Elite Entries VWAP Fibonacci Bands PremiumElite Entries VWAP Fibonacci Bands
Precision pullbacks. Cleaner trends. External filter ready.
What it is
A professional-grade VWAP/MIDAS-based band system with optional TRAMA or EMA central lines, Fibonacci expansion zones (0.236/0.382/0.5/0.618/0.786), reversal/pullback signals, and an ATR trailing stop. The latest update adds an Open-Source Filter that lets you gate entries using any other indicator’s plot on your chart. That means fewer false signals and cleaner alignment with your personal edge.
Why traders love it
Dialed pullbacks & trend breaks at 0.236 / 0.382 / 0.618
Clean reversal reads at 0.382 / 0.618 / 0.786
External filter integration (choose Source A/B from any indicator)
Stackable filters: Volume > SMA(20) + RSI threshold
ATR trailing stop included for exits
Flexible midline: MIDAS (anchored VWAP), TRAMA, or EMA
Fib bands you can color & label individually
What’s new (vX.X)
Open-Source Filter (External Indicator Gating)
Pick Source A (and optional B) from other indicators on your chart.
Comparators for entries: Close > A, A > B, A crosses up B, A > Threshold, A rising (and mirrored sell rules).
Apply to Pullback/Trend only (236/382/618) or All Signals (adds reversals, retests, rejections).
Built-in SMA smoothing for A/B to tame noisy externals.
Stability fix: valid input.source defaults to avoid compile errors.
Signals included
Reversals: 0.786, 0.618, 0.382
Pullback/Trend breaks: 0.236 / 0.382 / 0.618 (above/below central line)
Centerline retests (bounce confirmation)
0.618 rejections (directional candle logic)
ATR Trailing Stop (long/short)
All signals honor active filters (Volume/RSI + Open-Source Filter if enabled).
Quick start
Choose your Central Line: MIDAS (anchored VWAP), TRAMA, or EMA.
Set anchor (Timeframe or Date) and Std Dev Multiplier to size the bands.
Enable the pullback/trend signals you want (236/382/618) + any reversals.
Optional filters: Volume > SMA(20) and RSI threshold.
To gate with another indicator: turn on Open-Source Filter, pick Source A (and B), choose comparators, and select scope (Pullback/Trend Only or All Signals).
(Optional) Enable ATR trailing stop for dynamic exits.
Turn on alerts—you’re live.
Best-use ideas
Trend alignment: Gate buys with A rising where A = your HTF MA/VWAP; gate sells with A falling.
Momentum cross: A crosses up B (A=fast, B=slow) to allow only momentum-supported pullbacks.
Level validation: Close > A to ensure price is reclaiming your external baseline before entries.
Alerts
Alerts are available for every signal (reversal, pullback/trend break, retest, rejection). They only fire when all enabled filters pass.
Works on
Any symbol/any timeframe. Day trading, scalping, swing trading—especially useful during NY session volatility and post-anchor resets.
Notes & disclaimer
External filter dropdowns list plots exposed by other indicators.
Trading involves risk. This tool is for education/information—not financial advice.
出来高
ZTCRYPTOLAB - Liquidity (v1.8.4)ZTCRYPTOLAB — Liquidation
See the market’s likely liquidation pockets as clean, readable “heat bars.”
The script groups nearby levels into a single bar, sizes the bar by strength, shows a compact value label (K/M/B/T) inside the bar, and automatically fades levels once price takes them out.
What it does (plain-English)
Finds likely liquidation zones above and below current price at three “tiers” (roughly like 25× / 50× / 100×).
Groups nearby levels into one clear bar so your chart doesn’t turn into spaghetti.
Makes stronger zones look wider (more eye-catching) and prints a value pill in K/M/B/T so you can compare strength at a glance.
Fades levels once they’re hit so you instantly see what’s still in play vs. what was already taken.
Quick start (how to use)
Add to chart on the symbol/timeframe you trade.
In the settings, the only control most traders touch is “Max live levels (Top-N)”.
Lower = cleaner, only the best zones.
Higher = more detail.
Zoom out to view big cluster magnets. Zoom in to see them split into more precise lines.
Use wide, nearby bars as targets, magnets, or caution zones. Combine with your entries, stop placement, and risk rules.
Tip: For very busy charts, start with Top-N around 80–100 on intraday, 40–80 on swing. Raise only if you need more context.
Inputs you’ll actually use
Max live levels (Top-N): Caps how many live bars can appear after pruning. Everything else is tuned for clarity out-of-the-box.
(Pre-tuned so you don’t have to fiddle)
Reference price: HLCC4 (balanced)
Density: Fine (crisper separation)
Tier-1 (25×) sensitivity slightly boosted so you see more actionable near-term zones
How to read the chart
Bar color = Tier (25× / 50× / 100×).
Bar width = Relative strength (wider = stronger).
Value pill = Strength in K/M/B/T.
Faded bar = That pocket was taken by price—left for context, no longer active.
Suggested setups by timeframe
Scalping (1–5m): Top-N 80–120. Expect bars to merge more when zoomed out; zoom in for fine detail.
Intraday (15–60m): Top-N 80–100. Balanced view of magnets around current session.
Swing (4H–1D): Top-N 40–80. Use the longest-standing wide clusters as swing targets/areas of interest.
Best practices
Treat bars as areas, not razor-thin lines.
Look for confluence (e.g., HTF levels, fair value gaps, session highs/lows).
Use wide nearby bars to scale out or tighten risk, not as the only reason to trade.
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Basic Odds Enhancer: Supply Zone for ShortsHow to Use/Adjust:
On your chart, it marks bars where a 20-bar high coincides with high volume and bearish divergence—flag these as supply zones.
Tweak supply_threshold to 2.0 for stricter volume (fewer but stronger signals).
For zones, manually draw rectangles around the flagged area (use Drawing Tools > Rectangle).
Backtest: Apply to historical data (e.g., EUR/USD 4H) and check win rate with shorts on retests.
This setup typically yields 2-5 signals per week on major pairs, depending on volatility. Test on a demo account, and combine with market context (e.g., avoid shorts in strong uptrends).
Odds Enhancer: Volume + RSI DivHow it Works: This flags potential demand zones where price hits a 20-bar low with a volume spike and bullish RSI divergence. Customize for supply zones by flipping logic.
Blizzard TradingBlizzard Trading is an advanced technical indicator designed to identify trends, structural changes, and potential entry zones in the market. It combines multiple layers of analysis — such as overall trend direction, momentum, and price structure — to provide a clear view of market behavior.
Visually, it highlights bullish and bearish phases through colors and shaded areas, making the chart easier to interpret. It also generates automatic alerts when significant changes in trend or price structure are detected. The indicator is mainly aimed at scalping and intraday trading, helping traders spot quick opportunities with precise visual confirmations.
Relative Volume (RVOL) [JopAlgo]Relative Volume (RVOL) — “Filter Fakes, Ride Real Moves”
What it does:
Shows how today’s volume compares to its own average.
RVOL = current volume ÷ SMA(volume, length)
RVOL > cutoff → participation above normal (green)
RVOL < cutoff → participation below normal (red)
Use it to confirm breaks, filter entries, and avoid chasing moves fueled by thin volume.
Read it in 5 seconds
Above/Below the cutoff line (white) = high/low participation now.
Spikes through the cutoff on a break = real interest.
Dry-ups (well below cutoff) into support/resistance = good risk for mean-revert or pullback entries.
If you remember one rule: don’t chase a breakout with RVOL under the cutoff.
Simple playbook (copy this)
Breakout confirmation
Break at VAH/LVN/structure and RVOL > cutoff → take the retest that holds.
If RVOL stays below cutoff on the break → likely fake; wait for reclaim.
Pullback in trend
Trend up, price pulls to AVWAP / VAL / MA cluster with RVOL below cutoff → take the bounce when price turns; add if RVOL rises on the resume.
Fade the exhaustion
Into resistance, huge RVOL spike but no follow-through (long wick, CVD Absorption) → look for the fail back inside value.
Do less in chop
When RVOL hugs below cutoff all session, expect range; trade edges only.
Timeframe guide
1–5m (scalps): Signals are frequent. Keep cutoff ≥ 1.5; demand RVOL on breaks.
