Cumulative Volume Delta Heatmap (5 levels)🚀 Introducing the "Cumulative Volume Delta Heatmap" (CVD Heatmap) Indicator for TradingView 🛠️
This indicator is designed for traders who want a multi-level heatmap visualization of cumulative volume delta (CVD), total volume, and bar-specific delta. Here's what it offers:
📊 Key Features:
1️⃣ Cumulative Volume Delta (CVD) analysis, enabling visualization of buy/sell flows through a calculated cumulative delta over a defined period.
2️⃣ Displays raw volume and volume delta in a heatmap format for each bar.
3️⃣ Fully customizable colors for bullish and bearish intensity levels to quickly identify significant zones.
4️⃣ Option to customize anchor and analysis timeframes (default is "1D").
5️⃣ Structured display with fixed-size boxes and labels for easy interpretation.
⚠️ Limitation: Historical Data Issue
The indicator works effectively for new data after being loaded, but it cannot accurately calculate cumulative delta for past historical bars. This is because TradingView does not provide granular volume data for lower timeframes in historical data. As a result, the CVD is reliable only from the moment the indicator is applied to the chart.
💡 Why Use This Indicator?
Whether you're a day trader or swing trader, this advanced visualization helps spot critical imbalances between supply and demand. Integrated into a broader strategy, it assists in validating your entry and exit points based on market sentiment.
Feel free to test this script and share your feedback or questions in the comments! 🔥
Khối lượng
Combined VolumeThis indicator displays the combined volume for all the exchanges listed in the settings menu.
For example, with the default settings, on BTCUSD the indicator will display the current market's volume AND the volume of all other major exchanges listed on TradingView.
The gray indicator value is the current exchange's volume, the colored volume is the combined volume of all other exchanges, allowing you to compare the current exchange's volume to the broad market to give you a better idea of local exchange activity versus broad market activity.
If you want to add more exchange tickers, turn "debug" mode on and a small label will appear in the top right telling you which market type & exchange ticker you're currently on. All exchange tickers must be separated by a comma.
The "Other Exchanges" input setting overrides all other lists allowing you to specify your own exchange list for assets not provided by the default settings (the indicator supports crypto, forex and stocks by default).
Rohan Mhetre Order Flow Analysis//@version=5
indicator("Order Flow Analysis", overlay=true)
// Inputs
volume_ma_length = input.int(20, title="Volume Moving Average Length", minval=1)
strong_volume_multiplier = input.float(1.5, title="Strong Volume Multiplier", minval=1)
buy_color = color.new(color.green, 50)
sell_color = color.new(color.red, 50)
// Calculations
volume_ma = ta.sma(volume, volume_ma_length) // Moving average of volume
is_high_volume = volume > volume_ma * strong_volume_multiplier // Strong volume condition
is_buy_pressure = close > open and is_high_volume // High volume and bullish candlestick
is_sell_pressure = close < open and is_high_volume // High volume and bearish candlestick
// Background Highlight for Order Flow
bgcolor(is_buy_pressure ? buy_color : na, title="Buy Pressure Highlight")
bgcolor(is_sell_pressure ? sell_color : na, title="Sell Pressure Highlight")
// Buy and Sell Signals
plotshape(series=is_buy_pressure, style=shape.labelup, location=location.belowbar, color=color.green, text="BUY", title="Buy Signal")
plotshape(series=is_sell_pressure, style=shape.labeldown, location=location.abovebar, color=color.red, text="SELL", title="Sell Signal")
// Display Volume MA for Reference
plot(volume_ma, color=color.blue, title="Volume Moving Average")
Wheiao Trader IndicatorThis indicator simply show the ema crosses that correlate with the Vwap to clearly show the circumstances where price reacts to volume. used with trend analysis and key support and resistance it helps in prove entry and exit timing.
Volume Distribution Before/After Top
Description
This script visualizes the distribution of volume before and after a price peak within a specified time interval. The green area represents the volume accumulated before the peak, and the red area represents the volume accumulated after the peak. The script also calculates and displays the volume-weighted average price (VWAP) on each side of the peak with a dotted line and a label.
