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CVD - Cumulative Volume Delta (Chart)█   OVERVIEW This indicator displays cumulative ​volume delta (​CVD) as an on-chart oscillator. It uses intrabar analysis to obtain more precise ​volume delta information compared to methods that only use the chart's timeframe. The core concepts in this script come from our first ​ CVD indicator , which displays CVD​ values as plot candles in a separate indicator pane. In this script, CV​D values are scaled according to price ranges and represented on the main chart pane. █   CONCEPTS Bar polarity Bar polarity refers to the position of the close price relative to the open price. In other words, bar polarity is the direction of price change. Intrabars Intrabars are chart bars at a lower timeframe than the chart's. Each 1H chart bar of a 24x7 market will, for example, usually contain 60 bars at the lower timeframe of 1min, provided there was market activity during each minute of the hour. Mining information from intrabars can be useful in that it offers traders visibility on the activity inside a chart bar. Lower timeframes (LTFs) A lower timeframe is a timeframe that is smaller than the chart's timeframe. This script utilizes a LTF to analyze intrabars, or price changes within a chart bar. The lower the ​LTF, the more intrabars are analyzed, but the less chart bars can display information due to the limited number of intrabars that can be analyzed. Volume delta Volume delta is a measure that separates ​volume​ into "up" and "down" parts, then takes the difference to estimate the net demand for the asset. This approach gives traders a more detailed insight when analyzing volume​ and market sentiment. There are several methods for determining whether an asset's volume​ belongs in the "up" or "down" category. Some indicators, such as On Balance Volume​ and the Klinger Oscillator , use the change in price between bars to assign ​volume​ values to the appropriate category. Others, such as Chaikin Money Flow , make assumptions based on open, high, low, and close prices. The most accurate method involves using tick data to determine whether each transaction occurred at the bid or ask price and assigning the ​volume​ value to the appropriate category accordingly. However, this method requires a large amount of data on historical bars, which can limit the historical depth of charts and the number of symbols for which tick data is available. In the context where historical tick data is not yet available on TradingView, intrabar analysis is the most precise technique to calculate ​volume delta on historical bars on our charts. This indicator uses intrabar analysis to achieve a compromise between simplicity and accuracy in calculating ​volume delta on historical bars. Our Volume Profile indicators use it as well. Other ​volume delta indicators in our Community Scripts , such as the Realtime 5D Profile , use real-time chart updates to achieve more precise ​volume delta calculations. However, these indicators aren't suitable for analyzing historical bars since they only work for real-time analysis. This is the logic we use to assign intrabar ​volume to the "up" or "down" category:  • If the intrabar's open and close values are different, their relative position is used.  • If the intrabar's open and close values are the same, the difference between the intrabar's close and the previous intrabar's close is used.  • As a last resort, when there is no movement during an intrabar and it closes at the same price as the previous intrabar, the last known polarity is used. Once all intrabars comprising a chart bar are analyzed, we calculate the net difference between "up" and "down" intrabar volume​ to produce the volume​ delta for the chart bar. █   FEATURES CVD resets The "cumulative" part of the indicator's name stems from the fact that calculations accumulate during a period of time. By periodically resetting the volume​ delta accumulation, we can analyze the progression of ​volume delta across manageable chunks, which is often more useful than looking at ​volume delta accumulated from the beginning of a chart's history. You can configure the reset period using the "CVD Resets" input, which offers the following selections:  • None : Calculations do not reset.  • On a fixed higher timeframe : Calculations reset on the higher timeframe you select in the "Fixed higher timeframe" field.  • At a fixed time that you specify.  • At the beginning of the regular session .  • On trend changes : Calculations reset on the direction change of either the Aroon indicator, Parabolic SAR , or Supertrend .  • On a stepped higher timeframe : Calculations reset on a higher timeframe automatically stepped using the chart's timeframe and following these rules: Chart TF ​HTF < 1min 1H < 3H 1D <= 12H 1W < 1W 1M >= 1W 1Y Specifying intrabar precision Ten options are included in the script to control the number of intrabars used per chart bar for calculations. The greater the number of intrabars per chart bar, the fewer chart bars can be analyzed. The first five options allow users to specify the approximate amount of chart bars to be covered:  • Least Precise (Most chart bars) : Covers all chart bars by dividing the current timeframe by four.   This ensures the highest level of intrabar precision while achieving complete coverage for the dataset.  • Less Precise (Some chart bars) & More Precise (Less chart bars) : These options calculate a stepped ​LTF in relation to the current chart's timeframe.  • Very precise (2min intrabars) : Uses the second highest quantity of intrabars possible with the 2min ​LTF.  • Most precise (1min intrabars) : Uses the maximum quantity of intrabars possible with the 1min ​LTF. The stepped lower timeframe for "Less Precise" and "More Precise" options is calculated from the current chart's timeframe as follows: Chart Timeframe Lower Timeframe Less Precise More Precise < 1hr 1min 1min < 1D 15min 1min < 1W ​2hr​ 30min > 1W 1D 60min The last five options allow users to specify an approximate fixed number of intrabars to analyze per chart bar. The available choices are 12, 24, 50, 100, and 250. The script will calculate the LTF​ which most closely approximates the specified number of intrabars per chart bar. Keep in mind that due to factors such as the length of a ticker's sessions and rounding of the LTF​, it is not always possible to produce the exact number specified. However, the script will do its best to get as close to the value as possible. As there is a limit to the number of intrabars that can be analyzed by a script, a tradeoff occurs between the number of intrabars analyzed per chart bar and the chart bars for which calculations are possible. Display This script displays raw or cumulative volume​ delta values on the chart as either line or histogram oscillator zones scaled according to the price chart, allowing traders to visualize volume​ activity on each bar or cumulatively over time. The indicator's background shows where CVD​ resets occur, demarcating the beginning of new zones. The vertical axis of each oscillator zone is scaled relative to the one with the highest price range, and the oscillator values are scaled relative to the highest volume​ delta. A vertical offset is applied to each oscillator zone so that the highest oscillator value aligns with the lowest price. This method ensures an accurate, intuitive visual comparison of volume​ activity within zones, as the scale is consistent across the chart, and oscillator values sit below prices. The vertical scale of oscillator zones can be adjusted using the "Zone Height" input in the script settings. This script displays labels at the highest and lowest oscillator values in each zone, which can be enabled using the "Hi/Lo Labels" input in the "Visuals" section of the script settings. Additionally, the oscillator's value on a chart bar is displayed as a tooltip when a user hovers over the bar, which can be enabled using the "Value Tooltips" input. Divergences occur when the polarity of ​volume delta does not match that of the chart bar. The script displays divergences as bar colors and background colors that can be enabled using the "Color bars on divergences" and "Color background on divergences" inputs. An information box in the lower-left corner of the indicator displays the HTF used for resets, the ​LTF used for intrabars, the average quantity of intrabars per chart bar, and the number of chart bars for which there is LTF data. This is enabled using the "Show information box" input in the "Visuals" section of the script settings. FOR Pine Script™ CODERS  • This script utilizes `ltf()` and `ltfStats()` from the lower_tf library.   The `ltf()` function determines the appropriate lower timeframe from the selected calculation mode and chart timeframe, and returns it in a format that can be used with request.security_lower_tf() .   The `ltfStats()` function, on the other hand, is used to compute and display statistical information about the lower timeframe in an information box.  • The script utilizes display.data_window and display.status_line to restrict the display of certain plots.   These new built-ins allow coders to fine-tune where a script’s plot values are displayed.  • The newly added session.isfirstbar_regular built-in allows for resetting the ​CVD segments at the start of the regular session.  • The VisibleChart library developed by our resident PineCoders team leverages the chart.left_visible_bar_time and chart.right_visible_bar_time variables to optimize the performance of this script.   These variables identify the opening time of the leftmost and rightmost visible bars on the chart, allowing the script to recalculate and draw objects only within the range of visible bars as the user scrolls.   This functionality also enables the scaling of the oscillator zones.   These variables are just a couple of the many new built-ins available in the chart.* namespace.   For more information, check out this blog post or look them up by typing "chart." in the Pine Script™ Reference Manual .  • Our ta library has undergone significant updates recently, including the incorporation of the `aroon()` indicator used as a method for resetting ​CVD segments within this script.   Revisit the library to see more of the newly added content! Look first. Then leap.
Pine Script® インジケーター
TradingViewの投稿
58
Delta Volume Channels [LucF]█  OVERVIEW This indicator displays on-chart visuals aimed at making the most of delta ​volume information. It can color bars and display two channels: one for delta ​volume, another calculated from the price levels of bars where delta ​volume divergences occur. Markers and alerts can also be configured using key conditions, and filtered in many different ways. The indicator caters to traders who prefer chart visuals over raw values. It will work on historical bars and in real time, using intrabar analysis to calculate delta ​volume in both conditions. █  CONCEPTS Delta Volume ​The ​volume delta concept divides a bar's ​volume in "up" and "down" ​volumes. The delta is calculated by subtracting down ​volume from up ​volume. Many calculation techniques exist to isolate up and down ​volume within a bar. The simplest techniques use the polarity of interbar price changes to assign their ​volume to up or down slots, e.g., On Balance Volume or the Klinger Oscillator . Others such as Chaikin Money Flow use assumptions based on a bar's OHLC values. The most precise calculation method uses tick data and assigns the ​volume of each tick to the up or down slot depending on whether the transaction occurs at the bid or ask price. While this technique is ideal, it requires huge amounts of data on historical bars, which usually limits the historical depth of charts and the number of symbols for which tick data is available. This indicator uses intrabar analysis to achieve a compromise between the simplest and most precise methods of calculating ​volume delta. In the context where historical tick data is not yet available on TradingView, intrabar analysis is the most precise technique to calculate ​volume delta on historical bars on our charts. TradingView's Volume Profile built-in indicators use it, as do the CVD - Cumulative ​Volume Delta Candles and CVD - Cumulative Volume Delta (Chart) indicators published from the TradingView account . My Volume Delta Columns Pro indicator also uses intrabar analysis. Other ​volume delta indicators such as my Realtime 5D Profile use realtime chart updates to achieve more precise ​volume delta calculations. Indicators of that type cannot be used on historical bars however; they only work in real time. This is the logic I use to assign intrabar ​volume to up or down slots:  • If the intrabar's open and close values are different, their relative position is used.  • If the intrabar's open and close values are the same, the difference between the intrabar's close and the previous intrabar's close is used.  • As a last resort, when there is no movement during an intrabar and it closes at the same price as the previous intrabar, the last known polarity is used. Once all intrabars making up a chart bar have been analyzed and the up or down property of each intrabar's ​volume determined, the up volumes are added and the down volumes subtracted. The resulting value is ​volume delta for that chart bar, which can be used as an estimate of the buying/selling pressure on an instrument. Delta ​Volume Percent (DV%) This value is the proportion that delta ​volume represents of the total intrabar ​volume in the chart bar. Note that on some symbols/timeframes, the total intrabar ​volume may differ from the chart's ​volume for a bar, but that will not affect our calculations since we use the total intrabar ​volume. Delta ​Volume Channel The ​​DV channel is the space between two moving averages: the reference line and a DV%-weighted version of that reference. The reference line is a moving average of a type, source and length which you select. The DV%-weighted line uses the same settings, but it averages the DV%-weighted price source. The weight applied to the source of the reference line is calculated from two values, which are multiplied: DV% and the relative size of the bar's ​volume in relation to previous bars. The effect of this is that DV% values on bars with higher total ​volume will carry greater weight than those with lesser ​volume. The ​DV channel can be in one of four states, each having its corresponding color:  • Bull (teal): The DV%-weighted line is above the reference line.  • Strong bull (lime): The bull condition is fulfilled and the bar's close is above the reference line and both the reference and the DV%-weighted lines are rising.  • Bear (maroon): The DV%-weighted line is below the reference line.  • Strong bear (pink): The bear condition is fulfilled and the bar's close is below the reference line and both the reference and the DV%-weighted lines are falling. Divergences In the context of this indicator, a divergence is any bar where the slope of the reference line does not match that of the DV%-weighted line. No directional bias is assigned to divergences when they occur. Divergence Channel The divergence channel is the space between two levels (by default, the bar's low and high ) saved when divergences occur. When price has breached a channel and a new divergence occurs, a new channel is created. Until that new channel is breached, bars where additional divergences occur will expand the channel's levels if the bar's price points are outside the channel. Prices breaches of the divergence channel will change its state. Divergence channels can be in one of five different states:  • Bull (teal): Price has breached the channel to the upside.  • Strong bull (lime): The bull condition is fulfilled and the ​DV channel is in the strong bull state.  • Bear (maroon): Price has breached the channel to the downside.  • Strong bear (pink): The bear condition is fulfilled and the ​DV channel is in the strong bear state.  • Neutral (gray): The channel has not been breached. █  HOW TO USE THE INDICATOR Load the indicator on an active chart (see here if you don't know how). The default configuration displays:  • The ​DV channel, without the reference or DV%-weighted lines.  • The Divergence channel, without its level lines.  • Bar colors using the state of the ​DV channel. The default settings use an Arnaud-Legoux moving average on the close and a length of 20 bars. The DV%-weighted version of it uses a combination of DV% and relative ​volume to calculate the ultimate weight applied to the reference. The DV%-weighted line is capped to 5 standard deviations of the reference. The lower timeframe used to access intrabars automatically adjusts to the chart's timeframe and achieves optimal balance between the number of intrabars inspected in each chart bar, and the number of chart bars covered by the script's calculations. The Divergence channel's levels are determined using the high and low of the bars where divergences occur. Breaches of the channel require a bar's low to move above the top of the channel, and the bar's high to move below the channel's bottom. No markers appear on the chart; if you want to create alerts from this script, you will need first to define the conditions that will trigger the markers, then create the alert, which will trigger on those same conditions. To learn more about how to use this indicator, you must understand the concepts it uses and the information it displays, which requires reading this description. There are no videos to explain it. █  FEATURES The script's inputs are divided in four sections: "DV channel", "Divergence channel", "Other Visuals" and "Marker/Alert Conditions". The first setting is the selection method used to determine the intrabar precision, i.e., how many lower timeframe bars (intrabars) are examined in each chart bar. The more intrabars you analyze, the more precise the calculation of DV% results will be, but the less chart coverage can be covered by the script's calculations. DV Channel Here, you control the visibility and colors of the reference line, its weighted version, and the DV channel between them. You also specify what type of moving average you want to use as a reference line, its source and length. This acts as the ​DV channel's baseline. The DV%-weighted line is also a moving average of the same type and length as the reference line, except that it will be calculated from the DV%-weighted source used in the reference line. By default, the DV%-weighted line is capped to five standard deviations of the reference line. You can change that value here. This section is also where you can disable the relative ​volume component of the weight. Divergence Channel This is where you control the appearance of the divergence channel and the key price values used in determining the channel's levels and breaching conditions. These choices have an impact on the behavior of the channel. More generous level prices like the default low and high selection will produce more conservative channels, as will the default choice for breach prices. In this section, you can also enable a mode where an attempt is made to estimate the channel's bias before price breaches the channel. When it is enabled, successive increases/decreases of the channel's top and bottom levels are counted as new divergences occur. When one count is greater than the other, a bull/bear bias is inferred from it. Other Visuals You specify here:  • The method used to color chart bars, if you choose to do so.  • The display of a mark appearing above or below bars when a divergence occurs.  • If you want raw values to appear in tooltips when you hover above chart bars. The default setting does not display them, which makes the script faster.  • If you want to display an information box which by default appears in the lower left of the chart.   It shows which lower timeframe is used for intrabars, and the average number of intrabars per chart bar. Marker/Alert Conditions Here, you specify the conditions that will trigger up or down markers. The trigger conditions can include a combination of state transitions of the ​DV and the divergence channels. The triggering conditions can be filtered using a variety of conditions. Configuring the marker conditions is necessary before creating an alert from this script, as the alert will use the marker conditions to trigger. Markers only appear on bar closes, so they will not repaint. Keep in mind, when looking at markers on historical bars, that they are positioned on the bar when it closes — NOT when it opens. Raw values The raw values calculated by this script can be inspected using a tooltip and the Data Window. The tooltip is visible when you hover over the top of chart bars. It will display on the last 500 bars of the chart, and shows the values of ​DV, DV%, the combined weight, and the intermediary values used to calculate them. █  INTERPRETATION The aim of the ​DV channel is to provide a visual representation of the buying/selling pressure calculated using delta ​volume. The simplest characteristic of the channel is its bull/bear state. One can then distinguish between its bull and strong bull states, as transitions from strong bull to bull states will generally happen when buyers are losing steam. While one should not infer a reversal from such transitions, they can be a good place to tighten stops. Only time will tell if a reversal will occur. One or more divergences will often occur before reversals. The nature of the divergence channel's design makes it particularly adept at identifying consolidation areas if its settings are kept on the conservative side. A gray divergence channel should usually be considered a no-trade zone. More adventurous traders can use the ​DV channel to orient their trade entries if they accept the risk of trading in a neutral divergence channel, which by definition will not have been breached by price. If your charts are already busy with other stuff you want to hold on to, you could consider using only the chart bar coloring component of this indicator: At its simplest, one way to use this indicator would be to look for overlaps of the strong bull/bear colors in both the ​DV channel and a divergence channel, as these identify points where price is breaching the divergence channel when buy/sell pressure is consistent with the direction of the breach. I have highlighted all those points in the chart below. Not all of them would have produced profitable trades, but nothing is perfect in the markets. Also, keep in mind that the circles identify the visual you would be looking for — not the trade's entry level. █  LIMITATIONS  • The script will not work on symbols where no ​volume is available. An error will appear when that is the case.  • Because a maximum of 100K intrabars can be analyzed by a script, a compromise is necessary between the number of intrabars analyzed per chart bar   and chart coverage. The more intrabars you analyze per chart bar, the less coverage you will obtain.   The setting of the "Intrabar precision" field in the "DV channel" section of the script's inputs   is where you control how the lower timeframe is calculated from the chart's timeframe. █  NOTES Volume Quality If you use ​volume, it's important to understand its nature and quality, as it varies with sectors and instruments. My Volume X-ray indicator is one way you can appraise the quality of an instrument's intraday ​volume. For Pine Script™ Coders  • This script uses the new overload of the fill() function which now makes it possible to do vertical gradients in Pine. I use it for both channels displayed by this script.  • I use the new arguments for plot() 's `display` parameter to control where the script plots some of its values,   namely those I only want to appear in the script's status line and in the Data Window.  • I wrote my script using the revised recommendations in the Style Guide from the Pine v5 User Manual. █  THANKS To PineCoders . I have used their lower_tf library in this script, to manage the calculation of the LTF and intrabar stats, and their Time library to convert a timeframe in seconds to a printable form for its display in the Information box. To TradingView's Pine Script™ team. Their innovations and improvements, big and small, constantly expand the boundaries of the language. What this script does would not have been possible just a few months back. And finally, thanks to all the users of my scripts who take the time to comment on my publications and suggest improvements. I do not reply to all but I do read your comments and do my best to implement your suggestions with the limited time that I have.
