Volume Delta [BigBeluga]🔵 OVERVIEW
The Volume Delta indicator visualizes the dominance between buying and selling volume within a given period. It calculates the percentage of bullish (buy) versus bearish (sell) volume, then color-codes the candles and provides a real-time dashboard comparing delta values across multiple currency pairs. This makes it a powerful tool for monitoring order-flow strength and intermarket relationships in real time.
🔵 CONCEPTS
Each bar’s buy volume is counted when the close is higher than the open.
Each bar’s sell volume is counted when the close is lower than the open.
volumeBuy = 0.
volumeSell = 0.
for i = 0 to period
if close > open
volumeBuy += volume
else
volumeSell += volume
The indicator sums both over a chosen period to calculate the ratio of buy-to-sell pressure.
Delta (%) = (Buy Volume ÷ (Buy Volume + Sell Volume)) × 100.
Gradient colors highlight whether buying or selling pressure dominates.
🔵 FEATURES
Calculates real-time Volume Delta for the selected chart or for multiple assets.
Colors candles dynamically based on the delta intensity (green = buy pressure, red = sell pressure).
Displays a dashboard table showing volume delta % for up to five instruments.
The dashboard features visual progress bars for quick intermarket comparison.
An optional Delta Bar Panel shows the ratio of Buy/Sell volumes near the latest bar.
A floating label shows the exact Buy/Sell percentages.
Works across all symbols and timeframes for multi-asset delta tracking.
🔵 HOW TO USE
When Buy % > Sell % , it often signals bullish momentum or strong accumulation—but can also indicate over-excitement and a possible market top.
Market Tops
When Sell % > Buy % , it typically reflects bearish pressure or distribution—but may also occur near a market bottom where selling exhaustion forms.
Market Bottom
Use the Dashboard to compare volume flow across correlated assets (e.g., major Forex pairs or sector groups).
Combine readings with trend or volatility filters to confirm whether the imbalance aligns with broader directional conviction.
Treat the Delta Bar visualization as a real-time sentiment gauge—showing which side (buyers or sellers) dominates the current session.
🔵 CONCLUSION
Volume Delta transforms volume analysis into an intuitive directional signal.
By quantifying buy/sell pressure and displaying it as a percentage or color gradient, it provides traders with a clearer picture of real-time volume imbalance — whether within one market or across multiple correlated instruments.
Hacim
[ZP] Fixed v6 testDISCLAIMER:
This indicator in Pine V6 as my first ever Tradingview indicator, has been developed for my personal trading analysis, consolidating various powerful indicators that I frequently use. A number of the embedded indicators within this tool are the creations of esteemed Pine Script developers from the TradingView community. In recognition of their contributions, the names of these developers will be prominently displayed alongside the respective indicator names. My selection of these indicators is rooted in my own experience and reflects those that have proven most effective for me. Please note that the past performance of any trading system or methodology is not necessarily indicative of future results. Always conduct your own research and due diligence before using any indicator or tool.
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Introducing the ultimate all-in-one DIY strategy builder indicator, With over 30+ famous indicators (some with custom configuration/settings) indicators included, you now have the power to mix and match to create your own custom strategy for shorter time or longer time frames depending on your trading style. Say goodbye to cluttered charts and manual/visual confirmation of multiple indicators and hello to endless possibilities with this indicator.
Available indicators that you can choose to build your strategy, are coded to seamlessly print the BUY and SELL signal upon confirmation of all selected indicators:
EMA Filter
2 EMA Cross
3 EMA Cross
Range Filter (Guikroth)
SuperTrend
Ichimoku Cloud
SuperIchi (LuxAlgo)
B-Xtrender (QuantTherapy)
Bull Bear Power Trend (Dreadblitz)
VWAP
BB Oscillator (Veryfid)
Trend Meter (Lij_MC)
Chandelier Exit (Everget)
CCI
Awesome Oscillator
DMI ( Adx )
Parabolic SAR
Waddah Attar Explosion (Shayankm)
Volatility Oscillator (Veryfid)
Damiani Volatility ( DV ) (RichardoSantos)
Stochastic
RSI
MACD
SSL Channel (ErwinBeckers)
Schaff Trend Cycle ( STC ) (LazyBear)
Chaikin Money Flow
Volume
Wolfpack Id (Darrellfischer1)
QQE Mod (Mihkhel00)
Hull Suite (Insilico)
Vortex Indicator
Volume Sampled Supertrend [BackQuant]Volume Sampled Supertrend
A Supertrend that runs on a volume sampled price series instead of fixed time. New synthetic bars are only created after sufficient traded activity, which filters out low participation noise and makes the trend much easier to read and model.
Original Script Link
This indicator is built on top of my volume sampling engine. See the base implementation here:
Why Volume Sampling
Traditional charts print a bar every N minutes regardless of how active the tape is. During quiet periods you accumulate many small, low information bars that add noise and whipsaws to downstream signals.
Volume sampling replaces the clock with participation. A new synthetic bar is created only when a pre-set amount of volume accumulates (or, in Dollar Bars mode, when pricevolume reaches a dollar threshold). The result is a non-uniform time series that stretches in busy regimes and compresses in quiet regimes. This naturally:
filters dead time by skipping low volume chop;
standardizes the information content per bar, improving comparability across regimes;
stabilizes volatility estimates used inside banded indicators;
gives trend and breakout logic cleaner state transitions with fewer micro flips.
What this tool does
It builds a synthetic OHLCV stream from volume based buckets and then applies a Supertrend to that synthetic price. You are effectively running Supertrend on a participation clock rather than a wall clock.
Core Features
Sampling Engine - Choose Volume buckets or Dollar Bars . Thresholds can be dynamic from a rolling mean or median, or fixed by the user.
Synthetic Candles - Plots the volume sampled OHLC candles so you can visually compare against regular time candles.
Supertrend on Synthetic Price - ATR bands and direction are computed on the sampled series, not on time bars.
