Volume Pressure OscillatorThe Volume Pressure Oscillator (VPO) measures whether recent volume is mostly supporting up days (buying pressure) or down days (selling pressure). Readings above +5 indicate strong positive volume pressure, while readings below −5 indicate strong negative pressure.
VPO signals are most useful as confirmation around price structures: breakouts with VPO > +5, pullbacks in an existing uptrend where VPO remains positive, or bottom formations where VPO turns from negative to positive. In these cases, volume is aligned with the price move, increasing the probability of trend continuation.
Signals are less reliable in choppy, range-bound markets, on illiquid instruments, or during news-driven spikes, where volume and price can be erratic. A false signal occurs when VPO crosses above/below the threshold but price fails to follow through and quickly reverses. For best results, always use VPO together with trend filters (e.g., moving averages), support/resistance, and market context, rather than as a standalone buy/sell tool.
How VPO works (brief)
VPO > 0: Recent volume is dominantly on up days (buying pressure).
VPO < 0: Recent volume is dominantly on down days (selling pressure).
+5 / −5: Default critical thresholds where signals and “D” markers appear.
The MA line of VPO helps filter noise and highlight more durable pressure.
Situations where signals are interesting
Use VPO as confirmation or early warning around price structures you as already identified (breakouts, bases, trends).
1. Breakout with strong positive volume pressure
Price breaks a resistance or a consolidation zone.
VPO crosses above +5 and stays in the bullish zone for several bars.
The MA of VPO is rising or above zero.
Interpretation:
Buyers dominate the tape, the breakout has real volume behind it. This is often a good context to consider entering or pyramiding, especially if:
Trend is already up (above 50/200 MA).
Broader market is also bullish.
There is no major overhead resistance immediately above.
2. Pullback in an uptrend with VPO staying positive
Price pulls back modestly but remains in an uptrend (higher highs / higher lows, MA up).
VPO dips but stays above zero or quickly recovers above +5.
No heavy negative VPO spikes below −5.
Interpretation:
Selling is more like a pause than real distribution. This context can justify buying the dip or adding, as long as your risk management (stop, position size) is clear.
3. Reversal from a bottom with positive VPO shift
After a downtrend, price forms a base, double bottom, or tight range.
VPO moves from negative territory to above +5 for the first time in a while.
The MA of VPO turns up and crosses above zero.
Interpretation:
Volume starts supporting the upside. It can be an early sign of accumulation. This becomes interesting if:
Price confirms with a breakout above the base.
The market context is improving (index strength, sector rotation).
Situations where signals are not very useful
VPO alone should not drive decisions in noisy or structurally weak contexts.
1. Range-bound / choppy markets
Price oscillates in a flat range without clear trend.
VPO frequently crosses +5 and −5 without sustained direction.
In that case, many “D” signals will just correspond to minor swings inside a range. They can be taken as short-term trading hints, but not as strong investable signals.
2. Very low volume assets or illiquid markets
Spreads are wide, volume is sporadic.
A few orders can push both price and VPO sharply.
In such cases, VPO can overreact and produce apparent “signals” that are just random prints in an illiquid order book.
3. Strong news-driven spikes
Earnings, takeover rumors, macro announcements.
Volume explodes, VPO spikes, but price behavior is abnormal and highly volatile.
The indicator will show strong volume pressure, but the risk profile is different (gap risk, slippage, abnormal volatility). Signals here are more “informational” than investable, unless you have a specific event-driven strategy.
What is a false signal with VPO?
A false signal is when VPO suggests a strong directional edge, but price action fails to follow through or quickly reverses.
Typical patterns of false signals:
VPO crosses above +5 (bullish “D”) near resistance, but:
- Price fails to break out or immediately rejects the level.
- Next bars show a quick drop back below zero or even below −5.
VPO crosses below −5 (bearish “D”) after an extended selloff, but:
- Price quickly rebounds and forms a V-shaped recovery.
- No continuation downside despite “strong” negative volume.
How to reduce false signals:
Always combine VPO with:
- Trend filters (MA 50/200, higher highs/lows).
- Key levels (supports, resistances, bases, breakouts).
- Broader market/sector context.
Give more weight to signals:
- That align with the prevailing trend.
- Where VPO stays above/below the threshold for several bars.
- Where the VPO MA confirms the direction.
Khối lượng
The Big Sandal Candle ATR Volatility (Bull & Bear)This Indicator Highlights Unusual ATR Volatility Inside the Candle. Use these highlighted candles to get into strong directional trends.
