Fundamental Valuation Snapshot [FVS]Fundamental Valuation Snapshot
Fundamental Valuation Snapshot is a compact fundamental dashboard designed to provide a quick view of a company's profitability, valuation, financial strength, growth, cash generation, and analyst expectations directly on the chart.
The panel includes ROA, ROE, ROIC, Current Ratio, P/E, PEG, P/S, P/B, Debt/Equity, Dividend Yield, Market Capitalization, Cash-Adjusted Price, Revenue, Gross Profit, Net Income, Return on Capital (ROC), Revenue Growth, Net Margin, Free Cash Flow, Debt/EBITDA, Piotroski F-Score, and analyst price targets when the data is available from TradingView.
Valuation Color Profiles
FVS includes four configurable valuation profiles:
* Conservative
* Balanced
* Growth
* Custom
The selected profile changes only the thresholds used for color grading. It does not alter the underlying financial data.
Green indicates that a metric meets the selected profile's preferred threshold. Blue represents a neutral tolerance zone around the threshold. Red indicates that the metric is outside the profile's preferred range. Gray indicates unavailable data.
The Neutral Zone Tolerance setting can be adjusted to make the grading system stricter or more flexible.
Because valuation norms differ significantly between industries and business models, these profiles should be treated as screening guidelines rather than universal definitions of fair value. The Custom profile allows users to define their own thresholds.
Credits
This indicator was originally inspired by and partially adapted from the open-source "Valuation Table" by TradingView author kenhuangsy2.
FVS substantially expands the original concept with additional fundamental metrics, configurable fiscal periods, valuation and quality profiles, tolerance-based color grading, cash-adjusted price calculations, analyst price targets, Piotroski F-Score, additional financial statement data, formatting utilities, configurable panel sizing and positioning, and a Pine Script v6 implementation.
Published open-source under the Mozilla Public License 2.0.
This indicator is intended as a fundamental research and screening tool. Its colors and valuation profiles are contextual aids and should not be interpreted as investment recommendations or automatic buy/sell signals.
インジケーター
Precision Volume Profile [AxeAlgo]OVERVIEW
Precision Volume Profile is a native Pine Script volume
profile tool: it rebuilds a full price-by-volume histogram for whatever
range you anchor it to — the visible chart, a fixed bar count, the
current day, week, month, or a custom trading session — and derives the
Point of Control (POC), Value Area High/Low (VAH/VAL), a Prior Period
Value Area with open-type and POC-migration classification, and a
session VWAP with standard-deviation bands, all from the same underlying
bar history.
This is the classic Market Profile / Volume Profile toolkit used to
judge where the market has actually traded the most volume — not just
where price is right now — and how today's activity compares to the
period before it. Everything here runs natively on your own chart data;
there are no external requests, no repainting of confirmed history, and
no hidden calculations.
This script is free and open-source, published so the full methodology
described below is verifiable directly in the source code.
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HOW IT WORKS
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Volume Profile Histogram
----------------------------
For the selected range, price is divided into rows (automatically sized
to the range, or set manually) and every historical bar's volume is
distributed across the rows its high-low span touches. Each bar's
volume is split into an estimated buy side and sell side based on where
that bar's close sits between its low and high — a bar that closed near
its high is treated as more buy-weighted, one that closed near its low
as more sell-weighted. The row with the most total volume becomes the
POC; rows are colored on a gradient between two configurable colors
based on that estimated buy/sell split, with opacity scaled to each
row's relative strength versus the POC.
Value Area
----------------------------
The Value Area is expanded outward from the POC two rows at a time —
comparing the volume of the next pair of rows above versus the next
pair below and adding whichever pair holds more volume — until the
accumulated volume reaches the configured Value Area percentage (70% by
default, the standard Market Profile convention). This is the same
textbook two-row-pair expansion method used for both the live profile
and the Prior Period snapshot below, so the two stay directly
comparable.
Anchor Modes
----------------------------
Six ways to define what range the profile is built from: Visible Range
(whatever's currently on screen), Fixed Bars (a set lookback), Day,
Week, Month, or a fully custom Session (configurable start/end time and
timezone, e.g. 0930-1600 for US regular trading hours). A dotted
vertical line marks exactly where the current profile's lookback
begins whenever that boundary isn't simply the edge of your screen.
Prior Period Value Area, Open Type & POC Migration
----------------------------------------------------
At each period boundary (Day or Week, configurable), the script
snapshots the period that just closed: its Value Area is drawn as a
dashed box extending forward, today's open is classified as Above,
Below, or Inside that prior value, and the new POC is compared against
the previous one to report whether it's migrating up, down, or holding
flat. This is the standard "open-type" read used to gauge whether a
session is likely to be rotational or trending.
Session VWAP & Standard Deviation Bands
------------------------------------------
A running volume-weighted average price with up to two configurable
standard-deviation bands on each side, calculated with the same
volume-weighted variance formula as TradingView's own VWAP tool. It can
reset either at calendar midnight or at your custom session's open
time — the same session window used by the Session anchor mode above,
so the two can be kept in sync.
Stats Panel
----------------------------
An optional on-chart table summarizing the active anchor mode, bar/row
count, POC, VAH/VAL, Value Area width, estimated buy/sell split and
delta, total volume, open type, POC migration, and current VWAP —
everything the script computes, in one place, without needing to
hover over individual lines.
Alerts
----------------------------
Two alert conditions: price crossing the POC, and price entering or
exiting the Value Area.
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ACCURACY NOTE — HOW BUY/SELL VOLUME IS ESTIMATED
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Pine Script does not have access to real trade-by-trade tape or
bid/ask data on standard bars, so no volume profile indicator can
measure "true" buy versus sell volume directly. This script — like
essentially every volume profile tool on TradingView — estimates it
from each bar's own OHLC: where the close sits between the low and the
high. This is a widely used, reasonable proxy, but it is an estimate,
not measured order flow. Treat the buy/sell split and Delta reading as
directional context, not a precise execution metric.
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HOW TO USE IT
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Add the indicator, pick an Anchor mode that matches how you trade
(Visible Range for manual exploration, Day/Week/Session for a
consistent recurring reference), and set the Value Area percentage if
you want something other than the 70% default. Every input has an
in-editor tooltip explaining exactly what it changes. The Prior Period
panel rows (Open Type, POC Migration) are most useful checked once at
the start of a session; the POC/VAH/VAL lines and histogram are
intended as a persistent reference for the rest of the period.
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REPAINTING & REAL-TIME BEHAVIOR
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The profile, its lines, and the stats panel are only (re)computed on
the most recent bar (barstate.islast) — not on every historical bar —
for performance, and are cleared and redrawn from scratch each time
they update. In Visible Range or Fixed Bars mode this means the profile
legitimately changes as you scroll, zoom, or as new bars form — that's
the tool responding to a different input range, not repainting of a
fixed historical value. In Day/Week/Month/Session mode, once a period
has closed its POC, VAH, and VAL are fixed and do not change on
subsequent reloads; only the currently forming period's profile updates
live as new bars print. The Prior Period Value Area snapshot is
computed once, at the moment its period closes, and is never
recalculated afterward.
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LIMITATIONS — PLEASE READ
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- Buy/sell volume is an OHLC-based estimate, not real tape data (see
the Accuracy Note above).
- The Value Area expansion is a discrete two-row-pair algorithm; on
very coarse row counts it can land a percentage point or two away
from the exact target rather than hitting it precisely.
- "Max Bars Stored" caps how much history is kept in memory for
performance; extremely long Fixed Bars or Visible Range lookbacks on
very low timeframes can exceed it and get truncated.
- The custom Session anchor and VWAP session-open reset depend on the
Session Time and Timezone inputs actually matching your instrument's
real trading session — mismatched inputs will produce a
technically-correct but practically meaningless boundary.
- This is a discretionary analysis tool intended to support your own
read of the market, not a mechanical, guaranteed-signal system.
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RISK DISCLAIMER
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This script is provided for educational and informational purposes
only. It is not financial advice, and it is not a recommendation to buy
or sell any security or instrument. Trading and investing involve
substantial risk of loss and are not suitable for every investor. Past
performance is not indicative of future results. Always do your own
research and consider consulting a licensed financial advisor before
making trading decisions. Use this indicator, and any alerts it
generates, entirely at your own risk.
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ORIGINALITY
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This is original work: the row-building and Value Area expansion
algorithms, the Prior Period snapshot and open-type/migration logic,
the session-anchor handling, and the visual design are all written
from scratch for this script. It is published free and open-source so
the full methodology described above is verifiable directly in the
source code.
インジケーター
Flow Sate CVD [by Oberlunar]Flow Sate CVD framework combining cumulative volume delta gap and fair-value gap geometry with an adaptive order-flow and market-state model. It maps Absorption, AAA and Exhaustion structures to price while continuously tracking Flow, Response, Structure and Regime states.
The indicator detects two CVD discontinuity models across configurable timeframes: two-bar TimeFixed CVD gaps and same-anchor three-bar CVD FVGs. Detected events are projected onto their corresponding price zones, with opacity determined solely by the relative magnitude of the CVD gap.
An adaptive classifier evaluates signed CVD pressure, flow persistence, price-impact efficiency, resistance, impact decay, ATR regime, EMA fan structure, multi-scale TRIX/RSI momentum, liquidity and price/CVD divergence. Internal thresholds and fast/mid/slow weights adapt to the observed market state automatically.
The resulting structures are classified as Absorption, AAA (Absorption-Acceptance-Aggression) or Exhaustion. Absorption and AAA create persistent, directionally polarised price zones; Exhaustion is displayed as a point event.
Four continuous lanes summarise the underlying model:
FLOW: directional pressure and persistence.
RESPONSE: The Drive, Resistance or Decay pattern.
STRUCTURE: simple EMA/TRIX/RSI alignment adjusted for price/CVD divergence.
REGIME: liquidity and volatility environment.
A Flow State meter provides the same four states in compact form. A separate composite combines FLOW, RESPONSE and STRUCTURE, while REGIME adjusts confidence. Its current state is displayed on the price chart through a colour-coded EMA(7): aqua for bullish consensus, red for bearish consensus and grey when the adaptive threshold is not reached.
The UK, US1, and US2 liquidity windows are shown with adaptive session backgrounds and opening labels and can be independently filtered for structural events.
The script uses confirmed historical information with barmerge.lookahead_off for its MTF requests and does not intentionally access future data.
How to Use
Set TF1 for the displayed CVD and optionally enable additional MTF references. Use TimeFixed GAP CVD, CVD FVG, or both. Read the four lanes and Flow State meter as contextual diagnostics; projected Abs/AAA zones identify persistent price areas associated with classified CVD events, while Exhaustion circles mark decay events.
The EMA(7) is a compact visualisation of the composite state: increasing aqua intensity indicates stronger bullish agreement across the model, increasing red intensity indicates stronger bearish agreement, and grey indicates insufficient consensus.
Some specifications
CVD is derived from the volume data available to TradingView and is not equivalent to full limit-order-book order flow. The FLOW component is therefore a CVD-derived signed-flow proxy, not true exchange-level OFI. Classification is contextual and descriptive; Absorption, AAA, Exhaustion and composite states do not imply future price outcomes. MTF structures may also become available later than lower-timeframe observations because higher-timeframe information must develop and be confirmed.
Enjoy,
Oberlunar 👁★ インジケーター
Fair Value Gap (FVG) Statistics with Placebo Control█ OVERVIEW
On the same instrument, measured against a 50% baseline, fair value gaps looked significantly profitable in one period and significantly unprofitable in another. Both readings were artifacts of a baseline that was never 50%.
This indicator measures what actually happens after price returns to a gap, then compares the result against fake, or placebo, zones of the same size placed at bars where no gap occurred. Because a hit rate tells you nothing until you know what a meaningless zone scores on the same chart.
The following description consists of two parts. Part 1 is written in plain English and covers everything most readers need. Part 2 contains the full methodology and results for anyone who wants to examine the numbers in detail.
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PART 1 — WHAT THIS IS AND WHY
═══════════════════════════════════════
█ THE PROBLEM
Zone-based tools are everywhere: fair value gaps, order blocks, breakers, imbalances. Yet almost none of them tell you how often a zone actually led anywhere. And when a number is quoted, it is often built on one of three flawed foundations.
1. The zone is counted before it could have been known.
This problem is easiest to see with order blocks. An order block is commonly defined as the last opposite candle before a move that breaks structure. That means the block cannot be identified until the structure break occurs, often several bars later. Yet it is drawn back on the earlier candle as though it had been known at the time.
Any hit rate measured from that earlier candle therefore counts a zone that nobody could actually have traded.
