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CVD - Cumulative Volume Delta Line - TheActulaSnailCVD – Cumulative Volume Delta Line Author: TheActualSnail Description: The CVD (Cumulative Volume Delta) Line indicator calculates the net difference between buying and selling volume over time, helping traders visualize market pressure and order flow. Instead of bars, this version plots a smooth line representing cumulative delta, making it easier to spot trends, divergences, and resets. Key Features: Smooth CVD line showing cumulative volume delta. Optional Moving Average for trend smoothing. Configurable resets: daily, fixed higher timeframe, session start, or specific intraday time. Zero line for reference. Background highlights when the CVD resets. Settings Explanation 1. CVD Resets (resetInput) Defines when the CVD calculation resets to zero: None: Never resets; the CVD accumulates indefinitely. On a stepped higher timeframe: Resets at the start of each bar of a higher timeframe (e.g., daily on a 1H chart). On a fixed higher timeframe: Resets at the start of a specific timeframe you choose (fixedTfInput). At a fixed time: Resets at a specific hour and minute each day (hourInput and minuteInput). Works only on intraday charts. At the beginning of the session: Resets at the start of each trading session (useful for markets with fixed open/close hours). 2. Fixed Higher Timeframe (fixedTfInput) Used with fixed higher timeframe reset. Example: "D" = reset at the start of each day, "W" = reset at the start of each week. 3. Fixed Time (hourInput & minuteInput) Used only with At a fixed time reset. Example: hour = 9, minute = 30 → CVD resets at 9:30 AM each day. 4. Volume Delta Calculation (vdCalcModeInput) Volume delta: Cumulative delta = up volume − down volume. Volume delta percent: Relative delta = (up − down) / total volume. 5. Visuals CVD Line Colors: Green for positive delta, red for negative. CVD MA: Optional moving average to smooth the line. Zero Line: Reference for zero cumulative delta. Background Color on Reset: Highlights bars when CVD resets. Usage Notes This indicator is for informational purposes only. It does not provide buy or sell signals. Always combine CVD analysis with other indicators, price action, and risk management. Market conditions can change rapidly; use caution when making trading decisions. Tip: For intraday charts, consider using fixed time resets to see daily market pressure clearly. For higher timeframe analysis, use daily or weekly resets.
Chỉ báo Pine Script®
của TAS1TheActualSnail
Volume Flow DirectionThe indicator is showing you volume flow direction - sustained flow in one direction (green or red dominance) suggests institutional participation that often precedes price movement in that direction. Use in combination with Cumulative Volume Histogram to spot divergences. Key Interpretation Guidelines: 1. Trend Direction : - Sustained green dominance suggests underlying buying pressure (bullish) - Sustained red dominance suggests underlying selling pressure (bearish) 2. Signal Line Crossings (more important than just height): - Bullish signal : When the combined buffer (white line) crosses above the green signal line - Bearish signal : When the combined buffer crosses below the red signal line 3. Divergences (most powerful signals): - Bullish divergence : Price makes lower lows but indicator makes higher lows (green area grows) - Bearish divergence : Price makes higher highs but indicator makes lower highs (red area deepens) Practical Trading Interpretation: Current Market Bias: - Bullish bias : Green area consistently above zero line - Bearish bias : Red area consistently below zero line - Neutral : Indicator oscillating around zero with neither color dominating Confirmation Factors: 1. Signal Method Context : Your chosen signal method (Percentage, Fixed, etc.) determines the thresholds 2. Trading Style Setting : Different styles (Range/Trend/News) use different parameters 3. Timeframe Consistency : Longer dominance (multiple bars) is more significant than brief spikes
Chỉ báo Pine Script®
của jaymoran