15m–1H (intraday): Sweet spot. cutoff 1.5–2.0 is a solid filter.
2H–4H (swing): Look for clustered bars > cutoff during expansions; dry-ups flag pullback entries.
1D+: Use RVOL to separate true trend days from drift.
Settings that matter
Length (default 14):
Shorter = reacts faster; Longer = smoother baseline.
Intraday: 14–20
Swing/Daily: 20–30
Cutoff (default 1.0):
Set the bar for “real” volume.
Conservative confirmation: 1.5–2.0
For slower pairs/timeframes: 1.2–1.5
Tune by scrolling back and marking where good breaks happened.
Color logic: green above cutoff, red below—no surprises.
Best combos (kept simple)
Volume Profile v3.2 : Confirm breaks of VAH/VAL/LVNs with RVOL > cutoff; target POC/HVNs.
Anchored VWAP : Reclaims/rejections with RVOL > cutoff stick more often.
CVDv1 :
Yes: RVOL high and CVD Alignment OK and no Absorption → higher-quality move.
No: RVOL high but Absorption red → don’t chase; look for fail/reclaim.
Pattern cheat sheet
Trend day: RVOL stays > cutoff on pushes; pullbacks show RVOL dip, then re-expand.
False break: Price pokes level, RVOL < cutoff, quick give-back.
Accumulation: Series of low-RVOL bars compressing under a level → watch for the first RVOL pop to go.
Exhaustion wick: RVOL spike + long wick into resistance/support → likely trap unless next bar accepts.
Notes & pitfalls
Exchange volume varies (crypto): use the same feed you trade and calibrate cutoff there.
RVOL ≠ direction: it’s participation. Always pair with location, structure, and flow.
Quick defaults to start
Length: 20
Cutoff: 1.5 (intraday) / 1.8–2.0 (for stricter confirmation)
Process: Level → RVOL above/below cutoff → CVD quality → Execute with structure-based risk
Mini-disclaimer
Educational tool, not financial advice. Test first, size sensibly, and always anchor decisions to levels, flow, and risk.
Elliott Wave Oscillator [JopAlgo]Elliott Wave Oscillator — a simple impulse meter that tells you when the move has “real push”
If price is the story, impulse is the emotion behind each chapter. The Elliott Wave Oscillator (EWO) is a clean way to see that emotion: it’s just the difference between a fast and a slow moving average. When the fast MA pulls away from the slow MA, the histogram grows; when they come back together, it shrinks. Above zero = bullish impulse; below zero = bearish impulse.
EWO keeps the math honest and the read effortless:
Choose SMA, EMA, or a volume-weighted average for each side (the “VWAP” option here uses a rolling VWMA over the chosen length).
A zero line anchors the read (bull vs bear).
Bars color by slope: rising = building momentum, falling = momentum fading.
(For screenshots: image #1 label the zero line, rising/falling bars, and a zero cross. Image #2 show a strong impulse leg hugging one side of zero, then fading into a pullback.)
What you’re seeing (and how it’s built)
Short MA (default 5) and Long MA (default 35) are computed using your selected MA Type (SMA, EMA, or rolling volume-weighted).
EWO = Short MA − Long MA.
EWO > 0: fast MA above slow → bullish impulse.
EWO < 0: fast MA below slow → bearish impulse.
Histogram colors:
Green bar: EWO increasing vs previous bar (momentum building).
Red bar: EWO decreasing (momentum waning).
Alerts: fire when EWO crosses the zero line (bullish or bearish “trend shift” heads-up).
New to this? Think of EWO as a throttle: above zero the engine is pushing forward; below zero it’s pushing backward. The height shows how hard it’s pushing; the color shows if that push is growing or fading right now.
How to use EWO on any timeframe
Same framework everywhere—what changes is your location and targets (from your other tools).
Scalping (1–5m)
Breakout confirmation: Only chase a micro-break if EWO flips above zero and grows green as price leaves a level (VAL/LVN/AVWAP). If it flips then immediately shrinks red, that’s your “don’t chase” warning.
Pullback timing: In a quick trend, wait for EWO to dip but stay above zero, then turn green again. That flip is often your pullback end.
Intraday (15m–1H)
Continuation filter: After a level break, ride as long as EWO stays on your side of zero. The first red bar while still above zero is a cue to partial or tighten stops.
Failed break tell: A poke through VAH/VAL with EWO still near zero (no expansion) is often a trap. Prefer retest/reclaim trades.
Swing (2H–4H)
Impulse leg ID: Strong trends show an EWO “bulge” (wide, mostly green bars above zero for longs). When that bulge shrinks back toward zero, look for mean-reversion to AVWAP/POC before the next leg.
Divergence (lightweight): Price makes a higher high, but EWO tops at a lower peak → impulse is weaker; plan for retrace to value.
Position (1D–1W)
Regime bias: Weeks where EWO lives above zero are net constructive; below zero are net distributive. Use that as a backdrop for adds/reductions at your higher-TF levels (Weekly AVWAP, composite VAL/VAH).
Entries, exits, and risk (simple rules)
Entry: At your level (from VP/AVWAP), take the side where EWO is on the correct side of zero and turning green (for longs) or red→green below zero for shorts? Careful—below zero, red means waning bear impulse. For shorts, you want EWO < 0 and increasing in magnitude (i.e., more negative) which still paints red in this script? Here’s the practical translation:
Longs: EWO > 0 and rising (green bar).
Shorts: EWO < 0 and falling (more negative vs prior bar). In this script, that also paints red—which is correct for building bearish impulse.
Manage: If your long was driven by EWO above zero, consider reducing when bars turn red repeatedly or EWO rolls back toward zero at your target node.
Invalidation: A zero cross against you after entry is a hard warning—tighten or exit unless higher-TF context strongly favors holding.
Stops: Place beyond the price level/structure you used, not on an EWO flip alone.
Settings that actually matter (and how to tune them)
MA Type (SMA / EMA / VWAP):
EMA: most responsive; great for scalping/fast intraday.
SMA: smoother; better for swings where you want fewer false wiggles.
VWAP (rolling VWMA): weights price by volume over your length—nice on pairs where volume behavior matters. (Note: this is a rolling VWMA, not an anchored session VWAP.)
Short/Long Lengths (default 5/35):
Shorter/faster (e.g., 4/20) → earlier flips, more noise.
Longer/slower (e.g., 8/50) → fewer but stronger signals.
Keep the ratio—something like 1:4 to 1:6—so the “bulge” is meaningful.
Zero-cross alerts: leave them on but treat as heads-up, not entries in isolation. You still want location + flow.
What to look for (pattern cheatsheet)
Impulse bulge: Wide, consecutive bars above zero (mostly green) → trend leg in progress. Expect shallow pullbacks only.
Pullback reset: After a leg, EWO shrinks but stays above zero, then flips green again → pullback likely done.
No-juice breakout: Price pokes the level but EWO stays near zero / flips red quickly → skip the chase; look for reclaim setups.
Divergence at extremes: New price high with lower EWO peak → risk of fade to value (POC/AVWAP).
Combining EWO with other tools
Cumulative Volume Delta v1 (CVDv1):
Use EWO for impulse, CVDv1 for quality. Best trades line up as:
EWO > 0 and increasing + CVDv1 ALIGN = OK + Imbalance strong + Absorption ≠ red → take the breakout/retest.
If EWO says “go” but CVDv1 flags Absorption, don’t chase.
Volume Profile v3.2:
Use VAH/VAL/LVNs/POC as where. EWO tells you if the push has fuel to leave/enter value.
Example: VAL retest with EWO turning up → rotate to POC/HVN.
Anchored VWAP:
Reclaims are higher quality when EWO flips above zero on the reclaim bar and holds green on the first pullback.
(Optional mention in screenshots: show a VAH break where EWO bulges and CVDv1 shows Alignment OK—clean continuation.)
Common pitfalls EWO helps you avoid
Buying a break with no impulse: Zero-line hugs and shrinking bars tell you the fast MA isn’t pulling away—skip.
Fading a real leg: Wide, persistent bars on one side of zero = don’t fight; use pullbacks to value instead.