The key features include:
Volume Visualization: Transparent green and red bars indicate volume fractions before and after the peak.
VWAP Markers: Centered labels with VWAP values are plotted above the corresponding levels.
Interactive Inputs: Define the start and end points of the analysis interval using customizable anchor times.
This tool is ideal for traders who want to analyze how volume dynamics are distributed around key price levels. It can help identify potential zones of support and resistance and improve the understanding of market behavior in response to volume accumulation.
Instructions
Select the start and end anchor times using the input fields.
Observe the volume distribution and VWAP levels on the chart.
Use the visual data to make more informed trading decisions.
FrtsAlex 2.0### Description of the Script:
This Pine Script is a **multi-functional trading tool** designed to identify and highlight market imbalances while integrating technical analysis for strategic trading decisions. It utilizes an **Exponential Moving Average (EMA)** and **Relative Strength Index (RSI)** to detect trends and overbought/oversold conditions. Additionally, it calculates **Average True Range (ATR)** to identify both large and small imbalances, marking them with visually distinct **colored boxes** for easy chart reading.
The script also factors in **volume spikes** to confirm imbalance validity, ensuring only significant levels are highlighted. With its **higher time frame confluence** and intuitive design, it supports traders in recognizing rejection zones and actionable opportunities.
Net Volume [SpeedBot]Net Volume
The Net Volume indicator is a cutting-edge tool designed to help traders analyze market sentiment by visualizing the balance between buying and selling volume. By leveraging this dynamic visualization, traders can gain a deeper understanding of market behavior and make more informed trading decisions.
What Makes It Unique?
This script introduces a histogram-based approach to display net volume, providing a simple yet effective way to interpret volume flow. The customizable design allows traders to adjust colors, transparency, and timeframe settings to align with their trading style and preferences. The indicator is designed to work seamlessly across multiple timeframes, ensuring compatibility with any trading strategy.
How It Works?
The indicator calculates net volume by subtracting the down volume from the up volume. Positive net volume (buying pressure) is displayed in green, while negative net volume (selling pressure) is shown in red. A central zero line is plotted as a reference point, helping traders identify shifts in market sentiment at a glance.
Key Insights for Traders:
Market Sentiment Analysis: The histogram bars provide immediate visual cues about whether buying or selling pressure is dominant.
Trend Confirmation: By observing the direction and consistency of net volume, traders can confirm the strength of ongoing trends.
Reversal Detection: Sharp changes in net volume can signal potential reversals, providing early warning signs for traders.
Customization Options: Traders can select custom timeframes to fine-tune the analysis, ensuring that the indicator aligns with their specific needs. Additionally, color settings and transparency can be adjusted to enhance visual clarity on the chart.
How to Use Net Volume ?
Apply the indicator to your chart and observe the histogram bars relative to the zero line.
Use green bars to identify periods of buying pressure and red bars for selling pressure.
Combine this indicator with other tools, such as trendlines or oscillators, for better confirmation of trade setups.
Applications Across Strategies:
This indicator is suitable for scalpers, swing traders, and long-term investors alike. It provides actionable insights for a variety of market conditions, making it an essential tool in any trader's toolkit.
Why Use Net Volume ?
The simplicity and effectiveness of this indicator make it ideal for traders looking to enhance their volume analysis. Its ability to adapt to different timeframes and strategies ensures that it remains relevant across diverse trading approaches.