Adaptive Coloring - Candle colors can reflect side, intensity by volume, or a neutral scheme.
Research Panels - Table shows total samples, current bucket fill, threshold, bars-per-sample, and synthetic return stats.
Alerts - Long and Short triggers on Supertrend direction flips for the synthetic series.
How it works
Sampling
Pick Sampling Method = Volume or Dollar Bars.
Set the dynamic threshold via Rolling Lookback and Filter (Mean or Median), or enable Use Fixed and type a constant.
The script accumulates volume (or pricevolume) each time bar. When the bucket reaches the threshold, it finalizes one or more synthetic candles and resets accumulation.
Each synthetic candle stores its own OHLCV and is appended to the synthetic series used for all downstream logic.
Supertrend on the sampled stream
Choose Supertrend Source (Open, High, Low, Close, HLC3, HL2, OHLC4, HLCC4) derived from the synthetic candle.
Compute ATR over the synthetic series with ATR Period , then form upperBand = src + factorATR and lowerBand = src - factorATR .
Apply classic trailing band and direction rules to produce Supertrend and trend state.
Because bars only come when there is sufficient participation, band touches and flips tend to align with meaningful pushes, not idle prints.
Reading the display
Synthetic Volume Bars - The non-uniform candles that represent equal information buckets. Expect more candles during active sessions and fewer during lulls.
Volume Sampled Supertrend - The main line. Green when Trend is 1, red when Trend is -1.
Markers - Small dots appear when a new synthetic sample is created, useful for aligning activity cycles.
Time Bars Overlay (optional) - Plot regular time candles to compare how the synthetic stream compresses quiet chop.
Settings you will use most
Data Settings
Sampling Method - Volume or Dollar Bars.
Rolling Lookback and Filter - Controls the dynamic threshold. Median is robust to outliers, Mean is smoother.
Use Fixed and Fixed Threshold - Force a constant bucket size for consistent sampling across regimes.
Max Stored Samples - Ring buffer limit for performance.
Indicator Settings
SMA over last N samples - A moving average computed on the synthetic close series. Can be hidden for a cleaner layout.
Supertrend Source - Price field from the synthetic candle.
ATR Period and Factor - Standard Supertrend controls applied on the synthetic series.
Visuals and UI
Show Synthetic Bars - Turn synthetic candles on or off.
Candle Color Mode - Green/Red, Volume Intensity, Neutral, or Adaptive.
Mark new samples - Puts a dot when a bucket closes.
Show Time Bars - Overlay regular candles for comparison.
Paint candles according to Trend - Colors chart candles using current synthetic Supertrend direction.
Line Width , Colors , and Stats Table toggles.
Some workflow notes:
Trend Following
Set Sampling Method = Volume, Filter = Median, and a reasonable Rolling Lookback so busy regimes produce more samples.
Trade in the direction of the Volume Sampled Supertrend. Because flips require real participation, you tend to avoid micro whipsaws seen on time bars.
Use the synthetic SMA as a bias rail and trailing reference for partials or re-entries.
Breakout and Continuation
Watch for rapid clustering of new sample markers and a clean flip of the synthetic Supertrend.
The compression of quiet time and expansion in busy bursts often makes breakouts more legible than on uniform time charts.
Mean Reversion
In instruments that oscillate, faded moves against the synthetic Supertrend are easier to time when the bucket cadence slows and Supertrend flattens.
Combine with the synthetic SMA and return statistics in the table for sizing and expectation setting.
Stats table (top right)
Method and Total Samples - Sampling regime and current synthetic history length.
Current Vol or Dollar and Threshold - Live bucket fill versus the trigger.
Bars in Bucket and Avg Bars per Sample - How much time data each synthetic bar tends to compress.
Avg Return and Return StdDev - Simple research metrics over synthetic close-to-close changes.
Why this reduces noise
Time based bars treat a 5 minute print with 1 percent of average participation the same as one with 300 percent. Volume sampling equalizes bar information content. By advancing the bar only when sufficient activity occurs, you skip low quality intervals that add variance but little signal. For banded systems like Supertrend, this often means fewer false flips and cleaner runs.
Notes and tips
Use Dollar Bars on assets where nominal price varies widely over time or across symbols.
Median filter can resist single burst outliers when setting dynamic thresholds.
If you need a stable research baseline, set Use Fixed and keep the threshold constant across tests.
Enable Show Time Bars occasionally to sanity check what the synthetic stream is compressing or stretching.
Link again for reference
Original Volume Based Sampling engine:
Bottom line
When you let participation set the clock, your Supertrend reacts to meaningful flow instead of idle prints. The result is a cleaner state machine, fewer micro whipsaws, and a trend read that respects when the market is actually trading.
Volume BubblesVolume Bubbles Indicator
Introduction
The Volume Bubbles indicator is a powerful tool designed to visually highlight significant volume spikes on your TradingView charts. It helps traders identify potential areas of whale accumulation (large buying activity) or dumping (large selling activity) by displaying colored bubbles on candles where volume exceeds a customizable threshold. Green bubbles indicate bullish (buy) volume on up candles, suggesting possible accumulation, while red bubbles signal bearish (sell) volume on down candles, indicating potential dumping. The bubble size scales with the volume magnitude, making it easy to spot major market moves at a glance.
This indicator is particularly useful for crypto, forex, and stock traders looking to gauge market sentiment and large player involvement without cluttering the chart. It's built in Pine Script v5 and overlays directly on your price action.
How It Works
The indicator calculates a moving average of volume (default: 20-period SMA) and detects spikes when current volume exceeds this average by a multiplier (default: 2x).
Buy Bubbles (Green): Appear on bullish candles (close >= open) at the low wick, representing potential whale buying or accumulation zones.
Sell Bubbles (Red): Appear on bearish candles (close < open) at the high wick, indicating potential whale selling or dumping zones.
Bubble Size: Dynamically sized based on volume thresholds – huge for >1M, large for 500K-1M, normal for <500K.
Transparency: Increases with volume ratio for better visibility on extreme spikes.