Volume Channel Flow [ChartPrime]⯁ OVERVIEW — Volume Channel Flow The Volume Channel Flow indicator dynamically tracks evolving trend channels while simultaneously analyzing volume distribution within each channel segment. By combining adaptive volatility-based channel boundaries with real-time volume profiling, the tool highlights directional bias, structural breakouts, and zones where buy/sell pressure is concentrated. This makes it a powerful hybrid of a trend-tracking system and a miniature volume-profile engine that updates live as the market moves. ⯁ CONCEPTS Dynamic Volatility Channel: Upper and lower channel levels are continuously recalculated using ATR. These levels shift only when price breaks outside the previous channel, signaling a trend transition. Channel Segmentation: When a channel shift occurs, the previous segment is closed and visually plotted as its own range — allowing traders to inspect each discrete “flow phase” of the market. Embedded Volume Profile: Inside each channel segment, the indicator builds a mini volume histogram using user-defined binning. This creates a quick visual read of how volume was distributed within that price range. Point of Control (PoC): The price level with the highest traded volume inside each completed segment is detected and plotted as a dashed horizontal PoC line. Flow Bias (Bullish/Bearish): The volume profile color adapts depending on whether cumulative delta volume (buy minus sell pressure) is positive or negative for the segment. Breakout Labels: When a new channel is formed, arrows mark whether the breakout occurred upward or downward. ⯁ FEATURES Adaptive Trend Channel Construction Channels update only when price closes beyond upper or lower volatility thresholds. This isolates trend shifts with minimal noise. Channel Visualization Options Choose to display full channel boxes or only trend lines using customizable styling. Real-Time Volume Profiling As long as the channel remains active, volume distribution is recalculated live on every bar. PoC Projection The PoC is drawn across the channel range, marking the highest-volume price level for each segment. Directional Delta Coloring Volume profiles automatically shift to bullish or bearish colors based on cumulative delta inside the channel. Breakout Detection Arrows highlight each transition into a new channel regime. ⯁ HOW TO USE Spot trend changes using breakout arrows and the creation of new trend channels. Gauge strength of a channel by examining the density and shape of the internal volume profile. Use PoC levels as potential support/resistance interaction zones. Validate momentum by checking whether volume delta shows bullish or bearish dominance. Monitor channel edges to anticipate continuation or reversal setups. ⯁ CONCLUSION The Volume Channel Flow indicator merges trend structure with volume analytics, providing a continuously adaptive picture of market flow. It not only detects where trend phases begin and end, but also reveals what type of volume behavior shaped each segment, offering a deeper understanding of trend strength and directional pressure.
Chỉ báo Pine Script®
của ChartPrime
16
Korean Trading Value in 100M KRW (KRX Standard)이 지표는 한국 시장(KOSPI, KOSDAQ) 투자자들을 위해 거래대금을 가장 직관적인 '억 원' 단위로 변환하여 보여줍니다. 주요 특징: 직관적인 수치: 우측 가격축(Y축)에 표시되는 숫자 '1'은 '1억 원'을 의미합니다. (예: 1000 = 1000억) KRX 표준 최적화: 한국거래소 기준에 맞춰 금액을 환산하여 시장 주도주와 자금 유입을 즉각 파악할 수 있습니다. (참고: 본 지표는 KRX 데이터를 기준으로 하며, NXT 거래대금은 포함되지 않습니다.) 깔끔한 UI: 차트 화면을 가리는 라벨을 제거하고 트레이딩뷰 기본 색상 테마를 유지하여 가독성이 뛰어납니다. 실시간 확인: trackprice 기능을 통해 현재 진행 중인 봉의 거래대금을 우측 라벨에서 실시간으로 확인할 수 있습니다. ***** This indicator is designed for the Korean stock market (KRX), converting trading values into the most intuitive unit for local traders: 'Eok' (100 million KRW). Key Features: Intuitive Scaling: The numbers on the Y-axis represent 100 million KRW per unit. (e.g., 1000 = 100 billion KRW) KRX Standard Optimized: Easily identify market leaders and capital flow based on KRX data. (Note: This indicator is based on KRX standards and does not include NXT trading value.) Clean UI: Minimizes on-screen clutter and maintains TradingView's default color theme for maximum readability. Real-time Tracking: The trackprice feature allows you to monitor the current bar's trading value directly on the price scale in real-time.
