Jose's Rolling VWAP with BandsRolling VWAP with Customizable Deviation Bands
This indicator plots a rolling Volume Weighted Average Price (VWAP) over a user-defined lookback period, rather than resetting each day or from a fixed anchor point. The rolling calculation makes it act more like a moving average — but weighted by volume — providing a smoother, more adaptive central price line.
It also includes up to three optional deviation bands, which can be independently toggled on/off and assigned their own multipliers. These bands are calculated using the chosen lookback’s standard deviation, giving traders a quick visual of price dispersion around VWAP.
Features:
Adjustable rolling VWAP lookback length
Up to 3 customizable standard deviation bands
Individual checkboxes for enabling/disabling each band
Independent multiplier control for each band
Works on any timeframe and symbol
Uses:
Identify overextended price moves relative to VWAP
Spot dynamic support/resistance zones
Gauge mean reversion opportunities
Confirm trend strength when price hugs or breaks away from VWAP
Hacim
Evening Star Detector (VDS)This is a great indicator for a reversal. After the close of the previous Evening star candle, expect a position for the next fifteen minutes in the opposite direction. This is a method that was discovered by @VicDamoneSean on twitter. Created by @dani_spx7 and @yan_dondotta on twitter. This indicator has been back tested.
Piman2077: Previous Day Volume Profile levelsPrevious Day Volume Profile Indicator
Description:
Previous Day Volume Profile Indicator plots the previous trading session’s Volume Profile key levels directly on your chart, providing clear reference points for intraday trading. This indicator calculates the Value Area High (VAH), Value Area Low (VAL), and Point of Control (POC) from the prior session and projects them across the current trading day, helping traders identify potential support, resistance, and high-volume zones.
Features:
Calculates previous day VAH, VAL, and POC based on a user-defined session (default 09:30–16:00).
Uses Volume Profile bins for precise distribution calculation.
Fully customizable line colors for VAH, VAL, and POC.
Lines extend across the current session for easy intraday reference.
Works on any timeframe, optimized for 1-minute charts for precision.
Optional toggles to show/hide VAH, VAL, and POC individually.
Inputs:
Session Time: Define the trading session for which the volume profile is calculated.
Profile Bins: Number of price intervals used to divide the session range.
Value Area %: Percentage of volume to include in the value area (default 68%).
Show POC / VAH & VAL: Toggle visibility of each level.
Line Colors: Customize VAH, VAL, and POC colors.
Use Cases:
Identify previous session support and resistance levels for intraday trading.
Gauge areas of high liquidity and potential market reaction zones.
Combine with other indicators or price action strategies for improved entries and exits.
Recommended Timeframe:
Works on all timeframes; best used on 1-minute or 5-minute charts for precise intraday analysis.
Rolling VWAP 7D/30D/90D/180D/365DI love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you I love you
High Volume SessionES
High Volume Session — Indicador multi-sesión con niveles persistentes
Este indicador detecta la vela con mayor volumen dentro de sesiones definidas por el usuario y traza sus niveles clave:
- High, Low y Mid (50%) de la vela con mayor volumen.
- Compatible con hasta 4 sesiones independientes, cada una con su propio rango horario, color y timeframe de cálculo.
- Los niveles se mantienen visibles hasta que inicia la siguiente sesión, permitiendo una lectura clara y continua.
- El cálculo se realiza en el timeframe que elijas, independientemente del gráfico actual.
- Estructura optimizada con arrays y lógica modular para máxima eficiencia y escalabilidad.
Ideal para traders que analizan apertura de mercado, bloques institucionales, o zonas de interés basadas en volumen.
EN
High Volume Session — Multi-session indicator with persistent levels
This indicator identifies the highest-volume candle within user-defined sessions and plots its key levels:
- High, Low, and Midpoint (50%) of the highest-volume candle
- Supports up to 4 independent sessions, each with customizable time range, color, and calculation timeframe
- Levels remain visible until the next session begins, ensuring clear and continuous visual tracking
- Calculations are performed on the selected timeframe, independent of the chart’s resolution
- Optimized with arrays and modular logic for maximum efficiency and scalability
Perfect for traders analyzing market opens, institutional blocks, or volume-based zones of interest.
Advanced VWAP CalendarThe Advanced VWAP Calendar is a designed to plot Volume Weighted Average Price (VWAP) lines anchored to user-defined and preset time periods, including weekly, monthly, quarterly, and custom anchors. As of August 15, 2025, this indicator provides traders with a robust tool for analyzing price trends relative to volume-weighted averages, with clear labeling and extensive customization options. Below is a summary of its key features and functionality, with technical details and code references updated to focus on user-facing behavior and presentation, while preserving all other aspects of the original summary.
Key Features
Multiple Time Period VWAPs:
Weekly VWAPs: Supports up to five VWAPs for a user-selected month and year, starting at midnight each Monday (e.g., W1 Aug 2025, W2 Aug 2025). Enabled via a single toggle, with anchors automatically set to the first Monday of the chosen month.
Monthly VWAPs: Plots VWAPs for all 12 months of a selected year (e.g., Jan 2025, Feb 2025) or a single user-specified month/year. Labels use month abbreviations (e.g., "Aug 2025").
Quarterly VWAPs: Covers four quarters of a selected year (e.g., Q1 2025, Q2 2025), with options to enable all quarters or individual ones (Q1–Q4).
Legacy VWAPs: Provides monthly and quarterly VWAPs for a user-selected legacy year (e.g., 2024), labeled with a "Legacy" prefix (e.g., "Legacy Jan 2024," "Legacy Q1 2024"), with similar enablement options.
