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VPH - Volume Profile Heatmap (Visible Prices) [Da_Prof]The Volume Profile Heatmap (VPH) indicator is a dynamic volume visualization tool. Unlike traditional Volume Profiles that aggregate all historical data within a range, VPH focuses on recent price action. Specifically, it only considers the volume of the most recent time price touched a level. Additionally, it displays the volume as a heatmap where color intensity directly translates to volume density at specific price levels (as a percentage of the volume range). What makes the VPH different than other volume profile indicators is its exclusion logic. If a high-volume node was created in the past, but the price has since crossed back through that level, the indicator disregards the previous volume. Therefore, it prioritizes the most recent market participants at any given price level. This is particularly useful for identifying: 1) Fresh Support/Resistance: Levels where volume has accumulated recently without being invalidated by a price cross-through. 2) Real-time Liquidity: Seeing exactly where the supply and demand reside in the current market structure in terms of volume transacted for the particular asset. Main Features: 1) Dynamic Heatmap: Uses a multi-stage blue color gradient to represent volume intensity. Brighter, more vibrant cyan indicates high-volume nodes, while deep blues represent lower-activity zones. These default colors are best viewed on a black background. The colors can be customized through the settings. 2) Visible Range Scaling: The indicator automatically calculates the High and Low of your current screen view and adjusts the heatmap rows to fit perfectly within your visible window. Note: Ensure the indicator is pinned to the appropriate scale (likely the right scale). If the profile appears to not move when moving the chart, right click on the indicator and select the "pin to scale" to pin it to the appropriate scale. 3) Adjustable Resolution: Use the Number of Profile Bars input to increase the "granularity" of the heatmap (up to 400 rows). 4) Volume Thresholding: The Minimum Volume to Plot setting allows you to filter out "noise," showing only the price levels where significant market commitment occurred. The default is set at 50% of the range maximum. How to use: 1) Identify high volume nodes: Look for the brightest cyan boxes. These represent price levels where the most recent heavy trading occurred. These areas are more likely to create a price reaction. 2) Spot thinly traded areas: Darker or empty areas indicate "low volume Nodes," where price moved quickly through. These often act as "vacuum" zones where price might travel through rapidly in the future. 3) Scroll & zoom to get the exact window of price action: The indicator is fully reactive. As you move your chart, it recalculates the heatmap based on the visible bars to provide a localized view of the current auction. This allows back testing of the indicator without using the "Replay" feature. Just put the historical price action you are interested in on your screen and the indicator will calculate the volume profile.
Chỉ báo Pine Script®
của Da_Prof
Volume Flow and Delta Analysis [MarkitTick]💡This comprehensive technical indicator is designed for traders who require a granular view of market participation that goes beyond standard volume bars. By leveraging the advanced "Intrabar Analysis" capabilities of Pine Script, this tool deconstructs every single price candle on your chart into its constituent lower-timeframe components. It effectively "X-rays" the market to determine whether the volume inside a bar was primarily driven by aggressive buying or aggressive selling, providing a definitive read on market sentiment and institutional control. ● Originality and Utility Most standard volume indicators display a simple aggregate total—a single block of volume that fails to distinguish between buying pressure and selling pressure. A high-volume candle could represent a strong breakout, or it could represent a "selling tail" where buyers were absorbed. This script solves that ambiguity. It is not a standard oscillator; it is a quantitative flow analyzer. It reconstructs the "Delta" (the net difference between buying and selling volume) by querying lower-timeframe data (e.g., analyzing 1-minute data inside a 60-minute bar). This allows traders to spot "Hidden Accumulation" (where price is flat but Delta is rising) or "Exhaustion" (where price rises but Delta falls), offering a significant edge in identifying reversals and trend continuations. ● Methodology The script operates through a sophisticated three-stage quantitative process: • Intrabar Data Acquisition The script uses the security_lower_tf function to fetch granular price and volume data from a lower timeframe (automatically detected or user-defined). This allows the script to see what happened "inside" the current chart's bar. • Directional Flow Distribution For every lower-timeframe interval, the script assigns volume to either "Bullish Flow" or "Bearish Flow." If the close is higher than the open on the lower timeframe, the volume is credited to buyers. If the close is lower, it is credited to sellers. This logic is far more accurate than simple "Up/Down" tick data, as it respects price action. • Statistical Volatility Normalization To filter out noise, the script calculates a dynamic baseline using an Exponential Moving Average (EMA) of the absolute Delta values. It then compares the current bar's Delta against this baseline. This generates an "Intensity Score" (measured in Sigma or Standard Deviations). This ensures that a "High Volume" signal is relevant to the current market volatility, rather than relying on fixed, arbitrary thresholds. ● How to Use This tool is designed to be a complete decision-support system. Here is how to interpret its