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Volumedelta

Multi-Layer Volume Profile [BigBeluga]A powerful multi-resolution volume analysis tool that stacks multiple profiles of historical trading activity to reveal true market structure. This indicator breaks down total and delta volume distribution across time at four adjustable depths — enabling traders to spot major POCs, volume shelves, and zones of price acceptance or rejection with unmatched clarity. 🔵 KEY FEATURES Multi-Layer Volume Profiles: Up to 4 separate volume profiles are stacked on the chart: - Profile 1: Full period - Profile 2: Half-length - Profile 3: Quarter-length - Profile 4: One-eighth-length This layering helps traders assess confluence across different time horizons. Custom Bin Resolution: Each profile uses a customizable number of bins to control visual precision. More bins = higher granularity, fewer bins = smoother profile. Precise POC Highlighting: The price level with the maximum traded volume in each profile is highlighted with a thick blue POC line. This key level shows the most accepted price for each period. Total and Delta Volume Labels: - Total Volume: Displays cumulative volume over the profile period at the top of the profile box. - Delta Volume: The difference between bullish and bearish volume is labeled at the base, showing directional pressure. Positive delta = buyer dominance, negative delta = seller dominance. Range Levels: Each profile includes horizontal reference lines showing its high, low, bounds. These edges often align with price reaction zones and become future resistance/support. 🔵 HOW IT WORKS For each active profile, the indicator: - Collects price range (highs/lows) across the selected `length` - Divides this range into equal bins - Assigns volume into bins based on candle close location - Aggregates volume per bin to form the profile (polylines) Separately tracks: - Total volume (sum of all candles in range) - Delta volume (sum of candle volumes: positive for bullish, negative for bearish closes) Highlights the bin with maximum volume (POC) and marks it with a thick blue line. Adds auxiliary lines for high/low of each profile box and total/delta volume tags with tooltips. 🔵 USAGE Spot Acceptance Zones: Thick, flat areas on the profile show where price stayed longest — ideal for building positions. Identify Rejection Zones: Thin volume areas signal price rejection and are often used for stop placement or entries. Delta Confirmation: Use strong positive/negative delta readings as directional bias confirmation for breakout trades. Confluence Detection: Watch for overlapping POCs between layers to identify extremely strong support/resistance zones. 🔵 CONCLUSION Multi-Layer Volume Profile equips traders with a deeply layered market structure view. Whether you're scalping intraday levels or analyzing macro support zones, the ability to stack volume perspectives, visualize directional delta, and anchor POCs provides an edge in anticipating market moves. Use this tool to validate entries, confirm structure, and make more informed, volume-aware trading decisions.
Pine Script® göstergesi
BigBeluga tarafından
38
SwingTrade VWAP Strategy[TiamatCrypto]V1.1This Pine Script® code creates a trading strategy called "SwingTrade VWAP Strategy V1.1." This strategy incorporates various trading tools, such as VWAP (Volume Weighted Average Price), ADX (Average Directional Index), and volume signals. Below is an explanation of the components and logic within the script: ### Overview of Features - **VWAP:** A volume-weighted moving average that assesses price trends relative to the VWAP level. - **ADX:** A trend strength indicator that helps confirm the strength of bullish or bearish trends. - **Volume Analysis:** Leverages volume data to gauge momentum and identify volume-weighted buy/sell conditions. - **Dynamic Entry/Exit Signals:** Combines the above indicators to produce actionable buy/sell or exit signals. - **Customizable Inputs:** Inputs for tuning parameters like VWAP period, ADX thresholds, and volume sensitivity. --- ### **Code Breakdown** #### **Input Parameters** The script begins by defining several user-configurable variables under groups. These include indicators' on/off switches (`showVWAP`, `enableADX`, `enableVolume`) and input parameters for VWAP, ADX thresholds, and volume sensitivity: - **VWAP Period and Threshold:** Controls sensitivity for VWAP signal generation. - **ADX Settings:** Allows users to configure the ADX period and strength threshold. - **Volume Ratio:** Detects bullish/bearish conditions based on relative volume patterns. --- #### **VWAP Calculation** The script calculates VWAP using the formula: \ Where `P` is the typical price (`(high + low + close)/3`) and `V` is the volume. - It resets cumulative values (`sumPV` and `sumV`) at the start of each day. - Delta percentage (`deltaPercent`) is calculated as the percentage difference between the close price and the VWAP. --- #### **Indicators and Signals** 1. **VWAP Trend Signals:** - Identifies bullish/bearish conditions based on price movement (`aboveVWAP`, `belowVWAP`) and whether the price is crossing the VWAP level (`crossingUp`, `crossingDown`). - Also detects rising/falling delta changes based on the VWAP threshold. 2. **ADX Calculation:** - Calculates the directional movement (`PlusDM`, `MinusDM`) and smoothed values for `PlusDI`, `MinusDI`, and `ADX`. - Confirms strong bullish/bearish trends when ADX crosses the defined threshold. 3. **Volume-Based Signals:** - Evaluates the ratio of bullish volume (when `close > VWAP`) to bearish volume (when `close < VWAP`) over a specified lookback period. --- #### **Trade Signals** The buy and sell signals are determined by combining conditions from the VWAP, ADX, and volume signals: - **Buy Signal:** Triggered when price upward crossover VWAP, delta rises above the threshold, ADX indicates a strong bullish trend, and volume confirms bullish momentum. - **Sell Signal:** Triggered under inverse conditions. - Additionally, exit conditions (`exitLong` and `exitShort`) are based on VWAP crossovers combined with the reversal of delta values. --- #### **Plotting and Display** The strategy plots VWAP on the chart and adds signal markers for: - **Buy/Long Entry:** Green triangle below bars. - **Sell/Short Entry:** Red triangle above bars. - **Exit Signals:** Lime or orange "X" shapes for exits from long/short positions. - Additionally, optional text labels are displayed to indicate the type of signal. --- #### **Trading Logic** The script's trading logic executes as follows: - **Entries:** - Executes long trades when the `buySignal` condition is true. - Executes short trades when the `sellSignal` condition is true. - **Exits:** - Closes long positions upon `exitLong` conditions. - Closes short positions upon `exitShort` conditions. - The strategy calculates profits and visualizes the trade entry, exit, and running profit within the chart. --- #### **Alerts** Alerts are set up to notify traders via custom signals for buy and sell trades. --- ### **Use Case** This script is suitable for day traders, swing traders, or algorithmic traders who rely on confluence signals from VWAP, ADX, and volume momentum. Its modular structure (e.g., the ability to enable/disable specific indicators) makes it highly customizable for various trading styles and financial instruments. #### **Customizability** - Adjust VWAP, ADX, and volume sensitivity levels to fit unique market conditions or asset classes. - Turn off specific criteria to focus only on VWAP or ADX signals if desired. #### **Caution** As with all trading strategies, this script should be used for backtesting and analysis before live implementation. It's essential to validate its performance on historical data while considering factors like slippage and transaction costs.
Pine Script® stratejisi
TiamatCrypto tarafından
Hidden Gap`s VSA Volume Auto-TimeframeHidden Gap's VSA Volume with Auto-Timeframe Adaptation Enhanced Version of Classic Volume Spread Analysis Indicator Description: This evolved version of the original "Hidden Gap's VSA Volume" indicator introduces intelligent timeframe adaptation while preserving its core Volume Spread Analysis (VSA) logic. The key enhancement automatically synchronizes volume calculations with your chart's current timeframe, eliminating manual resolution adjustments. New Features: ✅ Auto-Timeframe Detection Dynamically adjusts to any chart timeframe (1M/5M/1H/4H/D/W/M) ✅ Smart Resolution Switching Seamlessly works across multiple timeframes without parameter changes ✅ Manual Override Option Retains custom resolution input for multi-timeframe analysis (e.g., view weekly volume on daily charts) ✅ Modernized Engine Upgraded to Pine Script v6 for optimal TradingView performance Core Functionality Preserved: • Multi-layer volume analysis using 40/20/2-period comparisons • Color-coded histogram detecting: Black: 40-period high volume Gray: 20-period low volume Purple: 2-period volume contraction Blue/Red: Immediate volume changes • Integrated 20-period SMA reference line Usage Scenarios: Intraday Trading: Auto-adjusts from 1-minute to 4-hour charts Multi-Timeframe Analysis: Compare current volume against higher timeframe patterns Swing Trading: Maintain consistent analysis across D/W/M timeframes
Pine Script® göstergesi
MattMa23 tarafından
OFC - Position Clusters🧭 OFC – Position Clusters ATS-edition Visualize where traders are positioning — and where they’re unwinding. The OFC – Position Clusters indicator is a precision profiling tool for crypto markets, designed to highlight zones of potential position buildup and liquidation based on Open Interest Delta and a proportional model of Volume Delta. This script reveals directional intent at key price levels by tracking where open interest and volume converge. It offers an intuitive histogram-based view to expose: 📈 Long Open Clusters (green): zones where aggressive buying and new long positions dominate 📉 Short Open Clusters (red): areas of dominant short interest 📤 Long Close Clusters (purple): long-side liquidation zones 📥 Short Close Clusters (aqua): short unwinds or short squeeze exits 🔍 Use Cases: See the Story Behind the Price 🪤 Detect Trapped Traders: Spot clusters where aggressive longs/shorts built positions — only to have price reverse. These zones often lead to squeezes or forced exits. 📊 Identify Passive Accumulation: Long clusters near range lows (without price breakout) may signal stealth accumulation ahead of a move. 📈 Confirm Breakouts with Position Flow: Watch for open clusters shifting with price to validate directional conviction. 🧨 Fade Exhaustion Moves: Dense closing clusters into key resistance/support may signal end-of-move behavior or late chasers. 🛠 Key Features: 🕒 Time Window Control – Analyze any custom period, from minutes to weeks 📊 Histogram Resolution Selector – Choose your level of detail 🔄 Live vs Static Mode – Toggle real-time updates for intraday or historical reviews 📐 Profile Offset Slider – Shift the visualization away from price bars for clarity 🪲 Built-in Debug Panel – View parameters and time diagnostics in one place Use this indicator to uncover market footprints left by large participants — not just where price moved, but how traders positioned within it.