Custom VWAPs: Includes 10 fully customizable VWAPs, each with user-defined anchor times, labels (e.g., "Q1 2025"), colors, line widths (1–5), text colors, bubble styles, text sizes (8–40), and background options.
Clear and Dynamic Labeling:
Labels appear to the right of the chart, showing the VWAP value (e.g., "Q1 2025 123.45").
Weekly labels follow a "W# Month Year" format (e.g., "W1 Aug 2025").
Monthly labels use abbreviated months (e.g., "Aug 2025"), while quarterly labels use "Q# Year" (e.g., "Q3 2025").
Legacy labels include a "Legacy" prefix (e.g., "Legacy Q1 2024").
Labels support customizable text sizes (tiny to huge) and can be displayed with or without a background, with optional bubble styles.
Flexible Customization:
Each VWAP can be enabled or disabled independently, with user inputs for anchor times, labels, and visual properties.
Colors are predefined for weekly (red, orange, blue, green, purple), monthly (varied), quarterly (red, blue, green, yellow), and legacy VWAPs, but custom VWAPs allow any color selection.
Line widths and text sizes are adjustable, ensuring visual clarity and chart readability.
This indicator was a dual effort, code was heavily contributed in effort by AzDxB, major credit and THANKS goes to him www.tradingview.com
VWAP Bands Pro - Session Based by kobiko3030
📊 Advanced Professional Trading Indicator
VWAP Bands Pro is an advanced indicator that combines the power of VWAP with 4 dynamic bands for precise identification of support and resistance zones. This indicator is designed for professional traders who want deep and accurate market movement analysis.
✨ Key Features
🎯 Smart VWAP Bands
4 adjustable bands based on standard deviation
Optional band 4 hiding for beginner traders
Precise calculation based on volume-weighted price
🌏 Global Session Support
New York Session (9:30 EST)
Asia Session (18:00 EST)
Automatic reset at the beginning of each session
📱 Flexible User Interface
Dynamic labels (V, VR1-4, VS1-4)
Custom color selection
Adjustable line thickness for each band
Multiple display modes
🔔 Advanced Alert System
VWAP breakout alerts
Alerts for all bands (3 & 4)
Clear and precise messages
🛠️ Customization Options
Band Settings
Standard deviation multipliers: 1.0, 2.0, 3.0, 4.0 (default)
Each band independently adjustable
Range: 0.1 to 5.0
Display Settings
Continuous trading start - display from session beginning
Limited candle count - show last X candles
Current day only - no historical data
Visual Design
VWAP, support, and resistance colors
Individual line thickness
Hideable labels
📈 Trading Strategies
Support and Resistance Zones
VS1-VS4: Support bands (green)
VR1-VR4: Resistance bands (red)
V: Central VWAP line
Entry Points
Breakouts above/below VWAP
Bounces from outer bands
Band retests
Risk Management
Use bands as Stop Loss levels
Identify oversold/overbought zones
Adapt to different market conditions
🎖️ Indicator Advantages
✅ Precise calculation based on volume weighting
✅ Complete flexibility in customization
✅ Global session support
✅ User-friendly interface
✅ Built-in alert system
✅ Suitable for all trading styles
📋 Usage Instructions
Add the indicator to your chart
Select trading session (New York/Asia)
Adjust bands according to your trading style
Set up alerts for important breakouts
Start trading with precise key zone identification
💡 Trading Tips
Use outer bands to identify extremes
Combine with additional indicators for confirmation
Adjust bands to asset volatility
Follow alerts to spot opportunities
Consider session-specific behavior patterns
🔧 Technical Specifications
Pine Script Version: 5
Overlay: Yes
Timeframe: All timeframes supported
Markets: Suitable for all markets (Forex, Stocks, Crypto, Futures)
Session Support: New York & Asia with EST timezone
Volume Calculation: HLC3 * Volume weighted
📊 What Makes This Different
Unlike standard VWAP indicators, this pro version offers:
Session-based reset for intraday precision
4 customizable bands instead of basic 2
Professional labeling system for quick identification
Advanced alert conditions for all key levels
Flexible display options for different trading approaches
⚡ Performance Features
Efficient calculation - minimal lag
Clean visual design - no chart clutter
Responsive labels - update in real-time
Session breaks - clear visual separation
Volume validation - ensures accurate VWAP calculation
Heikin Ashi Doji with High VolumeThis indicator detects Heikin Ashi Doji candles that occur on unusually high volume.
A bar is marked when:
The Heikin Ashi candle body is small relative to the total range (below a configurable percentage threshold).
The volume is greater than a moving average of volume multiplied by a configurable factor.
Features:
Adjustable Doji body threshold (% of total range).
Adjustable volume MA length and volume multiplier.
Displays a gray circle below bars that meet both conditions.
Built-in alert condition so you can receive notifications when a high-volume Doji appears.
Usage Ideas:
High-volume Doji candles can indicate market indecision at key turning points. Combined with other analysis (e.g., support/resistance, VWAP, or trend tools), these signals can help identify potential reversals or pauses in price movement.
Note:
This tool uses Heikin Ashi calculations internally regardless of your chart’s candle type. The plotted dots correspond to the Heikin Ashi candle conditions, not the raw chart candles.
Volume Stack with Dollar Volume ScoreThis script is designed to analyze candles for buy/sell pressure, volume flows, and generate intuitive emoji-based signals. Its core function is to help traders visually and quantitatively interpret price and volume behavior for potential bullish, bearish, or neutral market states.
Key Features and Logic
Price Range Analysis: Calculates the candle's price range and determines the proportion of volume attributed to buyers and sellers using buy_percent and sell_percent.
Market State Classification:
Bullish/Bearish/Neutral: Based on buy/sell percentage comparisons.
