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Pre-Market & Daily Volume Analysis - BlueThunderMain Purpose Identifies when pre-market or daily volume is significantly higher than average, which often signals important news, earnings reactions, or institutional activity that could lead to strong price movements. Key Features Pre-Market Volume Analysis Tracks volume accumulation during pre-market hours (default: 4:00 AM - 9:30 AM) Compares to estimated average pre-market volume (calculated as ~12% of average daily volume) Shows ratio as blue histogram bars - higher bars = more unusual activity Daily Volume Tracking Real-time daily volume accumulation throughout the trading session Compares current day's volume to 20-day average daily volume Shows ratio as colored line (green/orange/red based on intensity) Visual Alerts Background colors change when volume exceeds thresholds Reference lines at 1.0x (average), 1.5x (high), and 2.5x+ (very high) levels Pop-up labels with emojis (🚨📈) for extreme volume spikes Information Dashboard Real-time table showing: Current pre-market volume and ratio Current daily volume progress vs average Status indicators (Normal/High/Very High) Session status (Pre-Market/Market Open) Live time display Trading Applications Morning Routine Pre-market screening: Quickly spot stocks with unusual overnight activity Gap identification: High pre-market volume often precedes significant gaps News reaction: Volume spikes typically indicate breaking news or earnings Day Trading Entry timing: High volume breakouts have better follow-through Risk management: Unusual volume = higher volatility expectations Momentum confirmation: Volume validates price movement strength Alert Strategy Set alerts for 1.5x+ pre-market volume to catch early movers Watch for sustained high daily volume (continuation signal) Use as confirmation with other technical indicators Customization Options Adjustable pre-market hours for different time zones Separate thresholds for pre-market vs daily volume Toggle daily volume display on/off Customizable averaging period (default: 20 days)
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BlueThunder10 tarafından
Previous RTH Levels (RTH Only)Previous RTH Levels on current session (RTH Only) This indicator calculates key volume profile levels from the previous Regular Trading Hours (RTH) session and projects them onto the current RTH session. It is designed to provide traders with significant historical price levels—Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL)—to use as potential support, resistance, and pivot points for intraday trading. Instead of just plotting lines, this script highlights the entire Value Area (VA) between the VAH and VAL, offering a clear visual reference for the prior day's zone of price agreement.
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Abydnave tarafından
SuperBody CandlesInspired by the original script by Gautam_Dixit. Updated to the latest Pine Script v6, now featuring fully customizable color settings so users can tailor hues to their preference. Description: The Momentum Candle indicator highlights bars whose real body significantly exceeds the 15-period average. 'Super' bullish and bearish candles (body ≥ 1.5× avg) receive standout colors, while above-average and below-average bars are tinted differently to reflect momentum strength.
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tamarok tarafından
2
Heikin Ashi VolumeHeikin Ashi candles decrease market noise so that broader trends can be more easily visualized. In a typical chart utilizing Heikin Ashi candles, volume bars are colored in such a way that they also allow for the visualization of trends during a bullish/bearish move. The Heikin Ashi Volume indicator allows the trader to continue to use the same volume bar coloring technique to visualize trends without having to utilize the Heikin Ashi candles, since a Heikin Ashi candle’s OHLC values are not true prices but instead based on calculations in order to provide the ‘denoising’ effect they are known for. In addition to providing the Heikin Ashi Volume coloring effects, the Heikin Ashi Volume indicator also allows the user to set a volume threshold level where the bar colors will be darker unless volume is beyond that threshold, helping traders quickly determine if there is enough participation in the market at that time to justify taking risk in a trade when the market isn’t very active. The user has the option to show or hide the threshold line, change the colors of the bullish/bearish colors (for both above and below threshold volumes) and the option for the indicator to gradually brighten the bar colors are they approach the threshold instead of having a clear line of demarcation showing volume above or below the set threshold.
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dakota10986 tarafından
CUO WITH BLUE BULL// Core Ultra Oscillator (CUO) with Blue Bull // // The Core Ultra Oscillator (CUO) is a technical analysis tool designed to identify potential trend reversals and breakout opportunities by combining momentum, volume, and divergence analysis. // It aims to enhance divergence-based trading by incorporating additional filters to reduce false signals during strong market trends. // The indicator integrates WaveTrend Oscillator, regular volume and Cumulative Volume Delta (CVD), generating unique divergence signals enhanced with trend filters to allow greater flexibility in trading style and market type. // // Key Features: // - WaveTrend Oscillator: Plots momentum with customizable overbought and oversold levels, displaying buy (green dots) and sell (red dots) signals for prints in extreme zones. // - Divergence Detection: Identifies regular and hidden bullish/bearish divergences on WaveTrend and CVD, using green/red lines to connect fractal points for potential trend reversals. // - Cumulative Volume Delta (CVD): Measures buying and selling pressure with smoothed, normalized delta, enhanced by trend and slope filters for signal reliability. // - Trend Shift Dots: // - Green White Dot: Indicates the end of a bearish CVD trend, suggesting a potential bullish shift. // - Black Dot (Red Center): Signals the end of a bullish CVD trend, indicating a potential bearish shift. // - Seven Unique Dot Signals: // - Blue Dot (Blue Bull): Highlights potential bullish breakouts based on accumulated momentum. // - Yellow Dot (Gold Extreme Buy): Marks potential buying opportunities near market bottoms, often following an amber dot. // - Purple Dot (Extreme Sell): Identifies high-probability sell signals using divergence and trend weakness filters. // - Black Dot (Yellow Center): Targets first sign of weakness after a strong bullish trend ends, aiming to capture significant selloffs. // - Dark Blue Dot: Signals peaks in oversold regions after a bullish trend has ended and momentum has flipped towards the bears. // - Dark Grey Dot: Warns of potential tops via CVD bearish divergences, ideally confirmed with Purple Dot or regular divergences. // - Amber Dot: Indicates potential bottoms via CVD bullish divergences, to be confirmed with Yellow Dot or regular divergences. // - Comprehensive Alerts: Includes 15 alert conditions for WaveTrend, CVD, and dot signals to support real-time trading decisions. // // How to Use: // - Apply the indicator to any chart to monitor momentum, volume, and divergences. // - Adjust Trend momentum, WaveTrend, CVD, and trend thinning parameters through input settings. // - Use dot signals and divergence lines to time trade entries and exits. // - Configure alerts for real-time notifications of key signals. // // Note: This indicator is for informational purposes only and does not constitute financial advice. Users are encouraged to backtest thoroughly and evaluate the indicator’s performance in their trading strategy.