Daily DashboardThe Daily Dashboard indicator provides a quick, at-a-glance view of essential daily market statistics directly on your TradingView chart.
Features:
- Daily High & Low: Track the highest and lowest prices of the current trading day.
- Total Daily Volume: Monitor the total trading volume accumulated during the day.
- Previous Day Breakouts: See if today’s price has broken the previous day’s high or low.
- Automatic Updates: All values refresh automatically at the start of a new trading day.
- Pinned Table Layout: Fixed in the top-right corner of the chart for easy reference, independent of price movements.
- Clean Design: White text on a semi-transparent blue background for maximum readability.
Use Cases:
- Day traders needing a quick overview of daily market activity.
- Swing traders monitoring key levels and breakout potential.
- Traders wanting a professional, lightweight dashboard without cluttering the chart.
How It Works:
- Tracks daily high, low, and volume in real time.
- Compares today’s price to the previous day’s high and low to identify breakouts.
- Displays all data neatly in a fixed table pinned to the chart.
Customization:
- Table position is fixed in the top-right corner.
- Background transparency and colors can be adjusted in the script if desired.
Pro Tip:
Combine this dashboard with trend or momentum indicators to create a complete trading setup.
Gamma Regime Indicator [Eloni]
╔══════════════════════════════════════════════════════════════════════════════════════════════╗
║ GAMMA REGIME / VWAP FLOW ENGINE ║
╚══════════════════════════════════════════════════════════════════════════════════════════════╝
┌──────────────────────┬─────────────────────────────┬────────────────────────────┬──────────────┐
│ MARKET STRUCTURE │ FLOW / SENTIMENT │ VOLATILITY / IV │ POSITION │
├──────────────────────┼─────────────────────────────┼────────────────────────────┼──────────────┤
│ • VWAP Distance │ • Call / Put / Total Vol │ • VIX / IV Level │ • Hold Bars │
│ • Round Levels │ • Z-Score Normalization │ • IV Slope (Up/Down) │ • Entry ≥ 5 │
│ • Prev Close │ • Flow Hot / Flow Cold │ • ATR Compress / Expand │ • Exit ≤ 2 │
│ • ATR % │ • PCR Ratio & Slope │ • Regime Shift Alert │ • Buffer │
│ • Near / Far Zones │ • Extremes Detection │ • Volatility Cycles │ • Reset │
└──────────────────────┴─────────────────────────────┴────────────────────────────┴──────────────┘
===============================================================================
PINNING REGIME (MEAN REVERSION ZONE)
===============================================================================
┌─────────────┐ ┌──────────────┐ ┌──────────────┐
│ LOCATION │ ----> │ CONFIRM │ ----> │ EXECUTE │
└─────────────┘ └──────────────┘ └──────────────┘
Near VWAP / Level Flow = Cold Fade Extremes
Near Prev Close ATR = Compress Sell High / Buy Low
IV = Down Scalps / Short DTE
PCR = Extreme
-------------------------------------------------------------------------------
WHERE
-----
- VWAP ± Threshold
- Gamma Walls
- Round Numbers
- Prior Day Close
INDICATORS
----------
- VWAP
- Volume Z-Score
- ATR Percent
- PCR
- VIX
STRATEGIES
----------
- VWAP Fade
- Range Scalping
- Iron Condors
- Credit Spreads
- Mean Reversion Options
AVOID
-----
- Expanding Range
- High Volume Breaks
- Rising IV
- News Events
===============================================================================
TREND / BREAKOUT REGIME (MOMENTUM ZONE)
===============================================================================
┌─────────────┐ ┌──────────────┐ ┌──────────────┐
│ LOCATION │ ----> │ CONFIRM │ ----> │ EXECUTE │
└─────────────┘ └──────────────┘ └──────────────┘
Far from VWAP Flow = Hot Buy Pullbacks
Outside Range ATR = Expand Break and Retest
IV = Rising Ride Momentum
PCR = Trending
-------------------------------------------------------------------------------
WHERE
-----
- Range High / Low
- VWAP Break
- Value Area Break
- Opening Range
INDICATORS
----------
- VWAP Bands
- Flow Z
- ATR Expansion
- IV Slope
- Volume Profile
STRATEGIES
----------
- Opening Range Breakout
- Trend Pullbacks
- Debit Spreads
- Futures Momentum
- Directional Options
AVOID
-----
- Fading Strength
- Weak Volume Moves
- Flat Volatility
