Trend Matrix: Institutional Confluence EngineTrend Matrix: Institutional Confluence Engine
The Institutional Confluence Engine is a professional-grade diagnostic tool designed to solve the two biggest problems in technical analysis: market noise and false breakouts.
Unlike standard lagging indicators, the Institutional Confluence Engine uses a sentient resolution engine to adapt its logic based on whether you are scalping or swing trading. It provides a real-time "Efficiency Grade" for the market, allowing you to ignore "C-Grade" chop and focus exclusively on "A-Grade" institutional trends.
Institutional Confluence and Alerts: Notifies you only when the Local, HTF1, and HTF2 timeframes all align at an "A-Grade" efficiency—the hallmark of a major structural move.
How to Trade It
Identify Confluence: Look for the Status Hub in the top right. When all three grades turn Green (A), institutional alignment is at its peak. This is also visible on the chart.
Monitor Trend Core: The ribbon acts as dynamic support/resistance. "Trend Flares" (brightening of the ribbon) indicate significant volume spikes entering the trend.
Profit Targets: Use the dynamic Green/Red expansion lines. These are volatility-adjusted targets that stretch or contract based on market energy (ATR).
Volume Intelligence
1. The Big Money Heatmap (Volume Intelligence)
Institutional players leave footprints in the form of volume. This engine visualizes these footprints using a dynamic Volume Profile integrated directly into your price action.
Big Money Clusters: These are price levels where massive institutional orders are being "filled." They represent high-conviction zones that act as magnets for price.
Major Buy/Sell Zones (POC): This marks the Point of Control—the exact price where the highest volume has transacted. It represents "Fair Value." Breakouts away from this zone often lead to the most explosive moves.
Gap Prediction: The engine analyzes the sentiment within volume nodes to predict if the market is preparing for an institutional "Gap Up" or "Gap Down."
2. The Golden Bridge (Structural Confluence)
The system calculates the Golden Bridge—a dynamic threshold based on the 0.618 Fibonacci ratio between major structural pivots.
The Logic: In institutional finance, the 0.618 level is the "Line in the Sand." If a rally holds above the Golden Bridge, the trend is structurally sound.
Golden Cluster Stronghold: When the Golden Bridge aligns perfectly with a Big Money Cluster, the system identifies a "Stronghold." This is the highest-probability support or resistance level generated by the engine.
3. MTF Efficiency Grading (A/B/C)
The Trend Matrix doesn't just show direction; it calculates Efficiency.
Grade A (High Efficiency): Price is tracking the trend core with minimal deviation. This is where institutional momentum is strongest.
Grade B (Moderate Efficiency): Healthy trending with standard pullbacks.
Grade C (Low Efficiency/Chop): Price is oscillating. The system will automatically "dim" the interface during these periods to prevent you from over-trading.
4. Status Hub & Intelligent Alerts
The Status Hub provides a real-time cockpit of your trading environment, displaying the "Trend Reliability Score" (0-100%) and Multi-Timeframe grades.
Confluence Alerts: Get notified when the Local, HTF1, and HTF2 timeframes all reach "A-Grade" status simultaneously.
Exhaustion Pillars: Vertical pillars on your chart highlight "Volume Spikes," warning you of potential trend exhaustion before the reversal happens.
How to Use
Check the Hub: Ensure the Trend Reliability is above 75%.
Verify Grade: Look for "A-Grade" efficiency on your local timeframe.
Find the Stronghold: Enter trades where the Golden Bridge and Big Money Clusters overlap for the highest-probability entries.
Target Expansion: Follow the dynamic Green/Red target lines for volatility-adjusted take-profits.
Disclaimer: Trading involves significant risk. This tool is designed for educational and diagnostic purposes and should be used as part of a comprehensive trading plan.
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stelaraX - Coppock CurvestelaraX – Coppock Curve
stelaraX – Coppock Curve is a long-term momentum indicator designed to identify major trend transitions and long-term buying opportunities. It combines rate-of-change momentum with weighted smoothing to highlight broad market shifts rather than short-term noise.
This indicator is part of the stelaraX ecosystem, focused on clean technical analysis and AI-supported chart evaluation
stelarax.com
Core logic
The Coppock Curve is calculated by summing two rate-of-change (ROC) values with different lookback periods and smoothing the result using a weighted moving average (WMA).
Key principles:
* the long ROC captures broader market momentum
* the short ROC adds sensitivity to more recent price changes
* the WMA smooths combined momentum to reduce noise
* values above zero indicate positive long-term momentum
* values below zero indicate negative long-term momentum
The Coppock Curve is traditionally used to assess major trend shifts rather than precise entry timing.
Visualization
The script plots:
* the Coppock Curve as a histogram in a separate indicator pane
* green bars when long-term momentum is positive
* red bars when long-term momentum is negative
* a zero reference line for directional context
This clean histogram view emphasizes dominant long-term momentum cycles.
Use case
This indicator is intended for:
* identifying major market trend transitions
* spotting long-term accumulation phases
* confirming primary trend direction
* filtering short-term trades in alignment with macro momentum
* supporting position trading and investment-focused strategies
It is especially effective on higher timeframes and when combined with trend structure or AI-assisted market analysis.
Disclaimer
This indicator is provided for educational and technical analysis purposes only and does not constitute financial advice or trading recommendations. All trading decisions and risk management remain the responsibility of the user.
stelaraX - Chaikin Money FlowstelaraX – Chaikin Money Flow
stelaraX – Chaikin Money Flow is a volume-based momentum indicator designed to measure buying and selling pressure over a defined period. By combining price location within the candle and traded volume, it helps identify whether capital is flowing into or out of an asset.
This indicator is part of the stelaraX ecosystem, focused on clean technical analysis and AI-supported chart evaluation
stelarax.com
Core logic
The Chaikin Money Flow (CMF) evaluates where the closing price lies within the high–low range and weights this position by volume. The result is averaged over a user-defined lookback period and normalized by total volume.
Key principles:
* closes near the high contribute positive money flow
* closes near the low contribute negative money flow
* values above zero indicate net buying pressure
* values below zero indicate net selling pressure
* higher absolute values reflect stronger conviction
Readings beyond typical threshold levels suggest sustained accumulation or distribution rather than short-term noise.
Visualization
The script plots:
* the Chaikin Money Flow as a histogram in a separate indicator pane
* green bars when CMF values are positive
* red bars when CMF values are negative
* a zero reference line for directional context
* additional reference levels at +0.05 and −0.05 for pressure strength
This layout makes shifts in capital flow and volume-backed momentum easy to interpret.
Use case
This indicator is intended for:
* identifying accumulation and distribution using volume flow
* confirming trend direction with volume confirmation
* spotting divergences between price and money flow
* filtering false breakouts and weak price moves
* supporting volume-based and smart money concepts
It works particularly well when combined with price structure, trend filters, or AI-assisted chart evaluation.
Disclaimer
This indicator is provided for educational and technical analysis purposes only and does not constitute financial advice or trading recommendations. All trading decisions and risk management remain the responsibility of the user.
UK Dual-Session HighlighterOverview
This indicator is a specialized volatility-window tool designed for traders operating in UK Time (Europe/London). It specifically isolates the two highest-probability trading windows for the Nasdaq (NQ) and other US/European indices, while intentionally leaving the "Lunch Lull" period unhighlighted to help traders avoid low-liquidity "chop."