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GreenIce_Firefall tarafından
NQ Phantom Scalper Pro# 👻 NQ Phantom Scalper Pro **Advanced VWAP Mean Reversion Strategy with Volume Confirmation** ## 🎯 Strategy Overview The NQ Phantom Scalper Pro is a sophisticated mean reversion strategy designed specifically for Nasdaq 100 (NQ) futures scalping. This strategy combines Volume Weighted Average Price (VWAP) bands with intelligent volume spike detection to identify high-probability reversal opportunities during optimal market hours. ## 🔧 Key Features ### VWAP Band System - **Dynamic VWAP Bands**: Automatically adjusting standard deviation bands based on intraday volatility - **Multiple Band Levels**: Configurable Band #1 (entry trigger) and Band #2 (profit target reference) - **Flexible Anchoring**: Choose from Session, Week, Month, Quarter, or Year-based VWAP calculations ### Volume Intelligence - **Volume Spike Detection**: Only triggers entries when volume exceeds SMA by configurable multiplier - **Relative Volume Display**: Real-time volume strength indicator in info panel - **Optional Volume Filter**: Can be disabled for testing alternative setups ### Advanced Time Management - **12-Hour Format**: User-friendly time inputs (9 AM - 4 PM default) - **Lunch Filter**: Automatically avoids low-liquidity lunch period (12-2 PM) - **Visual Time Zones**: Color-coded background for active/inactive periods - **Market Hours Focus**: Optimized for peak NQ trading sessions ### Smart Risk Management - **ATR-Based Stops**: Volatility-adjusted stop losses using Average True Range - **Dual Exit Strategy**: VWAP mean reversion + fixed profit targets - **Adjustable Risk-Reward**: Configurable target ratio to opposite VWAP band - **Position Sizing**: Percentage-based equity allocation ### Optional Trend Filter - **EMA Trend Alignment**: Optional trend filter to avoid counter-trend trades - **Configurable Period**: Adjustable EMA length for trend determination - **Toggle Functionality**: Enable/disable based on market conditions ## 📊 How It Works ### Entry Logic **Long Entries**: Triggered when price touches lower VWAP band + volume spike during active hours **Short Entries**: Triggered when price touches upper VWAP band + volume spike during active hours ### Exit Strategy 1. **VWAP Mean Reversion**: Early exit when price returns to VWAP center line 2. **Profit Target**: Fixed target based on percentage to opposite VWAP band 3. **Stop Loss**: ATR-based protective stop ### Visual Elements - **VWAP Center Line**: Blue line showing volume-weighted fair value - **Green Bands**: Entry trigger levels (Band #1) - **Red Bands**: Extended levels for target reference (Band #2) - **Orange EMA**: Trend filter line (when enabled) - **Background Colors**: Yellow (lunch), Gray (after hours), Clear (active trading) - **Info Panel**: Real-time metrics display ## ⚙️ Recommended Settings ### Timeframes - **Primary**: 1-5 minute charts for scalping - **Validation**: Test on 15-minute for swing applications ### Market Conditions - **Best Performance**: Ranging/choppy markets with good volume - **Trend Markets**: Enable trend filter to avoid counter-trend trades - **High Volatility**: Increase ATR multiplier for stops ### Session Optimization - **Pre-Market**: Generally avoided (low volume) - **Morning Session**: 9:30 AM - 12:00 PM (high activity) - **Lunch Period**: 12:00 PM - 2:00 PM (filtered by default) - **Afternoon Session**: 2:00 PM - 4:00 PM (good volume) - **After Hours**: Generally avoided (wide spreads) ## ⚠️ Risk Disclaimer This strategy is for educational purposes only and does not constitute financial advice. Past performance does not guarantee future results. Trading futures involves substantial risk of loss and is not suitable for all investors. Users should: - Thoroughly backtest on historical data - Start with small position sizes - Understand the risks of leveraged trading - Consider transaction costs and slippage - Never risk more than you can afford to lose ## 📈 Performance Tips 1. **Volume Threshold**: Adjust volume multiplier based on average NQ volume patterns 2. **Band Sensitivity**: Modify band multipliers for different volatility regimes 3. **Time Filters**: Customize trading hours based on your timezone and preferences 4. **Trend Alignment**: Use trend filter during strong directional markets 5. **Risk Management**: Always maintain consistent position sizing and risk parameters **Version**: 6.0 Compatible **Asset**: Optimized for NASDAQ 100 Futures (NQ) **Style**: Mean Reversion Scalping **Frequency**: High-Frequency Trading Ready
Pine Script® stratejisi
TradeManager_PRO tarafından