- Midday Chop
===============================================================================
NO EDGE / BUFFER ZONE
===============================================================================
VWAP Reset | Session Open | Post-News | Low Volume
- Reduce Size
- Observe Only
- Wait for Alignment
- Capital Preservation
===============================================================================
REGIME DECISION MATRIX
===============================================================================
┌──────────────┬──────────────┬──────────────┬──────────────┬──────────────┐
│ STRUCTURE │ FLOW │ IV │ PCR │ REGIME │
├──────────────┼──────────────┼──────────────┼──────────────┼──────────────┤
│ Near │ Cold │ Down │ Extreme │ Pinning │
│ Far │ Hot │ Up │ Trending │ Trend │
│ Mixed │ Neutral │ Flat │ Neutral │ No Edge │
└──────────────┴──────────────┴──────────────┴──────────────┴──────────────┘
===============================================================================
EXECUTION PLAYBOOK
===============================================================================
PIN MODE
--------
Entry : VWAP / Level Touch + Flow Cold
Stop : VWAP Break + ATR Expansion
TP : Mid-Range / Mean Reversion
Size : Medium to High
TREND MODE
----------
Entry : Pullback to VWAP / EMA
Stop : Range Reclaim
TP : ATR Trail / Structure
Size : Scale In
NO EDGE
-------
Entry : None
Goal : Preservation
Focus : Patience
===============================================================================
CORE SYSTEM LOGIC
===============================================================================
PINNING = Liquidity Absorption -> Mean Reversion -> Sell Volatility
TREND = Momentum Expansion -> Directional Flow -> Buy Volatility
NO EDGE = Regime Unclear -> Capital Protection
Flow State Hours🧠Whattt… like you’re really trading without checking the session?
🤔 Let me guess… you’re getting wicked out, then your move plays out?
🔑Why is Price moving from that level?
⏳ Patience is key: wait your turn, wait for alignment
🚀 Session opens are critical—don’t take them lightly!
📈 Asia Session Midline is slept on....
💡Try it out! Will make your trading much easier!
Trading Command Center# Trading Command Center (TCC)
## 📊 All-In-One Confluence Trading System
**Stop guessing. Start confirming.**
The Trading Command Center combines the most essential technical analysis tools into a single, unified indicator with a real-time **Confluence Dashboard** that tells you when multiple signals align—giving you higher-probability trade setups.
---
## 🎯 What Is Confluence Trading?
Professional traders don't rely on a single indicator. Studies show that **85% of professional traders use 2+ indicators** to confirm entries. Confluence trading means waiting for multiple independent signals to agree before taking action.
**One signal = noise. Multiple signals = conviction.**
This indicator does the heavy lifting by:
- Displaying all key technical levels on your chart
- Automatically scoring bullish vs bearish signals
- Alerting you when high-confluence setups appear
---
## 📦 What's Included
### On-Chart Overlays
| Component | What It Shows |
|-----------|---------------|
| **EMAs (9, 21, 50, 200)** | Trend direction at multiple timeframes |
| **VWAP + Bands** | Institutional fair value & standard deviation levels |
| **Dynamic S/R Zones** | Auto-detected support/resistance with touch counts |
| **Auto Trendlines** | Connecting recent pivot highs and lows |
| **Volume Highlights** | Background shading when volume exceeds 1.5x average |
### Dashboard Analysis (Top Right Panel)
| Indicator | Dashboard Shows |
|-----------|-----------------|
| **EMA Stack** | Perfect/partial bullish or bearish alignment |
| **Price vs EMA 200** | Above/below with % distance |
| **Price vs VWAP** | Intraday institutional bias |
| **RSI (14)** | Value + overbought/oversold status |
| **MACD** | Bullish/bearish + momentum direction + crosses |
| **Volume** | Ratio vs 20-period average |
| **ATR** | Current volatility level |
| **Confluence Score** | Net score from -10 to +10 |
---
## 🚦 How The Confluence Score Works
The system awards points for bullish and bearish conditions:
### Bullish Points
- Perfect EMA stack (9 > 21 > 50 > 200): **+2**
