Bắt đầu

Volumedelta

CVD Signals OverlayCumulative Volume Delta — Signals Overlay plots CVD Cross Buy and CVD Cross Sell labels directly on your price chart bars. It is the companion to the CVD Candle Pane script and must be added to the existing price chart pane (not a new pane) so that the labels appear alongside your price action rather than in the sub-pane. Signal logic. The indicator replicates the identical CVD calculation from the Pane script, then computes a moving average of that CVD. A CVD Cross Buy label fires when the CVD crosses above its MA — indicating that net buying pressure has turned upward relative to its recent average, which often precedes or confirms bullish price moves. A CVD Cross Sell label fires when the CVD crosses below its MA, signaling that net selling pressure is accelerating. Signal gating — no repainting. Raw CVD/MA crossovers can be noisy, especially during choppy, low-volume periods. The Min Bars Between Signals input (default 10) suppresses a new signal unless the most recent opposite cross occurred at least that many bars ago. This gating is implemented exclusively using ta.barssince, a pure series function in Pine Script v5 that carries no stored state. Because it recalculates identically on every chart render, signals are fully deterministic — they will never shift, move, or disappear when you pan, zoom, replay, or refresh the chart. Visual elements. A teal upward label marks each CVD Cross Buy signal below the bar. A fuchsia downward label marks each CVD Cross Sell signal above the bar. An optional background flash highlights the signal bar with a translucent color for added visibility. Both label colors and the background flash can be toggled in the settings. Alerts. Two alert conditions are built in — one for CVD Cross Buy and one for CVD Cross Sell — compatible with TradingView's standard alert system.
Chỉ báo Pine Script®
của Baron_Trades
Fib 1-2-3-4 Vol/Delta/ProjOverview This indicator automates a practical Fib 1–2–3–4 workflow on the chart: fractal-style swings define point 1 and point 2, retracements mark the discount/premium zone, and negative extensions mark take-profit style targets. It is built for fast markets (e.g. MNQ / NQ) but works on any symbol the chart supports. Purpose The goal is to keep the chart readable while still showing: Where the active leg is (swing line + optional zone fill) Key retracements (defaults favor 61.8%–88.6%; extras optional) Extension levels (e.g. −12.7% / −27.2% / −61.8% style targets — toggles available) Stop reference beyond point 1 (optional plot + buffer in ticks) Optional BUY / SELL markers driven by a zone reclaim rule, plus matching alerts Fib levels are treated as framework for stops and limits; entries are a heuristic (reclaim), not a guarantee. Structure timeframe (2-minute friendly) Swing & fib timeframe lets you anchor pivots and fib math to a chosen TF (default 2). On a 1m chart with structure set to 2, swings come from 2m while signals still use the chart’s closes for timing. When structure TF ≠ chart, built-in volume profile / delta / projection blocks stay off so bar math stays honest. Zeiierman-style add-ons (optional, CC BY-NC-SA) If enabled, optional Fib volume profile, Fib-band delta, and projection segments are adapted from Zeiierman’s published concept — non-commercial use only for those portions; see script header for license note. Main features Fractal pivots — configurable left/right bars (Fractals-style lag). Clean preset — fewer lines; zone fill; optional swing leg. Entry zone — configurable deep/shallow bounds (default 78.6%–88.6% style band). BUY / SELL — label shapes + alerts on zone reclaim (deep touch + confirmed close through shallow edge); cooldown to reduce noise. Optional mapping — swing labels, zone edge plots, fractal marks (mostly off by default). Compact table — optional snapshot of bias, points, stop, targets. How to use Set Swing & fib timeframe to Chart on a 2m chart, or keep 2 on 1m for 2m legs with 1m entries. Tune Left / Right bars to match how “noisy” you want swings. Turn on Show targets / Show stop when you want full framework on chart. Create alerts from the indicator’s Alerts tab (BUY / SELL, optional zone/extensions). Disclaimer This tool is for education and research only. It is not financial advice. Past behavior of any heuristic does not predict future results. You are responsible for your own risk, sizing, and compliance with your jurisdiction. If your published script has a different name or you want this shorter (TradingView sometimes truncates), say the exact title and I’ll compress it to one tight block.
Chỉ báo Pine Script®
của attiquekhan23
VWAP DELTA🇬🇧 ENGLISH VWAP DELTA is a Volume Weighted Average Price that uses delta volume magnitude as its weighting factor instead of total volume. Unlike a standard VWAP — where every bar contributes proportionally to its raw volume — VWAP DELTA gives more weight to bars where buyers or sellers clearly dominated, and less weight to bars where volume was balanced between both sides. The result is a price level that better reflects where the market agreed during high-conviction moves. HOW IT WORKS: Delta volume is estimated from each candle's shape by splitting volume between buyers and sellers using the high-low range. Bars that close near the high have high buy delta; bars that close near the low have high sell delta. The VWAP is then computed weighting each price by the absolute value of its delta, so only directional pressure counts. COMPONENTS: 1. Delta Volume — Estimated as: Buy Vol = Volume × (Close − Low) / (High − Low), Sell Vol = Volume × (High − Close) / (High − Low). Delta = Buy Vol − Sell Vol. 2. VWAP Delta — Formula: Sum(HLC3 × |Delta|) / Sum(|Delta|), anchored and reset at each new period (Session, Week, Month, Quarter or Year). 3. Standard Deviation Bands — Delta-weighted variance bands above and below the VWAP Delta, showing price extension during high-conviction moves. Useful as dynamic support and resistance zones. 4. Dynamic Color — The line turns teal when cumulative session delta is positive (buyers dominating the strong moves) and red when negative (sellers dominating). At a glance you know which side has been more active in the meaningful bars of the session. USE CASES: • Confirm the direction of "active money" — price above VWAP Delta means high-conviction moves were bullish. • Filter false signals — balanced-volume candles barely move the indicator, reducing noise. • Spot divergences — price rising but VWAP Delta lagging or falling signals a rally with weak buying conviction. • Intraday bias — color tells you who dominated the strong bars of the session without reading order flow tools. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🇪🇸 ESPAÑOL VWAP DELTA es un Precio Medio Ponderado por Volumen que usa la magnitud del volumen delta como factor de ponderación en lugar del volumen total. A diferencia del VWAP estándar — donde cada vela contribuye de forma proporcional a su volumen bruto — VWAP DELTA otorga más peso a las velas donde compradores o vendedores dominaron claramente, y menos peso a las velas donde el volumen estuvo equilibrado entre ambos lados. El resultado es un nivel de precio que refleja mejor dónde acordó el mercado durante los movimientos de alta convicción. CÓMO FUNCIONA: El volumen delta se estima a partir de la forma de cada vela dividiendo el volumen entre compradores y vendedores usando el rango high-low. Las velas que cierran cerca del máximo tienen alto delta comprador; las que cierran cerca del mínimo tienen alto delta vendedor. El VWAP se calcula ponderando cada precio por el valor absoluto de su delta, de modo que sólo cuenta la presión direccional. COMPONENTES: 1. Volumen Delta — Estimado como: Vol Comprador = Volumen × (Close − Low) / (High − Low), Vol Vendedor = Volumen × (High − Close) / (High − Low). Delta = Vol Comprador − Vol Vendedor. 2. VWAP Delta — Fórmula: Sum(HLC3 × |Delta|) / Sum(|Delta|), anclado y reiniciado en cada nuevo período (Sesión, Semana, Mes, Trimestre o Año). 3. Bandas de Desviación Estándar — Bandas de varianza ponderada por delta por encima y por debajo del VWAP Delta, que muestran la extensión del precio durante movimientos de alta convicción. Útiles como zonas dinámicas de soporte y resistencia. 4. Color Dinámico — La línea se muestra en verde azulado cuando el delta neto de la sesión es positivo (compradores dominando los movimientos fuertes) y en rojo cuando es negativo (vendedores dominando). De un vistazo sabes qué lado ha sido más activo en las velas importantes de la sesión. CASOS DE USO: • Confirmar la dirección del "dinero activo" — precio por encima del VWAP Delta significa que los movimientos de alta convicción fueron alcistas. • Filtrar señales falsas — las velas de volumen equilibrado apenas mueven el indicador, reduciendo el ruido. • Detectar divergencias — precio subiendo pero VWAP Delta plano o bajando señala un rally sin convicción compradora real. • Sesgo intradiario — el color indica quién dominó las velas importantes de la sesión sin necesidad de herramientas de order flow.
Chỉ báo Pine Script®
của BullBearSR
Big Trader (Fabio Style) - The BumTHello, I am The BumT. I developed this indicator to visualize the hidden movements of Aggressive Buyers, Sellers, and Smart Money. Traditional candlestick charts don't show who is actually winning the battle inside a single bar. This script, inspired by Fabio Valentini's Order Flow style, breaks down the volume within each candle to show you where the real "Big Trades" are happening. It is designed for traders who want to identify Absorption, Exhaustion, and Institutional Activity in real-time. Key Concept: What does it mean? Intra-Bar Volatility: Unlike standard indicators, this script analyzes 1-minute data to reconstruct the volume distribution inside higher-timeframe candles (e.g., 5m, 15m). Dynamic Bubbles: The size of each bubble is not fixed. It is calculated based on relative volume strength. A larger bubble indicates a significant order flow or a "Big Trade" that could lead to a price reversal or breakout. Market Sentiment: * White Bubbles: Aggressive buying pressure. Red Bubbles: Aggressive selling pressure. How to Use Spotting Absorption: If you see large White Bubbles at the top of a candle's wick but the price fails to move higher, it indicates Sell Side Absorption (Smart Money is filling sell orders). Confirming Breakouts: A series of expanding bubbles during a trend confirms that the move is backed by real volume, not just low-liquidity noise. Entry Timing: Use a higher timeframe (e.g., 5m) for the big picture and look for bubble clusters on the 1m chart to find your precise entry point. Core Settings Guide Price Step (USDT): Adjust the vertical spacing of the bubbles. Use higher values (10-20 for BTC) to keep the chart clean. Min. Volume Threshold: Filters out retail "noise." Increase this value to see only the moves made by Smart Money. Spike Multiplier: Controls the exponential growth of bubble sizes. High values make Big Trades stand out more dramatically. Lookback Bars: To stay within TradingView’s label limits, you can set how many recent bars you want to analyze (default 100 recommended for performance). Author: The BumT Purpose: Identify market dominance and institutional footprints. Note: This indicator works best when combined with CVD (Cumulative Volume Delta) and RSI Divergence.
Chỉ báo Pine Script®
của TheBumT
6
Volume Profile [jackieee]Description This indicator plots a Volume Profile over a custom lookback range to show where trading activity has been concentrated. It highlights high-volume price areas, allows full control over row size and histogram width, and includes an optional Rolling POC to track the most active price level over time. Additional style options such as flipped histogram, gradient coloring, and custom bar appearance make it flexible for different chart preferences.