Fair value gaps suffer less from this problem because their three-bar pattern completes quickly, but the same principle applies: a zone becomes active only when it becomes knowable, and nothing before that bar should be counted.
2. Failed zones disappear.
Many tools remove a zone from the chart once price has passed through it. That makes sense for keeping a chart clean. It is disastrous for statistics, because the zones being removed are disproportionately the ones that failed.
Count only what remains on the chart and you are counting the survivors.
3. The hit rate is compared with 50%.
This is the most important problem, and it is extremely common.
The reasoning seems straightforward: if the target and stop are equally far from the entry, then no edge should mean a 50/50 outcome.
But a rule that enters when price reaches a level inherits a baseline from the way price moves. That baseline is not necessarily 50%. It changes with the instrument, direction, and market conditions. Across the three markets tested here, it ranged from roughly 45% to 55%.
A hit rate by itself therefore tells you very little.
What matters is how the same measurement performs on zones that have no informational meaning at all.
█ WHAT THIS INDICATOR DOES
For every real fair value gap the indicator identifies, it also generates placebo zones of the same height, direction, and distance from price, anchored at bars where no fair value gap occurred.
Real and placebo zones are then measured by exactly the same rules.
The difference between them — real minus placebo — is the result that matters.
If real gaps perform like the placebo zones, then the pattern is not adding anything, regardless of how attractive the raw hit rate may look.
The placebo comparison does not ask whether fair value gaps win more than 50% of the time.
It asks a harder question:
Do fair value gaps perform better than comparable zones that carry no fair value gap information at all?
█ HOW THE COMPARISON IS KEPT FAIR
Statistical libraries for Pine already exist, and many indicators will draw fair value gaps. What is not otherwise available is a matched control built into the measurement itself, so that every figure the indicator reports arrives together with the baseline it should be judged against.
Three design choices make that possible, and they only work together.
A matched placebo control. Each placebo zone has the same height, the same direction, and the same distance from price as the real zone it is meant to compare with. Both are scored by identical rules.
Confirmation-honest timing. A zone enters the sample only when it becomes knowable, never earlier. Every confirmed zone remains in the sample from that point onward, including zones that fail immediately.
Bias controls that are reported rather than hidden. Cases that are genuinely difficult to score — such as bars that touch both exits and trades that never resolve — are counted and displayed for real and placebo zones side by side. Ambiguous cases are treated conservatively rather than silently discarded.
The combination matters. A matched control is useful only if both sides are measured under the same timing and scoring rules.
█ WHAT THE TESTS FOUND
Across three asset classes, three timeframes, and two separate periods — fourteen measurements in total — fair value gaps showed no detectable advantage over size-matched zones placed at meaningless bars.
The difference remained below about one percentage point of hit rate, and none of the fourteen individual measurements reached conventional statistical significance.
That is a bound on what was observed, not a claim that the true effect is exactly zero.
A different market or a different period could produce a different result. That is precisely why the comparison is built into the tool rather than left as an assumption or a footnote.
The broader conclusion is more useful:
A hit rate quoted without its baseline does not tell you whether something works. On the same instrument, measured against 50%, this pattern looked significantly profitable in one period and significantly unprofitable in another. Both readings were created by the baseline, not by the gaps.
That lesson applies to zone-based tools generally, not only to fair value gaps.
If you take one thing from this script, take that.
█ HOW IT WAS TESTED
A single result on a single chart is easy to produce and easy to overinterpret. Before publication, the same measurement was therefore repeated while changing one assumption at a time.
Three asset classes — crypto, currencies, and equity index futures
Three timeframes — 5 minutes, 30 minutes, and 1 hour
Two separate, non-overlapping time periods
Three different target and stop distances
Two different limits on how long a trade could remain open
Each of these choices is partly arbitrary. If a finding appears only under one particular setting, it may belong to the setting rather than to the market.
Fourteen separate measurements were made in total.
Two standard statistical tools are used. A confidence interval shows the range in which the underlying value plausibly lies, which is more informative than a single headline estimate. Results from independent markets are also combined so that their evidence can be considered together rather than one chart at a time.
The measurement procedure was additionally checked against artificial data for which the correct answer was known in advance. This allowed the method itself to be tested independently of any market result.
█ HOW TO READ AND USE THE INDICATOR
Add the indicator to any chart. It works on any symbol and any timeframe and needs no configuration to produce a result.
The panel
By default, the panel shows a compact view: the number of zones found, the number revisited by price, the hit rate with its confidence interval, the placebo baseline, and the difference between real and placebo.
Turn off Compact panel for the full breakdown: wins, losses, unresolved cases, the direction split, and side-by-side rates for the cases that are hardest to score.
Everything used to produce the headline result is available for inspection.
Reading the result
Check the sample size first. Below roughly 1000 resolved zones, the confidence interval is usually too wide to conclude much. Recognizing that the sample is inconclusive is a valid result, not a failure of the indicator. Lower timeframes and longer histories both increase the sample.
Then read real − placebo . That is the headline result.
A positive number means the gaps outperformed the placebo zones. A negative number means they underperformed them.
The z-score beside it indicates how far the observed difference sits from what chance alone can produce. As a rough guide, an absolute z-score below 2 is not conventionally distinguishable from noise.
The raw hit rate is shown for context, not as the answer. Judging the pattern from that number alone is the mistake this indicator is designed to expose.
Setting up a measurement
To measure a specific period, turn on Limit to date range and set the dates.
The panel reports the sample actually achieved. This can be shorter than the requested period if the chart has not loaded enough historical data, so scroll left when necessary to load more history.
To check whether a result depends on your choice of exits, change Barrier size and run the measurement again. A finding that appears only at one setting may belong to the setting rather than to the pattern.
As a chart indicator
Zones are drawn as they form and can also be used in the usual visual way.
A zone that price has not yet returned to is drawn solid and continues extending to the right while it remains open.
When price reaches the zone, the box stops extending and fades to a dotted outline. The width of a completed box therefore shows how long that gap survived before price returned to it, while the chart makes it easy to see which zones remain active.
Turning off Draw real zones leaves only the statistics panel.
█ SETTINGS
Measurement — Risk unit selects whether exit distance scales with ATR or with the zone's own height. Barrier size sets that distance. Time limit controls how many bars a trade may remain open before being recorded as unresolved.
Entry price and Evaluate exits on the entry bar provide alternative scoring conventions so their effect can be measured rather than assumed. Both are labeled where they introduce a known bias.
Minimum zone height filters out small gaps. Exclude overlapping zones and Overlap lookback prevent several gaps created by the same move from being treated as independent observations.
Sample — restricts the measurement to a date range, entered as year, month, and day so the sample remains reproducible.
Placebo control — Placebos per zone sets how many comparison zones each real zone generates; more placebos produce a tighter estimate of the baseline. Placebo offset controls how far from the original bar the comparison zones are anchored.
Validation — replaces market price with a random walk so the measurement can be checked against data whose correct answer is known in advance rather than only against real markets.
Display — Compact panel shows the headline rows only; turning it off reveals the full breakdown. Draw real zones toggles the boxes on the chart.
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PART 2 — DETAILED ANALYSIS
═══════════════════════════════════════
█ HOW A ZONE IS SCORED
A gap becomes active on the bar after its three-bar pattern closes. From that point onward, every confirmed zone remains in the sample, including zones that fail immediately.
When price returns to a zone, the entry is recorded at that bar's close , not at the zone edge.
This matters more than it may appear.
A touch condition means that price reached or passed the edge, so the bar may have overshot it by an unknown amount. Assuming a fill at the edge while beginning the measurement only from the following bar would start the trade from an artificial price and can systematically distort the result.
Two exits are then placed at equal distances on either side of the entry. Because the exits are symmetric, real and placebo zones can be compared directly.
If one bar touches both exits, its open, high, low, and close do not reveal which level was reached first. Those cases are shown separately and counted as losses, making the published result the conservative one.
Zones that reach neither exit within the time limit are excluded from the hit-rate calculation. They did not resolve, so they provide no evidence for either outcome.
█ RESULTS
Results below use the following settings. The sample ends 1 August 2026.
SETTING VALUE
Risk unit (R) ATR(14) at confirmation
Barrier 2.0 R each side
Time limit 100 bars after entry
Entry close of the touch bar
Overlapping zones excluded
Placebos per zone 3
Three markets, 30-minute charts, 2025-01-01 to 2026-08-01:
INSTRUMENT RAW NAIVE z PLACEBO REAL-PLAC
BTCUSDT 49.5% -0.67 49.0% +0.5
EURUSD 51.4% +1.65 51.7% -0.2
ES1! 49.2% -0.92 49.9% -0.7
POOLED -0.04
The panel on the chart above is not restricted to that fixed window — it runs to the most recent bar — so its figures differ slightly from the table. That is expected: it is a different sample, not a different result.
Read the raw column alone and the markets appear different: 49.5% for crypto versus 51.4% for currencies, a spread of 1.9 percentage points.
Now look at the placebo column. Its spread is 2.7 points.
The apparent difference between markets is therefore better explained by the baseline than by the fair value gaps themselves.
One example makes the problem especially clear:
BTCUSDT, 1 hour, calendar year 2024
Raw hit rate 54.0% (n = 1390)
Naive z vs 50% +2.95 "significant"
Placebo baseline 51.5%
Real minus placebo +2.5% z 1.49, not sig.
Against an assumed 50% baseline, a 54% hit rate gives a p-value near 0.003 — exactly the kind of number that can look compelling when published in isolation.
Against its observed control baseline, however, the evidence is not statistically significant.
The same indicator, on the same instrument, over a different period and with a tighter target, produced a raw hit rate of 48.4% with a z-score of -2.25 — apparently significant in the opposite direction.
Both apparent conclusions arise from comparing with an assumed 50% baseline rather than the observed control baseline.
█ ROBUSTNESS
DIMENSION TESTED RESULT
Barrier size 1R / 2R / 3R no change
Time limit 50 / 100 bars no change
Asset class crypto / FX / index no change
Timeframe 5m / 30m / 1h no change
Period 2024 / 2025-26 no change
Across fourteen separate estimates of real minus placebo, the largest result was 1.49 standard errors from zero.
With fourteen estimates, even if the true effect were zero, the largest absolute result would be expected to reach roughly 1.9 standard errors by chance alone.
Pooled across three independent markets, the estimate was -0.04 percentage points, with a 95% interval of approximately -1.2 to +1.1 points.
█ LIMITATIONS
One symbol and one timeframe can be analyzed per chart. Pine cannot pool results across markets, so each chart represents one sample rather than proof by itself. The pooled figures reported above were combined separately.
Trading costs are not included. Entries assume execution at the bar close with no spread, commission, or slippage. Real-world trading costs would make absolute performance worse.
Ambiguous bars are counted as losses. This lowers both real and placebo hit rates by roughly the ambiguous-case rate and therefore tends to cancel when the difference between them is calculated.
The bull and bear rows should not be interpreted independently in a trending market.
The placebo control matches zone size, direction, and distance from price, but it cannot match the fact that a real gap forms immediately after a strong move in the same direction.
For example, in an uptrend, a fake bearish zone is more likely to be run over by the prevailing trend, whereas a real bearish gap can only form after an actual downward move. These effects work in opposite directions and largely cancel in the combined result.
For that reason, the total should be treated as the primary statistic rather than the directional split.
This limitation was identified during testing and is the main known weakness of the methodology.
Finally, all results come from a sample. Another market or another period may produce a different estimate. That uncertainty is the reason the placebo comparison is built into the indicator rather than assumed away.
█ METHOD AND PRIOR WORK
None of the statistics here are new, and it is worth being clear about that.
Assigning a treatment to units or moments where it did not actually occur, then checking that no effect appears, is a standard falsification test in causal inference, where it is usually called a placebo test. The placebo zones in this indicator are that idea applied to bars instead of subjects.
The trading application is not new either. David Aronson's Evidence-Based Technical Analysis (2006) argues that a rule should be judged against the returns of random entry signals rather than against zero, and uses Monte Carlo permutation and White's Reality Check to do it.
The scoring rule — a target, a stop, and a time limit, whichever is reached first — is the triple-barrier method described by Marcos López de Prado.
What this script adds is not the method but its availability. The control is generated and scored automatically alongside the real zones, on any chart and any symbol, so the baseline arrives together with the number instead of requiring a separate study that most people will never run.
█ OPEN SOURCE
The source is open. Every figure above can be reproduced — or shown to be wrong — by anyone who wants to check it.
Order blocks are next, measured by the same rule: from the bar that breaks structure, not from the earlier candle on which the block is drawn.