- Partial EMA alignment: **+1**
- Price above VWAP: **+1**
- RSI bullish (50-70): **+1**
- RSI oversold (<30): **+2** *(potential reversal)*
- MACD above signal: **+1**
- MACD rising momentum: **+1**
- MACD bullish cross: **+2**
- Above 200 EMA: **+1**
- High volume + green candle: **+1**
### Bearish Points
*(Mirror of above for bearish conditions)*
### Signal Interpretation
| Score | Meaning |
|-------|---------|
| **+5 to +10** | 🟢 STRONG BUY - Multiple confirmations aligned |
| **+2 to +4** | Bullish bias |
| **-1 to +1** | Neutral / Mixed signals |
| **-2 to -4** | Bearish bias |
| **-5 to -10** | 🔴 STRONG SELL - Multiple confirmations aligned |
---
## 📈 How To Use This Indicator
### For Trend Following
1. Check the **EMA Stack** status in the dashboard
2. Confirm price is on the correct side of **VWAP**
3. Wait for **confluence score ≥ +3** (longs) or **≤ -3** (shorts)
4. Use S/R zones for entry/exit targets
### For Reversal Trading
1. Look for **RSI overbought/oversold** conditions
2. Watch for price at a **Dynamic S/R Zone**
3. Wait for **MACD cross** confirmation
4. Enter when confluence supports the reversal
### For Day Trading
1. Use **VWAP** as your primary bias (above = long bias, below = short bias)
2. Trade pullbacks to **EMA 9/21** in the direction of VWAP
3. Avoid entries when **ATR** shows "HIGH VOL" (choppy conditions)
4. Target the opposite **VWAP band** or nearest S/R zone
---
## ⚙️ Recommended Settings
### Default (Works for most markets)
All settings are optimized out of the box for stocks, crypto, and forex on 5min-Daily charts.
### Scalping (1-5 min charts)
- Reduce Pivot Lookback to 5-7
- Reduce Zone Width to 0.3%
### Swing Trading (4H-Daily)
- Increase Pivot Lookback to 15-20
- Increase Zone Width to 0.8-1.0%
---
## 🔔 Alerts Included
- **Strong Bullish Confluence** - Multiple indicators aligned bullish
- **Strong Bearish Confluence** - Multiple indicators aligned bearish
- **MACD Bullish/Bearish Cross** - Momentum shift
- **RSI Overbought/Oversold** - Extreme readings
- **Volume Spike** - Volume exceeds 2.5x average
---
## 💡 Pro Tips
1. **Don't chase low-confluence setups** - Wait for score ≥ +3 or ≤ -3
2. **Respect the 200 EMA** - It defines the macro trend
3. **Volume confirms moves** - High volume signals are more reliable
4. **S/R zones with more touches are stronger** - Look for + touch counts
5. **MACD crosses near zero line are strongest** - Avoid extended readings
---
## ⚠️ Important Notes
- **RSI, MACD, and ATR values are shown in the dashboard only** (not plotted separately). If you want the actual plots, add TradingView's built-in indicators alongside this one.
- **This is a tool, not a trading system** - Always use proper risk management
- **Past performance ≠ future results** - Confluence improves probability, not certainty
---
## 🔧 Customization
All components can be toggled on/off:
- Show/hide EMAs, VWAP, S/R Zones, Trendlines
- Adjust all lengths and multipliers
- Change colors to match your chart theme
- Move dashboard position (all 4 corners)
---
**Questions or suggestions?** Drop a comment below!
*If this indicator helps your trading, please leave a like/follow—it helps others find it too.*
---
**Tags:** confluence, ema, vwap, rsi, macd, support resistance, trendlines, volume, atr, dashboard, all-in-one, trading system, beginner friendly
Dollar Normalized Volume & IMOEXThe volume in money on all tickers + the total volume on the IRUS and IRUS2 tickers.
The volume in money is the good old DNV, it displays the volume in money, not in lots on all instruments.
Added a display of the total volume for the Moscow Exchange index IMOEX and IMOEX2 (IRUS and IRUS2). The indicator takes the volume values of the top 30 companies in the Moscow Exchange index, summarizes them and displays them on the IRUS and IRUS2 charts.
•••
Объем в деньгах на всех тикерах + суммарный объем на тикерах IRUS и IRUS2.
Объем в деньгах - старый добрый DNV, отображает объем в деньгах, а не в лотах на всех инструментах.
Добавил отображение суммарного объема для индекса Мосбиржи IMOEX и IMOEX2 (IRUS и IRUS2). Индикатор берет значения объема топ-30 компаний индекса мосбиржи, суммирует и отображает на графиках IRUS и IRUS2.