The Dual-Session Strategy
The script highlights two distinct phases of the trading day:
London Morning (09:15 – 12:00): Captures the core European institutional flow and the establishment of the morning trend.
The US Active Window (13:30 – 17:15): Covers the critical 13:30 US Economic Data releases, the 14:30 New York Open, and the high-volume London-NY Overlap.
Key Features for 2026
Timezone Locked: Hard-coded to Europe/London. You do not need to adjust your chart settings; the indicator stays accurate regardless of your local time.
Automatic DST Handling: Fully compatible with 2026 Daylight Saving transitions (GMT/BST). It automatically adjusts when the UK clocks change in March and October.
The "Lunch Lull" Filter: By leaving the 12:00–13:30 window blank, the indicator provides a visual "stop" signal during the period when London traders are at lunch and US pre-market volume is typically at its lowest.
Fully Customizable: Toggle sessions on/off and adjust colors, transparency, and specific start/end times via the Inputs menu.
Palko Long 1 This confirms
RSI > 70
High Vol on 4HR
At least 2 1Hr candles have high vol
****** Need to check 15 min rule manually *****
stelaraX - Accumulation/DistributionstelaraX – Accumulation/Distribution
stelaraX – Accumulation/Distribution is a volume-based indicator designed to analyze buying and selling pressure by combining price movement with traded volume. It helps traders assess whether an asset is being accumulated (smart money buying) or distributed (selling pressure), even when price action appears sideways or unclear.
This indicator is part of the stelaraX ecosystem, focused on clean technical analysis and AI-supported chart evaluation
stelarax.com
Core logic
The Accumulation/Distribution (A/D) line evaluates where the closing price sits within the candle range and weights this position by volume.
Key principles:
* closes near the high with high volume increase the A/D value (accumulation)
* closes near the low with high volume decrease the A/D value (distribution)
* values are cumulatively summed, creating a running pressure profile
* a simple moving average (SMA) of the A/D line is applied for smoothing and trend confirmation
A rising A/D line indicates underlying buying pressure, while a falling A/D line signals increasing selling pressure.
Visualization
The script plots:
* the Accumulation/Distribution line in a separate indicator pane
* a configurable moving average of the A/D line
* customizable colors for both the raw A/D line and its moving average
This clean layout makes shifts in volume-backed momentum and pressure changes easy to spot.
Use case
This indicator is intended for:
* identifying accumulation and distribution phases
* confirming trend strength using volume confirmation
* spotting divergences between price and volume pressure
* filtering false breakouts in low-quality price moves
* supporting smart money and volume-based trading concepts
It works especially well when combined with price structure, trend filters, or AI-assisted chart interpretation.
Disclaimer
This indicator is provided for educational and technical analysis purposes only and does not constitute financial advice or trading recommendations. All trading decisions and risk management remain the responsibility of the user.
Orderflow GapThis is the **Orderflow Gap (OG)** analyzer.
It goes beyond standard price gap detection by integrating
**Market Structure (Dow/SMC)** and **Intra-Bar Orderflow**
to classify the quality and intent behind price discontinuities.
Key Features:
1. **Advanced Gap Detection & Lifecycle:**
- **Flexible Definition:** Users can define gaps based on
market psychology:
- **Body (Open-Close):** Focuses on the "True Gap" between
sessions or candles, ignoring wicks.
- **Full (High-Low):** Focuses on total price dislocation
where no trading occurred at all.
- **Lifecycle Tracking:** The indicator persistently tracks
open gaps and visually marks them as **Filled** once price
mitigates the area by a user-defined percentage.
2. **Intra-Bar Orderflow Profiling (Pre & Post Analysis):**
- **Context:** Standard tools treat a gap merely as empty price space.
This indicator analyzes the **Micro-Auction** immediately surrounding
the event to understand the mechanics of the move.
- **Reconstruction:** Using high-resolution lower timeframe data, it
builds detailed Volume Profiles for the **Pre-Gap Candle** (The Origin)
and the **Post-Gap Candle** (The Reaction).
- **Flow Validation:** This allows the user to verify **Orderflow Continuity**:
Does the aggressive buying/selling that caused the gap continue
immediately after, or is the move fading into absorption?
3. **Statistical Volume Profile Engine:** For each bar in the anchored
period, the indicator builds a complete volume profile on a lower
'Intra-Bar Timeframe'. Instead of simple tick counting, it uses
**statistical models ('PDF' allocation)** to distribute volume
across price levels and **advanced classifiers ('Dynamic' split)**
to determine the buy/sell pressure within that profile.
4. **Structural & Volumetric Context:**
- **Vacuum (Density):** Calculates the "Volume Density" per
tick. A low density indicates a **Liquidity Vacuum** (price
slipped due to lack of orders), while high density indicates
aggressive fighting.
- **Commitment:** Compares the volume surrounding the gap
to the historical average to determine if big players
are backing the move.
- **Trend Alignment:** Filters signals based on the underlying
trend using either **Dow Theory** or **Smart Money Concepts**.
5. **Gap Classification Engine:**
The indicator automatically classifies gaps into four
structural types based on the metrics above:
- **Breakaway:** A high-conviction move that breaks structure,
showing **Initiative** (breaking previous Value Area) and
**Commitment** (High Volume).
- **Runaway:** A continuation gap within an established trend,
aligned with the Orderflow Delta.
- **Exhaustion:** A gap that occurs late in a trend, often
characterized by a **Liquidity Vacuum** (low density) despite
high volume, signaling potential reversal.
- **Common:** Standard volatility gaps lacking significant structural
or volumetric backing.
**Volume Fallback:** If no volume data is provided by the
exchange (e.g., certain CFDs or Indices), the classification
logic automatically defaults to **Common** to ensure strict
signal integrity without Orderflow verification.
6. **Visual Orderflow Insight:**
- **Profile Visualization:** Plots the reconstructed volume
profile as a polyline directly adjacent to the gap, allowing
you to see the "Injection" of volume that caused the move.
- **Color Coding:** Gaps are color-coded based on their
classification (Breakaway/Runaway/Exhaustion) and direction
(Bullish/Bearish).
7. **Multi-Metric Profiling (Volume, Time, Velocity):** Unlike standard
tools, this indicator allows you to switch between three critical
dimensions of market activity:
- **VOLUME (The "Where"):** Shows standard acceptance levels.
- **TIME (The "How Long"):** Measures duration at price (similar to TPO),
indicating fair value (High Time) or rejection (Low Time).
- **VELOCITY (The "How Fast"):** Measures the speed of trading (Contracts
per Second) to reveal intent. **High Velocity** suggests aggression
(initiative buying/selling), while **Low Velocity** despite volume
indicates absorption (passive limit orders).
8. **Integrated Alerts:** Includes granular alerts for:
- Detection of specific gap types (e.g., "Bullish Breakaway Gap").
- General gap formation.
**Caution: Real-Time Data Behavior (Intra-Bar Repainting)**
This indicator uses high-resolution intra-bar data. As a result, the
values on the **current, unclosed bar** (the real-time bar) will
update dynamically as new intra-bar data arrives. This includes
the values used for real-time alerts in 'Structure' and
'Delta' modes.