インジケーター
SMC Analytics Pro Hey traders! 👋
Finding a clean, non-lagging Smart Money Concepts (SMC) indicator on TradingView can be frustrating. Most public scripts end up squishing your chart scale , lagging your browser, or cluttering your screen with hundreds of overlapping boxes. 😩
So I decided to code a complete, ultra-precise Smart Money Concepts engine in Pine Script v5—rebuilt from the ground up to keep your charts smooth, clean, and 100% accurate! 🚀✨
The Core Idea: Institutional trading isn't about guessing where price is going—it's about tracking where bank liquidity lives. This indicator maps out market structure, institutional order blocks, and imbalance gaps without crowding your price action.
🔥 Key Features That Make This Unique
Dual Structure Architecture: Automatically plots both Internal Structure (micro scalp breaks) and Swing Structure (macro trend breaks) so you never trade against the major market trend.
Structure-Triggered Order Blocks (OB): No more clutter! OBs are drawn only when a real Break of Structure (BOS) or Change of Character (CHoCH) occurs at the origin of the impulse move.
Real-Time Mitigation Engine: When price retraces and touches an Order Block or fills a Fair Value Gap (FVG), the zone automatically vanishes in Present Mode to keep your chart tidy.
Fixed Chart Scale Guarantee: Unlike other SMC scripts that distort your vertical price scale and make candles look flat, this indicator keeps your chart scaling perfectly proportioned on every single timeframe! 📈
Fair Value Gaps (FVG): Identifies genuine 3-candle imbalance gaps where big money stepped in with aggressive market orders.
Liquidity Pools (EQH / EQL): Highlights Equal Highs and Equal Lows where retail stop losses are sitting waiting to be swept.
Dynamic Equilibrium (50%) Level: Displays the exact 50% midpoint of the active swing range so you always know if you're buying in Discount or selling in Premium .
🛠️ How to Use This in Your Trading Setup
Identify the Macro Trend: Look for solid green/red BOS lines and check if swing points are making Higher Highs (HH) or Lower Lows (LL).
Wait for Price to Enter a Zone: Look for price to retrace back down into an unmitigated Bullish Order Block or fill a Bullish FVG below the Equilibrium (50%) line.
Look for Internal Confirmation: Drop down to a lower timeframe and wait for a dashed iBOS / CHoCH break in your direction before taking the trade! 🎯
⚡ Multi-Timeframe Compatibility
Whether you are scalping the 1-minute chart on CAPITALCOM:NAS100 , day trading Forex on the 15-minute, or swing trading Crypto on the Daily, the logic adapts dynamically to any market and timeframe! 🌍
Inputs can be customized in the settings panel—feel free to tweak the pivot lookbacks to match your personal trading style.
If you find this indicator helpful for your daily analysis, please hit the Boost button 🚀 and leave a comment below! Happy trading! 🙌 インジケーター
Navyraid FVANavyraid FVA (Fair Value Area)
Description:
Overview
The Navyraid Fair Value Area (FVA) is a specialized analytical tool built upon the principles of Auction Market Theory (AMT). According to AMT, financial markets exist to facilitate trade, constantly moving between states of balance and imbalance. The market tends to travel from one established Value Area to another.
This indicator maps out these crucial areas by analyzing where the market spends the most time and how frequently specific price levels are visited throughout the trading day. By identifying these zones of high historical acceptance, the indicator projects key levels from previous sessions that act as strong magnets and significant support/resistance zones for current and future market action.
How It Works (Core Logic)
The indicator evaluates price action by breaking down the high-to-low range of each candle into specific discrete price bins (ticks). It then tallies how often the price trades through each bin over a defined period (daily basis).
Value Area Calculation: It accumulates these price interactions to find the area where a specified percentage of trading activity occurred (default is 68%, representing one standard deviation of the mean).
Key Level Extraction: It isolates the single price levels with the highest concentration of activity for both the Mayor and Minor FVA.
Main Features
Mayor FVA: This represents the Point of Control (POC) or the price level with the highest time accumulation strictly within the 68% Value Area. This zone acts as the primary focal point of market balance and a high-probability price magnet.
Minor FVA: This marks the most significant high-time node located strictly outside the established Value Area. These peripheral nodes frequently serve as crucial turning points, rejection zones, or targets when the market breaks out of its primary balance.
Smart Mitigation (Freeze Logic): To keep the chart clean and relevant, FVA zones are projected forward as boxes. By default, once the current price touches or "mitigates" an extended box, the box stops extending (freezes).
Force Extend: A toggle that overrides the mitigation logic, forcing the FVA boxes to continuously project forward regardless of price interaction, useful for long-term level tracking.
Auto Tick Size: The script automatically scales the bin sizes based on the asset's specific price range and minimum tick, making it universally applicable across Forex, Indices, Crypto, and Equities without manual adjustment.
How to Use in Trading
Traders can utilize the Navyraid FVA to understand the broader market context based on AMT.
Targets: If the price is moving directionally, previous Mayor FVAs serve as logical take-profit zones, as the market seeks historical balance.
Reactions: Minor FVAs can be observed for potential pullbacks or continuation setups when the market tests extreme areas outside of the previous day's accepted value.
Disclaimer: This indicator is designed for educational and analytical purposes to visualize Auction Market Theory concepts. It does not constitute financial advice. インジケーター
Euna Quality Growth Score v3una Quality Growth Score (EQGS) is a sector-adjusted fundamental stock-screening indicator designed to compare business quality, growth, balance-sheet strength, cash-flow generation, and valuation on a normalized 0–100 scale.
The script automatically detects a company’s sector and industry, then applies a different scoring framework based on the company’s business model. Rule of 40 is applied only to detected software companies. Financial companies, industrials, technology hardware, healthcare, consumer companies, energy, utilities, and real estate are evaluated using sector-appropriate metrics and weightings.
Metrics may include:
Revenue growth
EPS growth
Free cash flow margin
Gross margin
Operating margin
ROIC or ROE
Net debt to EBITDA
Buyback yield
Price to free cash flow
Free cash flow yield
Price to book for financial companies
Rule of 40 for software companies
The indicator converts market prices and financial values to U.S. dollars where supported to reduce currency mismatches between foreign listings and company financial statements.
EQGS also displays the detected sector, selected scoring profile, data completeness, valuation metrics, and an overall classification such as Exceptional, Attractive, Quality Watch, Mixed, or Low Quant Score.
This tool is intended for fundamental screening, peer comparison, and research prioritization. It is not a standalone buy, sell, or investment recommendation. インジケーター
Smart Money Concepts Liquidity Sweep, Order Block & FVGOVERVIEW
Every Smart Money indicator draws order blocks and tells you they work. This one scores them 0–100 and then forward-tests whether the score is actually true — on your instrument, on your timeframe.
It maps liquidity, detects stop-hunts, builds entry zones from the displacement that follows, confirms them with real order flow, and grades every zone that price returns to. Instead of "here is an order block, trust me", the panel tells you something like:
Tier-A zones returned +0.23R vs +0.08R for a matched control, n=61, t=2.1 — PROVEN
...or, just as usefully, NOT PROVEN. It is built to be able to tell you it doesn't work.
This is a research and framing tool. It is NOT a strategy, NOT a signal service, and NOT a validated edge.
WHY THESE PARTS ARE ONE TOOL (mashup rationale)
The Smart Money / ICT model is a SEQUENCE. Each step is meaningless on its own, and that is why they are combined here rather than sold as separate scripts:
1. LIQUIDITY POOLS — Stops cluster above equal highs (buy-side) and below equal lows (sell-side). Swing points within an ATR tolerance are clustered into a single pool; the more swings, the more stops resting there. A pool is not a signal. It is a magnet and a target.
2. THE SWEEP — Price wicks THROUGH the pool and closes back INSIDE it. That is a stop-hunt, and it is the only part of the sequence that reveals intent. A sweep alone is still not a trade.
3. DISPLACEMENT — An impulsive, ATR-normalised move away from the swept level. This is what separates a SWEEP (reversal) from a RUN (continuation).
4. THE ZONE — Displacement leaves footprints: a FAIR VALUE GAP (a three-bar imbalance) and an ORDER BLOCK (the last opposing candle before the impulse). Where an FVG sits INSIDE an order block, two independent structures agree — flagged as a confluence zone.
5. LOCATION — The zone is then judged on WHERE it sits. Against the VOLUME PROFILE (value area, point of control, and untested "naked" POCs), and against the DEALING-RANGE EQUILIBRIUM. A bullish zone in DISCOUNT is a zone you are being paid to buy; the same zone in premium is not.
6. ORDER FLOW — The question structure cannot answer: did anyone actually show up? Intrabar delta signs each lower-timeframe bar's volume by its own direction. A bullish zone born on NEGATIVE delta is a vacuum, not a footprint — and scores nothing for it.
7. THE ENTRY — Price is never chased. The engine arms only when price RETRACES into a fresh zone, then frames entry / stop / target — the target being THE NEXT OPPOSING POOL OF STOPS, because that is where the next batch of liquidity is resting.
8. THE CALIBRATION — Without it, everything above is folklore.
Remove any one of these and the tool marks noise, chases price, targets nothing, ignores where value actually is, or reports a confidence it has not earned.
THE SCORE (0–100, eight measurable components, no discretion)
Displacement strength ...... impulse body ÷ ATR — the energy behind the zone
Participation (RVOL) ....... volume at formation vs its own recent average
Born from a sweep .......... did a stop-hunt precede it? (the core ICT claim)
Imbalance size ............. FVG height ÷ ATR
HTF alignment .............. does the higher timeframe agree?
Premium / discount ......... bullish zone in DISCOUNT? bearish zone in PREMIUM?
Volume-profile location .... at value, at the POC, or at an untested POC?
Order flow (delta) ......... was the displacement backed by real aggressive flow?
Tiers: A (70+) · B (40–69) · C (below 40). Every weight is an input — if you think the sweep matters more than I do, turn it up, and let the calibration tell you whether you were right.
THE CALIBRATION — AND WHY IT IS HONEST
Every zone trade is paired with a MATCHED CONTROL: the same bar, the same direction, and the SAME R:R — but entered at market with an ATR stop instead of at the zone. This isolates exactly one variable: does entering AT THE ZONE beat entering anywhere else on identical geometry? Under a random walk, this control has zero expectancy, so anything the zones earn is real.
Each tier is tested against its OWN control, because an A-zone may carry a very different R:R from a C-zone, and a trade's hit rate depends on its R:R.
Results are reported as EXPECTANCY IN R, not hit rate. When R:R varies from trade to trade, a hit rate on its own is meaningless: a 6R winner at 20% is +0.4R (excellent), while a 1R winner at 55% is +0.1R (barely worth the commission).
A Welch t-test decides whether the difference is real or luck. The panel does not say "proven" unless t > 1.96.
The panel also answers the one question that matters most: DOES TIER A BEAT TIER C? If the scoring model has any value, A-grade zones must outperform C-grade zones. If they don't, the score is noise — and it will say so.
Conventions are deliberately chosen so the tool cannot flatter itself:
· Both barriers touched on the same bar → the STOP is assumed first.
· Expired trades are marked to market, not counted as wins or losses.
· Everything is logged and resolved on confirmed bars only.
HOW TO USE IT
1. Read the bias, the liquidity map, and the premium/discount shading. Pools above are buy-side, pools below are sell-side, and price usually travels from one to the other.
2. Wait for a SWEEP, then for a zone to be created by the displacement that follows.
3. Do NOT chase. The engine arms an entry only when price RETRACES into a fresh zone.
4. Watch for ABSORPTION at the zone — heavy volume, a small range, price holding. Someone is soaking up the aggression. That is a defended zone, and it is the best live confirmation available.
5. READ THE CALIBRATION BEFORE YOU WEIGHT ANY OF IT. If Tier A is not proven on your instrument and timeframe, a zone is a LOCATION, not a PROBABILITY — treat it as context only.
6. Entry / stop / target and the resulting R:R are drawn on the chart. They are arithmetic, not advice.
Do not tune the weights until the numbers turn green. That is curve-fitting, and the calibration exists to catch it — not to be defeated by it.
ORIGINALITY
The underlying SMC concepts are public and credited below. What is assembled here is the specific synthesis: an eight-component measurable score, the fusion of SMC structure with auction-theory location (volume profile and premium/discount), true intrabar order-flow confirmation, a per-tier matched control, expectancy-in-R reporting, and a significance test that can — and frequently does — return "not proven".
Clean-room implementation. No third-party Pine code is reused.