Confusing volume-weighted vs anchored VWAP: The “VWAP” choice here is a rolling VWMA over the lookback, not a session/event AVWAP. Use Anchored VWAP when you need the true event-anchored line.
Practical defaults to start with
MA Type: EMA
Short/Long: 5 / 35
Timeframes: works out of the box on 15m–4H; for 1–5m try 4/20; for daily swings try 8/50.
Keep zero-cross alerts on as an attention ping; still require location + flow.
Alerts (what they mean)
Bullish EWO Signal: EWO crossed above zero → bullish impulse engaged. Look for a retest at your level with CVDv1 quality before entry.
Bearish EWO Signal: EWO crossed below zero → bearish impulse.
Open source & disclaimer
This indicator is published open source so traders can study it, tweak it, and build rules they trust. Tools inform decisions, but risk management decides outcomes.
Disclaimer — Not Financial Advice.
The “Elliott Wave Oscillator ” indicator and this description are provided for educational purposes only and do not constitute financial or investment advice. Trading involves risk, including possible loss of capital. makes no warranties and assumes no responsibility for any trading decisions or outcomes resulting from the use of this script. Past performance is not indicative of future results.
Use EWO to judge when there’s real push, Volume Profile v3.2 and Anchored VWAP for where to act, and CVDv1 to verify who’s actually pushing. That trio keeps you selective on any timeframe.
Footprint Bubble VolumeIndicator Name: Footprint Bubble Volume (Shapes + Numbers, Filters)
Description:
This indicator visualizes buy and sell volume as bubbles above or below candles, helping traders see where significant buying or selling activity occurs. Bubble sizes scale with volume, and numbers can optionally display the exact volume in K / M / B format for readability.
Features:
Buy/Sell Bubbles: Green bubbles above bars for buy volume, red bubbles below bars for sell volume. Size grows with higher volume.
Volume Numbers: Optional numeric labels showing scaled volume.
Volume Filters: Only display bubbles when volume is significant:
None: absolute minimum volume.
PctAboveAvg: X% above average volume over a lookback period.
ATRBased: volume exceeds ATR * multiplier over a lookback period.
Split Volume: Optionally estimate buy/sell split within a bar based on close position relative to high/low.
Scaling: Bubble sizes and number formatting adjust dynamically for easier visualization on high-volume instruments.
Inputs:
Absolute Min Volume: Minimum raw volume to show bubbles.
Bubble Size Scale: Controls bubble growth with volume.
Show Volume Numbers: Toggle numeric labels on/off.
Split Volume Proportionally: Approximate buy/sell split inside bar.
Filter Type: None / Percent Above Avg / ATR-Based.
Lookback Period: For volume or ATR calculations.
Percent Above Avg Vol: Threshold for percentage-above-average filter.
ATR Multiplier: Threshold multiplier for ATR-based filter.
Use Case:
Ideal for spotting footprint-like volume clusters and identifying high activity areas without relying on DOM data. Works on stocks, futures, and crypto charts.
RSI MACD CLOCKWORK TABLEWhat you get, at a glance:
• MACD Cell — Shows the current MACD value and a small direction icon (▲ rising, ▼ falling, ⏺ flat). The background color adapts to regime: green above zero, red below zero, gray near the line. Lengths are configurable (fast/slow/signal).
• RSI Cell — Plots the latest RSI with an identical direction icon and background logic (green above 50, red below 50, gray around 50). RSI length is configurable.
• Clockwork Row — This is the structure check. The script computes the slope (in degrees) of EMA(5), EMA(8), and EMA(13). If all three exceed your bullish threshold, you’ll see “Clockwork: Bullish” (lime). If all three are below your bearish threshold, you’ll see “Clockwork: Bearish” (red). Otherwise, it’s “Neutral” (gray). Thresholds are fully user-tunable.
Smart right-hand cell (choose your readout):
• Duplicate — Mirrors the Clockwork label.
• Time to Close — A clean mm:ss countdown for the current timeframe (with safe defaults on unusual timeframes).
• Slope Degrees — Prints the 5/8/13 EMA slopes in degrees (e.g., +12.3°).
• Slope Pack ▲▼ — Only the direction of each slope (less noise, more speed).
• EMA Spread (5↔13) — Shows the slope differential (degrees) between short and long EMAs.
• Volume Pace — Projects end-of-bar volume from live progress, compares it to your N-bar average, and renders a tiny text progress bar (██░░…) with a neutral “thermo” palette: black = hot (> high threshold), light blue = cold (< low threshold), silver = typical. All inputs (length, bar width, thresholds) are configurable.
• ATR — Current ATR with direction vs previous bar (▲/▼/⏺).
Quality-of-life:
• Optional top padding (~20px) to keep the table visually separated from other overlays.
• Lightweight string/emoji UI for clarity without heavy graphics.
• Defensive guards around timeframe math so the TTC keeps working smoothly.
How to use:
Add to any symbol/timeframe.
Set your MACD/RSI lengths and Clockwork slope thresholds to match your system’s sensitivity.
Pick a right-cell mode that complements your workflow (TTC for day trading, Volume Pace for intrabar context, ATR for volatility).
Note: This tool is informational, not a standalone signal generator. Combine the Clockwork alignment with your entries/exits and risk management.
Anchored VWAP Bands v3.3 [JopAlgo]Anchored VWAP — a fair-value compass you can trust on any timeframe
If Volume Profile shows where business concentrated, Anchored VWAP (AVWAP) shows what the crowd has paid on average since a moment that matters. It’s a running average of price weighted by traded volume, reset at a point you choose (the “anchor”). That makes AVWAP a reliable fair-value line: above it, the average participant since the anchor is in profit; below it, they’re under water. Markets naturally react around that line.
This version focuses on the parts that make AVWAP practical for real trading:
Clear, event-anchored VWAP so you can ask “since this moment, where is fair value?”
Optional higher-timeframe anchors (e.g., Weekly AVWAP) to define regime
Simple visuals so newer traders can read it instantly, and advanced traders can layer multiple anchors without clutter
(When you add screenshots: image #1 should point to the main AVWAP line with a label “fair value since anchor”, and show a bounce/reject. Image #2 can show confluence: AVWAP kissing VAL/VAH from Volume Profile v3.2 or a clean reclaim through AVWAP.)
What you’re seeing (and why price cares)
The AVWAP line: the volume-weighted average price since your anchor time.
Price above AVWAP → average long (since anchor) is in profit → pullbacks to AVWAP tend to support.
Price below AVWAP → average long is losing → rallies to AVWAP tend to resist.
Multiple anchors (optional): you can plot more than one AVWAP (e.g., Weekly AVWAP and an Event AVWAP) to separate regime (weekly) from tactical timing (event/session).
AVWAP works because it ties “fair value” to time and participation, not just price. When price departs far from AVWAP and then returns, participants frequently defend the line. When price accepts on the other side (closes and holds), that’s often a regime change relative to the anchor.
Anchors: how to pick them (and what changes when you do)
An anchor is simply the timestamp where you start the calculation. Changing it changes both context and expectations:
Session anchors (intraday) — e.g., session open, London/NY open.
Use: scalps/intraday plays.
Behavior: frequent tests; strong for fade-to-mean trades and quick reclaims.
Event anchors — listing, major news, ETF approval, earnings, a swing high/low.
Use: track how price behaves since the catalyst.
Behavior: excellent for measured pullbacks and “is the market digesting this event yet?”
Weekly/Monthly anchors — the Weekly AVWAP is a regime line.
Use: swing/position bias.
Behavior: clean “reclaim” and “rejection” signals; great with Volume Profile’s VAH/VAL.
Rule of thumb:
Choose the slowest anchor that defines your bias (e.g., Weekly AVWAP for swings) and one faster anchor for timing (e.g., Session/Event AVWAP). Too many lines → hesitation.
How to use AVWAP on any timeframe
The framework doesn’t change—only your anchor choices and expectations do.
Scalping (1–5m charts)
Anchors: Session open, London/NY open, or the prior swing low/high.
Setup: If price trends away from the session AVWAP, fade back to AVWAP only when flow isn’t showing absorption against you (pair with CVDv1). If price reclaims AVWAP after a push below, look for inside-back retests at the line.
Intraday (15m–1H)
Anchors: Session open + important event AVWAP (FOMC-like news, ETF day, etc.).