Tooltip:
Hover over a bubble to see detailed info like total volume, average volume, and ratio.
By focusing on these high-volume events, traders can spot key support/resistance levels where whales might be active.
How to Use for Whale Accumulation and Dumping
Whales (large holders) often move markets with high-volume trades. This indicator helps spot them:
Accumulation (Buying): Look for clusters of large green bubbles at price lows or during consolidations. This suggests whales are buying dips, potentially signaling a reversal or uptrend start. Combine with support levels for confirmation.
Dumping (Selling): Watch for big red bubbles at price highs or after rallies. This indicates whales unloading positions, which could lead to downtrends or corrections. Pair with resistance levels.
Tips:
Use on higher timeframes (e.g., 1H+) for reliable signals.
Confirm with other indicators like RSI or MACD to avoid false positives.
In trending markets, buy bubbles in uptrends confirm strength; sell bubbles in downtrends signal continuation.
Credits and Disclaimer
Inspired by volume analysis techniques. This is free to use; feedback welcome! Not financial advice – trade at your own risk.
Ghost BookGhost Book is an indicator that visualizes the distribution of bid and ask amount — the activity of buyers and sellers — in the form of a synthetic order book.
While a real order book shows active limit orders, Ghost Book displays the most recent n ticks (controlled by the input Max rows count in book).
For each tick, the indicator shows:
Price
Amount
Total trade value
Trade side (buyer or seller)
Relative weight of the tick by its amount
The center row displays the current closing price as a reference point between buyers and sellers.
Note: This indicator uses tick-level data. If your TradingView subscription level does not include tick data, the indicator will not function correctly.
My EMA IndicatorMy Absolutely Profitable Indicator
It can be use when ema9 crosses ema100 and so on...
Use it with Volume Oscillator...
Adaptive CE-VWAP Breakout Framework [KedArc Quant]📘 Description
A structured framework that unites three complementary systems into one charting engine:
>Chandelier Exit (CE) – ATR-based trailing logic that defines trend direction, stop placement, and risk/reward overlays.
>Swing-Anchored VWAP (SWAV) – a dynamically anchored VWAP that re-starts from each confirmed swing and adapts its smoothness to volatility.
>Pivot S/R with Volume Breaks – confirmed horizontal levels with alerts when broken on expanding volume.
This script builds a single workflow for bias → trigger → management>without mixing unrelated indicators. Each module is internally linked rather than layered cosmetically, making it a true analytical framework—not.
🙏 Acknowledgment
Special thanks to Dynamic Swing Anchored VWAP by @Zeiierman, whose swing-anchoring concept inspired a part of the SWAV module’s implementation and adaptation logic.
Support and Resistance Levels with Breaks by @luxalgo for S/R breakout logic.
🎯 How this helps traders
>Trend clarity – CE color-codes direction and provides evolving stops.
>Context value – SWAV traces adaptive mean paths so traders see where price is “heavy” or “light.”
>Action filter – Pivot+volume logic highlights true structural breaks, filtering false moves.
>Discipline tool – Optional R:R boxes visualize risk and target zones to enforce planning.
🧩 Entry / Exit guidelines (for study purposes only)
Bias Use CE direction: green = long bias · red = short bias
Entry
1. Breakout method>– Trade in CE direction when a pivot level breaks on valid volume.
2. VWAP confirmation>– Prefer breaks occurring around the nearest SWAV path (fair-value cross or re-test).
Exit
>Stop = CE line / recent swing HL / ATR × (multiplier)
>Target = R-multiple × risk (default 2 R)
>Optional live update keeps SL/TP aligned with current CE state.
🧮 Core formula concepts
>ATR Stop: `Stop = High/Low – ATR × multiplier`
>VWAP calc: `Σ(price × vol) / Σ(vol)` anchored at swing pivot, adapted by APT (Adaptive Price Tracking) ratio ∝ ATR volatility.
>Volume oscillator: `100 × (EMA₅ – EMA₁₀)/EMA₁₀`; valid break when > threshold %.
⚙️ Input configuration (high-level)
Master Controls
• Show CE / SWAV modules • Theme & Fill opacity
CE Section
• ATR period & multiplier • Use Close for extremums
• Show buy/sell labels • Await bar confirmation
• Risk-Reward overlay: R-multiple, Stop basis (CE/Swing/ATR×), Live update toggle
SWAV Section
• Swing period • Adaptive Price Tracking length • Volatility bias (ATR-based adaptation) • Line width
Pivot & Volume Breaks
• Left/Right bar windows • Volume threshold % • Show Break labels and alerts
⏱ Best timeframes
>Intraday: 5 m – 30 m for breakout confirmation
>Swing: 1 h – 4 h for trend context
Settings scale with instrument volatility—adjust ATR period and volume threshold to match liquidity.
📘 Glossary
>ATR: Average True Range (volatility metric)
>CE: Chandelier Exit (trailing stop/trend filter)
>SWAV: Swing-Anchored VWAP (anchored mean price path)
>Pivot H/L: Confirmed local extrema using left/right bar windows
>R-multiple: Profit target as a multiple of initial risk
💬 FAQ
Q: Does it repaint? A: No—pivots wait for confirmation and VWAP updates forward-only.
Q: Can modules be disabled? A: Yes—each section has its own toggle.
Q: Can it trade automatically? A: This is an indicator/study, not an auto-strategy.
Q: Is this financial advice? A: No—educational use only.
⚠️ Disclaimer
This script is for educational and analytical purposes only.
It is not financial advice. Trading involves risk of loss. Past performance does not guarantee future results. Always apply sound risk management.
Volume Profile and Indicator by Daniel KatzensteinAfter 10 years of trading, I decided to make an indicator that suits me better for market analysis.
Cumulative Volume Delta Z Score [BackQuant]Cumulative Volume Delta Z Score
The Cumulative Volume Delta Z Score indicator is a sophisticated tool that combines the cumulative volume delta (CVD) with Z-Score normalization to provide traders with a clearer view of market dynamics. By analyzing volume imbalances and standardizing them through a Z-Score, this tool helps identify significant price movements and market trends while filtering out noise.