UNIVERSAL / DATA REQUIREMENTS
Works on any symbol and any timeframe — the engine is ATR-normalised throughout, so it adapts to the instrument rather than assuming point values.
Volume improves the score but is NOT required. On a symbol without real volume, the RVOL, volume-profile and order-flow components neutralise and the panel says so, rather than blanking or pretending.
Intrabar delta requires a timeframe strictly below the chart's. The script AUTO-MAPS this (1m→5s, 3m→15s, 5m→30s, 15m→1m, and so on) because if the intrabar timeframe equals the chart timeframe there is only ONE intrabar — the bar itself — and delta degenerates to ±100% on every bar. Where true intrabar data is unavailable, the script falls back to a close-location proxy AND LABELS IT AS A PROXY in the panel.
NON-REPAINTING
Pools, sweeps, displacement, zones, the volume profile, absorption and entries are ALL computed on confirmed bars only.
Swing points use ta.pivot* and are therefore known only AFTER their confirmation bars. This is why a liquidity pool appears a few bars after its swing. That delay is the honest cost of not repainting, and it is paid deliberately — a level that moves after the fact is worse than no level at all.
The higher-timeframe read uses lookahead_off with a live-bar offset. The calibration harness logs AND resolves on confirmed bars, so its statistics cannot inflate intrabar. Nothing here is drawn and then moved.
HONEST LIMITATIONS — PLEASE READ
Smart Money Concepts is a popular framework, not a proven one. That is precisely why this script measures it instead of asserting it.
The calibration figures are IN-SAMPLE, close-to-close, with NO costs or slippage, and they use overlapping windows. A proven in-sample edge is NOT a guarantee of out-of-sample results.
The rolling volume profile is an APPROXIMATION — each bar's volume is spread uniformly across the bins its range covers. It is not tick data.
Small samples are unreliable. A tier with a low "n" is provisional even if it looks good.
If the edge is near zero, negative, or unstable across timeframes, the honest conclusion is that this model carries no edge on that instrument. The tool is designed to be able to tell you that, and you should believe it when it does.
Nothing here predicts price.
CONCEPT CREDITS
Smart Money / ICT concepts — liquidity pools, stop-hunts, displacement, fair value gaps, order blocks, premium/discount and optimal trade entry — are public trading concepts popularised by Michael J. Huddleston (Inner Circle Trader) and the wider SMC community.
Market Profile, the point of control and the value area — J. Peter Steidlmayer and the CBOT.
Market structure theory — Charles Dow.
Average True Range — J. Welles Wilder.
Wilson score interval — Edwin B. Wilson.
Triple-barrier forward labelling — Marcos López de Prado.
Welch's t-test — B. L. Welch.
The zone-scoring model, the order-flow fusion, the per-tier matched control and the tier calibration are the author's own. Not affiliated with, nor endorsed by, any of the above.
DISCLAIMER
This is a research and educational tool only. It is NOT financial advice, NOT a recommendation, and offers NO guarantee of profitability or accuracy. Indicators describe past behaviour; they do not predict the future. Entry, stop and target output is arithmetic, not advice. Trading carries a risk of loss. Test out-of-sample and make your own decisions. The author accepts no liability for any use of this script. インジケーター
DCA + DRIP Simulator [WynTrader]DCA + DRIP Simulator
Hello my friend
This tool simulates real effect of an investment plan when a disciplined DCA+DRIP strategy compounds growth, compared to simply investing and pocketing the dividends. It applies to all kind of security with or without dividend paid, so you can compare what tickers you want..
This isn't a simplified estimate. It reads real price, dividend, and split data directly from TradingView — bar by bar, month by month — and reconstructs what a real investor would have experienced. Apply it to any security — dividend-paying or not, stock, ETF, closed-end fund — and see the picture side by side: with DRIP and no DRIP.
█ CONCEPTS
This indicator illustrates clearly that DCA+DRIP can build more wealth over time than a standard monthly investment approach where dividends are simply cashed out with no plan in mind.
— Dollar Cost Averaging (DCA) means investing a consistent amount every single month, no matter what the market does. When prices drop, your money buys more shares automatically. Over time, this discipline lowers your average cost and keeps emotion out of the equation.
— Dividend Re-Investment Plan (DRIP) means every dividend payment goes straight back into buying more shares, instead of sitting idle. Those extra shares generate their own dividends, which buy more shares — a compounding effect that grows the longer you stay invested.
Together, DCA + DRIP compound together over time.
█ HOW IT WORKS
Set your chart to MONTHLY intervals, else the table is set to zero.
Once configured, the indicator reads price, dividend, and split data directly from TradingView and simulates what a real investor would have experienced: buying every month (DCA), collecting dividends, reinvesting them automatically (DRIP) and adjust data with Splits.
█ FEATURES
Configurable DCA Parameters
Set your initial deposit, monthly contribution, and an optional annual DCA increase (e.g. +5%/yr to reflect salary growth and inflation over time). A withholding tax rate can also be applied for US-listed securities (e.g. 15% for ZQQ).
Flexible Date Range
The simulation runs from your chosen: a) Number of years to date; b) Start date to date; c) Visible chart from Start/End dates of your chart screen.
Side-by-Side Comparison
Every result is shown in two columns simultaneously — With DRIP and No DRIP. Capital, monthly dividend income, total dividends received, net gain, and share count — all at a glance.
Fully Customizable Table Display
Position, text size, and all colors are adjustable directly from the settings panel, so the table fits cleanly on any chart layout.
█ CONCLUSION
Load this indicator on any security — stock, ETF, closed-end fund, with or without dividends. DCA+DRIP Simulator applies to all of them, though DRIP's effect is most visible on dividend-paying securities, where reinvested dividends compound over time.
The difference between With DRIP and No DRIP can be significant over time.
█ WynTrader
I am not a Pine Script programmer — I am an investor who builds tools to support my own analysis, and maybe helps others. A few anomalies may have slipped through and there is likely room for improvement.
Hope you find this little tool useful. Enjoy!
WynTrader インジケーター
Volume Force FieldVolume Force Field — TradingView publication kit
Volume Force Field turns a volume profile into a force map. A normal profile shows you where value is. This overlay shows you the net pull on price at every level — the slope of the volume landscape toward the nearest magnet — and then it measures, on your own history, whether that pull actually leads price. One plain-language panel tells a non-technical trader what it means at a glance.
What it plots
The force field — coloured bands across price. Green means price at that level is being drawn up toward a high-volume magnet; red means drawn down. Band opacity scales with how much volume sits there.
POC and magnets — the yellow line is the Point of Control (the single strongest magnet); green lines are secondary magnets; dashed red lines are low-volume ridges that price tends to cross quickly.
Value Area — the shaded band holding your chosen % of volume around the POC: the range where trade has been accepted.
Value centre ± band — a moving equilibrium (rolling VWAP / adaptive MA / EMA) with a σ band: the drift level price is pulled back toward.
Guidance panel — plain English: the current bias (pulling up / down / balanced), location vs value (inside / stretched above / stretched below), the nearest magnet and distance, and one line on what to watch.
Past signal marks — small triangles wherever the net pull historically turned strongly up or down, so you can eyeball how the field has behaved.
Why these components are one tool (not several indicators stacked)
Each part answers a question the others cannot, and removing any one breaks the read:
Volume kernel density builds a smooth value landscape whose peaks are magnets. Optional lower-timeframe slicing distributes each bar's volume across its true intrabar path; an optional half-life lets recent volume outweigh old, so the field is a living map, not a flat lookback.
The density gradient turns that landscape into a force — the direction and steepness of attraction at each level, which a plain density cloud never exposes.
The Value Area frames where price is accepted versus stretched, so the force is read in context.
The moving value centre adds the mean-reversion pull toward equilibrium.
The calibration harness back-measures the whole thesis: when the pull is strong, did price actually travel toward the magnet more often than the base rate? It reports Hit %, Base % and Edge.
Density is a picture; the gradient makes it a force; the Value Area frames it; the centre adds drift; the harness keeps it honest. Together they are one decision object.
How to use it
Read the guidance panel first — it states the bias, where price sits versus value, the nearest magnet, and what to watch. On the chart, treat green bands as upward pull toward the magnet above and red as downward pull; the POC and magnet lines are targets; dashed lines are fast low-volume gaps; the Value Area is the accepted range; the centre ± band is the drift equilibrium. Turn on the Calibration table and read Edge: a strong pull with a positive, matured Edge is the context this tool is built to surface. An Edge near zero means the attraction is not exploitable on that symbol/timeframe — that is useful information, not a trade trigger. This is a context map, not a signal generator; combine it with your own risk and execution rules.
Universal across markets
Price source and volume feed are inputs, so it runs on any symbol. Instruments without real volume fall back automatically to a price-density field. Default settings target an index-futures 1-minute chart; change the lookback, centre and slice resolution to suit other assets and timeframes.
Originality
The building blocks are standard and credited below; the original work is the coupling and the rendering — a volume kernel density whose gradient is drawn as a directional force field, fused with a Value Area and a moving value centre, with magnet/ridge extraction and a forward base-rate harness that reports each strong-pull setup's realised Edge instead of asserting that magnets work. No third-party Pine code is reused.
Concept credit
Kernel density estimation — Emanuel Parzen (1962) and Murray Rosenblatt (1956); bandwidth rule — B. W. Silverman (1986). Point of Control / Value Area / Market Profile — J. Peter Steidlmayer. Moving-equilibrium ("price in a moving potential") market models — Hideki Takayasu, Takayuki Mizuno and Tsutomu Watanabe. Not affiliated with, nor endorsed by, any third party.
Honesty / limitations
No tick or order-book tape is available to scripts, so the density is built from OHLCV and optional lower-timeframe slices — a proxy, not the true traded distribution. Lower-timeframe slices exist only for recent bars; older bars use bar price automatically. "Force" is a hypothesis the Edge stat exists to falsify. The harness uses a light proxy of the field (the full grid cannot be recomputed on every bar), so it tests the idea rather than the exact drawn object. Like any volume profile, the last (forming) bar's field refreshes in real time; on closed bars it is fixed. Edge figures are in-sample, close-to-close, without costs — a study aid, not a verified backtest. Nothing here predicts price.
Disclaimer
For research and educational purposes only. This script is not financial advice, not a recommendation, and not a guarantee of future results. Indicators describe past behaviour; they do not predict the future. Trading carries risk of loss. Test on out-of-sample data and make your own decisions. The author accepts no liability for any use of this script. インジケーター
Auction & Liquidity Command Center Volume Profile, MeasuredAuction & Liquidity Command Center — Volume Profile, Measured
The levels traders already use — prior POC, value area, naked POCs, prior day high/low, session AVWAP, HVN/LVN — each scored by its measured reaction on this chart: how often price rejects vs breaks, and what the fade has been worth in R. Levels with evidence, not levels with vibes. Never a buy or sell.
What it does
Every structure tool draws levels. None of them measures what happens when price gets there. This tool builds the session-anchored auction map with profile-grade accuracy, detects qualified touches of every level, resolves each touch through a triple-barrier outcome, and pools the results by level TYPE into a live scoreboard: pPOC +0.01R · rej 50% · n156. You see not just where the levels are, but which kinds of levels have actually meant something on this chart — and which are coin flips.
The components, and why they are combined
This is a deliberate synthesis of four parts, each covering the previous one's weakness:
A profile-grade level engine (Market Profile — J. P. Steidlmayer). Nine level types from the session volume-at-price profile and session extremes: prior POC, prior VAH/VAL (classical two-row 70% expansion), naked POCs (prior POCs never revisited), prior day high/low, the session's anchored VWAP, and HVN/LVN volume nodes (prominence-filtered local extremes). Accuracy choices: each bar's volume is distributed range-proportionally across the rows it overlaps (not binned at one point); POC ties break toward the session center. Weakness left open: a drawn level says nothing about whether it matters.
A qualified-touch detector. A level must be ARMED — price fully away from it by at least k×ATR — before a touch of it can count, and it disarms after every touch. Chop sitting on a line cannot enter the record. Approach direction is stored with every event. Weakness left open: a touch is not an outcome.
Triple-barrier outcome resolution (outcome labelling — M. López de Prado). From each touch: REJECT if price moves m×ATR back the way it came first, BREAK if it moves m×ATR through first, TIMEOUT after T bars. Purity rules: barriers are fixed at the ATR of the touch moment; evaluation starts the bar after the touch; a bar hitting both barriers is a timeout, never a guess. Weakness left open: one level's history is n = 1.
Per-TYPE pooling with honesty gates. Statistics pool by level type, never by individual line — a type is a real sample. A type shows no score until a minimum number of its touches have resolved (default 20); until then it reads BUILDING with its count. Timeouts are reported in n but excluded from the reject/break ratio. Fade expectancy = (rejects − breaks) / (rejects + breaks), in R.