Pine Script® göstergesi
JohnnyHotwiel tarafından
1
Aggressive Volume 📊 Indicator: Aggressive Volume – Simulated Buy/Sell Pressure Aggressive Volume estimates delta volume using candle data to simulate the market’s internal buy/sell pressure. It helps visualize how aggressive buyers or sellers are moving the price without needing full order flow access. ⚙️ How It Works: Calculates simulated delta volume based on candle direction and volume. Bullish candles (close > open) suggest dominance by buyers. Bearish candles (close < open) suggest dominance by sellers. Delta is the difference between simulated buying and selling pressure. 🔍 Key Features: Visual bars showing aggressive buyer vs seller dominance Helps spot trend strength, momentum bursts, and potential reversals Simple, effective, and compatible with any timeframe Lightweight and ideal for scalping, day trading, and swing trading 💡 How to Use: Look for strong positive delta during bullish trends for confirmation. Watch for delta weakening or divergence as potential reversal signals. Combine with trend indicators or price action for enhanced accuracy. 📊 Indicador: Volume Agressivo – Pressão de Compra/Venda Simulada Volume Agressivo estima o delta de volume utilizando dados dos candles para simular a pressão interna de compra/venda do mercado. Ele ajuda a visualizar como os compradores ou vendedores agressivos estão movendo o preço, sem precisar de acesso completo ao fluxo de ordens. ⚙️ Como Funciona: Calcula o delta de volume simulado com base na direção do candle e no volume. Candles de alta (fechamento > abertura) indicam predominância de compradores. Candles de baixa (fechamento < abertura) indicam predominância de vendedores. O delta é a diferença entre a pressão de compra e venda simulada. 🔍 Principais Funcionalidades: Barras visuais mostrando a dominância de compradores vs vendedores agressivos Ajuda a identificar a força da tendência, explosões de momentum e possíveis reversões Simples, eficaz e compatível com qualquer período de tempo Leve e ideal para scalping, day trading e swing trading 💡 Como Usar: Procure por delta positivo forte durante tendências de alta para confirmação. Observe o delta enfraquecendo ou divergências como sinais de possível reversão. Combine com indicadores de tendência ou price action para maior precisão.
Pine Script® göstergesi
oDouglasAlex tarafından
1
Advanced Cumulative Delta & VolumeAdvanced Cumulative Delta & Volume (Heuristic-Based) This offers a powerful cumulative delta visualization based on price action heuristics—perfect for traders without access to real bid/ask volume data. Features Cumulative Delta Calculation Built using estimated delta (based on close position and volume). Includes a moving average-based surge detection system. Surge Detection Highlights candles where delta exceeds a multiple of its average. Detects sustained surges across multiple bars for trend confirmation. Visual Enhancements Smoothed line and area chart for delta flow Alternate background shading (light blue) for each timeframe interval—great for visual structure (e.g., every 30 minutes). Color-coded: Yellow for bullish surges Black for bearish surges Green for positive delta /red for negative delta Customizable Inputs Timeframe (for resampling logic) Surge thresholds Delta moving average length Volume weight adjustment Sustained bar count Ideal For: Order flow enthusiasts without premium data feeds Scalpers & intraday traders Anyone wanting a visual edge on volume-driven moves
Pine Script® göstergesi
bestindicatorsever tarafından
Radonezh Kir-Mary Beauty editionOverview Dedicated to rev. Kirill and Mary of Radonezh. This indicator uniquely combines Cumulative Volume Delta (CVD) and price momentum with dynamic normalization to identify trend strength, reversals, supported by a combination of more traditional signal logic. Unlike traditional momentum oscillators, it integrates volume dynamics and advanced directional index to filter false signals and adapts to market volatility through automated scaling, offering a holistic view of price-action reliability. Core Innovations Adapive Signals: Uses a proprietary correlation algorithm to weight momentum values, reducing noise in choppy markets. Lower timeframe entry points: (currently 1 minute only) and HTF line statuses for timeframe synchronisation (currently only 15 minutes and 1 hour status) for super-precise entry points Automatic drawing of resistance and support lines based on the proprietary algorithm for detecting volume/price synchronization and desynchronization levels. "Victor-predictor": price chart pointing line that shows where the price supposedly goes based on the machine-learning simulation with pine script based on the main 3 traditional classical indicators. Works independently from the rest of the indicator. Developed by @Skorcez (same team). Automatic recognition of possible long and short stop order placement levels. I do not filter them so use only within the general context of the indicator. Key Features Volume-Price Correlation: CVD reflects institutional order flow, while price momentum quantifies trend acceleration. Auto-Scaling: Adjusts output range based on recent volatility (ATR), preventing overbought/oversold false positives. Visual Alerts: Marks divergence zones with colored trendlines and labels (regular/hidden bullish/bearish). Unique Value By fusing volume delta dynamics with momentum filtering, this script addresses a critical gap in traditional indicators that treat price and volume in isolation. The closed-source logic focuses on institutional accumulation/distribution patterns, providing actionable signals without repainting. Compatible with all assets and timeframes. No promotional content or external links included. ============================================ Trading strategy ============================================ Position Signals via DEMA Momentum Line Coloration The main indicator line (orange/black) determines entry/exits based on its color intensity, which reflects trend strength and confirmation from filtered signals. Here's how it works: Long Positions (Green/Teal) Weak Long: Dark Green = Price momentum rising without volume/Machine Learning (ML) confirmation. Example: main line turns green but lacks volume spikes or ML buy signals. Strong Long: Bright Green = Momentum confirmed by: Volume Surge: Volume exceeds 1.5x 20-period average. ML Confirmation: ML score > 0.7 with price above EMA20. Post-Drop Recovery: Price rebounds after a >1% drop on high volume. (not active as of now, will add a bit later, still working on it) Short Positions (Red/Orange) Weak Short: Orange = Momentum declines without bearish confirmation. Strong Short: Bright Red = Confirmed by: Volume Divergence: Rising price with falling CVD momentum. ML Bearish: ML score > 0.7 + price below EMA20. Overextension: RSI > 70 + price above upper Bollinger Band. Neutral (Gray) Flat Momentum: Gray = Momentum near zero (±0.05) + low volatility (ATR < 1% of price). Action: Avoid trades until color intensifies or stay in a position with a trailing stoploss until it's clear where the market goes (use HTF signal colour table to know what to expect). Key Features Adaptive Confirmation: Colors brighten when signals align across: Volume acceleration RSI and a few other extremes (oversold/overbought) Machine Learning predictions Dynamic Risk Zones: Gray areas highlight low-confidence periods, while bright colors mark high-probability entries. Usage: Enter longs when the line turns bright green and exits when it fades to dark green/gray. Reverse for shorts. Combine with the built-in Victor-Predictor signals for optimal accuracy ============================================ Plans to add soon: ============================================ Dynamic Normalization: Scales CVD and price momentum to a fixed range (default: -20 to +20) using volatility-adjusted multipliers, ensuring consistent interpretation across assets/timeframes. Divergence Detection: Flags discrepancies between volume-driven momentum (CVD) and price trends, highlighting potential reversals. Adding 2 nearest psychological support and resistance levels.