Core Concept of Cumulative Volume Delta (CVD)
Cumulative Volume Delta (CVD) is a popular indicator that tracks the net difference between buying and selling volume over time. CVD helps traders understand whether buying or selling pressure is dominating the market. Positive CVD signals buying pressure, while negative CVD indicates selling pressure.
The addition of Z-Score normalization to CVD makes it easier to evaluate whether current volume imbalances are unusual compared to past behavior. Z-Score helps in detecting extreme conditions by showing how far the current CVD is from its historical mean in terms of standard deviations.
Key Features
Cumulative Volume Delta (CVD): Tracks the net buying vs. selling volume, allowing traders to gauge the overall market sentiment.
Z-Score Normalization: Converts CVD into a standardized value to highlight extreme movements in volume that are statistically significant.
Divergence Detection: The indicator can spot bullish and bearish divergences between price and CVD, which can signal potential trend reversals.
Pivot-Based Divergence: Identifies price and CVD pivots, highlighting divergence patterns that are crucial for predicting price changes.
Trend Analysis: Colors bars according to trend direction, providing a visual indication of bullish or bearish conditions based on Z-Score.
How It Works
Cumulative Volume Delta (CVD): The CVD is calculated by summing the difference between buying and selling volume for each bar. It represents the net buying or selling pressure, giving insights into market sentiment.
Z-Score Normalization: The Z-Score is applied to the CVD to normalize its values, making it easier to compare current conditions with historical averages. A Z-Score greater than 0 indicates a bullish market, while a Z-Score less than 0 signals a bearish market.
Divergence Detection: The indicator detects regular and hidden bullish and bearish divergences between price and CVD. These divergences often precede trend reversals, offering traders a potential entry point.
Pivot-Based Analysis: The indicator uses pivot highs and lows in both price and CVD to identify divergence patterns. A bullish divergence occurs when price makes a lower low, but CVD fails to follow, suggesting weakening selling pressure. Conversely, a bearish divergence happens when price makes a higher high, but CVD doesn't confirm the move, indicating potential selling pressure.
Trend Coloring: The bars are colored based on the trend direction. Green bars indicate an uptrend (CVD is positive), and red bars indicate a downtrend (CVD is negative). This provides an easy-to-read visualization of market conditions.
Standard Deviation Levels: The indicator plots ±1σ, ±2σ, and ±3σ levels to indicate the degree of deviation from the average CVD. These levels act as thresholds for identifying extreme buying or selling pressure.
Customization Options
Anchor Timeframe: The user can define an anchor timeframe to aggregate the CVD, which can be customized based on the trader’s needs (e.g., daily, weekly, custom lower timeframes).
Z-Score Period: The period for calculating the Z-Score can be adjusted, allowing traders to fine-tune the indicator's sensitivity.
Divergence Detection: The tool offers controls to enable or disable divergence detection, with the ability to adjust the lookback periods for pivot detection.
Trend Coloring and Visuals: Traders can choose whether to color bars based on trend direction, display standard deviation levels, or visualize the data as a histogram or line plot.
Display Options: The indicator also allows for various display options, including showing the Z-Score values and divergence signals, with customizable colors and line widths.
Alerts and Signals
The Cumulative Volume Delta Z Score comes with pre-configured alert conditions for:
Z-Score Crossovers: Alerts are triggered when the Z-Score crosses the 0 line, indicating a potential trend reversal.
Shifting Trend: Alerts for when the Z-Score shifts direction, signaling a change in market sentiment.
Divergence Detection: Alerts for both regular and hidden bullish and bearish divergences, offering potential reversal signals.
Extreme Imbalances: Alerts when the Z-Score reaches extreme positive or negative levels, indicating overbought or oversold market conditions.
Applications in Trading
Trend Identification: Use the Z-Score to confirm bullish or bearish trends based on cumulative volume data, filtering out noise and false signals.
Reversal Signals: Divergences between price and CVD can help identify potential trend reversals, making it a powerful tool for swing traders.
Volume-Based Confirmation: The Z-Score allows traders to confirm price movements with volume data, providing more reliable signals compared to price action alone.
Divergence Strategy: Use the divergence signals to identify potential points of entry, particularly when regular or hidden divergences appear.
Volatility and Market Sentiment: The Z-Score provides insights into market volatility by measuring the deviation of CVD from its historical mean, helping to predict price movement strength.
The Cumulative Volume Delta Z Score is a powerful tool that combines volume analysis with statistical normalization. By focusing on volume imbalances and applying Z-Score normalization, this indicator provides clear, reliable signals for trend identification and potential reversals. It is especially useful for filtering out market noise and ensuring that trades are based on significant price movements driven by substantial volume changes.
This indicator is perfect for traders looking to add volume-based analysis to their strategy, offering a more robust and accurate way to gauge market sentiment and trend strength.
CVD with Trend LineThis indicator augments the traditional Cumulative Volume Delta (CVD) by incorporating a customizable trend line that connects the tops of the CVD histogram bars, enhancing visualization of delta trends and market momentum. The CVD measures the net difference between buying and selling volume, utilizing lower timeframe data for accuracy, with configurable anchor periods and timeframe options. The trend line, which can be tailored in both color and style (e.g., solid, dashed), provides traders with a flexible tool to track cumulative delta movements, aiding in the identification of market sentiment shifts. Perfect for volume-based analysis with a clear, adaptable display.
VWAP HMA Trends
It visually syncs Trend, VWAP, and Confidence — giving you instant clarity to trade with calm precision.
⚙️ The Three Core Gauges:
1. 📈 Trend Green for up, Red for down (Trend: Confirms direction)
2. 💰 VWAP Price vs. Volume Weighted Average Price. Institutional Fair Value. (Bull or Bear)
3. 🎯 Confidence Agreement between trend & VWAP. Dont fight the trend.