Strong Signals: Flags when buy/sell pressure exceeds defined thresholds (≥0.75).
Transitions: Detects when states shift sharply (e.g., from bull to strong bear).
Visual Cue System:
Uses different emojis (📈, 📉, 🚀, 🔥, 💎, 💀, ❌) to mark normal, strong, transition, and neutral signals for easy chart interpretation.
Dollar Volume Calculation: Multiplies close price by volume to derive "dollar volume" per bar. Normalizes this with a moving average for context-sensitive spike detection.
Scoring Mechanism:
Dollar Volume Score: Evaluates the normalized change in dollar volume, assigning scores for strong (±2), mild (±1), or neutral (0) changes.
Buy/Sell Pressure Score: Calculates a simple pressure score based on buy/sell proportions for each candle.
Composite Score: Combines both scores to define the overall bullish/bearish/neutral state.
State & Emoji Plotting:
Plots respective emojis at the chart bottom depending on composite score and state (bullish, bearish, strong moves, transitions, neutral).
Alerts:
Sends alerts for key transitions (like bull-to-strong-bear), strong moves, and neutral states, aiding automated signal handling and decision-making.
What This Script Helps You Achieve
Quick Visual Insights: Instantly see important market states and transitions with chart emojis.
Volume Context Awareness: Incorporates both price action and normalized volume changes for more reliable signals.
Automated Alerts: Supports smart trading decisions via pop-up notifications on major shifts or important conditions.
This script provides a layered analysis approach for volume and price action, blending quantifiable scores with intuitive chart markers and automated alerts, making it highly suited for traders who rely on both visual and quantitative cues in their strategy.
Projected 65min VolumeThe script provides relative volume for the first 5min candle after its close vs 14 avg and estimates projected volume for the first 65min candle in the trading session vs avg value.
!!!The indicator is designed to work only at 5min TF!!!
VWAP Session and NY CashAuto Anchored VWAPs with Label options
Session starts at 1800 EST
Cash Open or NY Session starts 0930 EST
Market Pulse Lite (RSI+MACD+EMAs+Vol+BTC.D+DXY)To use with de RSI 4h Strategy by M. Lolas, to confirm by and sell in the RSI range 4H. Make sense.
New RSI📌 New RSI
The New RSI is a modern, enhanced version of the classic RSI created in 1978 — redesigned for today’s fast-moving markets, where algorithmic trading and AI dominate price action.
This indicator combines:
Adaptive RSI: Adjusts its calculation length in real time based on market volatility, making it more responsive during high volatility and smoother during calm periods.
Dynamic Bands: Upper and lower bands calculated from historical RSI volatility, helping you spot overbought/oversold conditions with greater accuracy.
Trend & Regime Filters: EMA and ADX-based detection to confirm signals only in favorable market conditions.
Volume Confirmation: Signals appear only when high trading volume supports the move — green volume for bullish setups and red volume for bearish setups — filtering out weak and unreliable trades.
💡 How it works:
A LONG signal appears when RSI crosses above the lower band and the volume is high with a bullish candle.
A SHORT signal appears when RSI crosses below the upper band and the volume is high with a bearish candle.
Trend and higher timeframe filters (optional) can help improve precision and adapt to different trading styles.
✅ Best Use Cases:
Identify high-probability reversals or pullbacks with strong momentum confirmation.
Avoid false signals by trading only when volume validates the move.
Combine with your own support/resistance or price action strategy for even higher accuracy.
⚙️ Fully Customizable:
Adjustable RSI settings (length, volatility adaptation, smoothing)
Dynamic band sensitivity
Volume threshold multiplier
Higher timeframe RSI filter
Color-coded background for market regime visualization
This is not just another RSI — it’s a complete, next-gen momentum tool designed for traders who want accuracy, adaptability, and confirmation in every signal.
XAUUSD Strength Dashboard with VolumeXAUUSD Strength Dashboard with Volume Analysis
📌 Description
This advanced Pine Script indicator provides a multi-timeframe dashboard for XAUUSD (Gold vs. USD), combining price action analysis with volume confirmation to generate high-probability trading signals. It detects:
✅ Break of Structure (BOS)
✅ Fair Value Gaps (FVG)
✅ Change of Character (CHOCH)
✅ Trendline Breaks (9/21 SMA Crossover)
✅ Volume Spikes (Confirmation of Strength)
The dashboard displays strength scores (0-100%) and action recommendations (Strong Buy/Buy/Neutral/Sell/Strong Sell) across multiple timeframes, helping traders identify confluences for better trade decisions.
🎯 How It Works
1. Multi-Timeframe Analysis
Fetches data from 1m, 5m, 15m, 30m, 1h, 4h, Daily, and Weekly timeframes.
Compares trend direction, BOS, FVG, CHOCH, and volume spikes across all timeframes.
2. Volume-Confirmed Strength Score
The Strength Score (0-100%) is calculated using:
Trend Direction (25 points) → 9 SMA vs. 21 SMA
Break of Structure (20 points) → New highs/lows with momentum
Fair Value Gaps (10 points) → Imbalance zones
Change of Character (10 points) → Shift in market structure
Trendline Break (20 points) → SMA crossover confirmation
Volume Spike (15 points) → High volume confirms moves
Score Interpretation:
≥75% → Strong Buy (High confidence bullish move)
60-74% → Buy (Bullish but weaker confirmation)
40-59% → Neutral (No strong bias)
25-39% → Sell (Bearish but weaker confirmation)
≤25% → Strong Sell (High confidence bearish move)
3. Dashboard & Chart Markers
Dashboard Table: Shows Trend, BOS, Volume, CHOCH, TL Break, Strength %, Key Level, and Action for each timeframe.
