Smart Flow Imbalance [StrixEDGE]TRADINGVIEW CATEGORIES
1. Volume
2. Trend Analysis
3. Oscillators
SEARCH TAGS (9)
smart-flow-imbalance, overlay-signals, order-flow, volume, relative-volume, buying-selling-pressure, accumulation-distribution, momentum, market-structure
DESCRIPTION
StrixEDGE Smart Flow Imbalance is Engine #06 in the StrixEDGE indicator framework. It is a flow-focused market-state tool designed to identify changes in directional quality, liquidity behavior, volatility structure and confirmation strength without relying on a single conventional oscillator.
WHAT THIS INDICATOR IS DESIGNED TO DO
Blends persistent flow, displacement and range structure into a directional participation score.
Rather than treating one input as a complete signal, StrixEDGE combines the engine's dedicated core logic with an optional DNA layer. The final result is normalized into a 0–100 Strix Score so the same framework can be read consistently across different symbols and timeframes.
HOW TO READ THE STRIX SCORE
• Above 72: bullish state / long-side trigger zone.
• Below 28: bearish state / short-side trigger zone.
• Around 50: balanced or neutral state.
• A signal is generated on a transition into a trigger zone, not on every bar that remains inside it.
SIGNAL & POSITION FRAMEWORK
When a valid state transition is detected, the overlay version can create a structured trade plan containing:
• Entry
• DCA level
• TP1
• TP2
• TP3
• Stop Loss
Each projected level includes its percentage distance from Entry. When a level is reached, the same chart label is updated with a ✓ marker. TP and SL outcome tracking is mutually controlled so the dashboard does not report contradictory terminal results for the same setup.
PROFESSIONAL DASHBOARD
The built-in StrixEDGE dashboard summarizes the active market state in a compact TradingView table, including:
• Engine and category
• Strix Score and directional bias
• Signal / market regime
• Flow pressure and trend quality
• Relative volume and ATR volatility
• Structure / VWAP context
• Active position and signal age
• Entry, DCA, TP1, TP2, TP3 and SL
• Hit status for each projected level
COMBINATION PROFILE
• CORE BALANCE
• Active DNA modules: 3
• Lookback: 24
• Smoothing: 5
• Signal threshold: 72
ENGINE DNA
• Displacement Efficiency — Directional body displacement normalized by ATR and relative volume.
• Range Structure Balance — Maps close location inside rolling high/low structure to a signed state.
• Normalized Flow Acceleration — Smooths ATR-normalized return × relative volume to estimate directional flow.
MARKET / STYLE PROFILE
• Market focus: Crypto
• Intended style: Swing
• Core engine: #06 Smart Flow Imbalance
• Category: Flow
NON-REPAINT / DATA HANDLING
By default, signals require a confirmed chart-bar close. This reduces intrabar signal fluctuation and makes historical signal placement more stable.
ALERTS
The generated script includes alert conditions for:
• Long state shift
• Short state shift
• DCA reached
• TP1 reached
• TP2 reached
• TP3 reached
• Stop Loss reached
HOW I USE IT
StrixEDGE is designed as a market-state and trade-structure tool rather than a standalone prediction system. Stronger setups generally occur when the Strix Score, market regime, flow pressure, structure and volatility context agree instead of relying on the trigger alone.
LIMITATIONS
No indicator can predict future price movement with certainty. Signals can fail during sudden news events, illiquid conditions, gaps, abnormal volatility, regime transitions or unreliable volume. DCA, TP and SL levels are systematic projections derived from the active setup and should not be interpreted as guaranteed outcomes.
Users should validate the indicator on the symbol, exchange and timeframe they trade, and should apply independent position sizing and risk management. Historical behavior does not guarantee future performance.
ORIGINALITY
StrixEDGE Engine #06 is built from generic price, volume, volatility, structure and confirmed-context primitives arranged in a dedicated engine formula and optional DNA layer. It is not intended to reproduce or rename a specific community indicator.
DISCLAIMER
For research and educational purposes only. This indicator is not financial advice and does not guarantee profitability. インジケーター
Wyckoff Accumulation Phase Map [AGPro Series]Wyckoff Accumulation Phase Map
🟢 OVERVIEW
Wyckoff Accumulation Phase Map is the bullish counterpart of the Wyckoff Distribution Phase Map and completes the AGPro Wyckoff structural cycle. It is a retrospective structural mapping tool that locates and labels the seven core accumulation events — Preliminary Support (PS), Selling Climax (SC), Automatic Rally (AR), Secondary Test (ST), Spring, Last Point of Support (LPS) and Sign of Strength (SOS) — only after a bullish Change of Character (CHoCH) confirms that the prior downtrend has structurally broken. The indicator frames the active trading range as a shaded zone, plots SC and AR horizontal references, tracks the current phase (A, B, C, D, E) in a dedicated info panel, and introduces three accumulation-specific layers absent from the distribution companion: a Spring Quality Score, a Cause-to-Effect markup projection and a rolling volume footprint classifier.
