. Adjust the box opacity, fill color, border styles, text labels, label alignments, label sizes, and colors directly from the settings menu. 💡 How to Use Initial Balance Breakouts: The high or low of an established Opening Price Range acts as a crucial line in the sand. A strong 15m or 1H candle close outside the box often signals a trend continuation, while a swift rejection back inside signals a mean-reversion setup. Equilibrium Bounces: Price frequently respects the median line (50% of the session's range) during consolidations. Use it as a dynamic support or resistance validation point. Liquidity Sweeps: Observe how the US session interacts with the established highs and lows of the Asian or European session. A quick sweep of the Asian high right at the London or NY open offers a classic "Judas Swing" trading setup. Note: This indicator employs modern, highly optimized internal logic to manage TradingView's object limits effortlessly, ensuring zero lag on your charts while maintaining visual accuracy.
Pine Script® インジケーター
tradernoobxの投稿
NY AM Opening Range by GRCtrader📊 NY AM Opening Range by GRCtrader === OVERVIEW === This is a professional-grade opening range analysis tool designed for futures traders focusing on the critical 9:30 AM ET session. It automatically detects and visualizes the New York AM opening range, center encroachment levels, and standard deviation extensions—key support/resistance structures used in ICT/SMC trading methodology. === KEY FEATURES === ✓ Automatic 9:30 AM ET Detection - Auto-detects opening range bars across all US futures markets - COMEX (Gold, Silver, etc.) auto-detection with proper timezone handling - Customizable timezone offset for CT, PT, and other regional traders ✓ Opening Range Framework - High/Low lines from 9:30 AM session - Center Encroachment (C.E.) midpoint for directional bias - Multiple historical sessions (configurable 1-20 sessions) - Clean, professional styling with customizable colors ✓ Standard Deviation Bands - 8 preset standard deviation multiples: 0.5, 1.0, 1.5, 2.0, 2.5, 3.0, 4.0, 4.5 - Based on opening range size—scales automatically with volatility - Dotted/dashed styling for clear visual separation - Optional labels for quick reference trading ✓ Multi-Session Tracking - View up to 20 historical opening ranges simultaneously - Track mean reversion, range expansion, and structural shifts - Identify trend bias and liquidity zones across sessions === USE CASES === • Range traders: Fade OR breaks and trade C.E. bounces • Breakout hunters: Identify STDV targets beyond the range • Macro traders: Monitor shift in opening range as volatility/bias indicator • Day traders: Quick reference for high-probability rejection zones • Market structure analysis: Understand intraday liquidity distribution === SETTINGS === • Futures Timezone Offset: Align charts to ET (default -1 for CT) • Number of Opening Ranges: Display 1-20 historical sessions • OR Line Width & Color: Customize high/low visualization • C.E. Line Width & Color: Customize center encroachment display • STDV Settings: Toggle, color, width, style (solid/dotted/dashed) • Label Options: Size and visibility toggle for clean chart layout === TECHNICAL DETAILS === Built on Pine Script v6 with: - Efficient 30-minute bar analysis - Zero lag structure detection - Dynamic line/label management (500 lines, 500 labels max) - Full customization via Settings panel === OPEN SOURCE === This indicator is published as an open-source tool. Feel free to: - Fork, modify, and redistribute for personal use - Build derivatives and extended tools - Share improvements with the community - Use commercially with attribution MPL 2.0 License: mozilla.org === DISCLAIMER === This tool is for analysis and education purposes. Past performance does not guarantee future results. Always use proper risk management, position sizing, and confirm signals with your trading strategy. No financial advice is implied.