MFI with %K and %D LinesThe MFI with %K and %D Lines Indicator combines the Money Flow Index (MFI) with %K and %D lines to provide enhanced insights into market conditions. This indicator is ideal for identifying overbought and oversold levels while also providing smoother trends for better decision-making. Features: Money Flow Index (MFI): Measures the strength of money flow (volume and price) over a given period. Values above 80 indicate overbought conditions, while values below 20 indicate oversold conditions. %K Line: Represents the raw MFI values smoothed over a defined period, offering better trend clarity. Quickly reacts to changes in the market. %D Line: A secondary smoothing of the %K line, providing a more stable view of market trends. Helps filter out false signals and confirms trend shifts. Customizable Zones: Overbought and oversold thresholds are customizable (default: 80 and 20). Dynamic background coloring highlights these zones for easy visualization. Enhanced Volume Integration: Incorporates volume to deliver more reliable overbought/oversold signals. How to Use: Buy Signal: When the %K line crosses above the %D line in the oversold zone (<20). Sell Signal: When the %K line crosses below the %D line in the overbought zone (>80). Trend Analysis: The %K and %D lines help confirm trends and identify potential reversals. Customization: Adjustable MFI length, %K smoothing length, and %D smoothing length to suit different trading styles and timeframes. Threshold levels for overbought/oversold zones can be modified for specific market conditions. Best Used For: Spotting trend reversals in conjunction with volume analysis. Identifying entry and exit points based on overbought/oversold conditions. Feel free to use or modify this description for your indicator! 😊
Options Daytrading combined IndicatorThis indicator defines a Chaiken Oscillator, 3/10/16 Macd, RSI, and On Balance Volume. It generates a long/buy signal (little green triangle pointing up) if The chaikin oscillators value changes by 5k or more from one bar to the next and the on balance volume changes by .2m from one bar to the next, while requiring >-.250 on the macd and >40 on the rsi while rising. It generates a short /sell for the opposite.
The purpose of this was to help me determine when there is enough momentum to open an at the money call or put and be able to close relatively quickly for 30% or more profit. Was originally for a 5 minute chart but all signal requirements are tweakable in settings and I would love input if anyone has any ideas on how to get the signals even faster or get rid of some noise.
Added swing highs and lows as well just to be reminded obviously unless we're trending hard we don't wanna be opening calls at the top or puts at the bottom.. Anyway yeah, gimme some feedback please, would love some ideas or ways to update..
WVAD (Optimized Log Scaled)The WVAD (Optimized Log Scaled) indicator is a refined version of the classic Williams' Volume Accumulation/Distribution (WVAD). This version introduces logarithmic scaling for better visualization and usability, especially when dealing with large value ranges. It also includes EMA smoothing to highlight trends and reduce noise, providing traders with a more precise and clear representation of market dynamics.
Key Features:
1.Logarithmic Scaling:
Applies a log-based transformation to the WVAD values, ensuring extreme values are compressed while maintaining the overall structure of the data.
The log scaling allows better readability and interpretation, particularly for volatile or high-volume markets.
2.EMA Smoothing:
Uses an exponential moving average (EMA) to smooth the logarithmic WVAD values.
Helps reduce noise while preserving short-term trends, making it suitable for both trend-following and reversal strategies.
3.Customizable Parameters:
N (Lookback Period): Defines the accumulation period for calculating WVAD.
EMA Smoothing Period: Controls the sensitivity of the EMA applied to the logarithmic WVAD.
Decimal Places: Adjusts the precision of the displayed values for clearer visualization.
Line Colors: Fully customizable colors for both the raw WVAD line and the smoothed EMA.
4.Directional Preservation:
Keeps the positive and negative signs of WVAD to reflect accumulation (buying pressure) or distribution (selling pressure) in the market.
5.Zero Line Reference:
A horizontal zero line is plotted to help traders easily identify bullish (above 0) or bearish (below 0) market conditions.
How to Use:
Identify Trends: The smoothed WVAD line (EMA) can help detect trends or shifts in buying/selling pressure.
Crossovers: Use crossovers of the WVAD with the zero line as potential buy or sell signals.
Divergence: Spot divergences between price and the WVAD for early indications of reversals.
Applications:
Suitable for intraday, swing, or longer-term trading strategies.
Works across various asset classes, including stocks, commodities, and cryptocurrencies.
Volume Rate of Change (VROC)Volume Rate of Change (VROC) is an indicator that calculates the percentage change in trading volume over a specific period, helping analyze market momentum and activity. It is calculated as:
VROC = ((Current Volume - Past Volume) ÷ Past Volume) × 100
This indicator shows changes in market interest. Positive values indicate increasing volume, while negative values signal a decrease. High VROC values often suggest potential trend reversals or breakouts.
Applications:
Breakout Validation: VROC > 200% confirms strong breakouts; below this may signal false moves.
Market Stagnation: VROC < 0% suggests shrinking volume and range-bound markets.