Chỉ báo Pine Script®
của Ninggimhee
2
Big Trend Catcher: Dual-Gate EMA & ATR Trailing Swing TraderThe Big Trend Catcher: Long-Only Progressive Swing System OVERVIEW The Big Trend Catcher is a high-conviction, long-only swing trading strategy designed to identify and ride sustained market moves. Unlike traditional trend-following systems that often get "chopped out" during sideways consolidation, this strategy utilizes a Dual-Gate Filter to ensure you only enter when short-term momentum and the long-term trend are in total alignment. It is specifically tuned for high-growth stocks and ETFs where capturing the lion’s share of a multi-week or multi-month move is the primary objective. CORE LOGIC: THE DUAL-GATE SYSTEM To maintain a high quality of entries, the strategy requires a "confirmed launch" through two distinct filters: The Momentum Gate (20 EMA): Identifies immediate price acceleration and volume-backed impulse. The Long-Term Gate (100 EMA): Acts as the ultimate trend filter. The script utilizes a "Signal Memory" logic—if an impulse happens while price is still below the 100 EMA, the trade is held in a "Pending" state. The entry only triggers once the price closes firmly above the 100 EMA. Goal: This prevents "bottom fishing" in established downtrends and keeps you in cash during sideways "death loops" when the long-term direction is unclear. KEY FEATURES 1. Progressive Pyramiding (Scale-In) The biggest profits in swing trading are often made by adding to winners. This system features two automated scale-in triggers: Velocity Adds (VOLC): Adds to the position if the stock is up >10% and moving with rising momentum, allowing you to build a larger position as the trend proves its strength. Pullback Adds: Adds to the position when the price tests the 20 EMA and holds, allowing you to buy the "dip" within a healthy uptrend. 2. The Phoenix Re-Entry This logic is designed to catch "V-shaped" recoveries. If the strategy exits on a trend break but the price aggressively reclaims the 20 EMA on massive volume shortly after, it re-enters the trade. This ensures you aren't left behind during the second leg of a major run after a temporary shakeout. 3. Iron-Floor ATR Exit We use a 3.5x ATR Trailing Stop combined with the 100 EMA. This wider-than-average "breathing room" is designed to keep you in for significant gains while ignoring the minor daily volatility that often shakes out traders with tighter stops. HOW TO USE Best Timeframes: Daily (D) is recommended for identifying major cycles, but it can be applied to the 4-Hour (4H) for more active swing trading. Settings: * 20 EMA: Your short-term momentum guide. * 100 EMA: Your long-term trend guide. * ATR Multiplier: Set to 3.5 for maximum "trend hugging." SUMMARY OF VISUALS Blue Line (100 EMA): The Long-Term Trend. Yellow Line (20 EMA): The Short-Term Momentum. Red Stepped Line: Your ATR Trailing Floor (The "Iron Floor"). Lime Triangle: Initial Trade Entry. Blue/Orange Shapes: Progressive Scale-in points.
Chiến lược Pine Script®
của LegalxSeagull
Weighted Stochastic Oscillator [SeerQuant]Weighted Stochastic Oscillator (WSTO) The Weighted Stochastic Oscillator (WSTO) is an enhanced stochastic-based trend oscillator that builds on the traditional %K/%D framework by introducing adaptive weighting and configurable smoothing. By dynamically amplifying the oscillator’s deviation from the 50 midline based on a selected market “weight” (Volume, Momentum, Volatility, or Reversion Factor), WSTO provides a cleaner view of trend strength and regime shifts—without relying on classic 80/20 overbought/oversold bands. ⚙️ How It Works WSTO uses a standard stochastic calculation, measuring where price sits within its rolling high/low range over a lookback period. That %K is then “context-weighted” using your selected weighting method: Volume, Momentum, Volatility, or Reversion Factor. The weighting is normalized for stability (so it doesn’t blow out during abnormal periods), then applied by amplifying the oscillator’s deviation from the 50 midline. In practice, this means strong conditions make the oscillator lean harder away from 50 (clearer trend), while quieter conditions keep it closer to traditional stochastic behaviour. The weighted %K is then smoothed using your chosen moving average type, and a second smoothing pass generates the %D signal line. Trend logic is based on a neutral band around 50: bullish when the oscillator holds above (50 + Neutral Zone), bearish when it holds below (50 - Neutral Zone), and neutral while it remains inside that range. ✨ Customizable Settings WSTO is built to be tuned without overcomplication. You can choose the stochastic source mode (Close, HLC3, OHLC4, or a custom input source), set the stochastic length, and control smoothing via separate %K and %D smoothing lengths. You can also pick from a wide selection of moving average types (SMA, EMA, RMA, HMA, DEMA, TEMA, etc.) to match your style. The weighting method is the core differentiator. Volume weighting emphasizes participation, Momentum weighting emphasizes directional impulse, Volatility weighting emphasizes expansion/contraction, and Reversion Factor weighting biases toward mean-reversion dynamics by responding inversely to variance. On the style side, you can select a preset colour scheme (Default/Modern/Cool/Monochrome) or enable custom bull/bear/neutral colours. Candle coloring is optional, and you can decide whether candles follow %K or %D. 🚀 Features and Benefits WSTO gives you an alternative stochastic that adapts to market conditions instead of treating every regime the same. The weighting engine makes trend strength more obvious when conditions justify it, while the neutral-zone framework reduces noise compared to classic OB/OS bands. With flexible smoothing and clean visual state changes, it works well as a trend filter, a confirmation layer, or a regime signal alongside other systems. 📜 Disclaimer This indicator is for educational purposes only and does not constitute financial advice. Past performance does not guarantee future results. Always consult a licensed financial advisor before making trading decisions. Use at your own risk.
