Simple Turnover with TOMCAPOverview
Turnover, or the total value traded over a given period, helps you gauge whether there’s enough liquidity in the instrument being traded. This indicator calculates the average turnover and presents it as a bar-by-bar plot. It also calculates the turnover-to-market capitalization (Tomcap) ratio, and presents this in a configurable table or text summary.
Introduction
Volume indicates the total number of shares that have been bought or sold in a specific period or during the trading day.
A company's market capitalization at any given time can be determined by multiplying its stock price by the number of shares outstanding.
Share turnover is a measure of stock liquidity, calculated by dividing the total number of shares traded during some period by the average number of shares outstanding for the same period. The higher the share turnover, the more liquid company shares are.
Compared to traditional volumes, potting the change in turnover can provide a better representation of the flow of money.
At its simplest, the daily turnover on each bar is computed as the closing price for a stock multiplied by its average volume:
turnover = volume * close / 10000000
The script calculates this by using average prices for both:
turnover = sma_volume * sma_close / 10000000
Script Basics
The script computes & plots the n-period average turnover by multiplying the moving average of price and volume.
By default, the market cap is plotted bar by bar as a background behind the turnover bars.
Every time the turnover reaches a new high in a quarter, the color of the turnover bars turns dark green. This represents the HTQ (Highest Turnover in a Quarter) , and multiple consecutive HTQs indicate a significant influx of funds into that stock.
Uses
The primary purpose of the script is to assist traders in making more informed decisions regarding stock selection.
1. Screen out non-tradable stocks
Quickly spot low-turnover names (illiquid stocks) to avoid wide spreads. Filter out any stocks whose average daily turnover is below, say, ₹5 Cr. This helps in eliminating tickers whose average turnover never clears your minimum threshold.
Example of a high-turnover stock:
Example of a low-turnover stock:
2. Turnover expansion
Observe when the average turnover suddenly expands from its previously subdued values. This occurs when money begins to flow in due to a catalyst, sectoral push, news flow, or any institutional activity.
Example:
3. Relative liquidity comparison
Even average turnover can sometimes overlook the context if we don’t know the company's size. That’s why the script also measures:
Turnover vs. Market cap (TOMCAP) , answering “What percent of the company’s value trades each day?”
Turnover vs. Free Float (TOFF) , showing liquidity against shares actually available for trading.
For example:
A small-cap stock with ₹1 Cr turnover but only ₹50 Cr market cap (Tomcap = 2 %)
vs. a large-cap with ₹10 Cr turnover and ₹20,000 Cr cap (Tomcap = 0.05 %)
Customization
A. Appearance
Dark Mode toggle switches colors to match your dark layout
Show turnover in Crores or Millions
B. What to show
Select the table size and position (e.g., top-left, bottom-center)
Under Table Settings, enable or disable any row:
Turnover
Mcap (market capitalization)
FF (free float)
1-Min liquidity (average turnover on 1-min bars)
Tomcap (Turnover to market capitalization) or Toff (Turnover to Free Float) ratio
C. Display mode
Table: a multi-row grid with colored cells
Text: a single summary string
Hacim
Stochastic Money Flow IndexThe Stochastic Money Flow Index (or Stochastic MFI ), is a variation of the classic Stochastic RSI that uses the Money Flow Index (MFI) rather than the Relative Strength Index (RSI) in its calculation.
While the RSI focuses solely on price momentum, the MFI is a volume-weighted indicator, meaning it incorporates both price and volume data.
The Stochastic MFI is intended to provide a more precise and sensitive reading of the MFI by measuring the level of the MFI relative to its range over a specific period.