GCM Apex Predator AlgoTitle: GCM Apex Predator Algo
Overview
The GCM Apex Predator is a high-performance, multi-engine trading system designed for traders who demand precision and clarity. Whether you are a fast-paced scalper or a patient swing trader, this algorithm adapts to market conditions using a sophisticated "Apex Score" momentum engine combined with institutional-grade volume and trend filters.
Key Features
• Triple Engine Logic: Switch seamlessly between Scalper Mode (Fast), Trend Mode (Swing), or a Hybrid setup that captures both micro-moves and macro-trends.
• Apex Score Momentum: A proprietary loop-based engine that calculates the "persistence" of price action. It filters out "fake" moves by ensuring momentum is backed by structural strength.
• Institutional Filters: Includes built-in ADX Trend Power and Relative Volume filters to keep you out of "chop" and only in high-probability trades.
• Dynamic Risk Management: Automatically calculates and draws Entry, Stop Loss (SL), and Take Profit (TP) zones using ATR-based volatility, giving you a professional "desk" feel.
• Corporate Dashboard: A real-time HUD (Heads-Up Display) that monitors Trend Bias, ADX Power, Apex Momentum, and VWAP positioning at a glance.
How to Use
1. Select Your Mode: Use the "Scalper Mode" for lower timeframes (1m, 5m) or "Trend Mode" for higher timeframes (1h, 4h).
2. The "Sniper" Signal: Look for the Gold Circle symbols. These represent "Sniper" entries where all engines (Trend, Volume, and Apex) align for a high-conviction move.
3. Market Structure: Pay attention to the dashed reversal lines. These project potential structural shifts based on fast-reversal HMA logic.
Alerts
This indicator is fully optimized for Any alert() function call. You can set one single alert to receive detailed notifications like:
• 🎯 SNIPER LONG: BTCUSD @ 65000
• ⚡ SCALP BUY: EURUSD @ 1.0850
Disclaimer
Trading involves significant risk. This tool is for educational and technical analysis purposes. Past performance does not guarantee future results.
Continuous CVD with Enhanced FeaturesOverview
This indicator provides a high-precision Cumulative Volume Delta (CVD) experience, calculated by scanning lower timeframe (LTF) data for maximum accuracy. Unlike standard CVD tools, this script seamlessly integrates Candlestick, RSI, and MACD visualizations while featuring an advanced Dual Divergence Engine (Regular & Hidden) to spot market reversals and trend continuations in real-time.
Key Features
Continuous Accumulation: Tracks cumulative delta across bars with precise Open, High, Low, and Close mapping.
Three Visualization Modes:
Candle Mode: View CVD as a price action chart to spot supply/demand imbalances.
RSI Mode: Identify overbought/oversold conditions in volume flow.
MACD Mode: Track volume momentum and trend shifts.
Advanced Divergence Engine (Candle Mode):
Single Candle Divergence: Different color for divergent candles.
Regular Divergence (Solid Line): Spots potential trend reversals (Price makes a new peak, but CVD fails to follow).
Hidden Divergence (Dashed Line): Spots trend continuation (CVD makes a deep retracement while Price stays resilient).
Optimized Performance: Fully customizable Pivot settings (Lookleft/Lookright) to balance between signal speed and reliability.Add some functions to original CVD
Bookmap-ish Volume Diagram Aggregated Delta + Level Flags [v5.3]What this gives you
✅ True volume-diagram pane (no chart overlay)
✅ Buy vs Sell columns (aggression visualization)
✅ Net delta bars
✅ Pressure oscillator + signal
✅ CVD
✅ Bookmap-style “pressure at levels” flags
(upper = supply, lower = demand, VWAP = acceptance)
Low Volume CandleOpposite of Volume Candle indicator.
Setting references:
1.25 = <80% of average
1.50 = <67% of average
2.00 = <50% of average
Ross GPT - Momentum Scalp 1mThis strategy is a long-only momentum scalping system designed for the 1-minute timeframe, combining VWAP, EMA trend alignment, MACD momentum, volume confirmation, and session filtering to identify high-probability intraday entries for pre-market session and U.S small cap stocks with high % change compared to previous day. Apply only for stock price between $2-$20.
⸻
1️⃣ Date Range Filter
The strategy trades only within a user-defined date range.