Pine Script® インジケーター
LucFの投稿
51
CVD - Cumulative Volume Delta Candles█   OVERVIEW This indicator displays cumulative ​volume delta in candle form. It uses intrabar information to obtain more precise ​volume delta information than methods using only the chart's timeframe. █   CONCEPTS Bar polarity By bar polarity , we mean the direction of a bar, which is determined by looking at the bar's close vs its open . Intrabars Intrabars are chart bars at a lower timeframe than the chart's. Each 1H chart bar of a 24x7 market will, for example, usually contain 60 bars at the lower timeframe of 1min, provided there was market activity during each minute of the hour. Mining information from intrabars can be useful in that it offers traders visibility on the activity inside a chart bar. Lower timeframes (LTFs) A lower timeframe is a timeframe that is smaller than the chart's timeframe. This script uses a ​LTF to access intrabars. The lower the ​LTF, the more intrabars are analyzed, but the less chart bars can display ​CVD information because there is a limit to the total number of intrabars that can be analyzed. Volume delta The ​volume delta concept divides a bar's ​volume in "up" and "down" ​volumes. The delta is calculated by subtracting down ​volume from up ​volume. Many calculation techniques exist to isolate up and down ​volume within a bar. The simplest techniques use the polarity of interbar price changes to assign their ​volume to up or down slots, e.g., On Balance Volume or the Klinger Oscillator . Others such as Chaikin Money Flow use assumptions based on a bar's OHLC values. The most precise calculation method uses tick data and assigns the ​volume of each tick to the up or down slot depending on whether the transaction occurs at the bid or ask price. While this technique is ideal, it requires huge amounts of data on historical bars, which usually limits the historical depth of charts and the number of symbols for which tick data is available. This indicator uses intrabar analysis to achieve a compromise between the simplest and most precise methods of calculating ​volume delta. In the context where historical tick data is not yet available on TradingView, intrabar analysis is the most precise technique to calculate ​volume delta on historical bars on our charts. Our Volume Profile indicators use it. Other ​volume delta indicators in our Community Scripts such as the Realtime 5D Profile use realtime chart updates to achieve more precise ​volume delta calculations, but that method cannot be used on historical bars, so those indicators only work in real time. This is the logic we use to assign intrabar ​volume to up or down slots:  • If the intrabar's open and close values are different, their relative position is used.  • If the intrabar's open and close values are the same, the difference between the intrabar's close and the previous intrabar's close is used.  • As a last resort, when there is no movement during an intrabar and it closes at the same price as the previous intrabar, the last known polarity is used. Once all intrabars making up a chart bar have been analyzed and the up or down property of each intrabar's ​volume determined, the up volumes are added and the down volumes subtracted. The resulting value is ​volume delta for that chart bar. █   FEATURES CVD Candles Cumulative ​Volume Delta Candles present ​volume delta information as it evolves during a period of time. This is how each candle's levels are calculated:  • open : Each candle's' open level is the cumulative ​volume delta for the current period at the start of the bar.   This value becomes zero on the first candle following a ​CVD reset.   The candles after the first one always open where the previous candle closed.   The candle's high, low and close levels are then calculated by adding or subtracting a ​volume value to the open.  • high : The highest ​​volume delta value found in intrabars. If it is not higher than the ​volume delta for the bar, then that candle will have no upper wick.  • low : The lowest ​​volume delta value found in intrabars. If it is not lower than the ​volume delta for the bar, then that candle will have no lower wick.  • close : The aggregated ​volume delta for all intrabars. If ​volume delta is positive for the chart bar, then the candle's close will be higher than its open, and vice versa. The candles are plotted in one of two configurable colors, depending on the polarity of ​volume delta for the bar. CVD resets The "cumulative" part of the indicator's name stems from the fact that calculations accumulate during a period of time. This allows you to analyze the progression of ​volume delta across manageable chunks, which is often more useful than looking at ​volume delta cumulated from the beginning of a chart's history. You can configure the reset period using the "CVD Resets" input, which offers the following selections:  • None : Calculations do not reset.  • On a fixed higher timeframe : Calculations reset on the higher timeframe you select in the "Fixed higher timeframe" field.  • At a fixed time that you specify.  • At the beginning of the regular session .  • On a stepped higher timeframe : Calculations reset on a higher timeframe automatically stepped using the chart's timeframe and following these rules: Chart TF ​HTF < 1min 1H < 3H 1D <= 12H 1W < 1W 1M >= 1W 1Y The indicator's background shows where resets occur. Intrabar precision The precision of calculations increases with the number of intrabars analyzed for each chart bar. It is controlled through the script's "Intrabar precision" input, which offers the following selections:  • Least precise, covering many chart bars  • Less precise, covering some chart bars  • More precise, covering less chart bars  • Most precise, 1min intrabars As there is a limit to the number of intrabars that can be analyzed by a script, a tradeoff occurs between the number of intrabars analyzed per chart bar and the chart bars for which calculations are possible. Total ​volume candles You can choose to display candles showing the total intrabar ​volume for the chart bar. This provides you with more context to evaluate a bar's ​volume delta by showing it relative to the sum of intrabar ​volume. Note that because of the reasons explained in the "NOTES" section further down, the total ​volume is the sum of all intrabar ​​volume rather than the ​volume of the bar at the chart's timeframe. Total ​volume candles can be configured with their own up and down colors. You can also control the opacity of their bodies to make them more or less prominent. This publication's chart shows the indicator with total ​volume candles. They are turned off by default, so you will need to choose to display them in the script's inputs for them to plot. Divergences Divergences occur when the polarity of ​volume delta does not match that of the chart bar. You can identify divergences by coloring the ​CVD candles differently for them, or by coloring the indicator's background. Information box An information box in the lower-left corner of the indicator displays the HTF used for resets, the ​LTF used for intrabars, and the average quantity of intrabars per chart bar. You can hide the box using the script's inputs. █   INTERPRETATION The first thing to look at when analyzing ​CVD candles is the side of the zero line they are on, as this tells you if ​CVD is generally ​bullish or ​bearish. Next, one should consider the relative position of successive candles, just as you would with a price chart. Are successive candles trending up, down, or stagnating? Keep in mind that whatever trend you identify must be considered in the context of where it appears with regards to the zero line; an uptrend in a negative ​CVD (below the zero line) may not be as powerful as one taking place in positive ​CVD values, but it may also predate a movement into positive ​CVD territory. The same goes with stagnation; a trader in a long position will find stagnation in positive ​CVD territory less worrisome than stagnation under the zero line. After consideration of the bigger picture, one can drill down into the details. Exactly what you are looking for in markets will, of course, depend on your trading methodology, but you may find it useful to:   • Evaluate ​volume delta for the bar in relation to price movement for that bar.   • Evaluate the proportion that ​​volume delta represents of total ​volume.   • Notice divergences and if the chart's candle shape confirms a hesitation point, as a Doji would.   • Evaluate if the progress of ​CVD candles correlates with that of chart bars.   • Analyze the wicks. As with price candles, long wicks tend to indicate weakness. Always keep in mind that unless you have chosen not to reset it, your ​CVD resets for each period, whether it is fixed or automatically stepped. Consequently, any trend from the preceding period must re-establish itself in the next. █   NOTES Know your volume Traders using ​volume information should understand the ​volume data they are using: where it originates and what transactions it includes, as this can vary with instruments, sectors, exchanges, timeframes, and between historical and realtime bars. The information used to build a chart's bars and display ​volume comes from data providers (exchanges, brokers, etc.) who often maintain distinct feeds for intraday and ​end-of-day (​EOD) timeframes. How ​volume data is assembled for the two feeds depends on how instruments are traded in that sector and/or the ​volume reporting policy for each feed. Instruments from crypto and forex markets, for example, will often display similar ​volume on both feeds. Stocks will often display variations because block trades or other types of trades may not be included in their intraday ​volume data. ​Futures will also typically display variations. Note that as intraday vs ​EOD variations exist for historical bars on some instruments, differences may also exist between the realtime feeds used on intraday vs 1D or greater timeframes for those same assets. Realtime reporting rules will often be different from historical feed reporting rules, so variations between realtime feeds will often be different from the variations between historical feeds for the same instrument. The Volume X-ray indicator can help you analyze differences between intraday and ​EOD ​volumes for the instruments you trade. If every unit of ​volume is both bought by a buyer and sold by a seller, how can ​volume delta make sense? Traders who do not understand the mechanics of matching engines (the exchange software that matches orders from buyers and sellers) sometimes argue that the concept of ​volume delta is flawed, as every unit of ​volume is both bought and sold. While they are rigorously correct in stating that every unit of ​volume is both bought and sold, they overlook the fact that information can be mined by analyzing variations in the price of successive ticks, or in our case, intrabars. Our calculations model the situation where, in fully automated order handling, market orders are generally matched to limit orders sitting in the order book. Buy market orders are matched to quotes at the ask level and sell market orders are matched to quotes at the bid level. As explained earlier, we use the same logic when comparing intrabar prices. While using intrabar analysis does not produce results as precise as when individual transactions — or ticks — are analyzed, results are much more precise than those of methods using only chart prices. Not only does the concept underlying ​volume delta make sense, it provides a window on an oft-overlooked variable which, with price and time, is the only basic information representing market activity. Furthermore, because the calculation of ​volume delta also uses price and time variations, one could conceivably surmise that it can provide a more complete model than ones using price and time only. Whether or not ​volume delta can be useful in your trading practice, as usual, is for you to decide, as each trader's methodology is different. For Pine Script™ coders As our latest Polarity Divergences publication, this script uses the recently released request.security_lower_tf() Pine Script™ function discussed in this blog post . It works differently from the usual request.security() in that it can only be used at LTFs, and it returns an array containing one value per intrabar. This makes it much easier for programmers to access intrabar information. Look first. Then leap.
Pine Script® インジケーター
TradingViewの投稿
228
Market Profile Fixed ViewSome instruments does not provide any volume information, therefore, as a fixed volume profile user, I needed a fixed market profile indicator to use the same principles, regardless of whether the volumes are available or not. This script draws a market profile histogram corresponding to price variations within a specific duration, you only need to specify Start and End date/time values to see the histogram on your chart. Details Two lines corresponding to highest/lowest prices are displayed around the histogram The redline corresponds to the POC (point of control) Options Start calculation End calculation Bars number (histogram resolution, currently locked to a max value of 50 bars) Display side/Width (allows to modify size of bars, to the left or to the right) Bars/Borders/POC Color customization Notes This script will probably be updated (to add VAH/VAL zones, and maybe other options). However, some common market profile attributes have not been implemented yet since I don't really use them)
Pine Script® インジケーター
noop-noopの投稿
70
TIL Volume by Price SRTrading Indicator Lab's Volume by Price SR is a volume-based indicator for TradingView that reveals the strongest (and weakest) support and resistance levels in the chart among 12 price zones within a given period. How It Works The Volume by Price indicator uses a spectrum of blue to red colors to differentiate the strength of the volume within a price range for each bar. Think of it as a running volume profile with 12 price zones. For each bar, the indicator calculates the rank of each price zone from the one that has the least number of volume to the highest within a given length of bars. Price zones that have less volume count are assigned colors that are closer to blue while price zones that have higher volume appear red. The indicator also marks the highest and lowest price levels in the rank with a red and blue dot which correspond to the same color code. The indicator repeats this in the next bar up to the last until it creates a stream of 12 lines that visually represent the gradual shift of volume strength in the price axis. How to Use The Volume by Price SR indicator is simple and can be used primarily to gauge support and resistance. Red lines represent price levels where there is a history of higher volume within the period, which also act as good support/resistance levels where price is more likely to be tested or bounce off. As it can also be seen as a running volume profile indicator, the red and blue dots in each bar can be considered as high volume nodes (HVN) and low volume nodes (LVN) respectively. Though the calculation of the volume profile is continuous, the HVN and LVN dots can often appear consecutively or in a series within a single price level. The price tends to linger around or test lines that has the red dot (HVN). Meanwhile price rarely cross lines with the blue dot (LVN) or not spend as much time in these areas compared to other levels. The height of the 12 price zones is determined by the difference between the highest high and lowest low of the period which can be useful in visualizing the chart's dynamic price range. Inputs - Length - sets the length of the period the indicator calculates for each bar - Line Thickness - sets the thickness of the 12 lines all at once - Dot Size - sets the size of the HVN and LVN dots
Pine Script® インジケーター
tradingindicatorlabの投稿
Multi Time Frame Trend, Volume and Momentum ProfileWHAT DOES THIS INDICATOR DO? I created this indicator to address some of the significant inconveniences when analyzing a security, such as continually switching between different time frames to determine the trend and potential pullbacks, adding volume or volume-derived indicators, and finally, something that would help me determine the strength of the trend (maybe two additional indicators here). So I decided to code this all-in-one indicator that you can add multiple times to your chart depending on the settings you want to use, or just optimize the parameters for the particular asset and then switch between the options. As the name suggests, it consists of three main sections - Trend , Volume , and Momentum . You have complete control over the parameters, including the Time Frames you want to use for each one (they can be different). So, let me explain each section in more detail. HOW DOES THE INDICATOR WORK? 1. Trend Settings In order to determine the trend, you need to set up two Moving Averages. You have a wide choice here - SMA, EMA, WMA, RMA, HMA, DEMA, TEMA, VWMA, and ALMA. Since the indicator does not plot the moving averages on the chart, I strongly suggest using this indicator along with the free "Trend Indicator for Directional Trading(main)" , which you can find in the Public Library. Once you set up the Trend Resolution, the Types of MAs, and their lengths, the indicator will generate a histogram of their convergences and divergences. The change in colors should help you more easily determine the trend: a) Bright Green - bull trend and price trending up (a good place to open long) b) Dark Green - bull trend and price trending down (stay flat or open a long position with great caution) c) Bright Red - bear trend and price trending down (a good place to open short) d) Dark Red - bear trend and price trending up (stay flat or open a short position with great caution) e) In addition, you can change the color palette to reflect the bull/bear trend momentum by scrolling to the bottom and selecting "Color Based on Bull/Bear Momentum", but I will discuss this in more detail below. This part of the indicator is useful for opening a trade in the direction of the trend or for spotting a potential divergence. Both cases are illustrated below. 2. Volume Settings The calculations for this part of the indicator are partially taken from "Multi Time Frame Effective Volume Profile" . I will quickly outline the specifics here, but if you want a more thorough understanding of how it works, please check the description of the MTF Effective Volume Profile indicator . You have three elements with the following default settings - Resolution (5-min), Lookback (100), and Average (1). This means that the indicator will analyze the last one hundred 5-min bars and will plot a sum of only those that are at least 1 times bigger than the average. Those that are smaller than the average will be left out from the calculation. What you get is a trend line showing you accumulation/distribution based on modified volume parameters. This part of the indicator is useful for spotting exhaustions and increased buying/selling volume that is opposite to the price trend. As you will see in the picture below, in frame 1 the selling pressure is decreasing, while buying volume is increasing. At one point supply dries out and the bulls take control, thus reverting the price. In frame 2, however, you can see that the higher high is not met with nearly as much buying volume as in the previous peak, showing that the bulls are exhausted and maybe a trend change will follow or at the very least that the bull trend will take a break. 3. Momentum Settings The final part is an RSI smoothed through a Moving Average with the addition of some minor optimizations. Thus, the parameters you have to configure here aside from the resolution are the RSI length, the moving average that will be used, and its length. Out of the three, this is the most lagging component, but it's also the most accurate one. I must mention that due to the modified nature of this RSI, overbought and oversold levels carry less weight to the trading signals. Rather, pay attention to the change of colors, as they do so when the RSI changes direction based on preset parameters. The picture below shows such instances. 4. Additional Settings This section consists of 4 elements: a) Length of Trend - filters out the noise and gives a signal only when the trend becomes more established b) ADX Threshold - filters out trading ranges and indecision zones when it's not recommended to open a trade c) Select Analysis - choose what part of the indicator you want to see from a drop-down menu d) Color Based on Bull/Bear Momentum - a global setting that will override the preset coloring of each indicator and will replace it with colors based on bull/bear strength and momentum - green for bulls, red for bears, and gray for non-trading zones. The last part of this indicator is a combination of all of the above and is called a Points-Based System . It generates 3 rows of dots that go light green when bull criteria are met, orange when bear criteria are met, or gray when it's neither of the two. When you get a column of 3 green dots you get a buy signal. Similarly, a column of 3 orange dots gives you a sell signal. Grey zones are non-tradeable. It goes without saying that the frequency and quality of the signals you get will almost entirely depend on your settings, so feel free to experiment and adjust the indicator to catch the best moves for the given security. In terms of indicator adjustments, I have left almost every part open to configuration. That is 15 parameters and 35 adjustable colors. HOW MUCH DOES THE INDICATOR COST ? As much as I would like to offer it for free (as some of my other ones), a great deal of work, trading logic, and testing have gone into creating this indicator. More than a few hundred iterations and a few dozen branches were required to reach the end result which is a precise combination of usefulness, simplicity, and practicality. Furthermore, this indicator will continue to be updated and user-requested features that improve its performance will be added. Disclaimer: The purpose of all indicators is to indicate potential setups, which may lead to profitable results. No indicator is perfect and certainly, no indicator has a 100% success rate. They are subject to flaws, wrongful interpretation, bugs, etc. This indicator makes no exception. It must be used with a sound money management plan that puts the main emphasis on protecting your capital. Please, do not rely solely on any single indicator to make trading decisions instead of you. Indicators are storytellers, not fortune tellers. They help you see the bigger picture, not the future. To find out more about how to gain access to this indicator, please use the provided information below or just message me. Thank you for your time.