Pine Script® göstergesi
cybermediaboy tarafından
Puts vs Longs vs Price Oscillator SwiftEdgeWhat is this Indicator? The "Low-Latency Puts vs Longs vs Price Oscillator" is a custom technical indicator built for TradingView to help traders visualize buying and selling activity in a market without access to order book data. It displays three lines in an oscillator below the price chart: Green Line (Longs): Represents the strength of buying activity (bullish pressure). Red Line (Puts): Represents the strength of selling activity (bearish pressure). Yellow Line (Price): Shows the asset’s price in a scaled format for direct comparison. The indicator uses price movements, volume, and momentum to estimate when buyers or sellers are active, providing a quick snapshot of market dynamics. It’s optimized for fast response to price changes (low latency), making it useful for both short-term and longer-term trading strategies. How Does it Work? Since TradingView doesn’t provide direct access to order book data (which shows real-time buy and sell orders), this indicator approximates buying and selling pressure using commonly available data: price, volume, and a momentum measure called Rate of Change (ROC). Here’s how it combines these elements: Price Movement: The indicator checks if the price is rising or falling compared to the previous candlestick. A rising price suggests buying (longs), while a falling price suggests selling (puts). Volume: Volume acts as a "weight" to measure the strength of these price moves. Higher volume during a price increase boosts the green line, while higher volume during a price decrease boosts the red line. This mimics how large orders in an order book would influence the market. Rate of Change (ROC): ROC measures how fast the price is changing over a set period (e.g., 5 candlesticks). It adds a momentum filter—strong upward momentum reinforces buying signals, while strong downward momentum reinforces selling signals. These components are calculated for each candlestick and summed over a short lookback period (e.g., 5 candlesticks) to create the green and red lines. The yellow line is simply the asset’s closing price scaled down to fit the oscillator’s range, allowing you to compare buying/selling strength directly with price action. Why Combine These Elements? The combination of price, volume, and ROC is intentional and synergistic: Price alone isn’t enough—it tells you what happened but not how strong the move was. Volume adds context by showing the intensity behind price changes, much like how order book volume indicates real buying or selling interest. ROC ensures the indicator captures momentum, filtering out weak or random price moves and focusing on significant trends, similar to how aggressive order execution might appear in an order book. Together, they create a balanced picture of market activity that’s more reliable than any single factor alone. The goal is to simulate the insights you’d get from an order book—where you’d see buy/sell imbalances—using data available in TradingView. How to Use It Setup: Add the indicator to your chart via TradingView’s Pine Editor by copying and pasting the script. Adjust the inputs to suit your trading style: Lookback Period: Number of candlesticks (default 5) to sum buying/selling activity. Shorter = more responsive; longer = smoother. Price Scale Factor: Scales the yellow price line (default 0.001). Increase for high-priced assets (e.g., 0.01 for indices like DAX) or decrease for low-priced ones (e.g., 0.0001 for crypto). ROC Period: Candlesticks for momentum calculation (default 5). Shorter = faster response. ROC Weight: How much momentum affects the signal (default 0.5). Higher = stronger momentum influence. Volume Threshold: Minimum volume multiplier (default 1.5) to boost signals during high activity. Reading the Oscillator: Green Line Above Yellow: Strong buying pressure—price is rising with volume and momentum support. Consider this a bullish signal. Red Line Above Yellow: Strong selling pressure—price is falling with volume and momentum support. Consider this a bearish signal. Green/Red Crossovers: When the green line crosses above the red, it suggests buyers are taking control. When the red crosses above the green, sellers may be dominating. Yellow Line Context: Compare green/red lines to the yellow price line to see if buying/selling strength aligns with price trends. Trading Examples: Bullish Setup: Green line spikes above yellow after a price breakout with high volume (e.g., DAX opening jump). Enter a long position if confirmed by other indicators. Bearish Setup: Red line rises above yellow during a price drop with increasing volume. Look for a short opportunity. Reversal Warning: If the green line stays high while price (yellow) flattens or drops, it could signal overbought conditions—be cautious. What Makes It Unique? Unlike traditional oscillators like RSI or MACD, which focus solely on price momentum or trends, this indicator blends price, volume, and momentum into a three-line system that mimics order book dynamics. Its low-latency design (short lookback and no heavy smoothing) makes it react quickly to market shifts, ideal for volatile markets like DAX or forex. The visual separation of buying (green) and selling (red) against price (yellow) offers a clear, intuitive way to spot imbalances without needing complex data. Tips and Customization Volatile Markets: Use a shorter lookback (e.g., 3) and ROC period (e.g., 3) for faster signals. Stable Markets: Increase lookback (e.g., 10) for smoother, less noisy lines. Scaling: If the green/red lines dwarf the yellow, adjust Price Scale Factor up (e.g., 0.01) to balance them. Experiment: Test on your asset (stocks, crypto, indices) and tweak inputs to match its behavior.
Pine Script® göstergesi
SwiftEdge tarafından
14
Intraday Macro & Flow Indicator# IntraMacroFlow Indicator ## Introduction IntraMacroFlow is a volume and delta-based indicator that identifies significant price movements within trading sessions. It generates signals when volume spikes coincide with quality price movement, filtered by RSI to avoid overbought/oversold conditions. > **Note:** This indicator provides multiple signals and should be combined with additional analysis methods such as support/resistance, trend direction, and price action patterns. ## Inputs ### Volume Settings * **Volume Lookback Period** (14) - Number of bars for volume moving average calculation * **Volume Threshold Multiplier** (1.5) - Required volume increase over average to generate signals * **Delta Threshold** (0.3) - Required close-to-open movement relative to bar range (higher = stronger movement) ### Session Configuration * **Use Dynamic Session Detection** (true) - Automatically determine session times * **Highlight Market Open Period** (true) - Highlight first third of trading session * **Highlight Mid-Session Period** (true) - Highlight middle portion of trading session * **Detect Signals Throughout Whole Session** (true) - Find signals in entire session * **Session Time** ("0930-1600") - Trading hours in HHMM-HHMM format * **Session Type** ("Regular") - Select Regular, Extended, or Custom session ### Manual Session Settings Used when dynamic detection is disabled: * **Manual Session Open Hour** (9) * **Manual Session Open Minute** (30) * **Manual Session Open Duration** (60) * **Manual Mid-Session Start Hour** (12) * **Manual Mid-Session End Hour** (14) ## How It Works The indicator analyzes each bar using three primary conditions: 1. **Volume Condition**: Current volume > Average volume × Threshold 2. **Delta Condition**: |Close-Open|/Range > Delta threshold 3. **Time Condition**: Bar falls within configured session times When all conditions are met: * Bullish signals appear when close > open and RSI < 70 * Bearish signals appear when close < open and RSI > 30 ## Display Elements ### Shapes and Colors * Green triangles below bars - Bullish signals * Red triangles above bars - Bearish signals * Blue background - Market open period * Purple background - Mid-session period * Bar coloring - Green (bullish), Red (bearish), or unchanged ### Information Panel A dynamic label shows: * Current volume relative to average (Vol) * Delta value for current bar (Delta) * RSI value (RSI) * Session status (Active/Closed) ## Calculation Method ``` // Volume Condition volumeMA = ta.sma(volume, lookbackPeriod) volumeCondition = volume > volumeMA * volumeThreshold // Delta Calculation (price movement quality) priceRange = high - low delta = math.abs(close - open) / priceRange deltaCondition = delta > deltaThreshold // Direction and RSI Filter bullishBias = close > open and entrySignal and not (rsi > 70) bearishBias = close < open and entrySignal and not (rsi < 30) ``` ## Usage Recommendations ### Suitable Markets * Equities during regular trading hours * Futures markets * Forex during active sessions * Cryptocurrencies with defined volume patterns ### Recommended Timeframes * 1-minute to 1-hour (optimal: 5 or 15-minute) ### Parameter Adjustments * For fewer but stronger signals: increase Volume Threshold (2.0+) and Delta Threshold (0.4-0.6) * For more signals: decrease Volume Threshold (1.2-1.5) and Delta Threshold (0.2-0.3) ### Usage Tips * Combine with trend analysis for higher-probability entries * Focus on signals occurring at session boundaries and mid-session * Use opposite signals as potential exit points * Configure alerts to receive notifications when signals occur ## Additional Notes * RSI parameters are fixed at 14 periods with 70/30 thresholds * The indicator handles overnight sessions correctly * Fully compatible with TradingView alerts * Customizable visual elements ## Release Notes Initial release: This is a template indicator that should be customized to suit your specific trading strategies and preferences.