Bonus Feature: Confidence Turns 🟢 Confident when aligned, 🟡 Cautious when mixed.
Together, these create a clean, visual readout of the market’s health.
🧩 How to Use
Watch the Color Flow:
🟢 Green Cloud → Buyers in control.
🔴 Red Cloud → Sellers in control.
Check VWAP (Orange Line):
Price above VWAP → bullish strength.
Price below VWAP → bearish control.
Hovering at VWAP → indecision. Wait.
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Act With Discipline:
Trade only when all gauges agree.
Add size only in Confident conditions.
Trim or tighten stops when it shifts to Cautious.
⚡ Quick Reference:
🟢 Green cloud + above VWAP + Confident | Uptrend continuation | Favor long bias
🔴 Red cloud + below VWAP + Confident | Downtrend continuation | Favor short bias
Mixed colors or Cautious: Wait or scale back
Cloud flips color: Possible shift. Reassess bias next bar
⚖️ Disclaimer: Educational and informational use only. Not financial advice. Always use independent judgment and position sizing.
CustVolumeStudy - Stacked Buy/Sell + Sell% (top-right)Current Bar Sell + Stacked Buy/Sell. This indicator helps tell the story of momentum on the current bar. If the % is high then it is bearish. Low it is bullish.
Koncorde Crossing Screener (UP/DOWN) AlertThis indicators works on Koncorde Crossing Pattern, generating alerts when Cross is Up (buy) and Down (sell).
Volume Exponential Moving Averages (EMA)
Description:
This script is a simple script that plots a desired exponential moving average of buy and sell volume as a line chart with a tunable smoothing factor. There is a highlight on the plot area of either green or red to denote if the EMA of buy volume or sell volume is of a higher value. This indicator uses basic math of exponential averages and calculates volume using the formulas: "buy volume" = the product of total volume and the "closing price" minus the "low price" divided by "high price" minus the "low price" for a specific candle. Conversely, "sell volume" = the product of "total volume" and the "high price" minus the "close price" divided by "high price" minus the "low price" for a specific candle.
Utility:
This indicator is an effective way to gauge the acceleration/ deceleration of buyers and sellers in the market and can be used in combination with market structure and important levels to understand if buyers or sellers are taking over at any given time.
How to use this indicator:
There are two settings for this indicator:
1. The Length of the EMA: The length of the EMA can be adjusted based on your preference for a running number of candles' data. If you are interested to know short term changes in volume (e.g. over the past few candles at a major level) you can adjust this setting lower (~3-9 length). Conversely, if you are interested in volume trends over a greater number of candles you can increase this to your liking.
Personal preference : Because I am a short term daytrader/ scalper, I keep this setting at 6 length to see immediate changes in the acceleration or deceleration of buyers/ sellers.
2. The Smoothing Factor: The smoothing factor can be adjusted to further tune the size of trend you are interested in with 1 = No smoothing of the EMA line. Smoothing of the EMA line increases as the value for smoothing increases, resulting in a less volatile, more smooth EMA line. However, the more smooth the line, the less sensitive the EMA will be to immediate changes in volume pace. The less smoothing factor is applied, the more volatile data will be, resulting in quicker observation of shorter term trends. Again the same rules apply as the EMA length as these are similar in function: If you are interested to know short term changes in volume (e.g. over the past few candles at a major level) you can adjust this setting lower (~2-6). Conversely, if you are interested in volume trends over a greater number of candles you can increase this to your liking.
Personal preference : Because I am a short term daytrader/ scalper, I keep this setting at 2-4 smoothing factor to see immediate changes in the acceleration or deceleration of buyers/ sellers.
You should, of course, play with these settings to your exact preferences based on your trading style.
Tips for using this indicator:
General Use:
When the buy volume EMA is moving up, buyers are increasing the pace of buying and when the buy volume EMA is moving down, buyers are decreasing the pace of buying. Conversely, when the sell volume EMA is moving up, sellers are increasing the pace of selling and when the sell volume EMA is moving down, sellers are decreasing the pace of selling. The overall movement of the stock is relative to the combination of these rates. e.g. If both buyers and sellers are increasing at the same rate (EMAs slopes are roughly equal) there will be not a large change in price. If the slope of the buy volume EMA is greater than the slope of sell volume EMA, the price should move up. Conversely, if the slope of the sell volume EMA is greater than the slope of buy volume EMA, the price should move down.
Predicting pullbacks, reversals, and continuations:
This indicator allows you to see if buyers or sellers are increasing their pace, even if the stock price is in consolidation. This allows you to predict if out of the consolidation buyers or sellers are likely to win based on the momentum of the volume in consolidation. e.g. If price is in consolidation after an uptrend and the buy volume EMA starts to decrease, this could be a sign that buyers are running out of steam at this price level. Another example, If at a major support the buy volume EMA begins to trend up then buyers are accelerating the pace of buying at this level.
EMA crosses: There is something to be said about the point at which the buy volume EMA and sell volume EMA cross. This signifies that at this moment there is a shift in which the acceleration of one party outpaces that of the other and can result in increased speed of the movement of the stock price.
Considerations
Because volume changes constantly, this indicator is best to identify short term changes in volume that could impact price movements. It is not guaranteed to continue just because buyers or sellers have had a change in pace. Therefore it is advised to use this indicator in combination with significant price levels such as pivot points, or price levels from volume profile tools to identify the price zones where significant volume changes are likely to impact price movements. It is also advised to continue to monitor the changes in pace in buyers and sellers using this volume EMA indicator to determine if a change in pace is short lived or if it will continue for a longer duration.
Examples of use:
Bullish Reversal:
Bearish Continuation:
Bearish EMA Crossover: (Settings: Length 6, Smoothing factor 3)
Bullish EMA Crossover: (Settings: Length 6, Smoothing factor 4)
Volume Profile and Indicator by Daniel KatzensteinAfter 10 years of trading, I decided to make an indicator that suits me better for market analysis.
