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Marketstructure

Liquidity Rejection StudyThe Liquidity Rejection Study is a specialized technical analysis tool designed to identify and visualize price exhaustion at key historical levels. By focusing on the relationship between price action, volume, and established pivot zones, this study helps traders distinguish between minor price fluctuations and significant structural shifts in market control. Traders utilize the Liquidity Rejection Study to monitor institutional "footprints" left at supply and demand zones, providing a cleaner perspective on market reversals and trend continuation. Calculation The study operates through a multi-stage validation engine to ensure that only the most significant technical events are highlighted. 1. Structural Mapping: The indicator identifies local price extremes (Highest Highs and Lowest Lows) over a user-defined lookback period. These levels serve as the baseline for the liquidity zones. 2. Wick-to-Body Exhaustion: The study analyzes the anatomy of each candle interacting with these zones. A rejection is identified when a candle displays a high wick-to-body ratio (at least 2:1), indicating a failed attempt to breach the level. 3. Volume-Weighted Confirmation: To validate the rejection, the script requires a surge in volume relative to its moving average. This confirms that the price movement is backed by market liquidity. 4. Pivot Breach Validation: A "State Change" is only confirmed once the price successfully breaks the high (for bullish) or low (for bearish) of the rejection candle within a narrow time window. Visuals and Interpretation To maintain professional chart clarity, the study uses non-suggestive geometric markers: Structural Diamonds: Confirmed rejections and structural shifts are marked with small diamond shapes. These signify points of high technical interest for discretionary analysis. Historical Pivot Segments: The upper and lower boundaries used for the study are plotted as discrete lines, visualizing the active "liquidity ceiling" and "liquidity floor." Inputs Macro Baseline (EMA 200) An optional trend filter. When enabled, the study only highlights rejections that align with the long-term institutional trend. Pivot Lookback The number of bars used to calculate the highest and lowest historical levels. A higher value results in more significant, longer-term zones. Volume Threshold Multiplier Adjusts the sensitivity of the volume filter. A value of 1.2, for example, requires volume to be 20% higher than the 20-period average to validate a rejection. Volatility (ATR) Period Sets the lookback for the Average True Range, which defines the "proximity zone" around the pivots where rejections are considered valid.
Pine Script® インジケーター
tradingbauhausの投稿
Premium / Discount ZonesPremium and Discount Zones This indicator visualizes Premium, Discount, and Equilibrium areas based on a rolling price range calculated from the highest high and lowest low over a user-defined lookback period. The script is designed as a chart-structuring tool. Its purpose is to help traders see where current price is positioned inside a recent range, using three simple zones: - Premium zone: upper part of the range - Discount zone: lower part of the range - Equilibrium zone: middle area of the range What the script does The indicator continuously measures the highest high and lowest low over the selected Range Length. Once that range is established, it divides the full range into three visually distinct areas: - Premium - Equilibrium - Discount These zones are then drawn directly on the chart as dynamic boxes that update as the rolling range changes. How it works 1. Range calculation The script looks back over the selected number of bars and finds: - the highest high of the range - the lowest low of the range These two values define the active trading range used by the indicator. 2. Premium zone The Premium zone is calculated near the top of the range. It represents the upper pricing area relative to the current measured range. 3. Discount zone The Discount zone is calculated near the bottom of the range. It represents the lower pricing area relative to the same measured range. 4. Equilibrium zone The Equilibrium zone is plotted around the midpoint of the range. Instead of using only a single middle line, the script creates a narrow middle band to make the equilibrium area easier to visualize on the chart. 5. Dynamic updates As new candles form, the highest and lowest values of the selected rolling window may change. When that happens, the boxes are deleted and redrawn so that the zones always reflect the most recent active range. Why this script can be useful This script can help traders organize chart context by showing whether price is trading in the upper, middle, or lower section of a recent range. Possible use cases include: - identifying whether price is extended toward the top of a recent range, - identifying whether price is trading at relatively lower range levels, - visualizing a midpoint area for balance or reversion analysis, - combining the zones with a separate market structure, trend, liquidity, or confirmation model. The script does not generate direct buy or sell signals by itself. It is intended as a visual framework for price location within a defined range. Inputs - Range Length (bars): Defines how many bars are used to build the rolling high-low range. - Style: Allows switching between Colored and Monochrome display modes. - Premium Color: Sets the box color for the Premium area in colored mode. - Equilibrium Color: Sets the box color for the Equilibrium area in colored mode. - Discount Color: Sets the box color for the Discount area in colored mode. - Show Labels: Shows or hides the Premium, Discount, and Equilibrium labels on the chart. Visual logic - Premium is displayed at the upper section of the active range. - Discount is displayed at the lower section of the active range. - Equilibrium is displayed around the center of the range. - The zones extend across the currently measured lookback window. How to use it - Increase Range Length if you want wider and slower-moving zones. - Decrease Range Length if you want the zones to react faster to recent price changes. - Use Colored mode for stronger visual separation. - Use Monochrome mode for a cleaner chart appearance. - Combine the zones with your own analysis method if you want entry confirmation. Notes - This script is range-based, not prediction-based. - The zones are recalculated from the recent rolling high-low structure. - Because the range is dynamic, the boxes can shift when new highs or lows appear inside the selected lookback period. - This tool is intended for chart analysis and visual reference.
Pine Script® インジケーター
trade_w_sametの投稿
EQH/EQL DetectorEqual Highs and Lows (EQH/EQL) This indicator identifies potential Equal High (EQH) and Equal Low (EQL) formations using a swing-based pivot confirmation model combined with an ATR-based tolerance filter. The script is designed as a chart analysis tool for traders who want to track repeated highs and lows that may represent structurally important price levels. Instead of marking every similar high or low, it applies a volatility-adjusted threshold so that the comparison between levels is more adaptive to changing market conditions. How it works 1. Pivot detection The script uses a leg-based structure method to confirm pivot highs and pivot lows. A pivot is only considered after the selected confirmation length has passed, which helps reduce random noise. 2. Equal level comparison When a new confirmed pivot appears, the script compares it with the previous pivot of the same type: - High is compared with previous high - Low is compared with previous low 3. ATR-based threshold The distance between the two levels must remain within a user-defined fraction of ATR(200). This makes the detection more flexible across different symbols and timeframes. 4. Visual output When two highs are close enough, the script marks them as EQH. When two lows are close enough, the script marks them as EQL. Optional dotted lines can connect the matched levels, and optional labels can mark the area between them. Why this script can be useful Equal highs and equal lows are often monitored as repeating price levels. This script helps visualize those areas in a consistent and structured way by combining: - swing confirmation, - volatility-based filtering, - clean on-chart labeling. This makes it useful for traders who want a simple tool for chart annotation and level tracking without adding complex dashboards or excessive signals. Inputs - Bars Confirmation (size): Defines pivot confirmation strength. - Threshold (× ATR200): Sets how close two highs or lows must be to qualify as equal. - Dotted Line: Shows or hides the dotted connector line. - Show Labels: Enables or disables EQH / EQL labels. - Label Size: Adjusts label size. - Label Background Opacity / Label Text Opacity: Controls visual appearance of labels. How to use it - Use the script to highlight repeated highs and lows on your chart. - Adjust the confirmation length if you want stronger or faster pivot detection. - Adjust the ATR threshold depending on how strict you want the equality condition to be. - Combine it with your own market structure, trend, or execution model if needed. Notes - Smaller threshold values produce fewer and stricter matches. - Larger threshold values produce more matches but may include looser level groupings. - Because pivots require confirmation, labels appear after the structure is confirmed. - This indicator is intended for visual analysis and chart organization.
Pine Script® インジケーター
trade_w_sametの投稿
Structural SVM Ranker [LuxAlgo]The Structural SVM Ranker indicator is a market structure tool that utilizes a linear Support Vector Machine (SVM) algorithm to classify and rank structural breaks based on volume, momentum, and price magnitude. By assigning a score from 0 to 100 to every Break of Structure (BOS) and Change of Character (CHoCH), it aims to help traders differentiate between high-conviction structural shifts and low-probability price action. 🔶 USAGE The indicator identifies key pivot highs and lows to map out the market structure. When price closes beyond these levels, a structural break is identified and assigned a score based on the quality of the move. BOS (Break of Structure): Represented by solid lines, these indicate a continuation of the current local trend. CHoCH (Change of Character): Represented by dashed lines, these indicate a potential reversal in the trend direction. SVM Score: Displayed on labels and the dashboard. A higher score suggests the break occurred with significant relative volume, strong RSI momentum, and a meaningful price distance beyond the pivot level. Traders can use the SVM score to filter trade quality. For example, a "CHoCH" with a score above 70 indicates a high-conviction reversal backed by volume and momentum, whereas a score below 30 might suggest a "fakeout" or a weak structural shift. 🔶 DETAILS The core of the script is a linear classification logic inspired by Support Vector Machines. It takes three primary features into account to determine the "strength" of a break: Relative Volume: Compares current volume to its 20-period average to ensure the break is supported by market participation. RSI Momentum: Measures the distance of the RSI from its midpoint (50) to confirm trend strength. Break Distance: Measures how far the price closed beyond the structural level, normalized by the Average True Range (ATR). These features are multiplied by user-defined weights and then passed through a Sigmoid function to produce a normalized score between 0 and 100. 🔶 SETTINGS 🔹 Market Structure Pivot Lookback: Determines the number of bars required to confirm a pivot high or low. Show BOS/CHoCH: Toggles the visibility of structural break lines and labels. 🔹 SVM Ranking Parameters Relative Volume Weight: Adjusts the influence of volume on the final score. RSI Momentum Weight: Adjusts the influence of RSI deviation from 50 on the final score. Break Distance Weight: Adjusts the influence of the price distance beyond the pivot (relative to ATR). ATR Length: The period used for the ATR normalization of the break distance. 🔹 Dashboard Dashboard: Toggles the visibility of the real-time ranking table. Position: Moves the dashboard to different corners of the chart (Top Right, Bottom Right, Bottom Left). Size: Adjusts the scale of the dashboard text.
Pine Script® インジケーター
LuxAlgoの投稿
13
MNM Market Narrative Map [v6]Market Narrative Map (Clean) is a multi-component market structure indicator designed to help traders read price action in a cleaner, more organized way. It maps the story of the market by combining swing structure, supply and demand zones, breakout behavior, liquidity activity, trend flow, and volume-weighted visual emphasis into one streamlined tool. The indicator is built for traders who want more than isolated signals. Instead of focusing on a single condition, it helps frame the full market narrative: where price has turned before, where it may react again, whether a breakout is holding or failing, where liquidity may sit, and how momentum is evolving through the ribbon structure. Core Features 1. Swing Highs and Swing Lows Automatically detects structural pivot points to highlight important turning areas in price. These swing points help define trend continuation, reversals, and key reaction levels. 2. Supply and Demand Zones Plots adaptive zones around confirmed pivot highs and lows to show likely areas of resistance and support. Zone thickness is volatility-aware, helping the script stay relevant across different market conditions. 3. Breakout Classification Separates successful breakouts from failed breakouts using confirmation logic. This helps distinguish genuine expansion from fakeouts and weak participation. 4. Liquidity Mapping Optional liquidity pool tracking at swing levels helps identify areas where price may seek stops, trigger sweeps, or reverse after clearing obvious highs and lows. 5. Money Noodle Ribbon A clean trend ribbon built around smoothed price structure. It helps visualize directional flow, slope change, and trend continuity without cluttering the chart. 6. Breaker Blocks from Failed Breaks When enabled, failed breakout zones can be projected as breaker blocks, giving traders additional context for future reactions and retests. 7. Volume Weighting Visual zone emphasis can be adjusted based on relative volume, making stronger activity areas stand out more clearly. Why Use It This indicator is useful for traders who want a more complete market map instead of relying on isolated indicators. It can assist with: Identifying key structural highs and lows Locating likely supply and demand reaction zones Spotting breakout continuation versus failed expansion Tracking potential liquidity sweep areas Reading short-term trend flow more clearly Keeping chart analysis clean and visually organized Best Use Case Market Narrative Map works best as a chart-reading and decision-support tool. It is especially useful for traders who combine market structure, liquidity concepts, breakout behavior, and contextual price action in their analysis. It is not designed to replace trade management or risk management. Instead, it provides a cleaner structural framework so traders can make better-informed decisions based on how price is behaving. Design Philosophy The script is built with a clean-chart approach in mind. Every major module can be enabled or disabled, allowing traders to keep the chart minimal or expand it into a more complete structural map depending on preference.