Setup: Use pullbacks to AVWAP to join trend; require acceptance above/below (close and hold) before flipping bias. Confluence of AVWAP with VP v3.2’s VAH/VAL = high-quality location.
Swing (2H–4H)
Anchors: Weekly AVWAP for regime + event AVWAP for timing.
Setup: Reclaim of Weekly AVWAP → prefer longs on pullbacks to that line; rejection → fade rallies into Weekly AVWAP (target POC/HVNs from VP). The best entries are AVWAP + VP edge with CVDv1 not flashing Absorption.
Position (1D–1W)
Anchors: Monthly/Quarterly/Cycle AVWAP.
Setup: Treat the higher-timeframe AVWAP as the mean. Acceptance through it (and hold) often marks cycle transitions. Add on pullbacks to the line that hold.
Reading reclaims, rejections, and “acceptance”
Reclaim: price trades below AVWAP, then closes back above and holds on a retest → bullish signal since the anchor.
Rejection: price pops above AVWAP, prints rejection wick and closes back under → bearish.
Acceptance: multiple bars closing and holding beyond AVWAP, ideally with CVDv1 Alignment OK and no Absorption → higher odds the move persists.
With Volume Profile v3.2, treat AVWAP at VAL/VAH as A-tier locations:
VAL + AVWAP reclaim → mean-reversion long to POC is common.
VAH + AVWAP rejection → fade back to POC or to the next HVN.
Settings that matter (and simple defaults)
Names may vary by version, but these are the ideas you’ll see.
Anchor Time — pick a timestamp (session open, event, week start). Newer traders: start with Session AVWAP intraday; add Weekly AVWAP for swings.
Multiple anchors — if enabled, you can show Weekly AVWAP alongside your custom anchor. Keep it to two lines to stay decisive.
Smoothing / Display — most traders use raw AVWAP (no smoothing). Make sure the line is visible across zoom levels.
Theme & Colors — use distinct colors for each anchor (e.g., white for Weekly, aqua for Session/Event) so you don’t mix them up.
How AVWAP pairs with other tools
Cumulative Volume Delta v1 (CVDv1) — confirms flow quality at AVWAP.
Don’t chase a tag through AVWAP if CVD Absorption is red (typical failed break conditions).
Do prefer reclaims when Alignment = OK and Imbalance % is strong for your anchor.
Volume Profile v3.2 — gives you objective levels (POC/VAH/VAL/HVNs).
AVWAP + VAH/VAL confluence is where you plan trades.
Passing through an LVN toward AVWAP often travels fast; use that to manage risk.
(Add a screenshot that highlights AVWAP touching VAL with CVDv1 “Efficient” → clean bounce to POC.)
A simple, durable playbook
Pick one slow anchor (e.g., Weekly) for bias and one fast anchor (Session/Event) for timing.
Trade at the line, not mid-air: reclaims and rejections at AVWAP are your signals.
Require confirmation from flow: CVDv1 Alignment OK, Imbalance strong, Absorption ≠ red on the trigger bar.
Add Volume Profile v3.2 for targets (POC/HVNs) and edges (VAH/VAL).
If price accepts beyond AVWAP (closes and holds), stop fading and instead join pullbacks to the line.
Common mistakes AVWAP solves
“Mean keeps moving, my MA lies.” AVWAP weights actual traded volume, so fair value adapts to where business was done, not just where price wandered.
“It broke the line and reversed.” That’s no acceptance (or CVDv1 flagged Absorption). Wait for the retest/hold.
“Too many lines, can’t decide.” Keep two anchors max: one for bias, one for timing.
Practical defaults to start with
Intraday: Session AVWAP only. Add an Event AVWAP on special days.
Swing: Weekly AVWAP + one Event AVWAP (start of move or weekly open).
Colors: Distinct but readable (e.g., white for Weekly, aqua for Session/Event).
No smoothing. Let the line be honest—your eyes adjust quickly.
Open source & disclaimer
This indicator is provided open source so you can learn, test, and adapt it to your workflow. Trading involves risk; tools guide decisions but don’t remove uncertainty.
Disclaimer — Not Financial Advice.
The “Anchored VWAP ” indicator and this description are for educational purposes only and do not constitute financial or investment advice. Markets involve risk, including possible loss of capital. makes no warranties and assumes no responsibility for any trading decisions or outcomes resulting from the use of this script. Past performance is not indicative of future results.
Use Anchored VWAP for the where and when around fair value; let CVDv1 judge who’s pushing, and let Volume Profile v3.2 define targets and edges. That trio stays reliable across any timeframe.
Volume Profile v3.2 [JopAlgo]Volume Profile v3.2 — where the market actually traded, and why that matters
Price shows you where bids and offers met. Volume Profile shows you how much business was done at each price. Put simply: it maps the market’s preference. In any auction, price tends to accept and revisit heavy-traded areas and reject low-participation areas. VP v3.2 turns that logic into a clear picture you can use on any timeframe—from scalps to multi-week swings.
This version focuses on three things that matter in real trading:
a clean, configurable price–volume distribution (your profile),
key levels derived from that distribution (POC, VAH, VAL), and
a POC Shift detector that highlights structural change when the market’s center of mass moves.
If you attach screenshots to your script page, one image should label POC/VAH/VAL and the histogram shape; a second should show a POC Shift during a trend transition.
What you’re seeing (and how to read it)
The histogram you see beside price is the profile: each horizontal bar measures traded volume at that price within a chosen range. It reveals:
POC (Point of Control): the single most-traded price in your range (the market’s center of gravity).
Value Area (VA): the price band where a chosen percentage of all volume traded (default 70%). Its boundaries are the VAH (top) and VAL (bottom).
HVNs / LVNs: High-Volume Nodes (bulges) tend to attract price; Low-Volume Nodes (gaps/voids) tend to repel price and act like funnels—price often moves quickly through them, then pauses at the next HVN.
In practice: trade from value edges back to POC in balance, or trade breakouts through LVNs toward the next HVN when the auction is trending.
Choosing the range: Anchored vs Visible
Your range defines the story. VP v3.2 lets you pick it two ways:
Visible Range (default): the profile is built from the bars currently on screen. This adapts as you pan/zoom and is ideal for quick reads and intraday work.
Anchored Range: toggle “Anchored Range” and pick an Anchor Time. Now the profile starts at that timestamp and extends to the most recent bar. Use this for event-based composites (e.g., listing day, policy announcement, ETF approval), weekly/monthly composites, or to study a trend leg in isolation.
Tip: for scalping, a visible range that covers the current session is enough. For swings, anchor to the start of the move, start of the week/month, or the event that changed regime.
Important settings (why they exist, and simple defaults)
Rows: how many price buckets form the histogram. More rows = finer detail, more CPU. Start around 120; go higher when zoomed in.
Value Area %: how much volume should sit inside the VA band. 70% is standard; lower it (e.g., 60–65%) in strong trends to keep VA tight, raise it in dull balance to widen the area you consider “fair.”
Max Width, Horizontal Offset, Row Height %: purely visual—how wide the histogram can draw, how far it sits from the last bar, and how thick each row appears.
Histogram Emphasis: a gentle power curve that makes big nodes pop and tiny nodes fade. Leave at 1.0 until you know why you want more/less contrast.
FAST vs ACCURATE:
FAST puts each bar’s volume into its mid-price bucket. It’s very fast and stable for live trading.
ACCURATE spreads each bar’s volume across its full high-low range. This gives a smoother profile (especially on wide candles) at the cost of more computation.
If your machine lags, use FAST for intraday and ACCURATE when you’re doing end-of-day review.
Plot POC/VA series / Extend Left: draws POC/VAH/VAL as dotted lines and (optionally) extends them left across your chart. Extending is useful when you want those levels to act as “attractors/repellers” beyond the immediate profile.
Theme & Colors: there’s a dark/light toggle so the profile remains readable on any chart theme.
POC Shift — when “fair value” moves
Markets rotate around “fair value.” When that value shifts by a meaningful amount and sticks, the auction has changed. VP v3.2 detects this with three parameters:
Shift Min Ticks: the minimum distance POC must move to count as a new candidate.