Chỉ báo Pine Script®
của jackieeeeeeeee
CVD Multi Exchange PercentileCVD Multi Exchange Percentile Aggregated order flow across four major crypto derivatives exchanges — with historical percentile ranking to measure how extreme today's session really is. A Cumulative Volume Delta (CVD) indicator with daily reset, divergence detection, and absorption signals, built for perpetual futures. It combines Binance, Bybit, OKX, and Bitget into a single aggregated flow, then ranks it against its own history to give you objective context. █ 🧩 KEY FEATURES 🔹 Multi Exchange Aggregation Four sources (Binance, Bybit, OKX, Bitget) can be toggled independently. The aggregated delta captures cross-exchange order flow that single-source CVD cannot detect — especially during liquidations or arbitrage-driven moves. 🔹 Historical Percentile System Each session's peak CVD is stored in a rolling buffer, separated by direction (bull vs bear). The current session is ranked against this distribution to measure how extreme the flow is compared to recent history. 🔹 Live Percentile A real-time percentile tracks the current CVD value as the session develops — no need to wait for session close. 🔹 Swing Divergence Detects divergences between price and CVD structure: - Bullish: price makes lower low, CVD makes higher low - Bearish: price makes higher high, CVD makes lower high Filtered by percentile threshold and optional trend filter. 🔹 Volume Absorption Highlights conditions where price and CVD move in opposite directions under high volume: - Bullish absorption: price down, CVD up - Bearish absorption: price up, CVD down Requires elevated volume and percentile confirmation. 🔹 Visual Encoding Histogram color reflects direction and momentum. Signal markers: - Divergence bullish: dark green triangle up - Divergence bearish: blue triangle down - Absorption bullish: orange circle - Absorption bearish: purple circle Optional info table provides real-time stats. Signal examples on TRXUSDT.P (1H) — three signal types visible: - Orange circle (Absorption Bull): price dropping but CVD rising on high volume — buying pressure hidden under falling price - Blue triangle (DIV- Bearish): price making higher high but CVD making lower high — selling pressure building despite rising price - Purple circle (Absorption Bear): price rising but CVD falling on high volume — selling pressure hidden under rising price Signal examples on ETHUSDT.P (1H) — bullish signals visible: - Dark green triangles (DIV+ Bullish): price making lower lows but CVD making higher lows — buying pressure increasing despite falling price, signaling potential reversal - Orange circle (Absorption Bull): same logic as above — hidden buying under selling candles █ 🔧 HOW IT WORKS The script fetches lower-timeframe OHLCV data from each exchange using `request.security_lower_tf()`. Each intrabar volume is classified using a CLV-based model (close location within range) to estimate buying vs selling pressure. The resulting deltas are summed across all exchanges and accumulated into a daily CVD, resetting at the start of each new UTC session. █ 📖 HOW TO USE Apply the indicator to Perpetual Futures charts (.P). The symbol is auto-detected from the chart and mapped across all supported exchanges — no manual input needed. Suggested timeframe: 1H (default percentile lookback is 336 bars, which equals ~14 days on 1H charts). Signals are contextual, not standalone triggers. Use them to identify: - flow/price divergences - potential absorption zones - extreme participation conditions █ ⚙️ SETTINGS Data Sources (Perpetual Futures Only) — Enable/disable Binance, Bybit, OKX, Bitget Settings — Intrabar precision (1/5/15/60), daily reset Signals — Percentile lookback (default 336 bars, ~14 days on 1H), min percentile for divergence (75), swing length (8), trend filter SMA (20), absorption volume lookback (10) and multiplier (1.5), show/hide toggles for divergences, absorption, trend filter, and info table █ 💡 WHAT MAKES THIS DIFFERENT Most CVD indicators rely on a single exchange and lack statistical context. This script aggregates flow across venues and ranks it using a percentile system, providing a clear measure of whether current activity is extreme or routine. Bull and bear distributions are handled separately, avoiding distortion from mixed data. █ ⚠️ LIMITATIONS — Works only on perpetual futures (.P required) — Delta is estimated from OHLCV, not tick-level order book data — Exchange data availability may vary by symbol — Intrabar resolution affects precision and performance █ 📌 DISCLAIMER This is a contextual analysis tool, not a signal generator. It does not provide buy/sell signals and should not be used as a standalone trading system. Always apply proper risk management.
Chỉ báo Pine Script®
của Alex975
Footprint: Cluster by Exchanges v2 [AlexKo]Footprint: Cluster by Exchanges v2 What the Indicator Does Detects buy and sell clusters from footprint data (POC level + delta) and draws a **stacked set of colored boxes** at each cluster — one box per connected exchange. Box height is proportional to that exchange's volume relative to its own average, so you can instantly see **which exchanges participated in forming the cluster**. How It Works 1. Cluster Detection A cluster is confirmed on bar close when all of the following conditions pass: | Condition | Buy Cluster | Sell Cluster | |-----------|-------------|--------------| | POC position | ≤ N% from candle bottom | ≥ (100−N)% from bottom | | Delta (optional) | > 0 | < 0 | | Min delta % | ≥ threshold | ≥ threshold | | Min candle volume | ≥ threshold | ≥ threshold | | Min range (ATR %) | ≥ threshold | ≥ threshold | 2. Fetching Exchange Volumes Once a cluster is detected, volume is pulled from each enabled exchange via `request.security()`, automatically substituting the current chart ticker. 3. Visualization — Stacked Boxes ``` ▲ ← label (hover → tooltip with full details) ┌──────────┐ │ OKX │ ← h = ATR × scale × (vol_okx / avg_okx) ├──────────┤ │ Bybit │ ← height reflects relative volume ├──────────┤ │ Binance │ ← bottom box = Exchange 1 in settings ● ← POC level of the cluster candle ``` Buy cluster** → stack grows **upward** from POC Sell cluster** → stack grows **downward** from POC - Each box is labeled with the exchange name - Hovering the ▲/▼ marker shows the full tooltip --- Tooltip (example) ``` ▲ BUY CLUSTER ───────────────────────── POC: 65 420.00 (18% from bottom) Delta: +12 450 (+8.3%) Buy: 54.2% │ Sell: 45.8% ───────────────────────── Exchange Volume ×avg ───────────────────────── Binance 1.2M ×2.3 Bybit 890K ×1.8 OKX 450K ×0.9 ───────────────────────── ∑ Total: 2.5M ``` --- Parameters Footprint Parameters | Parameter | Default | Description | |-----------|---------|-------------| | Ticks per Row | 100 | Footprint row size in ticks | | Value Area (%) | 70 | Value area percentage for POC calculation | Clusters | Parameter | Default | Description | |-----------|---------|-------------| | Cluster Zone (%) | 35 | POC in bottom/top N% of range = cluster. Recommended: 30–40% | | Show Buy / Sell Clusters | true / true | Toggle each cluster type on/off | | Accent Color: Buys / Sells | orange / blue | Color for the ▲/▼ label and frame | Filters | Parameter | Default | Description | |-----------|---------|-------------| | Confirm with Delta | true | Main filter. Buy cluster only when delta > 0 | | Min Delta (% of Volume) | 0 | Minimum delta strength as % of volume. 0 = disabled | | Min Candle Volume | 0 | Ignore low-activity bars. 0 = disabled | | Min Candle Range (ATR %) | 0 | Doji filter. 0 = disabled | Exchanges 1–5 | Parameter | Description | |-----------|-------------| | Enable | Toggle this exchange on/off | | Prefix | TradingView exchange prefix: `BINANCE`, `BYBIT`, `OKX`, `BITGET`, `KRAKEN`, `COINBASE`, `BITMEX`, etc. | | Ticker | Empty = current chart ticker. Fill manually if the exchange uses a different format (e.g. `XBTUSD` for Kraken) | | Name | Text shown on boxes and in the tooltip | | Color | Box fill and border color | Bar Visualization | Parameter | Default | Description | |-----------|---------|-------------| | Normalization Mode | % of Average | How bar heights are calculated (see below) | | SMA Period (bars) | 20 | Moving average period for normalization. Volume / SMA = relative size | | Height Scale (× ATR) | 0.08 | Base height when volume equals average. Increase if bars look too small | | Max Multiplier | 5.0 | Growth cap. Volume > 5×average does not increase height further | | Fill Transparency | 25 | 0 = fully opaque, 95 = nearly invisible | | Info Label (exchanges + volumes) | true | Show per-exchange volume label outside the candle | | Label Text Size | small | Text size for the label: tiny / small / normal | | Label Offset (× ATR) | 0.5 | Distance from candle high/low in ATR units. 0 = flush with candle | Normalization Modes | Mode | Description | |------|-------------| | **% of Average** | Each exchange bar is scaled against its own SMA. Height = base when volume = average; capped at Max Multiplier × base | | **% of Total** | Bar width represents the exchange's share of combined volume across all active exchanges on that bar | | **Absolute** | All exchanges normalized against the combined average of all active exchanges | Limitations Object limit:** `max_boxes_count = 500`. With 3 active exchanges you can see ~165 cluster bars; with 5 exchanges ~100. Older objects are removed automatically. Footprint data:** requires a TradingView subscription that includes Order Flow / Footprint access. Box labels:** may not be visible if a box is very thin (small ATR or low scale). The hover tooltip always works. Cluster detection** is based on the current chart's exchange only. Exchanges 1–5 provide volume breakdowns but do not affect whether a cluster is detected. Alerts | Alert Name | Trigger | |------------|---------| | Buy Cluster | Buy cluster detected on bar close | | Sell Cluster | Sell cluster detected on bar close | Alert message format: `{{ticker}} {{interval}} | Buy/Sell cluster by exchanges`
Chỉ báo Pine Script®
của AlexKondom
1
Volatility-Adjusted Supply & Demand Zones [Footprint]Volatility-Adjusted Supply & Demand Zones Overview Most supply and demand indicators draw zones based on price structure alone — a strong candle appears, a box gets painted, and every zone looks equally valid. This indicator takes a different approach: it sizes and scores every zone using ATR-based volatility, then validates each zone using real order flow data pulled from the bar's volume footprint. The result is a layer of institutional context that price-only zone detectors cannot provide. The indicator detects displacement candles whose bodies exceed a user-defined ATR multiple, assigns each zone a composite strength score derived from body size and relative volume, and then cross-references the zone's origin bar against footprint delta — the net difference between aggressive buying and aggressive selling — to classify each zone as confirmed, weak, or mitigated. Zones where order flow agreed with the directional move are rendered at full opacity. Zones where delta contradicted the move are faded, acting as a caution signal rather than a confident level. A built-in performance heatmap tracks historical win rates and delta confirmation rates across five strength bins so you can calibrate inputs to your instrument over time. How it works Zone detection On each bar the indicator computes ATR and compares the candle body size against it. If the body exceeds the displacement threshold (ATR × Displacement Multiplier), the bar is flagged as a displacement move. A pending zone is created at the candle's proximal edge and held in a queue. The zone is only confirmed after price has moved away cleanly for a user-defined number of bars without re-entering the candidate range. If price re-enters during the waiting period, the candidate is discarded. bodySize = math.abs(close - open) dispRatio = bodySize / atr isStrongMove = dispRatio > displacementMult Zone height is fixed at the time of detection: ATR × Zone Width Multiplier, measured from the proximal edge of the displacement candle inward. Demand zones extend downward from the candle high; supply zones extend upward from the candle low. Strength score