Pine Script® インジケーター
CptReddの投稿
ICT Concepts [UAlgo]ICT Concepts is a broad market structure toolkit that combines several core ICT style elements inside a single script. Instead of focusing on only one concept, the indicator brings together order blocks, market structure shifts, SMT divergence, fair value gaps, balanced price ranges, consequent encroachment, liquidity sweeps, Fibonacci levels, and killzones in one integrated overlay. The script is designed for traders who want a consolidated structure map rather than a collection of separate indicators. It tracks swing highs and lows, labels structural breaks as BOS or MSS, detects order blocks from a strict candle pattern, identifies imbalances through fair value gap logic, monitors liquidity sweeps around recent pivot levels, and draws structure anchored Fibonacci levels from the latest confirmed break. It can also compare the active chart against a second symbol for SMT divergence and even render a small comparison panel directly on the chart. One of the strongest qualities of this script is that each module is state aware. Order blocks extend until mitigation. Fair value gaps extend until price trades through them. Structure anchors update after new breaks. Killzones persist historically for a defined number of sessions. SMT events are stored, labeled, and optionally projected inside a mini comparison panel. This makes the script much more than a simple set of static drawings. It behaves like a live structural framework that evolves with price. From a workflow point of view, the indicator is especially useful for traders who want to read context in layers. Structure tells whether price is breaking with trend or shifting against it. Order blocks and imbalances show where inefficiency or sponsorship may remain. Liquidity sweeps show where recent resting liquidity has likely been taken. Fibonacci levels frame premium, discount, equilibrium, and OTE areas relative to the latest structural move. Killzones add time based session context. Together, these components create a broad market map for discretionary analysis. 🔹 Features 🔸 Single Candle Order Block Detection The script detects bullish and bearish order blocks using a strict three candle displacement pattern. When a valid setup appears, the order block is stored, extended forward, and removed only after mitigation. Optional mean threshold lines can also be shown inside each block. 🔸 Multi Timeframe Order Blocks Order block detection can run on a selected timeframe through request.security . This allows higher timeframe order blocks to be projected onto the current execution chart. 🔸 Market Structure Mapping The indicator tracks pivot highs and lows and labels confirmed structural breaks as BOS or MSS. A continuation break is labeled BOS, while a directional reversal break is labeled MSS. This gives the chart a clear structure narrative. 🔸 SMT Divergence Detection The script can compare the active chart against a second symbol and detect SMT divergence using pivot highs and lows from both instruments. Divergences are labeled directly on the main chart and can also be reflected inside a mini comparison panel. 🔸 Fair Value Gaps Bullish and bearish fair value gaps are detected through a classic three candle gap condition. These imbalances are stored, extended, and removed once mitigated. 🔸 Balanced Price Range Support When a new fair value gap overlaps with an opposite side historical fair value gap, the overlapping section becomes a balanced price range. This gives the script the ability to detect conflict zones formed by opposing inefficiencies. 🔸 Consequent Encroachment Mode The imbalance module can also be displayed in consequent encroachment mode, where the midpoint of the gap is shown along with the premium or discount half of the imbalance. 🔸 Liquidity Sweep Detection The indicator monitors recent pivot highs and lows and marks when price trades beyond one of those levels but closes back through it. This makes it easy to spot local buy side and sell side sweeps. 🔸 Structure Anchored Fibonacci Levels After a confirmed structural break, the script anchors Fibonacci levels between the break extreme and the opposing structural point. Equilibrium, OTE, and optional extra levels are then projected forward. 🔸 Killzone Rendering The script can mark Asian, London, New York AM, and New York PM session windows using session boxes and optional session range lines. Historical session boxes are kept for a user defined number of prior occurrences. 🔸 Active Object Management Each subsystem uses its own storage and cleanup logic. Order blocks, imbalances, SMT markers, liquidity sweep boxes, Fibonacci objects, and killzones are all managed so the chart remains usable over time. 🔸 Alerts Alert conditions are included for bullish and bearish order block detection. 🔹 Calculations 1) Order Block Pattern Logic detectLogic() => bool isBull = open > close and close > open and close > open and low < low and close > high bool isBear = open < close and close < open and close < open and high > high and close < low [isBull, high , low , time , isBear, high , low , time ] This is the core order block detector. A bullish order block requires: a bearish candle at 2 , a bullish candle at 1 , a bullish current candle, a sweep below the low of candle 2 by candle 1 , and a close above the high of candle 1 . A bearish order block uses the exact inverse. The returned zone bounds come from candle 1 , which becomes the order block candle. That is why the function returns high , low , and time . So the script is not marking every displacement candle. It is looking for a very specific three candle formation. 2) Multi Timeframe Order Block Projection = request.security(syminfo.tickerid, i_tf, detectLogic()) This line runs the order block detection logic on the selected timeframe. If the user chooses a higher timeframe, the resulting order block values are projected onto the current chart. This is extremely useful for mapping higher timeframe sponsorship zones onto a lower timeframe execution environment. So the detection can stay structurally higher while the display remains on the user’s active chart. 3) Preventing Overlapping Order Blocks method hasOverlap(array OBs, float top, float bottom) => bool overlap = false if OBs.size() > 0 for i = 0 to OBs.size() - 1 OB item = OBs.get(i) if (top < item.top and top > item.bottom) or (bottom > item.bottom and bottom < item.top) overlap := true break overlap Before a new order block is added, the script checks whether it overlaps an existing stored block of the same side. If the proposed top or bottom falls inside an existing block, the new one is ignored. This reduces clutter and helps avoid stacking multiple highly similar zones in the same area. So the order block engine is selective not only in detection, but also in object creation. 4) Order Block Mitigation and Active Limit Handling method isMitigated(OB this, float currentClose) => this.isBull ? (currentClose < this.bottom) : (currentClose > this.top) if drawCount < OB_ACTIVE_LIMIT if na(item.id) item.draw(i_bullColor, "Bull OB", i_showMidLine) item.extend() drawCount += 1 else item.remove() An order block remains valid until price closes beyond its invalidation boundary. For bullish order blocks, mitigation happens when close moves below the block bottom. For bearish order blocks, mitigation happens when close moves above the block top. The script also limits how many active blocks are actually drawn. Older stored blocks may remain in memory, but only the most recent valid ones stay visible. This keeps the chart clean while preserving logic continuity. 5) Market Structure Pivot Tracking float ph = ta.pivothigh(i_structLen, i_structLen) float pl = ta.pivotlow(i_structLen, i_structLen) if not na(ph) prevHigh := lastHigh prevHighIndex := lastHighIndex lastHigh := ph lastHighIndex := bar_index if not na(pl) prevLow := lastLow prevLowIndex := lastLowIndex lastLow := pl lastLowIndex := bar_index This is the base structure engine. The script identifies confirmed pivot highs and lows using the selected pivot length. When a new pivot is confirmed, the prior stored high or low becomes prevHigh or prevLow , and the newest one becomes lastHigh or lastLow . This means the indicator always keeps a rolling memory of the latest structural extremes, which later become the reference levels for BOS, MSS, liquidity sweeps, and Fibonacci anchoring. 6) BOS and MSS Logic bool brokenHigh = ta.crossover(close, lastHigh) bool brokenLow = ta.crossunder(close, lastLow) if brokenHigh and not na(lastHigh) and not lastHighBroken if not trendInitialized or trendIsBullish drawStructure(lastHighIndex, lastHigh, bar_index, lastHigh, "BOS", i_structBull, "solid") else drawStructure(lastHighIndex, lastHigh, bar_index, lastHigh, "MSS", i_structBull, "dashed") if brokenLow and not na(lastLow) and not lastLowBroken if not trendInitialized or not trendIsBullish drawStructure(lastLowIndex, lastLow, bar_index, lastLow, "BOS", i_structBear, "solid") else drawStructure(lastLowIndex, lastLow, bar_index, lastLow, "MSS", i_structBear, "dashed") This is how the script classifies structure. If close breaks above the last confirmed high, price has broken bullish structure. If close breaks below the last confirmed low, price has broken bearish structure. The label depends on prior trend state. If the break happens in the same directional regime, it is labeled BOS. If the break happens against the prior regime, it is labeled MSS. So BOS means continuation of prevailing structure, while MSS means a shift in directional character. 7) SMT Divergence Detection float smtPhA = i_smtOn ? ta.pivothigh(high, i_smtLen, i_smtLen) : na float smtPlA = i_smtOn ? ta.pivotlow(low, i_smtLen, i_smtLen) : na float smtPhB = i_smtOn ? request.security(i_smtSymbol, timeframe.period, ta.pivothigh(high, i_smtLen, i_smtLen)) : na float smtPlB = i_smtOn ? request.security(i_smtSymbol, timeframe.period, ta.pivotlow(low, i_smtLen, i_smtLen)) : na This block builds pivot data for both the main symbol and the comparison symbol. The idea of SMT is relative disagreement. If one market makes a stronger high while the other fails to confirm it, or one market makes a lower low while the other refuses to follow, divergence may be present. The script therefore tracks pivot highs and lows separately for both instruments. 8) Bearish and Bullish SMT Conditions bool bearishSmt = not na(smtAHighPrev) and not na(smtBHighPrev) and (smtAHighLast > smtAHighPrev) and (smtBHighLast <= smtBHighPrev) bool bullishSmt = not na(smtALowPrev) and not na(smtBLowPrev) and (smtALowLast < smtALowPrev) and (smtBLowLast >= smtBLowPrev) These are the actual divergence tests. Bearish SMT occurs when the active chart makes a higher high while the comparison symbol fails to do so. Bullish SMT occurs when the active chart makes a lower low while the comparison symbol fails to confirm that weakness. So the script is looking for asymmetry between related instruments, which is one of the classic uses of SMT analysis. 9) Mini Panel Rendering for SMT = request.security(i_smtSymbol, timeframe.period, ) drawMiniCandle(startX + (lookback - 1 - i), o, h, l, c, smtMin, smtRange, baseY, targetHeight, i_smtBull, i_smtBear, isBear, isBull) The mini panel is built by requesting OHLC data for the comparison symbol, then compressing it into a custom candle panel drawn on the right side of the chart. Each mini candle is scaled into panel coordinates using the comparison symbol’s own high and low range. SMT event bars are then marked inside that mini chart. So the panel is not decorative only. It provides a quick structural view of the comparison symbol directly beside the main chart. 10) Fair Value Gap Detection bool fvgBullDetected = low > high bool fvgBearDetected = high < low These are the fair value gap rules. A bullish fair value gap exists when the current low is above the high from two bars ago. A bearish fair value gap exists when the current high is below the low from two bars ago. This is the classic three candle inefficiency model. The gap zone is then stored as an FVG object and extended forward until mitigation. 11) Balanced Price Range Logic bool hasOverlap = fTop > existing.bottom and fBot < existing.top if hasOverlap float bprTop = math.min(fTop, existing.top) float bprBot = math.max(fBot, existing.bottom) When a newly detected fair value gap overlaps an opposite side historical fair value gap, the overlapping area becomes a balanced price range. This is important because BPR is not detected as an isolated standalone pattern. It is formed from the intersection of opposing inefficiencies. The script extracts only the common overlapping region and stores it as a new BPR object. So BPR here is derived from actual imbalance conflict. 12) Consequent Encroachment Logic float ceLevel = (this.top + this.bottom) / 2 float boxTop = this.isBull ? ceLevel : this.top float boxBot = this.isBull ? this.bottom : ceLevel Consequent encroachment is the midpoint of the fair value gap. The script calculates the midpoint and, when CE mode is enabled, draws both a dashed midpoint line and a half gap box. For bullish gaps it emphasizes the lower half up to midpoint. For bearish gaps it emphasizes the upper half down to midpoint. So CE mode gives the user a more precise internal level inside the wider imbalance. 13) Fair Value Gap Mitigation method isMitigated(FVG this, float currentHigh, float currentLow) => this.isBull ? (currentLow < this.bottom) : (currentHigh > this.top) A bullish fair value gap is mitigated when price trades below its bottom. A bearish fair value gap is mitigated when price trades above its top. Once mitigation happens, the object is removed. This keeps the imbalance display focused on still relevant inefficiencies. 14) Liquidity Sweep Detection float liqPh = ta.pivothigh(LIQ_PIVOT_LEN, 1) float liqPl = ta.pivotlow(LIQ_PIVOT_LEN, 1) bool sweepBull = i_showLiq and not na(liqLastLow) and not liqLastLowSwept and low < liqLastLow and close > liqLastLow bool sweepBear = i_showLiq and not na(liqLastHigh) and not liqLastHighSwept and high > liqLastHigh and close < liqLastHigh This module watches recent pivot highs and lows for sweep behavior. A bullish liquidity sweep occurs when price trades below the most recent sell side liquidity level but closes back above it. A bearish liquidity sweep occurs when price trades above the most recent buy side liquidity level but closes back below it. This is a clean wick through and reclaim style sweep model. 15) Liquidity Sweep Box Construction if sweepBull line bullSweepLine = line.new(liqLastLowIndex, liqLastLow, bar_index, liqLastLow, color = i_liqSellsideCol, style = line.style_solid) box bullSweepBox = liqNewSweepBox(liqLastLow, low, i_liqSellsideCol) if sweepBear line bearSweepLine = line.new(liqLastHighIndex, liqLastHigh, bar_index, liqLastHigh, color = i_liqBuysideCol, style = line.style_solid) box bearSweepBox = liqNewSweepBox(high, liqLastHigh, i_liqBuysideCol) When a sweep occurs, the script draws two things: a line showing the swept liquidity level, and a box covering the swept excursion beyond that level. This makes the sweep visually clear by showing both the reference price and the actual penetration area. 16) Fibonacci Anchoring From Latest Structure Break bool fibCanDraw = i_showFib and lastStructBreakDir != 0 and not na(lastStructBreakIndex) and not na(lastStructBreakExtreme) and not na(lastStructOppPrice) and not na(lastStructOppIndex) and lastStructOppIndex != 0 The Fibonacci engine only draws when a valid structural break context exists. The anchor requires: a known break direction, the latest break index, the break extreme, the opposing structural price, and the opposing structural index. So Fibonacci is not anchored arbitrarily. It is tied directly to the latest confirmed structural move. 17) Fibonacci Level Calculation float a0 = lastStructBreakExtreme float a1 = lastStructOppPrice float r = a1 - a0 float p0 = a0 + r * 0.0 float p1 = a0 + r * 1.0 float pEq = a0 + r * i_fibEqLevel float pOteLow = a0 + r * i_fibOteLow float pOteMid = a0 + r * i_fibOteMid float pOteHigh = a0 + r * i_fibOteHigh This is the actual Fibonacci math. The script defines the range between the break extreme and the opposing structural point, then calculates all Fibonacci levels as proportions of that range. That includes: the zero level, the one level, equilibrium, the OTE low, the OTE midpoint, and the OTE high. Optional extra levels can also be added in the same way. So the Fibonacci framework always adapts to the latest structural swing rather than staying fixed to older price action. 18) Killzone Session Detection string kzTz = "UTC-5" kzInSession(string sess) => not na(time(timeframe.period, sess, kzTz)) bool inAsian = kzInSession("2000-0000") bool inLondon = kzInSession("0200-0500") bool inNY = kzInSession("0830-1100") bool inLondonC = kzInSession("1330-1600") Killzones are detected through session time windows defined in UTC 5. Each session is converted into a boolean state that says whether the current bar falls inside that time window. This becomes the input for the killzone renderer. So session marking is time based rather than manually positioned. 19) Killzone Box and Range Update Logic if isActive if not wasActive or na(sBox) sBox := box.new(left = time, top = high, right = time, bottom = low, xloc = xloc.bar_time, bgcolor = baseCol, border_color = color(na), border_width = 0, text = boxTxt, text_color = tC, text_size = size.tiny, text_halign = text.align_left, text_valign = text.align_top) float prevTop = box.get_top(sBox) float prevBot = box.get_bottom(sBox) float newTop = math.max(prevTop, high) float newBot = math.min(prevBot, low) box.set_top(sBox, newTop) box.set_bottom(sBox, newBot) box.set_right(sBox, time) When a killzone begins, the script creates a new box using the current bar’s range. As the session continues, it keeps updating the top and bottom to reflect the highest high and lowest low made during that session. So each killzone box becomes both a time marker and a session range marker.