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**DISCLAIMER**
1. **For Informational/Educational Use Only:** This indicator is
provided for informational and educational purposes only. It does
not constitute financial, investment, or trading advice, nor is
it a recommendation to buy or sell any asset.
2. **Use at Your Own Risk:** All trading decisions you make based on
the information or signals generated by this indicator are made
solely at your own risk.
3. **No Guarantee of Performance:** Past performance is not an
indicator of future results. The author makes no guarantee
regarding the accuracy of the signals or future profitability.
4. **No Liability:** The author shall not be held liable for any
financial losses or damages incurred directly or indirectly from
the use of this indicator.
5. **Signals Are Not Recommendations:** The alerts and visual signals
(e.g., crossovers) generated by this tool are not direct
recommendations to buy or sell. They are technical observations
for your own analysis and consideration.
MIZAN v12: Quantum Reality CloudDescription:
MIZAN-QRC (Quantum Reality Cloud) is an experimental volatility indicator based on "Integrated Field Theory" and the "Observer Effect" from quantum mechanics. Unlike standard Bollinger Bands or Keltner Channels, this indicator modulates the width of the channel based on Volume Density (The Observer) rather than just price volatility.
The Philosophy: The Observer Effect In quantum physics, a system exists in a state of "Superposition" (uncertainty) until it is observed. Upon observation, the wave function collapses into a definite state. MIZAN-QRC applies this to market physics:
High Volume (Observer Present): The market reality is being "observed" by liquidity. The cloud contracts (Collapses), making support/resistance levels clearer and sharper.
Low Volume (Observer Absent): The market is in a drift/uncertain state. The cloud expands (Superposition), indicating that price location is unreliable and prone to noise.
Technical Calculation:
The Core (137): The center of the cloud is a Volume Weighted Moving Average (VWMA) with a period of 137. This number represents the "Ontological Half-Life" or the Fine Structure Constant in Mizan Theory, acting as the gravitational center of the price.
The Field (Cloud Width): The width is calculated using ATR (Volatility), but it is dynamically multiplied by a Gravity Factor.
Gravity Factor = Mean Volume (137) / Local Volume (43)
When Local Volume is HIGH, the factor drops (< 1.0), and the bands tighten.
When Local Volume is LOW, the factor rises (> 1.0), and the bands widen.
Coloring (Entropy): The cloud changes color based on a simplified L-Score logic (CCI + RSI combination).
Cyan: Bullish Momentum + Positive Position.
Orange: Bearish Momentum + Negative Position.
How to Use:
State Analysis: Look at the label on the last bar.
COLLAPSE (CERTAINTY): The bands are narrow due to high volume. Breakouts here are high-probability "Real Moves."
SUPERPOSITION (UNCERTAINTY): The bands are wide due to low volume. Avoid trading breakouts here; they are likely "Fake-outs" or noise.
"BREAK" Signals: The indicator plots triangle signals ONLY when a breakout occurs during a "Collapse" state. This filters out low-volume whipsaws.
This script is open source to encourage further research into volume-modulated volatility models.
Volume Weighted MACD (Bollinger style)This indicator implements a Volume-Weighted MACD inspired by John Bollinger’s approach.
Instead of using standard exponential moving averages, the MACD line is calculated with volume-weighted EMAs, giving more importance to price movements that occur with higher volume. The signal line remains a regular EMA of the VWMACD, preserving the classic MACD structure while adding volume confirmation.
How it works
Fast VWEMA = EMA(price × volume) / EMA(volume)
Slow VWEMA = EMA(price × volume) / EMA(volume)
VWMACD = Fast VWEMA − Slow VWEMA
Signal Line = Standard EMA of the VWMACD
Histogram = Difference between VWMACD and Signal
Purpose
The indicator helps answer a key question: Does volume support the trend?
If price moves are accompanied by strong volume, the VWMACD will reinforce the signal. If volume fades, underlying weakness becomes more visible.
Typical Use
Crossovers for timing entries and exits
Divergences to spot potential reversals
Histogram expansion/contraction to gauge momentum strength
This tool blends trend and momentum analysis with built-in volume weighting to reduce false signals caused by low-participation price moves.
stelaraX - MFIstelaraX – MFI
stelaraX – MFI is a volume-weighted momentum oscillator that combines price movement and trading volume to measure buying and selling pressure. Unlike pure price-based oscillators, the Money Flow Index incorporates volume, making it especially useful for identifying strength behind price moves.
This indicator is part of the stelaraX ecosystem, focused on clean technical analysis and AI-supported chart evaluation
stelarax.com
Core logic
The Money Flow Index is calculated using the typical price (HLC3) and volume over a user-defined lookback period.
The calculation distinguishes between positive and negative money flow and converts the result into an oscillator ranging from 0 to 100.
Key components include:
* MFI value between 0 and 100
* overbought threshold to identify excessive buying pressure
* oversold threshold to identify excessive selling pressure
High MFI values indicate strong inflows of capital, while low values indicate capital outflows.
Visualization
The script plots:
* the MFI line in a separate indicator pane
* a configurable overbought level
* a configurable oversold level
The area between overbought and oversold levels is visually highlighted, allowing quick recognition of extreme money flow conditions.
Use case
This indicator is intended for:
* identifying overbought and oversold conditions with volume confirmation
* spotting potential reversals driven by volume imbalance
* confirming price trends with underlying money flow
* divergence analysis between price and volume-based momentum
* filtering trades based on participation strength
For traders who want to combine price action with volume-aware, AI-driven chart analysis, additional tools and insights are available at stelarax.com
Disclaimer
This indicator is provided for educational and technical analysis purposes only and does not constitute financial advice or trading recommendations. All trading decisions and risk management remain the responsibility of the user.
MA Labels (Fully Custom, Padded)On screen reminder of whatever you want. I use it remember what MA line colors are.
Group 0HVN Boundary Assist FRVP + ATR Tempo Auto TF DefaultsThis indicator is a structure-assist tool, not a signal generator. It is designed to standardize High-Volume Node (HVN) boundary placement and evaluation when using TradingView’s Fixed Range Volume Profile (FRVP) on weekly and monthly timeframes.
The script does not attempt to discover HVNs automatically. The trader selects the HVN visually using FRVP and inputs the HVN center (effective VPOC). From there, the script applies consistent, rules-based logic to define boundaries, track interaction, and prevent lower-timeframe levels from conflicting with higher-timeframe structure.
What the indicator does
1. Standardizes HVN boundary placement
Using the active timeframe’s ATR, the indicator identifies the first candle that regains tempo on each side of the HVN center.
A valid boundary requires:
A bar range ≥ a fixed fraction of ATR
A close that breaks prior rotational overlap
The close of that candle becomes the candidate HVN high or low. Wicks are ignored for structure.
2. Automatically adapts to timeframe
The indicator enforces locked system defaults:
Weekly: 0.33 ATR expansion, 10-bar overlap lookback
Monthly: 0.25 ATR expansion, 8-bar overlap lookback
These values adjust automatically based on chart timeframe, eliminating discretionary tuning.
3. Tracks retests without redefining structure
HVN interaction is tracked via wick touches within a tight ATR-based tolerance.
Retests are informational only and never move boundaries. This captures recognition and rejection behavior without violating close-based structure rules.
4. Ranks HVN strength (0–3)
Each HVN is scored using:
Tightness relative to ATR
Relative volume confirmation
Presence of at least one retest
This produces a simple, comparable strength ranking without overfitting.