Each zone carries a strength score calculated from the body-to-ATR ratio and the bar's relative volume (volume divided by its moving average). Multiplying these two factors rewards moves that were both large in price terms and accompanied by elevated volume. relVol = volume / ta.sma(volume, volLengthInput) strengthScore = dispRatio * math.sqrt(relVol) The score is displayed on the zone label and used to bin zones into the statistics table. Footprint delta confirmation The indicator calls request.footprint() once per bar to obtain the volume footprint for the displacement candle. It reads the bar-level delta (net aggressive buying minus selling), and also inspects the Point of Control (POC) row for directional imbalance. A demand zone is delta-confirmed when the origin bar shows net buying (delta > 0). A supply zone is confirmed when the origin bar shows net selling (delta < 0). When delta contradicts the zone direction, the zone is rendered at the Weak Zone Transparency level as a visual warning. Zones whose POC row has a confirming buy or sell imbalance are marked with a ⚡ symbol on their label, indicating that the most-traded price level within the bar showed a pronounced one-sided order flow skew. Visual encoding Full-opacity zone — footprint delta confirmed the zone direction. Treat as a standard level. Faded zone (Weak Zone Transparency) — delta contradicted the zone direction. Approach with caution; order flow did not support the move. Heavily faded zone (Mitigated Transparency) — price has since closed through the far edge of the zone. The level has been invalidated. ⚡ label marker — the POC row of the origin bar showed a confirming imbalance, suggesting concentrated institutional activity at the most-traded price. Inputs Detection ATR Length — lookback period for ATR, which controls zone width, displacement sensitivity, and reaction targets across the entire indicator. Lower values (e.g. 7) make ATR respond faster to recent volatility, producing narrower zones on quiet bars. Higher values (e.g. 21) smooth out spikes for more consistent sizing. Default: 14. Displacement Multiplier — minimum candle body size as a multiple of ATR required to qualify as a displacement move. Lower values (e.g. 0.5) detect more zones including smaller impulses. Higher values (e.g. 1.5–2.0) filter down to only the most explosive candles. Default: 1.0. Volume MA Length — lookback period for the volume simple moving average used to compute relative volume. Lower values (e.g. 10) make the baseline adapt quickly so only larger surges register. Higher values (e.g. 50) treat moderate volume increases as more significant. Affects the strength score only, not zone placement. Default: 20. Zone Width ATR Multiplier — height of each zone expressed as a multiple of ATR at detection. Lower values (e.g. 0.3) produce tight zones that require a precise re-entry. Higher values (e.g. 1.0) tolerate wider wicks before a touch is registered. Default: 0.5. Confirmation Bars — number of bars price must hold outside the zone after the displacement candle before the zone is drawn. Lower values (e.g. 1–2) capture zones faster but allow more false starts. Higher values (e.g. 5+) require a sustained move away and reduce noise. Default: 3. Volume Footprint Ticks Per Footprint Row — price range of each footprint row in ticks. Smaller values (e.g. 10–25) produce more granular rows and more detailed POC detection. Larger values (e.g. 200–500) aggregate into fewer rows and run faster. Match to your instrument: for ES futures (0.25 pts/tick), 100 ticks = 25 points per row; for BTC (0.10/tick), 1000 ticks ≈ $100 per row. Default: 100. Value Area % — percentage of total bar volume that defines the Value Area, following standard market profile convention. Raising this widens the VA; lowering it tightens it. Default: 70. Imbalance Threshold % — how much a row's buy volume must exceed the row below's sell volume (or vice versa) to be flagged as imbalanced. At 300%, buy volume must be 3× the adjacent row's sell volume. Lower values (e.g. 150%) flag more imbalances; higher values (e.g. 500%) flag only extreme skews. Default: 300. Show Delta on Zone — when enabled, the zone label includes the footprint delta direction (▲/▼) and size in thousands at the origin bar. Disable to show only the strength score. Default: on. Highlight Imbalanced Zones — when enabled, zones whose origin bar POC row has a confirming directional imbalance are marked with ⚡ in the label. Disable to suppress imbalance detection entirely. Default: on. Statistics Show Performance Heatmap — toggles the heatmap table in the top-right corner. The table groups zones into five strength bins and shows demand win rate, supply win rate, total zone count, and delta confirmation rate per bin, colour-coded from red (low) to green (high). Default: on. Reaction Target (ATR) — how far price must move away from a zone after touching it to count as a successful reaction, in ATR multiples. Lower values (e.g. 0.5) count small bounces as wins; higher values (e.g. 2.5–3.0) require meaningful moves. Affects statistics only — does not resize zones. Default: 1.5. Style Demand Color — fill and border colour for demand zones. The opacity set in the colour picker controls baseline transparency; delta-confirmed zones render at this opacity while weak zones are additionally faded. Default: green at 60% transparency. Supply Color — fill and border colour for supply zones. The same transparency layering applies as demand zones. Default: red at 60% transparency. Weak Zone Transparency — transparency applied to zones where footprint delta contradicts the zone direction. Higher values (closer to 100) make weak zones nearly invisible. Lower values keep them visible as a caution marker. Default: 82. Mitigated Transparency — transparency applied after a zone is invalidated by price closing through its far edge. Higher values clean up the chart; lower values retain mitigated zones as historical context. Default: 90. Usage notes Before trusting any zone, check the label: a ▼ delta on a demand zone or ▲ delta on a supply zone means aggressive order flow did not support the move. Wait for additional confirmation before entering against the zone. The ⚡ marker identifies zones where the most-traded price level within the displacement bar showed a one-sided imbalance. These levels represent potential areas of concentrated institutional activity and may produce stronger reactions than unmarked zones. Use the performance heatmap to calibrate your displacement and volume inputs. If the highest-scoring bins (6–8, 8+) are showing low win rates for your instrument, the displacement multiplier may be too low and is capturing impulsive but unsustained moves. The Δ Conf% column in the heatmap shows what fraction of zones in each strength bin had confirming delta. If high-strength zones show low confirmation rates on your instrument, consider whether a different timeframe or session gives more reliable footprint data. Footprint data requires a TradingView subscription tier that provides volume footprint access. On instruments or timeframes where footprint is unavailable, delta values display as "Δ n/a" and all zones default to confirmed status so zone detection still functions. Ticks Per Footprint Row is the most instrument-sensitive input. Set it too small and computation overhead increases; set it too large and POC imbalance detection loses resolution. For equity index futures, 50–100 ticks per row is a reasonable starting range. Mitigated zones (heavily faded) mark levels where price has already broken through. They are kept visible by default as historical reference but can be hidden completely by setting Mitigated Transparency to 100. This indicator does not generate entry signals. It identifies structural levels with order flow context. Combine it with a trigger mechanism — a lower-timeframe confirmation candle, a momentum signal, or a volume surge — before committing to a trade.
Chỉ báo Pine Script®
của jabez4jc
HTF Power of Three ProHTF Power of Three Pro Overview Power of Three (PO3) is a Smart Money Concepts framework developed by ICT / Inner Circle Trader. It models every higher-timeframe candle as a three-stage institutional campaign: Accumulation (price consolidates near the open), Manipulation (a liquidity sweep in one direction), and Distribution (expansion and close in the opposite direction). Recognising this structure on higher timeframes gives traders a narrative for where price has been and where it is likely to go within the current candle. This indicator renders the HTF PO3 candle directly on your lower-timeframe chart as a body box with full wicks, a live countdown timer, and a projection panel to the right of price. Beyond the basic candle, it integrates real footprint delta data from `request.footprint()` to flag whether the net order flow inside each candle supports its directional move — separating candles with genuine institutional conviction from those that closed in a direction without confirming buy or sell pressure. How It Works The indicator requests OHLC and time data from a user-selected higher timeframe using `request.security()` with `lookahead_on` so the open is always known at the start of each HTF candle. On each lower-timeframe bar, it accumulates the running high, low, close, and footprint delta. When the HTF candle closes, the completed candle is drawn as a body box with wick lines and a delta label. A live box redraws on every tick to show the in-progress candle. For footprint data, each lower-timeframe bar requests a `footprint` object via `request.footprint()`. The indicator sums all row deltas to obtain the bar's net delta, then classifies each bar as belonging to the lower or upper half of the current HTF range based on bar midpoint vs. HTF midpoint: footprint fp = request.footprint(i_fpTicks, i_fpVa, i_fpImb) float barDelta = na float barLHD = na // lower-half delta accumulator float barUHD = na // upper-half delta accumulator if not na(fp) array rows = fp.rows() float totalD = 0.0 for row in rows totalD += row.delta() barDelta := totalD htfMid = (htfH + htfL) / 2.0 barMid = (high + low) / 2.0 if barMid < htfMid barLHD := totalD barUHD := 0.0 else barLHD := 0.0 barUHD := totalD At the end of each HTF candle, the indicator tests for Volume Concentration Conviction : for a bullish candle, the indicator checks whether a configurable percentage of delta came from bars in the lower half of the range (smart money accumulating below before distributing up). For a bearish candle, it checks whether the majority of sell delta came from the upper half. Candles that pass this test receive a glow halo and a highlighted border, and their delta label is stamped with a concentration percentage badge. Colour Coding Body box — bullish : configurable fill (default semi-transparent green) with grey border. Body box — bearish : configurable fill (default semi-transparent red) with black border. Conviction highlight — bull : cyan glow halo and border (default #00e5ff) indicating buy delta concentrated in the lower half of range. Conviction highlight — bear : amber glow halo and border (default #ff9800) indicating sell delta concentrated in the upper half of range. Delta label — positive : lime green text showing net buy delta. Delta label — negative : red text showing net sell delta. Macro windows : yellow fill boxes marking 20-minute ICT macro windows around hourly pivots (EST). Session boxes : user-defined colour fills for up to three intraday sessions. Inputs PO3 Settings Timeframe — the higher timeframe whose candle the indicator models. Must be strictly above the chart timeframe; a runtime error fires otherwise. Default: 180 (3-hour). Use NY Midnight — replaces the regular session open with the 00:00 EST candle open for Daily and Weekly timeframes, aligning with ICT's NY Midnight concept. Default: off. HTF PO3 Appearance Body (Bull / Bear) — fill colours for bullish and bearish HTF candle bodies. Default: semi-transparent green / red. Border (Bull / Bear) — border colours for the body box. Default: grey / black. Wick (Bull / Bear) — wick line colours. Default: semi-transparent grey for both. Projection Panel Show Projection Panel — toggles the mini-panel drawn to the right