Pine Script® インジケーター
UAlgoの投稿
1
Market Structure (ChoCh & BOS) [identityKa]Overview The Market Structure (CHoCH & BOS) is a premium Smart Money Concepts (SMC) indicator designed to automatically track institutional market flow. Unlike basic structural indicators that only draw horizontal lines, this advanced engine identifies the precise moment the market bias shifts (CHoCH) or continues (BOS), and instantly plots the originating Order Block (OB) from which the structural break was initiated. Core Mechanics & Terminology The algorithm maps the market using strict pivot logic (customizable sensitivity) to filter out market noise and focus on true liquidity sweeps: Change of Character (CHoCH): The first definitive sign of a trend reversal. Triggered when the price strictly closes above the last structural lower-high (in a downtrend) or below the last structural higher-low (in an uptrend). Break of Structure (BOS): A continuation signal. Triggered when the price strictly closes above the last higher-high (in an uptrend) or below the last lower-low (in a downtrend), validating that the current trend remains dominant. Auto Order Blocks (OB): This is the premium feature of the script. Whenever a valid BOS or CHoCH occurs, the engine mathematically traces back to the extreme pivot candle that caused the break. It automatically draws a highlighted Order Block zone (from the high to the low of that specific candle), projecting it forward as a highly probable area of future institutional mitigation. HUD Dashboard & AI Logic To streamline SMC trading, the integrated on-chart panel evaluates the active market structure and outputs a mechanical state: Dangerous: Displayed whenever the current live price action enters an active, unmitigated Order Block (OB) zone. This acts as a critical warning that price is in a high-friction institutional area, and a violent rejection or bounce is imminent. Standard continuation trades should be avoided here. LONG: Triggered when the macro bias is Bullish (last break was a Bullish CHoCH or BOS) and the price is comfortably outside of any active Order Block zones. SHORT: Triggered when the macro bias is Bearish and the price is cleanly trending outside of active resistance zones. How to Use It for Maximum Precision SMC traders rely on patience and mitigation. When the indicator prints a new CHoCH or BOS, do not enter immediately. Instead, wait for the AI Suggestion to switch to "Dangerous" as the price pulls back into the newly formed Order Block. Once inside the box, drop to a lower timeframe to look for a micro-CHoCH confirmation, and execute your trade in the direction of the macro bias (LONG or SHORT) for explosive risk-to-reward ratios.
Pine Script® インジケーター
IdentityKaの投稿
Market Structure Volume Profiles [Kioseff Trading]Hello traders and friends! Introducing: "Market Structure Volume Profiles". This script combines market structure with volume profiling and CVD to show how volume develops inside each structural changes of the market. Instead of building one continuous profile across a session, this script creates a new volume profile for each completed BoS or CHoCH, allowing you to study the internal auction of each behavioral regime independently. 🔹Features Detects and displays BoS and CHoCH Builds a dedicated volume profile for each new structure Displays profiles in Stacked or Split mode Optional Mini Profile mode for a compact structure profile view Shows buy-side and sell-side volume distribution Displays POC for each profile Optional extended POC and naked POC tracking Displays Value Area (VA) for each completed structure Tracks and plots CVD by structural leg Optional market structure candle coloring Optional structure statistics label Uses lower timeframe data to build more detailed internal volume distribution 🔹How it works This script tracks market structure and recalculates volume profiles for each structural change. Whenever price confirms a Break of Structure (BoS) or Change of Character (CHoCH), the volume accumulated during that completed leg is organized into a profile. This allows you to examine how volume was distributed throughout the move, where the heaviest participation occurred, and whether buying or selling dominated the leg. Rather than asking only where price moved, this script helps answer: where volume concentrated during the move whether the move was supported by participation where value developed inside the structural range how buy and sell volume were distributed across price Each profile is built from lower timeframe data so that the structural leg can be broken into price levels and analyzed internally. 🔹What it shows 🔸Market Structure The script identifies major structural events and labels them as: BoS CHoCH Profiles to be tied directly to meaningful structural transitions. 🔸Volume Profile by Structure Each completed structural leg gets its own profile, showing: buy volume at each level sell volume at each level total participation across the leg the internal shape of the auction This makes it easier to compare continuation legs against reversal legs. You can color BoS and CHoCH generated profiles distinctly. Making it easier to trach where each profile sits inside broader market action. 🔸Point of Control (POC) The script can display the POC of each structural profile, showing the price level with the highest traded volume during that leg. The script can also display the Value Area for each profile, helping identify where the majority of volume was concentrated during the structural move. 🔸CVD The script tracks Cumulative Volume Delta throughout the current structure and plots it in the pane. CVD can be reset by: CHoCH BoS + CHoCH Day Week This makes it possible to study delta behavior in a structural context rather than only in a session-based one. 🔸Structure Stats Optional structure statistics can be displayed, including: Range High Low Buy volume Sell volume Delta Return This gives a summary of the completed structural move. 🔸Why use it This script is designed for traders who want to combine: market structure volume profiling delta/CVD auction logic Because profiles are anchored to structure instead of session time, they can help reveal differences between: strong continuation legs weak continuation legs reversal legs imbalanced breakouts balanced rotations 🔸Mini Profiles The indicator has two separate drawing methods for each VP. The detailed profile is used when the structural move has enough bar data to create a detailed profile. When not enough data exists, a mini profile is used. You can select only to use mini profiles if you prefer the style. The internal logic to calculate each volume profile is similar. However, the detailed profile "scrunches" when not enough bar data exists to calculate it on - that's when mini profile takes over. 🔸Split Profile You can also choose to show split volume profiles. This is more similar to how a delta profile is shown. This is a styling preference only. Rows Limit Detailed profiles can use up to 500 rows. Higher values were giving a "response too large" error, so I restricted the max to 500. 🔹Summary That’s about it! The goal of this script is simply to combine market structure with volume profiles and CVD so you can see how volume develops inside each structural move instead of across arbitrary time windows. By anchoring profiles to BoS and CHoCH, you can study how participation builds during continuations, reversals, and rotations - and get a better feel for how each move was actually formed internally. Hope you find it useful (: Thank you guys and thank you TradingView!