5. Enforces clean monthly → weekly nesting
An optional monthly gate restricts weekly logic to operate only inside a defined monthly HVN.
If conflicts arise, monthly structure always overrides weekly, preventing level overlap and structural ambiguity.
What the indicator does NOT do
It does not read FRVP data (TradingView limitation)
It does not auto-detect HVNs
It does not generate trade signals
It exists to remove subjectivity and inconsistency from HVN boundary placement and evaluation.
Intended use
Apply FRVP and visually identify the HVN
Enter the HVN center price into the indicator
Let the script define precise boundaries and interaction metrics
Use monthly HVNs as structural rails and weekly HVNs for execution
Design philosophy
Structure is defined by closes and volatility, not wicks
Retests measure recognition, not acceptance
Higher timeframe structure always dominates
This tool enforces those rules mechanically so the trader doesn’t have to.
Session Volume AveragesSession Volume Averages
Overview
Session Volume Averages is a session-aware volume indicator that combines live volume with historical session context. It displays current volume as bars and overlays two analytical reference lines for each enabled session.
Session Average — the average volume-per-bar across the last N completed sessions.
Bar-Position Average — the average volume at the same bar position within the session (time-of-day average) across the last N completed sessions.
Up to three independent sessions can be enabled simultaneously (default: New York, London, Tokyo), each with custom hours and colors. When no enabled session is active, the pane remains clean.
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How to Use
Add the indicator
Apply Session Volume Averages to any symbol and timeframe that provides volume data.
Set the time zone
The selected time zone is used for all session window calculations.
Configure sessions
Enable or disable Session 1, Session 2, and Session 3
Set custom trading hours for each session
Choose a color (used for both average lines)
Set the sample size
Choose how many completed sessions (5–100) are used to calculate the averages.
Read the chart
Histogram bars show current volume (only while a session is active)
Thick line shows the session-wide average volume-per-bar
Thin line shows the typical volume for the current bar’s position within the session
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How to Interpret
Current volume above the Bar-Position Average means volume is elevated for this specific time within the session.
Current volume above the Session Average means volume is strong relative to the session’s overall baseline.
The shape of the Bar-Position Average highlights where volume typically concentrates (opens, overlaps, closes).
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Optional Debug Mode
When enabled, a small table displays live diagnostic values, including current session averages, bar-position averages, and the current bar index within each session.
Accumulation FTD Bullsish SwingTradingThis script detects an “ACCVOL 1‑day” price/volume setup using two variants based on two different Simple Moving Averages (SMA), and then prints only two labels on the chart: “AD” and “B” (no visual distinction between the SMA variants).
How it works:
On each new bar, the script searches for a “key day” located 3 to 13 bars back.
A setup is validated when multiple conditions align, including: a minimum current-day percentage gain (default 1.24%), volume strength (volume rising vs. prior day and above a volume SMA, default 50), and a structural price pattern around the key day (bullish key day, specific “higher lows” sequence between the key day and today, and the day after the key day being bearish).
The SMA filter differs by case: for each tested key day, the close must be below the selected SMA (Case 1 uses SMA #1 length, default 5; Case 2 uses SMA #2 length, default 10). Each case can be enabled/disabled and its SMA length can be adjusted independently in the settings.
When a setup triggers, the script places:
- “AD” on the key day (n bars ago), and
- “B” on the current bar.
Priority is kept “as-is”: the script checks n = 3, then 4, then 5… up to 13, and it will plot only one AD/B pair per current bar (the first match in that 3→13 order), even if multiple matches occur.
Important note (signal selection):
This indicator can produce many signals, and you should not take them all. In practice, signals tend to be more meaningful when they occur after a drawdown of at least 10%, rather than during extended strength.
Risk management (example):
As a general risk framework (not financial advice), a common approach is to place a stop loss roughly 6% to 8% below the most recent meaningful swing low. Adjust this to the instrument’s volatility and your position sizing rules.
Recommended confirmations (mix with 2 indicators):
To improve signal quality, consider combining this script with two confirmation tools:
1. Chaikin Money Flow (CMF) set to CMF Length = 50 and a 50‑period SMA on the CMF.
2. The Volume Pressure Indicator.
Signals are often more reliable when:
CMF is above its moving average, and
The Volume Pressure oscillator is also above its moving average.
Market regime warning:
There can be many false signals during bear markets, so applying stricter filters and confirmations is strongly recommended.
Best use case:
This indicator is designed to be particularly effective for swing trading on stocks and various ETFs, where you look for a post-drawdown rebound supported by improving volume/flow conditions.
Precision Market Entropy Heatmap [LuxAlgo]The Precision Market Entropy Heatmap indicator provides a high-resolution visualization of volume distribution and market activity within specific anchor intervals using intrabar data.
By utilizing lower timeframe (LTF) precision, it maps out where the most significant trading activity occurred, allowing traders to identify institutional interest zones and "fair value" areas through a dynamic heat-mapped profile.
🔶 USAGE
The indicator segments the chart into blocks based on the selected Anchor Interval. Within each block, a vertical distribution of volume is calculated using the Intrabar Precision setting to ensure the heatmap accurately reflects market participation at specific price levels.
Heatmap Blocks : Brighter colors represent higher volume concentrations (high entropy). These areas often act as significant support or resistance zones where the market has previously found "fair value" or high liquidity.
Identifying Institutional Interest : High-volume "bright" nodes represent price levels where heavy institutional participation occurred. These nodes act as powerful magnets or barriers for future price action.
Navigating Liquidity Voids : Darker areas indicate low volume nodes (low entropy). Price often "slips" through these gaps quickly. Traders can use these zones to anticipate fast-moving price action or set targets beyond the void.
Trend Direction via POC : Observe the slope and shifts of the Developing POC polyline. An ascending POC confirms bullish value migration, while a descending one suggests bearish value migration.
Mean Reversion : Significant price deviations from the largest high-volume node, when the POC remains static, can signal that the market is overextended and likely to return to "fair value."
Breakout Validation : Use the blocks to identify compression zones. A breakout is more reliable when the POC shifts into the new range, confirming that the move is backed by volume and accepted by the market.
POC Extensions : Dashed lines extend the session's final POC. These are dynamically colored based on their relationship to the current price: Green if the POC is below the current price (potential support) and Red if above (potential resistance).
🔶 DETAILS
Unlike standard Volume Profiles that look at fixed ranges, this script focuses on "Entropy" by visualizing the density of distribution across a user-defined grid.
By requesting security data from lower timeframes, it provides a much more granular view of price action than what is visible on the current chart timeframe alone.
The indicator uses a gradient-based coloring system to distinguish between low-activity areas and high-volume nodes, making it easier to spot "Liquidity Voids" (darker areas) and "High Volume Nodes" (brighter areas).
🔶 SETTINGS
🔹 Heatmap Settings
Anchor Interval : Sets the timeframe that defines each heatmap block (e.g., "D" for Daily blocks).
Intrabar Precision : Determines the lower timeframe used to calculate the volume distribution. Lower values (like "1m") provide higher precision but are limited by available historical data.
Number of Rows : Controls the vertical price resolution of the heatmap grid. Higher values create a more detailed but computationally heavier profile.