Pine Script® インジケーター
Quant_の投稿
13
AlgosPoint G&MPoint Breaking 2025 (MB&GB Breaking Point Pro) What It Does: A comprehensive TradingView indicator that combines multiple technical analysis tools to identify key market breakout points, support/resistance levels, and trading opportunities. It integrates Volume Profile analysis, AlphaTrend signals, and custom risk assessment metrics. Key Features: Volume Profile Analysis: Displays Point of Control (POC), Value Area High/Low (VAH/VAL), and volume distribution Support & Resistance Detection: Automatically identifies key price levels based on volume or price action AlphaTrend Signals: Generates BUY/SELL signals with visual labels on chart Volume Spike Detection: Highlights unusual volume activity indicating potential exhaustion or breakout High Volatility Alerts: Marks periods of increased market volatility using ATR Risk Assessment Dashboard: Real-time panel showing: Long/Short percentages (RSI-based) Stop levels for both directions Bot activity percentage Csocy Signal status (Safe/Undecided/Risky) How to Use: Add to Chart: Apply indicator to any timeframe (works best on 15m-4H) Configure Settings: Adjust parameters in grouped sections: 📊 General Settings (lookback periods) 🎯 Support & Resistance (line styles/colors) 💥 Volume Spike (threshold sensitivity) ⚡ High Volatility (ATR multiplier) 📈 Volume Profile (display options) 🔥 AlphaTrend (signal sensitivity) Read Signals: BUY label = Potential long entry when AlphaTrend crosses up SELL label = Potential short entry when AlphaTrend crosses down Dashboard colors: Green = bullish, Red = bearish, Yellow = neutral Set Alerts: Built-in alerts for price crosses, volume spikes, and signal confirmations Risk Management: Use displayed stop levels and Csocy Signal status to manage position sizing Best For: Day traders and swing traders Crypto, Forex, and Stock markets Identifying high-probability breakout zones Volume-based trading strategies
Pine Script® インジケーター
innoalgosの投稿
Trendlines & SR ZonesIt's a comprehensive indicator (Pine Script v6) that represents two powerful technical analysis tools: automatic trendline detection based on pivot points and volume delta analysis with support/resistance zone identification. This overlay indicator helps traders identify potential trend directions and key price levels where significant buying or selling pressure has occurred. Features: = 1. Price Trendlines The indicator automatically identifies and draws trendlines based on pivot points, creating dynamic support and resistance levels. Key Components: Pivot Detection: Uses configurable left and right bars to identify significant pivot highs and lows Trendline Filtering: Only draws downward-sloping resistance trendlines and upward-sloping support trendlines Zone Creation: Creates filled zones around trendlines based on average price volatility Automatic Management: Maintains only the 3 most recent significant trendlines to avoid chart clutter Customization Options: Left/Right Bars for Pivot: Adjust sensitivity of pivot detection (default: 10 bars each side) Extension Length: Control how far trendlines extend past the second pivot (default: 50 bars) Average Body Periods: Set the lookback period for volatility calculation (default: 100) Tolerance Multiplier: Adjust the width of the trendline zones (default: 1.0) Color Customization: Separate colors for high (resistance) and low (support) trendlines and their fills 2. Volume Delta % Bars The indicator analyzes volume distribution across price levels to identify significant supply and demand zones. Key Components: Volume Profile Analysis: Divides the price range into rows and calculates volume delta at each level Delta Visualization: Displays horizontal bars showing the percentage difference between buying and selling volume Zone Identification: Automatically identifies the most significant supply and demand zones Visual Integration: Connects volume delta bars with corresponding support/resistance zones on the price chart Customization Options: Lookback Period: Set the number of bars to analyze for volume (default: 200) Price Rows: Control the granularity of the volume analysis (default: 50 rows) Delta Sections: Adjust the number of horizontal delta bars displayed (default: 20) Panel Appearance: Customize width, position, and direction of the delta panel Zone Settings: Control the number of supply/demand zones and their extension (default: 3 zones) How It Works- Trendline Logic: The script continuously scans for pivot highs and lows based on the specified left and right bars When a pivot is detected, it creates a horizontal line at that price level The script then looks for the previous pivot of the same type (high or low) It connects these pivots with a trendline, extending it based on the user-specified setting A parallel line is created to form a zone, with the distance based on average price volatility The script filters out invalid trendlines (upward-sloping resistance and downward-sloping support). Only the 3 most recent trendlines are maintained to prevent chart clutter Volume Delta Logic: The script divides the price range over the lookback period into the specified number of rows For each bar in the lookback period, it categorizes volume as bullish (close > open) or bearish (close < open). This volume is assigned to the appropriate price level based on the HLC3 price. The price levels are grouped into sections, and the net delta (bullish - bearish volume) is calculated for each Horizontal bars are drawn to represent these delta percentages. The most significant positive and negative deltas are identified and displayed as support and resistance zones. These zones are extended to the left on the price chart and connected to the delta panel with dotted lines. Ideal Timeframes: The indicator is versatile and can be used across multiple timeframes, but it performs optimally on specific timeframes depending on your trading style: For Day Trading: Optimal Timeframes: 15-minute to 1-hour charts Why: These timeframes provide a good balance between noise reduction and sufficient volume data. The volume delta analysis is particularly effective on these timeframes as it captures intraday accumulation/distribution patterns while the trendlines remain reliable enough for intraday trading decisions. For Swing Trading: Optimal Timeframes: 1-hour to 4-hour charts Why: These timeframes offer the best combination of reliable trendline formation and meaningful volume analysis. The trendlines on these timeframes are less prone to whipsaws, while the volume delta analysis captures multi-day trading sessions and institutional activity. For Position Trading: Optimal Timeframes: Daily and weekly charts Why: On these higher timeframes, trendlines become extremely reliable as they represent significant market structure points. The volume delta analysis reveals longer-term accumulation and distribution patterns that can define major support and resistance zones for weeks or months. Timeframe-Specific Adjustments: Lower Timeframes (1-15 minutes): Reduce left/right bars for pivots (5-8 bars) Decrease lookback period for volume delta (50-100 bars) Increase tolerance multiplier (1.2-1.5) to account for higher volatility Higher Timeframes (Daily+): Increase left/right bars for pivots (15-20 bars) Extend lookback period for volume delta (300-500 bars) Consider increasing the number of price rows (70-100) for more detailed volume analysis Usage Guidelines- For Trendline Analysis: Use the trendlines as dynamic support and resistance levels Price reactions at these levels can indicate potential trend continuation or reversal points The filled zones around trendlines represent areas of price volatility or uncertainty Consider the slope of the trendline as an indication of trend strength For Volume Delta Analysis: The horizontal delta bars show where buying or selling pressure has been concentrated Green bars indicate areas where buying volume exceeded selling volume (demand) Red bars indicate areas where selling volume exceeded buying volume (supply) The highlighted supply and demand zones on the price chart represent significant price levels These zones can act as future support or resistance areas as price revisits them Customization Tips: Trendline Sensitivity: Decrease left/right bars values to detect more pivots (more sensitive) or increase them for fewer, more significant pivots Zone Width: Adjust the tolerance multiplier to make trendline zones wider or narrower based on your trading style Volume Analysis: Increase the lookback period for a longer-term volume profile or decrease it for more recent activity Visual Clarity: Adjust colors and transparency settings to match your chart theme and preferences Conclusion: This indicator provides traders with a comprehensive view of both trend dynamics and volume-based support/resistance levels. With these two analytical approaches, the indicator offers valuable insights for identifying potential entry and exit points, trend strength, and key price levels where significant market activity has occurred. The extensive customization options allow traders to adapt the indicator to various trading styles and timeframes, with optimal performance on 15-minute to daily charts depending on their trading horizon. Chart Attached: NSE HINDZINC, EoD 12/12/25 DISCLAIMER: This information is provided for educational purposes only and should not be considered financial, investment, or trading advice. Please do boost if you like it. Happy Trading.
Pine Script® インジケーター
kingshukghosh71の投稿
10
SMC Pro+ ICT v4 Enhanced - FINAL🎯 SMC Pro+ ICT v4 Enhanced - Complete Smart Money Trading System📊 Professional All-in-One Indicator for Smart Money Concepts & ICT MethodologyThe SMC Pro+ ICT v4 Enhanced is a comprehensive trading system that combines Smart Money Concepts (SMC) with Inner Circle Trader (ICT) methodology. This indicator provides institutional-grade market structure analysis, liquidity mapping, and volume profiling in one powerful package.✨ CORE FEATURES🏗️ Advanced Market Structure Detection MSS (Market Structure Shift) - Identifies major trend reversals with precision BOS (Break of Structure) - Confirms trend continuation moves CHoCH (Change of Character) - Detects internal structure shifts Modern LuxAlgo-Style Lines - Clean, professional visualization Dual Sensitivity System - External structure (major swings) + Internal structure (minor swings) Customizable Labels - Tiny, Small, or Normal sizes Structure Break Visualization - Clear break point markers 💎 Supply & Demand Zones (POI - Point of Interest) Institutional Order Blocks - Where smart money enters/exits ATR-Based Zone Sizing - Dynamically adjusted to market volatility Smart Overlap Detection - Prevents cluttered charts Historical Zone Tracking - Maintains up to 50 zones POI Central Lines - Pinpoint entry/exit levels Auto-Extension - Zones extend to current price Auto-Cleanup - Removes broken zones automatically 📦 Fair Value Gap (FVG) Detection Bullish & Bearish FVGs - Institutional inefficiencies Consequent Encroachment (CE) - 50% fill levels Auto-Delete Filled Gaps - Keeps charts clean Customizable Lookback - 1-30 days of history Color-Coded Zones - Easy visual identification CE Line Styles - Dotted, Dashed, or Solid 🚀 Enhanced PVSRA Volume Analysis This is one of the most powerful features: 200% Volume Candles - Extreme institutional activity (Lime/Red) 150% Volume Candles - High institutional interest (Blue/Fuchsia) Volume Climax Detection - Major reversal signals with 2.5x+ volume Exhaustion Signals - Identifies buying/selling exhaustion with high accuracy Enhanced Volume Divergence - NEW! High-quality reversal detection Price makes lower low, Volume makes higher low = Bullish Divergence Price makes higher high, Volume makes lower high = Bearish Divergence Strict trend context filtering for accuracy Rising/Falling Volume Patterns - Momentum confirmation (allows 1 exception in 3 bars) Volume Spread Analysis - Price range × Volume for true strength Body/Wick Ratio Analysis - Candle structure quality ATR Normalization - Adjusts for different market volatility Volume Profile Indicators - 🔥 EXTREME, ⚡ VERY HIGH, 📈 HIGH, ✅ ABOVE AVG 💧 Advanced Liquidity System Smart money targets these levels: Weekly High/Low Liquidity - Major institutional targets Daily High/Low Liquidity - Intraday key levels 4H Session Liquidity - Short-term targets Distance Indicators - Shows % distance from current price Strength Indicators - Identifies high-probability sweeps Swept Level Detection - Tracks executed liquidity grabs Customizable Line Styles - Width, length, offset controls Color-Coded Levels - Easy visual hierarchy 🎯 Master Bias System Data-driven directional bias with 9-factor scoring: Bull/Bear Bias Calculation - 0-100% scoring system Multi-Timeframe Analysis - Daily, 4H, 1H trend alignment Kill Zone Integration - London (2-5 AM) & NY (8-11 AM) sessions EMA Alignment Factor - Trend confirmation Volume Confirmation - Adds 5% when volume supports direction Range Filter Integration - Adds 10% for trending markets Session Context - Above/below session midpoint scoring Bias Strength Rating - STRONG (>75%), MODERATE (60-75%), WEAK (<60%) Real-Time Updates - Dynamic recalculation 📈 Premium & Discount Zones Fibonacci-based institutional pricing: Extreme Premium - Above 78.6% (Overvalued) Premium Zone - 61.8% - 78.6% (Expensive) Equilibrium - 38.2% - 61.8% (Fair Value) Discount Zone - 21.4% - 38.2% (Cheap) Extreme Discount - Below 21.4% (Undervalued) Visual Zone Boxes - Color-coded for instant recognition 200-500 Bar Lookback - Customizable range calculation 🔄 Range Filter Advanced trend detection: Smoothed Range Calculation - Eliminates noise Dynamic Support/Resistance - Auto-adjusting levels Upward/Downward Counters - Measures trend strength Color-Coded Line - Green (uptrend), Red (downtrend), Orange (ranging) Adjustable Period - 1-200 bars Multiplier Control - Fine-tune sensitivity (0.1-10.0) 🌊 Liquidity Zones (Vector Zones) PVSRA-based horizontal liquidity: Above Price Zones - Resistance clusters Below Price Zones - Support clusters Maximum 500 Zones - Professional-grade capacity Body/Wick Definition - Choose zone boundaries Auto-Cleanup - Removes cleared zones Color Override - Custom styling options Transparency Control - 0-100% opacity 📊 EMA System Triple EMA trend confirmation: Fast EMA (9) - Green line - Immediate trend Medium EMA (21) - Blue line - Short-term trend Slow EMA (50) - Red line - Major trend EMA Alignment Detection - Bull/Bear stack confirmation Dashboard Integration - Status: 📈 BULL ALIGN, 📉 BEAR ALIGN, 🔀 MIXED Adjustable Lengths - Customize all three EMAs (5-200) 🎯 IDM (Institutional Decision Maker) Levels Key institutional price levels: Latest IDM Detection - 20-bar pivot lookback Extended Lines - Projects 50 bars into future Customizable Styles - Solid, Dashed, or Dotted Line Width Control - 1-5 pixels Color Selection - Match your chart theme Price Label - Shows exact level with tick precision 📱 Professional Dashboard Real-time market intelligence panel: 🎯 SIGNAL - 🟢 LONG, 🔴 SHORT, ⏳ WAIT, 🛑 NO TRADE 🎲 BIAS - Bull/Bear with STRONG/MODERATE/WEAK rating 📊 BULL/BEAR Scores - 0-100% percentage display 💎 ZONE - Current premium/discount location 🕐 KZ - Kill Zone status (🇬🇧 LONDON/🇺🇸 NY/⏸️ OFF) 🏗️ STRUCT - Market structure status (BULLISH/BEARISH/NEUTRAL) ⚡ EVENT - Last structure event (MSS/BOS) ⚡ INT - Internal structure trend 🎯 IDM - Latest institutional level 📊 EMA - EMA alignment status 🔄 RF - Range Filter direction 📊 PVSRA - Volume status (🚀 CLIMAX/📈 RISING/📉 FALLING) 📅 MTF - Multi-timeframe alignment (✅ FULL/⚠️ PARTIAL/❌ CONFLICT) 💪 CONF - Confidence score (0-100%) 📊 VOL - Volume ratio (e.g., 1.8x average) Advanced Metrics (Toggle On/Off): 📏 RSI - Value + Status (OVERBOUGHT/STRONG/NEUTRAL/WEAK/OVERSOLD) 📈 MACD - Value + Direction (BULL/BEAR) 🌪️ VOL - Volatility state (⚠️ EXTREME/🔥 HIGH/📊 NORMAL/😴 LOW) 🔊 VOL PROF - Volume profile ratio ⏱️ TF - Current timeframe Dashboard Customization: 4 Positions - Top Left, Top Right, Bottom Left, Bottom Right 3 Sizes - Small, Normal, Large 2 Modes - Compact (MTF combined) or Full (separate rows) Professional Design - Dark theme with color-coded cells 🎮 TRADING SIGNALS & SETUP SCORING🟢 LONG Setup Requirements (9-Factor Confidence Score) MTF Alignment - Daily/4H/1H/Structure all bullish (+2 points for full, +1 for partial) Volume Confirmation - Above 1.2x average (+1 point) Structure Event - MSS or BOS bullish (+2 points) EMA Alignment - 9 > 21 > 50 (+1 point) Kill Zone Active - London/NY + Bull bias >75% (+2 points) Bias Match - Master bias matches structure trend (+1 point) Confidence Threshold - >60% minimum for signal 🔴 SHORT Setup Requirements Same 9-factor system but inverted for bearish conditions.