Pine Script® インジケーター
KioseffTradingの投稿
8
Inducement [UAlgo]Inducement is a market structure tool designed to detect pullback liquidity levels that form during directional expansion and remain relevant until price comes back to sweep them. The script tracks directional legs, monitors the deepest retracement points that appear against the active move, and promotes those retracement extremes into active IDM levels once the trend resumes in the original direction. The core idea is simple. During a bullish move, price often creates a temporary downside pullback before continuing upward. That pullback low can later act as an inducement point where liquidity rests below the market. In a bearish move, the opposite process happens, where an upside pullback forms before price continues lower. That pullback high can later become a bearish inducement point. This script automates that process and keeps those levels visible on the chart until they are eventually swept. What makes the script useful is that it does not plot every fluctuation. It first filters out inside bars, tracks the active directional leg, records the most meaningful retracement extreme inside that leg, and only creates a new IDM when price resumes the main move by printing a fresh expansion. That makes the final levels cleaner and more structurally relevant. Once an IDM is created, it is drawn as a horizontal reference with a label. If price later trades through that level, the script marks it as swept, updates the label, and changes the line style to reflect that the liquidity has been taken. This creates a very practical chart view for traders who want to monitor inducement behavior, liquidity sweeps, and the relationship between pullbacks and later price delivery. 🔹 Features 🔸 Directional Leg Tracking The script maintains an internal bullish or bearish trend state and updates the active structural leg as price continues to expand. This gives the indicator a directional framework instead of treating each new bar independently. 🔸 Inside Bar Filtering Inside bars are ignored for structural progression. This helps the script focus on meaningful range expansion rather than reacting to small compressive candles that do not add new directional information. 🔸 Pullback Extreme Detection During a bullish leg, the script tracks the lowest downside pullback that forms before the next bullish expansion. During a bearish leg, it tracks the highest upside pullback before the next bearish expansion. These stored extremes are the raw candidates for inducement levels. 🔸 Automatic IDM Creation A stored pullback extreme becomes an active IDM only when the market resumes the active leg and creates a fresh structural push. This means the indicator does not mark every retracement immediately. It waits for continuation confirmation. 🔸 Bullish and Bearish IDM Mapping Bullish IDM levels are created from pullback lows inside bullish continuation. Bearish IDM levels are created from pullback highs inside bearish continuation. This gives the user a clean map of likely liquidity resting points below or above price. 🔸 Sweep Recognition Once an IDM is active, the script checks every new bar to see whether price has swept it. Bullish IDM is considered swept when current low trades at or below the level. Bearish IDM is considered swept when current high trades at or above the level. 🔸 Live Visual State Changes Active IDM levels are drawn with dashed lines and labeled as unswept. Once swept, the line style changes, the color becomes softer, and the label updates to show that the liquidity event has already occurred. 🔸 Lightweight Structure Display The script keeps an internal array of active IDM levels and limits the array size to avoid uncontrolled growth. This keeps the display practical and suitable for live chart use. 🔹 Calculations 1) Defining the IDM Object type InducementLevel float price int bIndex int dir line idmLine label idmLabel bool isSwept This is the core data container used by the script. Each inducement level stores: its price, the bar index where it originated, its direction, its line object, its label object, and whether it has already been swept. The dir field controls the level type: 1 means bullish IDM -1 means bearish IDM So before any logic runs, the script already has a dedicated structure for tracking the full lifecycle of each inducement level from creation to sweep. 2) Drawing Active and Swept Levels method draw(InducementLevel this, color c_bull, color c_bear) => color c = this.dir == 1 ? c_bull : c_bear string txt = this.isSwept ? "IDM ✓" : "IDM ✗" if na(this.idmLine) this.idmLine := line.new(this.bIndex, this.price, bar_index, this.price, color=c, style=line.style_dashed) else if not this.isSwept this.idmLine.set_x2(bar_index) if na(this.idmLabel) this.idmLabel := label.new(bar_index, this.price, txt, style=label.style_none, textcolor=c, size=size.small, textalign=text.align_left) else if not this.isSwept this.idmLabel.set_x(bar_index) this This method is responsible for visualizing each inducement level. First, it selects the correct color according to direction. Bullish levels use the bullish color input, and bearish levels use the bearish color input. Then it builds a text state: "IDM ✗" means the level is still active and not yet swept. "IDM ✓" means the level has already been swept. If the line does not exist yet, the script creates a dashed horizontal line starting from the level’s origin bar to the current bar. If the line already exists and the level is still unswept, the line is extended to the latest bar. The label follows the same logic. If no label exists, it is created. If the label already exists and the level is still active, its position is moved to the latest bar. So visually, each active IDM behaves like a live horizontal liquidity reference that extends forward until price takes it. 3) Detecting Liquidity Sweeps method checkSweep(InducementLevel this, float currLow, float currHigh, color c_bull, color c_bear) => if not this.isSwept swept = false if this.dir == 1 and currLow <= this.price swept := true else if this.dir == -1 and currHigh >= this.price swept := true This method determines whether an existing inducement level has been taken. The logic is direction specific. For bullish IDM: if the current low trades at or below the level price, the level is considered swept. For bearish IDM: if the current high trades at or above the level price, the level is considered swept. This matches the structural idea behind inducement. A bullish pullback low represents liquidity resting below price, and that liquidity is considered taken once price trades through it. A bearish pullback high represents liquidity resting above price, and that liquidity is considered taken once price pushes through it. So this method is the event detector that turns an active liquidity level into a completed liquidity event. 4) Updating the Visual State After a Sweep if swept this.isSwept := true color c = this.dir == 1 ? color.new(c_bull, 50) : color.new(c_bear, 50) this.idmLine.set_color(c) this.idmLine.set_style(line.style_dotted) this.idmLine.set_x2(bar_index) this.idmLabel.set_text("IDM ✓") this.idmLabel.set_textcolor(c) this.idmLabel.set_x(bar_index) Once a sweep happens, the script changes both the internal state and the visual appearance. The level is marked as swept with this.isSwept := true . Then the line color becomes softer by applying transparency. The line style changes from dashed to dotted. The label text changes from IDM ✗ to IDM ✓ . This is useful because it preserves the historical location of the inducement while also showing that the level is no longer pending. In other words, the chart keeps the context but changes the state. 5) Filtering Out Inside Bars var float mHigh = high var float mLow = low bool isInside = high <= mHigh and low >= mLow This small block is more important than it looks. The script stores a reference range using mHigh and mLow . A bar is considered inside if its high is less than or equal to the stored high and its low is greater than or equal to the stored low. In simple terms, an inside bar is a bar that remains contained within the prior meaningful structure range. The script ignores those bars for the purpose of leg progression. This helps reduce noise because inside bars usually reflect compression rather than new structural information. By ignoring them, the indicator focuses on actual range expansion and meaningful pullback development. 6) Tracking Trend State and Leg Extremes var int trend = 1 var float legHigh = high var float legLow = low var float pullbackLow = na var int pullbackLowBar = na var float pullbackHigh = na var int pullbackHighBar = na This block defines the internal market structure memory. trend stores whether the script currently sees the market as bullish or bearish. legHigh and legLow track the active structural extreme of the current leg. pullbackLow and pullbackHigh store the most important retracement extreme that forms against the current trend. So the script is always tracking two things at once: the direction of the main move, and the deepest retracement against that move. That retracement extreme later becomes the candidate IDM if price resumes the original direction. 7) Bullish Leg Logic and Bullish IDM Creation if trend == 1 if high > legHigh if not na(pullbackLow) activeIDMs.push(InducementLevel.new(pullbackLow, pullbackLowBar, 1, na, na, false)) pullbackLow := na legHigh := high else if brokeLow if na(pullbackLow) or low < pullbackLow pullbackLow := low pullbackLowBar := bar_index This is the heart of bullish inducement detection. When the script is in bullish mode, it watches for two types of events. First, if price makes a new leg high: high > legHigh That means bullish continuation has occurred. If a downside pullback low had been stored before this continuation, the script converts that pullback low into a new bullish IDM by pushing it into the active array. That is the crucial idea: the pullback low becomes inducement only after price proves continuation by printing a fresh high. Second, if the current bar breaks below the stored micro range low: brokeLow Then the script updates pullbackLow if this new low is deeper than the previously stored pullback. This allows the script to keep tracking the deepest retracement inside the bullish leg until continuation happens. So bullish IDM is created from the most meaningful downside retracement that occurs before the next bullish expansion. 8) Bearish Leg Logic and Bearish IDM Creation else if trend == -1 if low < legLow if not na(pullbackHigh) activeIDMs.push(InducementLevel.new(pullbackHigh, pullbackHighBar, -1, na, na, false)) pullbackHigh := na legLow := low else if brokeHigh if na(pullbackHigh) or high > pullbackHigh pullbackHigh := high pullbackHighBar := bar_index This is the mirror image of the bullish logic. When the script is in bearish mode, it waits for a new leg low: low < legLow If that happens and a prior upside pullback high was stored, the script converts that pullback high into a bearish IDM. This marks the retracement high as a future liquidity point above price. If price does not yet continue lower but instead breaks upward inside the local structure: brokeHigh Then the script updates pullbackHigh if the new high is greater than the previously stored retracement high. So bearish IDM is created from the strongest upside retracement that forms before the next bearish continuation. 9) Detecting Trend Reversal and Resetting the Pullback Memory if low < legLow trend := -1 legLow := low pullbackLow := na pullbackHigh := na if high > legHigh trend := 1 legHigh := high pullbackHigh := na pullbackLow := na These blocks handle directional flips. Inside bullish mode, if price breaks below the active leg low, the script changes its internal state to bearish. Inside bearish mode, if price breaks above the active leg high, the script changes its internal state to bullish. Whenever the trend flips, the stored pullback variables are cleared. That is important because retracement data from the old trend should not be reused after the market has structurally changed direction. So the script always keeps its inducement logic aligned with the current structural leg rather than mixing information from opposite phases. 10) Updating the Reference Range After a Non Inside Bar if not isInside bool brokeLow = low < mLow bool brokeHigh = high > mHigh mHigh := high mLow := low This block updates the structure reference only when the current bar is not an inside bar. Before resetting the reference range, the script checks whether the current bar expanded below the stored low or above the stored high. Those two booleans are then used in the bullish and bearish logic to decide whether the move represents pullback development or continuation. After those checks are done, the reference high and low are updated to the current bar’s high and low. So mHigh and mLow act like a rolling structural filter that helps the script ignore internal compression and focus on meaningful range expansion. 11) Managing All Active IDM Levels on Every Bar if activeIDMs.size() > 0 for i = 0 to activeIDMs.size() - 1 idm = activeIDMs.get(i) idm.checkSweep(low, high, colorBullIDM, colorBearIDM) idm.draw(colorBullIDM, colorBearIDM) This is the execution loop for all stored inducement levels. On every bar, the script goes through each active IDM and does two things: it checks whether the level has now been swept, and it redraws or updates the level on the chart. This means every stored level remains live and state aware. Unswept levels keep extending forward, while swept levels lock their appearance into a completed state. So the script is always balancing two layers: new IDM creation from ongoing structure, and lifecycle management of previously created levels. 12) Limiting the Number of Stored Levels if activeIDMs.size() > 50 activeIDMs.shift() This last block keeps the internal IDM array from growing indefinitely. If more than fifty inducement levels are stored, the oldest one is removed from the array. This helps keep memory usage under control and makes the indicator more practical for ongoing chart use. The purpose here is not analytical. It is purely operational. The script limits historical storage so the active structure set remains manageable.
Pine Script® インジケーター
UAlgoの投稿
1
WRAITH PROTOCOL WRAITH PROTOCOL All-In-One Fibonacci | Volume Profile | Market Intelligence Overlay ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SHORT DESCRIPTION ───────────────── Automatically maps Fibonacci retracements, buy/sell volume profile, and a live market statistics table onto your chart — all in one clean overlay. FULL DESCRIPTION ──────────────── WRAITH PROTOCOL is a precision-built overlay indicator that combines three institutional-grade tools into a single, zero-clutter chart experience. Designed for traders who demand structure, confluence, and real-time market intelligence without switching between tools or cluttering their workspace. It silently watches the last N candles, detects the swing high and low, and then builds everything — Fibonacci levels, volume distribution, and a full statistics dashboard — automatically, on every bar. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ WHAT IT DOES — FEATURE BREAKDOWN ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 1. AUTO FIBONACCI RETRACEMENTS ──────────────────────────── Automatically detects the highest high and lowest low over your chosen lookback period and draws the full Fibonacci retracement grid between them. Levels plotted: -0.13 (Extension above high) 0.0 (Swing High — strong border line) 0.13 (Minor extension) 0.236 (Shallow retracement) 0.382 (Golden ratio zone — minor) 0.5 (Midpoint) 0.618 (Golden ratio — key confluence) 0.786 (Deep retracement) 0.886 (Final defense level) 1.0 (Swing Low — strong border line) 1.13 (Extension below low) Each level is price-labelled on the right side with its ratio value. Key levels (0.0 and 1.0) are rendered thicker and brighter. The grid auto-updates every bar — no manual drawing needed. Option: Enable "Extend to Right Edge" to project levels forward into future candle space for forward planning. 2. DASHED RANGE BOX ────────────────── A clean dashed bounding box is drawn around the exact lookback window — from the first bar of the range to the last — framing the high and low. This gives instant visual context for where the Fibonacci grid is anchored and separates the active analysis zone from historical price action. 3. VOLUME PROFILE HISTOGRAM (Buy / Sell Split) ───────────────────────────────────────────── A horizontal volume profile is rendered on the right side of the chart, broken into configurable price buckets across the full range. Each bucket shows: — Buy volume (blue bars): candles that closed above their open — Sell volume (red/pink bars): candles that closed below their open The dominant price bucket — the one with the highest total volume, known as the Point of Control (POC) — is highlighted in cyan, making it instantly identifiable as the most contested price level in the range. The profile width and right-side offset are fully adjustable so it never overlaps your candles. 4. LIVE STATISTICS TABLE ──────────────────────── A clean 5-column, 4-row table is displayed at the bottom center of the chart with real-time data derived from the lookback window. Row 1 — Volume Intelligence: Total Candle : Number of candles analyzed Biggest Sell : Price of the single highest-volume bearish candle Biggest Buy : Price of the single highest-volume bullish candle Buy Rate : % of total volume that was buying pressure Sell Rate : % of total volume that was selling pressure Row 2 — Market Structure: Trend : Bullish or Bearish (derived from buy/sell rate dominance) Support : Auto-calculated at the 88.6% Fibonacci retracement Resistance : Auto-calculated at the 61.8% Fibonacci retracement P&L : % distance between support and resistance (range size) Estimate : "Up" if price is below resistance, "Down" if above ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SETTINGS & CUSTOMISATION ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ General • Lookback Period — Number of candles to analyze (default: 60) • Volume Profile Buckets — Price level resolution of the histogram • Profile Max Width — Horizontal width of the profile bars in bar units • Profile Right Offset — Gap between last candle and profile start Fibonacci • Show Fibonacci Levels — Toggle the full Fib grid on/off • Extend to Right Edge — Project Fib lines into future candle space Visual • Show Range Box — Toggle the dashed bounding box • Show Volume Profile — Toggle the histogram • Show Info Table — Toggle the statistics table • Color Candles — Apply bull/bear custom colours to all candles • Bull Candle Color • Bear Candle Color • Buy Volume Color • Sell Volume Color • Dominant Level Color ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ HOW TO USE ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Step 1 — Add to chart Apply WRAITH PROTOCOL to any chart and timeframe. It works on all assets: crypto, forex, stocks, indices, and futures. Step 2 — Set your lookback Adjust the lookback period to match your trading horizon. Recommended starting points: Scalping (1m–15m) : 30–60 candles Swing (1h–4h) : 60–120 candles Position (Daily+) : 60–200 candles Step 3 — Read the levels Price approaching the 0.618 or 0.886 Fibonacci level with the table showing Bearish trend and high sell rate = high-probability rejection zone. Price holding above the dominant cyan volume bucket with a Bullish trend reading = strong continuation signal. Step 4 — Confirm with the table Use the Buy Rate vs Sell Rate to gauge who is in control. Use the Estimate field as a quick directional bias filter. Use the PnL field to assess the risk/reward of the current range. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ WORKS BEST WITH ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ • Any timeframe from 1 minute to Weekly • Crypto pairs (BTC, ETH, SOL, etc.) • Forex majors and minors • Stock indices and individual equities • Futures contracts ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ IMPORTANT NOTES ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ • This indicator is for informational and educational purposes only. It does not constitute financial advice. • Past performance of any level or signal does not guarantee future results. • Always use proper risk management and combine with your own analysis. • The Estimate field is a directional bias tool, not a trade signal. • Best used as a confluence layer alongside your primary strategy. Enjoy !!