🔹 Style Settings
Heatmap Intensity : A three-color gradient selector that defines the color transition from low to high volume areas.
Heatmap Transparency : Adjusts the visibility of the heatmap blocks on the chart.
POC Extension (Bull/Bear) : Sets the colors for the dashed POC lines based on whether they are currently below (Bull) or above (Bear) the market price.
Show Developing POC : Toggles the visibility of the real-time POC polyline.
Auto : When enabled, the developing POC color automatically syncs with your chart theme's foreground color.
🔹 Display Settings
Max Sessions to Show : Limits the number of historical heatmap blocks rendered on the chart to maintain performance.
Extend POCs to Current Bar : When enabled, historical POC lines will extend to the far right of the chart until they are replaced by newer sessions.
Money Flow Index - MFI🎯 Overview
This is an advanced Money Flow Index - MFI indicator that combines volume-weighted momentum analysis with dynamic moving average filtering. Unlike basic MFI implementations, this version features gradient overbought/oversold zones, multiple color themes, and a clear signal dashboard for precise money flow identification.
🧩 Core Components
1. ⚙️ Technical Foundation
📊 Primary Calculation: Uses TradingView's built-in ta.mfi() function which incorporates both price and volume data
📈 Dual Analysis Components:
MFI Line: Volume-weighted momentum oscillator
MA Filter: Customizable moving average acting as dynamic signal line
Threshold Zones: Gradient fills for overbought and oversold conditions
⚡ Volume Integration: Unique ability to combine price action with trading volume for more reliable signals
2. 🎛️ Configuration Parameters
📏 MFI Length: Default 14 periods (standard setting)
🔄 MA Filter Settings:
Length: Customizable (default 365 periods)
Type: 6 options available (EMA, SMA, RMA, WMA, VWMA, HMA)
🎨 Color Themes: 5 visual schemes consistent with your indicator suite:
Classic, Modern, Robust, Accented, Monochrome
📊 Signal Interpretation:
🟢 BULLISH: MFI > MA Filter (money flow above trend)
🔴 BEARISH: MFI < MA Filter (money flow below trend)
⚠️ OVERBOUGHT: MFI > 80 (potential reversal zone)
⚠️ OVERSOLD: MFI < 20 (potential reversal zone)
3. 🎨 Visual Elements
🚨 Gradient Zones:
Overbought zone : Red gradient intensifying toward 100
Oversold zone : Green gradient intensifying toward 0
📋 Dashboard Display: Top-right status indicator showing "⬆️ Bullish" or "⬇️ Bearish"
📊 Dynamic Coloring: MFI line changes color based on position relative to MA
⚡ Trading Applications
📈 Primary Uses:
🎯 Money Flow Direction:
MFI > MA = Bullish money flow regime
MFI < MA = Bearish money flow regime
💪 Trend Strength with Volume Confirmation:
MFI considers both price movement AND volume
Higher volume moves have more significance
Validates price trends with volume support
🚨 Extreme Zone Signals:
Overbought: MFI > 80 (potential sell opportunity)
Oversold: MFI < 20 (potential buy opportunity)
📊 Zone Analysis:
🔴 Overbought Zone :
Red gradient fills
Indicates excessive buying pressure
Watch for bearish reversals
🟢 Oversold Zone :
Green gradient fills
Indicates excessive selling pressure
Watch for bullish reversals
🟡 Equilibrium: Yellow MA line acts as volume-weighted trend filter
🎨 Customization Options
👁️ Display Features:
📊 Dual Components: Always shows both MFI line and MA filter
🎨 Gradient Visualization: Automatic fill for overbought/oversold conditions
📋 Status Dashboard: Clear bullish/bearish money flow indication
📈 Customizable MA: Choose from 6 different moving average types
🎨 Visual Themes: (Consistent suite)
🎨 Classic: Green/Red (traditional volume-weighted colors)
🚀 Modern: Cyan/Purple (contemporary)
💪 Robust: Amber/Deep Purple (high contrast)
🌈 Accented: Purple/Magenta (vibrant)
⚫⚪ Monochrome: Light Gray/Dark Gray (minimalist)
🔔 Alert System
🟢 LONG Alert: Triggers when MFI crosses above MA
🔴 SHORT Alert: Triggers when MFI crosses below MA
📧 Format: Includes ticker symbol for tracking
⚡ Key Advantages
✅ Strengths:
🎯 Volume-Weighted Accuracy: Combines price and volume for more reliable signals
💪 Overbought/Oversold Filter: Built-in 80/20 thresholds with gradient visualization
👁️ Clear Trend Identification: MA filter separates noise from meaningful money flow
🔄 Flexible Configuration: Multiple MA types for different trading styles
📊 Professional Dashboard: Immediate money flow status recognition
📊 Optimal Settings:
⚡ Short-term Trading: MFI Length 10-14, MA Length 20-50
📊 Medium-term Trading: MFI Length 14-20, MA Length 50-100
📈 Long-term Trading: MFI Length 20-30, MA Length 100-365
🏆 Unique Features:
🎯 Volume Integration: The only oscillator in your suite that includes volume data
📊 Gradient Thresholds: Visual intensity shows proximity to extremes
🎨 Consistent Design: Matches your indicator family aesthetics
📋 Money Flow Dashboard: Quick visual confirmation of volume trends
🔧 Dual Analysis: Combines oscillator with dynamic trend filter
🔄 Trading Strategies
1. Basic Money Flow Strategy:
Go LONG when MFI crosses above MA from oversold
Go SHORT when MFI crosses below MA from overbought
Exit when opposite extreme is reached
2. Divergence Detection:
Price makes higher high, MFI makes lower high → Bearish divergence (selling pressure weakening)
Price makes lower low, MFI makes higher low → Bullish divergence (buying pressure increasing)
3. Volume Confirmation:
Strong trend + rising MFI = High conviction move
Weak trend + declining MFI = Potential reversal
📈 Performance Tips
Volume Matters: MFI is most effective in markets with consistent volume
Extreme Zones: levels often act as support/resistance for the indicator
Divergence Signals: More reliable than simple overbought/oversold readings
Trend Alignment: MFI above MA in uptrend, below MA in downtrend
Confirmation: Combine with price action at key support/resistance levels
This enhanced MFI indicator provides professional-grade volume-weighted analysis with intuitive visualization, allowing traders to identify money flow trends, spot potential reversals at extremes, and filter signals through the customizable moving average for higher accuracy trading decisions! 📊💰
Multi-Session Volume Profile Suite [MarkitTick]💡 This indicator provides a sophisticated, institutional-grade Volume Profile analysis suite that renders multiple temporal profiles simultaneously. It is designed for traders utilizing Auction Market Theory who require a holistic view of where value is being established across Daily, Weekly, and Monthly timeframes, alongside custom intraday sessions. By bypassing standard built-in functions in favor of a custom array-based calculation engine, this tool offers granular control over Value Area logic, Point of Control (POC) migration, and multi-timeframe confluence detection.
✨ Originality and Utility
Standard Volume Profile tools often limit traders to a single timeframe or the visible range of the chart. This creates a fragmented view of the market, where a trader might see the daily value but miss the context of the weekly or monthly auction.
This script solves that problem by layering three distinct higher-timeframe profiles (Daily, Weekly, Monthly) plus three customizable intraday session profiles onto a single chart.