🟢 COMPANION TO THE DISTRIBUTION PHASE MAP
This indicator is intentionally designed as the symmetric counterpart of Wyckoff Distribution Phase Map . The two scripts share a unified AGPro visual language and a CHoCH-gated reveal philosophy, but they operate on opposite market regimes and different event sets:
- Distribution map works on uptrends and draws PSY, BC, AR, UT, SOW and LPSY after a bearish CHoCH.
- Accumulation map works on downtrends and draws PS, SC, AR, ST, Spring, LPS and SOS after a bullish CHoCH.
- Distribution projects a potential markdown line from LPSY.
- Accumulation projects a Cause-to-Effect markup target from SOS.
- Accumulation additionally provides a 0-100 Spring Quality Score, which has no structural equivalent in the distribution schematic.
Both tools are standalone. Users running the full AGPro Wyckoff workflow can apply them together for complete cycle coverage, but neither depends on the other.
🟢 WHAT MAKES IT DIFFERENT
Most Wyckoff scripts on TradingView react to every elevated swing low during a downtrend and label PS / SC / Spring on every modest dip. The result is a noisy chart, often with contradictory events stacked on top of each other. This indicator takes the opposite approach. During a qualified downtrend, the chart remains completely clean. Rolling trackers silently maintain candidate values for SC, PS and AR in memory, while a live Watching row in the panel shows what the engine is currently monitoring. Events are only drawn on the chart after a bullish CHoCH locks the schematic, at which point PS, SC and AR appear together as a confirmed retrospective bundle. ST, Spring, LPS and SOS then populate as post-CHoCH structure unfolds. A multi-tier expiry system closes both incomplete and fully-played-out accumulations, ensuring the active schematic on screen always reflects current market structure and not stale history.
🟢 METHODOLOGY
The engine runs in three coordinated layers.
Layer one qualifies a prior downtrend. A valid Wyckoff accumulation precondition requires four concurrent factors: structural lower highs and lower lows, a minimum ATR-multiple depth from the lookback-window high, a duration sustained across the full lookback window, and price currently located in the lower portion of that window. All four conditions must hold before any candidate can form.
Layer two rolls candidate values during that qualified downtrend. SC candidate is the running lowest pivot low with elevated or climactic volume. PS candidate is the prior elevated swing low that predates the SC. AR candidate is the highest post-SC swing high that remains within a structurally reasonable distance from SC. Candidates are automatically invalidated if price drifts far above the SC without a structural break or if the candidate ages beyond a configurable maximum.
Layer three watches for a bullish Change of Character, defined as the first bar that closes above the qualified AR candidate. On CHoCH confirmation, PS, SC and AR are snapshotted as labeled events, the trading range is drawn, and the state machine advances to forward detection. ST, Spring, LPS and SOS are then detected in sequence using a combination of price-to-SC, price-to-AR and volume-to-average filters. Volume context is computed against a configurable moving-average baseline with separate climactic, elevated and weak thresholds.
The Spring Quality Score blends four components into a 0-100 rating: penetration depth below SC, volume dry-up on the sweep bar, recovery strength measured by close position within the candle range, and close location relative to SC. The Cause-to-Effect projection draws a symmetrical markup target from the SOS bar using the trading range height.
🟢 SIGNALS AND ALERTS
The indicator fires three categories of alerts, all reserved for confirmed structural events:
- CHoCH Confirmation alert triggers when the structural break locks in, including the resolved SC and AR levels.
- Spring alert fires when the Spring is detected, including the Spring Quality score.
- Sign of Strength alert fires when SOS confirms with climactic volume above AR.
No alerts are emitted during the forming phase. This keeps notification volume low and focused on decisive structural moments.
🟢 KEY INPUTS
Core Engine inputs control swing lookback sensitivity, candidate maximum age, post-CHoCH timeout, prior downtrend lookback, minimum downtrend depth in ATR multiples, and the near-lows threshold used in downtrend qualification. Volume Analysis exposes the moving-average length and three separate multipliers for climactic, elevated and weak volume classification. Visual inputs toggle the trading range zone, SC and AR horizontal levels, the CHoCH dashed break line, the Cause-to-Effect projection, the floating summary label and the keep-historical-events mode, with full control over font size and zone transparency. The info panel can be repositioned to six anchor points and switched between dark and light themes.