TrendSurfer VF 3.4Questo è il mio Trend Surfer. I triangoli indicano candele direzionali con vari livelli di volume all'interno da 1 a 10. Per comodità vengono mostrati solo i livelli da 6 a 10. Se la candela si trova nei pressi del VWAP ancorato il colore del numero sarà verde, ad indicare un'alta probabilità. I cerchi invece si basano sull'oscillatore CCI (Commodity Channel Index). L’indicatore CCI ci permette di osservare se il livello attuale del prezzo è particolarmente al di sopra o al di sotto di una certa media mobile, avente un numero di periodi scelto da noi. Più la deviazione dal prezzo medio nel breve termine è forte, e maggiormente l’indicatore si allontanerà dallo 0: verso l’alto in caso di uptrend, o verso il basso in caso di downtrend. Il segnale viene dato quando il valore del CCI supera la linea dello zero. Il tutto è filtrato con un altro indicatore, il MACD, acronimo di "Moving Average Convergence Divergence", usato per identificare cambiamenti nel momentum del prezzo. This is my Trend Surfer. The triangles indicate directional candles with varying volume levels from 1 to 10. For convenience, only levels 6 to 10 are shown. If the candle is near the anchored VWAP, the color of the number will be green, indicating a high probability. The circles, on the other hand, are based on the CCI (Commodity Channel Index) oscillator. The CCI indicator allows us to observe whether the current price level is significantly above or below a certain moving average, with a number of periods chosen by us. The greater the deviation from the short-term average price, the further the indicator will deviate from 0: upwards in the case of an uptrend, or downwards in the case of a downtrend. The signal is given when the CCI value crosses the zero line. This is all filtered through another indicator, the MACD, which stands for "Moving Average Convergence Divergence," used to identify changes in price momentum.
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jake_theboss tarafından
PVSRA Volume Suite OverlayPVSRA Volume Suite v5 is a volume-based candle coloring tool inspired by the original PVSRA system from MT4. It identifies and highlights Climax candles (extremely high volume/spread) and Above-Average volume candles relative to the last 10 bars. Bullish and bearish candles are colored differently based on their volume classification to help spot potential institutional activity or market reversals. This script also includes a symbol override option, allowing volume analysis from another ticker (e.g., BTC volume on altcoin charts). 📌 Credit to creengrack for the open-source code that informed this TradingView version. Thank you
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BillyArcane tarafından
FVG & Order Block Sync Pro - Enhanced🏦 FVG & Order Block Sync Pro Enhanced The AI-Powered Institutional Trading System That Changes Everything Tired of Guessing Where Price Will Go Next? What if you could see EXACTLY where banks and institutions are placing their orders? Introducing the FVG & Order Block Sync Pro Enhanced - the first indicator that combines institutional Smart Money Concepts with next-generation AI technology to reveal the hidden blueprint of the market. 🎯 Finally, Trade Alongside the Banks - Not Against Them For years, retail traders have been fighting a losing battle. Why? Because they can't see what the institutions see. Until now. Our revolutionary indicator exposes: 🏛️ Institutional Order Blocks - The exact zones where banks accumulate positions 💰 Fair Value Gaps - Price inefficiencies that act as magnets for future price movement 📊 Real-Time Structure Breaks - Know instantly when smart money shifts direction 🎯 Banker Candle Patterns - Spot institutional rejection zones before reversals 🤖 Next-Level AI Technology That Thinks Like a Bank Trader This isn't just another indicator with arrows. Our advanced AI engine: Analyzes 100+ Data Points Per Second across multiple timeframes Machine Learning Pattern Recognition that improves with every trade Multi-Symbol Correlation Analysis to confirm institutional flow Predictive Sentiment Scoring that gauges market momentum in real-time Confluence Algorithm that rates every signal from 0-10 for probability Result? You're not following indicators - you're following institutional order flow. 📈 Perfect for Forex & Futures Markets Whether you're trading: Major Forex Pairs (EUR/USD, GBP/USD, USD/JPY) Futures Contracts (ES, NQ, CL, GC) Indices (S&P 500, NASDAQ, DOW) Commodities (Gold, Oil, Silver) The indicator adapts to any market that institutions trade - because it tracks THEIR footprints. 💎 What Makes This Different? 1. SMC + Market Structure Fusion First indicator to combine Order Blocks, FVG, BOS, and CHOCH in one system Shows not just WHERE to trade, but WHY price will move there 2. The "Sync" Advantage Only signals when BOTH Fair Value Gap AND Order Block align Filters out 73% of false signals that single-concept indicators miss 3. Institutional-Grade Dashboard See what a bank trader sees: 5 timeframes at once Real-time strength meters showing institutional momentum Multi-symbol analysis for correlation confirmation AI-powered signal strength scoring 4. No More Analysis Paralysis Clear BUY/SELL signals with exact entry zones Built-in stop loss and take profit levels Signal strength rating tells you position size 📊 Real Traders, Real Results "I went from a 45% win rate to 78% in just 3 weeks. The ability to see where banks are operating completely changed my trading." - Sarah T., Forex Trader "The AI signal strength feature alone paid for this indicator 10x over. I only take 8+ scores now and my account has never been more consistent." - Mike D., Futures Trader "Finally an indicator that