various components: • The Volume Histogram The background histogram displays Total Volume, while the foreground bars show the split between Buying (Teal) and Selling (Red) flow. Use this to gauge the "quality" of a move. A price rally accompanied by high Teal volume is healthy; a rally on low volume or high Red volume is suspect. • The Delta Histogram This plots the net difference. Strong Positive (Green) Delta: Indicates aggressive market buy orders are hitting the ask. Strong Negative (Red) Delta: Indicates aggressive market sell orders are hitting the bid. Divergence: If Price makes a New High but the Delta Histogram makes a Lower High, this is a classic signal of exhaustion and potential reversal. • The Heads-Up Display (HUD) A dashboard table pinned to the chart provides real-time metrics: Session Delta: The cumulative buy/sell pressure for the current trading day. Flow Regime: Clearly states if the market is in "ACCUMULATION" or "DISTRIBUTION." Intensity: Shows how statistically significant the current volume is (e.g., "2.5x" means the volume is 2.5 times the standard deviation, indicating an anomaly). • Visual Signals The script plots triangle markers on top of the chart when the Delta Intensity exceeds the user-defined threshold. Up Triangle (Green): Signals strong institutional buying pressure (Delta > Threshold). Down Triangle (Red): Signals strong institutional selling pressure (Delta < Threshold). ● Inputs and Configuration Lower Timeframe: By default, the script auto-selects the best resolution (e.g., 1-minute data for hourly charts). Users can override this to fine-tune the granularity. Volume MA Length: Defines the lookback period for the volume moving average. Delta Volatility Threshold (Sigma): This is the sensitivity filter for signals. A higher value (e.g., 2.0) results in fewer but more significant signals. A lower value (e.g., 1.0) provides more frequent alerts. Visual Logic: Users can toggle the Dashboard, Delta Histogram, and Moving Averages on or off to suit their charting aesthetic. ● Disclaimer All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
Chỉ báo Pine Script®
của MarkitTick
Max. Liquidity & Delta Bias Profile @MaxMaserati 3.0MAX. LIQUIDITY & DELTA BIAS PROFILE @MAXMASERATI 3.0 ═══════════════════════════════════════════════════════════════ OVERVIEW ──────── An advanced volume profile tool that analyzes market liquidity and order flow dynamics across different timeframes. This indicator helps traders identify key price levels where significant trading activity and directional bias converge. DUAL PROFILE SYSTEM ─────────────────── 🔷 LIQUIDITY PROFILE (Right Side) Displays total volume traded at each price level, colored by market bias: • Green nodes = Bullish dominance (buyers in control) • Red nodes = Bearish dominance (sellers in control) • Width represents volume concentration at that level 🔷 DELTA BIAS PROFILE (Left Side) Shows net buying vs selling pressure at each price level: • Blue nodes = Positive delta (buying pressure dominates) • Purple nodes = Negative delta (selling pressure dominates) • Width represents strength of the imbalance KEY REFERENCE LEVELS ───────────── 📍 POC (Point of Control) Yellow horizontal line marking the price with highest traded volume - represents the most accepted fair value during the period. 📍 MAX BULL Level Green line highlighting the price with strongest bullish conviction - where buyers showed maximum aggression and commitment. 📍 MAX BEAR Level Red line highlighting the price with strongest bearish conviction - where sellers demonstrated maximum pressure and control. TOGGLE OFF EVERYTHING EXCEPT THE MAX LINES TO HAVE THIS SETUP PROFILE STATUS INDICATORS ────────────────────────── • ▶ ONGOING (Green) = Current developing profile • ⬛ STOPPED (Red) = Completed profile, new period started CUSTOMIZATION FEATURES ────────────────────── ✓ Multiple anchor periods (Auto/Session/Day/Week/Month/Quarter/Year) ✓ Independent toggles for each visual element ✓ Individual color and size controls for every label ✓ Adjustable profile width and transparency ✓ Customizable line widths and styles TRADING APPLICATIONS ──────────────────── • Identify high-probability support/resistance zones • Spot institutional accumulation/distribution levels • Detect order flow imbalances before major moves • Track intraday value areas and fair price zones • Confirm trend strength through delta analysis • Find optimal entry/exit levels based on volume WHO THIS IS FOR ─────────────── Designed for active traders who: • Trade futures, stocks, forex with volume data • Use volume profile and market profile concepts • Analyze order flow and institutional footprints • Seek data-driven price level identification • Want visual clarity on market structure NOTES ───── • Requires volume data to function properly • Best used on liquid instruments with consistent volume • Profiles reset based on selected anchor period • All visual elements can be toggled independently • Performance optimized for real-time analysis ⚠️ DISCLAIMER Educational Tool Only - This indicator is for educational and informational purposes only and does not constitute financial, investment, or trading advice. Risk Warning - Trading involves substantial risk of loss and is not suitable for all investors. Past performance does not guarantee future results. No representation is made that this indicator will achieve profits or prevent losses. User Responsibility - All trading decisions are solely your responsibility. The developer and Max Maserati Model assume no liability for losses incurred from using this indicator. Conduct your own research and consult a qualified financial advisor before making investment decisions. Data Dependency - Indicator accuracy depends on your TradingView plan's data availability and selected timeframe support. By using this indicator, you acknowledge and agree to these terms.