💪 Confidence Levels 75-100% - ⭐ HIGH CONFIDENCE (Strong setup, all factors aligned) 50-74% - ⚠️ MODERATE (Good setup, partial alignment) 0-49% - ❌ LOW CONFIDENCE (Wait for better setup) 🎯 Signal Output 🟢 LONG - Bull bias + Bullish structure + >60% confidence 🔴 SHORT - Bear bias + Bearish structure + >60% confidence ⏳ WAIT LONG - Bull bias but low confidence ⏳ WAIT SHORT - Bear bias but low confidence 🛑 NO TRADE - Neutral bias or conflicting signals 🔔 COMPREHENSIVE ALERT SYSTEM (12 Alerts)Structure Alerts ⚡ MSS Bullish - Major bullish reversal ⚡ MSS Bearish - Major bearish reversal 📈 BOS Bullish - Bullish continuation 📉 BOS Bearish - Bearish continuation ⚠️ CHoCH Bullish - Internal bullish shift ⚠️ CHoCH Bearish - Internal bearish shift Bias & Confidence Alerts 🟢 Bias Shift Bull - Master bias turns bullish 🔴 Bias Shift Bear - Master bias turns bearish ⭐ High Confidence - Setup reaches 75%+ confidence Volume Alerts (High Probability) 🚀 Volume Climax Buy - Extreme bullish volume spike 💥 Volume Climax Sell - Extreme bearish volume spike ⚠️ Selling Exhaustion - Potential bullish reversal ⚠️ Buying Exhaustion - Potential bearish reversal 📊 Bullish Volume Divergence - High-quality bullish reversal signal 📊 Bearish Volume Divergence - High-quality bearish reversal signal 🎨 EXTENSIVE CUSTOMIZATIONColors & Styling ✅ All colors customizable for every component ✅ Supply/Demand zone colors + outlines ✅ FVG colors (bullish/bearish) ✅ PVSRA candle colors (6 types) ✅ Liquidity level colors (Weekly/Daily/4H/Swept) ✅ Structure line colors ✅ Premium/Equilibrium/Discount zone colorsDisplay Controls ✅ Toggle each feature on/off independently ✅ Adjustable sensitivities (Structure: 5-30, Internal: 3-15) ✅ Label size controls (Tiny/Small/Normal) ✅ Line width adjustments (1-5 pixels) ✅ Transparency controls (0-100%) ✅ Extension lengths (20-100 bars) ✅ Lookback periods (50-500 bars)Volume Settings ✅ PVSRA symbol override (trade one asset, analyze another) ✅ Climax threshold (2.0-5.0x) ✅ Rising volume bar count (2-5 bars) ✅ Divergence filters (Strict/Lenient) ✅ Divergence minimum bars (10-30) ✅ Volume threshold multiplier (1.0-2.0x)Dashboard Settings ✅ Position (4 corners) ✅ Size (Small/Normal/Large) ✅ Compact/Full mode ✅ Show/Hide advanced metrics ✅ Show/Hide EMA status💡 BEST PRACTICES & USAGE TIPS⏰ Optimal Timeframes Scalping - 1m, 5m (Use Kill Zones, Volume Climax, FVG) Day Trading - 5m, 15m, 1H (Use Structure, Liquidity, Bias) Swing Trading - 4H, Daily (Use MTF, Premium/Discount, Structure) Position Trading - Daily, Weekly (Use major structure, liquidity) 🎯 Asset Classes ✅ Forex - All pairs (especially majors during Kill Zones) ✅ Crypto - BTC, ETH, altcoins (24/7 liquidity) ✅ Stocks - All stocks and indices (use session times) ✅ Commodities - Gold, Silver, Oil (high volume periods) ✅ Indices - S&P 500, NASDAQ, DAX, etc.🔥 High-Probability Setups The Perfect Storm MSS in direction of daily trend Kill Zone active Volume climax Confidence >75% Price in discount (long) or premium (short) Volume Divergence Play Enhanced volume divergence signal CHoCH confirms direction change Price near liquidity level FVG forms for entry Liquidity Sweep Price sweeps weekly/daily high/low Immediate rejection (selling/buying exhaustion) Structure shift (MSS) Volume confirmation Structure Retest BOS breaks structure Price returns to POI/FVG Volume confirms (>1.2x) Kill Zone active 📊 Multi-Timeframe Analysis Higher Timeframe - Identify trend & structure (Daily/4H) Trading Timeframe - Find entries (15m/1H) Lower Timeframe - Precise entries (1m/5m) Look for MTF alignment - Dashboard shows ✅ FULL or ⚠️ PARTIAL ⚠️ Risk Management Always use stop-loss (below/above recent structure) Position size: 1-2% risk per trade Target liquidity levels for take profit Use supply/demand zones for SL placement Watch for exhaustion signals near targets
Pine Script® インジケーター
Arvind_Singh108の投稿
RSI Candles Pro [MTF]**RSI Candles Pro** ## **Overview** The RSI Candles Pro indicator provides an advanced framework for visualizing RSI momentum through candlestick representation, structural analysis, and multi-dimensional confirmation signals. Unlike conventional RSI oscillators that display only a line plot, this system transforms RSI into a complete OHLC candlestick chart with integrated strength metrics, structural break detection, divergence analysis, and dynamic support/resistance mapping. Each element adapts continuously to RSI behavior, offering traders a living map of momentum shifts, structural changes, and reversal potential. The indicator doesn't simply show overbought/oversold conditions—it quantifies momentum strength, tracks structural breaks, detects price-RSI divergences, and projects key inflection levels with precision. The result is a comprehensive, momentum-aware representation of market structure: - **RSI OHLC Candles** visualize momentum direction, strength, and conviction through candlestick patterns with dynamic color intensity. - **Strength Scoring System** quantifies momentum conviction using distance from neutral, momentum acceleration, and candle body characteristics. - **RSI Structure Lines & Zones** connect swing highs and lows, creating visual support/resistance zones within RSI space. - **Break of Structure (BOS) Detection** identifies decisive momentum shifts when RSI breaks previous structural levels, complete with projected support/resistance lines. - **Auto Pivot Horizontal Lines** dynamically map key RSI levels where price repeatedly reacts, serving as momentum inflection zones. - **Divergence Detection** captures classic bullish and bearish divergences between price action and RSI behavior, flagging potential reversal conditions. Unlike static RSI line plots or simple zone highlighting, RSI Candles Pro fuses candlestick visualization with structural awareness, strength quantification, and divergence analysis to provide a clear, multi-dimensional picture of momentum dynamics and potential turning points. --- ## **Theoretical Foundation** The RSI Candles Pro indicator builds on principles of **momentum oscillation theory**, **structural market analysis**, and **divergence recognition**—concepts widely used by technical analysts to identify trend strength, exhaustion, and reversal conditions. Standard RSI indicators display momentum as a single line crossing threshold levels, but this approach ignores critical dimensions: **momentum strength**, **structural context**, and **rate of change acceleration**. This indicator recognizes that RSI behavior can be decomposed into candlestick patterns that reveal conviction, hesitation, and reversal signals just as price candles do. At its core are six interacting components: ### **1. RSI OHLC Candlestick Construction** The indicator calculates RSI independently for open, high, low, and close prices within each bar, creating true RSI candlesticks rather than a single-line plot. This reveals: - **Momentum direction** (bullish vs. bearish candles) - **Momentum volatility** (wick length shows RSI range) - **Momentum conviction** (body size indicates decisiveness) - **Indecision patterns** (doji candles signal momentum exhaustion) ### **2. Strength Scoring Algorithm** A composite strength score quantifies momentum conviction by analyzing three factors: - **Distance from neutral (50 level)**: Greater distance indicates stronger directional bias - **Momentum acceleration**: Rate of RSI change over recent bars reveals building or fading momentum - **Body-to-range ratio**: Larger bodies relative to total candle range show decisive momentum vs. indecision This produces a 0-100 strength score that dynamically adjusts candle transparency—strong moves appear vibrant, weak moves appear faded—providing instant visual feedback on momentum quality. ### **3. RSI EMA with Slope-Sensitive Coloring** A smoothed exponential moving average of RSI serves as a trend filter, but with a critical enhancement: **dynamic color coding based on slope direction**. When the RSI EMA slopes upward, it displays in bullish color; when sloping downward, bearish color. This provides instant trend context and filters noise from raw RSI fluctuations. ### **4. RSI Structural Framework** The indicator identifies swing highs and lows within RSI space using pivot detection, then: - **Connects consecutive swings with lines** to visualize RSI trend channels - **Creates shaded zones between swings** to highlight support/resistance regions in momentum space - **Implements cooloff periods** to prevent redundant signals and maintain chart clarity These structural elements reveal whether RSI is forming higher highs/higher lows (bullish structure) or lower highs/lower lows (bearish structure). ### **5. Break of Structure (BOS) Logic** The system detects **decisive momentum shifts** when RSI breaks previous structural levels in alignment with RSI EMA trend direction: - **Bullish BOS**: RSI breaks above previous swing high while RSI EMA is rising - **Bearish BOS**: RSI breaks below previous swing low while RSI EMA is falling When BOS occurs, the indicator automatically: - Places a BOS label at the breakout point - Projects a support/resistance line forward (20+ bars) - Creates a shaded zone around the S/R level - Provides tooltip information with exact S/R values This gives traders actionable levels where momentum shifts may be defended or rejected. ### **6. Price-RSI Divergence Detection** Classic divergence analysis identifies conditions where price and momentum disagree: - **Bullish Divergence**: Price makes lower low, RSI makes higher low (momentum refusing to confirm weakness) - **Bearish Divergence**: Price makes higher high, RSI makes lower high (momentum weakening despite price strength) Divergences often precede significant reversals, providing early warning signals before price structure breaks. ### **7. Auto Pivot Horizontal Lines** The indicator dynamically tracks historical RSI pivot points and plots horizontal lines at these levels, extended forward in time. These act as **momentum support/resistance zones**—levels where RSI has repeatedly turned in the past and may respect again in the future. The system: - Detects unique pivot levels (filtering duplicates within 2 RSI points) - Maintains a configurable maximum number of lines per side - Optionally extends lines infinitely right for persistent reference - Labels each line with its exact RSI value By integrating these elements, the indicator provides both micro-level momentum analysis (individual candle strength) and macro-level structural context (swing patterns, BOS events, divergences, key levels), maintaining clarity while revealing momentum dynamics in real time. --- ## **How It Works** The RSI Candles Pro indicator operates through layered processing stages: ### **Stage 1: RSI OHLC Calculation** - Four independent RSI calculations are performed for each bar: RSI(open), RSI(high), RSI(low), RSI(close) - These are combined to form RSI candlesticks: - **RSI Open/Close**: Determines candle body direction and size - **RSI High**: Highest value among all four RSI calculations becomes upper wick - **RSI Low**: Lowest value among all four RSI calculations becomes lower wick - This creates a complete candlestick representation in RSI space that mirrors price action behavior ### **Stage 2: Strength Score Computation** For each RSI candle, a composite strength score is calculated: This score drives **dynamic transparency**: strong moves (score > 70) display with high opacity, weak moves (score < 40) display faded, providing instant visual feedback on momentum quality. ### **Stage 3: RSI EMA Trend Filter** - An exponential moving average smooths RSI values over a configurable period (default 9) - The slope is calculated: `rsiEmaSlope = rsiEMA - rsiEMA ` - Dynamic coloring: - **Positive slope** → Green/Bullish color - **Negative slope** → Red/Bearish color - **Flat slope** → Gray/Neutral color - This provides trend context and filters out noise from raw RSI oscillations ### **Stage 4: Structural Swing Detection** - Swing highs and lows are identified using pivot detection with configurable lookback (default 5 bars left/right) - **Cooloff mechanism** prevents redundant signals by requiring minimum bars between swings (default 8) - When new swings are detected: - Previous swing values are stored for BOS comparison - Lines connect consecutive swings to visualize momentum structure - Shaded boxes (zones) highlight the range between swings as support/resistance regions ### **Stage 5: Break of Structure (BOS) Analysis** The system monitors RSI behavior relative to previous structural levels: **Bullish BOS triggers when:** 1. RSI EMA slope is positive (uptrend filter) 2. Current RSI close exceeds previous swing high 3. Previous bar's RSI was below that swing high (confirms break) 4. Cooloff period has elapsed since last bullish BOS (default 10 bars) **Bearish BOS triggers when:** 1. RSI EMA slope is negative (downtrend filter) 2. Current RSI close breaks below previous swing low 3. Previous bar's RSI was above that swing low (confirms break) 4. Cooloff period has elapsed since last bearish BOS Upon BOS detection, the indicator automatically: - Places a labeled marker at the breakout point - Calculates S/R level with buffer (e.g., RSI low - 0.5 points for bullish BOS) - Draws a dashed S/R line extending forward (configurable, default 20 bars) - Creates a shaded S/R zone (±0.5 points from line) - Adds an "S/R" label at the line's end ### **Stage 6: Auto Pivot Line Management** - Pivot highs and lows are detected using a separate lookback period (default 5) - When a new pivot forms: - System checks if a similar level already exists (within 2 RSI points) - If unique, adds a horizontal line at that RSI value - Lines are stored in arrays with configurable maximum capacity (default 4 per side) - Oldest lines are automatically removed when capacity is exceeded - Optional labels display exact RSI values at pivot levels ### **Stage 7: Divergence Detection** The system compares price pivot points with RSI pivot points: **Bearish Divergence:** - Price makes higher high compared to previous pivot high - RSI makes lower high compared to previous RSI pivot high - RSI must be above 50 (mid-level) to confirm overbought context - Triangle-down marker placed above candle with "DIV" text **Bullish Divergence:** - Price makes lower low compared to previous pivot low - RSI makes higher low compared to previous RSI pivot low - RSI must be below 50 to confirm oversold context - Triangle-up marker placed below candle with "DIV" text ### **Stage 8: Strength Dot Visualization** Colored dots appear according to Delta Volume strength: ### **Stage 9: Real-Time Info Table** Through these processes, the indicator creates a living, adaptive representation of RSI behavior that reveals both momentum strength and structural context in real time. --- ## **Interpretation** The RSI Candles Pro indicator reframes momentum reading from simple overbought/oversold levels to structured awareness of momentum behavior: ### **Candle Patterns** - **Large-bodied bullish candles (vibrant green)**: Strong, decisive bullish momentum—continuation likely - **Large-bodied bearish candles (vibrant red)**: Strong, decisive bearish momentum—continuation likely - **Small-bodied or doji candles (faded/gray)**: Indecision or momentum exhaustion—reversal possible - **Long upper wicks**: Failed bullish momentum—rejection at resistance - **Long lower wicks**: Failed bearish momentum—support holding ### **RSI EMA Trend Context** - **RSI EMA rising (green)**: Momentum uptrend—favor bullish setups - **RSI EMA falling (red)**: Momentum downtrend—favor bearish setups - **RSI EMA flat (gray)**: Momentum consolidation—wait for directional clarity ### **Structural Analysis** - **RSI making higher swing lows with rising EMA**: Bullish structure intact—look for dip-buying opportunities - **RSI making lower swing highs with falling EMA**: Bearish structure intact—look for rally-selling opportunities - **Shaded structure zones**: Key support/resistance in momentum space—expect reactions at these levels ### **Break of Structure Signals** - **Bullish BOS + S/R line**: Momentum confirming upward shift—S/R line becomes support if price dips - **Bearish BOS + S/R line**: Momentum confirming downward shift—S/R line becomes resistance if price rallies - **S/R line break**: Momentum structure failing—potential reversal or deeper retracement ### **Pivot Lines** - **Price approaching RSI pivot high**: Momentum resistance—watch for rejection or breakout - **Price approaching RSI pivot low**: Momentum support—watch for bounce or breakdown - **Multiple pivot lines clustered**: Strong momentum support/resistance zone—high-probability reaction area ### **Divergences** - **Bullish divergence in oversold zone**: Momentum refusing to make new lows despite price weakness—reversal setup - **Bearish divergence in overbought zone**: Momentum weakening despite price strength—reversal setup - **Divergence + structure break**: High-conviction reversal signal—combined technical and momentum confirmation ### **Strength Dots** - **Large dots**: High-conviction moves—reliable trend continuation signals - **Small dots**: Low-conviction moves—increased reversal risk, avoid chasing - **Diamond warnings in extremes**: Overextended conditions—prepare for mean reversion ### **Zone Background** - **Red background (RSI > 70)**: Overbought—watch for bearish divergence or momentum exhaustion - **Green background (RSI < 30)**: Oversold—watch for bullish divergence or momentum recovery - **No background (30-70)**: Neutral zone—rely on structure and BOS for directional bias --- ## **Strategy Integration** RSI Candles Pro integrates seamlessly into momentum-based and reversal trading systems: ### **Trend Continuation Strategies** - **Entry trigger**: Bullish BOS in rising RSI EMA context with strong candle (large dot) - **Confirmation**: Price respecting S/R line as support on pullback - **Exit**: Bearish divergence or RSI candle indecision (doji) at pivot resistance ### **Reversal Strategies** - **Setup**: Divergence forming in extreme zone (RSI > 70 or < 30) - **Trigger**: RSI structure break opposite to prevailing trend (bearish BOS in uptrend) - **Confirmation**: RSI EMA slope change + decisive candle in reversal direction - **Entry**: On pullback to S/R line or pivot level ### **Momentum Fade Strategies** - **Signal**: Small strength dots appearing in