YBL – Smart Money Volume++ (Neón)

YBL – Smart Money Volume++ (Neón)

Smart Money Volume++ (Neón) is a class-based volume engine that separates Smart Money vs Retail activity, detects explosive volume events on a lower timeframe, and projects them as persistent levels and neon “bubbles” on your main chart.

It’s designed for intraday futures, FX and crypto traders who want to:
• See where big players (Smart Money) are really active.
• Distinguish between Retail and Smart flows at each price.
• Track how much volume is currently “in profit” or “in loss” for each class.
• Get a live hit-ratio style P/L table (Retail vs Smart).
• Use a clean “Mini Mode” for iPad / light layouts.

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🔍 Core Logic
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1. Lower Timeframe Volume
• The script pulls volume from a configurable lower timeframe:
– Auto mode chooses 1s/3s/5s style LTF depending on your chart timeframe.
– Or you can lock a fixed LTF (1/3/5/15).
• All LTF volume samples are stored inside a rolling window (zLen × LTF resolution).

2. Robust Volume Outlier Detection (Z / MAD-Z)
• For the stored LTF volumes, the script computes:
– Mean and standard deviation (classic Z-score).
– Median and MAD (Median Absolute Deviation) for robust Z.
• If “Use MAD-Z” is enabled:
– Outliers are detected using a robust MAD-based z-score.
• Threshold:
– |Z| > ThEff, where ThEff is an adaptive threshold scaled by recent dispersion (thAbs × (1 + k × dispersion)).

3. Event Classification: Retail vs Smart Money
For each flagged LTF spike:
• Candle direction:
– Bullish spike → bull event.
– Bearish spike → bear event.
• Price location vs the current HTF candle:
– If “Filter in body” is enabled:
• If the spike lands right at the close of the bar → Retail.
• If the spike lands strictly inside the body (between open and close) → Smart Money.
• Otherwise defaults to Retail.
– If disabled:
• In-body → Smart.
• Outside → Retail.

4. ATR Proximity Filter (optional)
• You can require spikes to occur within an ATR-based band around the current price:
– | spikePrice – close | <= ATR(len) × ATR_mult.
• This helps remove out-of-context anomalies far from current trading activity.

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📊 Levels, Glow & Persistence
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Each accepted event (Retail or Smart) creates:
• One core horizontal level at the spike price.
• An optional glow line around it to enhance visibility (Neon style).

The script maintains arrays of:
• Prices, types (bull/bear), class (Retail/Smart), creation bar, and volume associated with each level.

Behaviour:
• Levels extend forward with each new bar.
• Optionally:
– They auto-delete if the candle body fully crosses the level (“clean on body”).
– They expire after N bars (Decay Bars), unless set to 0 (no decay).
• A maximum number of stored levels is enforced to keep performance stable, with a reduced limit in Mini Mode.

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💥 Neon Bubbles (Per-Bar Highlight)
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On each bar:
• The strongest spike (by absolute Z) is chosen to draw a single “bubble” at the event price.
• Bubble size encodes intensity (higher |Z| → larger bubble).
• Color encodes:
– Direction (bull vs bear).
– Class: Retail palette vs Smart Money palette (YBL Neón color set).
• Optional “anti-overlap” offset slightly shifts bubbles when they are large, to avoid covering key price details.

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📈 P/L Hit-Ratio Table (Retail vs Smart)
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The script tracks, for all active levels:
• For each level, its associated volume and whether it is currently “in profit” or “in loss” based on direction:
– Bull level in profit if price >= level.
– Bear level in profit if price <= level.

It aggregates:
• Retail Profit Volume vs Retail Loss Volume.
• Smart Profit Volume vs Smart Loss Volume.

From this it computes:
• Retail Hit% = (Retail Profit Volume / (Retail Profit + Loss Volume)) × 100
• Smart Hit% = (Smart Profit Volume / (Smart Profit + Loss Volume)) × 100

The table shows:
• Rows: Retail, Smart.
• Columns: Class, Profit, Loss, Hit%.
• Background intensity for Profit/Loss cells scales with relative volume (stronger color for larger volumes).

You can configure:
• Table size (Tiny / Small / Medium / Large).
• Table position (top/bottom/middle, left/center/right).
• “Mini Mode” automatically forces Tiny size for smaller screens (e.g. iPad).

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🎛 Inputs Overview
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• Modo Rápido / Mini Mode
– Mini Mode: reduces history, disables glow expansion and sets the table to Tiny size for lighter layouts.

• Cálculo
– Z/MAD window length.
– LTF mode: Auto or fixed (1 / 3 / 5 / 15).
– Use MAD-Z (robust instead of classical Z).
– Base threshold |Z| and adaptive scaling factor k.

• Filtros
– Filter in body (Smart vs Retail classification).
– ATR filter on/off, ATR length and multiplier.

• Visual
– Show levels on/off.
– Decay bars (0 = persist).
– Clean on body (delete levels when fully crossed by candle body).
– Show bubbles and anti-overlap behaviour.
– Extra glow width.

• Filtro de Clase
– Show only Smart Money, only Retail, or Both.

• Tabla P/L
– Show/hide the table, table size and position.

• Colores (YBL Neón)
– Smart Bull / Bear neon colors.
– Retail Bull / Bear colors.

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📍 Suggested Usage
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• Use as a Smart vs Retail context overlay on your main trading system:
– Look for Smart Money clusters (multiple Smart levels aligning).
– Watch when Smart Money levels hold vs when Retail gets trapped.
– Monitor the P/L hit-ratio:
• Rising Smart Hit% vs falling Retail Hit% can validate institutional bias.

• Combine with:
– Session filters (NY, London) via separate tools.
– Trend filters (EMA, structure).
– Orderflow / CVD tools for confirmation.

As always, no single indicator should be used as a standalone decision engine. Treat this as a volume-intelligence layer on top of price action and risk management.

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⚠️ Disclaimer
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This script is for educational and research purposes only and does not constitute financial advice. Trading involves substantial risk and may not be suitable for every investor. Always test thoroughly and use proper risk management before trading live.

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© YBL / Yuriel — Smart Money Volume++ (Neón)
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