Shift Confirm Bars: how many consecutive bars must hold that new area for the shift to be confirmed.
Shift Cooldown: how long to ignore re-triggers after a confirmed shift (avoids spamming in chop).
A POC Shift Up says buyers migrated the center of business higher (typical of an acceptance above prior value). POC Shift Down says the opposite. These are structure events: combine them with your directional tools (e.g., CVDv1’s Absorption/Efficiency read) to avoid chasing when the shift is fragile.
Using Volume Profile on any timeframe
The logic is the same everywhere: trade at value boundaries, target the POC or the next HVN, and respect LVNs as fast-pass corridors.
Scalping (1–5m charts)
Range: Visible; cover the current session or the last 2–4 hours.
Use: Fade VAH→POC and VAL→POC only when the tape supports it (e.g., CVDv1 not showing absorption against you). If price pushes into an LVN, expect fast movement to the other side—don’t fight mid-void.
Intraday (15m–1H)
Range: Visible covering the day, or Anchored to the day’s open.
Use: First seek balance trades (VAL/VAH to POC). When a real POC Shift confirms after a break, switch to trend-following: use pullbacks to prior VA boundaries as entries.
Swing (2H–4H)
Range: Anchored to start of week, start of trend leg, or major event.
Use: Enter on retests of VAL/VAH that hold, target the composite POC/HVNs. If you see sequential POC Shifts in trend direction, it’s a sign to trail rather than constantly fade back to POC.
Position (1D–1W)
Range: Anchored to YTD, quarter, or cycle low/high.
Use: Treat LVNs as structural gaps; acceptance through an LVN often leads to the next HVN. Weekly VA boundaries are strong reference levels; a weekly POC Shift is notable regime information.
How to act at the levels (a simple, durable playbook)
In balance: fade VAL/VAH back to POC—but only if your flow read doesn’t scream “absorption against you.”
In trend: ignore the first touch fade. Wait for acceptance (close outside), then use pullbacks to the broken VA boundary to join.
At LVNs: don’t expect chop. Plan for quick travel to the next HVN, place stops accordingly, and avoid mid-void entries.
Alerts (what they mean, what you do)
Cross POC / VAH / VAL: price just interacted with a key reference. Use your secondary signal (e.g., CVDv1 alignment/absorption) to decide fade vs follow.
POC Shift Up/Down: a structure change just confirmed. In balance, you may flip your bias. In trend, you can add on pullbacks toward the shifted area.
Compatible tools (optional, but powerful)
Volume Profile v3.2 is designed to work cleanly with other tools:
Cumulative Volume Delta v1 (CVDv1): lets you judge flow quality at VP levels. For example, a poke above VAH with CVD Absorption is a veto to chase—look for a failed breakout or reclaim. A retest of VAL with Imbalance strong and Alignment OK is a higher-quality bounce back to POC.
Weekly AVWAP v3 : the market’s mean/anchor. Confluence of Weekly AVWAP with VA boundaries or HVNs creates A-tier levels. Reclaims of Weekly AVWAP near VAL are excellent swing entries; rejections at Weekly AVWAP into VAH are high-quality fades in balance.
(If you post images, one good example is a VAL retest at Weekly AVWAP with CVDv1 showing “Efficient”—that story clicks instantly.)
Practical defaults
Rows: 120
Value Area: 70%
FAST mode for live work; ACCURATE for deep review or wide-range composites
Anchored Range: off (Visible) for intraday; on for weekly/monthly/“since event” studies
POC Shift: start with 10 ticks, 2 confirm bars, 10 cooldown; tighten for very small-tick futures, loosen in highly volatile regimes
Common pitfalls this solves
“Why did it stall here?” Check the profile: you hit an HVN. That’s where business likes to be done. Expect chop or mean-reversion to POC.
“Breakout straight back in.” You broke into an LVN without acceptance; or CVDv1 flagged Absorption. Wait for acceptance, then take the retest.
“Levels feel arbitrary.” POC/VAH/VAL come from where traders actually transacted, not where a simple moving average happens to sit.
Open source & disclaimer
This indicator is published open source so you can learn from it, tune it, and build rules you trust. Trading is risky; no tool eliminates that risk.
Disclaimer — Not Financial Advice.
The “Volume Profile v3.2 ” indicator and this description are provided for educational purposes only and do not constitute financial or investment advice. Markets involve risk, including possible loss of capital. makes no warranties and assumes no responsibility for any trading decisions or outcomes resulting from the use of this script. Past performance is not indicative of future results.
Use VP v3.2 to decide where the market is likely to accept or reject. Then use your flow read (e.g., CVDv1) to decide when to act. That combination—location + flow—is what keeps you on the right side of the auction across any timeframe.
VIP PRO Realtime with VWAP + TP Labels + AlertsVipPro Realtime is a professional indicator that combines liquidity analysis, momentum, VWAP, and overbought/oversold signals into one simple, easy-to-use tool.
It was designed to give traders a clear view of when liquidity flows in or out of the market, providing real-time signals that help you make smarter decisions without relying on emotions.
✅ Spot whale moves before they even show on the chart
✅ Identify market direction instantly (bullish / bearish / corrective)
✅ Get precise entry and exit signals backed by liquidity and momentum
✅ Reduce false signals with built-in Open Interest (OI) analysis
🎯 The goal of VipPro Realtime is simple: trade with confidence, protect your capital, and capture the best opportunities—without juggling dozens of separate indicators.
📊 VipPro Realtime
The only indicator that combines AI, classical technical analysis, and Elliott Wave theory into a single powerful tool.
VipPro Realtime is a fully integrated indicator on TradingView, designed to deliver real-time signals and smart trading decisions directly from one chart—without the need for multiple indicators or a premium subscription.
✅ Key Features:
✅ Perfect for both beginners and professionals — one glance is enough to decide.
✅ Supports all markets: Crypto (Spot & Futures), Forex, Stocks, Gold, Oil.
✅ Multiple built-in strategies to confirm signals and avoid random trades.
✅ Accurately identifies real-time market trends (bullish, bearish, corrective).
✅ Shows balance of power between buyers and sellers.
✅ Alerts you to overbought/oversold zones and possible reversals.
✅ Unique OI (Open Interest) analysis to confirm trades and filter fake signals.
✅ Protects you from false breakouts and fake pumps/dumps.
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✅ Full MACD integration for signal filtering.
✅ Perfect synergy of VWAP + Fibonacci + Divergence.
✅ Developed since 2009, updated daily for scalping, swing, and long-term trading.
📈 All you need is the integrated bot:
Simply send a chart, and the bot gives you a ready-to-trade signal with analysis and targets.
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Analyzes any chart automatically.
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Cumulative Volume Delta v1 [JopAlgo]anchor that represents the larger auction you respect, pair a faster anchor to police timing, and only act when the flow agrees at a meaningful level.
Scalping (chart: 1–5m)
A: 4H or 1H (defines the session you respect)
B: 30m or 15m
Use: only chase micro-breakouts when ALIGN OK, Imb% strong for the anchor, and Absorption ≠ red—at a level (POC/VA boundary/LVN or Weekly AVWAP test). Otherwise focus on reclaims after failed pushes.
Intraday (chart: 15m–1H)
A: 1D (default)
B: 8H or 4H
Use: bread-and-butter continuation/retest trades: ALIGN OK + Imb% ≥ strong + Absorption not red at VAH/VAL/POC or Weekly AVWAP.
Swing (chart: 2H–4H)
A: 1D or 2D
B: 8H–12H
Use: fewer trades, higher selectivity. CVD divergences at LVNs or Weekly AVWAP matter more; require ALIGN OK on the close that confirms the reclaim.
Position (chart: 1D–1W)
A: 1W
B: 1D or 12H
Use: ride weekly bias; only add on pullback→retest when Daily agrees. Lower the “strong” Imb% threshold (e.g., ~1–1.5%), increase warm-up.
No matter the timeframe, the decision rule doesn’t change:
Location first (trade at a level, not mid-air),
Alignment OK,
Imb% strong for your anchor,
Absorption not red on the trigger bar.
(If any of the four fail, wait for the next clean retest or a reclaim setup.)