Pine Script® göstergesi
Agedvagabond tarafından
Order Block Candle [TradeWithRon]Order Block Candle This indicator is designed to help traders identify and visualize key movements within the market. These order blocks are areas where significant buying or selling has occurred, often leading to a strong price reaction. This script detects both bullish and bearish order blocks (with volume spike), marking them directly on your chart, and offers a variety of customization options to enhance your trading experience. Features: Bullish and Bearish Candles: Bullish Order Block: Identified when the current price creates a higher high and closes above the previous price, indicating a zone of potential buying activity by institutional traders. Bearish Order Block: Identified when the current price creates a lower low and closes below the previous price, suggesting strong institutional selling. Volume-Weighted Analysis: The indicator allows traders to incorporate volume into the order block detection. When a volume pivot (a significant change in volume) is detected, it strengthens the validity of the identified order block. Customizable Visuals: - Users can adjust the color and style of order block lines, including solid, dashed, or dotted styles, to suit personal preferences. - Bullish Order Block Color: Choose from a range of colors to highlight bullish order blocks (default is green). - Bearish Order Block Color: Choose a color for bearish order blocks (default is red). - Users can also customize the color and style of the lines representing order blocks, helping traders visually track key levels. Candle Body or. Wick: The indicator provides flexibility in defining the price range of the order block. Traders can choose whether to calculate the order block using the candle body (open and close) or the full wick (high and low) to suit their trading strategy. Dynamic Line Extensions: Order block lines are dynamically extended to provide ongoing support and resistance levels. When a price breaks an order block line, the line changes to a dotted style, marking it as "broken." This allows traders to easily spot when the market invalidates an order block. Alerts: - Alert for Bullish Order Block: Get notified when a new bullish order block is detected. - Alert for Bearish Order Block: Receive alerts when a bearish order block is identified. - Alert for Broken Lines: Set up alerts to be notified when a bullish or bearish order block line is broken, giving traders a signal for potential market shifts. Zone Management: - The indicator tracks upper and lower zone information, marking significant price levels where institutional buying or selling might occur. Traders can adjust settings to define how many previous lines should be displayed on the chart for reference. Optional Mitigated Order Blocks: - A feature that highlights mitigated (neutralized) order blocks with a specific color and line style, offering additional insight into market behavior. Input Settings: - Length: The number of bars to the left and right of a pivot point for it to be considered a high or low. - Candle Body: Option to use the candle body for calculations (as opposed to the wick). - Bullish and Bearish Candle Color: Customizable colors for bullish and bearish order blocks. - Open Line Style: Choose between solid, dashed, or dotted line styles for order block visualization. - Removed Old Lines: Control the number of broken lines shown on the chart. - Mitigated Line Style: Select line style for mitigated order blocks. - Volume Use: Enable volume-based detection for stronger order block validation. How to Use: This indicator is ideal for traders looking to trade around institutional support and resistance levels. The bullish and bearish order blocks can serve as key entry or exit points, while broken lines offer dynamic support/resistance that adapt to market changes. Use the alerts to stay informed of critical market developments and adjust your trading strategy accordingly. 🔶 Disclaimer Use with Caution: This indicator is provided for educational and informational purposes only and should not be considered as financial advice. Users should exercise caution and perform their own analysis before making trading decisions based on the indicator's signals. Not Financial Advice: The information provided by this indicator does not constitute financial advice, and the creator (Tradewithron) shall not be held responsible for any trading losses incurred as a result of using this indicator. Backtesting Recommended: Traders are encouraged to backtest the indicator thoroughly on historical data before using it in live trading to assess its performance and suitability for their trading strategies. Risk Management: Trading involves inherent risks, and users should implement proper risk management strategies, including but not limited to stop-loss orders and position sizing, to mitigate potential losses. No Guarantees: The accuracy and reliability of the indicator's signals cannot be guaranteed, as they are based on historical price data and past performance may not be indicative of future
Pine Script® göstergesi
YeahRonTrades tarafından
Volume Delta DashboardHow It Works: This script creates a Volume Delta Dashboard on TradingView, which helps traders visualize the balance between buying and selling volume (Volume Delta) directly on the chart. Here's a breakdown of the key components: Volume Delta Calculation: The script calculates the Volume Delta by comparing the volume of bars where the price closed higher (buying pressure) to those where the price closed lower (selling pressure). Positive Volume Delta (green background) indicates more buying activity than selling, suggesting upward price movement. Negative Volume Delta (red background) indicates more selling than buying, signaling a potential downward move. Smoothing with EMA: To make the volume delta trend smoother and more consistent, an Exponential Moving Average (EMA) of the Volume Delta is used. This helps to reduce noise and highlight the prevailing buying or selling pressure over a 14-period. Dynamic Position Selection: The user can choose where the Volume Delta dashboard table will appear on the chart by selecting a position: top-left, top-right, bottom-left, or bottom-right. This makes the indicator adaptable to different chart setups. Coloring: The background of the table changes color based on the value of the Volume Delta. Green indicates a positive delta (more buyers), and Red indicates a negative delta (more sellers). Use of This Strategy: This Volume Delta Dashboard strategy is particularly useful for traders who want to: Monitor Market Sentiment: By observing the volume delta, traders can get a sense of whether there is more buying or selling pressure in the market. Positive volume delta can indicate a bullish sentiment, while negative delta can point to bearish sentiment. Confirm Price Action: The Volume Delta can be used alongside price action to confirm the strength of a price move. For example, if the price is moving up and the volume delta is positive, it suggests that the price increase is supported by buying pressure. Identify Divergences: Volume delta can help traders spot divergences between price and volume. For example, if the price is moving higher but the volume delta is negative, it may suggest a weakening trend and a potential reversal. Optimize Entry/Exit Points: By understanding the relationship between price movement and volume, traders can make more informed decisions about entering or exiting positions. For instance, a sudden increase in buying volume (positive delta) may indicate a good entry point for a long position. Overall, the Volume Delta Dashboard can serve as a powerful tool for improving decision-making, by providing real-time insights into market dynamics and trading sentiment.
Pine Script® göstergesi
AimProfits tarafından
CVD Divergence Insights📘 CVD Divergence Insights – by Colicoid Pine Script v6 | Volume Delta Divergence Oscillator with Spike Detection ⸻ 🔍 Overview CVD Divergence Insights is a volume-aware oscillator and divergence spike detector that helps you spot smart money activity, absorption, failed pressure, and hidden strength or weakness — even when price action alone gives little away. It works by comparing normalized Cumulative Volume Delta (CVD) against normalized price movement, and optionally applying a volume-weighting layer to highlight when aggressive participation is truly behind the divergence. The result is a dynamic visual tool that identifies tension in the market, and helps you trade based on how that tension resolves. ⸻ 🧠 Core Concept • When price moves one way and CVD moves another, it reflects imbalance between aggression and result. • Divergence is not a trigger — it’s a build-up of pressure. • The real edge lies in the resolution of that pressure. • Optional volume-weighting helps you ignore noise and focus on high-conviction moves only. ⸻ ⚙️ How It Works 1. CVD Calculation CVD is generated using lower-timeframe delta volume (buy vs. sell pressure), accumulated per bar. 2. Oscillator A normalized divergence between the smoothed CVD and smoothed price. 3. Volume Weighting (optional) Emphasizes divergences occurring on higher-than-normal volume, deprioritizes low-volume noise. 4. Signal Line (optional) A short EMA of the oscillator to help track momentum shifts (hidden by default). 5. Divergence Spikes Statistical spike detection using standard deviation — green/red dots highlight unusually large divergence activity. ⸻ 🎛️ Inputs Anchor Period Higher timeframe where the CVD is accumulated and processed. Lower Timeframe Optional override for granularity of buy/sell volume data. SMA Length Used for smoothing both price and CVD before divergence is calculated. Volume Weighted? Enables adaptive weighting based on relative volume size. Volume Normalization Length Lookback period used to define what is “normal” volume. Divergence Spike Threshold StdDev-based threshold to detect abnormally large divergences. Signal Line Length Controls the EMA smoothing of the optional signal line (hidden by default). ⸻ 📈 Trade Setup Example: Hidden Bullish Divergence 1. Price forms a higher low, but CVD forms a lower low — hidden bullish divergence. 2. This shows aggressive sellers are trying, but price is resilient — likely absorption. 3. You wait for a "convergent signal bar": • A bullish candle with strong structure or body • Confirmed by CVD starting to turn upward 4. That’s your trigger bar — the tension resolves upward. ⸻ 🤝 Recommended Pairings For best results, combine CVD Divergence Insights with the companion script: 🔗 Cumulative Volume Delta Line (also by Colicoid) This lets you: • See the raw CVD line and its SMA visually • Spot standard and hidden divergences in price/CVD directly • Use the Insights indicator to evaluate divergence quality and flag aggressive bull/bear behavior • Use the same SMA length on both indicators for alignment 👉 Tip: To save screen space, drag the CVD Line indicator into the same panel as CVD Divergence Insights. ⸻ 🧰 Why Use This? • ✅ Catch absorption setups and failed pressure zones • ✅ Filter out low-quality divergences using volume context • ✅ Understand why price is hesitating or breaking out • ✅ Add smart confirmation to breakout/reversal trades • ✅ Align your execution with who’s actually in control ⸻ 📎 Created by Colicoid Built in Pine Script v6 for advanced price-volume analysis, with focus on effort vs result, market psychology, and smart money detection.