Settings
Stochastic Settings
%K Length : The number of periods used to calculate the Stochastic. (Default: 14)
%K Smoothing : The SMA length used to 'smooth' the %K line. (Default: 3)
%D Smoothing : The SMA length used to 'smooth' the %D line. (Default: 1)
Money Flow Index Settings
MFI Length : The number of periods used to calculate the Money Flow Index. (Default: 14)
MFI Source : The source used to calculate the Money Flow Index. (Default: close)
Additional Settings
Show Overbought/Oversold Gradients? : Toggle the display of overbought/oversold gradients. (Default: true)
Volume Impulse Order Blocks | InvrsROBINHOODWhat the Indicator Does
The Volume Impulse Order Blocks indicator is designed to automatically identify and highlight key price zones where significant trading activity occurs, particularly after the market has made a potential bottom. Its primary goal is to visually distinguish between the initial, often institutional-driven market moves ("Smart Money") and the subsequent reactions from the broader market ("Retail").
The indicator watches for two specific volume patterns:
Paired Impulses: After identifying a significant swing low in price, the indicator looks for the first major spike in volume. It marks this as a "Smart Money" zone. It then watches for the next volume spike, which it labels as a "Retail" zone.
Singular Impulses: Sometimes, a single, powerful volume spike occurs on a candle that is the opposite color of the bars immediately surrounding it. The indicator identifies this as a standalone "Smart Money" event, suggesting a strong, isolated market action.
How to Use It in Trading
This indicator provides visual cues that can be interpreted as potential areas of future support or resistance.
Identifying Key Zones (The Boxes):
Smart Money Box (White/Black): This is the most important signal. It highlights a price range where large players may have initiated positions. A white box marks a bullish (up) candle, and a black box marks a bearish (down) candle. Traders often watch these zones closely, as price may react strongly if it returns to test them in the future.
Retail Box (Red): This box shows where the general market likely followed the initial smart money move. While still significant, it represents a secondary reaction.
Extending Boxes: All boxes automatically extend to the right and will only disappear once the price has traded completely through them. This allows you to see which zones have been "respected" and which have been "broken."
Confirmation Signals:
Blue Vertical Line: This thin blue line is a simple pointer that marks the exact candle of the initial "Smart Money" impulse, helping you pinpoint the event in time.
Trend Reversals: The appearance of a Smart Money box after a prolonged downtrend and a pivot low can be an early signal that the trend may be losing momentum and that significant buyers are entering the market.
In practice, a trader might use these boxes as high-probability zones to look for entries, exits, or to simply understand the underlying market dynamics. As with any tool, it is most effective when used in conjunction with other forms of analysis, such as market structure and trend analysis.
EVWAPThis indicator plots two Volume-Weighted Average Price (VWAP) lines anchored to earnings events:
EVWAP (Earnings Day): Resets VWAP on the day of the earnings release.
EVWAP (Post-Earnings Day): Resets VWAP on the first trading day after earnings.
These earnings-based VWAPs help identify average price zones impacted by earnings, providing insight into post-earnings support/resistance and potential trend shifts. Works on all timeframes.
Useful for traders analyzing price reactions around earnings reports.
Weekly Volume USDT## Description
This Pine Script indicator displays the trading volume for each day of the current week (Monday through Sunday) in a clean table format on your TradingView chart. The volume is calculated in USDT equivalent and displayed in the top-right corner of the chart.
## Features
- **Weekly Volume Breakdown**: Shows individual daily volumes from Monday to Sunday
- **USDT Conversion**: Automatically converts volume to USDT using the average price (open + close / 2)
- **Smart Formatting**:
- Large numbers are formatted with K (thousands) and M (millions) suffixes
- Example: 1,234,567 → 1.23M USDT
- **Clean Table Display**: Fixed position table in the top-right corner
- **Current Week Focus**: Displays volumes for the current week only
- **Future Days Handling**: Days that haven't occurred yet in the current week show as "-"
## How It Works
1. The indicator calculates the average price for each day using (Open + Close) / 2
2. Multiplies the daily volume by the average price to get USDT-equivalent volume
3. Displays the results in an easy-to-read table format
## Use Cases
- **Volume Analysis**: Quickly identify which days of the week have the highest trading activity
- **Pattern Recognition**: Spot weekly volume patterns and trends
- **Trading Decisions**: Use volume information to inform your trading strategies
- **Market Activity Monitoring**: Keep track of market participation throughout the week
## Installation
Simply add this indicator to your TradingView chart and it will automatically display the weekly volume table in the top-right corner.