Pine Script® インジケーター
Goldenratiocapitalの投稿
OpenFrame Range MapOpenFrame Range Map is an intraday opening-range framework built for traders who want more than a basic session box. Instead of only plotting the first range of the session, this script turns that range into a structured map for the rest of the day. It measures the opening range, plots its internal levels, builds expansion targets from the completed range, tracks session VWAP, and then monitors how price behaves after the range is finished. The default setup is based on an Asian-session workflow in UTC : Opening Range Window: 0000-0100 Trading Session Window: 0000-0900 Both can be changed from the settings, so the script can also be adapted to London, New York, or any custom intraday session. Why use this indicator Many opening-range tools stop at plotting a high and a low. That is useful, but often incomplete. This script is designed for traders who want to answer questions like: Is today’s opening range relatively small or already stretched? Is price accepting above the range, rejecting it, or staying trapped inside it? Where are the next objective expansion levels once the range is complete? Is post-range movement happening with clean session structure or not? How is price behaving relative to the session VWAP after the opening range is established? The goal is not to predict the future. The goal is to give intraday traders a cleaner structure for context, bias, and target mapping once the first range of the session is known. What makes this script different This script is not just an opening-range box. It combines several components into one workflow: Opening Range Structure Range high Range low Midpoint 25% and 75% internal levels Optional opening-range box Expansion Target Ladder 0.5x 1.0x 1.5x 2.0x optional custom multiplier Session VWAP A custom session VWAP that resets at the start of the selected trading session, instead of relying only on a generic daily reset Range Quality Classification The completed opening range is compared against confirmed daily ATR context This helps classify the day as Compressed, Balanced, or Expanded Post-Range Behavior Tracking Bullish acceptance above the completed range Bearish acceptance below the completed range Optional first retest markers after acceptance So the script is not only about drawing levels. It is also about helping traders read what happens after the range is built. How it works: During the selected Opening Range Window, the script builds the range high and range low. While the range is forming, the dashboard shows Building. When the window ends, the range is locked. The script then calculates: midpoint quartiles expansion targets range size relative to confirmed daily ATR During the selected Trading Session Window, the script monitors whether price accepts above or below the completed range. If enabled, it also marks the first clean retest of the broken range boundary. How to use it A common workflow is: Wait for the opening range to complete Observe the range size and quality classification Watch whether price remains inside the range or accepts outside it Use the target ladder as objective reference levels Use session VWAP as an extra intraday context layer Use acceptance and retest markers as structure events, not as guaranteed outcomes Default session logic: The script defaults to an Asian-session intraday structure in UTC, but the sessions are fully editable. This script works best on intraday charts. Higher timeframes can still display the levels, but the intended use is intraday session analysis. Important limitations This is not a prediction engine It does not guarantee profitable outcomes Acceptance and retest markers are structure events, not certainty signals Session choice matters and can significantly change behavior Opening-range logic is most useful on intraday charts Summary OpenFrame Range Map is built for traders who want to turn the first part of a session into a usable framework for the rest of the day. It helps answer: how large the session range is whether the day started compressed or expanded whether price is accepting outside the range where objective expansion levels sit how price behaves around the session VWAP after the range is complete That makes it more than a simple session box and more useful as a daily intraday structure map.