Pine Script® göstergesi
colicoid tarafından
13
Volume Delta Average by Periods OscillatorVDAP Oscillator (Volume-Delta Average by Periods Oscillator) is a supercharged trading tool that helps you spot trends and assess their strength with ease! 🚀🔍 It's like a VZO on steroids—giving you an even more powerful and clear understanding of market shifts. By using the average volume delta across custom periods, it shows how market sentiment shifts, giving you a crystal-clear view of buying and selling pressures. With 12 vibrant color-coded zones, it’s like a rainbow for your charts! 🌈📊 Along with the colorful zones, this oscillator has an intuitive table that breaks down the trend, its strength, percentage, and visual rating using emojis. Whether you're a rookie or a seasoned pro, it’s designed to be ultra-accessible and easy to read! 📈✨ The table lets you see the trend's strength at a glance, so you can make quick decisions without any confusion. 🧠✅ Key Features: ✅ 12 color-coded zones for clear trend direction and strength 🌈 ✅ Customizable periods to fit your analysis needs ⏳ ✅ Trend strength table with easy-to-understand metrics 💪 ✅ Change percentage 📉📈 ✅ Emoji-based visual ratings ⭐️ ✅ User-friendly interface for effortless reading 👀 ✅ Accurate and efficient for better decision-making ⚡ What We're Missing: ❌ No overly complicated settings – keeping it simple, no unnecessary clutter ⚙️ ❌ No complex back-testing options for deep strategy testing 📉 ❌ No built-in real-time alerts for instant notifications ⏰ ❌ Doesn’t overcomplicate things with endless features – it’s focused, and that’s a good thing! 🎯 In short, the VDAP Oscillator is your go-to, colorful tool for analyzing market trends quickly and accurately. Whether you're trading stocks 📉, crypto 💎, or forex 💱, this indicator will keep you in the loop and ahead of the game!
Pine Script® göstergesi
ftwtactical tarafından
18
Money Flow Divergence IndicatorOverview The Money Flow Divergence Indicator is designed to help traders and investors identify key macroeconomic turning points by analyzing the relationship between U.S. M2 money supply growth and the S&P 500 Index (SPX). By comparing these two crucial economic indicators, the script highlights periods where market liquidity is outpacing or lagging behind stock market growth, offering potential buy and sell signals based on macroeconomic trends. How It Works 1. Data Sources S&P 500 Index (SPX500USD): Tracks the stock market performance. U.S. M2 Money Supply (M2SL - Federal Reserve Economic Data): Represents available liquidity in the economy. 2. Growth Rate Calculation SPX Growth: Percentage change in the S&P 500 index over time. M2 Growth: Percentage change in M2 money supply over time. Growth Gap (Delta): The difference between M2 growth and SPX growth, showing whether liquidity is fueling or lagging behind market performance. 3. Visualization A histogram displays the growth gap over time: Green Bars: M2 growth exceeds SPX growth (potential bullish signal). Red Bars: SPX growth exceeds M2 growth (potential bearish signal). A zero line helps distinguish between positive and negative growth gaps. How to Use It ✅ Bullish Signal: When green bars appear consistently, indicating that liquidity is outpacing stock market growth. This suggests a favorable environment for buying or holding positions. ❌ Bearish Signal: When red bars appear consistently, meaning stock market growth outpaces liquidity expansion, signaling potential overvaluation or a market correction. Best Timeframes for Analysis This indicator works best on monthly timeframes (M) since it is designed for long-term investors and macro traders who focus on broad economic cycles. Who Should Use This Indicator? 📈 Long-term investors looking for macroeconomic trends. 📊 Swing traders who incorporate liquidity analysis in their strategies. 💰 Portfolio managers assessing market liquidity conditions. 🚀 Use this indicator to stay ahead of market trends and make informed investment decisions based on macroeconomic liquidity shifts! 🚀
Pine Script® göstergesi
tokenised_ tarafından
ZenAlgo - BenderThis script combines several volume-based methodologies into a single chart overlay to help traders analyze market participation and volume distribution. It aggregates volume from multiple sources—spot and perpetual markets across different exchanges—and processes it to display various insights directly on the chart. The script provides a detailed view of both individual-bar volume and broader aggregated trends. It calculates certain values, plots different shapes and overlays, and includes an optional informational table. However, it does not offer financial signals or predict future price movements. Instead, it presents multiple volume and range-related highlights for educational or analytical observations. Below is a detailed breakdown of the core elements in this script: Core Data Calculation and Aggregation To build a comprehensive volume picture, the script retrieves volume data from multiple predefined exchanges for both Spot and Perpetual pairs. The volume for each bar is processed in Aggregated mode , meaning it combines data across selected sources to produce a single composite volume value. The script applies average-based aggregation to calculate the final volume figures. The total volume is then used as the basis for further calculations, such as buy/sell volume decomposition and Delta analysis. Buy/Sell Volume Decomposition Each bar’s total volume is separated into an estimated buy portion and a sell portion. This decomposition uses logic that considers wick length, body size, and whether the bar closed higher or lower than it opened. The script assigns fractions of the total volume to the upper wick, lower wick, and body, then multiplies these by the total aggregated volume to estimate buy and sell volumes. This breakdown is calculated separately for spot-only volume , perp-only volume , and their aggregated sums, allowing traders to analyze how much of each bar’s volume is estimated as "buy" or "sell." Delta and Cumulative Delta The script computes a Delta (buy volume minus sell volume) for each bar. A positive Delta suggests more buying during that bar, while a negative Delta suggests more selling. It also computes Cumulative Delta , summing this Delta over 14 bars (a fixed period). This allows users to observe how short-term buy/sell imbalances accumulate over time. Visual Bar Coloring (PVSRA Logic) The script includes logic based on PVSRA (Price Volume Support Resistance Analysis) , which examines average volume over a recent lookback period to determine whether a bar meets certain "climax" or "above-average" thresholds. Bars are categorized as: Climax Up or Climax Down: If a bar meets strong volume and range conditions, it is identified as a high-activity bar. Neutral Colors: Bars that do not meet the threshold are identified as standard volume bars. Table Summaries The script includes an optional Spot vs. Perpetual volume table that provides: Aggregated Spot vs. Perpetual buy/sell volumes The net difference between buying and selling The total sum across all included sources Percentage breakdown of buying vs. selling A separate multi-timeframe table calculates volume-related metrics for fixed timeframes (15, 60, and 240 minutes), allowing traders to compare their current timeframe with broader trends. Highlighted Shapes and Diamonds The script places shape markers above or below bars when certain conditions are met, including: Dots (circles): Representing a significant increase in net Delta compared to the previous bar. Diamonds: Markers that appear when volume-based conditions align with predefined thresholds. These vary in size and include an optional "Hardcore Mode" , which applies stricter filtering. Crossover Triangles: These appear when the internally computed Delta MA (a moving average of Delta) crosses above or below a predefined EMA. These markers highlight notable changes in volume, Delta, or price action but do not constitute predictive trading signals. Delta Averages and Overlaid EMAs The script plots a histogram of the current net Delta (buy minus sell) . Additionally, a Delta Moving Average (Delta MA) is used for tracking trends. The Delta MA is plotted alongside predefined Exponential Moving Averages (EMAs) , such as: A Delta MA calculated using an exponential moving average (EMA) over 21 bars. A set of predefined EMAs (lengths such as 3, 5, 7, 10, 13, 16, 21, 25, etc.) plotted to visualize momentum changes. Areas between these EMAs can be filled with translucent shading to highlight momentum shifts. Comparing the Delta MA to the overlaid EMAs helps track changes in Delta momentum over time. Interpreting the Elements When using this script, consider the following: Volume Aggregation: The script aggregates volume across multiple Spot and Perpetual sources to provide a broad market view. Delta and Cumulative Delta: The Delta histogram may spike positively or negatively, highlighting areas of potential buying or selling pressure. Table Data: If enabled, the tables display buy/sell volume splits for Spot and Perpetual markets, along with multi-timeframe comparisons. EMA Overlays on Delta: The stacked EMAs help visualize short-term vs. longer-term Delta changes. Shape Markers: Dots, diamonds, and triangles emphasize notable shifts in volume or Delta but do not imply recommendations for action. Usage Tips Toggle "Hardcore Mode" to apply stricter filtering to highlight conditions. Enable or disable the Spot vs. Perpetual Table to see if the breakdown of volume sources is useful. Use the multi-timeframe table to compare intraday data with broader trends. If the chart appears too cluttered, toggle off features like PVSRA color tints or some EMAs to focus on specific elements. Final Thoughts This script integrates multiple volume-based calculations, range analysis, aggregated volume from predefined tickers, and various moving averages for Delta. Its visual layers—color-coded bars, histograms, shape markers, and tables—offer a rich perspective on market activity. Users can analyze these elements across any timeframe or market combination they prefer. The script does not provide buy/sell signals or make predictions —it is purely an analytical tool for understanding volume-based market dynamics. Traders should interpret these visual elements according to their own strategy and trading approach.