of the last bar showing the live candle alongside recent closed candles. Default: on. Candles to Show — number of historical HTF candles to display in the panel, not counting the live candle. Range: 1–10. Default: 3. Right Offset (Bars) — gap in bars between the last chart bar and the left edge of the panel. Increase this if labels overlap price. Default: 15. Candle Width — width in bars of each panel candle slot. Range: 2–30. Default: 6. Gap — spacing in bars between candle slots. Range: 1–30. Default: 10. Show OHLC Labels — prints O/H/L/C price labels to the right of each panel candle. Default: on. Show Delta Labels — prints the net delta below each panel candle, with a conviction badge where applicable. Default: on. LTF Projections (Live PO3) OHLC Price — shows O/H/L/C price labels beside the live HTF candle on the main chart. Toggle and colour configurable. Default: on, silver. Mode — switches OHLC labels between absolute price and percentage of the current HTF range. "% Range" is useful on instruments with large nominal prices. Default: Normal. Open Line — draws a dashed line at the HTF open price extending 50 bars to the right. Toggle, colour, and width configurable. Default: on, grey, width 1. L/H Lines — draws dashed lines at the running HTF high and low extending to the right. Toggle, colour, and width configurable. Default: on, teal, width 1. Label & Text Size — governs the size of all labels and table text. Options: Auto, Tiny, Small, Normal, Large, Huge. Default: Small. LTF Projections (Previous PO3) Show Previous PO3 — draws the prior HTF candle's open, high, low, and equilibrium (midpoint) as persistent lines across the chart. Default: on. Prev Open Style / Colour / Width — line style, colour, and width for the previous candle's open level. Default: Dashed, orange, width 1. Prev H/L Style / Colour / Width — line style, colour, and width for the previous candle's high and low. Default: Dashed, yellow, width 1. Prev EQ Style / Colour / Width — line style, colour, and width for the previous candle's equilibrium (50% level). Default: Dotted, semi-transparent white, width 1. Extend Previous Opens — projects the open price of up to 10 past HTF candles as faded dotted lines across the chart, useful for identifying historical open-price magnets. Default: off. Dealing Range Show Dealing Range — draws the four premium/discount quadrant levels of the live HTF candle: High, Q3 (75%), EQ (50%), Q1 (25%), Low. Default: off. H/L Style / Colour / Width — appearance of the High and Low boundary lines. Default: Solid, white, width 1. EQ Style / Colour / Width — appearance of the 50% equilibrium line. Default: Dashed, semi-transparent white, width 1. Q1/Q3 Style / Colour / Width — appearance of the 25% and 75% quartile lines. Default: Dotted, semi-transparent grey, width 1. Show Level Labels — annotates each dealing range line with its name (DR High, Q3 75%, etc.). Default: on. Weekly Profile Show Weekly Profile — when the HTF timeframe is set to W, draws individual daily candle body boxes inside the weekly range, coloured by day of week. Best used alongside a Weekly timeframe setting. Default: off. Mon / Tue / Wed / Thu / Fri — fill colours for each day's body box in the weekly profile. Defaults: blue, purple, orange, teal, red (all semi-transparent). Time & Price Mode — selects the time-and-price overlay. Off : no overlay. Macros : draws 8 ICT 20-minute macro windows around hourly EST pivots as coloured boxes. Session : draws up to 3 user-defined intraday sessions as coloured boxes. Day of Week : groups weekdays into two PO3-style candles (Group A: Mon–N, Group B: remaining days). Default: Off. Macro Color / Border — fill and border colours for ICT macro window boxes. Default: semi-transparent yellow fill, solid yellow border. Session 1 / 2 / 3 — enable toggle, start time (HH:MM, 24h, exchange timezone), end time, and fill colour for each session. Sessions may cross midnight. Defaults: Session 1 08:30–12:00 blue; Session 2 12:00–16:00 green; Session 3 disabled. Group A: Days 1–N — the number of weekdays (counting from Monday) that form Group A in Day of Week mode. Range: 1–4. For example, 4 groups Mon–Thu together; Friday becomes Group B alone. Default: 4. Group A / Group B Colour — fill colours for the two day-of-week candle groups. Default: blue / red (semi-transparent). Footprint Delta HTF Delta Labels — prints net delta text below each completed HTF candle drawn on the main chart. Default: on. Live Delta Label — prints the running net delta below the live HTF candle, updating on every tick. Default: on. Ticks per Row — the price range of each footprint row passed to `request.footprint()`. Smaller values (e.g. 1–2) produce finer row granularity; larger values (e.g. 10+) produce coarser rows and faster execution. Match this to your instrument's typical tick structure. Default: 4. VA Percent — the Value Area percentage passed to `request.footprint()` for POC/VA calculations. Range: 1–100. Default: 70. Imbalance % — the ask/bid ratio threshold passed to `request.footprint()` for identifying imbalanced rows. Default: 300. Positive / Negative Delta Colour — text colours for positive and negative delta labels. Default: lime / red. Volume Concentration Show Conviction Highlight — enables the glow halo and border highlight on candles where delta is concentrated in the directionally correct half of the HTF range. Disable to suppress all conviction visuals without changing other settings. Default: on. Concentration Threshold % — the minimum percentage of total half-range delta that must come from the conviction zone to qualify a candle. At 51% any slight lean qualifies; at 80%+ only strongly concentrated candles qualify. Range: 51–100. Default: 60. Bull Conviction / Bear Conviction Colour — glow and border colours for bullish and bearish conviction candles. Default: cyan (#00e5ff) / amber (#ff9800). Highlight Border Width — border width of the conviction glow box and body border. Range: 1–4. Default: 2. PO3 Info Table Range — sets whether the range row in the info table displays as a price difference or as a tick count. Default: Price. Position — vertical (top / middle / bottom) and horizontal (left / center / right) position of the info table. Default: middle right. Label / Text Colour — background colour for label cells and text colour for value cells. Default: semi-transparent grey labels, white text. Usage Notes Set the timeframe to one step above your trading chart. On a 15-minute chart, a 3-hour or 4-hour HTF candle gives you the PO3 campaign context most traders use for intraday bias. Use the conviction highlight to filter entries. A bullish HTF candle with a cyan glow means buy delta was concentrated in the lower range half — consistent with institutional accumulation. A candle that closes bullish without conviction may be a manipulation leg rather than a genuine distribution. The Dealing Range levels (H, Q3, EQ, Q1, L) provide premium and discount zones for the current HTF candle. Entering long below EQ and short above EQ aligns with the PO3 distribution model. Enable Extend Previous Opens to track historical HTF open prices as potential support and resistance. Price frequently returns to prior HTF opens before continuing. In Macros mode, the 8 ICT windows mark the 20-minute periods where London and New York session pivots are typically formed. These are common manipulation windows within the daily PO3 cycle. The Ticks per Row input should match your instrument's structure. For index futures (e.g. ES, NQ), 4–10 ticks per row is typical. For forex pairs with 5-digit pricing, 1–2 ticks may be more appropriate. The indicator requires a higher timeframe than the chart. Setting the timeframe equal to or below the chart timeframe triggers a runtime error by design. Footprint data requires a TradingView plan that includes volume footprint access. If `request.footprint()` returns `na` consistently, check your plan level and confirm the symbol provides tick data. Recommended Pairings Works well alongside an order block or fair value gap indicator to confirm that PO3 manipulation legs are sweeping known liquidity zones. Pair with a session VWAP indicator to see how the HTF open relates to volume-weighted price — divergence between the HTF open and VWAP is a common manipulation signal.
Chỉ báo Pine Script®
của jabez4jc
1
Volume Footprint [Simplifyed]Volume Footprint Overview Most volume indicators tell you how much was traded. This indicator tells you who won . Volume Footprint displays the order flow breakdown inside every bar — how many contracts were bought aggressively versus sold aggressively at each price level — so you can see where institutional participation is concentrated and whether that participation is consistent with the direction price actually moved. The core insight is simple: price only moves when effort fails to produce a result. A bar dominated by sell orders that still closes higher is not bearish — it is a sign that passive buyers absorbed every aggressive seller. The next move is likely up. This script surfaces those inefficiencies directly on your chart. Requires a TradingView Premium or Ultimate plan for the request.footprint() API. How it works The script requests a full footprint for each bar via Pine Script v6's native request.footprint() call. Each bar is divided into rows based on a user-defined tick width. Every row shows its delta — the net difference between aggressive buy volume and aggressive sell volume at that price level. footprint fp = request.footprint(i_ticks, i_va, i_imbal) float barDelta = fp.delta() array rows = fp.rows() Six signal types are derived from that data: Bear Trap (green label) — the majority of sell-delta rows are clustered in the bottom third of the bar. Sellers entered at the lows and were absorbed. Their break-even stop is the bar's POC. Bull Trap (red label) — the majority of buy-delta rows are clustered in the top third of the bar. Buyers entered at the highs and were absorbed. Their break-even stop is the bar's POC. Squeeze Up / Squeeze Down (diamond) — price crosses through a Vulnerability Line drawn at a prior trap bar's POC. Trapped participants hit their stops and accelerate the move. Ineff Sell / Ineff Buy (circle) — bar delta is negative but the candle closed up (or vice versa). Effort did not produce the expected result. The aggressive side is exhausted. Vulnerability Line (dashed) — a horizontal line extending from each trap bar's POC. This is the trapped trader's break-even level. It turns dotted when consumed by a Squeeze signal. Iceberg Row (bright border) — a row where total volume exceeds a multiple of the bar's average row volume. Signature of a passive institutional limit order silently absorbing aggression. Bar rows are coloured by delta direction: teal for net buying, red for net selling. Row opacity scales with volume when the gradient mode is enabled. The Value Area (the range of rows containing a user-defined percentage of total bar volume) receives a gold border. The POC row receives an orange border. The bar delta label at the bottom of each bar shows the net delta, volume context (FRESH / EXIT up / EXIT down), and a summary of imbalance counts. A star prefix (★) on trap labels means the trap fired at the edge of the recent N-bar range — the highest-conviction location. Inputs Footprint Ticks per Row — controls the price granularity of each footprint row. One tick equals syminfo.mintick. Lower values (e.g. 10) produce more rows and finer detail but consume more drawing objects; higher values (e.g. 500) produce fewer, coarser rows. Target approximately 25 rows per bar. Use the "ATR Ticks Hint" value in the Data Window as a starting point. Default: 100. Value Area % — the percentage of total bar volume used to define the Value Area. The standard market profile convention is 70. Raising this to 90 widens the highlighted region; lowering it to 50 tightens it to only the highest-volume core. Default: 70. Imbalance Threshold % — a row is flagged as having a buy imbalance when its buy volume exceeds this percentage of the row below's sell volume (and vice versa for sell imbalance). At 300%, a row needs 3× the adjacent row's opposing volume to qualify. Lower values (e.g. 150) produce more