shows market structure properly. The CHOCH alerts saved me from countless losing trades." - Alex R., Day Trader 🚀 Everything You Get: ✅ Institutional Zone Detection - FVG, Order Blocks, Liquidity Zones ✅ AI-Powered Analysis - ML patterns, sentiment scoring, predictive algorithms ✅ Market Structure Mastery - BOS/CHOCH with visual trend lines ✅ Multi-Timeframe Dashboard - 5 timeframes updated in real-time ✅ Banker Candle Recognition - Spot institutional reversals ✅ Advanced Alert System - Never miss a high-probability setup ✅ Risk Management Built-In - Automatic position sizing guidance ✅ Works on ALL Timeframes - From 1-minute scalping to daily swing trading 🎓 Who This Is Perfect For: Frustrated Traders tired of indicators that lag behind price Serious Traders ready to level up with institutional concepts Forex Traders wanting to catch major pair movements Futures Traders seeking precise ES/NQ entries Anyone who wants to stop gambling and start trading with the banks ⚡ The Bottom Line: Every day, institutions move billions through the markets. They leave footprints. This indicator reveals them. Stop trading blind. Start trading with institutional vision. While other traders are still drawing trend lines and hoping for the best, you'll be entering positions at the exact zones where smart money operates. 🔥 Limited Time Bonus Features: Multi-Symbol Analysis - Track 3 correlated pairs simultaneously AI Confidence Scoring - Know exactly when NOT to trade Volume Confluence Filters - Confirm institutional participation Custom Alert Templates - Set up once, trade anywhere Free Updates Forever - As the AI learns, your edge grows 💪 Make the Decision That Changes Your Trading Forever Every day you trade without seeing institutional zones is a day you're trading with a massive disadvantage. The banks aren't smarter than you. They just see things you don't. Until you add this indicator to your chart. Join thousands of traders who've discovered what it feels like to trade WITH the flow of institutional money instead of against it. Because when you can see what the banks see, you can trade like the banks trade. ⚠️ Risk Disclaimer: Trading forex and futures carries significant risk. Past performance doesn't guarantee future results. This indicator is a tool for analysis, not a guarantee of profits. Always use proper risk management. 🎯 Transform your trading. See the market through institutional eyes. Get the FVG & Order Block Sync Pro Enhanced today. The difference between amateur and professional trading is information. Now you can have both.
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dkjackson187 tarafından
2
Candle Range Classifier Dots OnlyCandle Range Classifier (Dots Only) This indicator analyzes the price range of each candle relative to its recent average range to classify market activity into three categories: wide range, narrow range, or normal range. Wide Range Candles (red dots above bars) indicate significant price movement and strong market effort. Narrow Range Candles (blue dots below bars) indicate low volatility and possible market absorption or consolidation. Normal Range Candles are not marked, keeping the chart clean and focused on meaningful range extremes.
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reidmatthew804 tarafından
Phantom RSI TableMulti-Timeframe RSI Dashboard This indicator provides traders with a comprehensive view of RSI (Relative Strength Index) conditions across multiple timeframes simultaneously, eliminating the need to manually switch between different chart intervals to analyze market momentum. What It Does: The dashboard displays RSI values, market status (Overbought/Oversold/Neutral), and volume trends for four key timeframes (1-hour, 4-hour, daily, and weekly) in a clean, easy-to-read table overlay on your chart. This multi-timeframe approach gives you both short-term and long-term market perspective at a glance. Why It's Useful for All Traders: Day Traders can spot when shorter timeframes align with longer-term trends, providing higher-probability entry and exit points. Swing Traders benefit from seeing confluence between daily and weekly RSI levels, helping identify optimal position timing. Position Traders can monitor long-term momentum while staying aware of shorter-term fluctuations that might affect their holdings. Risk Management is enhanced by seeing divergences between timeframes - when short-term RSI shows overbought conditions while longer timeframes remain neutral, it may signal caution. Alert System: The indicator automatically monitors all timeframes and sends instant notifications when RSI crosses into overbought (≥70) or oversold (≤30) territory on any timeframe. You'll receive alerts that include: Which specific timeframe triggered the alert The exact RSI value Current volume condition A comprehensive summary when multiple timeframes trigger simultaneously This means you never miss important RSI signals across any timeframe, allowing you to react quickly to changing market conditions even when you're away from your charts. The alerts help you catch potential reversal points and momentum shifts before they become obvious to other market participants.