Pine Script® インジケーター
kingshukghosh71の投稿
2
VIX Curve Pro - Real-Time Term Structure with StatisticsThis indicator displays the VIX term structure as a spatial curve directly on the chart, allowing you to instantly identify whether the volatility market is in contango or backwardation. It shows the relationship between different VIX maturities (9D, 30D, 3M, 6M, 1Y) as a single curve. It also shows some statistics and helps with market detection: Historical percentile rankings for key VIX ratios Real-time min/max/average/median values over lookback period Current VIX term values with regime indicators Understand where current conditions sit relative to historical context Automatic identification of contango vs backwardation states Visual indicators showing which part of the curve is inverted Optional information guide explaining market states and trading implications How to Use: The curve shows the "shape" of volatility expectations across time. An upward-sloping curve (contango) means calm markets where longer-term volatility is priced higher than near-term. A downward-sloping curve (backwardation) shows market stress, where near-term volatility spikes above longer-term expectations. Use the statistical tables to understand whether current ratios are at historical extremes (high percentile rank) or lows (low percentile rank), helping you gauge whether volatility structures are stretched or compressed. Perfect for: Volatility traders and options strategists VIX futures and options traders Understanding market fear and complacency levels Timing volatility trades based on term structure In the example above, I've added a chart with TVC:VIX , CBOE:VIX9D , CBOE:VIX3M and $CBOE:VIX6M. It is possible to see that although they are still in backwardation (short term vix is lower than long term), it might be close to flip. This kind of situation deserve extra attention. You can set alerts to when it flips. This is a simple but useful indicator. Let me know if you have any questions!
Pine Script® インジケーター
HenriqueCentieiroの投稿
2
Precision Supply MonitorPrecision Supply Monitor — Wyckoff-Inspired Supply & Demand Phase Detection Precision Supply Monitor (PSM) analyzes price action and volume behavior to identify supply and demand phases in real time. The script evaluates market conditions using a weighted scoring model and presents the results through a three-meter dashboard table designed to help visualize how supply and demand conditions are evolving. PSM is particularly useful for analyzing nano, micro, and small-cap stocks where float mechanics and supply rotation can strongly influence price behavior. ━━━━━━━━━━━━━━━━━━━━━━━━━━ QUICK START ━━━━━━━━━━━━━━━━━━━━━━━━━━ 1. Start with the Phase row to see the current supply/demand environment. 2. Check Float Rotation to understand how much of the float has traded. 3. Watch Squeeze Pressure for compression that may precede expansion. Strong readings often occur when multiple meters align — for example, elevated Float Rotation combined with rising Squeeze Pressure while price remains stable. ━━━━━━━━━━━━━━━━━━━━━━━━━━ PHASE DETECTION ━━━━━━━━━━━━━━━━━━━━━━━━━━ PSM continuously evaluates price and volume behavior to determine which of five phases best describes the current market environment. Each phase is scored from 0–100% and the highest scoring condition becomes the active phase displayed in the dashboard table. The chart examples below correspond with each phase description. DISTRIBUTION Market behavior may reflect selling pressure, characterized by bear-biased candles, the appearance of new lows within the lookback window, and elevated relative volume. A weighted scoring model prioritizes bear bias and new-low activity while applying penalties during tight consolidations to reduce false readings. Distribution can occur during both declining and advancing price action — selling pressure may be present even as price moves higher, particularly during late-stage momentum moves on low-float stocks where supply begins to overwhelm demand. ABSORPTION Buyers may be absorbing available supply within a compressed range. The primary signal is high volume occurring alongside a small price range — behavior commonly associated with supply being absorbed without significant price decline. Price holding above a short-term average strengthens this phase. FLOAT LOCK Supply availability begins to decline while price remains stable. Volume contracts while turnover remains elevated relative to float or average volume. This behavior can occur when a large portion of tradable shares has already rotated through the market. FLOAT STRESS (requires float input — nano/micro/small tiers) Float rotation has reached extremely elevated levels. When turnover approaches six times the float, supply may become thin and smaller buying pressure can move price more rapidly. PARABOLIC RISK (requires float input — nano/micro/small tiers) Turnover has reached extreme levels (approximately eight times float or higher). These conditions sometimes occur during late-stage momentum moves where exhaustion risk increases. ━━━━━━━━━━━━━━━━━━━━━━━━━━ THREE-METER DASHBOARD ━━━━━━━━━━━━━━━━━━━━━━━━━━ PSM displays three independent meters that measure different aspects of market behavior. The dashboard table updates in real time as new bars print, allowing traders to observe how supply and demand conditions evolve during active trading. PHASE METER Displays the strength of the currently detected phase (0–100%). Higher values indicate stronger alignment between observed market conditions and the detected phase. FLOAT ROTATION Measures how much of the tradable float has rotated through the market during the turnover window. When float shares are entered manually, turnover is calculated relative to float size. If float is not entered, the meter falls back to a volume-based proxy and displays "(no float)". SQUEEZE PRESSURE Measures compression and stability conditions that may precede directional expansion. The score incorporates range compression, price stability, relative volume, absence of new lows, and an optional float-rotation bonus when float data is provided. Reading the meters together can help contextualize market behavior. For example: • High Float Rotation + High Squeeze Pressure — supply rotation with compression • High Float Rotation + Low Squeeze Pressure — heavy trading but unstable price action • Low Float Rotation + High Squeeze Pressure — early compression forming ━━━━━━━━━━━━━━━━━━━━━━━━━━ TIER-AWARE THRESHOLDS ━━━━━━━━━━━━━━━━━━━━━━━━━━ All detection thresholds automatically adjust based on instrument tier. PSM classifies instruments as: Nano • Micro • Small • Mid • Large • Crypto • ETF When market capitalization data is unavailable, the script falls back to average dollar volume. Each tier uses calibrated values for: • Relative volume thresholds • Range compression detection • Turnover requirements • Volume-drop conditions • New-low lookback windows • Bear-bias scoring windows This ensures the detection model adapts to the typical behavior of the instrument being analyzed. ━━━━━━━━━━━━━━━━━━━━━━━━━━ FLOAT OVERRIDE INPUT ━━━━━━━━━━━━━━━━━━━━━━━━━━ Float data on nano, micro, and small-cap stocks can occasionally be outdated or inaccurate — particularly after reverse splits or secondary offerings. PSM allows users to manually enter float shares for Nano, Micro, and Small tier instruments. When provided, turnover calculations use actual float size rather than average volume. This enables Float Rotation, Float Stress, and Parabolic Risk phases to operate more accurately. Mid, Large, Crypto, and ETF instruments ignore this input and automatically use volume-based turnover. ━━━━━━━━━━━━━━━━━━━━━━━━━━ PHASE MARKERS ━━━━━━━━━━━━━━━━━━━━━━━━━━ Optional markers plot above or below candles when all required phase conditions are met simultaneously and persist for two or more consecutive bars. The two-bar requirement reduces noise from single-bar spikes. • Yellow circle (below) — Absorption • Green circle (below) — Float Lock • Red circle (above) — Distribution • Orange circle (above) — Float Stress • Magenta circle (above) — Parabolic Risk Float Stress and Parabolic Risk markers require float shares to be entered manually. Without a float value these markers will not appear. Markers are informational and do not represent trading signals. ━━━━━━━━━━━━━━━━━━━━━━━━━━ WHAT MAKES PSM DIFFERENT ━━━━━━━━━━━━━━━━━━━━━━━━━━ Most volume and momentum indicators focus on price direction or volatility expansion. PSM focuses specifically on the supply side of the market — how shares are rotating, whether buyers may be absorbing that supply, and when the available float may be becoming thin enough to influence price movement. Standard indicators are typically calibrated for large and mid-cap markets where float is abundant. On nano and micro-cap stocks, float mechanics behave differently. A relatively small amount of volume can rotate a large percentage of the available float, producing price behavior that standard RVOL or momentum tools may not capture accurately. PSM addresses this by combining Wyckoff-inspired phase scoring with float rotation mechanics and tier-aware thresholds that automatically adjust to the instrument being analyzed. Instrument tier is determined using market capitalization data available within TradingView, falling back to average dollar volume when market cap data is unavailable. The result is a supply and demand framework designed specifically for the behavior of low-float momentum stocks — while remaining functional across all instrument types. ━━━━━━━━━━━━━━━━━━━━━━━━━━ HOW TO USE ━━━━━━━━━━━━━━━━━━━━━━━━━━ PSM is designed as an educational and observational tool. The following describes how traders may interpret the information it displays. Start with the Phase row The active phase provides a high-level read on the current supply and demand environment. Distribution may indicate that selling pressure is present. Absorption suggests buyers may be active. Float Lock suggests supply may be thinning. Float Stress and Parabolic Risk indicate elevated float rotation that may influence price behavior. Use the rationale A plain-English rationale at the bottom of the dashboard table identifies the primary factors driving the current phase reading — helping traders understand not just what the phase is, but why it is occurring. Examples include "bear bias + new lows" during Distribution or "vol drying up + high turnover" during Float Lock. Cross-reference the three meters The Phase Meter, Float Rotation, and Squeeze Pressure meters each measure a different dimension of market behavior. Reading them together provides more context than any single meter alone. A phase reading supported by strong meter alignment across all three may carry more observational weight than one where the meters diverge. Float Stress and Parabolic Risk as awareness signals These phases indicate that float rotation has reached elevated levels. They are not entry or exit signals — they are contextual awareness indicators that suggest supply conditions may be changing. Traders should apply their own analysis and risk management when interpreting these readings. Enter the float for nano and micro-cap names TradingView float data can be stale or inaccurate on low-float stocks, particularly after reverse splits or secondary offerings. Entering the known float shares in the settings enables more accurate Float Rotation readings and unlocks Float Stress and Parabolic Risk phase detection. ━━━━━━━━━━━━━━━━━━━━━━━━━━ WHAT THIS SCRIPT DOES NOT DO ━━━━━━━━━━━━━━━━━━━━━━━━━━ Precision Supply Monitor does not generate buy/sell signals, execute trades, or manage positions. Phase readings update continuously as new data appears and may change as market conditions evolve. This tool is intended to assist interpretation of supply and demand dynamics and should be used alongside independent analysis and risk management. ━━━━━━━━━━━━━━━━━━━━━━━━━━ SETTINGS OVERVIEW ━━━━━━━━━━━━━━━━━━━━━━━━━━ Display • Show/hide stats table • Table position and size • Show/hide phase markers • Marker offset (ATR) Core • Average volume length • Average range length • Turnover window • Extension lookback • Float Shares Override (0 = auto) — Nano/Micro/Small only. Enter known float (e.g. 7880000). Required for Float Stress, Parabolic Risk, and float-gated Squeeze bonus. Ignored on Mid/Large/Crypto/ETF.
Pine Script® インジケーター
MohaveTraderの投稿
Apex Edge - Liquidity AtlasLiquidity Atlas maps where price is most likely to travel next by scoring liquidity magnets inside an internal volume profile. Description Liquidity Atlas is a probability-driven liquidity mapping tool designed to highlight where price is most likely to move next. Instead of simply marking liquidity zones, the engine evaluates multiple liquidity structures and ranks them based on their probability of being targeted by price. The indicator activates only when price interacts with structural liquidity bins, filtering out mid-range noise and focusing on true decision zones. Key Concepts Liquidity Atlas evaluates: • High-volume liquidity shelves • Equal highs / equal lows (EQH / EQL) • Daily liquidity levels • Liquidity sweeps • Path efficiency (vacuum vs resistance) • Shelf strength and repeated touches • Distance weighting from current price These elements are combined into a scoring engine that estimates the most probable liquidity destination. Visual Guide Solid line = Primary liquidity magnet Dashed line = Secondary liquidity zone HUD panel displays: • Bullish / Bearish probability • Market phase (Compression / Equilibrium / Expansion) • Engine confidence • Next liquidity magnet direction How To Use 1. Wait for System Status: Active Signals 2. Observe the primary projection line 3. Trade toward the projected liquidity magnet 4. Use secondary zones as potential reaction areas Best results occur when price interacts with structural bins, as this is where liquidity decisions occur. Important Notes Liquidity Atlas does not predict price with certainty. It estimates the most efficient liquidity path based on current market structure. Markets can still deviate if new liquidity forms or structural conditions change.