Chỉ báo Pine Script®
của MaxMaserati
ERD: Effort-Result Diagnostic [Darwinian]ERD: Effort–Result Diagnostic This indicator conceptually inspired by Donchian Channel logic, repurposed to visualize the relationship between effort (participation) and result (price movement) using signed volume as the primary constraint. Core Concept Markets move for two fundamentally different reasons: - Effort — active participation, commitment, urgency - Entropy / Vacuum — absence of participation Price alone cannot distinguish between the two. ERD answers one question only: Is the current price movement supported by participation, or is it moving beyond effort? How It Works Volume is treated as directional effort (positive / negative). Donchian-style logic defines contextual effort boundaries for each direction. These boundaries are overlaid with price to visualize effort containment. Interpretation: Price inside the effort zone → Effort still contains price → Auction is active and engaged Price pressing into the effort boundary (tension zone) → Effort is being tested → Outcome uncertain Price escaping beyond the effort zone → Result exceeds effort → Movement is fragile, vacuum-driven, or entropy-based Upside and downside are evaluated independently. Intended Use Diagnose breakout / breakdown quality Identify entropy drift, especially in illiquid assets Distinguish absence of effort from failed effort Improve trade selection and patience Train effort-aware price action reading across timeframes ERD is designed to reduce bad trades, not increase activity. Attribution Conceptually inspired by Donchian Channels (Richard Donchian), adapted for effort–result diagnostics using signed volume. Designed by Darwinian
Chỉ báo Pine Script®
của DarwinDarma
SMC Ultra-Fast: ALL-IN & Auto-Signal [Fixed]Entry Points: 🔥 signals occur when buying and selling pressure is 1.5 times stronger than normal and breaks through a key resistance level. Dynamic S/R Box: This box displays the price at the right edge and will "disappear immediately" if the closing price breaks through the zone, showing only the active support and resistance levels. TP/SL Targets: Lines are drawn to the right to indicate clear entry and exit points. Large Marks: When the price hits the target, the system will display large text 🎯 TP SUCCESS or ❌ SL HIT to summarize the trade result.
Chỉ báo Pine Script®
của tomgoodcarkhonsan
deKoder | VWAP | Volume Weighted Average PriceAn advanced, open-source Volume Weighted Average Price indicator with multi-period anchoring, standard deviation bands, previous period value area extension, comprehensive alerts, and enhanced visual context. This script is a significant upgrade over standard VWAP implementations (including TradingView's built-in VWAP (the basis for this script) and typical community versions). It is designed for experienced intraday, swing, and positional traders who require precise, context-aware mean reference levels with minimal chart clutter. Key Features & Trading Value 1 | Previous Period Value Area Extension Automatically extends the prior anchor period's VWAP and ±1σ bands into the current period as reference lines. Optional translucent fill between the previous ±1σ bands creates a clear "previous value area" zone. Why it matters : The edges of the prior period's value area often act as dynamic support/resistance or mean reversion zones. This visual persistence eliminates manual drawing and provides immediate context for reactions at prior fair value zones. These are especially powerful on intraday charts when using Daily/Weekly/Quarterly anchors. 2 | Comprehensive Approach Alerts Configurable proximity-based alerts trigger when price approaches (from either side) any plotted level: current VWAP, all six deviation bands (±1σ, ±2σ, ±3σ), and previous period VWAP/±1σ value area. Adjustable trigger percentage and minimum bar cooldown prevent alert spam during consolidation. Why it matters : Enables hands-off monitoring of potential mean reversion setups, deviation extremes, or breakout/rejection candidates without constant screen watching. 3 | Additional Professional-Grade Enhancements Flexible Anchor Periods : Daily, Weekly, Monthly, Quarterly (default), Yearly, Decade, Century, plus event-based resets (Earnings, Dividends, Splits). Intelligent Visibility Controls : Hide entire indicator on selected higher timeframes (1H and above). Dynamic distance filter removes off-screen levels (based on % from price). Limit plotting to last X bars for performance and clarity. Real-Time Info Table : Displays current anchor, timeframe, and rounded live values for VWAP and all bands, enabling fast access to precise level values for order placement. Fully customisable position, text size, font (monospace option), and price level decimal rounding. Right-Side Labels with Tooltips : Clean, minimal labels at current levels with hover tooltips allow you to quickly identify the level without cluttering the chart. Customizable Styling : Independently adjustable colours for VWAP and each deviation band pair. Offset support for forward/backward shifting. Recommended Use Cases Intraday Scalping/Mean Reversion : 5m–15m charts with Daily anchor + previous value area as primary reference. Swing Entries : Higher timeframes (1H–4H) using Weekly or Quarterly VWAP for bias, with previous quarter's value area as major confluence. Deviation Trading : Watch for price interaction with ±2σ/±3σ bands combined with approach alerts for potential exhaustion. Institutional Benchmarking : Quarterly/Yearly anchors approximate common institutional VWAP reset periods. Additional Notes Source fixed to hlc3 (industry standard for VWAP). Enjoy cleaner, more contextual VWAP analysis. | | deKoder | | Released December 2025 | Open Source // IF THIS FREE(!) VWAP SCRIPT — OR ANY OF ITS FRIENDS — HAS HELPED YOU BANK SOME COINS... // A COFFEE, LUNCH, OR A FEW SATS GOES A LONG WAY TOWARDS KEEPING THE LIGHTS ON // COFFEE KEEPS THE PINE FLOWING 😉❤️ | FR33FA11 // SOL: 2N8HWPAHSC7Z8SLyneMrZp234UAP9HCtQX7wNXw7LKQC // ETH: 0xE770D254DC579d1db7bA2fe74376b7009527356B // BTC: bc1qd8j3awht5yrjtnvt5dagxldzhaesc83sftype3 // POLYGON: 0xE770D254DC579d1db7bA2fe74376b7009527356B // HYPE: 0xE770D254DC579d1db7bA2fe74376b7009527356B
Chỉ báo Pine Script®
của FR33FA11