extreme zones - **Setup**: RSI touching pivot resistance/support with indecision candle - **Entry**: Opposite-direction candle with medium/large dot - **Stop**: Beyond recent RSI structure level ### **Structure-Based Entries** - **Align higher-timeframe RSI trend** (EMA slope direction) - **Wait for lower-timeframe BOS** in alignment with higher trend - **Enter on retest** of S/R line with strength confirmation (large dot) - **Scale out** at next pivot level or divergence signal ### **Multi-Indicator Confluence** Combine RSI Candles Pro with: - **Price structure indicators** (Smart Money Concepts, market structure) for trade direction - **Volume indicators** to confirm momentum with participation - **Volatility indicators** (ATR, Bollinger Bands) for position sizing context - **Institutional Zone Detector** for volume profile alignment—RSI BOS + price at VAL/VAH = high-conviction entry ### **Multi-Timeframe Coordination** - **Higher timeframe** (4H-Daily): Identify RSI EMA trend direction and major structure - **Lower timeframe** (15min-1H): Execute entries on BOS signals aligned with higher timeframe - **Micro timeframe** (1-5min): Fine-tune entries using strength dots and pivot reactions --- ## **Technical Implementation Details** ### **Core Engine** - **RSI OHLC calculation**: Four independent RSI computations per bar create candlestick representation - **Strength scoring**: Multi-factor composite algorithm quantifies momentum conviction - **Dynamic transparency**: Real-time opacity adjustment based on strength score ### **Structural Framework** - **Pivot-based swing detection**: Configurable left/right bar lookback with cooloff mechanism - **Line and zone visualization**: Connects consecutive swings with shaded support/resistance regions - **Array-based storage**: Previous swing values preserved for BOS comparison logic ### **BOS Detection Engine** - **Dual-condition logic**: Structure break + trend alignment (RSI EMA slope) required - **Automatic S/R projection**: Lines, zones, and labels generated upon BOS events - **Cooloff management**: Prevents signal spam during extended directional moves ### **Divergence System** - **Price-RSI pivot comparison**: Detects higher-high/lower-high and lower-low/higher-low patterns - **Zone filtering**: Divergences only trigger in appropriate zones (above/below 50) - **Visual markers**: Triangle shapes with "DIV" text for instant recognition ### **Auto Pivot Management** - **Dynamic level tracking**: Arrays store lines, values, and labels - **Duplicate filtering**: Prevents redundant lines within 2 RSI points - **Capacity control**: Automatic removal of oldest lines when maximum reached - **Optional extension**: Lines can extend infinitely right for persistent reference ### **Performance Profile** - **Lightweight computation**: Efficient pivot detection and array management - **Real-time responsiveness**: Immediate updates on bar close - **Scalable across timeframes**: Maintains clarity from 1-minute to daily charts - **Configurable visual elements**: All features can be toggled for custom layouts --- ## **Optimal Application Parameters** ### **Timeframe Guidance** **1-5 Minute Charts (Scalping):** - RSI Length: 9-11 (faster response) - RSI EMA Length: 5-7 - Structure Lookback: 3-4 - Pivot Lookback: 3-4 - Use Case: Micro momentum shifts, quick BOS entries **15-60 Minute Charts (Intraday Swing):** - RSI Length: 14 (standard) - RSI EMA Length: 9 - Structure Lookback: 5 - Pivot Lookback: 5 - Use Case: Intraday structure breaks, divergence reversals **4 Hour - Daily Charts (Position Trading):** - RSI Length: 14-21 - RSI EMA Length: 13-21 - Structure Lookback: 7-10 - Pivot Lookback: 7-10 - Use Case: Major momentum shifts, high-timeframe divergences ### **Suggested Configuration (Default)** - **RSI Length**: 14 (industry standard) - **RSI EMA Length**: 9 (smooth but responsive) - **Overbought Level**: 70 - **Oversold Level**: 30 - **Structure Lookback**: 5 bars - **Structure Cooloff**: 8 bars - **BOS Cooloff**: 10 bars - **S/R Extension**: 20 bars - **S/R Buffer**: 0.5 RSI points - **Pivot Lookback**: 5 bars - **Max Pivot Lines**: 4 per side - **Divergence Lookback**: 5 bars - Use strength dots as primary filter—require large dots for entries - Rely heavily on divergences and structure zones **Trending Markets:** - Focus on BOS signals aligned with RSI EMA slope - Use pivot lines as profit targets - Ignore counter-trend divergences until RSI EMA changes slope **Ranging Markets:** - Emphasize divergences at extreme levels - Trade bounces from pivot lines - Reduce reliance on BOS signals (more false breaks) --- ## **Performance Characteristics** ### **High Effectiveness:** - **Trending markets with clear momentum cycles**: RSI structure aligns with price structure for reliable BOS signals - **Markets with defined swing patterns**: Pivot lines and structure zones provide accurate support/resistance - **Divergence-prone assets**: Assets that respect momentum/price divergences (equities, major FX pairs) - **Timeframes with sufficient volatility**: RSI candles show meaningful patterns when price moves decisively ### **Reduced Effectiveness:** - **Choppy, sideways markets**: RSI oscillates around 50 with no structural pattern, generating false BOS signals - **Low-liquidity assets**: Erratic price action creates unreliable RSI swings - **News-driven volatility spikes**: Sudden moves invalidate structure and create whipsaws - **Extremely low timeframes (< 1 minute)**: Noise overwhelms signal, structure breaks lack follow-through ### **Optimal Market Conditions:** - **Clear momentum phases** with defined RSI EMA trend - **Respect for previous swing levels** in RSI space - **Volume participation** during BOS events (combine with volume indicator) - **Alignment between RSI structure and price structure** --- ## **Integration Guidelines** ### **Confluence Framework** Combine RSI Candles Pro with: 1. **Volume analysis** (Institutional Zone Detector, volume profile) to confirm RSI BOS with volume participation 2. **Price structure** (Smart Money Concepts, order blocks) to align RSI momentum with price levels 3. **Trend indicators** (moving averages, Supertrend) for higher-timeframe directional bias 4. **Volatility indicators** (ATR, Bollinger Bands) for stop-loss and profit target placement ### **Directional Control** - **Never trade against RSI EMA slope** unless high-conviction divergence present - **Require BOS alignment** with RSI EMA direction for continuation trades - **Wait for RSI EMA slope change** before taking counter-trend reversals ### **Risk Calibration** - **Stop-loss placement**: Beyond recent RSI structure swing (converted to price) - **Position sizing**: Larger positions for strong candles (large dots) at BOS events - **Profit targets**: Next pivot line level or opposite-zone boundary (70/30) - **Trail stops**: Use S/R lines as trailing stop levels after BOS ### **Multi-Timeframe Synergy** 1. **Check higher timeframe** (3x-5x current): RSI EMA slope and major structure 2. **Identify current timeframe**: BOS events and divergences 3. **Execute on lower timeframe** (1/3x-1/5x current): Strength-confirmed entries at pivot levels 4. **Align all timeframes**: Only trade when RSI structure agrees across timeframes ### **Alert Strategy** Enable alerts for: - **RSI BOS events**: Immediate notification of momentum structure breaks - **Divergences**: Early warning of potential reversals - **Extreme zone entries**: RSI crossing 70/30 levels - **RSI EMA trend changes**: Shifts in momentum trend direction --- ## **Disclaimer** The RSI Candles Pro indicator is a professional-grade momentum visualization and structural analysis tool. It is not predictive or guaranteed profitable; performance depends on parameter tuning, market regime, and disciplined execution. **Key Considerations:** - RSI is a **derivative indicator** (calculated from price), not a leading indicator—it confirms momentum but does not predict future price - **Divergences can persist** for extended periods; early entries may require multiple attempts - **BOS signals may fail** in choppy markets; always use stop-losses and risk management - **Optimal parameters vary** by asset, timeframe, and volatility regime—backtesting recommended - **No indicator works in isolation**; combine with price action, volume, and market context **Best Practices:** - Paper trade new configurations before risking capital - Maintain a trading journal to identify which signals work best for your style - Adjust cooloff periods and lookback lengths based on asset characteristics - Use in conjunction with fundamental analysis and broader market context - Never risk more than 1-2% of capital per trade, regardless of indicator signals This indicator is designed to enhance decision-making, not replace it. Traders should integrate RSI Candles Pro into a comprehensive analytical framework that includes price structure, volume analysis, and risk management protocols. Success requires consistent application of tested strategies, emotional discipline, and continuous adaptation to changing market conditions.
Pine Script® インジケーター
AMITTHEDAYTRADERの投稿
Fabio-Style Order Flow SystemFabio-Style Order Flow System — LVN • Delta • Big Trades • FVG • Order Blocks • Liquidity • Volume Profile This indicator brings together all major components of Fabio Valentino’s order-flow strategy in one unified tool. It visualizes where smart money is active, where inefficiencies form, and where price is likely to react next. 🔍 FEATURES 1. Order Flow & Delta Smoothed delta to show true market imbalance Background color shifts to bullish/bearish delta dominance Alerts for delta spikes & order-flow flips 2. Big Trade Detection Highlights Big Buy and Big Sell prints (relative to average volume) Helps identify institutional aggression on both sides 3. Low Volume Nodes (LVNs) Automatically detects low-volume zones Flags retests of LVNs for high-probability reactions Uses dynamic volume thresholds for accuracy 4. Volume Profile (Lightweight) Bucket-based intrabar profile across user-defined lookback Highlights volume distribution without heavy TradingView CPU load Auto-scales bucket density & transparency 5. Fair Value Gaps (FVGs) Detects both bullish & bearish three-bar imbalances Marks gaps visually using colored boxes Updates dynamically with a user-set lookback 6. Order Blocks (OBs) Identifies valid displacement bars and their origin OB Plots clean, minimalist rectangles around key OB zones Uses ATR-based impulse filtering 7. Liquidity Grabs Detects wick-based liquidity sweeps Highlights both equal high/low and stop-run type wicks Useful for spotting reversals & trap setups 8. Strategy Dashboard Shows real-time order flow state Displays delta strength, big trades, LVNs, and last directional impulse Auto-positions in all corners 🎯 PERFECT FOR Traders who use: Order Flow Smart Money Concepts (SMC) ICT / FVG / Liquidity models Market Structure + Volume Fabio Valentino-style analysis ⚙️ PERFORMANCE All elements optimized Uses automatic box-clearing to avoid array overload Works on all timeframes & markets (crypto, FX, indices, stocks)
Pine Script® インジケーター
SaaETHの投稿
NR-VP-Period with VAH/VAL V.1.0Description This indicator combines several useful trading tools into one package so you don’t need to load multiple scripts on your chart. It includes a built-in lot size calculator, session high-low zones, a custom volume profile with VPOC, VAH and VAL, previous-day high/low levels, pivot points and inside-bar detection. Each feature has its own on/off switch so you can keep the chart as clean or detailed as you want. 1. Lot Size Calculator The script calculates position size based on your entry price, stop loss, account balance and risk percentage. It identifies whether the setup is a buy or sell and displays the results in a compact table on the chart, including SL distance in pips, risk amount and the final lot size. 2. Session High-Low Boxes It draws high, low and mid lines for three intraday sessions: Asia, Midnight and London. Each session creates a dynamic box on the chart with optional extended lines to highlight future reaction levels. All colors and time windows can be customized. 3. Volume Profile with VPOC / VAH / VAL The script calculates a multi-day volume profile at a custom resolution. It shows the VPOC line, the highest and lowest prices within the profile range, and the value area boundaries (VAH and VAL) based on your chosen percentage. Optional horizontal volume bars can be added for extra clarity. All elements can be toggled on or off. 4. Daily High and Low It plots the previous day’s high and low with fully adjustable colors and line width. The levels update automatically and extend across the chart. 5. Pivot Points The indicator detects automatic swing highs and lows (pivot points) using a configurable left/right length. Each pivot is marked with a small label and an extended dotted line. 6. Inside Bar Highlights The script includes an inside bar detection system so you can visually track potential breakout or compression zones.
Pine Script® インジケーター
TheZoneTraderWorldの投稿
🌊 QUANTUM FLOW PRO - Ultimate Trading System🌊 QUANTUM FLOW PRO - Ultimate Trading System Description: QUANTUM FLOW PRO (QFP) is a comprehensive, all-in-one professional trading ecosystem designed for Crypto, Forex, and Stock markets. Unlike simple indicators that rely on a single metric, QFP combines Trend Analysis, Volume Profiles, Order Flow, and Institutional Accumulation logic into a single, powerful decision-making engine. This system calculates a "Signal Score" (0-100) for every potential trade by analyzing over 10 different technical factors simultaneously. 🚀 KEY FEATURES 1. 🧠 Smart Signal Scoring System Every Buy or Sell signal is not just a guess; it is the result of a complex calculation. The system evaluates: Trend: SuperTrend & EMA confluence. Momentum: RSI, MACD, and Stochastic levels. Volume: Money Flow, OBV, and Volume Z-Score. Multi-Timeframe (HTF): Checks 4H and Daily trends for confirmation. Result: You get a score (e.g., 85/100) indicating the probability of success. 2. 🐋 Whale & Accumulation Detection Identify where big players are positioning themselves before the move happens. Purple Zones: High Accumulation areas (potential explosive breakouts). Whale Activity: Detects unusual volume spikes often associated with institutional entries. Consolidation: Measures volatility contraction to predict expansion. 3. 🔵 Order Flow & Pressure Visualize the battle between buyers and sellers directly on the chart. Green/Red Dots: Show real-time Buying or Selling pressure based on price-volume divergence. Order Walls: Identifies potential liquidity zones where price might stall or reverse. 4. 💰 Advanced Risk Management Stop guessing your exits. QFP provides dynamic levels automatically: Entry, Stop Loss, and 3 Take Profit Levels. Methods: Choose between ATR-based (Volatility), Fibonacci-based, or a Hybrid calculation. Win Probability: Shows the statistical probability of reaching the next target (DN1, DN2, DN3). 5. 📊 Professional Dashboard A sleek, non-intrusive panel displaying: Current Trend & Strength. HTF Status. RSI, MACD, VWAP status. Accumulation Score & Volume Health. 🛠️ HOW TO USE Select your Mode: Conservative: Best for beginners. Fewer signals, higher confirmation (Wait 30 bars). Balanced: Standard approach for day trading. Aggressive: For scalping and volatile markets. Wait for a Signal: Look for the "STRONG BUY" (Green Triangle) or "STRONG SELL" (Red Triangle) labels. Check the Score on the label (e.g., Score: 75/60). Higher is better. Confirm with Dashboard: Ensure the "Trend" and "HTF" (Higher Timeframe) match the signal direction. Look for "Healthy" volume. Execute & Manage: Enter the trade. Place your Stop Loss at the suggested SL line. Take partial profits at TP1 and TP2. Move SL to Breakeven after TP1 is hit (the script suggests this visually). ⚙️ SETTINGS OVERVIEW Market Type: Optimize calculations for Crypto, Forex, or Stocks (BIST). Risk Level: Low, Medium, High (Adjusts the signal threshold score). TP Method: Hybrid (Recommended) blends ATR and Fib levels for precision. ⚠️ DISCLAIMER This tool is for educational and analytical purposes only. Trading involves significant risk. Always perform your own due diligence and never trade with money you cannot afford to lose
Pine Script® インジケーター
innoalgosの投稿
11
RSI ✶ YSTCThis is a Bonus Indicator from YSTC's Volume Profile Tools. Relative Strength Index (RSI) A momentum based oscillator which is used to measure the speed (velocity) as well as the change (magnitude) of directional price movements. What Different about this RSI by YSTC. You get Support and Resistance lines for RSI which are 20, 30, 40, 50, 60, 70, 80. as shown below. It can also show RSI Candles as shown below. For those who want all types of MA with MA Cross can play with this indicator. Below is MA Cross of 9, 21. And for NEW user with untrained eyes who cant yet detect Divergence this indicator Saves you the trouble of finding. Below is Regular Bullish and Bearish Divergence. Linewidth 2. Below is Hidden Bullish and Bearish Divergence. Linewidth 1. You can add this script to your chart by clicking "Add to favorites" button. Have Questions ? Contact: +91 9637070868. Name: Yogesh Patil (YS Trading Coach). Time: Monday to Saturday (10:00 AM - 06:00 PM). Visit our website - YS Trading Coach . FREE Self Study Yourself Course: Trading with Price Action Volume . Free Stock Market Introduction Available here . Paid Course: Trading with Price Action Volume Paid Volume Profile Tools available here.