How to read it
Rails are colored and styled by type (solid profile levels, dashed day levels, dotted volume nodes, violet naked POCs); each label carries its type's live score or its BUILDING count.
Evidence on the chart: a gray • at every qualified touch, then ○ (teal) where the touch rejected and ✕ (amber) where it broke. Every number on the scoreboard can be audited against the chart.
Dashboard: nearest level and its score, with a plain-language verdict (tends to hold / coin flip / tends to break) so the read needs no statistics background; per-type scoreboard (fade R · reject % · n) for all nine types; touch counts; the exact engine settings in the NOTE row.
Honest expectations: most types on most charts score near zero — that is the truthful baseline, and seeing it protects you from folklore. The value is in the exceptions this chart's own history reveals (for example, day extremes often carry a modest positive fade expectancy while POC retests are a coin flip), and in knowing the difference.
How to use it
Use the scoreboard to weight your own playbook: give more respect to touches of types that have measured well here, less to types that grade as noise — and size accordingly. The "Touch of a MEASURED level" alert fires only when price reaches a type with a real sample behind it. This is context about where price reactions have had structure — never a direction, never an entry signal.
Non-repaint & universality
Profiles, POC/VA/nodes and day levels commit only at session close on confirmed bars; touches and outcomes resolve on confirmed bars; the AVWAP is cumulative within its session. Nothing repaints. The script requests no external data of any kind — no lower timeframes, no security calls — so it runs identically on every plan and every symbol with volume.
Use on any market
Volume source, profile rows, value-area %, node thresholds, arm distance, barriers and sample gates are all inputs. Defaults suit liquid intraday index futures; intraday timeframes give the engine the most touches to learn from.
Originality & credits
The synthesis — a range-proportional session profile, qualified-touch detection, touch-time-ATR triple-barrier outcomes, and per-type pooled reaction statistics displayed as a live scoreboard — is original work for this publication. Concept credits: Market Profile / point of control / value area — J. Peter Steidlmayer; naked (virgin) POC — market-profile literature; anchored VWAP — as popularised in modern trading literature; triple-barrier outcome labelling — M. López de Prado. Implementation and charting design are the author's own.
Disclaimer
Research and education only. NOT financial advice, NOT a signal service, NOT a guarantee of future results. Reaction statistics are empirical frequencies from this chart's limited history, pooled per level type; they change with regime and sample, and a positive expectancy is not a promise. Validate independently and manage your own risk. インジケーター
Session Value Ribbon [EXCAVO]Anchored volume-weighted mean with a harmonic value ribbon and HTF confluence
The Session Value Ribbon plots a volume-weighted mean of price and a volatility-scaled sigma envelope, then partitions the space between them into a harmonic value ribbon (0.236, 0.382, 0.5, 0.618, 0.786). Three anchor modes let the wave adapt to any chart: Rolling (a sliding N-bar window, default), Timeframe (classical anchored VWAP that resets each session), and Date (fixed anchor). A second accumulator on a slower reference timeframe runs the same math and plots as an HTF confluence line for multi-scale reads.
This is not a basic VWAP indicator. The ribbon layers, the volatility-regime scaling of the sigma bands, the HTF confluence overlay, and the auto-resolver that picks the anchor from the chart timeframe turn a single-line mean into a full value map of the current session.
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▸ HOW TO USE
Step 1 → Add the indicator. The anchored mean, sigma envelope
and value ribbon draw immediately on whatever anchor
mode is selected (Rolling by default).
Step 2 → Read the mean as fair value for the active anchor.
Price above the mean = participants are bidding higher
than the anchor-window average; price below = lower.
Step 3 → Watch the outer sigma bands. A close beyond them
means price is stretched from fair value; the ribbon
layers below act as pullback shelves.
Step 4 → Use ribbon layers as intraday shelves. The 0.5 layer
is the midpoint between mean and outer band; the 0.236
layer sits close to the mean; the 0.786 layer sits
close to the outer band. Look for stalls and false
breaks at each layer.
Step 5 → Cross-check with the HTF confluence line. When the
primary mean and the HTF mean converge, price is in a
multi-scale value zone; when they diverge, one session
is running ahead of the other.
Step 6 → Read the dashboard for anchor mode, current mean,
distance from mean in sigmas, slope regime and bar
count since the anchor.
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▸ HOW IT CALCULATES
◆ Volume-Weighted Mean
The mean is a running weighted average of the selected price source. Weights come from volume with three modes: Full uses raw volume (classical MIDAS weighting), Root uses the square root of volume (dampens single-bar spikes so one huge candle cannot drag the mean), and None uses equal weight (the mean degenerates to a plain arithmetic average of the source).
◆ Anchor Modes
Rolling accumulates over a sliding N-bar window (default 200 bars), so the wave is always N bars long regardless of chart timeframe. Timeframe resets the accumulator on each boundary of the chosen anchor timeframe (Daily by default), matching the behaviour of a classical anchored VWAP. Date locks the anchor to a specific timestamp and keeps accumulating forever after.
◆ Sigma Envelope
Sigma is computed from the anchor-window weighted variance, E − (E )². The outer bands are drawn at ±sigmaMultiplier × sigma around the mean. Optional Volatility Regime Adjust multiplies sigma by an ATR-relative factor, bounded between 0.7x and 1.4x, so the bands breathe with the current activity state, giving tighter bands in quiet regimes and wider bands in wild ones.
◆ Harmonic Value Ribbon
The space between the mean and each outer band is split into harmonic layers at 0.236, 0.382, 0.5, 0.618 and 0.786 of the sigma distance. The ribbon is rendered as a progressive-opacity fill, not as separate labelled lines, so the eye reads a continuous value gradient instead of a stack of horizontal ledger lines.
◆ HTF Confluence Layer
A second accumulator runs the exact same math on the next slower anchor timeframe (Rolling with a longer window when the primary is Rolling; the next-slower TF step when the primary is Timeframe). The HTF mean plots as a thin coloured line. When the primary mean and the HTF mean align, price is in a multi-scale value zone.
◆ Slope-Based Regime Classifier
The classifier measures the slope of the primary mean over the slope-lookback window and normalises it by ATR. If |slope|/ATR exceeds the slope threshold (default 0.05 xATR), the ribbon and mean tint bull or bear. Below the threshold the regime is flat and the palette stays neutral.
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▸ WHAT MAKES IT DIFFERENT
◆ Chart-Timeframe Auto-Resolver
The anchor timeframe is resolved automatically from the chart timeframe, so the wave shape stays consistent across intraday, swing and position TFs without manual tuning.
◆ Volatility-Regime Scaling
The sigma envelope adapts to activity state instead of being fixed at a static multiplier. Tight regimes contract the bands, wild regimes widen them, with a bounded 0.7x to 1.4x multiplier so the visual stays stable.
◆ Harmonic Ribbon as Progressive Fill
The intra-band space is drawn as a smooth value gradient rather than a stack of horizontal lines. Layer count is user-selectable (Harmonic 3, 5 or 7).
◆ HTF Confluence Overlay
A second anchored mean on the next slower timeframe plots as a companion line so multi-scale value alignment is visible without a second indicator on the chart.
◆ Distance-In-Sigma Readout
A right-edge readout reports the current mean and the current distance from mean in sigmas, so the extreme readings are legible without measuring.
◆ EXCAVO Overlay Visual
Chart-anchored overlay only, with no pane oscillator and no floating badges. The wave, ribbon and HTF line share a single tonal palette that stays out of the way of price action.
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▸ DASHBOARD
Real-time panel (top right by default) with all key metrics:
Anchor - active anchor mode with its parameter (Rolling N, Timeframe TF, or Date)
Mean - current value of the anchored mean
Distance - price distance from mean in sigmas, signed
Regime - Up / Down / Flat classification from the slope-based regime engine
Bars in Anchor - bar count since the anchor started accumulating
Legend table (bottom left) explains every glyph and colour used on the chart. Toggle in Dashboard settings.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
▸ SETTINGS
Anchor
Anchor Mode - Rolling (default), Timeframe, or Date
Rolling Length (bars) - 200 (window used in Rolling mode)
Anchor Timeframe - D (used in Timeframe mode)
Anchor Date - 01 Jan 2025 (used in Date mode)
Source
Price Source - (H+L+C)/3 (typical price)
Volume Weight - Full (raw volume) - Root (square root of volume) - None (equal weight)
Sigma Bands
Sigma Multiplier - 2.0 (band distance in sigmas)
Volatility Regime Adjust - OFF (ATR-scaled sigma with 0.7x-1.4x bounds)
Value Ribbon
Show Value Ribbon - ON
Ribbon Set - Harmonic 5 (0.236 / 0.382 / 0.5 / 0.618 / 0.786)
Ribbon Opacity Base - 80
Show Zone Fill - ON
Zone Fill Opacity - 88
HTF Confluence
Enable HTF Confluence - ON (draws a second mean from the next slower anchor)
Regime Coloring
Slope Regime Coloring - ON
Slope Lookback - 20 bars
Slope Threshold (xATR) - 0.05
Visualization
Bull Color - deep blue
Bear Color - red
Flat Color - neutral grey
HTF Confluence Color - amber
Show Right-Edge Readout - ON
Dashboard
Show Dashboard - ON
Dashboard Position - Top Right
Show Legend - ON
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▸ ALERTS
Directional alerts only.
Price Crossed Above Anchored Mean - close crosses over the primary anchored mean
Price Crossed Below Anchored Mean - close crosses under the primary anchored mean
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Built on MIDAS anchored VWAP (Paul Levine, 1990s), extended with three anchor modes (Rolling / Timeframe / Date), selectable volume weighting, volatility-regime scaling of the sigma bands, a harmonic ribbon rendered as a progressive-opacity fill, an HTF confluence layer, a slope-based regime classifier, and a right-edge distance-in-sigma readout.
Best regards,
EXCAVO
Disclaimer
Trading involves significant risk. This indicator is a technical analysis tool
and does not constitute financial advice, investment recommendations, or a
guarantee of future results. Past indicator behavior does not guarantee future
performance. Always use proper risk management and your own judgment.
インジケーター
Fib OTE + FVG Confluence [Viprasol]Fib OTE + FVG Confluence — high-probability ICT entries where two edges agree
═══════════════════════════════════════════════════════════
THE IDEA
═══════════════════════════════════════════════════════════
A Fair Value Gap is a good entry zone. An OTE (Optimal Trade Entry) retracement is a
good entry zone. But an FVG that sits INSIDE the OTE — that's the setup ICT traders
actually wait for. This tool maps the higher-timeframe OTE / premium-discount zone,
detects Fair Value Gaps, and does the one thing that matters: it highlights and ALERTS
you when price taps an FVG that lands inside the OTE.
═══════════════════════════════════════════════════════════
HOW IT WORKS
═══════════════════════════════════════════════════════════
1. HTF OTE MAP — From the previous candle range of your chosen higher timeframe
(non-repainting), it builds the Fibonacci map: the OTE band (default 0.618-0.786),
the equilibrium line (0.5) that splits premium from discount, and a directional bias
(Auto from the last HTF candle, or force Long/Short). In a long bias the OTE sits in
discount (below equilibrium) — where you want to buy; in a short bias it sits in
premium.
2. FAIR VALUE GAPS — Standard 3-candle imbalances (bullish `low > high `, bearish
`high < low `), with an optional displacement filter and a minimum-size filter to
cut noise. Each gap is drawn as a box and tracked until filled (Wick / Close /
Average mitigation).
3. CONFLUENCE — the point of the tool. A gap is "confluent" when it overlaps the OTE
band (strict) or, in the looser mode, when a bullish gap sits in discount / a bearish
gap sits in premium. Confluent gaps are highlighted with a ★. Turn on "Show ONLY
Confluent FVGs" and the chart reduces to just the high-probability zones.
4. ALERTS — Get notified when price TAPS a confluent FVG (and optionally when one
forms). One alert, delivered via app / email / SMS / webhook (Text or JSON message).
═══════════════════════════════════════════════════════════
ALERTS SETUP
═══════════════════════════════════════════════════════════
Create one alert → Condition: "Fib OTE + FVG Confluence" → "Any alert() function call",
then pick your delivery (app/email/SMS/webhook) in the dialog. Switch Message Format to
"JSON (webhook)" for bot/automation-friendly output. Messages carry direction, event
(FORMED/TAPPED), and the gap's price range.