Pine Script® göstergesi
ZenAlgo_Official tarafından
Volume Delta & Order Block Suite [QuantAlgo]Upgrade your volume analysis and order flow trading with Volume Delta & Order Block Suite by QuantAlgo, a sophisticated technical indicator that leverages advanced volume delta calculations, along with dynamic order block detection to provide deep insights into market participant behavior. By calculating the distribution of volume between buyers and sellers and tracking pivotal volume zones, the indicator helps traders understand the underlying forces driving price movements. It is particularly valuable for those looking to identify high-probability trading opportunities based on volume imbalances and key price levels where significant activity has occurred. 🟢 Technical Foundation The Volume Delta & Order Block Suite utilizes sophisticated volume analysis techniques to estimate buying and selling pressure within each price candle. The core volume delta calculation employs a formula that estimates buy volume as: Volume × (Close - Low) ÷ (High - Low) , with sell volume calculated as the remainder of total volume. This approach assumes that when price closes near the high of a candle, most volume represents buying pressure, and when price closes near the low, most volume represents selling pressure. For order block detection, the indicator implements a multi-step process involving volume pivot identification and price state tracking. It first detects significant volume pivot points using the ta.pivothigh function with a user-defined pivot period. It then tracks the market's order state based on whether the high exceeds the highest high or the low falls below the lowest low. When a volume pivot occurs, the indicator creates order blocks based on price levels at that pivot point. These blocks are continuously monitored for invalidation based on subsequent price action. 🟢 Key Features & Signals 1. Volume Delta Representation on Candles The Volume Delta visualization on candles shows the buy/sell distribution directly on price bars, creating an immediate visual representation of volume pressure. When buyers are dominant, candles are colored with the bullish theme color (default: green/teal). Similarly, when sellers are dominant, candles are colored with the bearish theme color (default: red). This visualization provides immediate insights into underlying volume pressure without requiring separate indicators, helping traders quickly identify which side of the market is in control. 2. Buy/Sell Pressure Information Table The Volume Analysis Table provides a comprehensive breakdown of volume metrics across multiple timeframes, helping traders identify shifts in market behavior. The table is organized into four timeframe columns: Current Volume 1 Bar Before 1 Day Before 1 Week Before For each timeframe, the table displays: Buy volume: The estimated buying volume based on price action Sell volume: The estimated selling volume based on price action Total volume: The sum of buy and sell volume Delta: The difference between buy and sell volume (positive when buyers are dominant, negative when sellers are dominant) Additionally, the table shows both absolute values and percentage distributions, with trend indicators (Up, Down, or Neutral) at the bottom row of each timeframe column. This multi-timeframe approach helps traders: → Identify volume imbalances between buyers and sellers → Track changes in volume delta across different periods → Compare current conditions with historical patterns → Detect potential reversals by watching for shifts in delta direction The delta values are particularly useful as they provide a clear indication of market dominance – positive delta (Up) when buyers are dominant, and negative delta (Down) when sellers are dominant. 3. Order Blocks and Their Confluence Order blocks represent significant price zones where volume pivots occur, potentially indicating areas of significant market participant activity. The indicator identifies two types of order blocks: Bullish Order Blocks (support): Highlighted with a green/teal color, these represent potential support areas where price might bounce when revisited Bearish Order Blocks (resistance): Highlighted with a red color, these represent potential resistance areas where price might reverse when revisited Each order block is visualized as a colored rectangle with a dashed line showing the average price within the block. The blocks are extended to the right until they are invalidated. Order blocks can serve as key reference points for trading decisions, for example: Support/resistance identification Stop loss placement (beyond the opposite edge of the block) Potential reversal zones Target areas for profit-taking When price approaches an order block, traders should look for confluence with the volume delta on candles and the information in the volume analysis table. Strong setups occur when all three components align – for example, when price approaches a bearish order block with increasing sell volume shown on the candles and in the volume table. 🟢 Practical Usage Tips → Volume Analysis and Interpretation: The indicator visualizes the buy/sell volume ratio directly on price candles using color intensity, allowing traders to immediately identify which side (buyers or sellers) is dominant. This information helps in assessing the strength behind price movements and potential continuation or reversal signals. → Order Block Trading Strategies: The indicator highlights significant price zones where volume pivots occur, marking these as potential support (bullish order blocks) or resistance (bearish order blocks). Traders can use these levels to identify potential reversal points, stop placement, and profit targets. → Multi-timeframe Volume Comparison: Through its comprehensive volume analysis table, the indicator enables traders to compare volume patterns across current, recent, daily, and weekly timeframes. This helps in identifying shifts in market behavior and confirming the strength of ongoing trends. 🟢 Pro Tips Adjust Pivot Period based on your timeframe: → Lower values (3-5) for more frequent order blocks → Higher values (7-10) for stronger, less frequent order blocks Fine-tune Mitigation Method based on your trading style: → "Wick" for more conservative invalidation → "Close" for more lenient order block survival Look for confluence between components: → Strong volume delta in the expected direction when price touches an order block → Corresponding patterns in the volume analysis table → Overall market context aligning with the expected direction Use for multiple trading approaches: → Support/resistance trading at order blocks → Trend confirmation with volume delta → Reversal detection when volume delta changes direction → Stop loss placement using order block boundaries Combine with: → Trend analysis using trend-following indicators for trade confirmation → Multiple timeframe analysis for strategic context
Pine Script® göstergesi
QuantAlgo tarafından
2
ZenAlgo - DetectorThis script combines multiple volume data sources, calculates several forms of volume-based metrics, displays a table for Spot vs. Perpetual volumes, and visualizes several technical elements (such as cumulative delta, divergences, fractals, and specialized moving averages). The primary objective is to help analyze volume activity across different exchanges, compare Spot vs. Perpetual markets, and observe how shifting volumes may coincide with price action characteristics. This description aims to clarify each component, explain how the calculations are performed, and show you how to interpret the various chart markings. Why Combine These Metrics in One Script? Many publicly available volume-related tools focus only on a single exchange or a single type of volume (like spot or futures). This script merges multiple exchange sources for spot and perpetual data into a unified view. By doing so, users can detect discrepancies or confirm alignment between different markets without juggling multiple indicators. It also processes volume-derived signals (delta, divergences, fractals, etc.) in one place, sparing you from manually combining various standalone scripts. Through this integration, it becomes easier to observe how price and volume interact across different market segments. Core Concept: Aggregated Volume The script begins by collecting volumes from multiple exchanges in two categories: Spot volumes – Typically aggregated under symbols ending with "USDT" or a user-selected currency, and Perpetual volumes – From perpetual futures contracts (e.g., symbols ending in "USD.P" or "USDT.P"). All these exchange volumes are requested via the built-in request.security() function in a single line for each exchange. The user can enable or disable each exchange in the inputs. The script then calculates an "aggregated volume" for Spot, an aggregated volume for Perpetual, and an overall combined total. This aggregated volume is used later to break down how much of each bar's volume can be considered "buy" or "sell" based on the bar's candle structure (body vs. wicks). Volume-Based Calculations: Buy vs. Sell Volume and Delta For each bar, the script estimates how much of the aggregated volume can be associated with a "buy side" and a "sell side." Volume Buy is computed if the bar's close is above the open , giving more weight to the candle's body and allocating some portion of volume to the wicks as well. Volume Sell is similarly computed if the bar's close is below the open . This results in a Delta value: Delta = (Buy Volume) – (Sell Volume). Additionally, the script accumulates these values over a user-defined "lookback length" to provide Cumulative Delta . This can help show longer-term directional volume bias. Table: Spot vs. Perpetual Comparison There is a toggle ("Show Spot vs Perpetual Table") that displays an on-chart table comparing volumes: Buy Volume and Sell Volume for each aggregated category (Spot, Perp, and their sum). Delta (the difference between Buy and Sell). Percentage breakdowns of buy vs. sell portions. This table only appears on the most recent bar and helps users quickly assess how Spot and Perpetual volumes compare, plus the overall total. PVSRA Color Coding A "PVSRA-style" color approach classifies each bar based on volume and candle range: Climax Up (lime) or Climax Down (red) occurs if volume is extremely high relative to a simple moving average of volume and range. Above-Average Up (blue) or Down (fuchsia) occurs if volume is moderately higher than average. Otherwise, colors fall back to neutral up/down colors. This allows you to spot potentially high-volume "climax" bars vs. bars with only moderate or typical volume levels. Fractals and Divergences The script detects certain fractal points on the aggregated volumes (sum of buy or sell volumes). It looks for a 5-bar pattern (with the current bar in the middle for top or bottom fractals). When a fractal is confirmed on buy volume, the script checks if new higher price highs coincide with lower buy-volume peaks (or vice versa) to highlight regular or hidden divergences. Similar logic is applied on the sell-volume side if new lower price lows occur alongside higher sell-volume troughs (or the opposite). If enabled in the settings, lines and labels may appear on the chart to mark these divergence points. "Delta Dot" Events This script draws small circles above or below bars when the total delta changes magnitude relative to the previous bar by certain user-defined multipliers. It segregates "tiny," "small," "large," and "extra" expansions in bullish or bearish delta. Bullish Dots : Appear above the bar when the new positive delta is multiple times bigger than the previous positive delta. Bearish Dots : Appear below the bar in a similar fashion for negative delta. These dots emphasize large or sudden shifts in buy/sell pressure from one bar to the next. Delta MA and its Direction A moving average is calculated on the total delta and optionally multiplied by a factor (in the code, by 4) to make it visually prominent. The user can pick from SMA, EMA, WMA, RMA, or HMA as the smoothing technique. Delta MA Direction : The script compares the current delta MA to a short SMA of itself to define whether it is rising or falling. A color is assigned—blue if rising, orange if falling, gray if they're roughly equal. This helps quickly visualize longer-term momentum in the net delta metric. Divergences on the Delta MA After computing the "Delta MA" line, the script