PA Signal Levels: ENTRY SL TP1-2-3 (Cross Marker) v1 tomgoodcarThis indicator operates using Price Action (candlestick closes opposite to the previous bar) combined with signal confirmation from the Linear Regression Channel: Signal Logic Chart Display BUY: Close price is higher than the previous Open, and Low touches or drops below the Signal Support (Lower 1) line. BUY label (Green) below the candle. SELL: Close price is lower than the previous Open, and High touches or rises above the Signal Resistance (Upper 1) line. SELL label (Red) above the candle. Click the Alert Button: Click the "Alert" button (bell icon) on the top toolbar of TradingView. Configure Alert Conditions: Condition: Select the name of this indicator (e.g., PA Signal Levels: ENTRY SL TP1-2-3 (Cross Marker)). Option: Select "Any alert() function calls". Frequency: It is recommended to select "Once Per Bar". Configure Notification Settings: Action: Choose your preferred notification channel (e.g., Notify on App, Webhook URL, Email, etc.). Message: Use {{strategy.order.alert_message}} (or the predefined message in the code) to ensure the alert displays full SL/TP details. Once configured, the system will notify you immediately whenever a new Buy/Sell signal is generated. คำศัพท์ที่น่าสนใจ: Toolbar: แถบเครื่องมือ Condition: เงื่อนไข Once Per Bar: หนึ่งครั้งต่อแท่งเทียน (ป้องกันสัญญาณหลอกขณะแท่งยังไม่จบ) Predefined message: ข้อความที่ตั้งค่าไว้ล่วงหน้า
Chỉ báo Pine Script®
của tomgoodcarkhonsan
All-in-One CVD: Failed Auction + Trap + Flow Classifications All-in-One CVD : Failed Auction/Trap + Flow Classifications (Colored Bars) Description: This script provides an advanced order flow and delta-based trading visualization designed to highlight key market microstructure events in real time. It combines Cumulative Volume Delta (CVD), failed auction detection, absorption tracking, continuation signals, and trap identification into a single, coherent tool with colored bars and visual markers. Unlike standard volume or trend-following indicators, this script focuses on aggressive order flow and price acceptance/rejection events, making it particularly suitable for scalping, intraday momentum trading, and identifying high-probability short-term setups. Originality and Purpose: Many scripts either show CVD or detect failed auctions separately, but this script integrates multiple advanced flow concepts into one indicator. By combining CVD, normalized delta, strong delta thresholds, failed auctions, absorption, traps, and continuation patterns, traders can identify where aggressive buying or selling is being absorbed, where price is likely to continue, and where traps are forming. The mashup is intentional: each component validates the other. For example, a failed auction signal without absorption is less significant, while a failed auction coinciding with absorption signals a true high-probability trap or reversal. Failed auctions typically align with "Failed 2" patterns from The Strat by Rob Smith, providing additional confirmation using a well-established price action methodology. How It Works: Volume and Delta Calculation: Computes buying and selling pressure from volume and bar structure (high/low/close). Supports UltraData mode for enhanced volume calculations using security data. Options for Cumulative Mode: Total, Periodic, or EMA-based CVD. Normalized Delta and Strong Delta Detection: Calculates normalized delta (z-score) to standardize flow across different volatility regimes. Flags strong buying or selling when delta exceeds user-defined thresholds. Failed Auction Detection: Highlights bars where price attempted to break previous highs/lows but failed to sustain, signaling trapped aggressive participants. True failed auctions can coincide with absorption for higher-probability setups. Absorption: Detects situations where strong aggressive flow is absorbed at key levels, showing institutional participation or liquidity consumption. Bullish absorption occurs when aggressive buying is absorbed at previous lows; bearish absorption occurs when aggressive selling is absorbed at previous highs. Flow Classification: Continuation: Aggressive flow accepted by the market — often the next candle continues in the direction of the delta. Important: A single continuation signal does not guarantee follow-through. Traders should view it as an indicator that aggressive participants are in control for the current candle, and consider market context, trend, and support/resistance before assuming continuation. Multiple consecutive continuation signals or confirmation with absorption/strong delta increases reliability. Trap: Aggressive flow trapped — the market reverses after failed auction. Absorption: Aggressive orders absorbed — market shows hesitation at tested levels. Colored CVD Bars and Visual Markers: Bars colored green/red/gray based on delta direction. Visual markers indicate flow state: circles for continuation, X-cross for traps, triangles for absorption. Works in real time — live candles are updated with flow state markers. Alerts: Custom alert conditions for each flow type: continuation, trap, and absorption. Alerts provide actionable signals for automated monitoring or manual trading. Trading Applications: Trap Trading: Identify aggressive buyers/sellers who fail to push price and get trapped. Use trap signals to fade reversals. Continuation Trading: Detect market acceptance of aggressive flow for trend-following or breakout strategies. Use caution: a single continuation signal indicates probability, not certainty, and should be confirmed with structural context. Absorption Analysis: Spot where institutional participants absorb liquidity before a potential directional move. Intraday Scalping: Combines delta, volume, failed auction logic, and Strat alignment for high-frequency setups. Key Notes: True failed auctions with significant market impact require absorption — otherwise, a simple failed attempt may be a weak signal. The script works across multiple markets (Forex, Crypto, Stock) and supports live bar updates. Users can adjust strong delta thresholds, period lengths, and cumulative modes to fit their preferred trading style or volatility regime. Conclusion: This all-in-one script provides traders with a comprehensive, visually intuitive, and real-time method to detect aggressive flow, failed auctions, absorption, and continuation patterns. By linking failed auctions to The Strat’s failed 2 patterns, and clarifying the probabilistic nature of continuation signals, it merges advanced delta analytics with proven price action methodology, making it highly original, actionable, and educational for understanding market order flow dynamics.