Chart Markers:
🟢 Green Triangles → Bullish BOS
🔴 Red Triangles → Bearish BOS
🟢 Green Circles → Bullish CHOCH
🔴 Red Circles → Bearish CHOCH
📈 Green Arrows → Bullish Trendline Break
📉 Red Arrows → Bearish Trendline Break
"Vol↑" (Lime) → Bullish Volume Spike
"Vol↓" (Maroon) → Bearish Volume Spike
🚀 How to Use
1. Dashboard Interpretation
Higher Timeframes (D/W) → Show the dominant trend.
Lower Timeframes (1m-4h) → Help with entry timing.
Strength Score ≥75% or ≤25% → Look for high-confidence trades.
Volume Spikes → Confirm breakouts/reversals.
2. Trading Strategy
📈 Long (Buy) Setup:
Higher TFs (D/W/4h) show bullish trend (↑).
Current TF has BOS & Volume Spike.
Strength Score ≥60%.
Key Level (Low) holds as support.
📉 Short (Sell) Setup:
Higher TFs (D/W/4h) show bearish trend (↓).
Current TF has BOS & Volume Spike.
Strength Score ≤40%.
Key Level (High) holds as resistance.
3. Customization
Adjust Volume Spike Multiplier (Default: 1.5x) → Controls sensitivity to volume spikes.
Toggle Timeframes → Enable/disable higher/lower timeframes.
🔑 Key Benefits
✔ Multi-Timeframe Confluence → Avoids false signals.
✔ Volume Confirmation → Filters low-quality breakouts.
✔ Clear Strength Scoring → Removes emotional bias.
✔ Visual Chart Markers → Easy to spot key signals.
This indicator is ideal for gold traders who follow institutional order flow, market structure, and volume analysis to improve their trading decisions.
🎯 Best Used With:
Support/Resistance Levels
Fibonacci Retracements
Price Action Confirmation
🚀 Happy Trading! 🚀
MistaB SMC Navigation ToolkitMistaB SMC Navigation Toolkit
A complete Smart Money Concepts (SMC) toolkit designed for precision navigation of market structure, order flow, and premium/discount trading zones. Perfect for traders following ICT-style concepts and multi-timeframe confluence.
Features
✅ Order Blocks (OBs)
• Automatic bullish & bearish OB detection
• Optional displacement & high-volume filters
• Midline display for quick equilibrium view
• Auto-expiry and broken OB cleanup
✅ Fair Value Gaps (FVGs)
• Bullish & bearish gap detection
• HTF bias filtering for higher accuracy
• Compact boxes with labels
• Automatic removal when filled
✅ Market Structure (BoS / CHoCH)
• Fractal-based swing detection
• Break of Structure & Change of Character labeling
• Dynamic HTF bias dimming
✅ Premium / Discount Zones
• Auto-calculated mid-level
• Highlighted zones for optimal trade placement
✅ Higher Timeframe (HTF) Confirmation
• Configurable confirmation timeframe
• On-chart HTF status label (Bullish / Bearish / Not Required)
✅ Automatic Cleanup System
• Fast or delayed cleanup for expired/broken zones
• Dimmed colors for invalidated levels
How to Use
Set your preferred HTF in the settings.
Look for OB/FVGs aligned with HTF bias.
Enter in discount zones for longs or premium zones for shorts.
Confirm with BoS / CHoCH signals before entry.
Manage trades towards opposing liquidity zones or HTF levels.
Disclaimer
This indicator is for educational purposes only. It does not provide financial advice or guarantee future results. Always practice proper risk management and test thoroughly before live trading.
Average hourly move by @zeusbottradingThis Pine Script called "Average hourly move by @zeusbottrading" calculates and displays the average percentage price movement for each hour of the day using the full available historical data.
How the script works:
It tracks the high and low price within each full hour (e.g., 10:00–10:59).
It calculates the percentage move as the range between high and low relative to the average price during that hour.
For each hour of the day, it stores the total of all recorded moves and the count of occurrences across the full history.
At the end, the script computes the average move for each hour (0 to 23) and determines the minimum and maximum averages.
Using these values, it creates a color gradient, where the hours with the lowest average volatility are red and the highest are green.
It then displays a table in the top-right corner of the chart showing each hour and its average percentage move, color‑coded according to volatility.
What it can be used for:
Identifying when the market is historically most volatile or calm during the day.
Helping plan trade entries and exits based on expected volatility.
Comparing hourly volatility patterns across different markets or instruments.
Adjusting position size and risk management according to the anticipated volatility in a particular hour.
Using long-term historical data to understand recurring daily volatility patterns.
In short, this script is a useful tool for traders who want to fine‑tune their trading strategies and risk management by analyzing time‑based volatility profiles.
CVD Daily High/Low Breakout StrategyThis script implements a breakout-based approach using Cumulative Volume Delta (CVD) alongside price action, designed for educational and analytical purposes on TradingView charts. It plots CVD as a candle chart and draws horizontal lines for session highs and lows in CVD and price, which are used to identify potential breakout points. Entries are triggered when both CVD and price break these levels, confirmed by swing patterns, EMA alignment, and multi-timeframe Supertrend direction. Exits are managed with a user-defined risk-reward ratio and stop-loss based on recent swings.
Key Components:
CVD Calculation: Utilizes TradingView's ta.requestVolumeDelta to approximate volume delta from lower timeframes, plotted as candles for visual analysis.
Session Management: Starts a new session at a user-specified UTC time (default 22:00), tracking highs/lows in CVD and price until an EMA cross ends the session.
Breakout Logic: Requires dual confirmation (CVD and price breakout) with a delta proportion check to filter outliers.