Pine Script® インジケーター
nexusledgerの投稿
Global Session TrackerGlobal Session Tracker is a professional-grade Pine Script tool designed for "Time and Price" traders (such as those following ICT, SMC, or London Breakout strategies). It doesn't just show when a session is active; it dynamically tracks the Opening Range and flags the exact moment price breaches those boundaries. 🟢Indicator Overview Global Session Tracker indicator acts as a visual map of the 24-hour trading cycle. By segmenting the day into Sydney, Tokyo, London, and New York, it allows traders to see how liquidity is engineered in one session and "swept" or "expanded" in the next. Core Features Session Candles: The indicator plots "phantom" candles over your main chart. These represent the high and low of the session from its start to the current moment. Initial Balance (IB): The first candle of every session is marked with a label (e.g., "LON Open"). Dynamic Session Ranges: Unlike static boxes, this script uses plotcandle to create a continuous visual "ribbon" of the session's high/low boundary. Real-Time Breakout Detection: It monitors the first bar of a session to set the initial high/low and then triggers signals if those levels are broken. Status Labels: Floating labels on the right-hand axis provide a clean UI to identify which session is currently "Live" without cluttering the main price action. Multi-Timezone Compatibility: Users can toggle the base timezone (UTC, EST, etc.) to align with their specific broker or local time. Dashboard Table: A real-time HUD (Heads-Up Display) at the top right showing the Open, High, Low, and Close of only the currently active sessions. 🛠 Technical Details Logic: "This script identifies the initial high and low of the first bar of a defined session and tracks breaches of these levels throughout the session duration." Inputs: Explain that tz (Timezone) must match the user's preference for accurate session starts. Visuals: * Triangles: Session Start. 1.Blue Circles: Bullish Breakout (Price > Session High). 2.Red Circles: Bearish Breakout (Price < Session Low). Performance: "Zero-repainting logic; signals are confirmed at the close of the bar." Inputs & Settings Timezone: Set this to your local time or UTC to align the session hours correctly. Session Times: Defaulted to standard institutional hours, but fully adjustable. Show Table: Toggle the dashboard on or off. 📈 How to Use for Trading Trading sessions provide the "context" for price action. Here are three professional ways to trade using this tool Strategy 1: The London Breakout (The "Morning Shout") The London session often sets the trend for the day. Identify: Wait for the "LON Open" label. Observe: Let the first 30–60 minutes form a range. Trade: When you see a Blue Circle (Upside Break), look for a Long entry. If a Red Circle appears, look for a Short. Target: The New York session open or the high/low of the previous Sydney/Tokyo range. Strategy 2: The New York Reversal / Continuation New York often "tests" the extremes of the London session. Continuation: If New York opens and immediately breaks the London High (Blue Circle), the trend is strong. Reversal: If price enters the New York session at the London High but fails to break it, look for price to return to the London Low. Strategy 3: Using the Dashboard for Volatility Monitor the High and Low columns in the table: Compression: If the High and Low values for a session are very close (narrow range), it indicates a "Squeeze." Expansion: A large gap between High and Low indicates a trending market. Professional traders often avoid entering "late" into an already massive expansion and wait for the next session to start. Additional Strategies: Global Session Tracker indicator is designed for Session-Based Liquidity Trading. Here are three common strategies: Strategy A: The Initial Balance Breakout The Concept: The high and low of the first hour (or the entire previous session) often act as support/resistance. Trade Setup: Wait for the Blue Circle (High Break) or Red Circle (Low Break). Execution: If London breaks the Tokyo High (Blue Circle), traders look for a "Stop Run" or a trend continuation toward the New York session. Strategy B: The "Judas Swing" (ICT Concept) The Concept: Price often breaks the previous session's high/low to grab liquidity before reversing. Trade Setup: Use the breakout circles to identify when a level is breached. If a Red Circle appears (Low Break) but the candle closes back inside the range, it may indicate a "Fakeout," signaling a long entry. Strategy C: Time-Price Alignment The Concept: Volatility usually spikes at the "Open" shapes. Trade Setup: Only take breakout signals that occur within 1 hour of the Triangle Up (Session Open) markers. Signals late in a session are often less reliable due to declining volume.