## Tags
#volume #weekly #USDT #table #analysis #trading #cryptocurrency
Volume MAs Oscillator | Lyro RSVolume MAs Oscillator | Lyro RS
Overview
The Volume MAs Oscillator is a powerful volume‑adjusted momentum tool that combines custom‑weighted moving averages on volume‑weighted price with smoothed deviation bands. It offers dynamic insights into trend direction, overbought/oversold conditions, and relative valuation — all within a single indicator
Key Features
Volume‑Adjusted Moving Averages: Moving averages can be volume‑weighted using the following formula: a moving average of (Price × Volume) divided by a moving average of Volume. This formula is applied across more than 14 different moving averages; however, it is not used with the VWMA, as VWMA is inherently a volume-weighted moving average.
Percentage Oscillator: Displays the normalized difference: (source – MA) / MA * 100, centered around zero for easy interpretation of strength and direction.
Deviation Bands: Builds upper and lower bands from standard deviation of the oscillator over a selected lookback, with distinct positive/negative multipliers and optional smoothing to reduce noise.
Inputs: Band Length, Band Smoothing, Positive Band Multiplier, Negative Band Multiplier.
Multi‑Mode Signal System:
1. Trend Mode – Colors oscillator according to breaks above (bullish) or below (bearish) respective bands.
2. Reversion Mode – Inverses color logic: signals overextensions beyond bands as reversion opportunities, greys inside the bands.
3. Valuation Mode – Applies a gradient color scale (UpC ⇄ DnC) to reflect relative valuation strength.
Customizable Visuals: Select from 5 pre‑set palettes—Classic, Mystic, Major Themes, Accented, Royal—or define your own custom bullish/bearish colors.
Chart enhancements include color‑coded oscillator line, deviation bands, glow‑effect midline at zero, background shading and candlestick/bar coloring aligned to signal mode.
Built‑In Signals: Automatically plots ▲ oversold and ▼ overbought markers upon crosses of lower/upper bands (in trend or reversion modes), enhancing signal clarity.
How It Works
MA Calculation – Applies the selected MA type to price × volume (normalized by MA of volume) or direct VWMA.
Oscillator Output – Calculates the % difference of source vs. derived MA.
Band Construction – Computes rolling standard deviation; applies user‑defined multipliers; smooths bands with exponential blending.
Mode-Dependent Coloring & Signals –
• Trend: Highlights strength trends via band cross coloring.
• Reversion: Flags extremes beyond bands as potential pullbacks.
• Valuation: Uses gradient to reflect oscillator’s position relative to recent range.
Signal Markers – Deploys arrows and color rules to flag overbought (▼) or oversold (▲) conditions when bands are breached.
Practical Use
Trend Confirmation – In Trend Mode, use upward price_diff cross above upper band as bullish; downward cross below lower band as bearish.
Mean Reversion – In Reversion Mode, fading extremes beyond bands may precede a retracement.
Relative Valuation – Valuation Mode shines when assessing how extended price_diff is, with gradient colors indicating valuation zones.
Bars/candles color‑coded to oscillator state boosts clarity of market tone and allows for rapid visual scanning.
Customization
Adjust MA type/length to tune responsiveness vs. smoothing.
Configure band settings for volatility sensitivity.
Toggle between signal modes for trend-following or reversion strategies.
Stylish visuals: pick or customize color schemes to match your chart setup.
⚠️Disclaimer
This indicator is a tool for technical analysis and does not provide guaranteed results. It should be used in conjunction with other analysis methods and proper risk management practices. The creators of this indicator are not responsible for any financial decisions made based on its signals.
ARSI – (VWAP & ATR) 3QKRAKThe ARSI Long & Short – Dynamic Risk Sizing (VWAP & ATR) indicator combines three core components—an adjusted RSI oscillator (ARSI), Volume‐Weighted Average Price (VWAP), and Average True Range (ATR)—so that entry/exit signals and position sizing are always tailored to current market conditions. ARSI, plotted from 0 to 100 with clearly marked overbought and oversold zones, is the primary signal driver: when ARSI falls below the lower threshold it indicates an excessive sell‐off and flags a long opportunity, whereas a break above the upper threshold signals overextended gains and foreshadows a short. A midpoint line at 50 can serve as an early exit or reduction signal when crossed against your position.