Chỉ báo Pine Script®
của SeerQuant
Stable print/burnThis indicator is a "Liquidity Scanner" for the crypto market. It tracks the movement of US dollars flowing in and out of the ecosystem through the 5 major stablecoins (USDT, USDC, DAI, FDUSD, and PYUSD). Here is exactly how it works: 1. It tracks "Printing" vs "Burning"Mint (Green Bar): When new stablecoins are created, it means investors are depositing real dollars to buy crypto. This is buying power entering the market.Burn (Red Bar). When stablecoins are destroyed, it means investors are cashing out to their bank accounts. This is liquidity leaving the market. 2. It calculates the "Net Flow"Instead of just looking at the price, it calculates the daily change. By summing the 5 major stables, it gives you a global view of the total "dry powder" available to pump the market. 3. Key FeaturesAnti-Error Logic: It uses "Non-Zero" logic, so if a stablecoin didn't exist a few years ago (like PYUSD), it won't break your chart. You get the full history.Flexible Selection: You can toggle each stablecoin ON or OFF in the settings to see how individual players (like Tether) impact the total liquidity.Trend Line: The white line shows the 7-day average, helping you see if money is consistently entering the market or if it was just a one-time event.How to read it:Big Green Bars: Usually a Bullish signal. Large amounts of cash are ready to buy.Big Red Bars: Usually a Bearish signal. The "fuel" is being removed from the engine.
Chỉ báo Pine Script®
của Pierral_
Session Dominance Profile [Pointalgo]Session Dominance Profile is a visual volume-distribution tool that shows which global trading session (Asia, London, or New York) dominates price activity across different price levels within a defined historical range. The indicator builds a horizontal volume profile using candle close prices and volume, then classifies each price level by the session that contributed the highest volume. How It Works : The script analyzes a configurable lookback period Price range is divided into multiple horizontal bins Volume is accumulated per price level Each bin is split into three session buckets: Asia Session (Yellow) London Session (Blue) New York Session (Red) The session with the highest volume at that price level determines the color This results in a Session-based Dominance Profile, helping traders visually identify: Where major sessions were most active Session-specific acceptance or rejection zones Potential intraday and swing reaction areas Practical Use Cases : Identify price levels dominated by a specific session Understand session rotation and participation Combine with: Market structure Support & resistance VWAP or moving averages Useful for intraday, scalping, and swing trading Inputs Explained: Lookback – Number of historical bars used to build the profile Resolution – Number of price bins (higher = more detail) Fixed Width (Bars) – Maximum horizontal width of the profile Offset (Bars) – Distance of the profile from the current bar Profile Direction – Left-to-Right or Right-to-Left rendering Session Time Reference: All sessions are calculated using UTC time. Important Notes: This indicator is visual and analytical only It does not generate buy or sell signals No repainting: the profile is calculated on the last bar only Designed for educational and research purposes Disclaimer: This script does not provide financial advice. Trading involves risk, and past volume behavior does not guarantee future results. Always confirm signals using additional analysis and proper risk management.