🟢 HOW TO USE
Apply the indicator to any liquid instrument and any timeframe. During downtrends, observe the Watching row in the panel to monitor the forming SC candidate. When CHoCH prints, the full PS, SC and AR bundle appears and the trading range is shaded. From that point, use the Next Expected row to track what the engine is waiting for. The Confidence score progresses from 70 at CHoCH to 97 at SOS. The Spring Quality Score becomes populated when a Spring is detected and quantifies the character of the sweep. The Volume Footprint row rolls through Range forming, Supply exhausting, Weak hands shaken, Supply absorbed and Demand in control as the schematic matures. The floating summary label on the right edge of the chart provides an at-a-glance status even when the primary event labels are scrolled off to the left. The indicator works standalone but is designed to complement any market structure, order flow or supply-and-demand workflow.
🟢 LIMITATIONS AND TRANSPARENCY
This tool is a pattern-recognition and labeling engine, not a strategy or a trading signal generator. All events are detected retrospectively after their confirming bar has closed plus the swing lookback period. This is by design to eliminate redrawing. The Wyckoff schematic is a framework, not a deterministic forecast. Not every accumulation completes the full seven-event sequence, and markets frequently fail schematics entirely and resume the prior downtrend. The volume analysis assumes reliable reported volume, so thin or fragmented markets may produce weaker classification. The Spring Quality Score and Confidence score are internal heuristics tied to event progression and are not statistical probabilities. The Cause-to-Effect projection is a classical Wyckoff reference line derived from range height, not a mechanical target guaranteed to be reached. Past schematic completions do not predict future market behavior.
🟢 RISK DISCLOSURE
This indicator is published for educational and analytical purposes only. It does not constitute financial advice, a trading recommendation or an investment solicitation. Trading any financial instrument involves substantial risk, including the potential loss of principal. Past performance does not guarantee future results. Users are solely responsible for their own trading decisions, risk management and independent research. Always backtest thoroughly and trade within a risk framework you understand. インジケーター
IV Rank & Percentile Suite V1.0What This Indicator Does
The IV Rank & Percentile Suite provides the volatility context options traders need to time entries. It calculates two complementary metrics—IV Rank and IV Percentile—using historical volatility as a proxy, then displays clear visual zones to identify favorable conditions for premium selling strategies.
Stop guessing if volatility is "high" or "low." This indicator tells you exactly where current volatility sits relative to recent history.
The Two Metrics Explained
IV Rank (0-100) Measures where current volatility sits within its 52-week high-low range.
IV Rank = (Current HV - 52w Low) / (52w High - 52w Low) × 100
70 means current volatility is 70% of the way between the yearly low and high
Sensitive to extreme spikes (a single high reading affects the range)
IV Percentile (0-100) Measures what percentage of days in the lookback period had lower volatility than today.
IV Percentile = (Days with lower HV / Total days) × 100
70 means volatility was lower than today on 70% of days in the past year
More stable, less affected by outlier spikes
Why Both?
IV Rank reacts faster to volatility changes. IV Percentile is more stable and statistically robust. When both agree (e.g., both above 50), you have stronger confirmation. Divergence between them can signal transitional periods.
Zone System
The indicator divides readings into three zones:
Zone ------- Default Range ---- Meaning ------------------ Premium Selling
🟢 High ≥ 50 Elevated volatility Favorable
🟡 Neutral 25-50 Normal volatility Selective
🔴 Low ≤ 25 Compressed volatility Avoid
An additional Extreme threshold (default 75) highlights prime conditions when volatility is significantly elevated.
Zone thresholds are fully customizable in settings.
How to Use It
For Premium Sellers (Iron Condors, Credit Spreads, Strangles)
Wait for IV Rank to enter the green zone (≥50)
Confirm IV Percentile agrees (also elevated)
Enter premium selling positions when both metrics align
Avoid initiating new positions when in the red zone
For Premium Buyers (Long Options, Debit Spreads)
Low IV Rank/Percentile means cheaper options
Red zone can favor directional debit strategies
Avoid buying premium when both metrics are in the green zone
General Principle:
Sell premium when volatility is high (it tends to revert to mean). Buy premium when volatility is low (if you have a directional thesis).