VWAP, showing the volume‐weighted average price over the chosen period, acts as a trend filter—long trades are only taken when price sits above VWAP, and shorts only when it’s below—ensuring each trade aligns with the prevailing market momentum. ATR measures current volatility and is used both to set safe stop‐loss levels and to dynamically size each position. In practice, this means positions automatically shrink in high‐volatility environments and grow in quieter markets, all while risking a fixed percentage of your capital.
Everything appears on a single chart: the ARSI pane below the price window with its reference levels; VWAP overlaid on the price; and the ATR‐based stop‐loss distances graphically displayed. Traders thus get a comprehensive, at-a-glance view of entries, exits, trend confirmation, and exactly how large a position they can safely take. The indicator runs in real time, removing the need for manual parameter calculations and letting you focus on strategic decision-making.
Volume Data Table (Real-time & Historical Volume Analysis)Volume Data Table (Real-time & Historical Volume Analysis)
Overview:
The Volume Data Table indicator is a powerful tool designed to provide concise, real-time, and historical volume insights directly on your chart. It aggregates critical volume metrics into an organized, customizable table, making it incredibly easy to identify unusual volume activity, sudden surges, or sustained interest in a particular asset.
This indicator is perfect for traders who rely on volume analysis to confirm price movements, spot potential reversals, or gauge market conviction.
Key Features & How It Works:
Real-time Volume Metrics:
The table prominently displays the volume data for the current (last) candle, including:
Time: The precise time of the current candle's close, formatted in IST (Indian Standard Time - UTC+5:30) for your convenience.
Volume: The total volume for the current candle, smartly formatted in K (Thousands) or M (Millions) for readability.
Change % (Chg%): The percentage change in volume compared to the immediately preceding candle. This helps you quickly spot sudden increases or decreases in trading activity.
Vs 4-Avg % (vs4Avg%): The percentage change in volume compared to the average volume of the last 4 preceding candles. This is crucial for identifying volume surges or drops relative to recent historical activity, which can signal significant market events.
Configurable Historical Data:
Beyond the current candle, you can customize how many previous candles' volume data you wish to display. A simple input setting allows you to choose from 1 to 20 historical rows, giving you flexibility to review recent volume trends. Each historical row also provides its own "Change %" and "Vs 4-Avg %" for detailed analysis of past candle activity.
Intuitive Color-Coding:
Percentage change values are intuitively color-coded for instant visual cues:
Green: Indicates a positive (increase) in volume percentage.
Red: Indicates a negative (decrease) in volume percentage.
Clean & Organized Table Display:
The indicator presents all this data in a neat, easy-to-read table positioned at the top-right of your chart. The table automatically adjusts its height based on the number of historical rows you choose, ensuring a compact and efficient use of screen space.
Ideal Use Cases:
Volume Confirmation: Quickly confirm the conviction behind price movements. A strong price move on high "Vs 4-Avg %" volume often indicates higher reliability.
Spotting Abnormal Volume: Identify candles with unusually high or low volume compared to their recent average, which can precede or accompany significant price action.
Momentum Analysis: Understand if buying/selling pressure is increasing or decreasing over recent periods.
Scalping & Day Trading: The real-time updates and concise format make it highly effective for fast-paced short-term decision-making.
Complements Other Indicators: Use it alongside price action, candlestick patterns, or other technical indicators for a more robust analysis.
Customization Options:
Number of Historical Rows: Adjust Number of Historical Rows from 1 to 20 to tailor the depth of your historical volume review.
Important Disclaimer:
This indicator is a technical analysis tool and should be used as part of a comprehensive trading strategy. It is not financial advice. Trading in financial markets involves substantial risk, and you could lose money. Always perform your own research and risk management.