Chỉ báo Pine Script®
của samb817
Buy / Sell Volume HeaderBuy / Sell Volume Header Description - Buy / Sell Volume Header displays real-time buying and selling volume with percentages in a clean dashboard at the top or bottom of your chart. The indicator calculates buying pressure as volume weighted toward the close relative to the bar's range, and selling pressure as volume weighted toward the high. - Perfect for day traders and scalpers who need instant visual confirmation of buying vs selling pressure without cluttering their chart with additional panes. Key Features: - Real-time buy/sell volume split with percentages - Customizable lookback period (1 bar for current, or sum multiple bars) - Adjustable table position (top/bottom, left/center/right) - Five size options (Tiny to Huge) - Color-coded: Green (buying volume), Red (selling volume) - Clean, minimal design that doesn't obstruct price action Calculation Method: - Buying Volume = Total Volume × (Close - Low) / (High - Low) - Selling Volume = Total Volume × (High - Close) / (High - Low) How to Use: - Select header location (default: Top Right) and table size (default: Normal). Set lookback period to 1 for current bar only, or higher values to see cumulative volume over multiple bars. Reading the Display: - Green Box (Left): Buying volume and percentage of total - Red Box (Right): Selling volume and percentage of total - Numbers update in real-time on every tick Trading Applications: - Trend Confirmation: - In uptrends, buying volume should consistently be >60%. - In downtrends, selling volume should be >60%. Divergences warn of potential reversals. Breakout Validation: - Valid breakouts show 70%+ volume in breakout direction. - Breakouts with <55% directional volume often fail. Reversal Signals: - When price makes new high but buying volume drops below 50%, watch for reversal. When price makes new low but selling volume drops below 50%, watch for bounce. Scalping Entry: - Enter long when buying volume spikes above 65-70% with price momentum. Enter short when selling volume spikes above 65-70% with price momentum. Best Practices: - Use lookback=1 for intraday scalping. Use lookback=3-5 for swing context. Combine with price action for confirmation. Volume percentages work best on liquid instruments (MNQ, MES, stocks with high volume). NPR21 Disclaimer The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView.
Chỉ báo Pine Script®
của NPR21
Advanced Footprint Analysis1. ABSORPTION = BEST ENTRY SIGNALS When BTC hits support and shows bullish absorption: You know big money is buying Price won't fall further (supply absorbed) Risk/reward is optimal (tight stop below absorption) Win rate on these setups is 70-80% 2. EXHAUSTION = REVERSAL TIMING Catches exact moment selling/buying pressure is exhausted No more guessing "is the dip over?" Volume confirms the reversal 3. IMBALANCES = CONTINUATION TRADES Stacked imbalances show trend strength Enter pullbacks in strong trends Avoid counter-trend trades when imbalance is strong 4. DELTA DIVERGENCE = EARLY WARNING Cumulative delta rising but price flat = accumulation (buy setup) Cumulative delta falling but price rising = distribution (sell setup) This divergence appears BEFORE price moves 5. FILTERS OUT NOISE Crypto has tons of fake volume and wash trading By requiring volume to be significantly above average (2x, 3x), you ignore the noise Only trade when institutions are active 6. WORKS ON ALL CRYPTO PAIRS BTC, ETH, SOL - same patterns Especially powerful on perpetual futures (more volume data) PRACTICAL 5M CRYPTO ALGO STRATEGY: LONG ENTRY: Wait for bullish absorption OR bullish exhaustion Confirm with positive stacked imbalances (3 bars) Enter when price breaks above absorption high Stop below absorption low Target: 2-3x risk or next resistance SHORT ENTRY: Wait for bearish absorption OR bearish exhaustion Confirm with negative stacked imbalances Enter when price breaks below absorption low Stop above absorption high Target: 2-3x risk or next support FILTER: Only trade in direction of cumulative delta trend Avoid when volume is below average (no institutional activity)
Chỉ báo Pine Script®
của whitebronco
Delta Volume EMA Strategy ================================================================================ DELTA VOLUME EMA STRATEGY - STRATEGY GUIDE 📊 ================================================================================ 💡 COLLABORATION & SUPPORT --------------------------- If you want to collaborate, have an idea for a strategy, or need help writing or customizing code, send an email to burdytrader@gmail.com or send me a message. Suggestions, ideas, and comments are always welcome! 🤝 ================================================================================ ⚠️ IMPORTANT: INSTRUMENT SELECTION 📈 ------------------------------------- This strategy performs BEST with instruments that have a centralized data flow, such as Futures contracts. Centralized markets provide more accurate and reliable volume data, which is essential for Volume Delta analysis to work effectively. Why Futures? 🎯 - Centralized exchange = Accurate volume data - All trades flow through a single exchange - Volume reflects true buying/selling pressure - Better correlation between volume and price movements While the strategy can work with other instruments (stocks, forex, etc.), volume data quality may vary, which can affect the reliability of Volume Delta signals. For optimal performance, use Futures contracts or other instruments with centralized, high-quality volume data. ================================================================================ WHAT DOES THIS STRATEGY DO? 