Pine Script® インジケーター
traderharikrishnaの投稿
2
Smooth Trader - Volume Toolkit Smooth Trader Lite – Volume at a Glance ToolkitThis open-source toolkit is designed for one purpose: helping traders read volume behavior and market control at a single glance — no clutter, no signal overload, just clear visual context to support any trading style. The five core components work in harmony to reveal volatility, momentum vs volume interaction, institutional volume entries, reversal zones, and directional pressure — all optimized for speed and readability. Core Components & How They Connect 1. ATR Volatility Baseline Displays Average True Range (default 14) in a compact top-right table. Sets the "normal" movement scale so you instantly know whether current volume is significant relative to typical volatility — the foundation for judging every other element. 2. Momentum/Volume Wave (MV Cloud) Plots a 21-period EMA against a dynamic running VWAP (50/100/200 length based on preset aggression). The filled envelope shows how momentum is pushing against (or with) volume-weighted price — bullish fills when EMA leads, bearish when VWAP dominates. Acts as the central "wave" that ties momentum to volume flow, giving immediate context for high-volume events. 3. PVSRA-Style High-Volume Candles Classifies candles by volume relative to recent average and range magnitude. High volume (≥2× avg or max magnitude) → strong bull/bear color or diamond marker Medium volume (≥1.5× avg) → lighter color Instantly flags when big volume enters — often institutional buying/selling or manipulation setups (spikes followed by quick reversals). 4. Initial Balance (OBR) Reversal Levels Plots the high/low of the regular session's opening range on selectable higher timeframes (default 15m & 60m). Historical lines optional. These levels show where early volume was stopped and reversed — key reference points for judging later volume aggression or exhaustion. 5. Directional Volume Trend Coloring Applies a smooth gradient to candle bodies based on multi-timeframe VIDYA z-score average (presets processed only on first bar for efficiency). Colors shift gradually: neutral gray → strong bullish teal → strong bearish magenta. Reveals whether volume pressure is consistently building in one direction, providing the "big picture" bias to interpret high-volume events and MV Cloud shifts. Why These Components Work Together ATR gives the volatility scale to judge "high volume." MV Cloud shows momentum clashing with or riding volume-weighted levels. PVSRA candles pinpoint the exact moments big volume arrives. Initial Balance levels mark where that volume was previously rejected. Trend coloring confirms if the volume flow is one-sided and gaining conviction. The result: a lightweight, glanceable system that simplifies volume reading and helps spot control shifts, climaxes, or manipulation without generating explicit signals. Optimizations Enum-based inputs for clean, intuitive configuration Calculations refactored for performance (first-bar preset evaluation, removed duplicates) Lower-TF library upgraded to v5 Toggleable visuals with customizable colors and optional elements How to Use Add to chart → adjust presets and toggles → glance at the chart: Is volume high relative to ATR? Is momentum breaking VWAP? Are PVSRA candles firing? Were Initial Balance levels respected? Is trend coloring strengthening? Ideal as a visual support layer on 5m–4h timeframes for stocks, forex, or crypto.This open-source toolkit provides clean volume and structure context. For traders seeking advanced delta-pressure signals and proprietary entry logic. Disclaimer For educational and informational purposes only. No trading advice or performance guarantees. Trading involves substantial risk of loss. Use at your own risk.
Pine Script® インジケーター
LuSmoothTraderの投稿
8
IB with DashboardThis script is an advanced intraday analysis tool designed for Futures (NQ, GC, ES) and Forex traders who use the Initial Balance (IB) as the foundation of their strategy. It automates the plotting of the first hour of trading (or your custom session) and provides comprehensive visual and statistical context to identify market expansions or rotations. Key Features: Dynamic IB Visualization: Automatically plots the High, Mid (50%), and Low levels of the initial range. Historical Data Toggle: A unique option to switch between viewing only the current day's IB (clean chart) or keeping the history for backtesting and previous session analysis. Fibonacci Projections: Includes customizable extension levels (defaulted at 1.5x and 2.0x) to identify take-profit targets after a breakout. Range Shading (Box): Visually identifies the "balance zone" with adjustable shading between IB High and IB Low for better price action context. Integrated Alert System: Ready-to-use alerts for IB High/Low breakouts and when the price reaches specific projection targets. How to Use: This indicator is ideal for identifying Mean Reversion strategies (when price respects the IB mid-levels) or Trend Following setups (when the status shifts to "Breakout" and price targets the extensions). Recommended Settings: IB Session: 09:30 - 10:30 (NY Time) for maximum institutional relevance. Extensions: Adjust multipliers based on the asset's volatility (1.5x and 2.0x are standard for trending markets).
Pine Script® インジケーター
jesusreynacruzの投稿