Chaikin Money Flow (CMF) [ParadoxAlgo]OVERVIEW
This indicator implements the Chaikin Money Flow oscillator as an overlay on the price chart, designed to help traders identify institutional money flow patterns. The Chaikin Money Flow combines price and volume data to measure the flow of money into and out of a security, making it particularly useful for detecting accumulation and distribution phases.
WHAT IS CHAIKIN MONEY FLOW?
Chaikin Money Flow was developed by Marc Chaikin and measures the amount of Money Flow Volume over a specific period. The indicator oscillates between +1 and -1, where:
Positive values indicate money flowing into the security (accumulation)
Negative values indicate money flowing out of the security (distribution)
Values near zero suggest equilibrium between buying and selling pressure
CALCULATION METHOD
Money Flow Multiplier = ((Close - Low) - (High - Close)) / (High - Low)
Money Flow Volume = Money Flow Multiplier × Volume
CMF = Sum of Money Flow Volume over N periods / Sum of Volume over N periods
KEY FEATURES
Big Money Detection:
Identifies significant institutional activity when CMF exceeds user-defined thresholds
Requires volume confirmation (volume above average) to validate signals
Uses battery icon (🔋) for institutional buying and lightning icon (⚡) for institutional selling
Visual Elements:
Background coloring based on money flow direction
Support and resistance levels calculated using Average True Range
Real-time dashboard showing current CMF value, volume strength, and signal status
Customizable Parameters:
CMF Period: Calculation period for the money flow (default: 20)
Signal Smoothing: EMA smoothing applied to reduce noise (default: 5)
Big Money Threshold: CMF level required to trigger institutional signals (default: 0.15)
Volume Threshold: Volume multiplier required for signal confirmation (default: 1.5x)
INTERPRETATION
Signal Types:
🔋 (Battery): Indicates strong institutional buying when CMF > threshold with high volume
⚡ (Lightning): Indicates strong institutional selling when CMF < -threshold with high volume
Background color: Green tint for positive money flow, red tint for negative money flow
Dashboard Information:
CMF Value: Current Chaikin Money Flow reading
Volume: Current volume as a multiple of 20-period average
Big Money: Status of institutional activity (BUYING/SELLING/QUIET)
Signal: Strength assessment (STRONG/MEDIUM/WEAK)
TRADING APPLICATIONS
Trend Confirmation: Use CMF direction to confirm price trends
Divergence Analysis: Look for divergences between price and money flow
Volume Validation: Confirm breakouts with corresponding money flow
Accumulation/Distribution: Identify phases of institutional activity
PARAMETER RECOMMENDATIONS
Day Trading: CMF Period 14-21, higher sensitivity settings
Swing Trading: CMF Period 20-30, moderate sensitivity
Position Trading: CMF Period 30-50, lower sensitivity for major trends
ALERTS
Optional alert system notifies users when:
Big money buying is detected (CMF above threshold with volume confirmation)
Big money selling is detected (CMF below negative threshold with volume confirmation)
LIMITATIONS
May generate false signals in low-volume conditions
Best used in conjunction with other technical analysis tools
Effectiveness varies across different market conditions and timeframes
EDUCATIONAL PURPOSE
This open-source indicator is provided for educational purposes to help traders understand money flow analysis. It demonstrates the practical application of the Chaikin Money Flow concept with visual enhancements for easier interpretation.
TECHNICAL SPECIFICATIONS
Overlay indicator (displays on price chart)
No repainting - all calculations are based on closed bar data
Suitable for all timeframes and asset classes
Minimal resource usage for optimal performance
DISCLAIMER
This indicator is for educational and informational purposes only. Past performance does not guarantee future results. Always conduct your own analysis and consider risk management before making trading decisions.
Dynamic VWAP: Fair Value & Divergence SuiteDynamic VWAP: Fair Value & Divergence Suite
Dynamic VWAP: Fair Value & Divergence Suite is a comprehensive tool for tracking contextual valuation, overextension, and potential reversal signals in trending markets. Unlike traditional VWAP that anchors to the start of a session or a fixed period, this indicator dynamically resets the VWAP anchor to the most recent swing low. This design allows you to monitor how far price has extended from the most recent significant low, helping identify zones of potential profit-taking or reversion.