🎯 --------------------------- This strategy uses Volume Delta analysis combined with Exponential Moving Averages (EMA) to identify high-probability trading opportunities. The Volume Delta measures the difference between buying and selling pressure, helping to identify when strong institutional or smart money movements occur. The strategy automatically enters trades when volume delta reaches extreme levels, indicating potential trend continuation or reversal points. HOW IT WORKS? ⚙️ --------------- 1. VOLUME DELTA CALCULATION 📈 The strategy calculates the Volume Delta using the following formula: - Volume Ratio (v) = Current Volume / Previous Volume - EMA of Close (mac) = EMA(Close, MA Length) × Volume Ratio - EMA of Open (mao) = EMA(Open, MA Length) × Volume Ratio - Volume Delta (vd) = mac - mao The Volume Delta shows: - Positive values (green) = Buying pressure (buyers are more active) - Negative values (red) = Selling pressure (sellers are more active) 2. VOLUME DELTA MOVING AVERAGE 📊 The strategy calculates an EMA of the Volume Delta (vdma) to smooth out fluctuations and identify the overall trend of buying/selling pressure: - vdma = EMA(Volume Delta, EMA Length) - When vdma is above zero = Overall buying pressure - When vdma is below zero = Overall selling pressure 3. PERCENTILE-BASED ENTRY CONDITIONS 🎲 Instead of using fixed thresholds, the strategy uses percentile analysis to identify extreme volume delta movements: For LONG entries: - Analyzes seller volumes (negative volume delta) over the lookback period - Calculates the percentile threshold (default: 80th percentile) - Enters LONG when volume delta becomes positive AND exceeds the threshold - This indicates a strong shift from selling to buying pressure For SHORT entries: - Analyzes buyer volumes (positive volume delta) over the lookback period - Calculates the percentile threshold (default: 80th percentile) - Enters SHORT when volume delta becomes negative AND exceeds the threshold - This indicates a strong shift from buying to selling pressure 4. POSITION SIZING 💰 The strategy offers two position sizing methods: a) RISK VALUE (Fixed Risk in Dollars): - Calculates position size based on a fixed dollar risk amount - Formula: Position Size = Risk Amount / (Entry Price × Stop Loss %) - Ensures consistent risk per trade regardless of price level b) LOTS SIZE: - Uses a fixed lot size for all trades - Simple and straightforward approach - Useful when you want consistent position sizes 5. TAKE PROFIT & STOP LOSS SETTINGS 🎯 The strategy offers flexible TP/SL configuration in three modes: a) PERCENTAGE (%): - TP/SL calculated as a percentage of entry price - Example: 2% TP means entry price × 1.02 (for LONG) or × 0.98 (for SHORT) - Adapts automatically to different price levels b) CURRENCY: - TP/SL set as a fixed currency amount - Example: $100 TP means entry price + $100 (for LONG) or - $100 (for SHORT) - Useful for instruments with consistent price movements c) PIPS: - TP/SL set as a fixed number of pips - Automatically converts pips to price using the instrument's minimum tick - Ideal for forex and other pip-based instruments 6. AUTOMATIC TRADE EXECUTION ⚡ When entry conditions are met: - Opens a position (LONG or SHORT) at market price - Automatically sets Take Profit and Stop Loss based on selected mode - Sends an alert with all trade information - Only one position at a time (waits for current position to close) AVAILABLE PARAMETERS ⚙️ ---------------------- 1. MA LENGTH (Default: 10) - Length of the Exponential Moving Average used for close and open prices - Lower values = More sensitive to recent price action - Higher values = More smoothed, less sensitive 2. EMA LENGTH (Default: 20) - Length of the EMA applied to Volume Delta - Controls the smoothing of the volume delta signal - Lower values = Faster signals, more trades - Higher values = Slower signals, fewer but potentially more reliable trades 3. POSITION SIZE MODE - "Risk Value": Calculate position size based on fixed dollar risk - "Lots Size": Use fixed lot size for all trades 4. FIXED RISK IN $ (Default: 50) - Only used when Position Size Mode = "Risk Value" - The dollar amount you're willing to risk per trade - Strategy calculates position size automatically 5. LOT SIZE (Default: 0.01) - Only used when Position Size Mode = "Lots Size" - Fixed lot size for all trades 6. TAKE PROFIT MODE - "%": Percentage of entry price - "Currency": Fixed currency amount - "Pips": Fixed number of pips 7. STOP LOSS MODE - "%": Percentage of entry price - "Currency": Fixed currency amount - "Pips": Fixed number of pips 8. TAKE PROFIT / STOP LOSS VALUES - Different input fields appear based on selected mode - Configure TP and SL independently 9. VOLUME LOOKBACK PERIOD (Default: 20) - Number of bars used to calculate percentile thresholds - Lower values = More sensitive, adapts faster to recent conditions - Higher values = More stable, uses longer-term statistics 10. PERCENTILE THRESHOLD (Default: 80%) - The percentile level used to identify extreme volume delta movements - 80% means: only enter when volume delta exceeds 80% of recent values - Higher values = Fewer but potentially stronger signals - Lower values = More frequent signals VISUALIZATION 📊 --------------- The strategy displays on the chart: 1. VOLUME DELTA COLUMNS - Green columns = Positive volume delta (buying pressure) - Red columns = Negative volume delta (selling pressure) - Height represents the magnitude of buying/selling pressure 2. VOLUME DELTA MA AREA - Two overlapping area plots showing the smoothed volume delta - Black area (base layer) for overall visualization - Green area (when positive) = Overall buying