Pine Script® インジケーター
YSTCの投稿
Algorithm Predator - ProAlgorithm Predator - Pro: Advanced Multi-Agent Reinforcement Learning Trading System Algorithm Predator - Pro combines four specialized market microstructure agents with a state-of-the-art reinforcement learning framework . Unlike traditional indicator mashups, this system implements genuine machine learning to automatically discover which detection strategies work best in current market conditions and adapts continuously without manual intervention. Core Innovation: Rather than forcing traders to interpret conflicting signals, this system uses 15 different multi-armed bandit algorithms and a full reinforcement learning stack (Q-Learning, TD(λ) with eligibility traces, and Policy Gradient with REINFORCE) to learn optimal agent selection policies. The result is a self-improving system that gets smarter with every trade. Target Users: Swing traders, day traders, and algorithmic traders seeking systematic signal generation with mathematical rigor. Suitable for stocks, forex, crypto, and futures on liquid instruments (>100k daily volume). Why These Components Are Combined The Fundamental Problem No single indicator works consistently across all market regimes. What works in trending markets fails in ranging conditions. Traditional solutions force traders to manually switch indicators (slow, error-prone) or interpret all signals simultaneously (cognitive overload). This system solves the problem through automated meta-learning: Deploy multiple specialized agents designed for specific market microstructure conditions, then use reinforcement learning to discover which agent (or combination) performs best in real-time. Why These Specific Four Agents? The four agents provide orthogonal failure mode coverage —each agent's weakness is another's strength: Spoofing Detector - Optimal in consolidation/manipulation; fails in trending markets (hedged by Exhaustion Detector) Exhaustion Detector - Optimal at trend climax; fails in range-bound markets (hedged by Liquidity Void) Liquidity Void - Optimal pre-breakout compression; fails in established trends (hedged by Mean Reversion) Mean Reversion - Optimal in low volatility; fails in strong trends (hedged by Spoofing Detector) This creates complete market state coverage where at least one agent should perform well in any condition. The bandit system identifies which one without human intervention. Why Reinforcement Learning vs. Simple Voting? Traditional consensus systems have fatal flaws: equal weighting assumes all agents are equally reliable (false), static thresholds don't adapt, and no learning means past mistakes repeat indefinitely. Reinforcement learning solves this through the exploration-exploitation tradeoff: Continuously test underused agents (exploration) while primarily relying on proven winners (exploitation). Over time, the system builds a probability distribution over agent quality reflecting actual market performance. Mathematical Foundation: Multi-armed bandit problem from probability theory, where each agent is an "arm" with unknown reward distribution. The goal is to maximize cumulative reward while efficiently learning each arm's true quality. The Four Trading Agents: Technical Explanation Agent 1: 🎭 Spoofing Detector (Institutional Manipulation Detection) Theoretical Basis: Market microstructure theory on order flow toxicity and information asymmetry. Based on research by Easley, López de Prado, and O'Hara on high-frequency trading manipulation. What It Detects: 1. Iceberg Orders (Hidden Liquidity Absorption) Method: Monitors volume spikes (>2.5× 20-period average) with minimal price movement (<0.3× ATR) Formula: score += (close > open ? -2.5 : 2.5) when volume > vol_avg × 2.5 AND abs(close - open) / ATR < 0.3 Interpretation: Large volume without price movement indicates institutional absorption (buying) or distribution (selling) using hidden orders Signal Logic: Contrarian—fade false breakouts caused by institutional manipulation 2. Spoofing Patterns (Fake Liquidity via Layering) Method: Analyzes candlestick wick-to-body ratios during volume spikes Formula: if upper_wick > body × 2 AND volume_spike: score += 2.0 Mechanism: Spoofing creates large wicks (orders pulled before execution) with volume evidence Signal Logic: Wick direction indicates trapped participants; trade against the failed move 3. Post-Manipulation Reversals Method: Tracks volume decay after manipulation events Formula: if volume > vol_avg × 3 AND volume / volume < 0.3: score += (close > open ? -1.5 : 1.5) Interpretation: Sharp volume drop after manipulation indicates exhaustion of manipulative orders Why It Works: Institutional manipulation creates detectable microstructure anomalies. While retail traders see "mysterious reversals," this agent quantifies the order flow patterns causing them. Parameter: i_spoof (sensitivity 0.5-2.0) - Controls detection threshold Best Markets: Consolidations before breakouts, London/NY overlap windows, stocks with institutional ownership >70% Agent 2: ⚡ Exhaustion Detector (Momentum Failure Analysis) Theoretical Basis: Technical analysis divergence theory combined with VPIN reversals from market microstructure literature. What It Detects: 1. Price-RSI Divergence (Momentum Deceleration) Method: Compares 5-bar price ROC against RSI change Formula: if price_roc > 5% AND rsi_current < rsi : score += 1.8 Mathematics: Second derivative detecting inflection points Signal Logic: When price makes higher highs but momentum makes lower highs, expect mean reversion 2. Volume Exhaustion (Buying/Selling Climax) Method: Identifies strong price moves (>5% ROC) with declining volume (<-20% volume ROC) Formula: if price_roc > 5 AND vol_roc < -20: score += 2.5 Interpretation: Price extension without volume support indicates retail chasing while institutions exit 3. Momentum Deceleration (Acceleration Analysis) Method: Compares recent 3-bar momentum to prior 3-bar momentum Formula: deceleration = abs(mom1) < abs(mom2) × 0.5 where momentum significant (> ATR) Signal Logic: When rate of price change decelerates significantly, anticipate directional shift Why It Works: Momentum is lagging, but momentum divergence is leading. By comparing momentum's rate of change to price, this agent detects "weakening conviction" before reversals become obvious. Parameter: i_momentum (sensitivity 0.5-2.0) Best Markets: Strong trends reaching climax, parabolic moves, instruments with high retail participation Agent 3: 💧 Liquidity Void Detector (Breakout Anticipation) Theoretical Basis: Market liquidity theory and order book dynamics. Based on research into "liquidity holes" and volatility compression preceding expansion. What It Detects: 1. Bollinger Band Squeeze (Volatility Compression) Method: Monitors Bollinger Band width relative to 50-period average Formula: bb_width = (upper_band - lower_band) / middle_band; triggers when < 0.6× average Mathematical Foundation: Regression to the mean—low volatility precedes high volatility Signal Logic: When volatility compresses AND cumulative delta shows directional bias, anticipate breakout 2. Volume Profile Gaps (Thin Liquidity Zones) Method: Identifies sharp volume transitions indicating few limit orders Formula: if volume < vol_avg × 0.5 AND volume < vol_avg × 0.5 AND volume > vol_avg × 1.5 Interpretation: Sudden volume drop after spike indicates price moved through order book to low-opposition area Signal Logic: Price accelerates through low-liquidity zones 3. Stop Hunts (Liquidity Grabs Before Reversals) Method: Detects new 20-bar highs/lows with immediate reversal and rejection wick Formula: if new_high AND close < high - (high - low) × 0.6: score += 3.0 Mechanism: Market makers push price to trigger stop-loss clusters, then reverse Signal Logic: Enter reversal after stop-hunt completes Why It Works: Order book theory shows price moves fastest through zones with minimal liquidity. By identifying these zones before major moves, this agent provides early entry for high-reward breakouts. Parameter: i_liquidity (sensitivity 0.5-2.0) Best Markets: Range-bound pre-breakout setups, volatility compression zones, instruments prone to gap moves Agent 4: 📊 Mean Reversion (Statistical Arbitrage Engine) Theoretical Basis: Statistical arbitrage theory, Ornstein-Uhlenbeck mean-reverting processes, and pairs trading methodology applied to single instruments. What It Detects: 1. Z-Score Extremes (Standard Deviation Analysis) Method: Calculates price distance from 20-period and 50-period SMAs in standard deviation units Formula: zscore_20 = (close - SMA20) / StdDev(50) Statistical Interpretation: Z-score >2.0 means price is 2 standard deviations above mean (97.5th percentile) Trigger Logic: if abs(zscore_20) > 2.0: score += zscore_20 > 0 ? -1.5 : 1.5 (fade extremes) 2. Ornstein-Uhlenbeck Process (Mean-Reverting Stochastic Model) Method: Models price as mean-reverting stochastic process: dx = θ(μ - x)dt + σdW Implementation: Calculates spread = close - SMA20, then z-score of spread vs. spread distribution Formula: ou_signal = (spread - spread_mean) / spread_std Interpretation: Measures "tension" pulling price back to equilibrium 3. Correlation Breakdown (Regime Change Detection) Method: Compares 50-period price-volume correlation to 10-period correlation Formula: corr_breakdown = abs(typical_corr - recent_corr) > 0.5 Enhancement: if corr_breakdown AND abs(zscore_20) > 1.0: score += zscore_20 > 0 ? -1.2 : 1.2 Why It Works: Mean reversion is the oldest quantitative strategy (1970s pairs trading at Morgan Stanley). While simple, it remains effective because markets exhibit periodic equilibrium-seeking behavior. This agent applies rigorous statistical testing to identify when mean reversion probability is highest. Parameter: i_statarb (sensitivity 0.5-2.0) Best Markets: Range-bound instruments, low-volatility periods (VIX <15), algo-dominated markets (forex majors, index futures) Multi-Armed Bandit System: 15 Algorithms Explained What Is a Multi-Armed Bandit Problem? Origin: Named after slot machines ("one-armed bandits"). Imagine facing multiple slot machines, each with unknown payout rates. How do you maximize winnings? Formal Definition: K arms (agents), each with unknown reward distribution with mean μᵢ. Goal: Maximize cumulative reward over T trials. Challenge: Balance exploration (trying uncertain arms to learn quality) vs. exploitation (using known-best arm for immediate reward). Trading Application: Each agent is an "arm." After each trade, receive reward (P&L). Must decide which agent to trust for next signal. Algorithm Categories Bayesian Approaches (probabilistic, optimal for stationary environments): Thompson Sampling Bootstrapped Thompson Sampling Discounted Thompson Sampling Frequentist Approaches (confidence intervals, deterministic): UCB1 UCB1-Tuned KL-UCB SW-UCB (Sliding Window) D-UCB (Discounted) Adversarial Approaches (robust to non-stationary environments): EXP3-IX Hedge FPL-Gumbel Reinforcement Learning Approaches (leverage learned state-action values): Q-Values (from Q-Learning) Policy Network (from Policy Gradient) Simple Baseline: Epsilon-Greedy Softmax Key Algorithm Details Thompson Sampling (DEFAULT - RECOMMENDED) Theoretical Foundation: Bayesian decision theory with conjugate priors. Published by Thompson (1933), rediscovered for bandits by Chapelle & Li (2011). How It Works: Model each agent's reward distribution as Beta(α, β) where α = wins, β = losses Each step, sample from each agent's beta distribution: θᵢ ~ Beta(αᵢ, βᵢ) Select agent with highest sample: argmaxᵢ θᵢ Update winner's distribution after observing outcome Mathematical Properties: Optimality: Achieves logarithmic regret O(K log T) (proven optimal) Bayesian: Maintains probability distribution over true arm means Automatic Balance: High uncertainty → more exploration; high certainty → exploitation ⚠️ CRITICAL APPROXIMATION: This is a pseudo-random approximation of true Thompson Sampling. True implementation requires random number generation from beta distributions, which Pine Script doesn't provide. This version uses Box-Muller transform with market data (price/volume decimal digits) as entropy source. While not mathematically pure, it maintains core exploration-exploitation balance and learns agent preferences effectively. When To Use: Best all-around choice. Handles non-stationary markets reasonably well, balances exploration naturally, highly sample-efficient. UCB1 (Upper Confidence Bound) Formula: UCB_i = reward_mean_i + sqrt(2 × ln(total_pulls) / pulls_i) Interpretation: First term (exploitation) + second term (exploration bonus for less-tested arms) Mathematical Properties: Deterministic : Always selects same arm given same state Regret Bound: O(K log T) — same optimality as Thompson Sampling Interpretable: Can visualize confidence intervals When To Use: Prefer deterministic behavior, want to visualize uncertainty, stable markets EXP3-IX (Exponential Weights - Adversarial) Theoretical Foundation: Adversarial bandit algorithm. Assumes environment may be actively hostile (worst-case analysis). How It Works: Maintain exponential weights: w_i = exp(η × cumulative_reward_i) Select agent with probability proportional to weights: p_i = (1-γ)w_i/Σw_j + γ/K After outcome, update with importance weighting: estimated_reward = observed_reward / p_i Mathematical Properties: Adversarial Regret: O(sqrt(TK log K)) even if environment is adversarial No Assumptions: Doesn't assume stationary or stochastic reward distributions Robust: Works even when optimal arm changes continuously When To Use: Extreme non-stationarity, don't trust reward distribution assumptions, want robustness over efficiency KL-UCB (Kullback-Leibler Upper Confidence Bound) Theoretical Foundation: Uses KL-divergence instead of Hoeffding bounds. Tighter confidence intervals. Formula (conceptual): Find largest q such that: n × KL(p||q) ≤ ln(t) + 3×ln(ln(t)) Mathematical Properties: Tighter Bounds: KL-divergence adapts to reward distribution shape Asymptotically Optimal: Better constant factors than UCB1 Computationally Intensive: Requires iterative binary search (15 iterations) When To Use: Maximum sample efficiency needed, willing to pay computational cost, long-term trading (>500 bars) Q-Values & Policy Network (RL-Based Selection) Unique Feature: Instead of treating agents as black boxes with scalar rewards, these algorithms leverage the full RL state representation . Q-Values Selection: Uses learned Q-values: Q(state, agent_i) from Q-Learning Selects agent via softmax over Q-values for current market state Advantage: Selects based on state-conditional quality (which agent works best in THIS market state) Policy Network Selection: Uses neural network policy: π(agent | state, θ) from Policy Gradient Direct policy over agents given market features Advantage: Can learn non-linear relationships between market features and agent quality When To Use: After 200+ RL updates (Q-Values) or 500+ updates (Policy Network) when models converged Machine Learning & Reinforcement Learning Stack Why Both Bandits AND Reinforcement Learning? Critical Distinction: Bandits treat agents as contextless black boxes: "Agent 2 has 60% win rate" Reinforcement Learning adds state context: "Agent 2 has 60% win rate WHEN trend_score > 2 and RSI < 40" Power of Combination: Bandits provide fast initial learning with minimal assumptions. RL provides state-dependent policies for superior long-term performance. Component 1: Q-Learning (Value-Based RL) Algorithm: Temporal Difference Learning with Bellman equation. State Space: 54 discrete states formed from: trend_state = {0: bearish, 1: neutral, 2: bullish} (3 values) volatility_state = {0: low, 1: normal, 2: high} (3 values) RSI_state = {0: oversold, 1: neutral, 2: overbought} (3 values) volume_state = {0: low, 1: high} (2 values) Total states: 3 × 3 × 3 × 2 = 54 states Action Space: 5 actions (No trade, Agent 1, Agent 2, Agent 3, Agent 4) Total state-action pairs: 54 × 5 = 270 Q-values Bellman Equation: Q(s,a) ← Q(s,a) + α × Parameters: α (learning rate): 0.01-0.50, default 0.10 - Controls step size for updates γ (discount factor): 0.80-0.99, default 0.95 - Values future rewards ε (exploration): 0.01-0.30, default 0.10 - Probability of random action Update Mechanism: Position opens with state s, action a (selected agent) Every bar position is open: Calculate floating P&L → scale to reward Perform online TD update When position closes: Perform terminal update with final reward Gradient Clipping: TD errors clipped to ; Q-values clipped to for stability. Why It Works: Q-Learning learns "quality" of each agent in each market state through trial and error. Over time, builds complete state-action value function enabling optimal state-dependent agent selection. Component 2: TD(λ) Learning (Temporal Difference with Eligibility Traces) Enhancement Over Basic Q-Learning: Credit assignment across multiple time steps. The Problem TD(λ) Solves: Position opens at t=0 Market moves favorably at t=3 Position closes at t=8 Question: Which earlier decisions contributed to success? Basic Q-Learning: Only updates Q(s₈, a₈) ← reward TD(λ): Updates ALL visited state-action pairs with decayed credit Eligibility Trace Formula: e(s,a) ← γ × λ × e(s,a) for all s,a (decay all traces) e(s_current, a_current) ← 1 (reset current trace) Q(s,a) ← Q(s,a) + α × TD_error × e(s,a) (update all with trace weight) Lambda Parameter (λ): 0.5-0.99, default 0.90 λ=0: Pure 1-step TD (only immediate next state) λ=1: Full Monte Carlo (entire episode) λ=0.9: Balance (recommended) Why Superior: Dramatically faster learning for multi-step tasks. Q-Learning requires many episodes to propagate rewards backwards; TD(λ) does it in one. Component 3: Policy Gradient (REINFORCE with Baseline) Paradigm Shift: Instead of learning value function Q(s,a), directly learn policy π(a|s). Policy Network Architecture: Input: 12 market features Hidden: None (linear policy) Output: 5 actions (softmax distribution) Total parameters: 12 features × 5 actions + 5 biases = 65 parameters Feature Set (12 Features): Price Z-score (close - SMA20) / ATR Volume ratio (volume / vol_avg - 1) RSI deviation (RSI - 50) / 50 Bollinger width ratio Trend score / 4 (normalized) VWAP deviation 5-bar price ROC 5-bar volume ROC Range/ATR ratio - 1 Price-volume correlation (20-period) Volatility ratio (ATR / ATR_avg - 1) EMA50 deviation REINFORCE Update Rule: θ ← θ + α × ∇log π(a|s) × advantage where advantage = reward - baseline (variance reduction) Why Baseline? Raw rewards have high variance. Subtracting baseline (running average) centers rewards around zero, reducing gradient variance by 50-70%. Learning Rate: 0.001-0.100, default 0.010 (much lower than Q-Learning because policy gradients have high variance) Why Policy Gradient? Handles 12 continuous features directly (Q-Learning requires discretization) Naturally maintains exploration through probability distribution Can converge to stochastic optimal policy Component 4: Ensemble Meta-Learner (Stacking) Architecture: Level-1 meta-learner combines Level-0 base learners (Q-Learning, TD(λ), Policy Gradient). Three Meta-Learning Algorithms: 1. Simple Average (Baseline) Final_prediction = (Q_prediction + TD_prediction + Policy_prediction) / 3 2. Weighted Vote (Reward-Based) weight_i ← 0.95 × weight_i + 0.05 × (reward_i + 1) 3. Adaptive Weighting (Gradient-Based) — RECOMMENDED Loss Function: L = (y_true - ŷ_ensemble)² Gradient: ∂L/∂weight_i = -2 × (y_true - ŷ_ensemble) × agent_contribution_i Updates weights via gradient descent with clipping and normalization Why It Works: Unlike simple averaging, meta-learner discovers which base learner is most reliable in current regime. If Policy Gradient excels in trending markets while Q-Learning excels in ranging, meta-learner learns these patterns and weights accordingly. Feature Importance Tracking Purpose: Identify which of 12 features contribute most to successful predictions. Update Rule: importance_i ← 0.95 × importance_i + 0.05 × |feature_i × reward| Use Cases: Feature selection: Drop low-importance features Market regime detection: Importance shifts reveal regime changes Agent tuning: If VWAP deviation has high importance, consider boosting agents using VWAP RL Position Tracking System Critical Innovation: Proper reinforcement learning requires tracking which decisions led to outcomes. State Tracking (When Signal Validates): active_rl_state ← current_market_state (0-53) active_rl_action ← selected_agent (1-4) active_rl_entry ← entry_price active_rl_direction ← 1 (long) or -1 (short) active_rl_bar ← current_bar_index Online Updates (Every Bar Position Open): floating_pnl = (close - entry) / entry × direction reward = floating_pnl × 10 (scale to meaningful range) reward = clip(reward, -5.0, 5.0) Update Q-Learning, TD(λ), and Policy Gradient Terminal Update (Position Close): Final Q-Learning update (no next Q-value, terminal state) Update meta-learner with final result Update agent memory Clear position tracking Exit Conditions: Time-based: ≥3 bars held (minimum hold period) Stop-loss: 1.5% adverse move Take-profit: 2.0% favorable move Market Microstructure Filters Why Microstructure Matters Traditional technical analysis assumes fair, efficient markets. Reality: Markets have friction, manipulation, and information asymmetry. Microstructure filters detect when market structure indicates adverse conditions. Filter 1: VPIN (Volume-Synchronized Probability of Informed Trading) Theoretical Foundation: Easley, López de Prado, & O'Hara (2012). "Flow Toxicity and Liquidity in a High-Frequency World." What It Measures: Probability that current order flow is "toxic" (informed traders with private information). Calculation: Classify volume as buy or sell (close > close = buy volume) Calculate imbalance over 20 bars: VPIN = |Σ buy_volume - Σ sell_volume| / Σ total_volume Compare to moving average: toxic = VPIN > VPIN_MA(20) × sensitivity Interpretation: VPIN < 0.3: Normal flow (uninformed retail) VPIN 0.3-0.4: Elevated (smart money active) VPIN > 0.4: Toxic flow (informed institutions dominant) Filter Logic: Block LONG when: VPIN toxic AND price rising (don't buy into institutional distribution) Block SHORT when: VPIN toxic AND price falling (don't sell into institutional accumulation) Adaptive Threshold: If VPIN toxic frequently, relax threshold; if rarely toxic, tighten threshold. Bounded . Filter 2: Toxicity (Kyle's Lambda Approximation) Theoretical Foundation: Kyle (1985). "Continuous Auctions and Insider Trading." What It Measures: Price impact per unit volume — market depth and informed trading. Calculation: price_impact = (close - close ) / sqrt(Σ volume over 10 bars) impact_zscore = (price_impact - impact_mean) / impact_std toxicity = abs(impact_zscore) Interpretation: Low toxicity (<1.0): Deep liquid market, large orders absorbed easily High toxicity (>2.0): Thin market or informed trading Filter Logic: Block ALL SIGNALS when toxicity > threshold. Most dangerous when price breaks from VWAP with high toxicity. Filter 3: Regime Filter (Counter-Trend Protection) Purpose: Prevent counter-trend trades during strong trends. Trend Scoring: trend_score = 0 trend_score += close > EMA8 ? +1 : -1 trend_score += EMA8 > EMA21 ? +1 : -1 trend_score += EMA21 > EMA50 ? +1 : -1 trend_score += close > EMA200 ? +1 : -1 Range: Regime Classification: Strong Bull: trend_score ≥ +3 → Block all SHORT signals Strong Bear: trend_score ≤ -3 → Block all LONG signals Neutral: -2 ≤ trend_score ≤ +2 → Allow both directions Filter 4: Liquidity Boost (Signal Enhancer) Unique: Unlike other filters (which block), this amplifies signals during low liquidity. Logic: if volume < vol_avg × 0.7: agent_scores × 1.2 Why It Works: Low liquidity often precedes explosive moves (breakouts). By increasing agent sensitivity during compression, system catches pre-breakout signals earlier. Technical Implementation & Approximations ⚠️ Critical Approximations Required by Pine Script 1. Thompson Sampling: Pseudo-Random Beta Distribution Academic Standard: True random sampling from beta distributions using cryptographic RNG This Implementation: Box-Muller transform for normal distribution using market data (price/volume decimal digits) as entropy source, then scale to beta distribution mean/variance Impact: Not cryptographically random, may have subtle biases in specific price ranges, but maintains correct mean and approximate variance. Sufficient for bandit agent selection. 2. VPIN: Simplified Volume Classification Academic Standard: Lee-Ready algorithm or exchange-provided aggressor flags with tick-by-tick data This Implementation: Bar-based classification: if close > close : buy_volume += volume Impact: 10-15% precision loss. Works well in directional markets, misclassifies in choppy conditions. Still captures order flow imbalance signal. 3. Policy Gradient: Simplified Per-Action Updates Academic Standard: Full softmax gradient updating all actions (selected action UP, others DOWN proportionally) This Implementation: Only updates selected action's weights Impact: Valid approximation for small action spaces (5 actions). Slower convergence than full softmax but still learns optimal policy. 4. Kyle's Lambda: Simplified Price Impact Academic Standard: Regression over multiple time scales with signed order flow This Implementation: price_impact = Δprice_10 / sqrt(Σvolume_10); z_score calculation Impact: 15-20% precision loss. No proper signed order flow. Still detects informed trading signals at extremes (>2σ). 5. Other Simplifications: Hawkes Process: Fixed exponential decay (0.9) not MLE-optimized Entropy: Ratio approximation not true Shannon entropy H(X) = -Σ p(x)·log₂(p(x)) Feature Engineering: 12 features vs. potential 100+ with polynomial interactions RL Hybrid Updates: Both online and terminal (non-standard but empirically effective) Overall Precision Loss Estimate: 10-15% compared to academic implementations with institutional data feeds. Practical Trade-off: For retail trading with OHLCV data, these approximations provide 90%+ of the edge while maintaining full transparency, zero latency, no external dependencies, and runs on any TradingView plan. How to Use: Practical Guide Initial Setup (5 Minutes) Select Trading Mode: Start with "Balanced" for most users Enable ML/RL System: Toggle to TRUE, select "Full Stack" ML Mode Bandit Configuration: Algorithm: "Thompson Sampling", Mode: "Switch" or "Blend" Microstructure Filters: Enable all four filters, enable "Adaptive Microstructure Thresholds" Visual Settings: Enable dashboard (Top Right), enable all chart visuals Learning Phase (First 50-100 Signals) What To Monitor: Agent Performance Table: Watch win rates develop (target >55%) Bandit Weights: Should diverge from uniform (0.25 each) after 20-30 signals RL Core Metrics: "RL Updates" should increase when position open Filter Status: "Blocked" count indicates filter activity Optimization Tips: Too few signals: Lower min_confidence to 0.25, increase agent sensitivities to 1.1-1.2 Too many signals: Raise min_confidence to 0.35-0.40, decrease agent sensitivities to 0.8-0.9 One agent dominates (>70%): Consider "Lock Agent" feature Signal Interpretation Dashboard Signal Status: ⚪ WAITING FOR SIGNAL: No agent signaling ⏳ ANALYZING...: Agent signaling but not confirmed 🟡 CONFIRMING 2/3: Building confirmation (2 of 3 bars) 🟢 LONG ACTIVE : Validated long entry 🔴 SHORT ACTIVE : Validated short entry Kill Zone Boxes: Entry price (triangle marker), Take Profit (Entry + 2.5× ATR), Stop Loss (Entry - 1.5× ATR). Risk:Reward = 1:1.67 Risk Management Position Sizing: Risk per trade = 1-2% of capital Position size = (Capital × Risk%) / (Entry - StopLoss) Stop-Loss Placement: Initial: Entry ± 1.5× ATR (shown in kill zone) Trailing: After 1:1 R:R achieved, move stop to breakeven Take-Profit Strategy: TP1 (2.5× ATR): Take 50% off TP2 (Runner): Trail stop at 1× ATR or use opposite signal as exit Memory Persistence Why Save Memory: Every chart reload resets the system. Saving learned parameters preserves weeks of learning. When To Save: After 200+ signals when agent weights stabilize What To Save: From Memory Export panel, copy all alpha/beta/weight values and adaptive thresholds How To Restore: Enable "Restore From Saved State", input all values into corresponding fields What Makes This Original Innovation 1: Genuine Multi-Armed Bandit Framework This implements 15 mathematically rigorous bandit algorithms from academic literature (Thompson Sampling from Chapelle & Li 2011, UCB family from Auer et al. 2002, EXP3 from Auer et al. 2002, KL-UCB from Garivier & Cappé 2011). Each algorithm maintains proper state, updates according to proven theory, and converges to optimal behavior. This is real learning, not superficial parameter changes. Innovation 2: Full Reinforcement Learning Stack Beyond bandits learning which agent works best globally, RL learns which agent works best in each market state. After 500+ positions, system builds 54-state × 5-action value function (270 learned parameters) capturing context-dependent agent quality. Innovation 3: Market Microstructure Integration Combines retail technical analysis with institutional-grade microstructure metrics: VPIN from Easley, López de Prado, O'Hara (2012), Kyle's Lambda from Kyle (1985), Hawkes Processes from Hawkes (1971). These detect informed trading, manipulation, and liquidity dynamics invisible to technical analysis. Innovation 4: Adaptive Threshold System Dynamic quantile-based thresholds: Maintains histogram of each agent's score distribution (24 bins, exponentially decayed), calculates 80th percentile threshold from histogram. Agent triggers only when score exceeds its own learned quantile. Proper non-parametric density estimation automatically adapts to instrument volatility, agent behavior shifts, and market regime changes. Innovation 5: Episodic Memory with Transfer Learning Dual-layer architecture: Short-term memory (last 20 trades, fast adaptation) + Long-term memory (condensed episodes, historical patterns). Transfer mechanism consolidates knowledge when STM reaches threshold. Mimics hippocampus → neocortex consolidation in human memory. Limitations & Disclaimers General Limitations No Predictive Guarantee: Pattern recognition ≠ prediction. Past performance ≠ future results. Learning Period Required: Minimum 50-100 bars for reliable statistics. Initial performance may be suboptimal. Overfitting Risk: System learns patterns in historical data. May not generalize to unprecedented conditions. Approximation Limitations: See technical implementation section (10-15% precision loss vs. academic standards) Single-Instrument Limitation: No multi-asset correlation, sector context, or VIX integration. Forward-Looking Bias Disclaimer CRITICAL TRANSPARENCY: The RL system uses an 8-bar forward-looking window for reward calculation. What This Means: System learns from rewards incorporating future price information (bars 101-108 relative to entry at bar 100). Why Acceptable: ✅ Signals do NOT look ahead: Entry decisions use only data ≤ entry bar ✅ Learning only: Forward data used for optimization, not signal generation ✅ Real-time mirrors backtest: In live trading, system learns identically ⚠️ Implication: Dashboard "Agent Win%" reflects this 8-bar evaluation. Real-time performance may differ slightly if positions held longer, slippage/fees not captured, or market microstructure changes. Risk Warnings No Guarantee of Profit: All trading involves risk of loss System Failures: Bugs possible despite extensive testing Market Conditions: Optimized for liquid markets (>100k daily volume). Performance degrades in illiquid instruments, major news events, flash crashes Broker-Specific Issues: Execution slippage, commission/fees, overnight financing costs Appropriate Use This Indicator Is: ✅ Entry trigger system ✅ Risk management framework (stop/target) ✅ Adaptive agent selection engine ✅ Learning system that improves over time This Indicator Is NOT: ❌ Complete trading strategy (requires position sizing, portfolio management) ❌ Replacement for fundamental analysis ❌ Guaranteed profit generator ❌ Suitable for complete beginners without training Recommended Complementary Analysis: Market context (support/resistance), volume profile, fundamental catalysts, correlation with related instruments, broader market regime Recommended Settings by Instrument Stocks (Large Cap, >$1B): Mode: Balanced | ML/RL: Enabled, Full Stack | Bandit: Thompson Sampling, Switch Agent Sensitivity: Spoofing 1.0-1.2, Exhaustion 0.9-1.1, Liquidity 0.8-1.0, StatArb 1.1-1.3 Microstructure: All enabled, VPIN 1.2, Toxicity 1.5 | Timeframe: 15min-1H Forex Majors (EURUSD, GBPUSD): Mode: Balanced to Conservative | ML/RL: Enabled, Full Stack | Bandit: Thompson Sampling, Blend Agent Sensitivity: Spoofing 0.8-1.0, Exhaustion 0.9-1.1, Liquidity 0.7-0.9, StatArb 1.2-1.5 Microstructure: All enabled, VPIN 1.0-1.1, Toxicity 1.3-1.5 | Timeframe: 5min-30min Crypto (BTC, ETH): Mode: Aggressive to Balanced | ML/RL: Enabled, Full Stack | Bandit: Thompson Sampling OR EXP3-IX Agent Sensitivity: Spoofing 1.2-1.5, Exhaustion 1.1-1.3, Liquidity 1.2-1.5, StatArb 0.7-0.9 Microstructure: All enabled, VPIN 1.4-1.6, Toxicity 1.8-2.2 | Timeframe: 15min-4H Futures (ES, NQ, CL): Mode: Balanced | ML/RL: Enabled, Full Stack | Bandit: UCB1 or Thompson Sampling Agent Sensitivity: All 1.0-1.2 (balanced) Microstructure: All enabled, VPIN 1.1-1.3, Toxicity 1.4-1.6 | Timeframe: 5min-30min Conclusion Algorithm Predator - Pro synthesizes academic research from market microstructure theory, reinforcement learning, and multi-armed bandit algorithms. Unlike typical indicator mashups, this system implements 15 mathematically rigorous bandit algorithms, deploys a complete RL stack (Q-Learning, TD(λ), Policy Gradient), integrates institutional microstructure metrics (VPIN, Kyle's Lambda), adapts continuously through dual-layer memory and meta-learning, and provides full transparency on approximations and limitations. The system is designed for serious algorithmic traders who understand that no indicator is perfect, but through proper machine learning, we can build systems that improve over time and adapt to changing markets without manual intervention. Use responsibly. Risk disclosure applies. Past performance ≠ future results. Taking you to school. — Dskyz, Trade with insight. Trade with anticipation.
Pine Script® インジケーター
DskyzInvestmentsの投稿
2
Trading Blueprint v7 Pro — VWAP-CVD, cPOC Trend MomentumTBv7 Pro is the advanced release of the Trading Blueprint framework — engineered for institutional-style intraday analysis that fuses VWAP location, CVD orderflow, composite profile bias, and momentum curvature into one cohesive system. Core Framework VWAP Structure → Adaptive mean anchored to session VWAP with ±1σ / ±2σ deviation envelopes for dynamic equilibrium detection. vPOC per bar by ruckard () Anchored Volume Profile by DGT () CVD Orderflow Divergence → Smoothed delta histogram with fractal pivots identifying hidden absorption and exhaustion (patterns (Bull / Bear Div). Cumulative Volume Delta by AustrianTradingMachine ) cPOC Integration (2-Day Composite) by poopsnag (me :)→ Confirms true acceptance or rejection zones across sessions for precision bias alignment. TMI (Trend Momentum Indicator by TradingRiot()) → Quantifies slope + mean crossover strength, providing actionable momentum confirmation (bullish / bearish support / divergence). Bias Dashboard → Displays VWAP bias, numerical score, and dynamic color feedback for at-a-glance trade orientation. Usage Context Designed for professionals trading 15 m execution inside 1 h / 4 h context. Ideal for VWAP-cPOC location setups, reversion / continuation scalps, and orderflow confirmation using cumulative delta behavior. 🔧 Modules such as RSI / AO are pre-wired and easily activated for full Trading Blueprint confluence mapping.
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poopsnagの投稿
SRD SRD v11 - Multi-Timeframe Volume Profile (POC, VAH, VAL) Key Features Dual Timeframe Analysis: 📈 Main Analysis (Daily): Calculates and displays the most significant levels based on a user-defined period of daily bars. This is ideal for identifying intraday and short-term trading opportunities. 📊 Strategic Analysis (Weekly): Plots key levels from a weekly perspective, giving you a broader, long-term view of market sentiment and structure. This can be toggled on or off. Volume Profile Core Levels: The indicator automatically calculates and visualizes the three most important levels derived from volume analysis for both timeframes: 🎯 POC (Point of Control): The price level with the highest traded volume for the specified period. It acts as a powerful magnet for price and a key reference for market equilibrium. 🔴 VAH (Value Area High): The highest price level within the "Value Area" (where ~70% of the volume was traded). It often acts as a significant resistance zone. 🟢 VAL (Value Area Low): The lowest price level within the Value Area. It often serves as a strong support zone. 🟠 24-Hour High: An optional feature that plots the highest price reached in the last 24 hours, providing a crucial reference point for breakout and reversal traders. Dynamic and Non-Repainting: The levels are calculated based on historical confirmed bars and update automatically as new periods (daily or weekly) close. The lines extend to the right, remaining relevant until a new calculation period begins. Integrated Alert System: Never miss a key price interaction. The indicator includes a comprehensive alert system for: Breakouts: Triggers when the price crosses above or below the POC, VAH, or VAL. Touches: Triggers when the price touches one of these key levels without breaking through it (within a small tolerance). Unified Alert: A single alert that notifies you of any of the above conditions. Customization The SRD v11 is fully customizable to fit your trading style. You can adjust: Timeframes: Change the base timeframes for both the main (default Daily) and strategic (default Weekly) analysis. Analysis Periods: Define the number of bars (days or weeks) to include in the Volume Profile calculation. Visuals: Customize the color, width, and style (solid, dashed, dotted) of every line and label for clear and intuitive visualization. Toggle Elements: Easily show or hide the strategic (weekly) analysis and the 24-hour high line. How to Use It > Identify Key Zones: Use the VAH (resistance) and VAL (support) lines to identify potential entry and exit zones. The area between VAH and VAL is the "Value Area," where the market has found acceptance. Monitor the POC: The Point of Control is the ultimate level of equilibrium. Watch for price reactions around the POC. A sustained break above or below can signal a new trend. Combine Timeframes: Use the strategic (weekly) levels as major, long-term points of interest and the main (daily) levels for your day-to-day trading setup. Confluence between levels from different timeframes can indicate extremely strong support or resistance. Set Alerts: Configure alerts for breakouts or touches to be notified of critical market movements in real-time, even when you are away from the charts.