Divergences and reclaims (the allowed exception)
CVD divergences matter at a level. A sweep below VAL/LVN or Weekly AVWAP where price makes a lower low but CVD makes a higher low is a classic bullish divergence. If Alignment isn’t red, you can take the reclaim on the close back inside the range—even if Imb% is only moderate—because location and flow structure are doing the heavy lifting. Mirror the logic for bearish at highs.
Pairing CVDv1 with other tools (optional, but powerful)
CVDv1 is fully compatible with:
Volume Profile v3.2 — objective where (POC, VAH/VAL, LVNs). These are your staging areas; let CVDv1 confirm when the push has quality.
Weekly AVWAP v3 — regime and mean-reversion anchor. Reclaims and divergences at Weekly AVWAP are some of the cleanest entries you’ll see.
If you use these: decide at the level, then consult CVDv1. ALIGN OK + Imb strong + no Absorption turns a good level into a high-probability timing signal. If Absorption is red at the level, that’s often your first hint to look for the failed breakout or reclaim instead.
Defaults that work out of the box
Keep Anchor A = 1D, Anchor B = 8H (or 480 minutes) to start. Imbalance “strong” around 2% (BTC/ETH), “neutral band” around 0.8%. Use the Color direction method first (simple and robust); switch to SlopeEMA if you want a smoother alignment on choppy symbols. Wick check on. Warm-up 15–30 minutes on daily; longer if you move to weekly anchors.
Common pitfalls this solves
Chasing a breakout into hidden sellers. Absorption turns red even while price pokes the level. That’s your cue to wait; many of those go on to become sharp fails.
Over-trusting a big raw delta. Imb% normalizes it. A huge raw delta on a huge-volume day can be mediocre quality.
Fighting the fast flow. ALIGN CONFLICT means the faster anchor disagrees with your main bias; don’t force it.
Open source & disclaimer
This indicator is intentionally open source so traders can learn, tweak, and build rules they trust. Markets involve risk; no single tool eliminates it.
Disclaimer — Not Financial Advice.
The “Cumulative Volume Delta v1 ” indicator and this description are provided for educational purposes only and do not constitute financial or investment advice. Trading involves risk, including the possible loss of capital. makes no warranties and assumes no responsibility for any trading decisions or outcomes resulting from the use of this script. Past performance is not indicative of future results.
Use CVDv1 to filter and time; let your levels decide where, and let risk management decide how much.
3 Red Heikin Ashi with Higher Lows3 Red Heikin Ashi with Higher Lows will give Buy signal when 3 Red Heikin Ashi with Higher Lows is formed
Buy/Sell Volume Bubbles on Candles🎯 New Big Order Filter Features:
Volume Filter Settings (New Group):
Enable Big Order Filter (Default: ON)
Toggle to show only significant volume
When OFF, shows all bubbles
Volume Threshold (Default: 1.5x)
Overall volume must exceed average by this multiple
1.5 = 150% of average (only big volume candles)
Range: 0.5x to 5.0x
Min Buy Volume Threshold (Default: 1.2x)
Buy volume must exceed average buy volume
1.2 = 120% of normal buying
Filters out small buy orders
Min Sell Volume Threshold (Default: 1.2x)
Sell volume must exceed average sell volume
1.2 = 120% of normal selling
Filters out small sell ordersPractical Examples:
Conservative (Show fewer, bigger orders):
Volume Threshold: 2.0x (only double-average volume)
Buy/Sell Threshold: 1.5x (only strong buying/selling)
Result: Very clean chart, institutional-sized orders only
Moderate (Default - Good balance):
Volume Threshold: 1.5x
Buy/Sell Threshold: 1.2x
Result: Shows significant orders, filters noise
Aggressive (Show more activity):
Volume Threshold: 1.0x
Buy/Sell Threshold: 0.8x
Result: More bubbles, captures medium orders
Use Cases:
🐋 Whale Watching (Set 2.5x+):
Only massive institutional orders
Spot market makers and big players
📊 Swing Trading (Set 1.5x):
Significant volume clusters
Key support/resistance confirmation
⚡ Active Trading (Set 1.2x):
More frequent signals
Better order flow visibility
Chart Clarity:
✅ No more bubble clutter
✅ Focus on significant orders
✅ Easy to spot institutional activity
✅ Independent buy/sell filtering
💎DrFX Diamond Algo 💎Diamond Algo - Multi-Feature Trading System
Advanced trading system combining Supertrend signals with multiple confirmation filters, risk management tools, and a comprehensive market analysis dashboard.
═══ CORE FEATURES ═══
• Smart Buy/Sell signals using modified Supertrend algorithm
• Multi-timeframe trend analysis (M1 to D1)
• Support & Resistance zone detection
• Risk management with automatic TP/SL levels (1:1, 2:1, 3:1)
• Real-time market dashboard with key metrics
• Multiple trend cloud overlays for visual confirmation
═══ SIGNAL GENERATION ═══
BUY Signal:
• Supertrend bullish crossover
• Price above SMA filter
• Optional smart signals (EMA 200 confirmation)
SELL Signal:
• Supertrend bearish crossunder
• Price below SMA filter
• Optional smart signals (EMA 200 confirmation)
═══ DASHBOARD COMPONENTS ═══
• Multi-timeframe trend status (8 timeframes)
• Current position indicator
• Market state analysis (Trending/Ranging/No trend)
• Volatility percentage
• Institutional activity monitor
• Trading session tracker (NY/London/Tokyo/Sydney)
• Trend pressure indicator
═══ VISUAL OVERLAYS ═══
• Trend Cloud: Long-term trend visualization
• Trend Follower: Adaptive trend line
• Comulus Cloud: Dual ALMA-based trend zones
• Cirrus Cloud: Short-term trend bands
• Smart Trail: Fibonacci-based trailing stop
• Dynamic trend lines with breakout alerts
═══ RISK MANAGEMENT ═══
• Automatic Stop-Loss placement (ATR-based)
• Three Take-Profit levels with Risk:Reward ratios
• Entry price labeling
• Optional distance and decimal customization
• Visual lines connecting entry to targets
═══ INPUT PARAMETERS ═══
Sensitivity (1-20): Controls signal frequency
Smart Signals Only: Filters for high-probability setups
Bar Coloring: Trend-based or gradient coloring
Dashboard Location/Size: Customizable placement
Multiple overlay toggles for clean charts
═══ BEST PRACTICES ═══
• Lower sensitivity (1-5) for swing trading
• Higher sensitivity (10-20) for scalping
• Enable Smart Signals for conservative approach
• Use dashboard to confirm multi-timeframe alignment
• Monitor volatility % before entering trades
═══ ALERT CONDITIONS ═══
• Buy Alert: Triggered on bullish signal
• Sell Alert: Triggered on bearish signal
• Trend line breakout alerts (automated)
═══ VERSION INFO ═══
Pine Script: v5
Max Labels: 500
Repainting: Minimal (uses confirmed bars for signals)
```
Whale Detector — JarassWhale Detector — Replica (Buy Spikes + Threshold + Alert)
The Whale Detector is a specialized tool designed to help traders identify large accumulation or “buy spikes” often associated with significant market participants (“whales”). It focuses on detecting unusual buying pressure at new local lows and signals potential strong upward movements.
Key Features:
1. Whale Buy Spikes Detection:
• Highlights strong buying activity at local lows using a combination of momentum, smoothing, and normalization.
• Detects new low bars and evaluates whether buying pressure exceeds a configurable threshold.
• Plots detected spikes as yellow histogram columns for clear visualization.
2. Adjustable Sensitivity:
• MOM Length: scales the momentum measurement.
• Smoothing: controls the smoothness of the calculated whale signal.
• Amplitude divisor & global scale: tune the signal strength for different markets.
• Whale Power Threshold: customizable level to mark strong buy spikes.
3. Alerts:
• Alerts trigger when a strong whale buy spike crosses the threshold.
• Persistent alerts when buying pressure remains above the threshold.
• Designed for real-time monitoring of potential accumulation zones by major market players.
4. Visualization:
• Overlay-free indicator (displayed in a separate panel).
• Clear histogram view of detected whale activity.
• Red dotted horizontal line represents the signal threshold for easy identification of strong buying events.
5. Suitable For:
• Traders looking to spot smart money accumulation or unusual buying pressure.