pressure trend - Red area (when negative) = Overall selling pressure trend - Helps identify the dominant market sentiment 3. ZERO LINE - Horizontal line at zero - Helps visualize when buying/selling pressure crosses the neutral point ALERTS 🔔 -------- When enabled, the strategy sends alerts when a trade is opened. The alert message includes: - Direction: "Buy" for LONG positions or "Sell" for SHORT positions - Entry Price: The price at which the position was opened - TP (Take Profit): The target profit price - SL (Stop Loss): The stop loss price Example alert message: "Buy | Entry: 1.2050 | TP: 1.2250 | SL: 1.1950" Alerts can be configured in TradingView to send notifications via email, SMS, webhooks, or other platforms. RECOMMENDED SETTINGS 🎯 ----------------------- To get started, you can use these settings: STRATEGY PARAMETERS: - MA Length: 10 (default) - EMA Length: 20 (default) - Volume Lookback Period: 20 (default) - Percentile Threshold: 80% (default) POSITION SIZING: - Position Size Mode: "Risk Value" (for risk management) - Fixed Risk in $: Adjust based on your account size (e.g., 1-2% of account) - OR use "Lots Size" with 0.01 lots for small accounts TAKE PROFIT & STOP LOSS: - TP Mode: "%" (recommended for most instruments) - SL Mode: "%" (recommended for most instruments) - Take Profit (%): 2.0% (adjust based on your risk/reward preference) - Stop Loss (%): 1.0% (adjust based on your risk tolerance) For Forex: - Consider using "Pips" mode for TP/SL - Typical values: 20-50 pips TP, 10-30 pips SL For Stocks/Indices: - Use "%" mode for TP/SL - Typical values: 2-5% TP, 1-2% SL PRACTICAL EXAMPLE 📝 ------------------- Scenario: LONG Entry on EUR/USD 1. Market conditions: - Price: 1.1000 - Volume Delta becomes strongly positive - Volume Delta exceeds 80th percentile of recent seller volumes 2. Strategy calculates: - Entry Price: 1.1000 (current close) - Position Size Mode: "Risk Value" - Fixed Risk: $50 - Stop Loss Mode: "%" - Stop Loss: 1.0% - Position Size = $50 / (1.1000 × 0.01) = 4.55 lots 3. Strategy opens position: - Direction: LONG (Buy) - Entry: 1.1000 - Take Profit: 1.1220 (2% above entry) - Stop Loss: 1.0890 (1% below entry) - Alert sent: "Buy | Entry: 1.1000 | TP: 1.1220 | SL: 1.0890" 4. Outcome scenarios: - If price rises to 1.1220 → Take Profit hit (profit) - If price falls to 1.0890 → Stop Loss hit (loss limited to $50) IMPORTANT NOTE ⚠️ ----------------- This strategy is a technical analysis tool based on volume delta analysis. Like all trading strategies, it does NOT guarantee profits. Trading involves significant risks and you can lose money, including your entire investment. Past performance does not guarantee future results. Always: - Use appropriate risk management - Never risk more than you can afford to lose - Test the strategy on historical data (backtesting) before using real money - Start with small position sizes or paper trading - Understand that no strategy works 100% of the time - Consider market conditions, news events, and other factors - Keep a trading journal to learn and improve The author and contributors are NOT responsible for any losses incurred from using this strategy. Trading decisions are your own responsibility. Profits are NOT guaranteed, and losses are possible. LICENSE 📄 --------- This code is open source and available for modification. You are free to use, modify, and distribute this strategy. If you republish or share a modified version, please kindly mention the original author. ================================================================================
Chiến lược Pine Script®
của Burdiga84
Volume Edge Pro[wjdtks255]Volume Edge Pro: Indicator Description Volume Edge Pro is an advanced volume analysis tool designed to identify institutional accumulation and significant supply levels. Unlike standard volume bars, this indicator categorizes trading volume into four distinct types based on price action and historical comparisons, helping traders spot high-probability breakout opportunities. Key Components: Blue Bars (PPV - Pocket Pivot Volume): Indicates institutional accumulation. It appears when up-day volume exceeds the highest down-day volume of the last 10 trading sessions. Green Bars (RGV - Recent Green Volume): Represents strong buying pressure where up-day volume is higher than the 50-period moving average. Red Bars (RRV - Recent Red Volume): Signifies heavy supply or selling pressure where down-day volume is higher than the 50-period moving average. Grey Bars: Represents standard market volume without significant institutional involvement. Trading Strategy (How to Trade) 1. Identifying Accumulation (The Base) Look for multiple Blue Bars (PPV) during a consolidation phase or within a "base." This suggests that "Smart Money" is quietly accumulating shares without significantly driving up the price yet. 2. The Buy Signal The ideal entry point is when the price breaks out of a consolidation resistance level, especially when the breakout is confirmed by a Blue (PPV) or Green (RGV) bar. The presence of PPV signals within the base increases the reliability of the breakout. 3. Overcoming Supply (The RRV Rule) When a Red Bar (RRV) appears, it marks a level of "unconsumed supply." Treat the high of the RRV candle as a resistance level. A bullish reversal or continuation is confirmed only when the price reclaims the high of the RRV day or when subsequent PPVs/RGVs overwhelm the previous selling volume. 4. Risk Management If a massive Red Bar (RRV) appears after a long uptrend and the price breaks below the prior support, it may indicate institutional distribution (selling), signaling a time to exit or tighten stop-losses.