● Key Differentiators
Confluence Detection Engine: The script mathematically calculates when the Points of Control (POC) of different timeframes overlap (e.g., Daily POC inside Weekly POC). It explicitly highlights these high-probability zones with specific labels (e.g., "TRIPLE CONFLUENCE"), automating the search for key support/resistance levels.
POC Migration Tracking: Unlike static profiles, this tool tracks the "Shift" of the POC. It visualizes whether value is migrating higher (▲), lower (▼), or remaining neutral (=) compared to the previous period, providing immediate insight into the trend's acceptance.
Synthetic Chart Protection: The script includes logic to detect and prevent usage on non-standard chart types like Heikin Ashi or Renko, ensuring that the volume data processed is accurate and not subject to the repainting often found in synthetic OHLC variations.
🔬 Methodology and Concepts
The core engine relies on a custom implementation of the Volume Profile formula using dynamic arrays. It does not simply pull pre-calculated data but processes the tick volume of the underlying asset relative to price action.
• Volumetric Binning
The script divides the price range of a specific period (e.g., a Day) into a user-defined number of "rows" (bins). As price trades within a specific bin, the corresponding volume is accumulated.
Point of Control (POC): The bin with the highest accumulated volume is identified as the POC. This represents the "Fair Value" or the mode of the distribution for that period.
Value Area (VA): The script calculates the total volume of the profile and then identifies the range surrounding the POC that contains a specific percentage (default 70%) of that volume. It uses a dual-scanning algorithm that expands upwards or downwards from the POC based on which adjacent row has higher volume, mimicking the auction process of testing prices.
• Exact-Anchor Pivots
Simultaneously, the script tracks "Exact-Anchor" pivots. Unlike standard pivots that settle at the close, these track the absolute High and Low of the period (Daily/Weekly/Monthly) in real-time and extend them until a new period begins.
🎨 Visual Guide
The indicator uses a color-coded hierarchy to distinguish between timeframes. Understanding this visual language is critical for interpreting the data.
● Profile Hierarchy (Default Theme)
Daily Profile (Yellow/Gold): Represents the immediate, short-term auction.
Solid Line: Daily POC.
Dotted Line: Daily Value Area High (VAH) and Low (VAL).
Weekly Profile (Blue): Represents the intermediate auction. A solid Blue line indicates the Weekly POC.
Monthly Profile (Purple): Represents the macro auction. A solid Purple line indicates the Monthly POC.
● Labels and Symbols
Right-Side Labels: At the end of profile lines, text labels display the exact price of the POC.
Shift Arrows (▲ / ▼): Located inside the POC label, these arrows indicate the direction the POC has moved relative to the previous period's POC. An Up arrow (▲) suggests buyers are accepting higher prices.
Confluence Labels: If enabled, a text box appears near price action stating "POC CONFLUENCE" or "TRIPLE CONFLUENCE" when the POCs of different timeframes align within a tight margin.
Block Symbol (⬛): A small block icon may appear above bars to denote the center of a specific session's time window.
● Pivot Lines
Orange Lines: Previous Daily High (PDH) and Low (PDL).
Green Dashed Lines: Previous Weekly High (PWH) and Low (PWL).
Red Dotted Lines: Previous Monthly High (PMH) and Low (PML).
White Dashed Line: New York Midnight Open price (if enabled).
📖 How to Use
This suite is designed for "Contextual Trading." It answers the question: Where are we relative to value?
• Trend Acceptance
Observe the Shift Arrows on the POC labels. In a healthy uptrend, you should see a sequence of Daily and Weekly profiles with (▲) arrows, indicating that the market is validating higher prices as fair value. If price rises but the POC remains lower or shifts down, it may indicate a "weak high" or a potential reversal (divergence between price and value).
• Support and Resistance
The POC lines act as high-probability support and resistance. Price returning to a Weekly (Blue) or Monthly (Purple) POC often results in a reaction, as these are areas of significant historical agreement between buyers and sellers.
• The Confluence Play
Pay special attention when the "Confluence" label appears. When a Daily POC aligns with a Weekly or Monthly POC, that specific price level possesses reinforced structural importance. A rejection from such a level is a strong signal; a breakout through such a level often leads to an explosive move as value transitions rapidly.
⚙️ Inputs and Settings
The script is highly customizable via the settings menu.
● General Settings
Row Resolution: Determines the granularity of the profile. Higher numbers (e.g., 100) create smoother, more detailed profiles but use more calculation resources.
Value Area %: Default is 70.0, representing the standard deviation of value.
Show POC Shift: Toggles the (▲/▼) comparison logic.
● Profile Scope
Show Daily/Weekly/Monthly: Checkboxes to individually enable or disable specific timeframe profiles.
Session Lookback: Controls how many historical days/weeks the profiles are kept on the chart.
● Pivots (PDH/PMH/NYM)
Show Pivots: Enables the High/Low lines for previous periods.
Show NY Midnight: Specifically toggles the opening price of the New York session (00:00 EST).
● Alerts
Approach Distance: Sets the sensitivity (in ticks) for alerts when price nears a key POC level.
🔍 Deconstruction of the Underlying Scientific and Academic Framework
This indicator is grounded in Auction Market Theory (AMT) and statistical distribution analysis.
• The Market as a Mechanism
AMT postulates that the primary purpose of the market is to facilitate trade. Price advertises opportunity, while Time regulates the opportunity. Volume is the validation of that price. When the market spends significant time and transacts significant volume at a specific level, it establishes "Value."
• Gaussian Distribution and Central Limit Theorem
A Volume Profile is essentially a histogram of volume over price, often resembling a Gaussian (Normal) Distribution or "Bell Curve" when the market is balanced.
POC (Mode): The peak of the curve. Mathematically, this is the mode of the dataset—the price occurring with the highest frequency (volume).
Value Area (Standard Deviation): In a normal distribution, approximately 68.2% of data points fall within one standard deviation of the mean. This script defaults to a 70% Value Area to approximate this statistical boundary. Prices outside this area are considered statistically significant anomalies or "imbalanced."
• Confluence and Probability
The "Confluence" feature leverages the intersection of independent datasets. If the mode (POC) of a short-term distribution (Daily) aligns with the mode of a long-term distribution (Weekly), the probability of that price representing "True Value" increases exponentially. This aligns with statistical principles where overlapping data clusters suggest a stronger underlying signal amidst market noise.
⚠️ 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.
Global OrderFlow CVD Div (USDT+USD + Multi-OI) [TheActualSnail]Global OrderFlow CVD Div (USDT+USD + Multi-OI)
Global OrderFlow CVD Div is a multi-venue order flow proxy that aggregates CVD (Cumulative Volume Delta) from several exchanges (USDT perpetuals + USD spot) and prints pivot-based divergence labels on the price chart. Optionally, it can filter those divergence labels using Open Interest (OI) trend for extra confluence.
This is designed as a “global read” of participation: perps for positioning, spot for real flow, and OI for leverage context.
What this indicator shows
1) Delta (Orderflow proxy)
Because true bid/ask orderflow isn’t available natively in Pine for most markets, this script uses an intrabar OHLCV proxy:
If intrabar close > open → volume counted as “buy”
If intrabar close < open → volume counted as “sell”
If doji → it falls back to close vs previous close
This happens on a Lower TF (intrabar timeframe), then sums intrabar volume inside each chart candle.