Inputs
Volatility Calculation
HV Period — Lookback for historical volatility calculation (default: 20)
Trading Days/Year — 252 for stocks, 365 for crypto
Lookback Periods
IV Rank Lookback — Period for high/low range (default: 252 = 1 year)
IV Percentile Lookback — Period for percentile calculation (default: 252)
Zone Thresholds
High IV Zone — Readings above this are highlighted green (default: 50)
Low IV Zone — Readings below this are highlighted red (default: 25)
Extreme High — Threshold for "prime" conditions alert (default: 75)
Display Options
Toggle IV Rank, IV Percentile, and raw HV display
Show/hide zone backgrounds
Show/hide info panel
Panel position selection
Info Panel
The panel displays:
Field ------- Description
IV Rank ------- Current reading with color coding
IV Pctl ------- Current percentile with color coding
HV 20d ------- Raw historical volatility percentage
52w Range ------- Lowest to highest HV in lookback period
Zone ------- Current zone status
Premium ------- Signal quality for premium selling
Lookback ------- Days used for calculations
R/P Spread ------- Difference between Rank and Percentile
Alerts
Six alerts are available:
Zone Transitions
IV Entered High Zone — Favorable for premium selling
IV Reached Extreme Levels — Prime conditions
IV Dropped to Low Zone — Caution for premium sellers
Threshold Crosses
IV Rank Crossed Above High Threshold
IV Rank Crossed Below Low Threshold
IV Percentile Above 75
IV Percentile Below 25
Set up alerts to get notified when conditions change without watching charts.
Technical Notes
Volatility Calculation Method
This indicator uses close-to-close historical volatility as an IV proxy:
Calculate log returns: ln(Close / Previous Close)
Take standard deviation over HV Period
Annualize: multiply by √(Trading Days)
This method correlates well with implied volatility for most liquid instruments. On highly liquid options underlyings (SPY, QQQ, major stocks), HV and IV tend to move together, making this a reliable proxy for IV Rank analysis.
Non-Repainting
All calculations use confirmed bar data. Values are fixed once a bar closes.
Lookback Requirement
The indicator needs sufficient history to calculate accurately. For a 252-day lookback, ensure your chart has at least 300+ bars of data.
Best Used On
ETFs: SPY, QQQ, IWM, DIA
Indices: SPX, NDX
High-volume stocks: AAPL, TSLA, NVDA, AMD, META
Timeframe: Daily (recommended), Weekly for longer-term view
The indicator works on any instrument but is most meaningful on underlyings with active options markets.
Important Notes
⚠️ This indicator uses historical volatility as a proxy for implied volatility. While HV and IV are correlated, they are not identical. For precise IV data, consult your options broker's platform.
⚠️ High IV Rank does not guarantee profitable premium selling. It indicates favorable conditions, not guaranteed outcomes. Position sizing and risk management remain essential.
⚠️ Past volatility patterns do not guarantee future behavior. Volatility regimes can shift, and historical ranges may not predict future ranges.
Suggested Workflow
Add to daily chart of your preferred underlying
Set up alert for "IV Entered High Zone"
When alerted, check both IV Rank and IV Percentile
If both elevated, evaluate premium selling opportunities
Use your broker's actual IV data for final entry decisions
Questions? Leave a comment below. インジケーター
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Buying and Selling Pressure Raw Multi (TG Fork)Visualize raw buying and selling pressure via 3 different calculation methods, all superimposed with dynamic rescaling.
Buying and selling pressure is the concept of quantifying the disproportion between buying and selling. In practice, there is no single definitive way to calculate it.
This indicator is a merge to display three different methods to calculate buying and selling pressure, with automatic visual rescaling to superimpose the three simultaneously, updated to PineScript v5, and with some additional improvements for speed and calculation precisions, and instead of the EMA, other types of moving averages can be used.
I primarily made it for my own needs, but as always, I like sharing with the community, as maybe others may find this useful too.
How to use:
* As often, the goal is to get as many of the 3 signals concur together to get a stronger aggregated signal.
* First signal: If the green bars on the histogram are bigger than the red ones, then there is more buying pressure, and vice versa.
* Second signal: If the background is green, there is more buying pressure, and vice versa if the background is orange. The yellow and green lines define the background color, but they are by default hidden for a less cluttered visual experience.
* Third signal: If the cloud is blue, there is more buying pressure, and the bigger the cloud, the more momentum there is for it to stay (and more difficult it is to reverse to selling pressure). If the cloud is red, there is more selling pressure.
If you like this indicator, please don't give me any credit, instead please show some love to the original authors (in no particular order):
ceyhun:
daytraderph (I could not find the link to the original script, the page is inaccessible?):
www.tradingview.com
fract:
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