Chỉ báo Pine Script®
của pointalgo
Volume-Weighted FVG (Fixed)1. The Core Concept: Identifying "Institutional Footprints" FVG (Fair Value Gap): These are "gaps" or "voids" in price created by rapid movement. The market has a natural tendency to return and "fill" these gaps. The Volume Filter: Unlike standard FVGs, this tool highlights zones created with high trading volume (Strong FVG). These represent the "footprints" of institutional traders—the "Big Money" that truly moves the market. 2. Trading the "Wall": Rejection and Reversal The Rejection (Bounce): A Strong FVG acts as a powerful "wall." When price returns to this zone, unfilled orders often trigger, causing the price to bounce back (reject). The Reversal (Breakout): If this "wall" is completely breached, it triggers a cascade of stop-losses from those who bet on the bounce. This results in a violent move in the opposite direction, known as a reversal. The Retest: Once a "wall" is broken, its role flips (e.g., support becomes resistance). Trading the first retest of a broken Strong FVG is one of the highest-probability setups in scalping. 3. The Execution: High-Precision Entry To achieve a Profit Factor (PF) of 5.0+, we combine three elements: Structure: Confirm the trend using Multi-Timeframe (MTF) HH/HL (Higher Highs/Higher Lows). The Zone: Price enters a Strong FVG (Darker color). The Trigger: Enter when an Engulfing Candle breaks through the BB20 Middle Line, confirmed by an RCI 9 reversal.
Chỉ báo Pine Script®
của ogataoga
Candle Closing Range %Measuring strength of the daily closing candle after a gap up or strong open. This indicator calculates where price closed within the day’s range and expresses it as a percentage. It is designed to give immediate context on whether buyers or sellers controlled the session — and is especially useful when analyzing gap days or trend continuation setups on intraday charts. The indicator always references the most recent closed daily candle. Formula: Closing Range = (Close – Low) / (High – Low) × 100 Range interpretation: • Closing range > 60% → Buyers dominated • Closing range 40–60% → Neutral (directional bias unclear) • Closing range < 40% → Sellers dominated Style options: • Background color • Text Size • Text Color
Chỉ báo Pine Script®
của better0ffread
Anchored OBV + A/DAnchored OBV + A/D is a single-pane indicator that allows On-Balance Volume (OBV) and Accumulation/Distribution (A/D) to be plotted together using a period-anchored approach. OBV and A/D are cumulative by nature, which makes their full-history absolute values arbitrary and often incomparable when plotted side-by-side . This script addresses that limitation by anchoring each indicator to a user-defined period (daily, weekly, monthly, etc.) and plotting their relative change from that baseline rather than their raw values. The result is a comparison that preserves each indicator’s internal structure (trends, inflections, and divergences) while minimizing scale conflicts. How it Works At the start of each selected anchor period, the script records the current OBV and A/D values as baselines. All subsequent values are plotted as changes relative to those baselines: - Percent mode measures the % change from the baseline. - Delta mode measures the absolute change from the baseline. Optional anchor markers and a zero line make it easy to see when resets occur and how each indicator behaves relative to the period’s starting point. Advantages vs using OBV and A/D separately - Direct visual comparison: Both indicators are on the same anchored scale, making relative movement immediately readable. - Preserved analytical structure: Trends, inflections, and divergences remain intact; time-based shape is not distorted. - Cleaner workflow: One indicator, one pane, and less chart clutter. Interpretation - Values above zero indicate net accumulation or positive volume pressure since the anchor. - Values below zero indicate net distribution or negative volume pressure since the anchor. - Trend confirmation: Rising price accompanied by rising anchored OBV and A/D suggests healthy participation. - Price Divergence: Price making new highs or lows while one or both indicators fail to confirm can indicate weakening participation or a potential change in behavior. - OBV vs A/D Interaction: When both move together, volume and close-location effects broadly agree. When they diverge, it highlights differences between net up/down volume (OBV) and intrabar accumulation/distribution (A/D). Warnings! - Percent mode can become visually unstable when baseline OBV or A/D values are near zero due to division effects inherent in percent-change calculations. - It is not recommended to interpret structure across periods as each period is relative to a different baseline. Structure is not preserved across periods - only within each individual period. Credits This script is inspired by Multi-Ticker Anchored Candles (MTAC) by @SamRecio . MTAC's anchored-baseline concept and open-source nature provided an important conceptual foundation for adapting the same idea to OBV and A/D. Many thanks to @SamRecio for publishing his work openly.