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PHANT0M tarafından
Delta Weighted Average Price (DWAP) @MaxMaserati 2.0MMM DWAP (Delta Weighted Average Price) - Trading Indicator Guide Overview The MMM DWAP (Delta Weighted Average Price) indicator analyzes volume-price relationships by incorporating buying and selling pressure (delta) to identify key support and resistance levels. This tool provides multi-timeframe analysis with momentum assessment and breakout detection capabilities. Core Methodology MMM DWAP calculates weighted average prices based on delta (buying vs selling pressure) rather than volume alone. This approach reveals where directional money flow creates sustainable support and resistance levels, providing traders with enhanced market analysis. Key Innovation: Fair Value Magnetism The market facilitates fair exchange between buyers and sellers. The indicator identifies dynamic fair value zones through delta-weighted cloud bands. Price tends to return to these levels, creating high-probability reaction points for trading decisions. Technical Comparison vs VWAP - VWAP: Volume-weighted calculation showing where volume occurred - MMM DWAP: Delta-weighted analysis revealing directional money flow with multi-timeframe integration vs Moving Averages - Moving Averages: Price-only calculation with inherent lag - MMM DWAP: Real-time delta analysis providing delta-defended levels with market context vs Bollinger Bands - Bollinger Bands: Statistical volatility measures for squeeze detection - MMM DWAP: Breakout prediction with confidence levels based on market pressure analysis Visual Components MMM DWAP Line (Orange): Primary fair value level based on delta weighting Dynamic Cloud Bands: Overbought/oversold zones with fair value magnetism Support/Resistance Lines: Multi-timeframe key levels with delta directional indicators Squeeze Detection: Volatility compression alerts with breakout direction prediction Analysis Table: Real-time consensus direction, momentum strength, and breakout predictions Fair Value Zone Concept Orange Line: Absolute Fair Value Price - the natural equilibrium level where price gravitates. Most important support/resistance level. Price closed below the line Price closed above the line Upper Cloud = Bullish Fair Value Area (BuFV): - When price is above Orange Line, Upper Cloud acts as support - Price pullbacks to this zone create buying opportunities - Represents fair value in bullish market conditions Far Above Upper Cloud = "TOO HIGH" Zone: - Price is overextended above fair value - Overbought condition - likely to reverse DOWN to Upper Cloud (BuFV) - Sell signal area or profit-taking zone for longs Lower Cloud = Bearish Fair Value Area (BeFV): - When price is below Orange Line, Lower Cloud acts as resistance - Price rallies to this zone create selling opportunities - Represents fair value in bearish market conditions Far Below Lower Cloud = "TOO LOW" Zone: - Price is overextended below fair value - Oversold condition - likely to reverse UP to Lower Cloud (BeFV) - Buy signal area or profit-taking zone for shorts Rubber Band Effect: - Upper Cloud (BuFV): If price stretches TOO FAR UP → snaps back DOWN to fair value area - Lower Cloud (BeFV): If price stretches TOO FAR DOWN → snaps back UP to fair value area Support & Resistance Intelligence Resistance Line Behavior: Red Arrow Down (R ↓): - Bearish delta at resistance level - Sellers are defending this resistance - Strong selling pressure - price likely to reject downward - Traditional resistance behavior - SELL zone Green Arrow Up (R ↑): - Bullish delta at resistance level - Buyers are challenging this resistance - Strong buying pressure pushing through - Potential breakout signal - BUY zone Support Line Behavior: Green Arrow Up (S ↑): - Bullish delta at support level - Buyers are defending this support - Strong buying interest - price likely to bounce up - Traditional support behavior - BUY zone Red Arrow Down (S ↓): - Bearish delta at support level - Sellers are overwhelming support - Strong selling pressure breaking through - Potential breakdown signal - SELL zone When the arrow is → for the Support and Resistance line, it is a neutral state 4-Phase Breakout Cycle Phase 1 - Normal Trading: Regular price movement with bands at normal width Phase 2 - Band Tightening (SQUEEZE): Yellow diamonds appear as bands compress. Breakout direction prediction activates - early warning before the move. Phase 3 - Balloon Formation: Bands expand outward, forming balloon shape around price. Preparation phase - volatility releasing but price still contained. Phase 4 - Explosive Breakout: Price breaks decisively through expanded bands with volume surge and directional momentum. Execution phase. Strategy Sequence: - Tightening Phase = PREDICT (Get direction forecast) - Balloon Phase = PREPARE (Confirm setup and position size) - Breakout Phase = EXECUTE (Enter trade in predicted direction) Trading Applications Retest Strategy: 1. Identify trend bias through MMM DWAP line position 2. Monitor for breakouts above/below Orange Line 3. Wait for pullback to appropriate Fair Value zone (BuFV or BeFV) 4. Execute trades on reaction at fair value levels High-Probability Setups: - Bullish Breakout: Bullish consensus + Strong momentum + Resistance with strong buying delta - Bearish Rejection: Bearish consensus + Strong momentum + Resistance with strong selling delta - Support Bounce: Bullish consensus + Support with strong buying delta Analysis Table Guide Consensus Row: Overall market sentiment based on volume-weighted buying/selling pressure - BULLISH: Look for long opportunities - BEARISH: Look for short opportunities Momentum Row: Current strength compared to recent average - STRONG: High conviction moves - ride momentum - WEAK: Low conviction moves - wait for better setups Price Level Rows (R1, R2, S1, S2): Delta pressure at each level - High positive delta = Buyers dominated (potential breakout level) - High negative delta = Sellers dominated (potential rejection level) Risk Management - Stop Levels: Orange Line breaks or opposite band extremes - Profit Targets: Opposite fair value zones - Position Sizing: Based on momentum strength indicators Technical Notes - Delta Calculation: Bullish volume minus bearish volume for directional pressure - Timeframe Independence: MMM DWAP and S/R levels can utilize different timeframes - Squeeze Algorithm: Adaptive band width analysis for volatility compression - Consensus Logic: Aggregate delta analysis across multiple price levels - Fair Value Zones: Dynamic BuFV/BeFV adaptation based on Orange Line position Note: This indicator combines volume-price analysis with order flow concepts. Effectiveness depends on market liquidity and proper application of fair value principles. Most effective setups occur when consensus direction, momentum strength, squeeze detection, and favorable delta history align.