Pine Script® インジケーター
ApexEdgeの投稿
1
VIX-VIXEQ Regime DetectorThe VIX-VIXEQ Regime Detector is an market structure indicator that compares the CBOE Volatility Index (VIX) with the CBOE S&P 500 Equal Weight Volatility Index (VIXEQ) to identify distinct market volatility regimes. It analyses the relationship between index-level and constituent-level volatility, and helps investors to detect regime changes that often precede major market moves. Credits: Idea suggested by @m_chromatic Thanks a lot! What It Measures VIX measures implied volatility of S&P 500 index options (cap-weighted, dominated by mega-cap stocks) VIXEQ measures implied volatility of equal-weighted S&P 500 constituents (reflects broader market volatility) The ratio between these two metrics reveals whether volatility is concentrated in mega-caps or dispersed across the broader market. When VIXEQ rises faster than VIX (ratio > 1.0), it indicates that constituent stocks are experiencing higher volatility than the index itself. This divergence often signals: Increased market stress Breakdown in correlation Potential regime transitions Mean reversion opportunities Five Market Regimes in the Indicator The indicator uses adaptive thresholds based on rolling statistics to classify markets into five distinct regimes: 🔵 CONCENTRATION (Ratio < threshold): Mega-cap dominance, Low dispersion, Healthy market structure 🟢 NORMAL (Ratio near mean): Balanced volatility, Healthy market conditions, Standard risk environment 🟡 ELEVATED (Ratio moderately above mean), Early warning signal, Rising constituent stress, Watch for deterioration 🟠 DISPERSION (Ratio significantly above mean), Broad market stress, Elevated constituent volatility, Defensive positioning warranted 🔴 SYSTEMIC (Ratio > 1.5σ above mean), Crisis conditions, Extreme constituent stress, High mean reversion potential The indicator includes z-score calculations to measure how extreme the current spread is relative to historical norms. Recommended Timeframe Daily (1D): Optimal for most use cases - balances signal quality with responsiveness Weekly (1W): For macro positioning and long-term regime context 4-Hour: Not recommended - too noisy for structural regime analysis Technical Notes Uses request.security() to fetch VIX and VIXEQ data Ratio is scaled by (ratio - 1) × 10 for chart visibility alongside spread Actual ratio values are displayed in the table and labels Adaptive thresholds recalculate on every bar based on rolling statistics All regime classifications update in real-time
Pine Script® インジケーター
HenriqueCentieiroの投稿
7
MTF Key Levels: Previous Day/Week/Month/Year + Opens Multi-Timeframe Key Levels (Auto-Updating) This indicator plots important previous session and higher-timeframe levels that many traders watch for support, resistance, liquidity, and reaction points. All levels automatically update when a new period begins, so your chart always shows the most recent relevant levels without clutter. Levels Included Daily • Daily Open • Previous Day Open • Previous Day High • Previous Day Low • Previous Day Equilibrium (midpoint of high/low) Weekly • Week Open • Previous Week Open • Previous Week High • Previous Week Low • Previous Week Equilibrium Weekend • Previous Weekend High • Previous Weekend Low (Useful for crypto traders where weekend volatility often creates liquidity zones.) Higher Timeframes • Previous Month High • Previous Month Low • Previous Year High • Previous Year Low Features • Auto-updating levels – old levels are replaced as new sessions begin • Multi-timeframe context – see key daily, weekly, monthly, and yearly levels at once • Clean chart design – only the most recent levels are shown • Dashed level styling for clarity • Color-coded tags for quick identification • Automatic high-contrast label text for readability • Adjustable label distance so tags don’t overlap price How Traders Use These Levels These levels often act as: • Liquidity zones • Support / resistance • Mean reversion targets • Reaction areas for intraday trades • Bias confirmation when price reclaims or rejects key levels Many strategies incorporate previous highs/lows, opens, and equilibrium levels when analyzing market structure and momentum. Notes • Levels are based on your chart timeframe and timezone settings. • Works on any intraday timeframe. • Particularly useful for crypto and futures markets where higher-timeframe levels are frequently respected.
Pine Script® インジケーター
trader435543の投稿
Institutional Structure Intelligence Engine [JOAT]Institutional Structure Intelligence Engine Introduction The Institutional Structure Intelligence Engine is an advanced open-source market structure indicator that combines swing detection, order block analysis, fair value gap (FVG) identification, institutional level tracking, and velocity analysis into a comprehensive structural intelligence system. This indicator helps traders identify where institutional orders are positioned, where price inefficiencies exist, and how market structure is evolving in real-time. Unlike basic support/resistance indicators that draw static lines, this engine dynamically tracks institutional footprints through order blocks (zones where institutions accumulated or distributed), fair value gaps (price inefficiencies that often get filled), breaker blocks (failed order blocks signaling reversals), and multi-timeframe institutional levels. The indicator is designed for traders who understand that market structure reveals institutional intent and that price gravitates toward areas of institutional interest. Why This Indicator Exists This indicator addresses the challenge of identifying institutional positioning in real-time. Institutional traders leave structural footprints that can be detected through systematic analysis. By combining multiple structural methodologies, this indicator reveals: Order Block Detection: Identifies zones where institutions accumulated or distributed positions before major moves Fair Value Gaps: Detects price inefficiencies where rapid institutional movement left unfilled gaps Breaker Blocks: Tracks failed order blocks that signal potential trend reversals Institutional Levels: Monitors Weekly/Daily highs and lows, Premium/Discount zones, and Golden Zone (0.618-0.5 Fibonacci) Structure Velocity: Measures how quickly market structure is forming to identify momentum shifts Compression Zones: Detects periods of range compression that often precede explosive moves Each component provides a different structural perspective. Order blocks show where institutions positioned, FVGs show where price moved inefficiently, breaker blocks show where structure failed, institutional levels show key reference points, velocity shows momentum, and compression zones show coiling energy. Together, they create a comprehensive structural intelligence system. Below showing the Main Features and how it works: Core Components Explained 1. Advanced Order Block Detection Order blocks are identified using strict volume and price action criteria: Bullish Order Block: // Two consecutive down candles followed by strong up move if close < open and close < open and close > open and volume > avgVolume * obVolumeThreshold and close > high and (high - low ) <= atr * maxATRMult and (close - open) > atr * 0.5 Bearish Order Block: // Two consecutive up candles followed by strong down move if close > open and close > open and close < open and volume > avgVolume * obVolumeThreshold and close < low and (high - low ) <= atr * maxATRMult and (open - close) > atr * 0.5 Order blocks represent the last opposite-direction move before a strong impulse. The logic: institutions accumulate/distribute in the opposite direction before pushing price in their intended direction. The indicator tracks: Order block volume (total volume during formation) Number of touches (how many times price returned to the zone) Zone strength (calculated from volume, touches, and age) Breaker status (whether the order block was invalidated) Overlapping Order Block Combination: When multiple order blocks overlap, the indicator combines them into a single stronger zone: if doOBsOverlap(ob1, ob2) ob1.top := math.max(ob1.top, ob2.top) ob1.bottom := math.min(ob1.bottom, ob2.bottom) ob1.obVolume += ob2.obVolume ob1.touches += ob2.touches ob1.strength := math.max(ob1.strength, ob2.strength) This prevents chart clutter and highlights the most significant institutional zones. 2. Breaker Block Detection Breaker blocks are order blocks that failed - price broke through them instead of bouncing. This signals potential trend reversal: // Bullish OB becomes breaker if price breaks below if low < ob.bottom ob.breaker := true ob.breakTime := time // Bearish OB becomes breaker if price breaks above if high > ob.top ob.breaker := true ob.breakTime := time Breaker blocks are displayed with distinct colors (cyan for bullish breakers, orange for bearish breakers) to differentiate them from active order blocks. When an order block becomes a breaker, it often signals that institutional positioning has changed and the previous structure is no longer valid. 3. Fair Value Gap (FVG) Detection FVGs are identified using strict gap and volume criteria: Bullish FVG: // Gap between 2 bars ago high and current low bool bullishFVGDetected = low > high and (low - high ) > atr * 0.3 and // Minimum gap size volume > avgVolume * 0.8 // Volume confirmation Bearish FVG: // Gap between 2 bars ago low and current high bool bearishFVGDetected = high < low and (low - high) > atr * 0.3 and // Minimum gap size volume > avgVolume * 0.8 // Volume confirmation FVGs represent price inefficiencies where institutional orders moved price so quickly that normal auction process was bypassed. These gaps often get "filled" as price returns to establish fair value. The indicator tracks: FVG top and bottom prices Mitigation status (whether the gap has been filled) Mitigation bar (when the gap was filled) Only non-mitigated FVGs are displayed to keep charts clean. Maximum FVG count is customizable (default: 3) to prevent clutter. Showing Order Block, Breaker Block, and All Combined OB's that occured: 4. Institutional Level Tracking The indicator monitors key institutional reference levels: Weekly High/Low: float lastWeekHigh = request.security(syminfo.tickerid, "W", high ) float lastWeekLow = request.security(syminfo.tickerid, "W", low ) Daily High/Low: float yesterdayHigh = request.security(syminfo.tickerid, "D", high ) float yesterdayLow = request.security(syminfo.tickerid, "D", low ) Premium/Discount Zones: Based on weekly range: Premium Zone: 70%-100% of weekly range (institutional selling zone) Discount Zone: 0%-30% of weekly range (institutional buying zone) Golden Zone: 50%-61.8% of weekly range (optimal entry zone) float weekRange = lastWeekHigh - lastWeekLow float premiumTop = lastWeekHigh float premiumBot = lastWeekLow + (weekRange * 0.7) float discountTop = lastWeekLow + (weekRange * 0.3) float discountBot = lastWeekLow float goldenTop = lastWeekLow + (weekRange * 0.618) float goldenBot = lastWeekLow + (weekRange * 0.5) These zones help traders identify where institutions are likely to buy (discount) or sell (premium), with the golden zone representing optimal risk:reward entries. Breaker Block with VOL, Discount zone touched for signal, Market Phase + Quality of chart score: 5. Structure Velocity Analysis The indicator measures how quickly market structure is forming: // Price velocity priceVelocity = ta.change(close, velocityLength) / velocityLength velocityMA = ta.sma(math.abs(priceVelocity), velocityLength) velocityScore = velocityMA > 0 ? math.abs(priceVelocity) / velocityMA : 0 // Volume momentum volumeMomentum = volume / avgVolume volumeAcceleration = ta.change(volumeMomentum, 5) // Structure velocity (how fast structure is forming) structureVelocity = (bar_index - lastSwingHighBar) + (bar_index - lastSwingLowBar) High velocity indicates rapid structure formation (trending market), low velocity indicates slow structure formation (ranging market). Velocity analysis helps traders identify momentum shifts before they become obvious in price. 6. Compression to Expansion Detection The indicator detects periods of range compression using strict criteria: float rangeMA = ta.sma(high - low, 50) float currentRange = high - low bool compressed = currentRange < rangeMA * 0.3 and volume < avgVolume * 0.8 bool expanding = currentRange > rangeMA * 2.0 and volume > avgVolume * 1.3 Compression zones are only displayed if: Compression lasted at least 10 bars Range is less than 1.5x ATR (truly tight) This prevents false compression signals and highlights only significant coiling periods that often precede explosive moves. 7. Swing Point Detection The indicator uses pivot-based swing detection: pivotHigh = ta.pivothigh(high, swingLength, swingLength) pivotLow = ta.pivotlow(low, swingLength, swingLength) Swing points are stored in arrays and used for: Structure line drawing Break of Structure (BOS) detection Change of Character (CHOCH) detection Trend determination Swing length is customizable (default: 10) to adjust sensitivity. Visual Elements Order Block Boxes: Filled boxes showing bullish (green) and bearish (red) order blocks with volume and touch count Breaker Block Boxes: Distinct colored boxes (cyan/orange) showing failed order blocks FVG Boxes: Transparent boxes showing bullish (green) and bearish (red) fair value gaps Institutional Lines: Weekly high/low (purple), Daily high/low (yellow) Premium/Discount Fills: Shaded zones showing premium (red), discount (green), and golden (orange) zones Compression Boxes: Purple boxes showing range compression periods Swing Points: Triangle markers showing swing highs (red) and swing lows (green) All visual elements use "locked" boxes that don't extend indefinitely, preventing chart clutter. Overlap prevention logic ensures boxes don't stack on top of each other. Input Parameters Structure Detection: Swing Length: Period for pivot detection (default: 10, range: 3-50) Show Swing Points: Toggle swing markers (default: enabled) Show Structure Lines: Toggle structure lines (default: enabled) Show Compression Zones: Toggle compression boxes (default: disabled to reduce clutter) Order Blocks: Show Order Blocks: Toggle order block boxes (default: enabled) Combine Overlapping OBs: Merge overlapping order blocks (default: enabled) Show Breaker Blocks: Toggle breaker block display (default: enabled) Volume Threshold: Minimum volume multiplier for OB detection (default: 1.5) Max Order Blocks: Maximum OBs to display (default: 3, range: 1-10) Max ATR Multiplier: Maximum OB size relative to ATR (default: 2.5) Market Structure: Show Break of Structure: Toggle BOS markers (default: disabled to reduce clutter) Show Change of Character: Toggle CHOCH markers (default: enabled) Show Fair Value Gaps: Toggle FVG boxes (default: enabled) Show FVG Mitigation: Track when FVGs are filled (default: enabled) Max FVGs to Display: Maximum FVGs to show (default: 3, range: 1-10) Institutional Levels: Show Weekly High/Low: Toggle weekly levels (default: enabled) Show Daily High/Low: Toggle daily levels (default: enabled) Show Golden Zone: Toggle 0.618-0.5 Fib zone (default: enabled) Show Premium/Discount Zones: Toggle institutional zones (default: enabled) Velocity Analysis: Show Structure Velocity: Toggle velocity calculations (default: enabled) Velocity Period: Period for velocity analysis (default: 20, range: 5-50) Display: Table Position: Dashboard location (Top Right/Top Left/Bottom Right/Bottom Left) Show Structure Quality Score: Toggle quality metrics (default: enabled) Colors: All colors are fully customizable including bullish/bearish structure, order blocks, breaker blocks, FVGs, weekly/daily levels, golden zone, premium/discount zones, and compression zones. 