Filters: Incorporates swing high/low detection with candlestick patterns (e.g., hammers, engulfing) for stop placement, and Supertrend on two higher timeframes (default H1 and H4) for trend alignment.
Table Display: Shows Supertrend trends from the selected timeframes in a top-right table for quick reference.
Inputs:
Anchor Period: Timeframe for CVD reset (default "1D").
EMA Length: Period for the EMA used in session ending (default 200).
Start Time (UTC): Hour and minute to begin daily sessions (default 22:00).
Pivot Length: Bars for swing detection (default 5).
Risk Reward Ratio: Multiplier for take-profit relative to stop-loss (default 1.0).
Supertrend Settings: Source (close), ATR period (10), multiplier (3.0), and two timeframes (60m, 240m).
Line Colors/Width: Customizable for high/low CVD lines.
This script is intended solely for informational and educational use to explore volume delta and breakout concepts. It does not constitute financial, investment, trading, or any other type of advice or recommendation. Past performance, including any backtest results, is not indicative of future results, and trading involves substantial risks, including the potential for significant losses. Users should conduct their own research, consult qualified financial professionals, and consider their individual financial situation before making any trading decisions. TradingView does not endorse this script or its content, and neither the author nor TradingView is liable for any losses incurred from its use. All trading activities are at your own risk.
EMA Momentum Trading Indicator testthis is a test script for a momentum trading strategy it shows how repainting and look ahead bias can effect an indicator performance
Information-Geometric Market DynamicsInformation-Geometric Market Dynamics
The Information Field: A Geometric Approach to Market Dynamics
By: DskyzInvestments
Foreword: Beyond the Shadows on the Wall
If you have traded for any length of time, you know " the feeling ." It is the frustration of a perfect setup that fails, the whipsaw that stops you out just before the real move, the nagging sense that the chart is telling you only half the story. For decades, technical analysis has relied on interpreting the shadows—the patterns left behind by price. We draw lines on these shadows, apply indicators to them, and hope they reveal the future.
But what if we could stop looking at the shadows and, instead, analyze the object casting them?
This script introduces a new paradigm for market analysis: Information-Geometric Market Dynamics (IGMD) . The core premise of IGMD is that the price chart is merely a one-dimensional projection of a much richer, higher-dimensional reality—an " information field " generated by the collective actions and beliefs of all market participants.
This is not just another collection of indicators. It is a unified framework for measuring the geometry of the market's information field—its memory, its complexity, its uncertainty, its causal flows—and making high-probability decisions based on that deeper reality. By fusing advanced mathematical and informational concepts, IGMD provides a multi-faceted lens through which to view market behavior, moving beyond simple price action into the very structure of market information itself.
Prepare to move beyond the flatland of the price chart. Welcome to the information field.
The IGMD Framework: A Multi-Kernel Approach
What is a Kernel? The Heart of Transformation
In mathematics and data science, a kernel is a powerful and elegant concept. At its core, a kernel is a function that takes complex, often inscrutable data and transforms it into a more useful format. Think of it as a specialized lens or a mathematical "probe." You cannot directly measure abstract concepts like "market memory" or "trend quality" by looking at a price number. First, you must process the raw price data through a specific mathematical machine—a kernel—that is designed to output a measurement of that specific property. Kernels operate by performing a sort of "similarity test," projecting data into a higher-dimensional space where hidden patterns and relationships become visible and measurable.
Why do creators use them? We use kernels to extract features —meaningful pieces of information—that are not explicitly present in the raw data. They are the essential tools for moving beyond surface-level analysis into the very DNA of market behavior. A simple moving average can tell you the average price; a suite of well-chosen kernels can tell you about the character of the price action itself.
The Alchemist's Challenge: The Art of Fusion
Using a single kernel is a challenge. Using five distinct, computationally demanding mathematical engines in unison is an immense undertaking. The true difficulty—and artistry—lies not just in using one kernel, but in fusing the outputs of many . Each kernel provides a different perspective, and they can often give conflicting signals. One kernel might detect a strong trend, while another signals rising chaos and uncertainty. The IGMD script's greatest strength is its ability to act as this alchemist, synthesizing these disparate viewpoints through a weighted fusion process to produce a single, coherent picture of the market's state. It required countless hours of testing and calibration to balance the influence of these five distinct analytical engines so they work in harmony rather than cacophony.
The Five Kernels of Market Dynamics
The IGMD script is built upon a foundation of five distinct kernels, each chosen to probe a unique and critical dimension of the market's information field.
1. The Wavelet Kernel (The "Microscope")
What it is: The Wavelet Kernel is a signal processing function designed to decompose a signal into different frequency scales. Unlike a Fourier Transform that analyzes the entire signal at once, the wavelet slides across the data, providing information about both what frequencies are present and when they occurred.
The Kernels I Use:
Haar Kernel: The simplest wavelet, a square-wave shape defined by the coefficients . It excels at detecting sharp, sudden changes.
Daubechies 2 (db2) Kernel: A more complex and smoother wavelet shape that provides a better balance for analyzing the nuanced ebb and flow of typical market trends.
How it Works in the Script: This kernel is applied iteratively. It first separates the finest "noise" (detail d1) from the first level of trend (approximation a1). It then takes the trend a1 and repeats the process, extracting the next level of cycle (d2) and trend (a2), and so on. This hierarchical decomposition allows us to separate short-term noise from the long-term market "thesis."
2. The Hurst Exponent Kernel (The "Memory Gauge")
What it is: The Hurst Exponent is derived from a statistical analysis kernel that measures the "long-term memory" or persistence of a time series. It is the definitive measure of whether a series is trending (H > 0.5), mean-reverting (H < 0.5), or random (H = 0.5).