Stochastic %K Colored by VolumeDescription:
"Stochastic %K Colored by Volume is a technical indicator that combines the traditional Stochastic %K oscillator with volume-based coloring. It highlights periods of high, low, and neutral trading volume by changing the color of the %K line. Additionally, it identifies bullish and bearish divergences between price and the %K oscillator, helping traders spot potential reversals and trend changes. The indicator also includes key levels for overbought, oversold, and extreme zones to guide trading decisions."
SPYDER ORBITSPYDER ORBIT is an adaptation of the original Kaiser Windowed Sinc Moving Average by The_Peaceful_Lizard.
This version adds the dynamic standard deviation bands with the precision of a Kaiser windowed sinc filter for ultra-smooth, low-lag trend extraction — ideal for identifying dominant directional bias while minimizing market noise.
Around this smoothed orbit, SPYDER ORBIT adds multi-level deviation envelopes (1σ, 2σ, 3σ) to visualize volatility expansion and contraction zones. These act like adaptive shells, helping identify exhaustion, breakout volatility, and mean-reversion opportunities.
Credits:
Sinc MA © The_Peaceful_Lizard
Volume x Close in CroresThis indicator provides a clear visualization of the monetary volume activity for each candle by calculating the product of trading volume and closing price and converting it into crores for easier readability.
Volume Spike (Multi-Timeframe)Volume Spike (Multi-Timeframe)
Overview
Volume Spike (Multi-Timeframe) evaluates traded volume against its moving average on a selected timeframe so traders can identify when activity departs from recent norms.
What it does
Calculates volume on the chart timeframe or any alternate timeframe you select in the inputs.
Builds a configurable simple moving average to establish a rolling volume benchmark.
Applies distinct colors to spike and baseline volume columns to highlight deviations.
Plots the related moving-average line for reference.
Registers an alert condition when volume closes above its moving-average baseline.
How to use it
Choose the desired Volume Timeframe (leave blank to inherit the chart’s period).
Tune the Volume MA Length to balance responsiveness and noise.
Adjust the spike, base, and MA colors to align with existing chart styling.
Enable the alert condition when automated notification of spikes is needed.
Implementation notes
Timeframe selection is applied consistently to both the raw volume series and its moving average.
Color inputs allow visual adjustments without modifying code.
Alert messaging specifies that the event is a volume spike relative to the selected timeframe baseline.
Disclaimer
This indicator is designed as a technical analysis tool and should be used in conjunction with other forms of analysis and proper risk management.
Past performance does not guarantee future results, and traders should thoroughly test any strategy before implementing it with real capital.
ICT Sessions [TradeWithRon]
ICT Sessions and killzones maps three intraday sessions on your chart (Asia, London, NY), tracks each session’s live high/low, draws optional session range boxes, and projects ICT OTE zones in real time—with granular styling, touch/mitigation logic, and alerting.
What it does
Live Session high/low tracking.
Historical session lines:
When a session ends, its final High/Low are preserved as tracked lines (with optional labels) for a configurable number of recent sessions.
Session boxes (ranges):
Draws a shaded box from session start to end that expands with new highs/lows. Limit how many recent boxes remain on chart.
ICT OTE zones (live):
For the currently active session, projects user-defined Fibonacci OTE levels (e.g., 61.8%, 70.5%, 78.6) between the session’s running high and low. Zones update tick-by-tick and can show labels. You can retain a history of recent sessions’ OTE levels.
Break visualization (mitigation):
Optionally color the bar when price breaks a stored session High/Low. You can:
Require a body close through the level (vs. any touch)
Auto-remove the line and/or label on touch/close
Use custom break colors per session and side (high/low)
Timestamps:
Add up to two recurring vertical timestamp markers (e.g., 08:00, 09:30), plus an opening horizontal marker (e.g., 09:30) with label that extends until the next occurrence.
Alerts:
Built-in alerts for:
Touch of Session 1/2/3 High/Low (Asia/London/NY)
Touch of OTE levels (per session)
Key inputs:
Time & Limits
Timezone (e.g., GMT-4)
Timeframe limit: hide all drawings on and above a specified TF
Sessions
Session windows (default):
Session 1 (Asia): 18:00–00:00
Session 2 (London): 00:00–06:00
Session 3 (NY): 08:00–12:00
How many to keep (lines/boxes)
Line width, colors, and label suffixes (“High”/“Low”)
Labels: toggle, text (“Asia”, “London”, “NY”), size, and colors
Boxes: toggle per session and background colors
ICT OTE Zones
Toggle per session (Asia/London/NY)
Levels (comma-separated %s, e.g., 61.8,70.5,78.6)
History: number of past sessions to retain
Opacity, line width/style, and label size
Custom label text per session (e.g., “Asia OTE”)
Break/Mitigation Behavior:
Enable Mitigated Candles (bar color on break)
Remove line on touch and/or remove label on touch
Require body close (vs. wick touch)
Custom break colors by session and side
Timestamps
Opening horizontal line (time, style, width, color, label text/size, drawing limit)
Two vertical timestamps (times, style, width, color, drawing limit)
Alerts
Master Enable Alerts
Per-session toggles for High/Low touches
OTE touch alerts
How it works (under the hood)
Detects session state via input.session() windows in the chosen timezone.
Live session High/Low lines and labels update in real time; on session end, final levels are stored with optional labels and tracked length.
OTE zones are live-computed from current session High↔Low and refreshed every bar; a compact rolling history is enforced.
Bar coloring reacts to break events (touch or body-close, per your setting) and uses session-specific colors when enabled.
Timestamp lines/labels are created on each occurrence and trimmed to a drawing limit for performance.
Tips:
To hide session lines but keep boxes, set line color opacity to 0.
Use Timeframe Limit to keep higher-TF charts clean.
Fine-tune OTE Levels and History to balance clarity and performance.
For stricter break logic, enable Require Body Close.
Note: The script reserves high limits for lines/labels/boxes to keep recent context visible while managing cleanup automatically. Adjust “Session Number” and “Number Of Boxes” to suit your workflow.