detects pivot highs or lows on that line. If the price makes a new high but the Delta MA pivot is lower (and vice versa), it draws lines and small labels indicating potential divergence. Bearish Divergence : Price makes a higher high, while the Delta MA pivot forms a lower high. Bullish Divergence : Price makes a lower low, while the Delta MA pivot forms a higher low. RSI + MFI Computation The script also calculates a simplified form of RSI+MFI by comparing (close – open) / (high – low) * a multiplier , then smoothing it with a simple average. This is purely for an optional observational measure to see if the price action is leaning bullish or bearish in terms of these combined indicators. EMA Overlay and Diamond Shapes There are two standard EMAs (13 and 21). The script checks whether price is above or below these EMAs, in addition to other conditions (like changes in delta, volume, or RSI+MFI direction) to draw diamond shapes at the top or bottom of the chart: Green Diamonds near the bottom if the conditions line up to suggest that the environment is more favorable for bullish pressure. Red Diamonds near the top if the environment suggests more bearish pressure. These diamonds come in two sizes: Normal – More pronounced, typically plotted if RSI+MFI result is above/below zero. Small – Plotted if RSI+MFI is on the other side of that threshold. An optional "Hardcore Mode" adds special tiny diamonds under specific delta color/condition mismatches. How to Interpret the Chart Elements Line Plots of Buy and Sell Volumes : A positive line for buy volume, a negative line for sell volume, and a zero-line for reference. This provides at-a-glance perspective on how buy or sell volumes add up per bar. Histogram "Total Delta" : A color-coded bar that quickly shows whether overall buy vs. sell volume is dominant. The color is governed by the PVSRA logic (e.g., potential climax or above-average conditions). Volume Table (when enabled): Summarizes volumes in numeric and percentage form for Spot, Perp, and total categories on the last bar. Delta Dots : Small circles highlighting abrupt changes in delta magnitude. Larger multiples indicate bigger jumps compared to the previous bar. Fractals & Divergence Lines : Connect pivot points in buy/sell volume or in the Delta MA line with price highs/lows to indicate potential divergences. Delta MA Plot : Smooth curve (scaled up x4) to reflect longer-term accumulation or distribution in the delta. Colored by whether the MA is above or below a short average of itself. Diamonds : Appear when certain volume, price, RSI+MFI, and delta conditions converge. Green diamonds near the bottom typically coincide with bullish conditions, red diamonds near the top with bearish conditions. Practical Usage Notes Use the Spot vs. Perp breakdown to see if these two market segments differ significantly in their contributions to total volume. This can be informative when a certain type of market (futures vs. spot) might be "driving" price action. The PVSRA color scheme highlights "climax" or "above-average" volume bars, which can sometimes appear around major reversals or breakouts. Observing divergences in aggregated buy/sell volume (or in the Delta MA line) can provide additional context on whether certain price moves are backed by strong volume involvement. The script's fractal divergences rely on short pivot detection. Signals will appear only after enough bars have passed for confirmation, so these are effectively "after-the-fact" notations to illustrate possible volume/price divergences. The diamonds do not necessarily instruct any buy/sell action; rather, they mark conditions where multiple volume and momentum criteria line up in one direction. Important Considerations This script displays aggregated volumes from potentially multiple exchanges. Each exchange or pair might have different time zones, liquidity, or data availability, which can occasionally result in incomplete or zero values. All references to "buy" or "sell" volume are approximate breakdowns based on candle structure. They are not absolute measures of real-time order flow. Divergences and fractal points are provided strictly for analytical insight. They can repaint or shift if the fractal conditions were not fully confirmed in real time. The color-coded lines, histograms, diamonds, and tables are strictly to guide analysis of volume fluctuations and do not claim to predict future price performance. If you enable "Hardcore Mode," you will see additional diamond markers. This mode is mainly intended as an extra highlight of certain "contradictory" delta conditions. Summary The "ZenAlgo - Detector" script brings together a variety of volume-based analyses: Aggregated volumes from multiple exchanges A breakdown into Spot vs. Perpetual activity Delta calculations, fractal divergences, and a specialized Delta Moving Average Color-coded bars reflecting possible PVSRA concepts A table to highlight numeric differences and percentages Additional overlays (e.g., diamonds, RSI+MFI synergy, etc.) In contrast to many free, single-exchange indicators, this script centralizes multiple exchange volumes in one place, making it easier to observe and compare volume flows across different market types (spot vs. perpetual). Users no longer need to rely on scattered tools or separate overlays to check volume divergences, fractals, or specialized MA calculations—everything is unified here. By carefully monitoring the table, Delta histogram, color-coded bars, divergence lines, and diamond markers, traders can more comprehensively evaluate how volume and price interact. Each plot is designed to showcase different aspects of volume flow—such as whether spot or derivatives markets dominate, if volume is skewed toward buying or selling, and if there are divergences between volume momentum and price movement. All computations are displayed to help you carry out a more informed market analysis. It is strongly advised to combine these observations with other risk management or analytical methods, rather than relying on any single indicator alone.
Pine Script® göstergesi
ZenAlgo_Official tarafından
4
Orderblocks | iSolani Revealing Institutional Footprints: The iSolani Volume-Powered Order Block System Where Smart Money Leaves Its Mark – Automated Zone Detection for Discretionary Traders Core Methodology Pressure-Weighted Volume Analysis Calculates directional commitment using candle position: Buying Pressure = Total Volume × (Closing Price – Low) / (High – Low) Selling Pressure = Total Volume × (High – Closing Price) / (High – Low) Normalizes values against 31-period EMAs to filter retail noise Adaptive Block Triggering Identifies significant zones when: Absolute Buy/Sell Difference > 4× SMA of Historical Differences (default) Price closes bullishly (green block) or bearishly (red block) Self-Maintaining Visualization Blocks auto-extend rightward until price breaches critical level Invalidated zones removed in real-time via array management Technical Innovation Dynamic Threshold Adjustment Multiplier parameter (default 4) automatically scales with market volatility Institutional-Grade Metrics Blocks display: Volume disparity in absolute terms Percentage deviation from 33-period average Directional bias through color-coding Efficient Memory Handling O(n) complexity cleanup routine prevents chart lag System Workflow Calculates real-time buy/sell pressure ratios Compares to historical average (31-period default) Generates semi-transparent zones (85% opacity) at spike locations Monitors price interaction with block boundaries Automatically retracts invalid zones Standard Configuration Sensitivity : 4× multiplier (ideal for 15m-4h charts) Visuals : Red/green blocks with white text labels Duration : 50-bar default extension Volume Baseline : 33-period EMA filter Boundary Check : Close beyond block high/low triggers deletion This system transforms raw market data into a institutional roadmap – not by predicting turns, but by revealing where concentrated volume makes turns statistically probable. The color-coded blocks serve as persistent yet adaptive markers of where professional liquidity resides.
Pine Script® göstergesi
Quantura tarafından
1
Footprint IQ Pro [TradingIQ]Hello Traders! Introducing "Footprint IQ Pro"! Footprint IQ Pro is an all-in-one Footprint indicator with several unique features. Features Calculated delta at tick level Calculated delta ratio at tick level Calculated buy volume at tick level Calculated sell volume at tick level Imbalance detection Stacked imbalance detection Stacked imbalance alerts Value area and POC detection Highest +net delta levels detection Lowest -net delta levels detection CVD by tick levels Customizable values area percentage The image above thoroughly outlines what each metric in the delta boxes shows! Metrics In Delta Boxes "δ:", " δ%:", " ⧎: ", " ◭: ", " ⧩: " δ Delta (Difference between buy and sell volume) δ% Delta Ratio (Delta as a percentage of total volume) ⧎ Total Volume At Level (Total volume at the price area) ◭ Total Buy Volume At Level (Total buy volume at the price area) ⧩ Total Sell Volume At Level (total sell volume at the price area) Each metric comes with a corresponding symbol. That said, until you become comfortable with the symbol, you can also turn on the descriptive labels setting! The image above exemplifies the feature. The image above shows Footprint IQ's full power! Additionally, traders with an upgraded TradingView plan can make use of the "1-Second" feature Footprint IQ offers! The image above shows each footprint generated using 1-second volume data. 1-second data is highly granular compared to 1-minute data and, consequently, each footprint is exceptionally more accurate! Imbalance Detection Footprint IQ pro is capable of detecting user-defined delta imbalances. The image above further explains how Footprint IQ detects imbalances! The imbalance percentage is customizable in the settings, and is set to 70% by default. Therefore, When net delta is positive, and the positive net delta constitutes >=70% of the total volume, a buying imbalance will be detected (upwards triangle). When net delta is negative, and the negative net delta constitutes >=70% of the total volume, a buying imbalance will be detected (downwards triangle). Stacked Imbalance Detection In addition to imbalance detection, Footprint IQ Pro can also detect stacked imbalances! The image above shows Footprint IQ Pro detecting stacked imbalances! Stacked imbalances occur when consecutive imbalances at sequential price areas occur. Stacked imbalances are generally interpreted as significant price moves that are supported by volume, rather than a significant result with disproportionate effort. The criteria for stacked imbalance detection (how many imbalances must occur at sequential price areas) is customizable in the settings. The default value is three. Therefore, when three imbalances occur at sequential price areas, golden triangles will begin to print to show a stacked imbalance. Additionally, traders can set alerts for when stacked imbalances occur! Highest +Delta and Highest -Delta Levels In addition to being a fully-fledged Footprint indicator, Footprint IQ Pro goes one step further by detecting price areas where the greater +Delta and -Delta are! The image above shows price behavior near highest +Delta price areas detected by Footprint IQ! These +Delta levels are considered important as there has been strong interest from buyers at these price areas when they are traded at. It's expected that these levels can function as support points that are supported by volume. The image above shows a similar function for resistance points! Blue lines = High +Delta Detected Price Areas Red lines = High -Delta Detected Price Areas Value Area Detection Similar to traditional volume profile, Footprint IQ Pro displays the value area per bar. Green lines next to each footprint show the value area for the bar. The value area % is customizable in the settings. CVD Levels Footprint IQ Pro is capable of storing historical volume delta information to provide CVD measurements at each price area! The image above exemplifies this feature! When this feature is enabled, you will see the CVD of each price area, rather than the net delta! And that's it! Thank you so much to TradingView for offering the greatest charting platform for everyone to create on! If you have any feature requests you'd like to see for Footprint IQ, please feel free to share them with us! Thank you!