2) CVD (Cumulative Volume Delta)
CVD is the cumulative sum of Delta:
Positive CVD suggests net aggressive buying (proxy)
Negative CVD suggests net aggressive selling (proxy)
You can plot:
AVG CVD (aggregated signal)
Optionally each exchange’s CVD separately (debug / comparison)
3) Divergence labels (pivot-based)
The script marks divergences at confirmed pivots:
Regular Bullish Divergence (Bull Div)
Price makes a Lower Low
CVD makes a Higher Low
Regular Bearish Divergence (Bear Div)
Price makes a Higher High
CVD makes a Lower High
Optional:
Hidden Bullish Divergence (trend continuation type)
Price makes a Higher Low
CVD makes a Lower Low
Hidden Bearish Divergence (trend continuation type)
Price makes a Lower High
CVD makes a Higher High
All labels are drawn at the pivot candle (the pivot is confirmed after Pivot length bars).
Inputs & settings explained
Calculation
Lower TF for intrabars
Sets the timeframe used to build the intrabar delta proxy (ex: 30s / 1m / 3m).
Smaller = more precise, but heavier CPU.
Delta mode
Delta = raw (buy vol − sell vol)
Delta % = delta normalized by total intrabar volume (helps when mixing sources with different volume scales)
CVD reset
Controls when CVD is reset back to 0:
None = continuous cumulative
Daily / Weekly / Monthly = resets at timeframe boundary
Fixed time = resets at a specific hour/min in your chart’s timezone
Session (regular) = uses TradingView’s regular session start
Fixed time hour / min (only used when reset = Fixed time)
CVD Sources (USDT perps + USD spot)
Each source has two controls:
✅ Checkbox = enable/disable that venue in the aggregation
Symbol picker = the actual TradingView symbol used
Defaults include:
USDT perps (Binance/Bybit/OKX/Bitget)
USD spot (Binance USD, Coinbase USD, optionally Kraken/Bitstamp)
Blend method
Average = normalizes by number of enabled sources (recommended for “global” confluence)
Sum = adds them directly (can overweight high-volume venues)
Tip: If a symbol is invalid on your TradingView plan/region, just disable it or change it to a valid ticker.
Open Interest (Perps only)
OI is optional and used as a divergence “filter” (not required).
Enable OI filter = turn OI logic on/off
Per-exchange OI toggles + symbol pickers (Binance/Bybit/OKX/Bitget)
OI blend
Average = average OI from enabled sources (recommended)
Sum = summed OI
OI trend length
Lookback for rising/falling detection
Filter labels by OI
None = no filter
Require OI Rising = only show divergence labels when blended OI is rising
Require OI Falling = only show divergence labels when blended OI is falling
Note: Coinbase has no OI feed here, so OI is perps-only by design.
Divergences
Enable divergence labels = on/off
Pivot length = pivot strength (higher = fewer, stronger signals; lower = more signals)
Use wicks for pivots
ON = pivots use High/Low (more sensitive)
OFF = pivots use Close (more conservative)
Min CVD difference (filter)
Requires the CVD pivot value to differ from the previous CVD pivot by at least this amount.
Also show hidden divergences
Enables hidden divergence labels.
Visuals
Show AVG Delta histogram (pane) = plots aggregated delta columns
Show AVG CVD (pane) = plots the aggregated CVD line
Show each CVD (pane) = plots each venue’s CVD line (useful for checking alignment)
Show AVG OI (pane) = plots blended OI (if enabled)
Show zero line (pane) = plots the 0 baseline
Up/Bear colors = colors used for plots and labels
“Icons” you see in the Inputs panel
TradingView uses common UI controls:
✅ Checkbox → enable/disable a feature or a specific exchange/OI feed
🔽 Dropdown → choose modes like Reset type / Delta mode / Blend method / OI filter
🕒 Timeframe selector → choose Lower TF for intrabars
🎨 Color swatch → change label/plot colors
✏️ Symbol picker → choose the exact exchange ticker used by the script
How to use it (practical workflow)
Pick your sources
Keep 2–4 major venues enabled for clean signal (ex: Binance/Bybit/OKX + Coinbase).
If you see “Invalid symbol”, replace the symbol or turn that source off.
Set intrabar precision
Start with 1m lower TF.
If you need more detail and your chart is smooth, try 30s.
Tune divergence sensitivity
Pivot length 5–10 is a good range.
Use wicks ON for earlier signals; OFF for stricter confirmation.
Add confluence
Use the OI filter to avoid divergences that occur with the “wrong” leverage context.
Combine with HTF levels, market structure, liquidity zones, VWAP/POC/NPOC, etc.
Important notes / limitations
This is a proxy, not true bid/ask delta.
Different exchanges report volume differently; aggregation helps but won’t be perfect.
Pivots are confirmed, so labels appear after the pivot is formed (pivotLen bars later).
More enabled sources + smaller intrabar TF = heavier calculations.
Not financial advice
This indicator is for educational/informational purposes only and does not constitute financial advice. Markets are risky. Always validate signals with other confluences, use proper risk management, and make your own decisions.
bezgincan_BPA Integrated Market Analyzer (V6) -
Why?
This is an advanced oscillator powered by the v6 engine that combines the four main pillars of technical analysis —Volume, Trend, Volatility , and Momentum —into a single mathematical model. It eliminates chart clutter, allowing you to monitor market strength, speed, and saturation from a single panel.
Fourfold Analysis Logic:
Trend: Calculates the main direction and slope of the price using linear regression slope.
Momentum: Measures the strength of price movement using RSI-based normalized momentum data.
Volatility: Compares current volatility to historical averages via the ATR ratio.
Volume: By relating volume increases to momentum, it confirms the reality of the motion.
How to Use?
The display operates on a fixed, normalized scale between -100 and +100 :
Zero Line Intersections: When the BPA line crosses above 0 (Green Area) , it indicates increased buying pressure, and when it crosses below 0 (Red Area), it indicates increased selling pressure.
Extremes (Yellow Background): When the indicator rises above +70 or falls below -70 , it means the market is "overheated". These zones signal that the trend is exhausted and a correction (or profit-taking) may be imminent.
Signal Labels: The triangles on the chart represent zero-line intersections (trend reversal confirmation).
Why this indicator?
Normalized Scale: Unlike classic indicators, it always stays within the -100/+100 range, providing visual consistency.
Filtered Data: It doesn't just look at price; it incorporates volume and volatility to help filter out "fake" patterns.
Pine Script v6: Performs fast and optimized calculations with the latest Pine Script engine.
Rolling VWAP + Bands (Tighter Option) + 2.35/3.0 Re-entry AlertsRolling VWAP + σ Bands — How to Trade It
This indicator plots a Rolling VWAP (a volume-weighted mean over a fixed bar window) along with standard deviation (σ) bands around that VWAP. The goal is simple:
Quantify “normal” price distance from value (VWAP)
Highlight statistical extremes and pullback zones
Trigger re-entry signals when price returns from extreme deviation back inside key bands (±2.35σ and ±3σ)
It’s designed for scalping and short-term decision support, especially on lower timeframes.
What the Lines Mean
VWAP (Rolling Window)
The VWAP line represents the rolling “fair value” of price, weighted by volume across the lookback window.