frequent imbalance markers; higher values (e.g. 500) flag only extreme stacking. Default: 300. Signals Fresh/Exit Range (bars) — the lookback window used to classify whether the current bar is in the middle of the recent range (FRESH — new institutional entry) or at its extremes (EXIT — take-profits or stops). A value of 20 uses the prior 20 bars. Shorter lookbacks (e.g. 5) react to recent swings; longer lookbacks (e.g. 50) classify against a broader structural range. Default: 20. Iceberg Threshold (x avg row vol) — a row is highlighted as an iceberg when its volume exceeds this multiple of the bar's average row volume. At 3.0×, a row needs three times the average to qualify. Lower values (e.g. 2.0) highlight more rows; higher values (e.g. 6.0) flag only the most extreme absorption events. Default: 3.0. Candle Shape Filter for Traps — when enabled, a Bear Trap additionally requires a hammer candle (lower wick at least 2× the body, upper wick at most 0.5× the body) and a Bull Trap additionally requires a shooting-star candle. This reduces signal frequency and increases precision. Disable it on instruments where wick structure is less reliable (e.g. crypto with frequent spikes). Default: off. Display Value Area Highlight — draws a gold border on rows within the Value Area. Default: on. POC Highlight — draws an orange border on the Point of Control row (highest volume row in the bar). Default: on. Imbalance Markers — plots a small triangle at the top or bottom of rows with a buy or sell imbalance. Default: on. Bar Delta Label — displays a label below each bar showing total bar delta, volume context, and dominant imbalance count. Default: on. Trap Signals — shows Bear Trap and Bull Trap labels on qualifying bars. A ★ prefix indicates the trap fired at a range edge. Default: on. Vulnerability Lines — draws a dashed horizontal line at each trap bar's POC, extending to the right until consumed by a Squeeze signal. Default: on. Squeeze Signals — plots a label when price crosses through a Vulnerability Line, triggering forced exits from trapped participants. Default: on. Efficiency Signals (Effort vs Result) — plots Ineff Sell and Ineff Buy labels when delta direction and candle direction disagree. Default: on. Volume Gradient — when enabled, each row's background opacity scales with its share of total bar volume, making high-volume rows visually heavier. When disabled, all rows use a flat background colour. Default: off. Label Size — sets the text size of row delta labels. Options: tiny, small, normal. Default: tiny. Usage notes Read the "ATR Ticks Hint" value from the Data Window before setting Ticks per Row. Divide the hint by 25 to find a starting point that yields approximately 25 rows per bar. Too few rows (under 10) loses resolution; too many rows (over 40) consumes drawing objects rapidly and shows only the last few bars in full detail. Full footprint detail (boxes and labels) is limited to approximately the last 13 bars due to drawing object limits (500 boxes, 500 labels). All signals — traps, squeezes, efficiency — are plotted on all historical bars via plotshape and barcolor, so you can scroll back to review signal history without losing them. Treat the ★ trap label as higher conviction than an unmarked trap. A trap firing in the middle of a range has less context than one firing at a structural high or low where stops are naturally clustered. A Vulnerability Line turning dotted is the Squeeze confirmation. The price crossing the line is the mechanical event; the line changing style is its visual acknowledgement. Monitor open Vulnerability Lines for potential squeeze setups forming over multiple bars. Ineff Sell and Ineff Buy signals are strongest when they appear in the FRESH zone (bar label shows "FRESH"), meaning institutional participants entered mid-range and their effort failed. Efficiency signals in EXIT zones are more ambiguous — they may simply reflect profit-taking. A row with a bright iceberg border is a price level to watch on subsequent bars. Institutions building positions via iceberg orders at a specific level tend to defend that level on retests. This indicator requires one request.footprint() call per script. You cannot combine it with other scripts that also use request.footprint() on the same chart due to Pine Script's single-footprint-per-indicator constraint. Recommended pairings Volume Footprint is most effective when combined with a structural context tool — a supply and demand zone indicator or a swing high/low marker — so you can confirm whether trap and squeeze signals are firing at meaningful price levels. A session volume profile (VPVR) on the same chart helps identify whether the current bar's POC aligns with a broader high-volume node or is isolated.
Chỉ báo Pine Script®
của jabez4jc
Cumulative Applied Force DifferentialWhat The purpose of the model is to measure how buying and selling pressure builds up during today’s session and compare it directly to how pressure built up at the same moment in the previous session. By aligning both sessions bar‑for‑bar, the model reveals whether today’s market is applying more, less, or opposite “force” than yesterday. This gives traders a real‑time view of strength, weakness, or behavioral shifts that price alone cannot show. How The model calculates market pressure using cumulative delta, which is built from bid/ask proxy volume; a method that estimates whether buyers or sellers were more aggressive on each bar. Each bar’s net pressure is added to a running total, creating a live measure of how buying or selling force accumulates throughout the session. To contextualize this pressure, the script also classifies each bar into ATR‑defined zones (upper, lower, or neutral), helping identify whether pressure is building near extremes or in the middle of the range. Every cumulative delta value is stored in a session‑indexed array, which acts like a timeline of the session: bar 1, bar 2, bar 3, and so on. When a new session begins, yesterday’s array is saved, and a fresh one starts for today. Because both arrays are indexed by bar number, the script can match today’s bar with yesterday’s bar at each timepoint. This alignment allows the model to retrieve yesterday’s cumulative delta at the exact same point in the session and compare it to today’s value. The script then computes the divergence, at each bar, the model takes today’s cumulative delta and subtracts yesterday’s cumulative delta at the same point in the session to find how much stronger or weaker today’s pressure is. This difference is the market‑microstructure equivalent of a Cumulative Applied Force Differential; a measure of whether today’s pressure is stronger, weaker, or reversing relative to the previous session. The results are displayed in a table showing today’s value, yesterday’s aligned value, and the differential, with color coding to highlight strength, weakness, or neutrality at a glance. Why The rationale behind the model is that cumulative delta becomes far more meaningful when compared in context rather than viewed in isolation. Markets often repeat, invert, or distort behavioral patterns across sessions, and aligning sessions by bar index exposes these patterns with precision. By measuring the differential between today’s accumulated pressure and yesterday’s at the same moment, the model highlights acceleration, fading strength, absorption, or early signs of reversal before they appear in price. In essence, it quantifies how today’s underlying “force profile” deviates from yesterday’s, giving traders an objective and early read on evolving market intent.
Chỉ báo Pine Script®
của chriskokal1
Volatility Squeeze Oscillator [JOAT]Volatility Squeeze Oscillator Introduction Volatility does not move randomly. It compresses, coils, and then releases — and the magnitude of the release is frequently proportional to the depth and duration of the compression. This relationship between volatility contraction and subsequent expansion is one of the most durable patterns in market behavior across all asset classes and timeframes. The Volatility Squeeze Oscillator is built to quantify this relationship with precision, using a multi-layered analysis framework that goes well beyond standard squeeze detection. At its core, the indicator uses an ATR compression ratio engine to measure the difference between a short-term and long-term ATR. When the short-term ATR is smaller than the long-term ATR, volatility is contracting — the market is coiling. When the short-term ATR expands beyond the long-term reference, the coil is releasing. This compression differential is normalized against the high-low range, making the oscillator comparable across different instruments and volatility regimes. Three additional analytical layers are stacked on top of the compression engine. A cumulative delta proxy estimates buying versus selling pressure within each bar using range-based calculations — no Level 2 or order flow data required. A volume RSI module measures whether the current volume is elevated relative to its own history, providing a confluence filter that separates high-conviction from low-conviction squeeze releases. And a statistical deviation band system built on a 200-bar lookback marks the historically significant boundaries of the squeeze oscillator's own distribution, so traders can identify not just whether a squeeze is forming, but how extreme it is relative to its own history. Core Concepts 1. ATR Compression Ratio Engine The compression ratio is derived from two ATR calculations at different smoothing periods. Both use EMA smoothing rather than RMA (Wilder's method) to produce a more responsive and visually cleaner oscillator. The short-term ATR reflects current volatility conditions. The long-term ATR (calculated at double the base period) establishes the reference level representing the recent historical norm. The difference between these two — long minus short — is the squeeze value: positive when the market is contracting (short ATR below long-term baseline), negative when expanding. trueRange = ta.tr(true) atrShort = ta.ema(trueRange, len) atrLong = ta.ema(atrShort, len * 2) sqzRaw = atrLong - atrShort hlRange = ta.highest(high, len) - ta.lowest(low, len) sqzVal = hlRange > 0 ? sqzRaw / hlRange : 0 Normalizing by the HL range makes the oscillator dimensionless — a squeeze value of 0.3 carries the same meaning whether you are analyzing a $1 stock or a $50,000 Bitcoin contract. The signal line is an EMA of the squeeze value, used to detect the inflection point where the squeeze begins to build (sqzVal crossing above sqzSig) or release (sqzVal crossing below sqzSig). 2. Hyper-Squeeze Detection A hyper-squeeze occurs when the squeeze value is not merely positive (compressing) but is actively rising for N consecutive bars — indicating an accelerating contraction rather than a stable one. Accelerating compression is particularly significant because it suggests market participants are increasingly reducing their activity, creating a coiled spring effect where the eventual release may be more forceful. hyperSqz = sqzVal > 0 and ta.rising(sqzVal, hyperLen) When a hyper-squeeze is active, a violet tint is overlaid on the oscillator background in addition to the regular delta-driven background color. The dashboard updates the hyper squeeze row to ACTIVE status. This dual visual layer makes extended compression phases immediately distinguishable from ordinary positive squeeze readings. 3. Cumulative Delta Proxy Order flow analysis — understanding whether buyers or sellers are dominant within a given period — typically requires tick-level data or exchange-provided volume breakdown. This indicator constructs a proxy for cumulative delta using bar-level range analysis, making the information accessible without any data feed requirements. barRange = high - low bullPress = barRange > 0 ? (close - low) / barRange : 0.5 bearPress = barRange > 0 ? (high - close) / barRange : 0.5 deltaBar = bullPress - bearPress deltaSma = ta.sma(deltaBar, deltaLen) deltaPos = deltaSma > 0 A close near the high of the bar implies buyers dominated (bull pressure near 1.0). A close near the low implies sellers dominated (bear pressure near 1.0). The difference, smoothed over a configurable window, produces a normalized delta reading. When delta is positive during a squeeze, the compressed volatility is accumulating with a bullish lean. When negative, with a bearish lean. This directional information is used both in the histogram coloring (alpha derived from delta conviction) and in dashboard output. 