4HR TF BTCUSDT showing the zones being used in action and price movement: How to Use This Indicator Step 1: Identify Key Institutional Zones Look for order blocks with high touch counts and strong volume. These represent areas where institutions are likely to defend their positions. Step 2: Monitor Fair Value Gaps FVGs often get filled as price returns to establish fair value. Look for entries when price approaches unfilled FVGs, especially if they align with order blocks. Step 3: Watch for Breaker Blocks When an order block becomes a breaker, it signals that institutional positioning has changed. This often marks trend reversals or significant structure shifts. Step 4: Use Premium/Discount Zones Look for long entries in discount zones (0-30% of range) and short entries in premium zones (70-100% of range). The golden zone (50-61.8%) offers optimal risk:reward. Step 5: Check Institutional Levels Weekly and daily highs/lows act as magnets for price. Breaks above/below these levels often lead to significant moves. Step 6: Monitor Structure Velocity High velocity indicates trending conditions (follow the trend), low velocity indicates ranging conditions (fade extremes). Step 7: Wait for Compression Breakouts Compression zones mark periods of coiling energy. Breakouts from compression often lead to explosive moves with strong follow-through. Best Practices Use on 15-minute to 4-hour timeframes for optimal structure clarity Combine order blocks with FVGs for high-probability entries Wait for price to return to order blocks before entering - don't chase Breaker blocks often become new support/resistance in opposite direction Premium/discount zones work best in trending markets Golden zone entries offer best risk:reward when combined with order blocks Compression zones require patience - wait for confirmed breakout Structure velocity helps determine whether to trade with trend or fade extremes Multiple touches on an order block increase its significance FVG fills often provide excellent entry opportunities with tight stops Indicator Limitations Order blocks don't always hold - institutions can change positioning FVGs don't always get filled - some gaps persist indefinitely Breaker blocks can fail - price can return above/below breaker zones Premium/discount zones are relative to recent range - not absolute levels Compression detection requires sufficient bars - may not work on new instruments Structure velocity is a lagging indicator - confirms moves after they start Maximum box/line limits (500 each) can be reached on lower timeframes with long history Overlap prevention may hide some valid order blocks to prevent clutter The indicator shows structure, not direction - requires trader interpretation Works best on liquid instruments with clear institutional participation Technical Implementation Built with Pine Script v6 using: Custom type definitions for OrderBlockInfo and FVGInfo Array-based storage for order blocks, FVGs, and swing points Strict volume and ATR-based filtering for accuracy Overlap detection and combination logic for order blocks Breaker block tracking with time-based invalidation FVG mitigation detection Multi-timeframe security requests for institutional levels Fibonacci-based premium/discount zone calculations Velocity and momentum analysis Compression detection with strict criteria Dynamic box and label management with anti-overlap logic The code is fully open-source and can be modified to suit individual trading styles and preferences. Originality Statement This indicator is original in its comprehensive structural integration. While individual components (order blocks, FVGs, institutional levels) are established concepts, this indicator is justified because: It combines seven distinct structural methodologies into a unified intelligence system Order block detection uses strict multi-criteria filtering (volume, ATR, price action) for accuracy Automatic order block combination prevents clutter while highlighting strongest zones Breaker block tracking provides reversal signals not available in basic order block indicators FVG detection includes mitigation tracking and strict size/volume filtering Premium/discount zones integrate Fibonacci analysis with institutional levels Structure velocity analysis provides momentum context for structural zones Compression detection uses strict criteria to identify only significant coiling periods Anti-overlap logic ensures clean charts without sacrificing information Each component contributes unique structural intelligence: order blocks show institutional positioning, FVGs show inefficiencies, breaker blocks show failures, institutional levels show reference points, velocity shows momentum, and compression shows coiling energy. The indicator's value lies in presenting these complementary structural perspectives simultaneously with intelligent filtering and display management. Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Trading involves substantial risk of loss and is not suitable for all investors. Market structure analysis is a tool for understanding institutional positioning, not a crystal ball for predicting future price movement. Order blocks, FVGs, and institutional levels do not guarantee profitable trades. Past structural patterns do not guarantee future structural patterns. Market conditions change, and strategies that worked historically may not work in the future. The zones and levels displayed are mathematical calculations based on current market data, not predictions of future price movement. High-quality order blocks, unfilled FVGs, and premium/discount zones do not guarantee profitable trades. Users must conduct their own analysis and risk assessment before making trading decisions. Always use proper risk management, including stop losses and position sizing appropriate for your account size and risk tolerance. Never risk more than you can afford to lose. Consider consulting with a qualified financial advisor before making investment decisions. The author is not responsible for any losses incurred from using this indicator. Users assume full responsibility for all trading decisions made using this tool. -Made with passion by officialjackofalltrades
Pine Script® インジケーター
officialjackofalltradesの投稿
Hedge Model Pro Forex Volatility StructureThe Hedge Model is a structured Forex market indicator designed to identify compression, expansion, and controlled volatility shifts. This tool is built around structural behavior — not prediction. It highlights: • Compression zones • Expansion breaks • Structural shift points • Controlled execution areas • Defined visual trade mapping The model is designed for traders who prefer: ✔ Structured decision-making ✔ Risk-defined environments ✔ Clean chart visualization ✔ Repeatable execution logic This is not a signal spam indicator. This is a framework for understanding market structure. Works across major and cross Forex pairs on multiple timeframes. No repainting. No hindsight plotting. No curve fitting. Structured. Controlled. Consistent.
Pine Script® インジケーター
TruthakaWallStreetakaCookie2の投稿
1
Carry MonitorMost traders look only at price. Professionals look at the curve. Carry is the price difference between the front futures contract (F1) and the next contract (F2). It reflects whether the market is in: Backwardation — near-term supply tightness Contango — storage, financing, or excess supply When carry is annualized, it becomes comparable across commodities and time, revealing how aggressively the curve is pricing forward expectations. This indicator visualizes: Annualized F1–F2 carry over time Backwardation / Contango regimes Structure steepening or flattening 1Y structural extremes Key contract and spread statistics Carry helps answer: Is the market structurally tight or loose? Is the curve strengthening or weakening? Are we near structural extremes? This tool is designed for education and structure awareness — not signals.
Pine Script® インジケーター
QuantNomadの投稿
Precision SPXPrecision SPX — Multi‑Timeframe Levels + Automated Alerts for SPX Traders Precision SPX is a manual‑control Support and Resistance system built for SPX traders who rely on structure, precision, and daily level updates. It plots Monthly, Weekly, Daily, and Daily Range levels to map where price may react, reverse, or consolidate. This version includes a full alert engine that notifies you the moment price interacts with any level. Core Features Multi‑Timeframe Levels The indicator plots a complete structure: Monthly Levels — High & Low Weekly Levels — High & Low Daily Levels — Six total (4 Red, 2 Pink) Daily Range Levels — High & Low All levels are manually entered for maximum precision. Customizable Visuals Adjustable label size Adjustable horizontal label placement Toggle level labels on/off Clean color‑coded hierarchy ES/SPY Conversion Support Optional manual ES spread or SPY ratio input Automatically adjusts SPX levels Lightweight & User‑Friendly No repainting No heavy calculations Easy to integrate into any chart layout How It Works Precision SPX plots manually‑controlled Support and Resistance levels across multiple timeframes. Each level is labeled and color‑coded so you can quickly identify: Higher‑timeframe structure Daily intraday reaction zones Overnight range boundaries Breakout and reversal points How to Use It 1. Apply the Indicator Add Precision SPX to your chart. 2. Enter Your Levels Input your Daily, Daily Range, Weekly, and Monthly levels into the string fields. 3. Trade With Structure Use the plotted levels to identify: Reversals Breakouts Retests Stop‑loss placement High‑probability reaction zones Combine with trendlines, volume profile, or oscillators for confirmation. Built‑In Alerts Precision SPX includes a complete alert engine so you can receive notifications when price crosses any level. Alert Modes Any alert() function call — triggers when price crosses any level, with duplicate‑candle suppression. Individual Level Alerts — choose a specific level such as: R2_Hi, R1_Hi, P_Hi, P_Lo, R1_Lo, R2_Lo, DR_Hi, DR_Lo, W_Hi, W_Lo, M_Hi, M_Lo. Level Categorization Daily Levels: Red: R2_Hi, R1_Hi, R1_Lo, R2_Lo Pink: P_Hi, P_Lo Daily Range: DR_Hi, DR_Lo Weekly Levels: W_Hi, W_Lo Monthly Levels: M_Hi, M_Lo How to Add Alerts Open the TradingView alert panel Select Precision SPX as the condition Choose Any alert() function call or a specific level Set expiration, message, and notification preferences Save Daily Workflow Because SPX levels change daily: Update your daily string values Create a new alert each day (TradingView requires this for updated values) Alerts will trigger based on the conditions you select Release Notes — Precision SPX Feb 2026 — Major Update Full alert engine added “Any alert() function call” support Duplicate‑candle suppression Complete level categorization Daily update workflow Cleaned and reorganized structure Legacy Notes (From Precision Levels) Jun 12, 2025 Added highlighted price labels with adjustable size Added ES/SPY conversion inputs Dragging disabled when conversion is active Jun 28, 2025 Added customizable label placement Reordered string input structure Standardized daily color order Added toggle for level labels Nov 8, 2025 Added Daily Range levels Updated string hierarchy Example structure: Red, Red, Pink, Pink, Red, Red, DR_Hi, DR_Lo, Weekly, Weekly, Monthly, Monthly
Pine Script® インジケーター
PrecisionLevelsSpxの投稿
Rejection Blocks [UAlgo]Rejection Blocks is a market structure and supply demand overlay built to detect and manage rejection based zones that form after liquidity sweeps and structure shifts. The script tracks recent swing highs and swing lows, monitors for sweep style rejection candles around those swing levels, and then requires a confirmation break before registering a Rejection Block as an active zone. Each Rejection Block is visualized as an outer zone plus internal buy and sell strength segments that act like a compact sentiment map. The blocks extend forward over time, respond to mitigation and invalidation rules, and can optionally stop extending or be deleted after mitigation. The script also optionally draws structure annotations such as sweep markers and BOS or CHOCH lines to provide context for why a block formed. This indicator is designed as a complete zone lifecycle engine. It focuses on repeatable rule based detection, strict candle shape filtering for rejection quality, and robust object management so you can keep a clean chart while tracking the most relevant zones. 🔹 Features 1) Pivot Based Market Structure Tracking The engine uses pivot highs and pivot lows to identify the most recent swing high and swing low levels. These levels act as the structure references for: Sweep detection Break of structure detection Change of character detection Swing left bars and swing right bars control how strict the swing confirmation is. 2) Rejection Candle Validation with Sweep Logic A candidate Rejection Block begins with a sweep style candle at a swing level: Bullish rejection candle sweeps below the last swing low and closes back above it Bearish rejection candle sweeps above the last swing high and closes back below it Two sweep modes are available: Wick sweep (open and close inside) Any sweep (close inside) Min sweep distance in ticks can be required to avoid tiny micro sweeps. 3) Optional Candle Shape Filter for Quality Control When enabled, the script enforces a strict rejection candle profile using: Minimum wick to body ratio Minimum dominant wick percent of candle range Maximum opposite wick percent of candle range Maximum body percent of candle range This helps filter out candles that technically sweep but do not display rejection characteristics. 