═══════════════════════════════════════════════════════════
SETTINGS
═══════════════════════════════════════════════════════════
• HTF Fibonacci / OTE: timeframe, bias (Auto/Long/Short), OTE start/end, show map, colors.
• Fair Value Gaps: min gap %, displacement filter, fill mode, show-only-confluent, colors, box extend.
• Confluence & Alerts: confluence rule (Inside OTE / Favored half), highlight color, form/tap
alert toggles, frequency (once-per-bar-close = no repaint), Text/JSON.
═══════════════════════════════════════════════════════════
HOW TO USE
═══════════════════════════════════════════════════════════
1. Set the OTE higher timeframe (e.g. Daily on an intraday chart).
2. Let Auto bias pick direction, or force Long/Short to your plan.
3. Enable "Show ONLY Confluent FVGs" to see just gaps inside the OTE.
4. Create the alert and wait for a tap of a ★ confluent gap — that's your cue to do
your own analysis and manage risk.
═══════════════════════════════════════════════════════════
LIMITATIONS — PLEASE READ
═══════════════════════════════════════════════════════════
• This is an awareness / confluence tool, not a strategy or signal service — no buy/sell
calls. A confluent tap is a location of interest, not a guarantee.
• The OTE map uses the previous HTF candle range and updates as new HTF candles form;
it reflects current context, not a fixed historical grid.
• FVGs are detected on the chart timeframe; confluence is judged against the OTE active
when each gap forms.
• Not financial advice. Trade at your own risk.
═══════════════════════════════════════════════════════════
CREDITS & ORIGINALITY
═══════════════════════════════════════════════════════════
Fair Value Gaps, OTE, and premium/discount are public ICT concepts. All code here — the
non-repainting HTF OTE map, the FVG detection and mitigation, the confluence logic, and
the alert engine — is original Viprasol work written from the standard definitions. No
third-party Pine code is reused.
インジケーター
Adaptive Structural Trail Order Flow, Imbalance & RegimeAdaptive Structural Trail — Order Flow, Imbalance & Regime
What it is
Adaptive Structural Trail is a single, self-contained market-structure framework that re-clocks the chart by participation instead of time, marks the imbalances that real activity leaves behind, lets order flow decide which of those levels still matter, asks a regime filter whether trending behaviour can be trusted right now, and trails the strongest surviving level as an adaptive stop — all summarised in a plain-language dashboard that tells you, at a glance, whether the picture says ride, wait, or stand aside.
It is designed to be market-agnostic: every raw input (price, volume, and the volatility-index reference) is user-selectable, so the same logic runs on index futures, equities, FX, crypto or commodities without touching the code. Defaults are set for NIFTY index futures; change the volatility symbol and (if needed) the volume source for other instruments.
Why the components are combined (this is one tool, not a bundle)
Each layer measures a different facet of one process — activity creating structure, structure decaying or being defended, and a regime deciding whether to act. They are not independent indicators stacked for visual effect; remove any one and the others lose their meaning:
Delta clock (the substrate). A virtual bar closes only when cumulative signed volume becomes statistically significant (σ × a multiplier). Every downstream reading is therefore spaced by participation, not by the clock — a quiet 10 minutes and a violent 10 seconds are treated differently, which is the whole point.
Imbalance / fair-value-gap detection runs on those virtual bars, so a level is recorded only where genuine activity gapped price, not on arbitrary time bars.
Order-flow lifecycle (charge → decay → breaker/dead). When price returns to a level, delta adjudicates the outcome: absorbed-and-defended levels are reborn as breakers; levels that are surged through are killed. Flow decides what structure survives.
Regime gate (efficiency ratio + volatility burst). This routes everything. The trail is shown and signals arm only where trend behaviour is statistically credible; in range/transition/high-volatility states the tool deliberately stands aside.
Confidence fusion. Structure strength, cumulative-delta slope and flow toxicity (VPIN) are blended into one confidence number, which the dashboard converts into a plain instruction.
That coupling — a volume-significance clock feeding imbalance detection whose survival is adjudicated by order flow and gated by regime, fused into a single trailing level and a decision read-out — is the original contribution here.
How to use it
Add it to any liquid instrument. It is built for intraday timeframes (1–15 min is the sweet spot on index futures).
Read the dashboard top-down: the ACTION banner is the headline (e.g. LONG · ride the trail, RANGE · stand aside). Below it: bias + confidence, market state, the actual trail-stop price, order flow, flow toxicity, volatility context, and a plain "what to do" line.
Treat the coloured trail as a structure-based stop while the market state is a trend; when the state leaves trend, the trail disappears by design.
The imbalance zones show where unfilled activity sits; fresh, tapped and breaker levels are colour-coded (see the on-chart legend).
Edge-calibration panel (bottom-right): for transparency it scores past signals against a regime-matched base rate and reports EDGE = Hit − Base with a 95% confidence interval. Read the Edge column, not the raw hit-rate. This is descriptive of the past on your symbol — not a backtest and not a forward guarantee.
Key-info panel (top-left): instrument, timeframe, the live data source (see honesty note), threshold, ATR and level counts.
Honest note on data (please read)
TradingView exposes no true tick-by-tick aggressor delta and cannot build custom bars, so delta here is a proxy: signed intrabar volume taken from the finest lower timeframe your data plan returns — 1-second where available, otherwise 1-minute — falling back to bar-shape when no lower-timeframe data exists. The live source is shown as "Delta source" in the Key-info panel, so you always know which mode is active. Non-repaint: the delta clock advances and structure/regime/signals resolve only on confirmed bars; the trail line itself updates within the forming bar as a current estimate.
Originality
The novelty is the synthesis and coupling, not any single classical block. A participation clock is used to gate imbalance detection; order flow is used to adjudicate level survival; regime is used to route the entire read; and the whole thing collapses into one trailing level plus a decision dashboard and a self-calibration panel. Every raw input is user-selectable so the framework generalises across markets.
Concept credits
This tool synthesises well-established, publicly documented ideas; credit to their originators:
Information / volume-driven bars & VPIN flow toxicity — Marcos López de Prado; Easley, López de Prado & O'Hara.
Efficiency Ratio (trend vs. noise) — Perry J. Kaufman.
Trade-side classification (tick rule) — Lee & Ready.
Market impact & absorption (square-root law) — Almgren; Tóth & Bouchaud.
Wilson score interval (small-sample proportion CI) — E. B. Wilson.
Imbalance / fair-value-gap and trailing-stop concepts are long-standing, widely used market-structure ideas. The synthesis and the Pine implementation are the author's own.
Exported outputs (for use in other scripts)
Available via input.source() in any other indicator, with clean generic names: Bias Score (signed conviction, ±10), Trail Stop, Trail Direction, Regime State, Confidence, Leading Strength, CVD Slope, Flow Toxicity, Cumulative Delta, Volatility ROC, Volatility Bias.
Disclaimer
For research and education only. This is an analytical tool — not financial advice, not a signal service, and not a guarantee of future results. No indicator has an inherent edge; validate with your own testing, apply realistic costs, and manage risk. You are solely responsible for your trading decisions. インジケーター
Liquidity Structure Framework [PakunFX]Liquidity Sequence Framework
Liquidity Sequence Framework (LSF) is a market structure analysis indicator designed to visualize the progression of liquidity events, structure shifts, and Fair Value Gaps (FVGs) within a single analytical framework.
Instead of focusing on individual signals, the indicator organizes multiple market events into a sequential process, helping traders observe how price structure develops over time. The script combines swing structure, liquidity sweeps, trend filtering, and Fair Value Gap detection into a unified charting tool.
Features
External and Internal Swing Structure detection
Liquidity Sweep identification (SSL / BSL)
Bullish and Bearish Structure Shift detection
Automatic Fair Value Gap (FVG) detection
EMA-based trend filter
Premium / Discount (Equilibrium) filter
Configurable setup conditions
Visual sequence tracking with alerts
How it Works
The indicator monitors market structure using external and internal swing highs and lows. When liquidity is swept beyond a previous swing level, a new sequence begins. The script then tracks whether price confirms a structure shift and subsequently forms a Fair Value Gap within a configurable sequence window.
Trend filtering can be applied using Fast and Slow EMA conditions, while optional Premium / Discount and Fair Value Gap requirements allow users to customize how potential setups are displayed.
Display Elements
External Swing High / Low
Internal Swing High / Low
Liquidity Sweep markers (SSL / BSL)
Structure Shift markers
Active Fair Value Gap zones
Fast and Slow EMA
Equilibrium level
Setup markers
Alerts
Alerts are available for:
Liquidity Sweep
Bullish Structure Shift
Bearish Structure Shift
Bullish Sequence Setup
Bearish Sequence Setup
These alerts are intended to notify users when predefined analytical conditions are detected.
Notes
Liquidity Sequence Framework is designed as a market analysis tool. It visualizes structural relationships between liquidity events and price development but does not generate trading recommendations or predict future market direction.
Disclaimer
This script is provided for educational and research purposes only.
All calculations are based on historical price data. The displayed structures, Fair Value Gaps, and sequence conditions are intended to support chart analysis and should not be interpreted as guarantees of future market behavior or trading performance.
インジケーター
インジケーター
Liquidity Void Zone Map [ZOM]Liquidity Void Zone Map is a clean imbalance and fair-value-gap style zone mapper built to highlight where displacement left thin liquidity behind.
What it shows:
- Bull and bear liquidity void bands built from three-candle imbalance geometry
- Capped zone height so the bands stay readable instead of becoming huge slabs
- Active, tapped, and broken-state tracking
- Reclaim/rejection retest marks when price revisits a void with directional confirmation
- A compact dashboard showing active bull/bear zones, tapped count, broken count, state, and best quality score
How I use it:
The bands are context, not standalone entries. I look for price to return into a void, then watch the reclaim/rejection behavior around the band while considering trend, volatility, and broader market structure. It is designed for ES/NQ/crypto/forex intraday structure reads, but it can be adapted to other liquid markets.
Open-source script. Educational tool only; not financial advice. インジケーター
Auction Regime Atlas v1.0 # 🧭 Auction Regime Atlas v1.0
Auction Regime Atlas is a Pine Script v6 overlay indicator designed to visualize market acceptance, value migration, rejected auction areas, and contextual auction regimes directly on the chart.
❌ It is not a buy/sell signal tool.
❌ It is not a strategy.
❌ It is not an orderflow or liquidation-data replacement.
🎯 The goal is to help traders understand where price has been accepted, where value is forming, where price has moved away from value, and whether the current market context is balanced, transitional, displaced, or low quality.
---
## 💡 Core Idea
Markets often rotate around accepted value before moving into new auction areas.
Auction Regime Atlas maps that process by combining:
* price acceptance over a lookback window
* volume participation
* candle efficiency
* wick/rejection behavior
* higher-timeframe context
* regime classification
* distance from current value
📊 The result is a compact visual framework for understanding auction context without flooding the chart with signals.
---
## 🚀 Main Features
### 1. 🎯 Core Value Band
The Core Value Band highlights the price area where recent market activity shows the strongest acceptance.
It is calculated from a price-bin acceptance model using:
* time spent near price
* volume concentration
* close location
* wick/rejection behavior
⚠️ This band is meant as auction context, not as a mechanical support or resistance level.
---
### 2. 📏 Acceptance Edges
Upper and lower acceptance edges define the boundaries of the current accepted value area.
These edges help identify whether price is:
* inside accepted value
* above value
* below value
* far away from value
---
### 3. 🔄 Auction Regime
The dashboard shows a simplified auction regime state.
Current v1.0 regime states include:
* Neutral
* Balance
* Migration Up
* Migration Down
* Failed Auction
🛡️ The regime engine uses confirmed-bar logic and cooldown handling to avoid excessive state flipping.
---
### 4. 🌍 HTF Context
The indicator includes a higher-timeframe context layer based on confirmed higher-timeframe data.
ℹ️ This is used only as context and does not create entry or exit signals.
---
### 5. 📍 Location Awareness
The Location field shows where current price is relative to the accepted value area:
* Inside Value
* Above Value
* Below Value
* Away From Value
* No Value
When price is far away from the value zone, the visual relevance of the Core Band is reduced so the zone does not appear like an active trade signal.
---
### 6. 🎨 Visual Modes
Auction Regime Atlas includes three modes:
#### 🎯 Focus Mode
A clean minimal view for live chart reading.
Shows:
* Core Value Band
* Acceptance Edges
* compact dashboard
* no debug rows
#### ⚖️ Balanced Mode
Adds additional context zones while keeping the chart clean.
Shows:
* Core Value Band
* Acceptance Edges
* transitional/rejection context
* vacuum/context areas where applicable
#### 🔬 Research Mode
Adds validation and diagnostic rows for development, review, and deeper inspection.