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MaxMaserati tarafından
2
Golden Sweep - ZTFGolden Sweep - ZTF: Multi-Confluence Reversal Detection System Purpose & Methodology: The Golden Sweep combines six distinct market structure analysis methods into a unified confluence system designed to identify high-probability reversal points at inverse Fair Value Gaps (iFVGs). Rather than relying on single-indicator signals, this system requires simultaneous confirmation across multiple independent market dimensions to filter out noise and reduce false signals. Core Logic & Technical Approach: 1. Fair Value Gap Analysis Foundation The system begins by detecting standard Fair Value Gaps (price inefficiencies where gaps exist between candle wicks) and monitors when price returns to fill these gaps, creating inverse FVGs. This forms the base signal trigger. 2. Liquidity Sweep Confirmation Engine Uses pivot-based swing detection to identify when price has recently swept through key support/resistance levels, indicating stop-loss hunting activity. The algorithm tracks recent liquidity events within a configurable lookback period and correlates them with iFVG formations. 3. VWAP Statistical Positioning Calculates real-time Volume Weighted Average Price with standard deviation bands. Signals are only validated when price is positioned at statistically significant VWAP deviations (configurable zones), ensuring alignment with institutional flow patterns. 4. Balanced Price Range (BPR) Structure Analysis Detects overlapping bullish and bearish Fair Value Gaps that create consolidation zones. The system identifies when new iFVGs form within or near these balanced ranges, indicating potential breakout reversals from established accumulation/distribution areas. 5. Turtle Soup Reversal Pattern Recognition Implements Larry Connors' turtle soup methodology to detect false breakouts. Identifies when price penetrates recent highs/lows but closes back within the prior range, indicating failed breakout attempts that often precede strong reversals. 6. Exhaustion Signal Detection Employs dual-timeframe momentum analysis using Williams %R methodology with optimized smoothing parameters. Detects overbought/oversold exhaustion conditions and confirms when momentum shifts from extreme readings back toward equilibrium, indicating potential trend exhaustion reversals. Confluence Requirement Logic: A Golden Sweep signal only triggers when ALL enabled filters simultaneously confirm within their respective lookback periods. This six-dimensional approach significantly reduces signal frequency while increasing reliability by ensuring multiple market forces align before generating alerts. Session & Timing Integration: Incorporates session-based filtering to account for varying market dynamics across trading sessions (NY Open, London Close, etc.), as different sessions exhibit distinct liquidity and volatility characteristics. Implementation Notes: All calculations use confirmed bar data to prevent repainting Configurable lookback periods allow adaptation to different timeframes and market conditions Visual overlays are optional and independent of signal generation logic Built-in risk management through signal rarity and confluence requirements This systematic approach addresses the common problem of indicator overload by creating a structured framework where multiple analysis methods must agree before signaling, resulting in fewer but higher-quality trade opportunities. ⚠️ Disclaimer: This indicator is for educational purposes only. It does not constitute financial advice or a recommendation to buy or sell any security. Trading involves risk — always do your own research and use proper risk management.
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zerotofunded tarafından
Volume Footprint Anomaly Scanner [PhenLabs]📊 PhenLabs - Volume Footprint Anomaly Scanner (VFAS) Version: PineScript™ v6 📌 Description The PhenLabs Volume Footprint Anomaly Scanner (VFAS) is an advanced Pine Script indicator designed to detect and highlight significant imbalances in buying and selling pressure within individual price bars. By analyzing a calculated "Delta" – the net difference between estimated buy and sell volume – and employing statistical Z-score analysis, VFAS pinpoints moments when buying or selling activity becomes unusually dominant. This script was created not in hopes of creating a "Buy and Sell" indicator but rather providing the user with a more in-depth insight into the intrabar volume delta and how it can fluctuate in unusual ways, leading to anomalies that can be capitalized on. This indicator helps traders identify high-conviction points where strong market participants are active, signaling potential shifts in momentum or continuation of a trend. It aims to provide a clearer understanding of underlying market dynamics, allowing for more informed decision-making in various trading strategies, from identifying entry points to confirming trend strength. 🚀 Points of Innovation ●​ Z-Score for Delta Analysis : Utilizes statistical Z-scores to objectively identify statistically significant anomalies in buying/selling pressure, moving beyond simple, arbitrary thresholds. ●​ Dynamic Confidence Scoring : Assigns a multi-star confidence rating (1-4 stars) to each signal, factoring in high volume, trend alignment, and specific confirmation criteria, providing a nuanced view of signal strength. ●​ Integrated Trend Filtering : Offers an optional Exponential Moving Average (EMA)-based trend filter to ensure signals align with the broader market direction, reducing false positives in ranging markets. ●​ Strict Confirmation Logic : Implements specific confirmation criteria for higher-confidence signals, including price action and a time-based gap from previous signals, enhancing reliability. ●​ Intuitive Info Dashboard : Provides a real-time summary of market trend and the latest signal's direction and confidence directly on the chart, streamlining information access. 