Deviation bands (standard deviations above the anchored VWAP) provide a clear visual framework to assess whether price is in a fair value zone (±1σ), moderately extended (+2σ), or in zones of extreme extension (+3σ to +5σ). The indicator also highlights contextual divergence signals, including slope deceleration, weak-volume retests, and deviation failures—giving you actionable confluence around potential reversal points.
Because the anchor updates dynamically, this tool is particularly well suited for trend-following assets like BTC or stocks in sustained moves, where price rarely returns to deep negative deviation zones. For this reason, the indicator focuses on upside extension rather than symmetrical reversion to a long-term mean.
🎯 Key Features
✅ Dynamic Swing Low Anchoring
Continuously re-anchors VWAP to the most recent swing low based on your chosen lookback period.
Provides context for trend progression and overextension relative to structural lows.
✅ Standard Deviation Bands
Plots up to +5σ deviation bands to visualize levels of overextension.
Extended bands (+3σ to +5σ) can be toggled for simplicity.
✅ Conditional Zone Fills
Colored background fills show when price is inside each valuation zone.
Helps you immediately see if price is in fair value, moderately extended, or highly stretched territory.
✅ Divergence Detection
VWAP Slope Divergence: Flags when price makes a higher high but VWAP slope decelerates.
Low Volume Retest: Highlights weak re-tests of VWAP on low volume.
Deviation Failure: Identifies when price reverts back inside +1σ after closing beyond +3σ.
✅ Volume Fallback
If volume is unavailable, uses high-low range as a proxy.
✅ Highly Customizable
Adjust lookbacks, show/hide extended bands, toggle fills, and enable or disable divergences.
🛠️ How to Use
Identify Buy and Sell Zones
Price in the fair value band (±1σ) suggests equilibrium.
Reaching +2σ to +3σ signals increasing overextension and potential areas to take profits.
+4σ to +5σ zones can be used to watch for exhaustion or mean-reversion setups.
Monitor Divergence Signals
Use slope divergence and deviation failures to look for confluence with overextension.
Low volume retests can flag rallies lacking conviction.
Adapt Swing Lookback
30–50 bars: Faster re-anchoring for swing trading.
75–100 bars: More stable anchors for longer-term trends.
🧭 Best Practices
Combine the anchored VWAP with higher timeframe structure.
Confirm signals with other tools (momentum, volume profiles, or trend filters).
Use extended deviation zones as context, not as standalone signals.
⚠️ Disclaimer
This script is for educational and informational purposes only. It does not constitute financial advice or a recommendation to buy or sell any security or asset. Always do your own research and consult a qualified financial professional before making any trading decisions. Past performance does not guarantee future results.
Fibonacci Extension Distance Table## 🧾 **Script Name**: Fibonacci Extension Distance Table
### 🎯 Purpose:
This script helps traders visually track **key Fibonacci extension levels** on any chart and immediately see:
* The **price target** at each extension
* The **distance in percentage** from the current market price
It is especially helpful for:
* **Profit targets in trending trades**
* Monitoring **potential resistance zones** in uptrends
* Planning **entry/exit timing**
---
## 🧮 **How It Works**
1. **Swing Logic (A → B → C)**
* It automatically finds:
* `A`: the **lowest low** in the last `swingLen` bars
* `B`: the **highest high** in that same lookback
* `C`: current bar’s low is used as the **retracement point** (simplified)
2. **Extension Formula**
Using the Fibonacci formula:
```text
Extension Price = C + (B - A) × Fibonacci Ratio
```
The script calculates projected target prices at:
* **100%**
* **127.2%**
* **161.8%** (Golden Ratio)
* **200%**
* **261.8%**
3. **Distance Calculation**
For each level, it calculates:
* The **absolute difference** between current price and the extension level
* The **percentage difference**, which helps quickly assess how close or far the market is from that target
---
## 📋 **Table Output in Top Right**
| Level | Target ₹ | Dist % from current price |
| ------ | ---------- | ------------------------- |
| 100% | Calculated | % Above/Below |
| 127.2% | Calculated | % Above/Below |
| 161.8% | Calculated | % Above/Below |
| 200% | Calculated | % Above/Below |
| 261.8% | Calculated | % Above/Below |
* The table updates **live on each bar**
* It **highlights levels** where price is nearing
* Useful in **any time frame** and **any market** (stocks, crypto, forex)
---
## 🔔 Example Use Case
You bought a stock at ₹100, and recent swing shows:
* A = ₹80
* B = ₹110
* C = ₹100
The 161.8% extension = 100 + (110 − 80) × 1.618 = ₹148.54
If the current price is ₹144, the table will show:
* Golden Ratio Target: ₹148.54
* Distance: −4.54
* Distance %: −3.05%
You now know your **target is near** and can plan your **exit or trailing stop**.