Shows:
* object count
* validation status
* pending state information
* alert condition status
---
## 📋 Dashboard Fields
The compact dashboard includes:
* Mode
* Regime
* HTF Context
* Core Value Band
* Acceptance Score
* Location
* Activity
* Context Quality
🔬 Research Mode can additionally show:
* Validation Status
* Object Count
* State Debug
* Alert Debug
---
## 🔔 Alerts
The indicator includes four confirmed-bar alert conditions:
* New Auction Regime
* Value Migration Started
* Acceptance Edge Broken
* Failed Auction Detected
⚠️ Alerts are context alerts only.
They are not trade entry or exit instructions.
---
## 🛠️ Suggested Use
Auction Regime Atlas is best used as a context layer.
Useful questions:
* Is price currently inside accepted value?
* Is price moving away from value?
* Is the market balanced or transitioning?
* Did price leave value without building new acceptance?
* Is the current move happening near or far away from accepted value?
* Does higher-timeframe context support or contradict the current auction?
✅ Recommended starting use:
* Focus Mode for clean chart reading
* Balanced Mode for broader context
* Research Mode only for diagnostics and validation
---
## 📖 Practical Workflow
A simple way to interpret auction conditions is to combine Regime, Location Awareness, and HTF Context into a structured process.
### 1️⃣ Step 1: Start With HTF Context
First identify the higher-timeframe backdrop shown in the dashboard.
Ask:
* Is the higher timeframe supportive of directional movement?
* Is it balanced or already migrating?
* Does it align with the current chart or create conflict?
🌍 HTF Context provides the broader auction environment in which lower-timeframe activity is occurring.
### 2️⃣ Step 2: Check Current Location
Next evaluate where price is relative to accepted value.
* Inside Value suggests ongoing acceptance and rotational behavior.
* Above Value or Below Value suggests price is testing outside accepted value.
* Away From Value suggests displacement from the current auction area.
* No Value suggests acceptance has not yet formed clearly.
📍 Location helps determine whether price is interacting with value or operating away from it.
### 3️⃣ Step 3: Read the Active Regime
Then assess the current Auction Regime state.
* Balance implies acceptance and rotational trade around value.
* Migration Up or Migration Down implies value is attempting to relocate.
* Failed Auction suggests an attempted move has not established acceptance.
* Neutral indicates limited directional auction information.
🔄 The regime describes the current phase of the auction process rather than predicting the next move.
### 4️⃣ Step 4: Compare Regime and Location
The most useful information often comes from the relationship between regime and location.
Examples:
* Balance + Inside Value often reflects stable acceptance.
* Migration Up + Above Value may indicate value expansion higher.
* Migration Down + Below Value may indicate value expansion lower.
* Failed Auction + Away From Value may indicate rejection of a recent auction attempt.
📊 This comparison helps identify whether price behavior is consistent with the current auction state.
### 5️⃣ Step 5: Evaluate Market State Transitions
Watch for changes between regimes while monitoring location relative to value.
Common transitions include:
* Balance → Migration Up
* Balance → Migration Down
* Migration → Failed Auction
* Failed Auction → Balance
🔍 A transition becomes more meaningful when it is supported by location changes and aligned with HTF Context.
### 6️⃣ Step 6: Build a Contextual Narrative
Rather than treating any single field as a signal, combine all three layers:
1. Determine the higher-timeframe backdrop.
2. Identify where price is relative to value.
3. Assess the active auction regime.
4. Monitor whether the relationship between those factors is strengthening or weakening.
🧠 This workflow helps traders interpret whether the market is accepting value, rejecting value, migrating toward a new value area, or transitioning between auction states.
---
## 📈 Recommended Markets and Timeframes
The indicator is designed for liquid markets, especially:
* crypto perpetuals
* major crypto spot markets
* liquid index or futures markets
* high-volume intraday instruments
⏱️ Suggested timeframes:
* 5m
* 15m
* 1h for higher timeframe context
---
## ⚠️ Important Limitations
Auction Regime Atlas does not use true orderflow, footprint, delta, liquidation, or exchange-level positioning data.
All calculations are based on OHLCV data available in Pine Script.
❌ The indicator does not predict price direction.
❌ It does not guarantee reversals, continuations, or breakouts.
❌ It does not provide financial advice.
📌 The visual zones should be interpreted as auction context, not as automatic trade levels.
---
## 🛡️ Non-Repainting Design
The indicator is designed with confirmed-bar logic and non-repainting higher-timeframe requests.
Higher-timeframe context uses confirmed data and avoids lookahead behavior.
🔧 Visuals are updated with a stable object lifecycle to reduce flicker and avoid uncontrolled object creation.
---
## 📝 Release Notes — v1.0
🎉 Initial public release.
✅ Included:
* Acceptance Map Engine
* Core Value Band
* Acceptance Edges
* Minimal Auction Regime Engine
* HTF Context
* Location Awareness
* Focus / Balanced / Research modes
* Compact dashboard
* Confirmed-bar alerts
* Validation diagnostics in Research Mode
* Controlled object budget
* Non-repainting architecture
❌ Not included:
* strategy mode
* backtesting
* buy/sell signals
* automated entries or exits
* orderflow claims
* delta claims
* liquidation data
* machine learning
* multi-symbol logic
インジケーター
GEX Levels [SYNC & TRADE]# GEX Levels
This indicator plots key options gamma levels on your chart and turns raw dashboard numbers into a plain-language read: where the market accelerates, where it brakes, where it's being pulled, and what counts as a trigger versus wishful thinking.
Data is not pulled automatically (Pine has no access to external APIs). You paste one line of numbers — the indicator draws everything and explains it. Source code is open.
---
## What it draws on the chart
Four levels as lines on price:
- **Resistance (Call Wall)** — first serious obstacle above.
- **Support (Put Wall)** — nearest floor below.
- **Boundary (Zero-Gamma / Flip)** — the divide between the "calm" and the "sharp-move" zone.
- **Springboard (Breakout)** — the level above which the acceleration starts.
Levels at the same price merge into one label. Lines can be limited to the current day or extended across the whole chart.
---
## What's in the table (bottom panel)
Nine rows, each a separate layer of meaning:
1. **Net GEX** — the character of the move: market "with brakes" (dips get bought) or "without brakes" (sharp swings both ways).
2. **Bias** — the options skew: bullish / bearish / neutral.
3. **P/C** — put/call ratio: more downside protection bought, or more upside bets.
4. **RV/IV** — realized vs. implied volatility: market already moving stronger or calmer than priced in.
5. **Boundary** — where price sits relative to flip: in the sharp-move zone or the calm one.
6. **Wall** — the meaning of resistance as a decision point.
7. **Springboard** — the short-squeeze mechanics when price holds above.
8. **Magnet (Pin)** — where, and how strongly, price is being pulled.
9. **Verdict** — a dynamic conclusion from the current price position: upside acceleration / downside zone / between the lines.
Row colors shift with meaning (red — downside risk, green — upside, gray — neutral).
---
## Settings
- **Language / Язык** — RU or EN. Switches the whole table and the level names.
- **Day Window** — start of a new GEX day: UTC 00:00, Deribit 08:00 UTC (expiry), or MSK 00:00.
- **Style** — line width, colors, label background, price display, merging of nearby levels.
- **Info Panel** — panel visibility and text size.
## Alerts
- **Flip cross** — price crossed the gamma flip, the regime has changed → reassess your thesis.
- **New day** — a new GEX day has started → refresh the dashboard data.
---
## How to use
1. Open the cryptogamma.io dashboard for the asset you need (BTC / ETH).
2. Copy the text with the numbers.
3. Run it through the converter prompt below (any AI) → you get one line.
4. Paste the line into the **GEX data** field in the indicator settings.
5. Refresh once a day (or on the new-day alert).
### Data line format
```
res=63000; sup=60000; flip=62000; brk=64500; regime=bearish; ng=-113830; rv=54.05; iv=48.89; pinlvl=63000; pinf=low
```
Separator is `;`. A missing key or a value of `0` hides that level/field.
---
## Converter prompt (paste into any AI)
```
You are an options gamma-data parser. I'll give you text from the
cryptogamma.io dashboard for BTC or ETH. Extract the values and return
EXACTLY ONE line in this format:
res=; sup=; flip=; brk=; regime=; ng=; pcr=; rv=; iv=; pinlvl=; pinf=
Key meanings:
- res — Call Wall / nearest resistance above
- sup — Put Wall / nearest support below
- flip — Zero Gamma / Gamma Flip
- brk — Breakout level, if given
- regime — overall bias: bullish / bearish / neutral
- ng — Net GEX as a WHOLE NUMBER, no K/M, no commas (e.g. -113830)
- pcr — Put/Call ratio (number)
- rv — Realized Volatility (number)
- iv — Implied Volatility (number)
- pinlvl — Pin / Max Pain level (price)
- pinf — pin strength: low / med / high
Rules:
- If a value isn't in the text — skip that key entirely, don't write blanks.
- No spaces inside values. Separator is ';' only.
- No explanations or comments — return ONLY the line.
Dashboard text:
```
---
## Important
This indicator is an **analytical tool, not a signal**. The levels and panel show how forces are stacked in the options market at the moment of the data, but they don't predict direction and aren't a trade recommendation. Entry decisions, position sizing, and risk management are the user's responsibility.
Data must be refreshed manually: the numbers go stale with each new day and every large move.
---
*© SYNC & TRADE — @synchrotrading* インジケーター
Liquidity Map & Execution Cost# Liquidity Map & Execution Cost
## What this script does
LMX answers three execution questions most indicators ignore: **how expensive is it to get in and out right now, how hard would it be to move size, and where on the chart will price struggle versus travel freely.** It reads only the chart's own price and volume — no symbol is hardcoded, so it runs on any asset and any market (equities, futures, FX, crypto, indices) — and turns the answers into a plain-language trade check: liquidity state, suggested position size, order type, estimated slippage, and a colour-coded map of support, resistance, walls and open gaps.
## Why these components are combined (mashup justification)
This is not several indicators stacked together — it is one liquidity model whose parts each answer a question the others cannot, and they are designed to be read together. Removing any one leaves a specific blind spot:
1. **Cost to cross — effective spread.** Estimated with the EDGE estimator (Ardia, Guidotti & Kroencke 2024) from open/high/low/close, cross-checked against Abdi-Ranaldo (2017) and Corwin-Schultz (2012). This tells you the round-trip cost of entering, which spread-blind tools cannot show. Alone, it says nothing about moving size or about levels.
2. **Cost to move size — price impact.** The Amihud (2002) illiquidity ratio with a high-low refinement, plus a rolling Kyle (1985) lambda computed as a true regression slope. This tells you how far your own order would push price — the question that matters for sizing, and one a spread estimate cannot answer.
3. **Direction of pressure — order imbalance.** A close-location signed-volume imbalance and its persistence. This tells you which side is leaning now, adding direction that the cost measures lack.
4. **The spatial map — volume at price.** A time-decay-weighted, range-distributed volume profile that yields the Point of Control and Value Area (standard 70% method), rendered as directional zones: green support below price, red resistance above, solid = a wall price struggles at, faint = an open gap price slides through. This converts the abstract cost/impact numbers into *locations* on the chart.
5. **Anchored VWAP — fair value.** A volume-weighted average anchored to your chosen reference (last major swing by default; or session/week/month open, or the highest-volume bar), drawn as a trend-coloured line. It is the dynamic counterpart to the static profile: where the average participant is positioned, and whether price is rich or cheap versus that.
Together they form one decision: the spread and impact set the **cost and size**, the imbalance and VWAP set the **direction and fair value**, and the map sets the **location** — so the output is "trade full size with market orders, buyers in control, room to run up to the gap above," not five separate readings.
## How a reading is produced
Each estimator is normalised to a percentile of its own history so thresholds adapt to every symbol and timeframe. The inverted spread, inverted impact and depth combine into a 0–100 **Liquidity Score**, classified as Deep / Normal / Thin / Stressed (a sudden impact spike forces Stressed). The score drives the suggested size multiplier, the order-type advice and the slippage estimate. The map is rebuilt on the last bar from the volume-at-price profile.
## How to use it
- Apply to any symbol. Set the price source and, if you trade very low intraday timeframes, optionally fix the calc timeframe (e.g. Daily) so the spread estimators stay stable. On symbols without real volume the volume modules disable automatically and the score leans on the spread estimators (the panel shows "price-only").