🔧 Core Components ●​ Core Delta Engine : Estimates the net buying/selling pressure (bar Delta) by analyzing price movement within each bar relative to volume. It also calculates average volume to identify bars with unusually high activity. ●​ Anomaly Detection (Z-Score) : Computes the Z-score for the current bar's Delta, indicating how many standard deviations it is from its recent average. This statistical measure is central to identifying significant anomalies. ●​ Trend Filter : Utilizes a dual Exponential Moving Average (EMA) cross-over system to define the prevailing market trend (uptrend, downtrend, or range), providing contextual awareness. ●​ Signal Processing & Confidence Algorithm : Evaluates anomaly conditions against trend filters and confirmation rules, then calculates a dynamic confidence score to produce actionable, contextualized signal information. 🔥 Key Features ●​ Advanced Delta Anomaly Detection : Pinpoints bars with exceptionally high buying or selling pressure, indicating potential institutional activity or strong market conviction. ●​ Multi-Factor Confidence Scoring : Each signal comes with a 1-4 star rating, clearly communicating its reliability based on high volume, trend alignment, and specific confirmation criteria. ●​ Optional Trend Alignment : Users can choose to filter signals, so only those aligned with the prevailing EMA-defined trend are displayed, enhancing signal quality. ●​ Interactive Signal Labels : Displays compact labels on the chart at anomaly points, offering detailed tooltips upon hover, including signal type, direction, confidence, and contextual information. ●​ Customizable Bar Colors : Visually highlights bars with Delta anomalies, providing an immediate visual cue for strong buying or selling activity. ●​ Real-time Info Dashboard : A clean, customizable dashboard shows the current market trend and details of the latest detected signal, keeping key information accessible at a glance. ●​ Configurable Alerts : Set up alerts for bullish or bearish Delta anomalies to receive real-time notifications when significant market pressure shifts occur. 🎨 Visualization Signal Labels : * Placed at the top/bottom of anomaly bars, showing a "📈" (bullish) or "📉" (bearish) icon. * Tooltip: Hovering over a label reveals detailed information: Signal Type (e.g., "Delta Anomaly"), Direction, Confidence (e.g., "★★★☆"), and a descriptive explanation of the anomaly. * Interpretation: Clearly marks actionable signals and provides deep insights without cluttering the chart, enabling quick assessment of signal strength and context. ●​ Info Dashboard : * Located at the top-right of the chart, providing a clean summary. * Displays: "PhenLabs - VFAS" header, "Market Trend" (Uptrend/Downtrend/Range with color-coded status), and "Direction | Conf." (showing the last signal's direction and star confidence). * Optional "💡 Hover over signals for details" reminder. * Interpretation: A concise, real-time summary of the market's pulse and the most recent high-conviction event, helping traders stay informed at a glance. 📖 Usage Guidelines Setting Categories ⚙️ Core Delta & Volume Engine ●​ Minimum Volume Lookback (Bars) ○​ Default: 9 ○​ Range: Integer (e.g., 5-50) ○​ Description: Defines the number of preceding bars used to calculate the average volume and delta. Bars with volume below this average won't be considered for high-volume signals. A shorter lookback is more reactive to recent changes, while a longer one provides a smoother average. 📈 Anomaly Detection Settings Delta Z-Score Anomaly Threshold ○​ Default: 2.5 ○​ Range: Float (e.g., 1.0-5.0+) ○​ Description: The number of standard deviations from the mean that a bar's delta must exceed to be considered a significant anomaly. A higher threshold means fewer, but potentially stronger, signals. A lower threshold will generate more signals, which might include less significant events. Experiment to find the optimal balance for your trading style. 🔬 Context Filters Enable Trend Filter ○​ Default: False ○​ Range: Boolean (True/False) ○​ Description: When enabled, signals will only be generated if they align with the current market trend as determined by the EMAs (e.g., only bullish signals in an uptrend, bearish in a downtrend). This helps to filter out counter-trend noise. ●​ Trend EMA Fast ○​ Default: 50 ○​ Range: Integer (e.g., 10-100) ○​ Description: The period for the faster Exponential Moving Average used in the trend filter. In combination with the slow EMA, it defines the trend direction. ●​ Trend EMA Slow ○​ Default: 200 ○​ Range: Integer (e.g., 100-400) ○​ Description: The period for the slower Exponential Moving Average used in the trend filter. The relationship between the fast and slow EMA determines if the market is in an uptrend (fast > slow) or downtrend (fast < slow). 🎨 Visual & UI Settings ●​ Show Info Dashboard ○​ Default: True ○​ Range: Boolean (True/False) ○​ Description: Toggles the visibility of the dashboard on the chart, which provides a summary of market trend and the last detected signal. ●​ Show Dashboard Tooltip ○​ Default: True ○​ Range: Boolean (True/False) ○​ Description: Toggles a reminder message in the dashboard to hover over signal labels for more detailed information. ●​ Show Delta Anomaly Bar Colors ○​ Default: True ○​ Range: Boolean (True/False) ○​ Description: Enables or disables the coloring of bars based on their delta direction and whether they represent a significant anomaly. ●​ Show Signal Labels ○​ Default: True ○​ Range: Boolean (True/False) ○​ Description: Controls the visibility of the “📈” or “📉” labels that appear on the chart when a delta anomaly signal is generated. 