Chỉ báo Pine Script®
của Zeallot
Aivance Opening Range & Vol FactorAivance Opening Range & Volume Factor Overview The Aivance Opening Range & Volume Factor is a comprehensive tool designed for Day Traders and Scalpers who rely on the "Opening Drive" or "Opening Range Breakout" (ORB) strategies. The first candle of the trading session often sets the tone for the entire day. This indicator not only visualizes the price action of that critical first candle but also contextualizes the Volume to help you determine if there is enough institutional participation to sustain a trend. Key Features 1. Opening Volume Factor Unlike standard volume indicators, this tool calculates a specific Volume Factor for the opening candle: Formula: (Volume of 1st Candle / Total Volume of Previous Day) * 100 Why it matters: A high Volume Factor (thresholds vary significantly depending on the chart timeframe and asset) suggests strong institutional interest immediately at the open. This often increases the probability of a sustained trend day rather than a choppy range day. 2. Automatic Session Detection No manual time inputs are required. The indicator uses time("D") to automatically detect the start of the trading day. RTH vs. ETH: It adapts to your chart settings. If you use "Regular Trading Hours" (RTH), it marks the 09:30 NY open. If you use "Extended Trading Hours" (ETH), it marks the pre-market open. 3. Visual Opening Range Box & Lines: Draws a box highlighting the High/Low and the Body (Open/Close) of the opening candle. Extension: Extends support/resistance lines across the session to help identify breakouts or retests of the opening range later in the day. 4. Smart "Pullback" Logic (Optional) This script includes a unique filter called "Show only on Pullback": Default (False): The range is drawn immediately when the first candle closes. Enabled (True): The range is hidden until the market prints a candle in the opposite direction of the opening move. Strategy: This helps filter out impulsive moves and encourages trading the "retest" or the failure of the initial drive, rather than chasing the first tick. How to Use Trend Confirmation: Look for a breakout of the Opening Box combined with a high Volume Factor. Support/Resistance: Use the extended gray lines (High/Low of the first candle) as key pivot points for stop-losses or entry targets. Context: Compare the Volume Factor across different days to establish a baseline for your specific asset (e.g., what constitutes "High Volume" for NQ vs. ES vs. AAPL). Settings Colors: Fully customizable colors for Long (Bullish) and Short (Bearish) opening ranges. Volume Factor: Toggle the text label on/off and adjust size/color. Logic: Toggle the "Pullback" requirement on/off. Disclaimer: This tool is for informational purposes only and does not constitute financial advice. Always manage your risk.
Chỉ báo Pine Script®
của bar_rog
FlowMaster 4H - Avanced Volume & Pip Analyzer“Visualize market flow like an institutional trader – track buy/sell volume, pip per tick, and candle efficiency in one table.” “Visualize market flow like an institutional trader – track buy/sell volume, pip per tick, and candle efficiency in one table.” Short Description (Marketplace-Friendly): Aggregated 4H candle analysis with buy/sell volume breakdown. Pip/Tick calculation with weighted averages for smarter entry/exit signals. Compare current candle volume to previous candle and 20-bar average. All key metrics in a compact, easy-to-read table below the chart. Ideal for Forex swing & position traders seeking institutional-style insights directly in TradingView. Long Description / Full Product Info: FlowMaster 4H is a professional-grade trading indicator designed to provide quantitative order flow analysis on Forex markets using 4-hour candles. By aggregating volume data, tick information, and pip movements, FlowMaster gives traders a unique perspective on market dynamics typically reserved for institutional participants. Key Features: Volume Relative Metrics: Compare the current candle volume to the previous candle and to the average of the last 20 candles. Pip/Tick Analysis: Calculates pip per tick using a scaled price approach, giving insights into the efficiency of price moves. Weighted Pip/Tick Averages: Tracks volume-weighted pip/tick over the last 20 candles for both buyers and sellers. Percentage Metrics: Visualize the proportion of buy and sell volume relative to total ticks, helping identify absorption and impulse movements. User-Friendly Table: All key indicators displayed in a compact, easy-to-read table below the chart. Why use FlowMaster 4H: Identify market absorption and impulse using reliable volume and pip metrics. Optimize trade entry and exit decisions based on quantitative order flow data. Works directly in TradingView, offering a professional order flow view without needing access to Level 2 order book data. Pioneering approach in aggregating 4H candle data with detailed pip/tick insights. Ideal For: Swing and position traders, Forex traders seeking institutional-style volume analysis, and anyone looking to improve order flow reasoning using TradingView.