4. Volume RSI Confluence Volume RSI applies the standard RSI momentum formula to the volume series rather than price. This produces a normalized reading of whether current volume is elevated or depressed relative to its recent distribution. A high volume RSI (default threshold: 65) during a squeeze release indicates that the expansion is occurring on above-average participation — a meaningful distinction from low-volume releases that can quickly reverse. volRsi = ta.rsi(volume, 14) highVol = volRsi > volThresh The volume RSI value and status are displayed in the dashboard. Alert conditions include a "high-volume release" alert specifically when both a squeeze release signal and elevated volume RSI occur simultaneously, providing a higher-conviction composite signal. 5. Statistical Deviation Bands Rather than using fixed threshold lines at arbitrary values, the oscillator's own distribution is analyzed statistically using a 200-bar lookback. The mean and one and two standard deviation levels of the squeeze value over this window establish dynamically updating bands. These bands are filled with a gradient and rendered at adaptive transparency based on the current Z-score — as the oscillator approaches the 2σ band, the fill becomes more opaque, visually emphasizing extreme readings. sqzMean = ta.sma(sqzVal, statLen) sqzStd = ta.stdev(sqzVal, statLen) band1Up = sqzMean + sqzStd band2Up = sqzMean + 2 * sqzStd band1Dn = sqzMean - sqzStd band2Dn = sqzMean - 2 * sqzStd zScore = sqzStd > 0 ? (sqzVal - sqzMean) / sqzStd : 0 A squeeze reading above the 2σ upper band is historically anomalous compression — significantly above what has been typical over the prior 200 bars. Such readings often precede the most explosive release moves. 6. Histogram Coloring and Background Rendering The histogram bar colors encode two simultaneous dimensions. The base color is red when the squeeze is building (sqzVal above sqzSig) and teal when releasing (sqzVal below sqzSig). The alpha channel of each bar is modulated by the absolute value of the delta conviction — high delta conviction produces more saturated colors, while low-conviction delta (price closing near the bar midpoint) produces more transparent bars. The background color is a 93% alpha gradient driven entirely by delta: teal for bullish delta, red for bearish delta, with the hyper-squeeze violet tint layered on top when active. Features ATR Compression Ratio Engine: Measures the difference between short-term and long-term EMA-smoothed ATR, normalized by HL range for cross-instrument comparability. Signal Line: EMA of the squeeze value provides the crossover reference for detecting compression buildup and release initiation. Hyper-Squeeze Detection: Identifies accelerating compression phases where the squeeze is rising for N consecutive bars simultaneously. Cumulative Delta Proxy: Bar-range-based buying and selling pressure estimate, smoothed and normalized, requiring no Level 2 data. Volume RSI Confluence: RSI applied to volume series identifies above-average participation, separating high-conviction releases from low-volume ones. Statistical Deviation Bands: 200-bar mean and sigma levels with gradient fill and adaptive transparency based on Z-score position. Delta-Driven Alpha Histogram: Histogram color and opacity encode both squeeze direction and delta conviction simultaneously. Layered Background Coloring: Delta-based background with hyper-squeeze overlay provides immediate pane-level context without requiring close inspection. Signal Markers: Circle markers at oscillator bottom on squeeze cross and release cross events. Seven-Row Dashboard: Real-time status covering state, hyper squeeze, volume RSI, delta bias, Z-score, and squeeze value. Four Alert Conditions: Squeeze building, release detected, hyper squeeze active, and high-volume release composite signal. Input Parameters ATR Settings: Base Length: Period for short-term ATR EMA and HL range lookback (default: 20) Hyper-Squeeze Settings: Hyper Squeeze Consecutive Bars: Number of consecutive rising bars required for hyper-squeeze (default: 3) Delta Settings: Delta Smoothing Window: SMA period for the delta bar average (default: 10) Volume RSI Settings: Volume RSI Period: RSI lookback applied to volume series (default: 14) Volume RSI Threshold: Level above which volume is considered elevated (default: 65) Statistical Bands Settings: Statistical Lookback: Bar count for mean and standard deviation computation (default: 200) Show Bands: Toggle deviation band fills (default: true) Display Settings: Show Background: Toggle delta and hyper-squeeze background coloring (default: true) Show Signal Markers: Toggle circle markers at squeeze and release crosses (default: true) Show Dashboard: Toggle the seven-row information table (default: true) How to Use This Indicator Step 1: Monitor the Squeeze State The primary read from this oscillator is the current state displayed in the dashboard: SQUEEZING, RELAXING, or EXPANDING. Squeezing means the compression ratio is positive and rising — the market is actively coiling. Relaxing means the compression is positive but flattening or declining — the coil is beginning to unwind. Expanding means the oscillator has gone negative — volatility is actively expanding beyond the historical baseline. The transition from SQUEEZING to RELAXING is the early warning signal; the transition to EXPANDING is confirmation that the release has begun. Step 2: Watch for Hyper-Squeeze Conditions When the dashboard shows HYPER SQUEEZE: ACTIVE and the chart shows the violet tint overlay, the compression is accelerating — each bar the market is coiling tighter. These conditions historically precede more forceful releases. In hyper-squeeze conditions, position sizing on the anticipated breakout can be considered carefully, as the magnitude of the release may be larger than during ordinary squeeze exits. Step 3: Check Delta Bias for Directional Lean Before committing to a directional bias, check the delta row in the dashboard. Positive delta (bullish) during a squeeze indicates that even during compression, buyers have been closing bars near the upper portion of their range — a bullish accumulation signature. Negative delta (bearish) suggests the opposite. Delta bias does not guarantee direction, but it provides a useful lean when combined with the squeeze release signal. Step 4: Require Volume RSI Confluence on Release Not all squeeze releases produce sustained moves. Low-volume releases frequently reverse within a few bars. The "High-Volume Release" alert fires only when both a release cross and elevated volume RSI (above threshold) occur simultaneously. Waiting for this composite signal before acting on a release — rather than responding to the release cross alone — filters out a meaningful number of false expansion signals in low-participation environments. Indicator Limitations The ATR compression ratio measures relative volatility contraction but cannot determine the direction of the eventual breakout. This indicator identifies when a release is likely, not which way price will move. Directional analysis must come from structure, trend, or other contextual tools. The delta proxy is a bar-level approximation of order flow. It does not access actual tick data, order book data, or trade-level information. In markets with high-frequency activity, the close-to-high/low ratio can systematically misrepresent actual buying and selling pressure. The statistical deviation bands require 200 bars to be fully seeded. On instruments or timeframes with limited history, or immediately after loading a new chart, the bands may produce unreliable readings until sufficient data is available. Volume RSI confluence is not applicable to instruments where volume data is unreliable, unavailable, or represents synthetic aggregation (some forex pairs, certain CFDs). In these cases, the volume RSI row should be treated as informational only. The hyper-squeeze condition measures consecutive rising bars in the squeeze value. This makes it sensitive to the base period setting — shorter periods produce more variable squeeze values, leading to more frequent interruptions of the consecutive count. This indicator operates entirely on the chart's native timeframe. It does not incorporate multi-timeframe squeeze data — a squeeze on a 15-minute chart may be occurring within the context of a much larger timeframe expansion that this indicator would not reflect. Originality Statement The Volatility Squeeze Oscillator is a purpose-built analytical instrument that combines techniques not previously assembled in this specific architecture. The ATR compression ratio engine — using EMA-smoothed ATR at the base period versus double the base period, normalized by the HL range — is an original squeeze quantification method. It differs from the widely used Lazybear TTM Squeeze (which measures Bollinger Band width versus Keltner Channel width) by operating entirely within the ATR framework with range normalization. The hyper-squeeze detection via ta.rising() on the already-positive squeeze value identifies accelerating compression as a distinct state separate from ordinary compression, a categorization not found in standard squeeze implementations. The cumulative delta proxy using bar-range ratios (close minus low divided by range for bull pressure; high minus close divided by range for bear pressure), smoothed and normalized, provides order-flow-inspired information without any data dependency beyond OHLC — an original application of range analysis. The integration of volume RSI as a confluence gate within the squeeze oscillator framework — not as a separate indicator but as an internal filter with dedicated dashboard output and composite alert conditions — is an original design choice. The statistical deviation band system applied to the squeeze oscillator's own values (using a 200-bar SMA and StDev of the squeeze value itself) to create adaptive significance thresholds is an original meta-statistical layer not found in comparable oscillators. Disclaimer The Volatility Squeeze Oscillator is provided for educational and informational purposes only. It is a technical analysis tool and does not constitute financial advice. Identifying squeeze conditions does not predict the direction or magnitude of subsequent price moves with any certainty. All trading involves risk of loss. Users are solely responsible for their own trading decisions. Please consider your individual risk tolerance and consult a licensed financial professional before engaging in any trading activity. -Made with passion by officialjackofalltrades
Chỉ báo Pine Script®
của officialjackofalltrades