How it Works in the Script: The script employs a method based on Rescaled Range (R/S) analysis. It calculates the average range of price movements over increasingly larger time lags (m1, m2, m4, m8...). The slope of the line plotting log(range) vs. log(lag) is the Hurst Exponent. Applying this complex statistical analysis not to the raw price, but to the clean, wavelet-decomposed trend lines, is a key innovation of IGMD.
3. The Fractal Dimension Kernel (The "Complexity Compass")
What it is: This kernel measures the geometric complexity or "jaggedness" of a price path, based on the principles of fractal geometry. A straight line has a dimension of 1; a chaotic, space-filling line approaches a dimension of 2.
How it Works in the Script: We use a version based on Ehlers' Fractal Dimension Index (FDI). It calculates the rate of price change over a full lookback period (N3) and compares it to the sum of the rates of change over the two halves of that period (N1 + N2). The formula d = (log(N1 + N2) - log(N3)) / log(2) quantifies how much "longer" and more convoluted the price path was than a simple straight line. This kernel is our primary filter for tradeable (low complexity) vs. untradeable (high complexity) conditions.
4. The Shannon Entropy Kernel (The "Uncertainty Meter")
What it is: This kernel comes from Information Theory and provides the purest mathematical measure of information, surprise, or uncertainty within a system. It is not a measure of volatility; a market moving predictably up by 10 points every bar has high volatility but zero entropy .
How it Works in the Script: The script normalizes price returns by the ATR, categorizes them into a discrete number of "bins" over a lookback window, and forms a probability distribution. The Shannon Entropy H = -Σ(p_i * log(p_i)) is calculated from this distribution. A low H means returns are predictable. A high H means returns are chaotic. This kernel is our ultimate gauge of market conviction.
5. The Transfer Entropy Kernel (The "Causality Probe")
What it is: This is by far the most advanced and computationally intensive kernel in the script. Transfer Entropy is a non-parametric measure of directed information flow between two time series. It moves beyond correlation to ask: "Does knowing the past of Volume genuinely reduce our uncertainty about the future of Price?"
How it Works in the Script: To make this work, the script discretizes both price returns and the chosen "driver" (e.g., OBV) into three states: "up," "down," or "neutral." It then builds complex conditional probability tables to measure the flow of information in both directions. The Net Transfer Entropy (TE Driver→Price minus TE Price→Driver) gives us a direct measure of causality . A positive score means the driver is leading price, confirming the validity of the move. This is a profound leap beyond traditional indicator analysis.
Chapter 3: Fusion & Interpretation - The Field Score & Dashboard
Each kernel is a specialist providing a piece of the puzzle. The Field Score is where they are fused into a single, comprehensive reading. It's a weighted sum of the normalized scores from all five kernels, producing a single number from -1 (maximum bearish information field) to +1 (maximum bullish information field). This is the ultimate "at-a-glance" metric for the market's net state, and it is interpreted through the dashboard.
The Dashboard: Your Mission Control
Field Score & Regime: The master metric and its plain-English interpretation ("Uptrend Field", "Downtrend Field", "Transitional").
Kernel Readouts (Wave Align, H(w), FDI, etc.): The live scores of each individual kernel. This allows you to see why the Field Score is what it is. A high Field Score with all components in agreement (all green or red) is a state of High Coherence and represents a high-quality setup.
Market Context: Standard metrics like RSI and Volume for additional confluence.
Signals: The raw and adjusted confluence counts and the final, calculated probability scores for potential long and short entries.
Pattern: Shows the dominant candlestick pattern detected within the currently forming APEX range box and its calculated confidence percentage.
Chapter 4: Mastering the Controls - The Inputs Menu
Every parameter is a lever to fine-tune the IGMD engine.
📊 Wavelet Transform: Kernel ( Haar for sharp moves, db2 for smooth trends) and Scales (depth of analysis) let you tune the script's core microscope to your asset's personality.
📈 Hurst Exponent: The Window determines if you're assessing short-term or long-term market memory.
🔍 Fractal Dimension & ⚡ Entropy Volatility: Adjust the lookback windows to make these kernels more or less sensitive to recent price action. Always keep "Normalize by ATR" enabled for Entropy for consistent results.
🔄 Transfer Entropy: Driver lets you choose what causal force to measure (e.g., OBV, Volume, or even an external symbol like VIX). The throttle setting is a crucial performance tool, allowing you to balance precision with script speed.
⚡ Field Fusion • Weights: This is where you can customize the model's "brain." Increase the weights for the kernels that best align with your trading philosophy (e.g., w_hurst for trend followers, w_fdi for chop avoiders).
📊 Signal Engine: Mode offers presets from Conservative to Aggressive . Min Confluence sets your evidence threshold. Dynamic Confluence is a powerful feature that automatically adapts this threshold to the market regime.
🎨 Visuals & 📏 Support/Resistance: These inputs give you full control over the chart's appearance, allowing you to toggle every visual element for a setup that is as clean or as data-rich as you desire.
Chapter 5: Reading the Battlefield - On-Chart Visuals
Pattern Boxes (The Large Rectangles): These are not simple range boxes. They appear when the Field Score crosses a significance threshold, signaling a potential ignition point.
Color: The color reflects the dominant candlestick pattern that has occurred within that box's duration (e.g., green for Bull Engulf).
Label: Displays the dominant pattern, its duration in bars, and a calculated Confidence % based on field strength and pattern clarity.
Bar Pattern Boxes (The Small Boxes): If enabled, these highlight individual, significant candlestick patterns ( BE for Bull Engulf, H for Hammer) on a bar-by-bar basis.
Signal Markers (▲ and ▼): These appear only when the Signal Engine's criteria are all met. The number is the calculated Probability Score .