— © TradeWithRon
Confirmed Breakout Detector v2This indicator automatically:
Detects breakouts above recent resistance (pivot high).
Confirms volume surge (≥ 1.5× average 50-day volume).
Compares RS line vs QQQ to ensure leadership.
Checks candle strength (close in upper half).
Verifies MACD slope ≥ 0 (no bearish divergence).
Plots green triangles under confirmed buys, orange for watch-list breakouts.
Displays an on-chart label (HUD) with real-time confirmation status.
Supports TradingView alerts, so you can set “Confirmed Buy Alert” → Send Email / App Notification.
Institutional AI-Enhanced Market StructureInstitutional AI-Enhanced Market Structure Indicator
COMPREHENSIVE DESCRIPTION
Overview and Purpose
This indicator combines institutional trading concepts (Smart Money Concepts) with a proprietary AI-inspired probability scoring system to identify high-probability trading opportunities. Unlike standard trend-following or support/resistance indicators, this tool integrates multiple institutional order flow concepts and quantifies their confluence through a dynamic scoring algorithm that adapts to market conditions.
The indicator is closed-source because it contains a unique multi-factor probability calculation engine and adaptive parameter optimization system that took extensive development and backtesting to create. The specific weighting, thresholds, and interaction between components represent proprietary intellectual property.
What Makes This Original
1. AI-Inspired Adaptive Probability Scoring System
The core innovation is a dynamic scoring algorithm that evaluates trade setups based on 6 confluence factors:
Market Structure Quality (20 points): Validates Break of Structure (BOS) or Change of Character (CHoCH) using pivot-based swing analysis
Order Flow Strength (15 points): Measures institutional volume participation relative to 20 and 50-period moving averages with standard deviation filtering
Liquidity Engineering (15 points): Detects liquidity sweeps at equal highs/lows (EQL) where retail stop losses cluster
Imbalance Presence (10 points): Identifies unfilled Fair Value Gaps (3-candle imbalances) as institutional entry zones
Market Regime Alignment (10 points): Confirms directional bias through multi-factor regime classification
Volatility Environment (5 points): Penalizes signals during high-volatility "chop" periods
Each factor is weighted based on backtested importance, and the total score (50-100%) must exceed a user-defined threshold before displaying signals. This is NOT a simple indicator mashup—the scoring system dynamically evaluates how these concepts work together in real-time.
2. Dynamic Market Regime Detection
Most indicators use static parameters. This indicator continuously classifies the market into one of four regimes using four calculations:
Trend Strength: EMA(21) vs EMA(50) divergence relative to price
Volatility Ratio: Current price standard deviation vs 50-period average
Volume Regime: Current volume vs 50-period SMA
Average Daily Range: 20-bar high-low range normalized to price
Based on these inputs, the algorithm classifies markets as:
BULL_TREND: Strong upward momentum with above-average volume
BEAR_TREND: Strong downward momentum with above-average volume
RANGING: Low trend strength with contained volatility
VOLATILE: Elevated volatility ratio above 1.5x average
The regime detection then adaptively modifies:
ATR multipliers for stop placement (2.5x in volatile, 1.2x in ranging, 1.8x in trending)
Signal probability requirements (higher in volatile conditions)
Order block decay rates
Fair value gap sensitivity
3. Institutional Order Flow Integration
The indicator detects and tracks institutional footprints through three proprietary methods:
Order Blocks: Unlike simple supply/demand zones, this uses a multi-condition filter:
Volume spike > 2.0 standard deviations above 20-period average
Large candle body > 0.8x ATR
Confirmation of Break of Structure in the same direction
Touch tracking and "tested" status when price revisits
Automatic decay after user-defined bars (prevents chart clutter)
Fair Value Gaps (Imbalances): 3-candle inefficiency detection where:
Bullish FVG: low > high AND close > high (gap between candle 0 and 2)
Bearish FVG: high < low AND close < low
Real-time fill percentage tracking as price revisits the gap
Assumes institutions will defend or fill these imbalances
Liquidity Zones: Detects equal highs/lows where retail stops cluster:
Identifies swing points within user-defined percentage threshold (default 0.3%)
Tracks "sweep" events when price spikes through then reverses (wick through level, close back inside)
Differentiates swept vs unswept liquidity for entry timing
4. Volume-Weighted Dynamic Levels
Instead of simple moving averages or static pivots, support/resistance are calculated using volume-weighted price:
Support = Σ(low × volume ) / Σ(volume ) for i=0 to 19
Resistance = Σ(high × volume ) / Σ(volume ) for i=0 to 19
This gives more weight to price levels with higher institutional participation, creating more reliable stop-loss placement when "Adaptive Stop Loss" is enabled.
5. Multi-Timeframe Confluence
The indicator queries daily timeframe data for higher-timeframe confirmation:
Daily EMA trend direction (21 vs 50)
Daily volume regime (above/below 20-period average)
Daily market regime classification
Signals only trigger when current timeframe setup aligns with daily timeframe bias, filtering out counter-trend noise.
How It Works - Technical Methodology
Market Structure Detection (Smart Money Concepts)
Uses ta.pivothigh() and ta.pivotlow() with user-defined strength (default 5 bars each side)
Stores last 50 swing highs and lows in arrays for historical reference
Break of Structure (BOS): Price closes beyond the most recent swing high (bullish) or swing low (bearish)
Change of Character (CHoCH): Price breaks counter-trend structure (low breaks above previous swing low = potential reversal)
Signal Generation Logic
A valid LONG signal requires ALL of the following:
Setup: Bullish BOS or CHoCH confirmed
Confirmation: Bullish liquidity sweep OR unfilled bullish FVG present
HTF Alignment: Daily timeframe in uptrend with above-average volume
Probability Score: AI scoring system returns ≥65% (user adjustable 50-95%)
Risk:Reward: Calculated stop (ATR-based or adaptive) allows minimum 2:1 R:R (user adjustable)
SHORT signals use inverse logic (bearish structure, bearish sweeps/FVGs, daily downtrend).