Trend End Alert: A drop below 0% during trends may indicate weakening momentum.
Adjusting for Timeframes: Tailor VROC to timeframes.
Examples:
Daily: VROC(5) compares with last week's same day; VROC(20) with 1 month ago.
Monthly: VROC(12) compares with the same month last year; VROC(1) with last month.
Intraday: VROC(24) (hourly) and VROC(288) (5 minutes) for the same time yesterday.
VIDYA Auto-Trading(Reversal Logic)
Purpose and Unique Features
This script leverages the Variable Index Dynamic Average (VIDYA) to implement a dynamic trend-following auto-trading strategy. By adapting to price volatility, it optimizes entry points and strengthens risk management. Key differentiators of this strategy include:
VIDYA Characteristics:
Quickly responds to price momentum changes through dynamic calculations.
Incorporates volatility adjustments for enhanced trend detection accuracy.
ATR Band Utilization:
Measures market volatility to set stop-loss levels and guide risk management.
Supports more calculated trade entries in volatile markets.
Visual Trend Representation:
Displays "green zones" for uptrends and "red zones" for downtrends.
Enables intuitive understanding of trend continuation and reversal.
Usage Instructions
Entry Conditions
Long Entry:
Enter when the price crosses above the upper band.
Close any previous short positions and initiate a new long position.
Short Entry:
Enter when the price crosses below the lower band.
Close any previous long positions and initiate a new short position.
Exit Conditions
Take Profit and Stop Loss:
Reverse Position Strategy or Position Reversal Strategy
Account Size: ¥100,0000
Commissions and Slippage: Assumed commission of 94 pips per trade and slippage of 1 pip.
Risk per Trade: 10% of account equity (adjustable based on risk tolerance).
Script Parameters
VIDYA Length: The period for calculating the trend (e.g., 14).
Momentum Period: The lookback period for calculating the Chande Momentum Oscillator (CMO).
ATR Band Distance: Adjustment coefficient for the band width (e.g., 1.5).
Price Source: Choose from close, open, high, or low prices for VIDYA calculation.
Trend Display Colors: Customize the colors for uptrend and downtrend zones.
Visualization Options: Toggle the display of trend lines, bands, and other elements on or off.
Strategy Features and Enhancements
Dynamic Momentum Adaptation:
Utilizes VIDYA's sensitivity to momentum changes for rapid trend detection.
Volatility-Aware Risk Management:
Employs ATR to dynamically adjust risk levels, ensuring resilience in volatile markets.
Enhanced Visual Indicators:
Clearly plots trend zones and entry points on the chart.
Simplifies analysis with intuitive visual cues.
Credits
This script is inspired by the innovative work of BigBeluga, whose indicators laid the foundation for this enhanced trend-following strategy. By leveraging BigBeluga’s insights, this script integrates VIDYA, ATR Bands, and other technical elements to create a more dynamic and intuitive trading tool.
We extend our gratitude to BigBeluga and the broader trading community for their invaluable contributions, which have enabled this advanced implementation.
Disclaimer:
This script is provided for educational purposes, and past performance does not guarantee future results. Always practice proper risk management in live trading scenarios.
By leveraging VIDYA, this strategy provides a precise and intuitive approach to trend-following. It is particularly effective in capturing market reversals and adapting to sudden price changes in volatile environments.
WVAD (Williams' Volume Accumulation/Distribution)WVAD
(Williams' Volume Accumulation/Distribution)
参考公式：
1.A=当天收盘价-当天开盘价
2.B=当天最高价-当天最低价
3.C=A/B*成交量
4.WVAD=N日ΣC 参数N=24
5.WVAD/1million 数值过大，为了美观
Total Volume for Custom PeriodIndicator Description: Total Volume for Custom Period
This indicator calculates the total trading volume for a specified time period and displays the result in the top-right corner of the chart. It is designed for traders and analysts who want to see the cumulative volume over a defined range of time without needing to calculate it manually.
Features:
Customizable Time Period:
Define the start and end times of the calculation using the easy-to-use settings panel.
The indicator dynamically updates as you adjust the dates.
Accurate Volume Calculation:
Calculates the total trading volume for all candlesticks between the selected start and end dates.