RR Rails (Dashed Lines): When a signal appears, these lines automatically plot the Entry, Stop Loss (based on ATR), and two Take Profit targets (based on Risk/Reward ratios). They dynamically break and disappear as price touches each level.
Support & Resistance Lines: Plots of the highest high ( Resistance ) and lowest low ( Support ) over a lookback, providing key structural levels.
Chapter 6: Development Philosophy & A Final Word
One single question: " What is the market really doing? " It represents a triumph of complexity, blending concepts from signal processing, chaos theory, and information theory into a cohesive framework. It is offered for educational and analytical purposes and does not constitute financial advice. Its goal is to elevate your analysis from interpreting flat shadows to measuring the rich, geometric reality of the market's information field.
As the great mathematician Benoit Mandelbrot , father of fractal geometry, noted:
"Clouds are not spheres, mountains are not cones, coastlines are not circles, and bark is not smooth, nor does lightning travel in a straight line."
Neither does the market. IGMD is a tool designed to navigate that beautiful, complex, and fractal reality.
— Dskyz, Trade with insight. Trade with anticipation.
Volume Rotor Clock [hapharmonic]🕰️ Volume Rotor Clock
The Volume Rotor Clock is an indicator that separates buy and sell volume, compiling these volumes over a recent number of bars or a specified past period, as defined by the user. This helps to reveal accumulation (buying) or distribution (selling) behavior, showing which side has superior volume. With its unique and beautiful display, the Volume Rotor Clock is more than just a timepiece; it's a dynamic dashboard that visualizes the buying and selling pressure of your favorite symbols, all wrapped in an elegant and fully customizable interface.
Instead of just tracking price, this indicator focuses on the engine behind the movement: volume. It helps you instantly identify which assets are under accumulation (buying) and which are under distribution (selling).
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🎨 20 Pre-configured Templates
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🧐 Interpreting the Clock Display
The interface is designed to give you multiple layers of information at a glance. Let's break down what each part represents.
1. The Main Clock Hands (Current Chart Symbol)
The clock hands—hour, minute, and second—are dedicated to the symbol on your current active chart .
Minute Hand: Displays the base currency of the current symbol (e.g., USDT, USD) at its tip.
Hour Hand: Displays the percentage of the winning volume side (buy vs. sell) at its tip.
Color Gauge: The color of the text characters at the tip of both the hour and minute hands acts as your primary volume gauge for the current symbol.
If buy volume is dominant , the text will be green .
If sell volume is dominant , the text will be red .
Tooltip: Hovering your mouse over the text at the tip of the hour or minute or other spherical elements hand will reveal a detailed tooltip with the precise Buy Volume, Sell Volume, Total Volume, Buy %, and Sell % for the current chart's symbol.
2. The Volume Scanner: Bulls & Bears (Symbols Inside the Clock) 🐂🐻
The circular symbols scattered inside the clock face are your multi-symbol volume scanner. They represent the assets you've selected in the indicator's settings.
Green Circles (Bulls - Upper Half): These represent symbols from your list where the total buy volume is greater than the total sell volume over the defined "Lookback" period. They are considered to be under bullish accumulation. The size of the circle and its text grows larger as the buy percentage becomes more dominant. The percentage shown within the circle represents the buy volume's share of the total volume, calculated over the 'Lookback (Bars)' you've set.
Red Circles (Bears - Lower Half): These represent symbols where the total sell volume is greater than the total buy volume. They are considered to be under bearish distribution or selling pressure. The size of the circle indicates the dominance of the sell-side volume. The percentage shown within the circle represents the sell volume's share of the total volume, calculated over the 'Lookback (Bars)' you've set.
3. The Bullish Watchlist (Symbols Above the Clock) ⭐
The symbols arranged neatly along the top edge of the clock are the "best of the bulls." They are symbols that are not only bullish but have also passed an additional, powerful strength filter.
What it Means: A symbol appears here when it shows signs of sustained, high-volume buying interest . It's a way to filter out noise and focus on assets with potentially significant accumulation phases.
The Filter Logic: For a bullish symbol (where total buy volume > total sell volume) to be promoted to the watchlist, its trading volume must meet specific criteria based on this formula:
ta.barssince(not(volume > ta.sma(volume, X))) >= Y
In plain English, this means: The indicator checks how many consecutive bars the `volume` has been greater than its `X`-bar Simple Moving Average (`ta.sma(volume, X)`). If this count is greater than or equal to `Y` bars, the condition is met.
(You can configure `X` (Volume MA Length) and `Y` (Consecutive Days Above MA) in the settings.)
Why it's Useful: This filter is powerful because it looks for consistency . A single spike in volume can be an anomaly. However, when an asset's volume remains consistently above its recent average for several consecutive days, it strongly suggests that larger players or a significant portion of the market are actively accumulating the asset. This sustained interest can often precede a significant upward price trend.
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⚙️ Indicator Settings Explained
The Volume Rotor Clock is highly customizable. Here’s a detailed walkthrough of every setting available in the "Inputs" tab.
🎨 Color Scheme
This group allows you to control the entire aesthetic of the clock.
Template: Choose from a wide variety of professionally designed color themes.
Use Template: A simple checkbox to switch between using a pre-designed theme and creating your own.
`Checked`: You can select a theme from the dropdown menu, which offers 20 unique templates like "Cyberpunk Neon" or "Forest Green". All custom color settings below will be disabled (grayed out and unclickable).
`Unchecked`: The template dropdown is disabled, and you gain full control over every color element in the sections below.
🖌️ Custom Appearance & Colors
These settings are only active when "Use Template" is unchecked.