• Can be used in combination with trend-following or breakout strategies.
• Useful across different timeframes and assets.
Summary:
The Whale Detector provides a quantitative view of buying spikes at critical lows, helping traders detect potential market-moving accumulation by whales. Coupled with threshold alerts, it enables timely action on strong buying signals
Sessions [Trade Tribe HQ]Color-coded session ranges with ADR% labels to help you trade smarter, not harder.
This tool marks New York, London, Tokyo, and Sydney sessions, showing their ranges, highs/lows, VWAPs, and ADR%.
🔹 Key Features
Colored session boxes (NY, London, Tokyo, Sydney)
Session highs & lows, VWAP, and trendlines
Dashboard showing active sessions, volume, and %ADR
ADR% labels at session close
🔹 How It Helps
Spot session traps, moves, and reversals faster
Manage expectations using ADR% (no chasing over-extended moves)
Identify overlap zones (London → NY) for volatility spikes
Simplify cycle tracking across global markets
Market Sessions Marker—making it easy to see where the energy has been spent and where opportunity is building next.
Created with ❤️ by TraderChick – part of the Trade Tribe HQ community.
If you found this tool useful, check out my profile for more strategies, classes, and resources.
Volume Based Sampling [BackQuant]Volume Based Sampling
What this does
This indicator converts the usual time-based stream of candles into an event-based stream of “synthetic” bars that are created only when enough trading activity has occurred . You choose the activity definition:
Volume bars : create a new synthetic bar whenever the cumulative number of shares/contracts traded reaches a threshold.
Dollar bars : create a new synthetic bar whenever the cumulative traded dollar value (price × volume) reaches a threshold.
The script then keeps an internal ledger of these synthetic opens, highs, lows, closes, and volumes, and can display them as candles, plot a moving average calculated over the synthetic closes, mark each time a new sample is formed, and optionally overlay the native time-bars for comparison.
Why event-based sampling matters
Markets do not release information on a clock: activity clusters during news, opens/closes, and liquidity shocks. Event-based bars normalize for that heteroskedastic arrival of information: during active periods you get more bars (finer resolution); during quiet periods you get fewer bars (coarser resolution). Research shows this can reduce microstructure pathologies and produce series that are closer to i.i.d. and more suitable for statistical modeling and ML. In particular:
Volume and dollar bars are a common event-time alternative to time bars in quantitative research and are discussed extensively in Advances in Financial Machine Learning (AFML). These bars aim to homogenize information flow by sampling on traded size or value rather than elapsed seconds.
The Volume Clock perspective models market activity in “volume time,” showing that many intraday phenomena (volatility, liquidity shocks) are better explained when time is measured by traded volume instead of seconds.
Related market microstructure work on flow toxicity and liquidity highlights that the risk dealers face is tied to information intensity of order flow, again arguing for activity-based clocks.
How the indicator works (plain English)
Choose your bucket type
Volume : accumulate volume until it meets a threshold.
Dollar Bars : accumulate close × volume until it meets a dollar threshold.
Pick the threshold rule
Dynamic threshold : by default, the script computes a rolling statistic (mean or median) of recent activity to set the next bucket size. This adapts bar size to changing conditions (e.g., busier sessions produce more frequent synthetic bars).
Fixed threshold : optionally override with a constant target (e.g., exactly 100,000 contracts per synthetic bar, or $5,000,000 per dollar bar).
Build the synthetic bar
While a bucket fills, the script tracks:
o_s: first price of the bucket (synthetic open)
h_s: running maximum price (synthetic high)
l_s: running minimum price (synthetic low)
c_s: last price seen (synthetic close)
v_s: cumulative native volume inside the bucket
d_samples: number of native bars consumed to complete the bucket (a proxy for “how fast” the threshold filled)
Emit a new sample
Once the bucket meets/exceeds the threshold, a new synthetic bar is finalized and stored. If overflow occurs (e.g., a single native bar pushes you past the threshold by a lot), the code will emit multiple synthetic samples to account for the extra activity.
Maintain a rolling history efficiently
A ring buffer can overwrite the oldest samples when you hit your Max Stored Samples cap, keeping memory usage stable.
Compute synthetic-space statistics
The script computes an SMA over the last N synthetic closes and basic descriptors like average bars per synthetic sample, mean and standard deviation of synthetic returns, and more. These are all in event time , not clock time.
Inputs and options you will actually use
Data Settings
Sampling Method : Volume or Dollar Bars.
Rolling Lookback : window used to estimate the dynamic threshold from recent activity.
Filter : Mean or Median for the dynamic threshold. Median is more robust to spikes.
Use Fixed? / Fixed Threshold : override dynamic sizing with a constant target.
Max Stored Samples : cap on synthetic history to keep performance snappy.
Use Ring Buffer : turn on to recycle storage when at capacity.
Indicator Settings
SMA over last N samples : moving average in synthetic space . Because its index is sample count, not minutes, it adapts naturally: more updates in busy regimes, fewer in quiet regimes.
Visuals
Show Synthetic Bars : plot the synthetic OHLC candles.
Candle Color Mode :
Green/Red: directional close vs open
Volume Intensity: opacity scales with synthetic size
Neutral: single color
Adaptive: graded by how large the bucket was relative to threshold
Mark new samples : drop a small marker whenever a new synthetic bar prints.
Comparison & Research
Show Time Bars : overlay the native time-based candles to visually compare how the two sampling schemes differ.
How to read it, step by step
Turn on “Synthetic Bars” and optionally overlay “Time Bars.” You will see that during high-activity bursts, synthetic bars print much faster than time bars.
Watch the synthetic SMA . Crosses in synthetic space can be more meaningful because each update represents a roughly comparable amount of traded information.
Use the “Avg Bars per Sample” in the info table as a regime signal. Falling average bars per sample means activity is clustering, often coincident with higher realized volatility.
Try Dollar Bars when price varies a lot but share count does not; they normalize by dollar risk taken in each sample. Volume Bars are ideal when share count is a better proxy for information flow in your instrument.
Quant finance background and citations
Event time vs. clock time : Easley, López de Prado, and O’Hara advocate measuring intraday phenomena on a volume clock to better align sampling with information arrival. This framing helps explain volatility bursts and liquidity droughts and motivates volume-based bars.
Flow toxicity and dealer risk : The same authors show how adverse selection risk changes with the intensity and informativeness of order flow, further supporting activity-based clocks for modeling and risk management.
AFML framework : In Advances in Financial Machine Learning , event-driven bars such as volume, dollar, and imbalance bars are presented as superior sampling units for many ML tasks, yielding more stationary features and fewer microstructure distortions than fixed time bars. ( Alpaca )
Practical use cases
1) Regime-aware moving averages
The synthetic SMA in event time is not fooled by quiet periods: if nothing of consequence trades, it barely updates. This can make trend filters less sensitive to calendar drift and more sensitive to true participation.
2) Breakout logic on “equal-information” samples
The script exposes simple alerts such as breakout above/below the synthetic SMA . Because each bar approximates a constant amount of activity, breakouts are conditioned on comparable informational mass, not arbitrary time buckets.
3) Volatility-adaptive backtests
If you use synthetic bars as your base data stream, most signal rules become self-paced : entry and exit opportunities accelerate in fast markets and slow down in quiet regimes, which often improves the realism of slippage and fill modeling in research pipelines (pair this indicator with strategy code downstream).
4) Regime diagnostics
Avg Bars per Sample trending down: activity is dense; expect larger realized ranges.
Return StdDev (synthetic) rising: noise or trend acceleration in event time; re-tune risk.
Interpreting the info panel
Method : your sampling choice and current threshold.
Total Samples : how many synthetic bars have been formed.
Current Vol/Dollar : how much of the next bucket is already filled.
Bars in Bucket : native bars consumed so far in the current bucket.
Avg Bars/Sample : lower means higher trading intensity.
Avg Return / Return StdDev : return stats computed over synthetic closes .
Research directions you can build from here
Imbalance and run bars
Extend beyond pure volume or dollar thresholds to imbalance bars that trigger on directional order flow imbalance (e.g., buy volume minus sell volume), as discussed in the AFML ecosystem. These often further homogenize distributional properties used in ML. alpaca.markets
Volume-time indicators
Re-compute classical indicators (RSI, MACD, Bollinger) on the synthetic stream. The premise is that signals are updated by traded information , not seconds, which may stabilize indicator behavior in heteroskedastic regimes.