Adaptive Risk Management
Stop loss calculation adapts based on:
Current market regime (wider stops in volatile markets)
Volume-weighted support/resistance levels when "Adaptive" enabled
Minimum risk threshold (0.2% of price) to avoid over-tight stops
Take profit targets automatically calculate based on user-defined risk:reward ratio (default 2:1).
How To Use This Indicator
Initial Setup
Market Structure Group:
Start with default Swing Strength (5) for 1H-4H timeframes
Increase to 10-15 for daily timeframes
Decrease to 3 for scalping on 5-15min timeframes
AI Features Group:
Set "Signal Probability Threshold" to 65% for balanced approach
Increase to 75-80% for fewer but higher-quality signals
Lower to 60% in strong trending markets for more entries
Risk Management:
Enable "Adaptive Stop Loss" for dynamic support/resistance-based stops
Set "Minimum Risk:Reward" to 2.0 or higher (institutional standard)
Adjust ATR Length (14) based on timeframe (shorter for intraday)
Reading The Signals
Visual Elements:
Small triangles: Swing highs (red) and lows (green) - market structure pivots
Circles: Break of Structure - lime (bullish) or red (bearish)
Diamonds: Change of Character - cyan (bullish reversal) or orange (bearish reversal)
Boxes: Order blocks (green=bullish, red=bearish, yellow border=tested)
Transparent boxes: Fair Value Gaps (blue=bullish, purple=bearish)
Dashed/solid lines: Liquidity zones (purple=unswept, yellow=swept)
Large arrows: Trade signals with probability % (🔼 LONG / 🔽 SHORT)
Red/Green lines: Stop loss and take profit levels
Statistics Dashboard (top right by default):
Market Regime: Current classification (BULL_TREND, BEAR_TREND, RANGING, VOLATILE)
Volatility Ratio: Current vs average volatility (>1.5 = avoid trading)
Volume Regime: Current vs average volume (>1.2 = strong institutional participation)
Active Order Blocks: Number of untested institutional zones
Unfilled FVGs: Number of imbalances awaiting price return
Liquidity Zones: Unswept equal highs/lows (potential reversal areas)
HTF Alignment: Daily timeframe bias (confirm direction)
Last Signal Prob: Confidence score of most recent signal
Trading Strategy
For LONG Entries:
Wait for bullish BOS or CHoCH marker (circle/diamond below price)
Confirm market regime is BULL_TREND or RANGING (not VOLATILE)
Look for bullish liquidity sweep (yellow line below price) or unfilled bullish FVG (blue box)
When all align, watch for 🔼 LONG signal with probability ≥65%
Enter on signal candle close
Stop loss = red line, Take profit = green line
Monitor FVG fills and order block tests for possible early exit
For SHORT Entries:
Same logic in reverse (bearish structure, BEAR_TREND regime, bearish sweeps/FVGs, 🔽 SHORT signals)
Advanced Usage:
Order Block Confluence: Highest probability entries occur when price retraces to tested order block (yellow border) + FVG overlap
Liquidity Sweep Reversals: Best entries often follow immediate sweep (yellow line) then signal in opposite direction
Regime Filtering: Avoid trading during VOLATILE regime or when volatility ratio >1.5
HTF Confirmation: Only take signals when HTF Alignment matches direction (BULLISH for longs, BEARISH for shorts)
Customization:
Every visual element has individual toggle and color controls in settings:
Hide swing points if chart too cluttered
Disable BOS/CHoCH markers if only using order blocks
Turn off FVGs if focusing on liquidity sweeps
Customize colors to match your chart theme
Reposition dashboard to any corner
Why This Requires Closed-Source Protection
This indicator represents months of development integrating:
Proprietary probability weighting system - The specific point allocation (20/15/15/10/10/5) and interaction logic between factors is based on extensive backtesting across multiple markets and timeframes
Adaptive parameter optimization algorithms - How the indicator modifies ATR multipliers, decay rates, and thresholds based on regime detection uses proprietary mathematical relationships
Volume-weighted level calculations - The specific lookback periods and weighting formulas for dynamic support/resistance are optimized through statistical analysis
Multi-factor regime classification - The exact thresholds for trend strength (0.02), volatility ratio (1.3/1.5), and volume regime (1.0/1.2) are calibrated values
While the underlying concepts (SMC, order blocks, FVGs) are known, the integration methodology, scoring system, and adaptive algorithms are original intellectual property. An open-source version would allow immediate copying of years of development work, defeating the purpose of creating a professional-grade tool.
The detailed description above provides traders with complete transparency on WHAT the indicator does and HOW to use it effectively, without revealing the exact mathematical relationships and thresholds that make it effective.
Disclaimer
This indicator is an analytical tool for identifying potential trading opportunities based on institutional order flow concepts. It does not guarantee profits and should be used alongside proper risk management, fundamental analysis, and personal trading rules. Past performance does not indicate future results. Always use stop losses and never risk more than you can afford to lose.
ICT AMD Model – Full Engine [Forex.lk] (Phase 1–4)⚙️ ICT AMD Model – Full Engine (Phase 1–4)
By Forex.lk | info@forex.lk
The ICT AMD Model – Full Engine is a
structured market-phase framework developed to help traders recognize the natural rhythm of price delivery.
It maps the evolving cycle of Accumulation → Manipulation → Distribution to highlight when the market is building, faking, or delivering directional intent.
The indicator automatically adapts to your selected timeframes, monitors bias alignment, and presents a clean visual roadmap of market behavior in real time.
With clear on-chart highlights and a compact dashboard, it assists traders in timing entries and exits based on phase context and higher-timeframe direction.
Designed for traders who study market structure, timing, and precision execution within the AMD model.
It’s a practical, research-driven visual aid—simple to interpret, powerful in insight.
Developed by Forex.lk
📩 Contact : info@forex.lk
🌐 www.forex.lk