Flame Head / Tail: Sets the start and end colors for the dynamic flame effect that traces the clock's border, representing the second hand.
Numbers / Main Numbers: Customize the color of the regular hour numbers (1, 2, 4, 5...) and the main cardinal numbers (3, 6, 9, 12).
Sunburst Colors (1-6): Controls the six colors used in the gradient background for the "sunburst" effect inside the clock face.
Hands & Digital: Fine-tune the colors for the Hour/Minute Hand, Second Hand, central Pivot point, and the digital time display.
Chain Color / Width: Customize the appearance of the two chains holding the clock.
📡 Volume Scanner
Control the behavior of the multi-symbol scanner.
Show Scanner Labels: A master switch to show or hide all the bull/bear symbol circles inside the clock.
Lookback (Bars): A crucial setting that defines the calculation period for buy/sell volume for all scanned symbols. The calculation is a sum over the specified number of recent bars.
`0`: Calculates using the current bar only .
`7`: Calculates the sum of volume over the last 8 bars (the current bar + 7 historical bars).
Symbols List: Here you can enable/disable up to 20 slots and input the ticker for each symbol you want to scan (e.g., BINANCE:BTCUSDT , NASDAQ:AAPL ).
⭐ Bullish Watchlist Filter
Configure the criteria for the elite watchlist symbols displayed above the clock.
Enable Watchlist: A master switch to turn the entire watchlist feature on or off.
Volume MA Length: Sets the lookback period `(X)` for the Simple Moving Average of volume used in the filter.
Consecutive Days Above MA: Sets the minimum number of consecutive days `(Y)` that volume must close above its MA to qualify.
Symbols Per Row: Determines the maximum number of watchlist symbols that can fit in a single row before a new row is created above it.
Background / Text Color: When not using a template, you can set custom colors for the watchlist symbols' background and text.
📏 Position & Size
Adjust the clock's placement and dimensions on your chart.
Clock Timezone: Sets the timezone for the digital and analog time display. You can use standard formats like "America/New_York" or enter "Exchange" to sync with the chart's timezone.
Radius (Bars): Controls the overall size of the clock. The radius is measured in terms of the number of bars on the x-axis.
X Offset (Bars): Moves the entire clock horizontally. Positive values shift it to the right; negative values shift it to the left.
Y Offset (Price %): Moves the entire clock vertically as a percentage of your screen's price pane. Positive values move it up; negative values move it down.
Buy & Sell Volume (OWI)📊 Buy & Sell Volume (OWI) Indicator Guide
The Buy & Sell Volume (OWI) indicator is designed to provide a visual breakdown of buying and selling pressure in each candle, helping traders identify volume surges and potential market moves. It also includes a time filter to focus analysis during key trading hours.
⚙️ Setup & Inputs
When adding the indicator to your chart, you'll see several configurable inputs:
SMA Length : Sets the period for the Simple Moving Average (SMA) of total volume.
Enable Time Filter : Toggles whether to restrict analysis to US market hours (Eastern Time). |
Start Hour/Minute : Defines the beginning of the time filter window (default: 9:45 ET). |
End Hour/Minute : Defines the end of the time filter window (default: 16:15 ET). |
📈 How It Works
🔍 Volume Breakdown
Buy Volume: Estimated volume attributed to buyers, calculated based on candle position.
Sell Volume: Estimated volume attributed to sellers.
Total Volume SMA: A moving average of total volume to benchmark current activity.
⏰ Time Filter (Optional)
When enabled, the indicator only highlights volume spikes during the specified US market hours. This helps filter out noise from pre-market or after-hours trading.
🚨 Highlight Conditions
The indicator flags significant volume spikes with labels above the volume bars:
| Label | Condition |
| V+ | Volume is between 1.5× and 2× the SMA, during market hours (if enabled). |
| V++ | Volume exceeds 2× the SMA, during market hours (if enabled). |
💡 Tips
- Use shorter SMA lengths for more reactive volume analysis.
- Change the time filter if you're trading outside US market hours.
- Combine with candlestick patttern to confirm breakout or reversal signals.
Volume Delta Pressure Tracker by GSK-VIZAG-AP-INDIA📢 Title:
Volume Delta Pressure Tracker by GSK-VIZAG-AP-INDIA
📝 Short Description (for script title box):
Real-time volume pressure tracker with estimated Buy/Sell volumes and Delta visualization in an Indian-friendly format (K, L, Cr).
📃 Full Description
🔍 Overview:
This indicator estimates buy and sell volumes using candle structure (OHLC) and displays a real-time delta table for the last N candles. It provides traders with a quick view of volume imbalance (pressure) — often indicating strength behind price moves.
📊 Features:
📈 Buy/Sell Volume Estimation using the candle’s OHLC and Volume.
⚖️ Delta Calculation (Buy Vol - Sell Vol) to detect pressure zones.
📅 Time-stamped Table displaying:
Time (HH:MM)
Buy Volume (Green)
Sell Volume (Red)
Delta (Color-coded)
🔢 Indian Number Format (K = Thousands, L = Lakhs, Cr = Crores).
🧠 Fully auto-calculated — no need for tick-by-tick bid/ask feed.
📍 Neatly placed bottom-right table, customizable number of rows.
🛠️ Inputs:
Show Table: Toggle the table on/off
Number of Bars to Show: Choose how many recent candles to include (5–50)
🎯 Use Cases:
Identify hidden buyer/seller strength
Detect volume absorption or exhaustion
✅ Compatibility:
Works on any timeframe
Ideal for intraday instruments like NIFTY, BANKNIFTY, etc.
Ideal for volume-based strategy confirmation.
🖋️ Developed by:
GSK-VIZAG-AP-INDIA