• Default range: Feb 1, 2026 – Dec 31, 2069
• Trades are ignored outside this period
• Useful for controlled backtesting and forward testing
⸻
2️⃣ Indicators Used
VWAP
• Used as a trend and mean-reversion filter
• Only long trades are allowed when price is above VWAP
MACD (12, 26, 9)
• Momentum confirmation
• Entry requires MACD line > Signal line
• Exit is triggered if MACD crosses below Signal
Exponential Moving Averages
• EMA 9
• EMA 20
• EMA 50
• EMA 200 (visual reference)
Trend Bias Requirement
• Bullish alignment:
• EMA 9 > EMA 20 > EMA 50
Volume Strength (Price Action Proxy)
• Counts bullish candles over the last 5 bars
• Entry requires at least 3 green candles
• Used as a confirmation of buying pressure
⸻
3️⃣ Session Filter
Trades are allowed only during a specific intraday session:
• 06:59 – 09:00 (exchange time)
• Designed to focus on high-liquidity morning momentum
⸻
4️⃣ Entry Conditions (Long Only)
A buy signal is generated when all of the following are true:
• Price is above VWAP
• MACD line is above Signal line
• EMA alignment confirms bullish trend
• Bullish candle count condition is met
• Current bar is within the allowed session
• Current bar is within the selected date range
• No existing open position
Only one position at a time is allowed.
⸻
5️⃣ Trade Execution
• Market entry when all conditions align
• Fixed position sizing (default: 500 units)
• Commission and slippage are included for realism
⸻
6️⃣ Exit Logic
Primary Exit (Bracket Order)
• Take Profit: +0.25
• Stop Loss: -0.10
• Managed using strategy.exit for intra-bar accuracy
Indicator-Based Exit
• If MACD crosses below the Signal line, the position is closed immediately at market
This dual exit system allows both quick scalps and early momentum failure exits.
⸻
7️⃣ Visual Aids
The strategy plots all key indicators used in decision-making:
• EMA 9, 20, 50, 200
• VWAP
This allows easy visual verification of entries and exits directly on the chart.
⸻
⚠️ Notes
• Designed for scalping and short-duration trades
• Best suited for high-liquidity instruments
• Results may vary depending on symbol, spread, and market conditions
• This script is for educational and research purposes only
YesterWAPThe VWAP describes intra-day price action in "value-space" (quantity * price). By weighting prices based on the volume transacted, the VWAP attempts to reflect the "fair-market" value of an asset.
The VWAP is reset periodically, often at daily open, creating a "gap."
The YesterWAP tracks the gap for you.
Every time the VWAP is about to reset to LastPrice, the YesterWAP resets to it, first.
When yesterday's players clock back in today, they'll try to sort their (losing) positions out, at yesterday's VWAP, the YesterWAP.
Friendly Stretch Band Regime + Filters (Close Confirm + Hold)What it is
A calm, regime-based stretch band that highlights only three states: BUY zone, SELL zone, and Neutral. Designed to reduce noise and visual overload by avoiding markers, labels, and background tint.
How it works
Bands are built from an EMA basis ± ATR.
BUY Zone: price below lower band (lower band turns green)
SELL Zone: price above upper band (upper band turns red)
Neutral: price inside bands (bands grey)
Stability Options
Confirm on Close: requires CLOSE beyond the band (reduces wick spikes)
Hold Bars: holds zone state for N bars after the trigger ends (reduces flicker)
Optional Filters (applied only if enabled)
Trend filter (basis slope or slow EMA)
ATR expansion gate
Minimum exceed beyond band (ATR units)
Suggested Use
Best used as a clean “location/context” tool on swing timeframes (e.g., 4H). It can be paired with a separate momentum/confirmation tool.
Repainting & Disclaimer
Uses only current and historical bar data (no security() calls). Values may update on the realtime bar before close. Educational use only; not financial advice.
Weighted Volume ROC OscillatorWeighted Volume ROC Oscillator (WVRO | MisinkoMaster)
The Weighted Volume ROC Oscillator is a sophisticated trend-following tool that leverages a volume-weighted Rate of Change (ROC) calculation on a double-smoothed source. Designed to capture both trend direction and strength with minimal noise, this oscillator also highlights potential reversal points, making it an effective tool for fast-moving markets like ETHUSD.
By combining volume weighting with advanced smoothing techniques, the WVRO provides a responsive yet stable indicator to help traders make more informed decisions during trending conditions.