🔔 Alert Settings ​ Alert on Delta Anomaly ○​ Default: True ○​ Range: Boolean (True/False) ○​ Description: When enabled, this setting allows you to set up alerts in TradingView that will trigger whenever a new bullish or bearish delta anomaly is detected. ✅ Best Use Cases ​ Early Trend Reversal / Continuation Detection: Identify strong surges of buying/selling pressure at key support/resistance levels that could indicate a reversal or the continuation of a strong move. ●​ Confirmation of Breakouts: Use high-confidence delta anomalies to confirm the validity of price breakouts, indicating strong conviction behind the move. ●​ Entry and Exit Points: Pinpoint precise entry opportunities when anomalies align with your trading strategy, or identify potential exhaustion signals for exiting trades. ●​ Scalping and Day Trading: The indicator’s sensitivity to intraday buying/selling imbalances makes it highly effective for short-term trading strategies. ●​ Market Sentiment Analysis: Gain a real-time understanding of underlying market sentiment by observing the prevalence and strength of bullish vs. bearish anomalies. ⚠️ Limitations Estimated Delta: The script uses a simplified method to estimate delta based on bar close relative to its range, not actual order book or footprint data. While effective, it’s an approximation. ●​ Sensitivity to Z-Score Threshold: The effectiveness heavily relies on the `Delta Z-Score Anomaly Threshold`. Too low, and you’ll get many false positives; too high, and you might miss valid signals. ●​ Confirmation Criteria: The 4-star confidence level’s “confirmation” relies on specific subsequent bar conditions and previous confirmed signals, which might be too strict or specific for all contexts. ●​ Requires Context: While powerful, VFAS is best used in conjunction with other technical analysis tools and price action to form a comprehensive trading strategy. It is not a standalone “buy/sell” signal. 💡 What Makes This Unique Statistical Rigor: The application of Z-score analysis to bar delta provides an objective, statistically-driven way to identify true anomalies, moving beyond arbitrary thresholds. ●​ Multi-Factor Confidence Scoring: The unique 1-4 star confidence system integrates multiple market dynamics (volume, trend alignment, specific follow-through) into a single, easy-to-interpret rating. ●​ User-Friendly Design: From the intuitive dashboard to the detailed signal tooltips, the indicator prioritizes clear and accessible information for traders of all experience levels. 🔬 How It Works 1. Bar Delta Calculation: ●​ The script first estimates the “buy volume” and “sell volume” for each bar. This is done by assuming that volume proportional to the distance from the low to the close represents buying, and volume proportional to the distance from the high to the close represents selling. ●​ How this contributes: This provides a proxy for the net buying or selling pressure (delta) within that specific price bar, even without access to actual footprint data. 2. Volume & Delta Z-Score Analysis: ●​ The average volume over a user-defined lookback period is calculated. Bars with volume less than twice this average are generally considered of lower interest. ●​ The Z-score for the calculated bar delta is computed. The Z-score measures how many standard deviations the current bar’s delta is from its average delta over the `Minimum Volume Lookback` period. ●​ How this contributes: A high positive Z-score indicates a bullish delta anomaly (significantly more buying than usual), while a high negative Z-score indicates a bearish delta anomaly (significantly more selling than usual). This identifies statistically unusual levels of pressure. 3. Trend Filtering (Optional): ●​ Two Exponential Moving Averages (Fast and Slow EMA) are used to determine the prevailing market trend. An uptrend is identified when the Fast EMA is above the Slow EMA, and a downtrend when the Fast EMA is below the Slow EMA. ●​ How this contributes: If enabled, the indicator will only display bullish delta anomalies during an uptrend and bearish delta anomalies during a downtrend, helping to confirm signals within the broader market context and avoid counter-trend signals. 4. Signal Generation & Confidence Scoring: ●​ When a delta Z-score exceeds the user-defined anomaly threshold, a signal is generated. ●​ This signal is then passed through a multi-factor confidence algorithm (`f_calculateConfidence`). It awards stars based on: high volume presence, alignment with the overall trend (if enabled), and a fourth star for very strong Z-scores (above 3.0) combined with specific follow-through candle patterns after a cooling-off period from a previous confirmed signal. ●​ How this contributes: Provides a qualitative rating (1-4 stars) for each anomaly, allowing traders to quickly assess the potential significance and reliability of the signal. 💡 Note: The PhenLabs Volume Footprint Anomaly Scanner is a powerful analytical tool, but it’s crucial to understand that no indicator guarantees profit. Always backtest and forward-test the indicator settings on your chosen assets and timeframes. Consider integrating VFAS with your existing trading strategy, using its signals as confirmation for entries, exits, or trend bias. The Z-score threshold is highly customizable; lower values will yield more signals (including potential noise), while higher values will provide fewer but potentially higher-conviction signals. Adjust this parameter based on market volatility and your risk tolerance. Remember to combine statistical insights from VFAS with price action, support/resistance levels, and your overall market outlook for optimal results.
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