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brunomachado788の投稿
PheeTrades - Value Area Levels (VAH / VAL / POC Visualizer)This script helps traders quickly visualize key Volume Profile–style levels such as Value Area High (VAH), Value Area Low (VAL), and Point of Control (POC) using recent price and volume data. While TradingView’s built-in Volume Profile tool is great for manual analysis, this indicator automatically calculates and plots approximate value zones directly on your chart — ideal for traders who want to identify high-probability support and resistance areas without drawing a fixed range every time. Features: Calculates short-term VAH, VAL, and POC based on a user-defined lookback period. Plots color-coded levels for quick visual reference. Helps identify “fair value” zones where most trading activity occurred. Useful for detecting breakout or mean-reversion opportunities around value extremes. How to use: Apply the script to any chart and set your preferred lookback period. VAH (red line): potential upper resistance or overbought zone. VAL (green line): potential lower support or accumulation zone. POC (orange line): price level with the highest traded activity — often a magnet for price. Note: This is a simplified Value Area model meant for educational and analytical use. It does not replace TradingView’s official Volume Profile or broker-level volume distribution data.
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VegasAgentの投稿
Advanced Range Analyzer ProAdvanced Range Analyzer Pro – Adaptive Range Detection & Breakout Forecasting Overview Advanced Range Analyzer Pro is a comprehensive trading tool designed to help traders identify consolidations, evaluate their strength, and forecast potential breakout direction. By combining volatility-adjusted thresholds, volume distribution analysis, and historical breakout behavior, the indicator builds an adaptive framework for navigating sideways price action. Instead of treating ranges as noise, this system transforms them into opportunities for mean reversion or breakout trading. How It Works The indicator continuously scans price action to identify active range environments. Ranges are defined by volatility compression, repeated boundary interactions, and clustering of volume near equilibrium. Once detected, the indicator assigns a strength score (0–100), which quantifies how well-defined and compressed the consolidation is. Breakout probabilities are then calculated by factoring in: Relative time spent near the upper vs. lower range boundaries Historical breakout tendencies for similar structures Volume distribution inside the range Momentum alignment using auxiliary filters (RSI/MACD) This creates a live probability forecast that updates as price evolves. The tool also supports range memory, allowing traders to analyze the last completed range after a breakout has occurred. A dynamic strength meter is displayed directly above each consolidation range, providing real-time insight into range compression and breakout potential. Signals and Breakouts Advanced Range Analyzer Pro includes a structured set of visual tools to highlight actionable conditions: Range Zones – Gradient-filled boxes highlight active consolidations. Strength Meter – A live score displayed in the dashboard quantifies compression. Breakout Labels – Probability percentages show bias toward bullish or bearish continuation. Breakout Highlights – When a breakout occurs, the range is marked with directional confirmation. Dashboard Table – Displays current status, strength, live/last range mode, and probabilities. These elements update in real time, ensuring that traders always see the current state of consolidation and breakout risk. Interpretation Range Strength : High scores (70–100) indicate strong consolidations likely to resolve explosively, while low scores suggest weak or choppy ranges prone to false signals. Breakout Probability : Directional bias greater than 60% suggests meaningful breakout pressure. Equal probabilities indicate balanced compression, favoring mean-reversion strategies. Market Context : Ranges aligned with higher timeframe trends often resolve in the dominant direction, while counter-trend ranges may lead to reversals or liquidity sweeps. Volatility Insight : Tight ranges with low ATR imply imminent expansion; wide ranges signal extended consolidation or distribution phases. Strategy Integration Advanced Range Analyzer Pro can be applied across multiple trading styles: Breakout Trading : Enter on probability shifts above 60% with confirmation of volume or momentum. Mean Reversion : Trade inside ranges with high strength scores by fading boundaries and targeting equilibrium. Trend Continuation : Focus on ranges that form mid-trend, anticipating continuation after consolidation. Liquidity Sweeps : Use failed breakouts at boundaries to capture reversals. Multi-Timeframe : Apply on higher timeframes to frame market context, then execute on lower timeframes. Advanced Techniques Combine with volume profiles to identify areas of institutional positioning within ranges. Track sequences of strong consolidations for trend development or exhaustion signals. Use breakout probability shifts in conjunction with order flow or momentum indicators to refine entries. Monitor expanding/contracting range widths to anticipate volatility cycles. Custom parameters allow fine-tuning sensitivity for different assets (crypto, forex, equities) and trading styles (scalping, intraday, swing). Inputs and Customization Range Detection Sensitivity : Controls how strictly ranges are defined. Strength Score Settings : Adjust weighting of compression, volume, and breakout memory. Probability Forecasting : Enable/disable directional bias and thresholds. Gradient & Fill Options : Customize range visualization colors and opacity. Dashboard Display : Toggle live vs last range, info table size, and position. Breakout Highlighting : Choose border/zone emphasis on breakout events. Why Use Advanced Range Analyzer Pro This indicator provides a data-driven approach to trading consolidation phases, one of the most common yet underutilized market states. By quantifying range strength, mapping probability forecasts, and visually presenting risk zones, it transforms uncertainty into clarity. Whether you’re trading breakouts, fading ranges, or mapping higher timeframe context, Advanced Range Analyzer Pro delivers a structured, adaptive framework that integrates seamlessly into multiple strategies.
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BOSWavesの投稿
5
Anchored Grids ft. VolumeINTRO The 'Volume Profile' is a great tool, isn’t it? It shows us where volume has accumulated on the chart and helps guide trading decisions. The only catch is that we can’t really choose the levels—it’s all based on where volume happens to cluster. But what if we reversed the logic and measured the volume at the levels we define? That’s exactly what this script does, giving you a fresh way to spot support and resistance :) OVERVIEW 'Anchored Grids ft. Volume' is a sophisticated technical analysis tool that combines price grid analysis with volume accumulation metrics. This indicator dynamically calculates and displays custom support and resistance levels based on a user-defined timeframe, while simultaneously tracking and visualizing volume accumulation at each specific price level. Unlike traditional volume profile indicators that use complex statistical clustering, this tool provides straightforward volume measurement at predetermined technical levels. It answers a critical question: "How much trading activity occurred near the key price levels I care about?". HOW DOES THIS INDICATOR WORK? This indicator builds a customizable grid system anchored to the opening price of any user-selected timeframe (hourly, daily, weekly, etc.). From that anchor point, it continuously tracks the highest high and lowest low, then calculates equidistant grid levels within that range. Two calculation modes are available—Arithmetic and Geometric—allowing flexibility in how the levels are distributed. Once the grid is established, a volume accumulation engine comes into play. For each price bar, the script checks whether the bar’s range intersects with any level’s tolerance zone (default 0.01%). If a touch is detected, that bar’s volume is added to the corresponding level. Over time, this process builds a clear picture of where significant trading activity has clustered. The visualization system highlights these dynamics by applying a color gradient based on volume intensity and adjusting line thickness proportional to accumulated volume. Each level is also labeled with four key data points: The grid number (in square brackets) The price of the level The percentage distance between the level and the opening price of the selected timeframe The total volume accumulated within the level’s tolerance range PARAMETERS Timeframe: Defines the anchor period for grid calculation. Then, the indicator automatically determines the open, high, and low prices. Mode: This option determines how the distance between levels is calculated: Arithmetic (linear) means equal price spacing between levels, while Geometric (logarithmic) means equal percentage spacing between levels. Grids: It's the number of levels between high and low. Color: Base color for grid lines and labels. When volume data is displayed, lower values are darkened by 50%. Show Volume Accumulation: When this parameter is activated, the volume calculation is enabled. Tolerance : The Tolerance parameter (default range: 0.01%) defines the price range around each grid level where volume accumulation is registered. It acts as a sensitivity control that determines how close price must be to a level to count trading volume toward that level's accumulation. ORIGINALITY It’s possible to find comprehensive grid-drawing tools among community indicators, but I haven’t come across an example that combines this concept with volume data. More importantly, I wanted to demonstrate how volume accumulation can be generated for any data modeled as an array on the chart by developers. SUMMARY In conclusion, the selected timeframe and the number of grids are only used as a reference to determine where the levels are drawn. The true value of this indicator lies in its ability to calculate volume accumulation directly from the chart’s own candles, showing how much trading activity occurred around each level. The result is a hybrid framework that merges structural price analysis with volume distribution, offering traders deeper insights into where markets are likely to react. NOTE While powerful, this tool should be used as part of a comprehensive trading strategy rather than as a standalone system. Always combine with risk management principles and market context awareness. I hope it helps everyone. Trade as safely as possible. Best of luck!
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dg_factorの投稿
1
Tick Ratio Simulator - Advanced Market Sentiment IndicatorOverview The Tick Ratio Simulator is a sophisticated market sentiment indicator that provides real-time insights into buying and selling pressure dynamics. This proprietary indicator transforms complex market microstructure data into actionable trading signals. Key Features Real-Time Sentiment Analysis: Captures instantaneous shifts in market momentum Multi-Timeframe Adaptability: Customizable calculation periods for any trading style Visual Clarity: Color-coded histogram with dynamic zone highlighting Integrated Alert System: Pre-configured alerts for key market transitions Performance Dashboard: Live metrics display for informed decision-making Trading Applications ✓ Trend Confirmation: Validate existing trends with momentum analysis ✓ Reversal Detection: Identify potential turning points at extreme readings ✓ Entry/Exit Timing: Optimize trade execution with overbought/oversold zones ✓ Risk Management: Clear visual boundaries for position sizing decisions Signal Interpretation Extreme Zones (±75): High probability reversal areas Standard Thresholds (±50): Traditional overbought/oversold levels Zero Line Crossings: Momentum shift confirmations Histogram Expansion/Contraction: Strength of directional bias Customization Options Adjustable calculation and smoothing periods Fully customizable color schemes Toggle histogram and reference lines Real-time information table positioning Alert Conditions Four pre-built alert templates for automated notifications: Momentum threshold breaches Directional changes Extreme zone entries Custom level crossovers Best Practices Works exceptionally well when combined with: Volume analysis Support/resistance levels Price action patterns Other momentum oscillators Note: This indicator uses proprietary calculations to simulate institutional-grade tick analysis without requiring actual tick data feeds. Results are optimized for liquid markets with consistent volume profiles. For optimal results, adjust parameters based on your specific instrument and timeframe. Past performance does not guarantee future results.
Pine Script® インジケーター
drala1008の投稿
Fair Value Gap Suite Adrian V1.0.0Brief description The “FVG Suite” identifies fair value gaps across multiple time units, evaluates them with a displacement score, optionally filters them according to market structure events (BOS/CHOCH), and provides context-based alerts for first touch, partial and full fills, and invalidation. The aim is to show only high-quality imbalances and trade them based on rules. What makes the script unique (originality/added value) Displacement score: Strength of the impulse movement as a combination of (body/ATR, range/ATR, volume Z-score). MTF aggregator: FVGs from higher timeframes are collected, ranked, and displayed as zones on the active chart (including overlap clustering). Structure context: Optionally, only FVGs after confirmed BOS/CHOCH in the trend direction, including premium/discount evaluation relative to the HTF range. Adaptive invalidation: FVG expires after candles, opposing BOS or defined time (e.g., end of session). Session/instrument filter: Time window (e.g., NY/LDN), minimum tick size, ATR-based minimum gap. Smart fill logic: Distinguishes between first touch, partial fill (≥ %), full fill (100%); alarms per event. Statistics overlay (optional): Hit rate/expectancy per TF & session for fine-tuning the filters. How it works (conceptually) FVG definition (3-candle pattern): Bullish if High < Low (bearish analog). Size = gap span in points. Quality score:Score = w1*(|Body|/ATR) + w2*(Range/ATR) + w3*(Volume-Z), normalized to 0–100. MTF scan: List of higher TFs: (customizable). Findings are merged, ranked, and displayed as zones with priority (color/opacity). Context filter: Only FVGs that emerge after BOS/CHOCH in the direction of the current trend; optional exclusion in premium/discount areas. Invalidation & alerts: A zone is considered active until the invalidation rule takes effect. Alerts are triggered upon: initial contact, partial/full filling, invalidation. Important inputs Min. FVG size: × ATRor ticks/points Min. displacement score: (0–100) MTF list: BOS/CHOCH filter: On/Off (Lookback candles) Session filter: NY/LDN/Asia (local time, weekend toggle) Invalidation: maxBars = , Opposite BOS = On/Off, Session End = On/Off Fill definitions: Partial fill ≥ % of the gap; Full fill = 100% Overlay options: Zone color/transparency, HTF label, statistics overlay On/Off Alerts (names & triggers) FVG Suite – First Touch: Price touches an active FVG zone for the first time. FVG Suite – Partial Fill: Partial fill ≥ configured threshold. FVG Suite – Full Fill: Gap completely filled. FVG Suite – Invalidated: Zone invalidated by rules. (Alert message contains: symbol, TF of the zone, direction, score, size, trigger rule.) Use (best practices) Trade in the trend direction with BOS/CHOCH filter; target counter-imbalances/liquidity pools. Use session filters to avoid news spikes/illiquid periods. Calibrate parameters for each market/TF (ATR/volume profiles differ). Limitations Structure labels can be reevaluated for new highs/lows (repainting of labels, not of FVG finds). Spreads/news can generate “pseudo fills.” Backtests/statistics are sample-dependent; no guarantee of results. Changelog v1.0 – First release (score model, MTF aggregator, BOS/CHOCH filter, fill alerts). Credits FVG concept: public ICT/SMC literature (general idea). Implementation/scoring, MTF ranking, smart fill logic: own development. Note/disclaimer No financial advice. For educational purposes only. Trading involves high risk; use stop losses and a fixed risk budget.
Pine Script® インジケーター
adrianospelt2002の投稿
Fair Value Gap Suite Adrian V1.0.0Brief description The “FVG Suite” identifies fair value gaps across multiple time units, evaluates them with a displacement score, optionally filters them according to market structure events (BOS/CHOCH), and provides context-based alerts for first touch, partial and full fills, and invalidation. The aim is to show only high-quality imbalances and trade them based on rules. What makes the script unique (originality/added value) Displacement score: Strength of the impulse movement as a combination of (body/ATR, range/ATR, volume Z-score). MTF aggregator: FVGs from higher timeframes are collected, ranked, and displayed as zones on the active chart (including overlap clustering). Structure context: Optionally, only FVGs after confirmed BOS/CHOCH in the trend direction, including premium/discount evaluation relative to the HTF range. Adaptive invalidation: FVG expires after candles, opposing BOS or defined time (e.g., end of session). Session/instrument filter: Time window (e.g., NY/LDN), minimum tick size, ATR-based minimum gap. Smart fill logic: Distinguishes between first touch, partial fill (≥ %), full fill (100%); alarms per event. Statistics overlay (optional): Hit rate/expectancy per TF & session for fine-tuning the filters. How it works (conceptually) FVG definition (3-candle pattern): Bullish if High < Low (bearish analog). Size = gap span in points. Quality score:Score = w1*(|Body|/ATR) + w2*(Range/ATR) + w3*(Volume-Z), normalized to 0–100. MTF scan: List of higher TFs: (customizable). Findings are merged, ranked, and displayed as zones with priority (color/opacity). Context filter: Only FVGs that emerge after BOS/CHOCH in the direction of the current trend; optional exclusion in premium/discount areas. Invalidation & alerts: A zone is considered active until the invalidation rule takes effect. Alerts are triggered upon: initial contact, partial/full filling, invalidation. Important inputs Min. FVG size: × ATRor ticks/points Min. displacement score: (0–100) MTF list: BOS/CHOCH filter: On/Off (Lookback candles) Session filter: NY/LDN/Asia (local time, weekend toggle) Invalidation: maxBars = , Opposite BOS = On/Off, Session End = On/Off Fill definitions: Partial fill ≥ % of the gap; Full fill = 100% Overlay options: Zone color/transparency, HTF label, statistics overlay On/Off Alerts (names & triggers) FVG Suite – First Touch: Price touches an active FVG zone for the first time. FVG Suite – Partial Fill: Partial fill ≥ configured threshold. FVG Suite – Full Fill: Gap completely filled. FVG Suite – Invalidated: Zone invalidated by rules. (Alert message contains: symbol, TF of the zone, direction, score, size, trigger rule.) Use (best practices) Trade in the trend direction with BOS/CHOCH filter; target counter-imbalances/liquidity pools. Use session filters to avoid news spikes/illiquid periods. Calibrate parameters for each market/TF (ATR/volume profiles differ). Limitations Structure labels can be reevaluated for new highs/lows (repainting of labels, not of FVG finds). Spreads/news can generate “pseudo fills.” Backtests/statistics are sample-dependent; no guarantee of results. Changelog v1.0 – First release (score model, MTF aggregator, BOS/CHOCH filter, fill alerts). Credits FVG concept: public ICT/SMC literature (general idea). Implementation/scoring, MTF ranking, smart fill logic: own development. Note/disclaimer No financial advice. For educational purposes only. Trading involves high risk; use stop losses and a fixed risk budget.
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adrianospelt2002の投稿
3