🔍 Concept & Idea
The core idea behind the WVRO is to develop a high-speed oscillator capable of smoothly following trends while remaining sensitive to rapid changes. The ROC is a natural choice for momentum measurement, but raw ROC alone can be noisy.
To improve stability and responsiveness:
The input source is smoothed twice using Weighted Moving Averages (WMA) with a length proportional to the square root of the user-defined length, reducing noise while preserving fast reactions.
The ROC is then weighted by volume to emphasize price movements during high-volume periods, increasing the significance of meaningful trades.
Finally, a volume-weighted average of the ROC is calculated to normalize the signal.
This combination balances smoothness and speed, improving signal clarity in trending markets.
⚙️ How It Works
Double WMA Smoothing of Source:
First, apply a WMA with length √len to the selected source to filter noise but retain responsiveness.
Apply a second WMA with the same length to the first smoothed series for additional smoothing.
Volume-Weighted ROC Calculation:
Calculate ROC on the double-smoothed source over one bar.
Multiply the ROC by the current volume, weighting price changes by trading activity.
Normalization and Oscillator Computation:
Calculate an Exponential Moving Average (EMA) of the volume-weighted ROC over the full length.
Divide by the sum of volume over the same length to normalize, then scale to a range centered near zero.
Trend Logic:
Positive WVRO values indicate bullish momentum (trend up).
Negative values indicate bearish momentum (trend down).
Momentum Divergence:
The difference between the current WVRO and its prior value is smoothed with EMA and plotted as a histogram to help identify potential momentum shifts and reversals.
🧩 Inputs Overview
Oscillator Length – Controls the main smoothing and lookback length of the oscillator (default 17).
Source – The price source used for calculation, defaulting to the average of high, low, close, and close (hlcc4).
📌 Usage Notes
Responsive Yet Smooth: The double WMA smoothing ensures the oscillator is less prone to noise but remains quick to react to market changes.
Volume Weighting: Emphasizes price moves on higher volume bars, improving signal reliability in volatile markets.
Trend Identification: Positive and negative readings provide clear trend signals, while divergence histograms highlight potential turning points.
Visual Clarity: Color-coded plots and background highlighting assist quick interpretation.
Optimized for ETHUSD: Especially effective in high-liquidity, high-volatility assets like Ethereum.
Complement with Other Tools: Use alongside price action or other indicators to confirm trends and entry/exit points.
Backtest and Validate: Always validate settings on your chosen asset and timeframe before live use.
⚠️ Disclaimer
This indicator is for educational and analytical purposes only and does not constitute financial advice. Trading involves significant risk, and users should perform due diligence before trading.
Enjoy enhanced trend following with the Weighted Volume ROC Oscillator!
XAUUSD 1M SCALP BY ELIRAN"The 1% Sniper" Strategy: Fast Forex Trading (1-Minute Chart) This is a strategy for disciplined traders looking for short, sharp market moves. The goal is to achieve a daily/weekly target of a single 1%, which will accumulate to the $1,000.1 pullback target. Technical SetupTimeframe: 1 minute chart ($1M$).Recommended assets: Major forex pairs with low spreads (like $EUR/USD$ or $GBP/USD$).Supporting indicators: Moving average ( NYSE:EMA \ 20/50$) to identify a short-term trend, and supply and demand areas ($Supply\ &\ Demand$).2. ExecutionEntry: Identify strong momentum on the minute chart. Enter only when there is a built-in confirmation (e.g.: a "hammer" candle on a support level or a breakout of a market structure).Risk management: NGM:RISK \ Per\ Trade$ is fixed. Since the target is 1% per portfolio, we are looking for a risk-reward ratio ($R:R$) of at least $1:2$.The Goal: Once the portfolio has reached a 1% profit that day – close the screen. This discipline is what will get you to $1,000 faster without "Putting" money back into the market. 3. The financial roadmap In this strategy, we are not looking for a single "hit", but consistency: Base capital: $2,250. Daily target: 1% ($\approx $22.5). The path to withdrawal: After about 45 successful trading days (or less, if you increase the lot carefully), you reach the $1,000 withdrawal target. Why does it work for you? Short screen time: A 1-minute chart allows you to find opportunities quickly, take your percentage and go about your business. Clear goal: Instead of dreaming of millions, you are focused on the next 1%. This makes the path to the next portfolio much more tangible. Protection of the capital: Working on a few percentages protects your $2,250 from too sharp fluctuations. Important to remember: On a 1-minute chart, the "noise" in the market is high. Make sure you work with a broker who has low commissions so that they They won't eat your 1% profit.