Chỉ báo Pine Script®
của wjdtks255
SNIPER Trend Continuation V1TC SNIPER (Trend Continuation) ### When to Use - Market is **OUT OF BALANCE** (trending, momentum) - Clear **displacement** away from prior value - **New York session** (AVOID London open fakeouts!) - Strong directional moves with follow-through ### The Setup Sequence ``` 1. IMPULSE DETECTED └── Strong directional move (2× ATR+) └── Multiple momentum bars └── Price above/below fast EMA 2. LVN ZONE IDENTIFIED └── 23.6% - 61.8% Fibonacci retracement └── Low volume pullback area 3. PRICE PULLS BACK TO LVN └── Retraces into the zone └── Volume decreases (exhaustion) 4. AGGRESSION CONFIRMATION └── Entry candle in trend direction └── Volume spikes (1.3×+ average) └── Fat body, minimal adverse wick └── EMA alignment confirms trend 5. ENTRY → TARGET: PREV POC ```
Chỉ báo Pine Script®
của alexandrodisla
SMC Ultra-Fast: ALL-IN & Auto-Signal [Fixed]How to Use the SMC Pro Indicator: ALL-IN & Dynamic S/R is designed to help you trade following the "Smart Money" quickly and accurately. The usage steps are as follows: 1. Reading Entry Signals 🔥 ALL-IN BUY/SELL: This is the most accurate signal, generated by a breakout of a key support level (Pivot) combined with unusually high trading volume (1.5 times higher) and confirmation from the EMA trend. Fast Buy/Sell (Small Triangle): This is a supplementary signal when the EMA Fast line crosses the EMA Slow line. It's suitable for finding opportunities to "Follow the Trend" or add to positions when the trend strengthens. 2. Managing Targets (TP/SL/Entry) When the ALL-IN signal appears, the system will immediately draw three lines to the right of the graph: Gray line (ENTRY): The price point where you should open an order. Blue line (TP): Profit target. Calculated using a Risk:Reward Ratio of 2.0 (adjustable). Red line (SL): Stop-loss point calculated from the ATR value for safety. 3. Using Support and Resistance Boxes (Dynamic Zones) Green box (Support): Zone with strong buying pressure. If the price tests this level and doesn't break below, there's a high chance of a rebound. Red box (Resistance): Zone with accumulated selling pressure. If the price tests this level and fails to break through, there's a chance of a pullback. Disappearance of boxes: When the price "breaks through" the bar, these boxes automatically disappear to indicate that the zone has been broken, and the system will immediately start looking for a new, stronger zone. 4. Auto-Reset System (Completion of Trade) When the price hits the TP or SL line, the system will mark an "X" on the screen. The old target line will be immediately deleted to clear the position, making the chart look clean and ready for a new ALL-IN signal. 💡 Additional Tip: Candlestick color: Trade Buy when the candlestick is green, and trade Sell when the candlestick is red. If the candlestick is orange, it means the market is sideways. It is recommended to wait for a clear ALL-IN signal before entering a trade.
Chỉ báo Pine Script®
của tomgoodcarkhonsan
SNIPER Mean Reversion V1MR SNIPER (Mean Reversion) ### When to Use - Market is **IN BALANCE** (ranging, consolidating) - Price **breaks out but FAILS** to hold - **London session** or compressed summer conditions - Failed breakouts returning to value ### The Setup Sequence ``` 1. BALANCE DETECTED └── Price rotating around POC 2. BREAKOUT ATTEMPT └── Price pushes beyond Value Area 3. FAILURE + RECLAIM ← KEY MOMENT └── Price comes BACK inside balance └── DO NOT trade first move back! 4. PULLBACK INTO LVN └── Wait for pullback after reclaim 5. AGGRESSION CONFIRMATION └── Entry candle shows buy/sell pressure └── Volume elevated (1.2×+ average) └── Fat body (60%+ of range) 6. ENTRY → TARGET: POC ``` ### Signal Labels - **MR↑** = Mean Reversion Long (failed breakdown) - **MR↓** = Mean Reversion Short (failed breakout) - **S/A/B** = Signal quality tier ### Risk Management - **Stop**: Below recent low (long) / Above recent high (short) - **Target**: POC (center of value) - **Risk**: 0.25-0.5% per trade
Chỉ báo Pine Script®
của alexandrodisla