4) Close Location Filters Additional close filters can be applied: None Close in favorable half of the candle range Close beyond open This improves selectivity and allows you to tailor the definition of rejection strength. 5) Flexible Rejection Block Zone Models The zone that is stored and drawn for a Rejection Block can be defined in multiple ways: Wick to Body Open to Extreme Full Candle Body This allows alignment with different trading methodologies, from wick based reaction zones to body based execution zones. 6) Confirmation Window and Pending Candidates Rejection candles do not become active zones immediately. They enter a pending list and require confirmation within a defined window. Confirmation is achieved when price breaks the opposite structure level: Bullish candidate confirms when price breaks above the last swing high Bearish candidate confirms when price breaks below the last swing low If confirmation does not occur within the confirm window, the candidate expires. This prevents old sweeps from creating late zones. 7) Strength Segmentation Inside the Block Each active block contains: An outer zone box representing the full block range An inner buy strength box An inner sell strength box A cap line that marks the maximum inner width boundary Strength is estimated at formation time using one of two models: Close location Close plus wick Inner widths scale based on the computed buy and sell strengths, giving a quick visual of where pressure likely dominated inside the rejection candle. 8) Lifecycle Management: Extension, Mitigation, Invalidation, Aging Blocks are actively managed through their lifecycle: Extension Blocks extend to the right as time progresses. Mitigation Blocks can be marked mitigated by touch or by close inside. After mitigation, the block can optionally stop extending or be deleted. Invalidation Blocks can be invalidated by wick or by close beyond the block boundary, with optional deletion on invalidation. Aging Blocks can be removed after a maximum age in bars to keep the chart focused. 9) Structure Annotations: Sweep, BOS, CHOCH When enabled, the script draws contextual structure lines and labels: SW lines indicating swing sweep context BOS lines for continuation breaks CH lines for change of character A maximum line budget is enforced to respect object limits. 10) Robust Object Budgeting and Cleanup The engine enforces limits for: Maximum blocks Maximum pending candidates Maximum structure lines Old objects are deleted in a controlled way to avoid exceeding TradingView limits and to keep the most relevant zones visible. 🔹 Calculations 1) Candle Parts and Rejection Shape Metrics The script breaks each candle into components: Range Body size Upper wick Lower wick It then normalizes values by range and uses them for shape validation: Dominant wick is lower wick for bullish direction and upper wick for bearish direction Opposite wick is the other side Body percent is body divided by range A rejection candle passes shape checks when dominant wick is large enough relative to body, dominant wick percent exceeds a threshold, opposite wick percent stays below a threshold, and body percent stays below a threshold. 2) Sweep Validation Against Structure Level For bullish direction, sweep requires low to trade below the swing level by a tick margin and close to finish back above the level. For bearish direction, sweep requires high to trade above the swing level by a tick margin and close to finish back below the level. Min sweep ticks sets the margin: sweepMargin equals minSweepTicks multiplied by mintick The wick sweep mode further requires open to remain inside the level on the correct side. 3) Zone Derivation Models Zone bounds are determined from candle anatomy based on the selected RB zone model. Wick to Body: Bullish zone from body bottom to low Bearish zone from high to body top Open to Extreme: Bullish zone from open to low Bearish zone from high to open Full candle: High to low Body: Body top to body bottom These bounds become the candidate block top and bottom. 4) Strength Estimation Base strength uses close location within the candle range: closeLoc equals clamp of (close minus low) divided by range Buy strength equals closeLoc Sell strength equals 1 minus buy strength If Close plus wick is selected, dominant wick contribution is blended into the buy strength calculation using fixed weights. Strength is an approximation and is fixed at formation time. 5) Market Structure Break Detection and Trend State The engine tracks last swing high and last swing low timestamps and prices. It then detects breaks using cross style conditions: Bull break when close crosses above last swing high Bear break when close crosses below last swing low Trend direction is updated on confirmed bars after a break is detected. The engine also tracks the last broken swing timestamp to avoid duplicate structure events on the same swing. BOS and CHOCH are derived by comparing the new break direction to the previous trend direction. 6) Candidate Creation and Pending Queue On confirmed bars, if a rejection candle occurs at the relevant swing level, a Candidate is created with: Formation time Zone top and bottom Direction Buy and sell strength Confirmation level which is the opposite swing level Candidates are pushed into a pending array which is capped by max pending. 7) Candidate Confirmation Within a Window Each pending candidate is evaluated until it either expires or confirms: Expired when time since candidate leftT reaches confirmWindow in bars Confirmed when price breaks the candidate confirmLevel in the direction required for structure confirmation Confirmed candidates are converted into Blocks and added to the active blocks array. 8) Block Construction and Visual Geometry When a block is created, the script draws: Outer box covering the full block range Inner buy and sell boxes split at the zone midpoint Cap line placed at a maximum percentage of the outer width Inner widths are scaled using the block strengths and innerMaxPctOfOuter. A minimum inner width in bars is enforced. 9) Mitigation Detection Mitigation is detected using one of two modes: Touch mode: high low intersects the block range Close Inside mode: close is inside the block range After mitigation, the block can change visual styling, optionally stop extending, and optionally be deleted. 10) Invalidation Detection Invalidation is evaluated when enabled: For bullish blocks, invalidation occurs if price goes below the bottom For bearish blocks, invalidation occurs if price goes above the top This can be evaluated by wick or close depending on invalidation mode. Invalidated blocks can be visually marked and optionally deleted. 11) Aging and Cleanup If max age bars is set, blocks older than that age are removed. Limits on blocks and structure lines are enforced with controlled deletion to respect platform constraints. 12) Visibility Filters Blocks are shown or hidden based on direction toggles: Show bullish blocks Show bearish blocks Structure lines are also gated by a separate toggle and a maximum line budget.
Pine Script® インジケーター
UAlgoの投稿
HTF Candles [crlmx] Higher Timeframe Candle Overlay (HTFC) for multi-timeframe overview/analysis. Key Features - Overlay candles from any higher timeframe (default: 1D) - Live candle updates on last bar - Configurable outline and body transparency - Streamlined inputs / UI brought to you by crlmx Trading Applications - View Daily candles in context of intraday charts (W/M with 1-12H) - Higher timeframe support/resistance levels visible - Match HTF to trading style, pick 1-2 levels above chart TF - Daily HTF candles on 15min-1H charts provide structure reference - Live last candle develops with price Scalping: HTF: 1H | Chart: 1m-5m Day Trading: HTF: 4H or 1D | Chart: 15m-1H Swing Trading: HTF: 1W | Chart: 4H-1D Version History v1.26 (Latest - 21 Feb 2026) - HTF candle overlay (1D default) - Configurable timeframe selection - Outline/body transparency control - Live candle updates
Pine Script® インジケーター
crlmxの投稿
Heiken Ashi Break of Structure with Market Structure [by Hampeh]Description This indicator is designed to identify high-probability trading entries by combining the trend-smoothing capabilities of Heiken Ashi candles with the powerful concept of a Break of Structure (BOS). To enhance signal quality and reduce false signals, it incorporates a mandatory market structure confirmation filter, requiring a Higher Low (HL) to be established before a buy signal and a Lower High (LH) before a sell signal. The indicator automatically provides dynamic Stop Loss levels and generates real-time alerts to streamline the trading process. How It Works The indicator's logic is built upon several key components that work together to filter for high-quality setups. 1. Heiken Ashi Foundation The script uses Heiken Ashi candles as its foundation to reduce market noise and provide a clearer visualization of the underlying trend. This smoothing effect makes it easier to identify sustained directional moves. 2. Break of Structure (BOS) Identification The core entry trigger is a Break of Structure, defined as: Bullish BOS (Buy Signal): The indicator first identifies a downtrend phase (red Heiken Ashi candles). It marks the opening price of this phase (redOpen). A buy signal is triggered when the trend reverses (turns green) and the Heiken Ashi close price breaks above this redOpen level. Bearish BOS (Sell Signal): Conversely, it identifies an uptrend phase (green Heiken Ashi candles) and marks its opening price (greenOpen). A sell signal is triggered when the trend reverses (turns red) and the Heiken Ashi close price breaks below this greenOpen level. 3. Market Structure Confirmation (HL/LH Filter) This is the key filter that validates the strength of a potential new trend: Higher Low (HL) for Buys: A buy signal is only considered valid if the low point of the most recent downtrend phase is higher than the low point of the previous downtrend phase. This confirms a classic "Higher Low" market structure, indicating that buying pressure is increasing. Lower High (LH) for Sells: A sell signal is only considered valid if the high point of the most recent uptrend phase is lower than the high point of the previous uptrend phase. This confirms a "Lower High" structure, suggesting that selling pressure is building. 4. Dynamic Stop Loss Calculation The indicator provides a logical and dynamic Stop Loss for every signal: For Buy Signals: The Stop Loss is automatically placed just below the lowest low (lowestLow) recorded during the entire preceding downtrend (red candle) phase. For Sell Signals: The Stop Loss is placed just above the highest high (highestHigh) recorded during the entire preceding uptrend (green candle) phase. 5. Signal Generation and Visualization A final BUY signal is generated only when all conditions are met: a bullish BOS occurs and it is preceded by a confirmed Higher Low. A final SELL signal is generated only when all conditions are met: a bearish BOS occurs and it is preceded by a confirmed Lower High. When a valid signal is triggered, a label appears on the chart displaying the entry price and the calculated Stop Loss. A corresponding alert is also fired with detailed trade information. Summary of Strategy In essence, this indicator waits for a pullback (a Heiken Ashi color change), confirms that the pullback respects bullish or bearish market structure (HL or LH), and then triggers an entry upon a Break of Structure in the intended direction. Disclaimer : This indicator is a tool for technical analysis and does not guarantee profits. Trading financial markets involves significant risk. Always conduct your own research and practice proper risk management.
Pine Script® インジケーター
Hampehの投稿
Volumetric Order Flow Structure [LuxAlgo]The Volumetric Order Flow Structure indicator is a comprehensive technical analysis tool designed to visualize market structure through the lens of volumetric distribution and institutional order flow. 🔶 USAGE Traders can use this tool to identify institutional supply and demand zones backed by high-volume nodes. The glowing structure bars provide immediate feedback on breakout conviction, while the manipulation bubbles highlight areas where institutional players may be trapping retail traders before a reversal. The indicator is particularly useful for identifying: High-conviction breakouts versus low-volume "fakeouts." Precise price levels within a zone where the most volume was transacted (POC). Liquidity raids that suggest a potential reversal or trend continuation. 🔹 Volumetric Market Structure The script automatically detects Change of Character (CHoCH) and Break of Structure (BOS). Breakout levels are represented by glowing "Volumetric Bars" that fill horizontally based on the breakout bar's volume delta, representing the internal buying or selling pressure of the move. 🔹 Stepped Volume Profiles Active Order Blocks feature a 15-row horizontal histogram. The script calculates the volume distribution within the pivot candle, highlighting the Point of Control (POC) in orange to identify the most significant price node within the supply or demand zone. 🔹 Manipulation Bubbles This feature identifies liquidity raids where price wicks beyond a zone but fails to close through it. These events are marked with circular "bubbles" sized dynamically by volume, featuring external volume data labels for precise analysis of institutional activity. 🔶 DETAILS The script employs a dynamic zone management system where zones extend across the screen until the price closes beyond them. An advanced 'Hide Overlapping' filter ensures that if multiple zones occur in the same price range, only the most relevant (highest volume) block is displayed to maintain chart clarity. Additionally, the indicator utilizes ATR-based scaling to ensure visual thickness and label sizes are perfectly proportional across all assets, ensuring a consistent experience whether trading Forex, Stocks, or high-priced Cryptocurrencies. 🔶 SETTINGS 🔹 Detection Pivot Length: Sets the lookback period for detecting high and low pivots used for structure. Volume Lookback: The window used to calculate relative volume for scaling and sensitivity. 🔹 Visuals Max Recent Blocks: The maximum number of active supply/demand zones to display on the chart. Base Transparency: Controls the overall opacity of the volumetric zones. Hide Overlapping Blocks: When enabled, the script removes smaller/lower volume blocks that reside within the price range of a more significant block. 🔹 Manipulation Show Manipulation Bubbles: Toggles the visibility of liquidity raid markers. Size Sensitivity: Adjusts how aggressively the bubble sizes react to volume spikes.
Pine Script® インジケーター
LuxAlgoの投稿
6