Chỉ báo Pine Script®
của Paulo_Moreira
NeuraEdge ORB - Opening Range Breakout IndicatorOVERVIEW NeuraEdge ORB is an open-source Opening Range Breakout indicator that automates the classic 15-minute ORB strategy. The indicator tracks the first 15 minutes of market action (9:30-9:45 AM ET), identifies breakouts above or below this range, and generates trading signals with automated stop loss and take profit calculations. The Opening Range Breakout concept is based on the observation that the initial price action after market open often establishes directional bias for the trading session, as institutional order flow and overnight gap reactions manifest during this window. CORE METHODOLOGY Opening Range Construction: The indicator uses session-based time detection to identify the 9:30-9:45 AM Eastern Time window. During this period, it tracks the highest high and lowest low to establish the opening range boundaries. The range is marked complete when the 15-minute window closes. Calculation process: OR High = Maximum high value during the 15-minute window OR Low = Minimum low value during the 15-minute window OR Midpoint = (OR High + OR Low) / 2 Range Size = OR High - OR Low (compared to 14-period ATR for context) Breakout Detection: The indicator identifies breakouts using close-price confirmation to reduce false signals from wicks: Bullish breakout: Close above OR High (with previous close at or below OR High) Bearish breakout: Close below OR Low (with previous close at or above OR Low) The indicator tracks whether each direction has already broken to prevent duplicate signals on the same range. Entry Type Logic: Two entry methodologies are supported: Breakout Mode - Signals immediately upon range break. Enters on the breakout bar when close confirms direction. Retest Mode - Waits for price to break the range, then pullback to touch the range level before entering. Cancels if price moves too far beyond midpoint. This provides better entry prices with tighter stop losses. Volume Confirmation: Optional volume filter compares current bar volume to 20-period simple moving average. Requires volume > 1.2x average to validate breakout strength and filter low-conviction moves. Fair Value Gap (FVG) Integration: Optional confluence filter that checks for unfilled FVG in the breakout direction: Bullish FVG detected when: current bar's low > two bars ago high (creating gap) Bearish FVG detected when: current bar's high < two bars ago low (creating gap) Minimum FVG size: 0.3x ATR to filter noise FVG considered filled when price retraces to gap midpoint Signals only generate when an unfilled FVG exists in the breakout direction, adding institutional order flow confluence. Risk Management Calculations: Three stop loss placement methods: Opposite Side - SL at opposite end of opening range (classic ORB approach) Midpoint - SL at range midpoint (tighter risk, lower reward potential) ATR Based - SL at 1.5x ATR from entry (adaptive to volatility) Take profit calculated as: Entry ± (Entry - Stop Loss) × Risk:Reward Ratio Default 1.5:1 R:R ratio, adjustable from 1.0 to 5.0. Performance Tracking: The indicator maintains a trade history using Pine Script's type system: Records entry price, stop loss, take profit, and direction for each signal Tracks outcome when price hits stop loss or take profit levels Auto-closes after 80 bars if neither level hit Calculates rolling win rate from last 50 trades maximum Displays W/L record in real-time dashboard VISUAL COMPONENTS Opening Range Box: Semi-transparent blue box drawn from range start bar to current bar + 20, showing the established range boundaries visually. Range Levels: Green line at OR High (potential long entry level) Red line at OR Low (potential short entry level) Gray dotted line at OR Midpoint (reference level) All lines extend 50 bars forward for anticipation. Trade Signals: Green up arrow with "LONG ORB Break" label below price Red down arrow with "SHORT ORB Break" label above price Dashed lines showing SL and TP levels extending 30 bars Small labels marking SL and TP endpoints Real-Time Dashboard: Top-right panel displaying: OR formation status (Forming / Complete / Waiting) Current OR High, Low, and Range size (with ATR multiple) Breakout status (Long / Short / None) Volume status (High / Normal) FVG presence (Bull / Bear / None) Entry settings (Breakout/Retest, R:R, SL type) Win rate percentage and W/L record PRACTICAL APPLICATION Ideal Market Conditions: Liquid instruments: SPY, QQQ, IWM, high-volume stocks Recommended timeframes: 1-minute or 5-minute charts for precise entries Most effective during trending days with clear directional bias Range size between 0.5-1.5x ATR typically provides best risk:reward Usage Workflow: Apply indicator at market open (9:30 AM ET) Observe range formation during first 15 minutes Wait for "Complete" status in dashboard Monitor for breakout signals with volume/FVG confirmation Enter on signal, place stop loss and take profit as marked Avoid taking opposing signals on same day (trend following approach) Retest vs Breakout Selection: Use Breakout mode on high-momentum days with strong overnight gaps Use Retest mode on slower days or when seeking better entry prices Retest mode reduces signal frequency but improves entry quality Time-of-Day Considerations: The indicator includes a trading cutoff setting (default 3:00 PM ET) to avoid late-day chop and reduced liquidity. First-hour breakouts (10:00-11:00 AM) historically show strongest follow-through. SETTINGS & CUSTOMIZATION Display Options: Toggle signals, opening range box, and dashboard independently Clean visual design to reduce chart clutter Opening Range Settings: Opening range duration (5-60 minutes in 5-minute increments) Default 15 minutes aligns with classic ORB methodology Trading cutoff hour (10-16, representing 10:00 AM - 4:00 PM ET) Entry Configuration: Entry type (Breakout / Retest) Volume confirmation toggle (requires 1.2x average volume) FVG confluence toggle (requires unfilled gap in breakout direction) Risk Management: Stop loss placement (Opposite Side / Midpoint / ATR Based) Risk:reward ratio (1.0 - 5.0, default 1.5) Future: Trail stop after partial TP (currently placeholder) Alert System: Five alert conditions available: Opening Range Complete ORB Long Signal ORB Short Signal Breakout Up (range broken, regardless of signal) Breakout Down (range broken, regardless of signal) BEST PRACTICES Recommended Usage: Focus on highly liquid instruments with tight spreads Use 1-5 minute charts for entry precision Respect calculated stop losses (range defines maximum risk) Typically 1-2 quality setups per day maximum Consider overall market trend (SPY/QQQ direction) Risk Considerations: Very small ranges (< 0.3x ATR) prone to false breakouts Very large ranges (> 2x ATR) may indicate gap day requiring adjusted expectations Low volume breakouts fail more frequently Avoid trading both directions on same day (pick strongest setup) IMPORTANT DISCLOSURES This indicator is provided free and open-source for educational purposes. The Opening Range Breakout strategy is a well-documented public domain trading concept. This implementation adds automation, visual clarity, and optional confluence filters. No indicator guarantees profitable trades. Past performance does not predict future results. Traders are responsible for their own trading decisions and risk management. Always use appropriate position sizing and never risk more than you can afford to lose.
Chỉ báo Pine Script®
của Darkmatter513
FINRA Pressure Index - FixIndicator Description : works on tickers from NYSE / NYSE ARCA / NASDAQ This indicator measures the intensity of short-selling speculation on a stock or ETF. By comparing the daily Short Volume to its moving average (typically 20 days), it calculates a relative strength ratio: Ratio = 1.0: Short-selling activity is at its normal baseline. Ratio > 1.5: An abnormally high level of short-selling activity is detected. Unlike standard volume, it specifically isolates market participants betting on a price decline. How to Use It Short Squeeze (Counter-trend Buy Signal): If the price hits a historical support level while the indicator shows a significant spike (e.g., > 1.8), the market is considered "over-shorted." Even a minor bounce will force short sellers to cover their positions urgently, triggering a violent rally. Distribution (Caution Signal): If the price stagnates near a resistance level while the FINRA pressure increases day after day, it indicates that "smart money" is accumulating short positions. The uptrend is likely losing steam.
Chỉ báo Pine Script®
của Pierral_