In ranges: VWAP acts like a gravity center
In trends: VWAP acts like a dynamic mean that price may pull back toward before continuing
σ Bands (Standard Deviation)
The σ bands show how far price is from VWAP in statistical terms:
±1σ: Normal variation
±1.5σ: Common pullback / continuation zone in trends
±2σ: Extended move / trend stress
±2.35σ: Deep extension (often a “stretched” market)
±3σ: Rare extreme (often emotional moves / liquidation wicks)
The Most Important Feature: 2.35σ and 3σ Re-entry Signals
A Re-entry signal fires when price was outside a band on the previous bar and closes back inside that band on the current bar.
Why this matters:
The market pushed into an extreme zone…
…then failed to stay there
That “failure” often leads to a snap-back toward value (VWAP) or at least toward inner bands.
In general, a 3σ re-entry is stronger than a 2.35σ re-entry, because it represents a more statistically extreme excursion that couldn’t hold.
These are not “magic reversal calls” — they’re high-quality mean-reversion triggers when conditions favor mean reversion.
Regime 1: Contracting Bands = Mean Reversion Environment
What contracting bands imply
When the bands tighten / contract, volatility is compressed. In this environment:
Price tends to oscillate around VWAP
Deviations are more likely to mean revert
Extremes are clearer and usually followed by a return toward value
How to trade mean reversion with this indicator
Core idea: fade extremes and target VWAP / inner bands.
A) Highest quality setups: 2.35σ and 3σ re-entries
These are your “strongest” mean reversion events.
Short bias setup
Price closes outside +2.35σ or +3σ
Then re-enters back below that band (signal)
Typical targets: +2σ → +1.5σ → VWAP (depending on momentum)
Long bias setup
Price closes outside −2.35σ or −3σ
Then re-enters back above that band (signal)
Typical targets: −2σ → −1.5σ → VWAP
Why these work best in contraction:
The market is statistically “stretched”
With low volatility, it’s harder for price to stay extended
Re-entry often starts the “snap-back” leg
B) Scaling / partial targets (optional approach)
If you manage positions actively:
Take partial profits at inner bands
Use VWAP as the “magnet” target when conditions remain range-bound
Risk framing for mean reversion
Mean reversion fails when price keeps walking the band and volatility expands.
Common failure clues:
Bands begin to widen aggressively
Price repeatedly holds outside outer bands
VWAP slope starts to accelerate in one direction
If that starts happening, the market is likely shifting to a trend regime.
Regime 2: Expanding Bands + VWAP Slope = Trending Environment
What trending conditions look like
Trends typically show:
VWAP sloping consistently
Bands expanding (higher volatility)
Price spending more time on one side of VWAP
Pullbacks that stall near inner/mid bands instead of reverting fully
In this environment, fading outer bands becomes lower probability because price can “ride” deviations during strong directional flow.
How to trade continuation with this indicator
Core idea: use VWAP and inner bands as pullback zones, then trade in the direction of the VWAP slope.
A) Trend continuation zones (most practical)
VWAP: first pullback level in mild trends
±1σ: shallow pullback continuation
±1.5σ: higher-quality pullback depth in stronger trends
±2σ: deep pullback / trend stress (more caution)
Example (uptrend):
VWAP rising
Price pulls down into VWAP / +1σ / +1.5σ area
Continuation entries are considered when price stabilizes and pushes back with the trend
Example (downtrend):
VWAP falling
Price pulls up into VWAP / −1σ / −1.5σ area
Continuation entries are considered when price rejects and rotates back down
What to do with 2.35σ / 3σ re-entry signals in trends
Re-entry signals can still occur in trends, but they should be interpreted differently:
In strong trends, an outer-band re-entry may only produce a brief bounce/rotation, not a full mean reversion to VWAP.
Targets may be more realistic at inner bands rather than expecting VWAP every time.
In other words:
Range: outer-band re-entries often aim toward VWAP.
Trend: outer-band re-entries often aim toward 2σ / 1.5σ / 1σ first.
Practical Regime Filter (simple visual read)
This script intentionally doesn’t hard-code a “trend/range detector,” but you can visually infer regime quickly:
Mean reversion bias
Bands contracting or stable
VWAP mostly flat
Price crossing VWAP frequently
Trend continuation bias
Bands expanding
VWAP clearly sloped
Price holding mostly on one side of VWAP
Notes on σ Calculation Options
This indicator includes σ mode toggles:
Unweighted σ (tighter): treats price deviations more “purely” and often gives bands that react more tightly to price behavior.
Volume-weighted σ: emphasizes high-volume price action in the deviation calculation.
Both are valid — test based on your market and timeframe.
Summary Cheat Sheet
Contracting bands (range / compression)
Favor: mean reversion
Best signals: 2.35σ and 3σ re-entry
Typical targets: inner bands → VWAP
Expanding bands + sloped VWAP (trend)
Favor: continuation
Use pullbacks to: VWAP / 1σ / 1.5σ as entry zones
Outer-band re-entries: treat as rotation opportunities, not guaranteed full reversals
Percentage Volume Oscillator (Up-Only Hist)Based on a regular PVO, it points all bars upwards for a clearer read on how participation is changing.
Triple VWAP (RTH Anchored + 1D/2D Rolling) w/ Z-ScoreRolling & Anchored VWAP Hybrid
Description:
This indicator is designed for intraday traders (Futures, Crypto, Equities) who need to quickly identify market regimes by comparing session-specific value against multi-day rolling value.
Traditional VWAP indicators force you to choose between "Anchored" (RTH) or "Rolling" (24h). This script combines both into a single hybrid tool, allowing you to spot trend days, mean reversion opportunities, and "fair value" dislocations instantly.
Key Features:
1. Hybrid VWAP Engine
RTH Anchored VWAP (Orange): Anchors automatically at the session open (default 09:30 NY). This represents the "true" institutional fair value for the current active session, ignoring overnight noise.
1-Day Rolling VWAP (Blue): A continuous 24-hour rolling window. This represents the short-term memory of the market (overnight + RTH).
2-Day Rolling VWAP (Purple): A continuous 48-hour rolling window. This acts as a slower, higher-timeframe support/resistance level.
2. Market Regime Identification
By observing the relationship between these three lines, you can instantly define the regime:
Bull Trend: Price > RTH VWAP > 1D VWAP > 2D VWAP.
Bear Trend: Price < RTH VWAP < 1D VWAP < 2D VWAP.
Expansion: When RTH VWAP breaks away from the 1D/2D Rolling VWAPs.
Compression/Chop: When all three lines are flat and entangled.
3. Integrated Z-Score Matrix (Table)
A built-in heatmap table displays the real-time Z-Score (standard deviation distance) of the current price relative to the 1-Day and 2-Day Rolling VWAPs.
How to use:
High Z-Score (> 2.0): Price is statistically extended (expensive). Look for mean reversion or exhaustion.
Low Z-Score (< -2.0): Price is statistically cheap. Look for bounces.
Zero (0.0): Price is at equilibrium (Fair Value).
Settings & Customization:
Session Time: Fully customizable RTH session (default 09:30-16:00) and Timezone.
Bands: Optional standard deviation bands for the RTH VWAP to visualize volatility.
Alerts: Built-in alert conditions for Price crossing any VWAP and for VWAP crossovers (Golden/Death crosses of value).