---
## 🧠 Benefits
* No need to draw extensions manually
* Automatically adapts to new swing structures
* Supports **scalping**, **swing**, and **positional** strategies
Liquidity Zone IndicatorLiquidity Zone Indicator
This PineScript indicator for TradingView identifies liquidity zones in the market where significant trading activity occurs, based on volume spikes and price levels. It highlights areas where large orders may be filled, useful for day traders and scalpers.
Features:
Detects bullish and bearish liquidity zones using a lookback period (default: 50 bars) and volume threshold (default: 1.5x average volume).
Displays zones as shaded boxes or diamond markers above/below bars, customizable by color.
Option to extend zones until price breaks through, with dynamic transparency for better visualization.
Includes an alert for when a liquidity zone is hit.
Settings:
Liquidity Lookback: Number of bars to analyze for high/low price levels.
Volume Threshold: Multiplier for detecting volume spikes.
Display as Zone: Toggle between zone boxes or markers.
Extend Zone: Keep zones active until price crosses them.
Zone Color: Customize the color of zones or markers.
Ideal for traders looking to spot potential reversal or breakout areas driven by liquidity.
Volatility & Market Regimes [AlgoXcalibur]Analyze Market Conditions Like a Pro.
Volatility & Market Regimes is a specialized, institution-inspired indicator designed to help traders instantly identify the current conditions of the market with clarity and confidence.
By combining a real-time Volatility Histogram and Strength Line with a compact Regime Table, this tool reveals four essential market dimensions—Volatility, Strength, Participation, and Noise—in a clean and intuitive format. Whether you’re confirming trade setups or managing risk, knowing the current regimes enhances awareness across all assets and timeframes.
🧠 Algorithm Logic
This sophisticated tool continuously monitors four independent regimes, each reflecting a distinct dimension of market behavior:
• Volatility – Gauges how active or dormant the market is by comparing current price action movement to historical averages. A dynamic, color-gradient Volatility Histogram transitions from Low (ice blue/white) to Medium (green/yellow) to High (orange/red), giving you an immediate assessment of volatility and risk.
• Strength – Measures directional intensity by assessing trend momentum, pressure, and persistence. A color-gradient Strength Line ranges from weak (red) to strong (green), helping traders determine if directional strength is trending, weakening, or consolidating.
• Participation – Analyzes relative volume to assess the level of trader engagement. Higher volume indicates stronger participation and conviction, while low volume may signal uncertainty, fading momentum, or even liquidity traps.
• Noise – Evaluates structural stability by measuring how orderly or chaotic the price action is. High noise suggests choppy, unstable conditions, while low noise reflects clean, stable moves.
Each regime includes a High / Medium / Low classification and a color-coded directional arrow to indicate whether condition parameters are increasing or decreasing. Together, these components deliver real-time market context—helping you stay grounded in logic, not emotion.
⚙️ User-Selectable Features
Each component of the indicator—the Volatility Histogram, Strength Line, and Regime Table—can be independently made visible or hidden to match your preference. This flexibility allows you to display only the Regime Table and move it directly to your main chart, where it auto-positions to the center-right and integrates seamlessly with other AlgoXcalibur indicators that also use data tables for a cohesive and refined experience.