Liquidity and toxicity overlays
Combine synthetic bars with proxies of flow toxicity to anticipate spread widening or volatility clustering. For instance, tag synthetic bars that surpass multiples of the threshold and test whether subsequent realized volatility is elevated.
Dollar-risk parity sampling for portfolios
Use dollar bars to align samples across assets by notional risk, enabling cleaner cross-asset features and comparability in multi-asset models (e.g., correlation studies, regime clustering). AFML discusses the benefits of event-driven sampling for cross-sectional ML feature engineering.
Microstructure feature set
Compute duration in native bars per synthetic sample , range per sample , and volume multiple of threshold as inputs to state classifiers or regime HMMs . These features are inherently activity-aware and often predictive of short-horizon volatility and trend persistence per the event-time literature. ( Alpaca )
Tips for clean usage
Start with dynamic thresholds using Median over a sensible lookback to avoid outlier distortion, then move to Fixed thresholds when you know your instrument’s typical activity scale.
Compare time bars vs synthetic bars side by side to develop intuition for how your market “breathes” in activity time.
Keep Max Stored Samples reasonable for performance; the ring buffer avoids memory creep while preserving a rolling window of research-grade data.
Delta Bubbles by exp3rtsDelta Bubbles is a powerful volume-based order flow tool that detects aggressive market activity, highlights trapped traders, and visualizes key liquidity zones on your chart — perfect for scalpers, intraday traders, and anyone trading momentum or reversals.
🧠 What It Does:
📈 Buy/Sell Bubbles: Detects aggressive buying/selling pressure using a volume delta approximation.
🟩 Trap Zones: Highlights areas where traders likely got trapped (buying in downtrends or selling in uptrends).
⚠️ Potential Traps: Shows lighter “setup” zones for trades that may become traps.
🟥🟩 Colored Bars: Optional trend coloring for visual clarity (based on 50 EMA).
📉 Zone Liquidation: Automatically removes zones once price revisits them.
🧩 Customizable Settings:
Bubble sensitivity and size thresholds.
Trap zone width and minimum bubble size.
Toggle trap liquidation, potential zones, colored bars, and bubble visibility.
📌 How to Use It:
Look for trap zones forming against the trend (e.g., bearish bubble in an uptrend → green trap zone).
Watch for retests of zones — these can be key levels for fades or breakouts.
Combine with price action, support/resistance, VWAP, or other confluence tools.
🚀 Best For:
Scalping and reversal trading on intraday timeframes (5m, 15m).
Futures, indices (e.g., NASDAQ, S&P 500), crypto, or any liquid market.
Cumulative Relative Volume- Intraday (RVOL)This Indicator checks the current day's cumulative volume at sometime t and compares it to the average cumulative volume traded over the last 14 days, till the particular time t. this helps in identifying how the trajectory of the volume is growing or reducing through the day. if the RVOLS are high and remains high throughout the session, then the intensity of buying is high. along with any price action this could give a confirmation to a breakout or a breakdown
Smart Money Concept v1Smart Money Concept Indicator – Visual Interpretation Guide
What Happens When Liquidity Lines Are Broken
🟩 Green Line Broken (Buy-Side Liquidity Pool Swept)
- Indicates price has dipped below a previous swing low where sell stops are likely placed.
- Market Makers may be triggering these stops to accumulate long positions.
- Often followed by a bullish reversal.
- Trader Actions:
• Look for a bullish candle close after the sweep.
• Confirm with nearby Bullish Order Block or Fair Value Gap.
• Consider entering a Buy trade (SLH entry).
- If price continues falling: Indicates trend continuation and invalidation of the buy-side liquidity zone.
🟥 Red Line Broken (Sell-Side Liquidity Pool Swept)
- Indicates price has moved above a previous swing high where buy stops are likely placed.
- Market Makers may be triggering these stops to accumulate short positions.
- Often followed by a bearish reversal.
- Trader Actions:
• Look for a bearish candle close after the sweep.
• Confirm with nearby Bearish Order Block or Fair Value Gap.
• Consider entering a Sell trade (SLH entry).
- If price continues rising: Indicates trend continuation and invalidation of the sell-side liquidity zone.
Chart-Based Interpretation of Green Line Breaks
In the provided DOGE/USD 15-minute chart image:
- Green lines represent buy-side liquidity zones.
- If these lines are broken:
• It may be a stop hunt before a bullish continuation.
• Or a false Break of Structure (BOS) leading to deeper retracement.
- Confirmation is needed from candle structure and nearby OB/FVG zones.
Is the Pink Zone a Valid Bullish Order Block?
To validate the pink zone as a Bullish OB:
- It should be formed by a strong down-close candle followed by a bullish move.
- Price should have rallied from this zone previously.
- If price is now retesting it and showing bullish reaction, it confirms validity.
- If formed during low volume or price never rallied from it, it may not be valid.
Smart Money Concept - Liquidity Line Breaks Explained
This document explains how traders should interpret the breaking of green (buy-side) and red (sell-side) liquidity lines when using the Smart Money Concept indicator. These lines represent key liquidity pools where stop orders are likely placed.
🟩 Green Line Broken (Buy-Side Liquidity Pool Swept)
When the green line is broken, it indicates:
• - Price has dipped below a previous swing low where sell stops were likely placed.
• - Market Makers have triggered those stops to accumulate long positions.
• - This is often followed by a bullish reversal.
Trader Actions:
• - Look for a bullish candle close after the sweep.
• - Confirm with a nearby Bullish Order Block or Fair Value Gap.
• - Consider entering a Buy trade (SLH entry).
🟥 Red Line Broken (Sell-Side Liquidity Pool Swept)
When the red line is broken, it indicates:
• - Price has moved above a previous swing high where buy stops were likely placed.
• - Market Makers have triggered those stops to accumulate short positions.
• - This is often followed by a bearish reversal.
Trader Actions:
• - Look for a bearish candle close after the sweep.
• - Confirm with a nearby Bearish Order Block or Fair Value Gap.
• - Consider entering a Sell trade (SLH entry).
📌 Additional Notes
• - If price continues beyond the liquidity line without reversal, it may indicate a trend continuation rather than a stop hunt.
• - Always confirm with Higher Time Frame bias, Institutional Order Flow, and price reaction at the zone.
Liquidity Spectrum Visualizer [BigBeluga] [Optimized]This version of Liquidity Spectrum Visualizer (© BigBeluga) has been optimized to improve execution speed and reduce script load times without altering the visual output or analytical logic of the original indicator. The key improvements focus on reducing computational complexity, eliminating redundant calculations, and minimizing expensive function calls within loops.
Core Optimization Changes
Single-Pass Volume Binning (O(N) instead of O(N×M))
Original: For each bin (100) the script iterated through every bar (lookback), resulting in ~20,000 operations.
Optimized: Each bar is processed once to directly calculate its bin index. This reduces the loop complexity from O(N×M) to O(N), where N = lookback.
Precomputed Min/Max Values
Original: array.min() and array.max() were repeatedly called inside loops, re-scanning arrays hundreds of times.
Optimized: Min and max are computed once before all calculations and reused, reducing computational overhead.
Reduced Label Creation
Original: Labels were created in every iteration, potentially hundreds of times per update — a very expensive operation in Pine.
Optimized: Only two labels are created for significant high and low levels, cutting down label calls by ~99%.
Efficient Resource Management
All boxes and lines are cleared once before re-rendering instead of being deleted individually inside nested loops.
Optional gradient rendering and POC drawing remain, but only after binning is complete.
Performance Evaluation
The most important change is the reduction of loop complexity — instead of performing around 20,000 iterations per update, the optimized version now processes only about 200. This reduces execution time and makes the indicator much lighter.
Function calls such as min() and max() are now calculated only once instead of hundreds of times, which removes unnecessary overhead. Likewise, label creation has been reduced from hundreds of labels per refresh to just two, further improving performance.
As a result, the average loading time of the indicator dropped from roughly 1.5–3 seconds to about 0.05–0.2 seconds on typical datasets.