- **Simple mode (default)** gives plain-language guidance: Liquidity, Trade cost, Pressure, Position size, Orders, Watch-out, Fair value, and a one-line verdict. **Pro mode** exposes the full readout (spread in bps, Amihud and Kyle percentiles, depth, imbalance, flow persistence, value-area levels).
- On the chart: trade toward green support, expect resistance at red, size down where the map is thin (price moves fast there), and read the trend-coloured fair-value line for rich/cheap context.
- Alerts: liquidity-state change and sudden liquidity withdrawal.
## Originality
The combination is the original contribution: a single overlay that fuses low-frequency **spread**, **impact** and **imbalance** estimators with a **time-decay, range-distributed volume profile** and an anchored fair-value line, then translates all of it into sizing/order/slippage decisions in plain language. The building blocks are public-domain methods (EDGE, Abdi-Ranaldo, Corwin-Schultz, Amihud, Kyle, volume-profile Value Area, anchored VWAP), each used for the specific job described above and cited in the script header.
## Limitations (please read)
- These are **low-frequency estimators** of quantities normally measured from quote/tick data. They approximate — they do not measure — the true spread, depth, or dealer book.
- Volume-based modules require a real volume feed; they disable on symbols without one.
- Spread estimators were validated on daily-type bars; on very fast intraday timeframes they are noisier — use the calc-timeframe option if needed.
- The on-panel statistics are computed on the loaded chart history.
- This is an analysis tool, **not financial advice.** Test before use and trade at your own risk.
インジケーター
Volume Profile Composite, Naked POC & Value-AreaVolume Profile — Composite, Naked POC & Value-Area
==================================================
WHAT IT IS
A volume-at-price profile built for depth and decisions. It measures where trade
actually concentrated across the loaded history, distils that distribution into
the levels traders use — Point of Control (POC), Value Area (VAH/VAL), High and
Low Volume Nodes (HVN/LVN), and untested "naked" prior-session POCs — and then
converts those levels into a plain-language read of where price sits in the
auction (premium, discount, or inside value; balancing or migrating).
It is a study for chart analysis and education. It plots levels and context; it
does not place orders and does not output buy/sell signals.
HOW IT WORKS (ENGINE)
Volume is accumulated bar by bar into a price-keyed map on a fine grid (the
symbol's minimum tick multiplied by a user factor), then re-aggregated to the
chosen number of display rows. Because the engine uses a map rather than a fixed
lookback array, the profile can span every loaded bar instead of only a recent
window, and it is not limited by the historical bar-reference ceiling.
Each bar's volume is distributed across that bar's high-low range over a capped
number of samples, and tagged buy or sell by bar direction, producing a two-tone
histogram and a per-level delta. Where intrabar (lower-timeframe) data is
available, recent history can optionally be refined from it; older bars fall back
to the bar-range method. The Value Area is grown outward from the POC bin until
the chosen percentage of total volume is captured. Prior-day, prior-week and
full-history composite levels reuse the same value-area routine on their own maps.
The heavy redraw runs on bar open/close rather than on every realtime tick, to
keep live charts responsive.
WHY THESE COMPONENTS ARE COMBINED (MASHUP JUSTIFICATION)
This is one volume-profile engine, not a stack of independent indicators. Every
layer is computed FROM THE SAME accumulated volume map, and each one exists to
remove a specific blind spot of the raw histogram. A bare histogram only answers
"where did volume happen"; it cannot tell you whether price is rich or cheap,
which level matters next, or whether the market is balancing or trending. The
combined layers answer those questions, and they work together as follows:
- POC and Value Area transform the raw distribution into a fair-value frame, so
every other reading can be expressed as premium, discount, or inside value.
- HVN and LVN classify each price level produced by that same distribution as
acceptance (a volume shelf where reactions are more likely) or a thin gap
(where price tends to move quickly). This tells you how a level is likely to
behave, which the POC/Value Area alone do not.
- Naked prior-session POCs carry acceptance forward in time: they are POCs from
earlier sessions that price has not yet traded back through, derived from the
same per-session maps, and they act as revisit references.
- Value migration is simply the sequence of those session POCs read as a
direction, turning the profile history into a balancing-versus-trending read.
- The composite overlay keeps the full-history POC and Value Area in view while
you work a shorter, more legible recent window, so context is never lost.
- VWAP, Initial Balance, an expected-move band, and cumulative-volume-delta
divergence are confluence layers. They are optional and each degrades
gracefully if its data is absent. They are included because volume-profile
levels are used in context: VWAP gives the session's volume-weighted mean,
Initial Balance gives the opening reference, the expected-move band frames a
realistic day's range, and CVD-versus-price flags exhaustion. Each one answers
"does independent volume/price information agree with what the profile shows
here?", which is exactly how these levels are traded in practice.
- The Auto-Read is the synthesis step: it does not add new data, it ranks the
levels the engine already produced by distance to price and states the auction
context in words.
In short, the histogram is the raw material and every other element is a
transformation of that same data into a level, a classification, a confluence
check, or a written read. That shared derivation is the reason they belong in a
single script rather than as separate indicators.
WHAT IT PLOTS
- Buy/sell two-tone histogram, drawn in the clear space to the right of price so
candles stay visible.
- POC, Value Area (VAH/VAL, adjustable percentage), HVN/LVN nodes.
- Naked daily POCs, with a creation-time check that skips levels already traded
through and an optional age-out so the list stays meaningful.
- Polarity flip: a prior-day Value Area edge that price closes decisively beyond
and holds changes role (broken VAH becomes support; broken VAL becomes
resistance) and feeds the support/resistance read.
- Prior-day and prior-week POC/Value Area, full-history composite overlay,
developing POC.
- VWAP with standard-deviation bands, Initial Balance, expected-move band,
cumulative-volume-delta divergence, buy/sell imbalance shelves, poor highs/lows,
single-print gaps.
- Higher-timeframe POC bias (a light proxy — see Limitations).
- Auto-Read dashboard (full or compact), one-line headline, and an on-chart
identity strip showing the script name, symbol and timeframe.
HOW TO USE
1. Choose a scope: Rolling (default), Composite (all history), From date, or
Fixed range. The composite overlay keeps the big-picture levels visible.
2. Read location first from the headline or dashboard: inside value, premium, or
discount, and whether value is migrating up, down, or flat.
3. Treat the levels as a map, not a signal. POC acts as a mean-revert magnet;
Value Area edges are balance boundaries; HVN suggests stalls; LVN suggests
fast moves; a naked POC is a revisit reference.
4. Look for confluence with VWAP, Initial Balance, and prior-session levels, and
treat CVD divergence as a caution flag.
5. Detail presets (Simple / Standard / Pro) gate how much is shown. A compact
dashboard toggle trims the table to the key decision fields.
WHAT MAKES IT ORIGINAL
- Full-history depth via the price-keyed map, beyond a fixed lookback window.
- A built-in, past-only calibration of the profile's own claims: it logs
value-edge and POC-stretch reversion events against the prior-day Value Area
(which exists on every bar, so the measurement backfills over history), waits a
fixed horizon, and reports the realised hit-rate with a 95% confidence
interval. This is descriptive of past behaviour on the specific instrument; it
is explicitly not a backtest and not a forecast.
- A decision-ordered, plain-language Auto-Read derived entirely from the engine's
own levels.
DATA SOURCE AND ANY-MARKET USE
The volume source is user-selectable (Settings > Data source), so the profile can
be built from the symbol's own volume or from any other series your feed
provides. For symbols that report no native volume (some cash indices and FX
feeds), an optional "borrow volume" field lets you supply a volume-bearing proxy
for the same instrument; it only activates when the charted symbol genuinely has
no volume. The volatility-index symbol for the expected-move band is also
user-set and falls back to a daily-ATR band when left blank. An optional
asset-class auto-tune adapts the grid and node percentiles to the detected class.
All of these are blank or off by default, so nothing is tied to one market.
CALIBRATION NOTE
The calibration panel is descriptive only. It reports how often, in the past, on
the current symbol, price followed through after the logged events. Small samples
are flagged. It is not a probability of future results.
LIMITATIONS (HONEST)
- This uses a BAR-RANGE volume distribution (optionally refined by lower-timeframe
bars). It approximates where volume traded within each bar. It is NOT exchange
price-by-price volume, tick data, or order-flow/footprint, and it cannot see
bid/ask.
- It needs real volume. Cash indices often report none — use the matching future
or continuous contract, or the borrow-volume field.
- The higher-timeframe POC is a light single-bar proxy (the price of the
highest-volume higher-timeframe bar over a lookback), not a full higher-
timeframe profile.
- All readings are probabilistic context, not predictions.
DISCLAIMER
This script is a study/indicator for chart analysis and education only. It is NOT
a strategy, NOT a recommendation, and NOT financial advice. It places no orders
and guarantees no result. Trading involves substantial risk; a level's past
behaviour does not assure future behaviour. Do your own research and manage your
own risk.
インジケーター
インジケーター
Historical P/E Ratio with Average Line**Description:**
This indicator plots a stock's price-to-earnings (P/E) ratio over time and adds an average line. It lets you see at a glance whether a company is currently valued more expensively or more cheaply than its historical norm.
**What the indicator shows**
The blue line shows the historical P/E ratio, calculated as the current price divided by earnings per share. The orange line represents the average — either as an overall average across the entire available history, or as a moving average over an adjustable number of bars. A small info box in the top right summarizes the current P/E value and the average.
**Settings**
The calculation period can be set to TTM (trailing twelve months), fiscal year (FY), or quarter (FQ). The average type can be switched between overall average and moving average, whose length is freely adjustable. An outlier filter hides extreme P/E spikes that occur during periods of very low earnings and would otherwise distort the scale.
**Usage notes**
The indicator only works with stocks that have available fundamental data and is most useful on the daily or weekly chart. During loss periods with negative earnings, the P/E ratio is undefined and is deliberately not displayed. The overall average is calculated across the history loaded in the chart — the more history is visible, the more meaningful the average line becomes.
**Disclaimer**
This indicator is provided for informational and educational purposes only and does not constitute investment advice or a buy/sell recommendation. A P/E ratio above or below its historical average is not a buy or sell signal in itself and should always be considered together with the business model, growth expectations, and industry context. Fundamental data is provided by TradingView; no guarantee is made as to its accuracy or completeness.
---
**Beschreibung:**
Dieser Indikator stellt das Kurs-Gewinn-Verhältnis (KGV) einer Aktie über die Zeit dar und ergänzt es um eine Durchschnittslinie. So lässt sich auf einen Blick erkennen, ob ein Unternehmen aktuell teurer oder günstiger bewertet ist als im historischen Mittel.
**Was der Indikator zeigt**
Die blaue Linie zeigt das historische KGV, berechnet aus dem aktuellen Kurs geteilt durch den Gewinn je Aktie. Die orange Linie stellt den Durchschnitt dar – wahlweise als Gesamtdurchschnitt über die gesamte verfügbare Historie oder als gleitender Durchschnitt über eine einstellbare Anzahl von Bars. Eine kleine Info-Box rechts oben fasst den aktuellen KGV-Wert und den Durchschnitt zusammen.
**Einstellmöglichkeiten**
Berechnungsperiode wählbar zwischen TTM (letzte zwölf Monate), Geschäftsjahr (FY) und Quartal (FQ). Der Durchschnittstyp lässt sich zwischen Gesamtdurchschnitt und gleitendem Durchschnitt umschalten, dessen Länge frei einstellbar ist. Ein Ausreißer-Filter blendet extreme KGV-Spitzen aus, die bei sehr niedrigen Gewinnen entstehen und die Skala sonst verzerren würden.
**Hinweise zur Nutzung**
Der Indikator funktioniert nur bei Aktien mit verfügbaren Fundamentaldaten und ist am sinnvollsten auf dem Tages- oder Wochenchart. In Verlustphasen mit negativem Gewinn ist das KGV nicht definiert und wird bewusst nicht dargestellt. Der Gesamtdurchschnitt wird über die im Chart geladene Historie gebildet – je mehr Historie sichtbar ist, desto aussagekräftiger ist die Durchschnittslinie.
**Wichtiger Hinweis**
Dieser Indikator dient ausschließlich Informations- und Bildungszwecken und stellt keine Anlageberatung oder Kauf-/Verkaufsempfehlung dar. Ein KGV über oder unter dem historischen Durchschnitt ist für sich genommen kein Kauf- oder Verkaufssignal, sondern sollte stets im Zusammenhang mit dem Geschäftsmodell, der Wachstumserwartung und dem Branchenumfeld betrachtet werden. Fundamentaldaten werden von TradingView bereitgestellt; für deren Richtigkeit und Vollständigkeit wird keine Gewähr übernommen.
インジケーター