📊 Clarity, Not Guesswork
Volatility & Market Regimes is a unique, institution-inspired algorithm rarely seen in retail trading. Not only does it clearly display volatility—it translates complex market behavior into a clear context to reveal what’s happening behind the candles. By decoding core regimes in real-time, this tool transforms uncertainty into structured insight—empowering traders to act with clarity, not guesswork.
🔐 To get access or learn more, visit the Author’s Instructions section.
Multi VWAP indicatorMulti VWAP – Advanced Volume-Weighted Average Price Tool
The Multi VWAP indicator is a powerful tool for traders who use volume-based price analysis to find high-probability trade levels. It plots multiple VWAPs across different timeframes and key market anchors to give a deeper view of market structure and value.
Features:
Multi-Timeframe VWAPs: Displays VWAPs for the Year, Month, Week, and Day – giving you an instant overview of where price is trading relative to its volume-based average over time.
Anchored VWAPs from Yearly High/Low: Automatically anchors VWAP to the Yearly High and Yearly Low – these levels often act as dynamic support and resistance, making them excellent reference points for both entries and exits.
ATR Levels: Optional display of Average True Range (ATR) on Daily, 4-Hour, and Hourly timeframes – useful for volatility assessment and risk management.
Volume × Price Analysis: Includes an option to show Volume × Price for the previous day, which is especially helpful when trading low-liquidity cryptocurrencies or small-cap stocks, where volume has a stronger influence on price.
The Multi VWAP indicator is ideal for traders who want a layered, volume-driven perspective of the market. It helps identify key support and resistance levels, track market sentiment shifts, and improve timing across different trading styles.
Simulated OI Proxy with Trend Table1. In Simple Terms
This script mimics open interest analysis using price and volume changes.
It visually marks possible bullish and bearish setups directly on your price chart.
It’s especially useful for markets where real OI data is not available (like Indian stocks)
=======================================================================
2. Calculating Price and Volume Changes
close - close: Calculates the change in closing price from the previous bar to the current bar.
volume - volume: Calculates the change in trading volume from the previous bar to the current bar.
Purpose:
These calculations help determine if price and volume are increasing or decreasing, which is used as a proxy for open interest (OI) since real OI data may not be available.
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3. Proxy Logic for OI Signals
long_buildup: Both price and volume are rising. This suggests new buying interest (bullish signal).
short_buildup: Price is falling but volume is rising. This suggests new short positions are being opened (bearish signal).
short_covering: Price is rising but volume is falling. This suggests shorts are closing their positions, causing a price rise (cautiously bullish).
long_unwinding: Both price and volume are falling. This suggests long positions are being closed (cautiously bearish).
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4. Plotting the Signals
plotshape(condition, ...): Draws a shape on the chart when the condition is true.
Long Buildup: Green triangle below the bar (bullish).
Short Buildup: Red triangle above the bar (bearish).
Short Covering: Blue circle below the bar (cautiously bullish).
Long Unwinding: Orange circle above the bar (cautiously bearish).
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5. Signal Detection:
The script checks price and volume changes to determine which signal is active.
Trend Assignment:
It assigns a text label and color for the detected trend.
Table Display:
A table appears at the top-right of your chart, showing the current trend based on the latest bar.
Market Sessions & Volume Profile [A0A_Indicator]Description:
This advanced chart overlay is designed for traders who want maximum clarity in price formation and market structure. The tool visualizes the true market activity within individual sessions using multi-zonal approaches. It offers highly distinctive levels for both historically relevant and real-time trading ranges, all in a dynamic, adaptive visual structure.
What makes it unique:
Multiple layered price acceptance areas: Several tiers of market activity are shown, with each zone individually highlighted for optimal pattern recognition.
Session-adaptive boundaries: The displayed ranges adjust automatically depending on the trading session you select, for optimal relevance.
Precision liquidity markers: A central focus level is always marked and stands out clearly against the chart background.
Real-time adaptive: The profile responds immediately as new market data arrives, providing up-to-date structure and context.
Visual customization: All graphical features can be shown or hidden to match your personal analytical style.
Who should use this:
Anyone seeking to identify genuine value consensus, rejection extremes, and price memory zones within global trading hours—whether for intraday or swing analysis.