Works on all assets and timeframes supported by TradingView (stocks, crypto, forex, etc.).
Fixed Display:
The result is displayed in the top-right corner of the chart inside a clear and simple table.
The value remains visible regardless of chart movement or zoom level.
Real-time Updates:
Automatically recalculates the volume when new data is added or the selected time period changes.
Customizable Design:
Black text with a transparent background ensures the display is clear and non-intrusive.
Large text size for easy readability.
Use Cases:
Volume Analysis: Quickly assess the total trading activity over a specific time period.
Historical Data Analysis: Compare volume data across different time intervals.
Custom Strategies: Use the total volume metric as part of a broader trading strategy or analysis.
How It Works:
Open the settings panel of the indicator and input the desired Start Date and End Date.
The indicator calculates the total trading volume for all candles within the selected range.
The result is displayed in the top-right corner of the chart.
This indicator is a simple yet powerful tool for traders who rely on volume analysis to make informed decisions. It enhances your ability to study market behavior during specific periods and provides insights into trading activity with ease.
Accessible Volume ProfileThe **Accessible Volume Profile** indicator is designed to analyze and visualize trading volume across different price levels within a specified lookback period. This tool is optimized for accessibility, ensuring compatibility with screen readers like JAWS, making it an inclusive solution for visually impaired traders.
#### Key Features:
1. **Dynamic Volume Profile**:
- Automatically calculates the trading volume distribution across user-defined price bins, providing insights into high-activity price levels.
2. **Customizable Inputs**:
- Adjustable `lookback` period and the number of `bins` to tailor the granularity of the volume analysis.
3. **Accessible Textual Output**:
- Displays price levels and their corresponding trading volume as labels on the chart, formatted in a JAWS-compatible format (`"Price: X Volume: Y"`).
4. **Optimized Visualization**:
- Labels are semi-transparent and positioned directly at their respective price levels to ensure readability without cluttering the chart.
5. **Support for Various Timeframes**:
- Adapts to any chart timeframe, making it versatile for both short-term and long-term analysis.
#### Use Case:
This indicator is ideal for traders who want to identify significant price levels based on volume activity, helping to uncover areas of support and resistance. Additionally, its accessibility features make it a valuable tool for visually impaired users seeking to leverage professional-grade technical analysis.
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Feel free to share this description in your documentation or with your trading community! 😊
Hammer Candle with Volume at SwingThe Instrument take pullback and formed a hammer pattern candle with high volume we look for a reversal from there
Improved Price with Highest Volume (Accessible)This Pine Script indicator, **"Improved Price with Highest Volume (Accessible)"**, dynamically adjusts its lookback period based on the chart's timeframe to identify the price level associated with the highest trading volume within the specified period.
#### Key Features:
1. **Dynamic Lookback Period**:
- Automatically adapts the lookback length depending on the selected chart timeframe (e.g., daily, hourly, or intraday charts).
2. **Volume Analysis**:
- Scans the selected period to locate the price level corresponding to the highest volume, enabling traders to identify key areas of support or resistance.
3. **Customizable and Accessible**:
- Plots the price with the highest volume as a visible red line on the chart, making it easy to interpret and integrate into trading strategies.
This tool is ideal for traders looking to enhance their decision-making by incorporating volume-driven insights directly into their technical analysis.
Improved Price with Highest Volume (Accessible)This Pine Script indicator, **"Improved Price with Highest Volume (Accessible)"**, dynamically adjusts its lookback period based on the chart's timeframe to identify the price level associated with the highest trading volume within the specified period.
#### Key Features:
1. **Dynamic Lookback Period**:
- Automatically adapts the lookback length depending on the selected chart timeframe (e.g., daily, hourly, or intraday charts).
2. **Volume Analysis**:
- Scans the selected period to locate the price level corresponding to the highest volume, enabling traders to identify key areas of support or resistance.
3. **Customizable and Accessible**:
- Plots the price with the highest volume as a visible red line on the chart, making it easy to interpret and integrate into trading strategies.
This tool is ideal for traders looking to enhance their decision-making by incorporating volume-driven insights directly into their technical analysis.