Pine Script® göstergesi
Trading-IQ tarafından
44
Volume Delta with Custom Colors and Min Delta Input### Indicator Description: **Volume Delta with Custom Colors and Min Delta Input** --- Volume Delta with Custom Colors and Min Delta Input is a powerful and flexible indicator for analyzing volume delta (the difference between buying and selling volume) on TradingView charts. This indicator visualizes volume delta with customizable colors and allows filtering based on a minimum delta value. It is an ideal tool for traders who want to gain deeper insights into market activity and identify significant volume changes. --- ### Key Features: Volume Delta Visualization: - The indicator displays volume delta as candlesticks, where: - Green candles indicate positive delta (buying volume dominance). - Red candles indicate negative delta (selling volume dominance). Customizable Colors: - Users can choose their preferred colors for positive and negative delta to tailor the indicator to their preferences. Minimum Delta Volume Filter: - Added functionality to set a minimum delta volume threshold. This helps ignore insignificant volume changes and focus on important movements. Flexible Timeframe Selection: - The indicator supports analyzing volume delta on a different timeframe than the current chart. For example, you can analyze hourly volume delta on a daily chart. Adaptive Settings: - Users can configure the moving average (SMA) period and standard deviation multiplier to calculate the delta threshold. --- ### How to Use the Indicator: Add the Indicator to Your Chart: - Search for the indicator in the TradingView library and add it to your chart. Configure the Settings: - Positive Delta Bar Color: Choose the color for bars with positive delta. - Negative Delta Bar Color: Choose the color for bars with negative delta. - Minimum Delta Volume: Set the minimum delta volume value to be displayed. - Use Custom Timeframe: Enable if you want to analyze volume on a different timeframe. - Timeframe: Specify the desired timeframe for volume analysis (e.g., "1H" for hourly). - SMA Period: Set the moving average period for delta calculation. - Delta Multiplier: Adjust the standard deviation multiplier to fine-tune the delta threshold. Analyze the Chart: - Green candles indicate buying volume dominance, while red candles indicate selling volume dominance. - Use the minimum delta volume filter to focus on significant movements. --- ### Benefits of the Indicator: Flexibility: Customizable colors, timeframe selection, and filtering make the indicator versatile for various trading strategies. Clarity: Volume delta visualization as candlesticks allows for quick assessment of market activity. Noise Reduction: The minimum delta volume filter helps ignore insignificant changes and focus on important movements. --- ### Example Use Cases: For Scalping: Use a minute timeframe and set a minimum delta volume filter to identify short-term volume anomalies. For Long-Term Trading: Analyze volume delta on daily or weekly timeframes to identify key support and resistance levels. --- ### Recommendations: Use the indicator in combination with other technical analysis tools (e.g., support/resistance levels or trendlines) to improve signal accuracy. Experiment with the settings to adapt the indicator to your trading strategies. --- Volume Delta with Custom Colors and Min Delta Input is an essential tool for traders who want to gain a deeper understanding of market dynamics and make more informed trading decisions. Try it out today and see its effectiveness for yourself!
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freewaydemontrade tarafından
4
Volume Delta with PVSRAVolume Delta with PVSRA Volume Delta with PVSRA is an advanced volume indicator that dissects each bar’s volume into its directional components using higher resolution data. It visually distinguishes between buying and selling volume, so that for a bullish candle the bottom portion represents buying volume and for a bearish candle it represents selling volume. A dot is plotted at the 50% mark of the candle’s total volume, serving as a clear reference point. Key Features: Directional Volume Breakdown: The indicator calculates the delta volume by analyzing lower timeframe data. The bottom portion of a bullish candle (displayed in green) represents buying volume, while that of a bearish candle (displayed in red) represents selling volume. PVSRA Analysis: Using Price-Volume Spread Range Analysis, the indicator compares the current volume to the 10-bar average. When volume is significantly higher (using thresholds of 150% and 200%), the candle borders are highlighted in custom colors, indicating medium or strong volume conditions. Volume Moving Averages: Three moving averages are plotted: Total Volume MA (yellow): Tracks overall volume. Buying Volume MA (green) and Selling Volume MA (red): These are re-centered around the total volume MA. A crossover of the green over the red typically signals rising buying pressure, while the opposite indicates increasing selling pressure. Scalable Volume Bars: The indicator scales the volume bars to provide optimal visualization on your chart. Setup Instructions: For best results, open your chart settings, navigate to the Canvas tab, and set the bottom margin to 0%. This ensures the indicator displays like a standard volume indicator without any unwanted gaps at the bottom. Customize the various settings—including colors, border opacity, and moving average parameters—to suit your trading style.
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svstaats tarafından
4
Aggregation BTC CVDThe script calculates the Cumulative Volume Delta (CVD) for multiple cryptocurrency exchanges, then averages these values and plots them. Indicator Setup: The script sets up an indicator called "BTC Cumulative Volume Delta (CVD) for multiple cryptocurrency exchanges", displayed as a separate panel (not overlaid on the price chart) with volume format. Getting 1-minute data from multiple exchanges: It retrieves 1-minute data (buy and sell volumes) for Bitcoin (BTC) against USD or USDT from several exchanges: Binance, OKEx, Coinbase (both BTCUSDT and BTCUSD), Bitfinex, Bybit, Huobi, and Kraken. Calculating total buying and selling volume for each exchange: For each exchange, it calculates the total buying volume (buy_vol_...), selling volume (sell_vol_...), and the difference between them (delta_vol_...). It then computes the cumulative delta volume (cum_delta_vol_...), which is a running total of delta_vol_.... Calculating the average CVD: It calculates the average cumulative delta volume (average_cum_delta_vol) by summing the cumulative delta volumes from all exchanges and dividing by the number of exchanges. Plotting the average CVD: Finally, it plots the average CVD with white color, and a line width of 2. This script essentially provides an averaged Cumulative Volume Delta across multiple exchanges, giving a comprehensive view of buying and selling pressure in the Bitcoin market across these platforms.
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AAAAAA2020 tarafından
Volume Zones Internal Visualizer [LuxAlgo]The Volume Zones Internal Visualizer is an alternate candle type intended to reveal lower timeframe volume activity while on a higher timeframe chart. It displays the candle's range, the highest and lowest zones of accumulated volume throughout the candle, and the Lower Timeframe (LTF) candle close, which contained the most volume in the session (Candle Session). 🔶 USAGE The indicator is intended to be used as its own independent candle type. It is not a replacement for traditional candlesticks; however, it is recommended that you hide the chart's display when using this indicator. Another option is to display this indicator in an additional pane alongside the normal chart, as displayed above. The display consists of candle ranges represented by outlined boxes, within the ranges you will notice a transparent-colored zone, a solid-colored zone, and a line. Each of these displays different points of volume-related information from an analysis of LTF data. In addition to this analysis, the indicator also locates the LTF candle with the highest volume, and displays its close represented by the line. This line is considered as the "Peak Activity Level" (PAL), since throughout the (HTF) candle session, this candle's close is the outcome of the most volume transacted at the time. We are further tracking these PALs by continuing to extend them into the future, looking towards them for potential further interaction. Once a PAL is crossed, we are removing it from display as it has been mitigated. 🔶 DETAILS The indicator aggregates the volume data from each LTF candle and creates a volume profile from it; the number of rows in the profile is determined by the "Row Size" setting. With this profile, it locates and displays the highest (solid area) and lowest (transparent area) volume zones from the profile created. 🔶 SETTINGS Row Size: Sets the number of rows used for the calculation of the volume profile based on LTF data. Intrabar Timeframe: Sets the Lower Timeframe to use for calculations. Show Last Unmitigated PALs: Choose how many Unmitigated PALs to extend. Style: Toggle on and off features, as well as adjust colors for each.
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LuxAlgo tarafından
11