Delta Divergence [LliterH]█ WHAT IT DOES Delta Divergence detects real-time divergences between price movement and intrabar delta across six simultaneous time windows. When price moves in one direction but the net aggressive volume points the other way, the dashboard flags it as a BULL or BEAR divergence — giving you a multi-timeframe view of hidden order flow in a single overlay. • BULL — Price falling while delta is positive: absorption or hidden buying pressure • BEAR — Price rising while delta is negative: distribution or hidden selling pressure • OK — Price and delta are synchronized, no anomaly detected █ HOW IT WORKS Delta is approximated from intrabar candles using request.security_lower_tf(). Each sub-candle within your chart bar is classified as buy or sell volume based on its direction (close vs. open or close vs. previous close). The net difference — buy volume minus sell volume — is the delta. This delta is then accumulated over six configurable rolling time windows (default: 1m, 3m, 5m, 15m, 30m, 1h). The indicator compares the price direction across each window against its cumulative delta. When they disagree, you have a divergence. The dashboard updates every bar and shows four columns per window: • TF — Time window label • Vol — Total volume with a directional arrow (↗ rising, ▼ falling vs. prior window) • Delta — Net buy minus sell volume (Δ) with sign • Signal — BULL / BEAR / OK with duration counter in seconds Confluence across three or more windows simultaneously is the highest-confidence signal this tool produces. █ HOW TO USE IT Step 1 — Identify confluence A single window diverging is noise. Look for 3 or more windows showing the same signal at the same time. If the duration counter is growing on all of them, you are looking at sustained pressure — not a random fluctuation. Step 2 — Read the duration The number next to BULL or BEAR shows how many seconds the divergence has been active. A BULL signal held for 90+ seconds across the 1m, 3m, and 5m windows carries more weight than one that appeared two seconds ago. Step 3 — Confirm with price context This indicator does not generate entries by itself. Use it alongside your structure, support/resistance, or session bias. The ideal scenario: price approaches a key level, the dashboard shows confluence with growing duration, and volume is expanding (↗ arrow). Step 4 — Use the alerts Set the "Multi-Window Bull/Bear Confluence (3+)" alert to get notified without watching the dashboard. When the alert fires, check duration and volume, then apply your entry logic. █ EXAMPLE SETUP — BTC/USDT 5m • Chart: BTCUSDT 5-minute • Lower TF input: 1m • Price drops into a demand zone and stalls • Dashboard shows BULL on 1m, 3m, and 5m windows • Duration on all three is above 60 seconds and growing • Vol column shows ↗ on the 1m and 3m windows • This is the confluence picture worth acting on █ SETTINGS Delta Engine • Lower TF — Must be below chart timeframe (e.g. 1m on a 5m chart) • Classification method — Close vs Open or Close vs Prev Close • Volume Assumption — Optional 40/60 split when only one side is recorded • Min Delta / Min Price Change — Noise filters to suppress weak divergences Time Windows • Six independent windows, all configurable in seconds (default: 60, 180, 300, 900, 1800, 3600) Dashboard • Table position, text size, volume column toggle, duration toggle, symbol display Colors • Full control over bull, bear, neutral, background, and header colors █ IMPORTANT NOTE Delta in this indicator is approximated from candle direction — not from tick-by-tick order flow data. True delta requires exchange-level trade data that Pine Script does not provide without a Premium+ data feed using seconds-based timeframes. This tool is designed as a confluence and screening layer, not as a replacement for dedicated order flow platforms. █ ALERTS • Bull Divergence Detected — any window enters BULL state • Bear Divergence Detected — any window enters BEAR state • Multi-Window Bull Confluence (3+) — three or more windows in BULL simultaneously • Multi-Window Bear Confluence (3+) — three or more windows in BEAR simultaneously █ DISCLAIMER This indicator is provided for educational and informational purposes only. It does not constitute financial, investment, or trading advice. Past performance is not indicative of future results. Trading involves substantial risk of loss and is not suitable for every investor. Always conduct your own research and consult a qualified financial professional before making any trading decisions. The author is not responsible for any losses incurred from the use of this tool
Chỉ báo Pine Script®
của LliterH
BTC Spot DeltaWhat it does: This indicator aggregates spot trading volume from 5 major exchanges (Binance, OKX, Bybit, Bitfinex, Coinbase) and calculates the cumulative buying/selling pressure. How it works: On green candles (close > previous close): volume is added as positive (+) On red candles (close < previous close): volume is added as negative (-) These deltas are summed across all exchanges, smoothed with SMA, then cumulated How to read: Rising CVD (green): Buyers are dominant, accumulation phase Falling CVD (red): Sellers are dominant, distribution phase Divergence with price: Potential reversal signal Price up + CVD down = Weak rally, possible drop Price down + CVD up = Weak selloff, possible bounce Parameters: SMA Length: Smoothing period for delta (default: 3)
Chỉ báo Pine Script®
của chamyeongdo
Quantum Kinetic Matrix [Velocity + EQV + CVD] v3.0🚨 OFFICIAL RELEASE NOTES: QUANTUM INTELLIGENCE SUITE 🚨 Deployment Date: April 12, 2026 Target: The Ultimate 5D Scalping Matrix 🟢 Quantum Kinetic Matrix v3.0 The standalone Kinetic Equivolume Candles and Kinetic Confluence CVD indicators have been successfully merged into a single, highly-optimized powerhouse script. Key Features Consolidated: Dynamic Equivolume: Candle width actively reflects relative volume pressure. Kinetic Physics (Hyper-Glow): Color saturation shifts through Gray, Dim, and Neon based on the exact moment Velocity, Acceleration, and Jerk perfectly align. Directional Ghost Wicks: Squeeze candles retain directional bias via translucent color wicks. CVD Whale Footprints: Circular bubbles trigger only when extreme buy/sell delta aligns perfectly with volume expansions AND a kinetic snap. Data Flow Labels: Numerical Delta text prints directly on high-volume candles. ⚠️ CRITICAL CHART SETUP INSTRUCTIONS ⚠️ To prevent ugly visual overlap, you MUST turn off TradingView's default candles. 1. Right-click your chart and select Settings > Symbol. 2. UNCHECK the blue boxes next to Body, Borders, and Wick. (They must be completely empty, not just at 0% opacity). 3. Click OK.
Chỉ báo Pine Script®
của kimlombard
Volume Spike - 2minVolume Spike Detector (Market Hours Only) Identifies significant volume spikes during regular market hours (9:30 AM – 4:00 PM ET) and marks them directly on your chart with a color-coded triangle. A spike is flagged when the current bar's volume exceeds the rolling average of the previous 7 bars by 50% or more — filtering out the noise and highlighting only the bars where real participation is showing up. Features: Triangles plotted directly below the spike candle — no separate pane needed Green triangle on bullish candles, red on bearish Average is calculated using market hours bars only — pre-market volume never skews the signal Fully adjustable lookback period and spike threshold via settings Built-in alert condition Settings: Lookback Bars (default: 7) — how many prior bars to average Spike Threshold (default: 2.2) — multiplier above average to qualify as a spike (1.5 = 50% above avg) Best used on the 2-minute timeframe for intraday setups. Works well as a confirmation tool alongside price action, levels, or momentum indicators.
Chỉ báo Pine Script®
của nobis
Focus Bars [Kioseff Trading]Hello Traders! 🔹 Focus Bars Focus Bars is a lower-timeframe reconstruction tool designed to break each candle into a price-based internal structure . Instead of viewing a bar as a single OHLC print, this tool redistributes intrabar participation across price levels, showing where activity, delta, and directional pressure concentrated inside the bar itself . Think of it as a way to look inside the candle . intrabar participation distributed by price level buy vs sell pressure mapped inside each bar delta-driven visualization of internal structure volume-based or delta-based profile sizing stacked recent bars for direct comparison lower timeframe reconstruction of candle internals (up to 1 tick) 🔹 What the tool shows 🔸 Focus Bar Structure Each visible bar is reconstructed using lower timeframe data and divided into configurable price rows. This allows the script to build an internal map of activity inside the candle, showing how participation distributed throughout its range. This helps reveal: where activity concentrated inside the bar which price regions attracted the most interaction how the bar built from low to high 🔸 Directional participation The script estimates directional pressure using lower timeframe price movement and distributes that pressure across the bar’s traded range. This allows you to observe: where buying pressure was strongest where selling pressure dominated how directional activity distributed through the candle Instead of treating the candle as one net result, Focus Bars breaks it into a layered participation structure . 🔸 Volume mode In its default form, the profile width reflects total intrabar participation at each price level. This helps identify: high activity zones inside the bar areas where the market spent more effort internal high-interest regions This mode focuses on where the bar traded most actively , regardless of which side was dominant. 🔸 Delta Bars mode When Delta Bars mode is enabled, the visualization shifts from general activity to directional imbalance . Positive delta levels extend one way, while negative delta levels extend the other, helping expose where directional pressure accumulated inside the bar. This makes it easier to see: which prices were dominated by buyers which prices were dominated by sellers where internal imbalance became most extreme This mode is about pressure and imbalance , not just participation. 🔸 Recent bar stacking The script displays multiple recent reconstructed bars side by side, allowing you to compare internal structure across the most recent candles. This helps reveal: whether participation is shifting higher or lower whether recent bars are building similarly or differently how internal pressure changes from one bar to the next Rather than looking at candles in isolation, you get a stacked structural view of recent bar development. 🔸 Price-row resolution Each bar is divided into a configurable number of rows. Higher row counts provide finer structural detail, while lower row counts simplify the visualization. This lets you control the balance between: detail clarity performance 🔸 Lower timeframe reconstruction The script uses lower timeframe data to estimate how participation distributed through each candle. Granularity can be selected between: 1-minute 1-second 1-tick This allows the internal structure to become more detailed as lower granularity data becomes available. 🔸 Buy / sell volume labels Each price row includes separate displayed values for: sell-side participation buy-side participation This gives a direct read on how activity distributed at each level, rather than relying only on color or profile width. 🔸 Gradient-based intensity Color gradients help represent the magnitude of participation and directional pressure at each price level. This makes it easier to spot: high-intensity zones low-interest areas strong directional concentrations Stronger color intensity reflects stronger internal participation or imbalance. 🔹 How to read it Each component gives a different layer of information: Candle body / wick → the outer structure of the bar Profile width → where participation concentrated Delta mode → where directional imbalance built Buy / sell labels → how each side contributed at a level Stacking → how internal structure changes bar to bar 🔹 Why this tool is useful It gives you: a way to look inside candles instead of only at candle outcomes price-based intrabar participation mapping clear visualization of internal volume and delta structure context for where buying or selling pressure concentrated a deeper structural view of recent bar development 🔹 Best use cases analyzing internal candle structure comparing recent bars side by side spotting hidden participation concentrations finding where directional pressure built inside a move adding lower-timeframe context to bar-by-bar analysis 🔹 Important note This tool uses lower timeframe data to reconstruct intrabar structure. This means: it is an approximation of internal order flow accuracy depends on available lower timeframe data selected granularity impacts precision different symbols and data feeds may produce different levels of detail 🔹 Inputs you can customize The script includes flexible controls such as: granularity selection bar count to display row resolution volume mode vs Delta Bars mode color customization display offset Closing Notes Focus Bars is built to shift the focus from how a candle finished to how it developed internally . It helps reveal not just what the bar looked like from the outside, but where participation and pressure were concentrated inside it . Thank you for checking it out!