Price with Highest Volume (Accessible)The **"Price with Highest Volume (Accessible)"** indicator identifies the price level with the highest traded volume over a specified lookback period. It also determines whether the current price is moving upward, downward, or remains neutral relative to this key price level. This version is optimized for screen reader accessibility, providing essential information in textual labels and alerts.
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### **Features:**
1. **Price with Highest Volume:**
- Identifies the price level that had the highest traded volume during the specified lookback period.
2. **Volume Tracking:**
- Displays the maximum traded volume associated with the identified price level.
3. **Price Movement Direction:**
- Detects whether the current price is:
- **Upward:** Above the highest volume price.
- **Downward:** Below the highest volume price.
- **Neutral:** Equal to the highest volume price.
4. **Accessible Labels for Screen Readers:**
- Outputs key information as text labels for easy interpretation by screen readers (e.g., JAWS).
- Includes:
- Price with maximum volume.
- Associated maximum volume.
- Price movement direction.
5. **Alerts:**
- Sends alerts when the price moves upward or downward relative to the highest volume price level.
6. **Customizable Lookback Period:**
- Allows users to specify the number of bars to analyze for the highest volume price level.
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### **How to Use:**
1. **Price Analysis:**
- Use the plotted line to identify critical price levels where the most volume occurred.
- Monitor whether the current price moves above, below, or stays neutral relative to this level.
2. **Volume and Trend Insights:**
- Track the maximum traded volume to gauge market interest at specific price levels.
- Combine with price movement direction for better trend analysis.
3. **Screen Reader Compatibility:**
- Enable the textual labels to access the indicator’s outputs in screen readers like JAWS.
4. **Alerts for Key Movements:**
- Get notified when the price moves above or below the identified price level, signaling potential trading opportunities.
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### **Customization Options:**
- **Lookback Period:** Set the number of bars to analyze for the highest volume.
- **Show Labels:** Toggle textual labels on or off for a cleaner chart or accessibility.
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### **Best For:**
- Traders seeking to identify key price levels with significant market activity.
- Users requiring accessible indicators for screen readers like JAWS.
- Scalpers and day traders looking for high-volume price levels to guide trading decisions.
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This indicator simplifies trading analysis by combining volume, price levels, and accessibility features into one tool.
BuySell%_ImtiazH_v2BuySell%_ImtiazH
This indicator includes two powerful volume metrics to complement your trading analysis:
30-Day Avg Vol (Blue Line): Tracks the average volume over the past 30 days, providing a baseline for typical trading activity.
Breakout Vol (White Line): Highlights the volume threshold needed for a potential breakout, calculated as a user-defined percentage above the 30-day average volume (default: 40%).
In addition to these enhancements, the indicator breaks down total trading volume into buying and selling components and calculates the percentage of buy volume for each bar.
🟥 Red Bars: Represent total volume.
🟩 Teal Bars: Show the buying volume within each candle.
🟨 Buy %: Displays the percentage of buy volume dynamically in the indicator panel, highlighted in yellow for quick visibility.
Use this tool to easily spot accumulation (buying pressure) or distribution (selling pressure) trends, customize breakout thresholds, and identify key breakout opportunities. Simple, clear, and effective for volume-based analysis!
How Are Buy Volume and Sell Volume Calculated?
This indicator uses a proportional approach to estimate buy and sell volumes based on price action:
Buy Volume: The portion of total volume where the price is moving upward, representing trades executed at the ask price.
Formula:
Buy Volume = (close - low) / (high - low) * volume
Sell Volume: The portion of total volume where the price is moving downward, representing trades executed at the bid price.
Formula:
Sell Volume = (high - close) / (high - low) * volume
If the high and low prices are the same (flat bar), both buy and sell volumes are set to 0.
Why This Matters
This calculation assumes the close price’s position within the high-to-low range reflects the balance of buying and selling activity:
Close near the high: Most volume is buy volume.
Close near the low: Most volume is sell volume.
Close in the middle: Volume is split between buying and selling.
By breaking down volume in this way, the indicator helps traders identify key trends like accumulation (buying pressure) and distribution (selling pressure), making it a powerful tool for volume-based analysis.