Chỉ báo Pine Script®
của KioseffTrading
7
PO3 Duo with Delta Volume Profile & HTF BGPO3° Duo with Delta Volume Profile & HTF Background (Institutional Confluence Engine) This indicator expands on the traditional Power of Three (PO3) model by introducing dual higher timeframe projections, integrated volume profiling, delta analysis, and full background HTF structure visualization — all in one unified system. Built as an advanced evolution of PO3-based tools, this script allows traders to simultaneously track multiple PO3 cycles, volume distribution, and higher timeframe context without switching charts. 🧠 Core Concept Markets operate across multiple timeframes simultaneously. Most traders only analyze one PO3 cycle at a time — but real market structure comes from alignment between timeframes. This indicator solves that by allowing you to track: A primary PO3 cycle (execution timeframe) A secondary PO3 cycle (higher timeframe bias) Background HTF candles for full structural context 👉 All at once. ⚡ Dual PO3 Engine (Primary + Secondary) The core upgrade: PO3 Candle #1 (Primary) Your execution timeframe (e.g. 4H / London session) Used for entries and timing PO3 Candle #2 (Secondary) Higher timeframe bias (e.g. Daily) Used for directional context Each PO3 cycle independently tracks: Open / High / Low / Close Accumulation → Manipulation → Distribution Real-time structure development 🔴 Manipulation Zones (Liquidity Traps) Both PO3 cycles include automatic Manipulation Zone detection: Bullish → below open Bearish → above open This highlights: Judas swings Liquidity grabs Stop hunts 👉 Seeing this on TWO timeframes at once is extremely powerful 📊 Dual Volume Profile + Delta Each PO3 cycle includes its own independent volume profile: Modes: Total Volume Delta (Buy vs Sell imbalance) This allows you to compare: Where volume is building on each timeframe Where buyers/sellers dominate Whether lower timeframe moves align with HTF participation 🟢 Delta-Based Order Flow Insight The script estimates buy/sell pressure using: Candle positioning within range Volume distribution logic You can visually identify: Absorption Aggression Imbalance shifts 👉 This is essentially a lightweight order flow system inside PO3 🔵 Volume Bubbles (Enhanced Visualization) Each PO3 layer includes: Buy bubbles (bullish pressure) Sell bubbles (bearish pressure) Bubble size scales dynamically with volume concentration. This creates an intuitive read of: Where traders are active Where conviction exists Where reversals may form 🧩 Background HTF Candle System (Massive Upgrade) This is what separates this script from almost everything else. Instead of just projecting one HTF candle, this adds: Full Background Candle Layer Displays multiple HTF candles behind price Shows full structure over time Color-coded bullish/bearish behavior This gives you: Trend context Structure clarity Market phase recognition 👉 You’re no longer trading blind on lower timeframes 🧾 Multi-Timeframe Info Table The table dynamically displays for BOTH PO3 cycles: Time remaining in each candle Current range Active timeframe This ensures you always know: 👉 where you are inside each PO3 cycle 🎯 Practical Use Case (Where This Shines) Example: Daily PO3 → shows bearish bias 4H PO3 → enters manipulation phase Volume profile shows seller dominance Delta confirms imbalance 👉 That’s a high-probability short setup with full confluence ⚙️ Customization Fully configurable: Two independent PO3 timeframes Adjustable offsets and visuals Volume profile modes (Total / Delta) Bubble scaling Background HTF themes Clean or dense layouts ⚠️ Important Notes This is not a beginner indicator. It is designed for traders who understand: Market structure Liquidity concepts Multi-timeframe analysis Used properly, it provides: 👉 Context + Confirmation + Execution alignment
Chỉ báo Pine Script®
của ZenOutMan
PO3 HTF Candle with Delta Volume Profile PO3° with Delta Volume Profile (Advanced Smart Money Suite) This is a fully integrated Smart Money Concepts tool that combines Power of Three (PO3), volume profiling, delta analysis, VWAP, and higher timeframe structure into a single, highly refined indicator. Originally inspired by institutional concepts and refined through extensive development, this script transforms raw market data into a complete context + execution framework — all directly on your chart. 🧠 Core Concept Markets don’t move randomly — they move through structured phases: Accumulation → Manipulation → Distribution (PO3) This indicator visualizes that entire cycle while simultaneously showing: Where volume is concentrated Who is in control (buyers vs sellers) Where liquidity is likely resting How higher timeframe structure is forming Instead of stacking multiple indicators, everything is unified into one system. ⚡ Power of Three (PO3) Engine At its core, this script reconstructs a higher timeframe candle in real time and breaks it into its key phases: 1. Accumulation Defined by the opening range Establishes the base of the move 2. Manipulation (Judas Move) Highlighted automatically with a Manipulation Zone Shows where price moves against the true direction to trap traders 3. Distribution The true directional move after liquidity is taken This allows you to visually identify: Fake moves Liquidity sweeps True directional intent 🔴 Manipulation Zone (Game Changer) One of the most powerful features: Automatically highlights the Judas phase Bullish setup → manipulation below open Bearish setup → manipulation above open This is where most retail traders get trapped — and where smart money positions. 📊 Integrated Volume Profile (Total + Delta) Unlike basic volume tools, this includes a fully dynamic volume profile inside each PO3 cycle: Modes: Total Volume → overall activity Delta Volume → Buy vs Sell imbalance What You See: High volume nodes (HVNs) Low volume areas (LVNs) Aggressive buying vs selling This gives insight into: Acceptance vs rejection Real participation behind moves 🟢 Delta Analysis (Buy vs Sell Pressure) The script estimates buying and selling pressure per price level by analyzing: Candle structure Volume distribution within each bar This allows you to see: Where buyers dominate Where sellers take control Where imbalances shift 👉 This is something most indicators don’t even attempt to do correctly 🔵 Volume Bubbles (Order Flow Visualization) A unique feature rarely seen: Expanding circles represent volume concentration Split mode → shows buy vs sell pressure visually POC mode → highlights the strongest level This creates an intuitive way to read: Aggression Participation Key reaction zones 🔷 HTF VWAP Integration Each PO3 cycle includes its own anchored VWAP: Tracks fair value for the entire period Acts as dynamic support/resistance Helps confirm trend direction This adds another layer of confluence: 👉 Structure + Volume + Value 🧩 HTF Candle Projection System The script reconstructs full higher timeframe candles directly on your chart: Real-time HTF OHLC Projected forward structure Open / High / Low levels extended This removes the need to switch timeframes and allows: Faster decision making Better alignment with HTF bias 📈 Advanced Visualization System Fully customizable: Clean projected candles Dynamic volume histogram Color-coded delta EMA overlays Multiple themes Everything is designed for clarity without clutter. 🧾 Info Table + Countdown Includes a real-time table showing: Current HTF range Time remaining in the candle PO3 cycle context This keeps you aware of: 👉 where you are in the move at all times 🎯 Use Cases Perfect for: Smart Money / ICT traders Futures (ES, NQ, Gold) Forex sessions (London / NY) Intraday scalping with HTF bias Liquidity + manipulation trading ⚠️ Important Notes [ This is not a “signal spam” indicator. It is a professional-grade context tool designed to help you: Understand market structure Identify traps Align with real order flow Best used with: Price action Key levels Session-based strategies
Chỉ báo Pine Script®
của ZenOutMan
Multi Timeframe Volume Profiles [TradingIQ]Hello Traders! 🔹 Multi-Timeframe Volume Profiles Multi-Timeframe Volume Profiles is a visualization tool designed to show how volume and participation develop across multiple timeframes - all in one view. Instead of switching between charts and trying to mentally piece together context, this tool lets you see how lower timeframe activity builds into higher timeframe structure. It focuses on answering a more practical question: Where is price being accepted… and how does that agreement change across timeframes? volume distribution across multiple timeframes agreement or conflict between structures where price is accepted vs rejected how lower timeframe activity builds higher timeframe moves who is in control across different horizons 🔹 What the indicator shows 🔸 Stacked multi-timeframe profiles Each profile represents a different timeframe and is displayed directly on the chart. This allows you to instantly see: how multiple timeframes align at key price levels where value is overlapping (high acceptance) where structure begins to diverge Instead of flipping between charts, everything is visible at once. 🔸 Traditional Volume Profile (standard model) This mode shows total traded volume at each price level for every selected timeframe. It helps identify: point of control (POC) value area high (VAH) value area low (VAL) high participation zones This is the classic way of understanding where trading activity accumulated. 🔸 Delta Profile (aggressive participation) Delta mode shows the difference between buying and selling pressure at each price level. This allows you to see: which side was more aggressive where buyers or sellers dominated whether control is shifting over time This adds a layer of intent behind the volume. 🔸 Multi-timeframe structure alignment By stacking multiple profiles, you can quickly identify: areas where all timeframes agree (strong acceptance) areas where lower timeframe moves oppose higher timeframe structure decision zones where price may accept or reject This shifts your perspective from: “what is price doing?” to: “how does this move fit into the bigger picture?” 🔹 How to read it Each timeframe adds a layer of context: Lower timeframe → immediate structure Higher timeframe → broader context Together, they help answer: is this move aligned with the bigger trend? is this just a retracement inside a larger move? are multiple timeframes accepting the same price? Example interpretations: aligned profiles → strong agreement / acceptance misaligned profiles → potential conflict or reversal lower timeframe strength vs higher timeframe weakness → possible fade overlapping value areas → key decision zones 🔹 Why this indicator is useful It gives you: multi-timeframe context in a single view clear visibility of agreement vs conflict volume-based structure across different horizons insight into where price is being accepted a more complete view of market structure 🔹 Best use cases multi-timeframe analysis identifying key decision areas understanding structure alignment confirming or fading moves enhancing volume profile strategies 🔹 Important consideration This script uses lower timeframe data to construct profiles. This means: accuracy depends on available historical data lower timeframe selection impacts results extreme timeframe combinations may not work as expected For best results, keep lower timeframe selections realistic relative to the chosen higher timeframe. 🔹 Inputs you can customize The script includes flexible controls such as: multiple timeframe selection (up to 5 profiles) lower timeframe volume source profile resolution (rows) model type (volume or delta) POC and value area labels visual styling and colors Closing Notes This script is built to simplify multi-timeframe analysis - turning something that normally requires constant chart switching into a single, clear view. It may receive updates based on feedback - stay tuned! Thank you TradingView as always!
Chỉ báo Pine Script®
của Trading-IQ
11
Advanced CVD Div by E3KE3K CVD Div — Cumulative Volume Delta Divergence Detector This indicator calculates Cumulative Volume Delta (CVD) from intrabar data and detects divergences between price action and order flow across higher timeframe periods. What it does Price makes a new high, but buyers aren't actually in control — or price sweeps a low, but sellers aren't really there. This indicator catches those moments by comparing price extremes against CVD extremes across HTF periods, exposing the disagreement between what price shows and what volume confirms . How it works - CVD is built from lower-timeframe delta (buy vs. sell volume), giving you true intrabar precision — not just close > open approximations on your chart timeframe - Each HTF period (auto-selected or manual) tracks CVD and price highs/lows independently - When a new HTF period's price extreme exceeds the prior period but CVD fails to confirm, a divergence is flagged - Supports both 2-period and 3-period divergence patterns for deeper structural reads Two detection methods - HTF Sweep — Only fires when price wicks beyond a prior HTF high/low (body stays inside). Fewer signals, higher conviction. Designed for sweep-and-reverse setups. - All — Flags any directional disagreement between price and CVD across HTF periods. More signals, includes hidden divergences. Key features - High-precision CVD candles with proper wicks (built from LTF data — auto-selects appropriate resolution) - Divergence strength scoring (0–1) with adjustable minimum threshold - Separate bull/bear divergence colors with strength-based opacity - Optional volume confirmation filter (requires above-average volume) - Optional rejection candle filter (wick ≥ 60% of bar range) - Delta spike detection — highlights statistical outlier bars (configurable σ threshold) - Divergence expiry — auto-removes stale signals after N bars - Configurable CVD anchor (continuous, daily, weekly, monthly) - HTF alignment boxes to visualize period boundaries - Rich alerts with strength, pattern type, method, ticker, and timeframe context Recommended use Works on any instrument with volume data. Best on liquid markets (futures, crypto, large-cap equities). Pair with price structure — divergences mark where smart money disagrees with price, but timing depends on your setup. Credits Original concept by cdikici71 & tncylyv — original script . Refactored and extended by Euro3000 — Pine v6, typed architecture, precision CVD engine, sweep-aligned divergences, and signal filtering.
Chỉ báo Pine Script®
của Euro3000