Volume Profile Skew [BackQuant]Volume Profile Skew
Overview
Volume Profile Skew is a market-structure indicator that answers a specific question most volume profiles do not:
“Is volume concentrating toward lower prices (accumulation) or higher prices (distribution) inside the current profile range?”
A standard volume profile shows where volume traded, but it does not quantify the shape of that distribution in a single number. This script builds a volume profile over a rolling lookback window, extracts the key profile levels (POC, VAH, VAL, and a volume-weighted mean), then computes the skewness of the volume distribution across price bins. That skewness becomes an oscillator, smoothed into a regime signal and paired with visual profile plotting, key level lines, and historical POC tracking.
This gives you two layers at once:
A full profile and its important levels (where volume is).
A skew metric (how volume is leaning within that range).
What this indicator is based on
The foundation comes from classical “volume at price” concepts used in Market Profile and Volume Profile analysis:
POC (Point of Control): the price level with the highest traded volume.
Value Area (VAH/VAL): the zone containing the bulk of activity, commonly 70% of total volume.
Volume-weighted mean (VWMP in this script): the average price weighted by volume, a “center of mass” for traded activity.
Where this indicator extends the idea is by treating the volume profile as a statistical distribution across price. Once you treat “volume by price bin” as a probability distribution (weights sum to 1), you can compute distribution moments:
Mean: where the mass is centered.
Standard deviation: how spread-out it is.
Skewness: whether the distribution has a heavier tail toward higher or lower prices.
This is not a gimmick. Skewness is a standard statistic in probability theory. Here it is applied to “volume concentration across price”, not to returns.
Core concept: what “skew” means in a volume profile
Imagine a profile range from Low to High, split into bins. Each bin has some volume. You can get these shapes:
Balanced profile: volume is fairly symmetric around the mean, skew near 0.
Bottom-heavy profile: more volume at lower prices, with a tail toward higher prices, skew tends to be positive.
Top-heavy profile: more volume at higher prices, with a tail toward lower prices, skew tends to be negative.
In this script:
Positive skew is labeled as ACCUMULATION.
Negative skew is labeled as DISTRIBUTION.
Near-zero skew is NEUTRAL.
Important: accumulation here does not mean “buying will immediately pump price.” It means the profile shape suggests more participation at lower prices inside the current lookback range. Distribution means participation is heavier at higher prices.
How the volume profile is built
1) Define the analysis window
The profile is computed on a rolling window:
Lookback Period: number of bars included (capped by available history).
Profile Resolution (bins): number of price bins used to discretize the high-low range.
The script finds the highest high and lowest low in the lookback window to define the price range:
rangeHigh = highest high in window
rangeLow = lowest low in window
binSize = (rangeHigh - rangeLow) / bins
2) Create bin midpoints
Each bin gets a midpoint “price” used for calculations:
price = rangeLow + binSize * (b + 0.5)
These midpoints are what the mean, variance, and skewness are computed on.
3) Distribute each candle’s volume into bins
This is a key implementation detail. Real volume profiles require tick-level data, but Pine does not provide that. So the script approximates volume-at-price using candle ranges:
For each bar in the lookback:
Determine which bins its low-to-high range touches.
Split that candle’s total volume evenly across the touched bins.
So if a candle spans 6 bins, each bin gets volume/6 from that bar. This is a practical, consistent approximation for “where trading could have occurred” inside the bar.
This approach has tradeoffs:
It does not know where within the candle the volume truly traded.
It assumes uniform distribution across the candle range.
It becomes more meaningful with larger samples (bigger lookback) and/or higher timeframes.
But it is still useful because the purpose here is the shape of the distribution across the whole window, not exact microstructure.
Key profile levels: POC, VAH, VAL, VWMP
POC (Point of Control)
POC is found by scanning bins and selecting the bin with maximum volume. The script stores:
pocIndex: which bin has max volume
poc price: midpoint price of that bin
Value Area (VAH/VAL) using 70% volume
The script builds the value area around the POC outward until it captures 70% of total volume:
Start with the POC bin.
Expand one bin at a time to the side with more volume.
Stop when accumulated volume >= 70% of total profile volume.
Then:
VAL = rangeLow + binSize * lowerIdx
VAH = rangeLow + binSize * (upperIdx + 1)
This produces a classic “where most business happened” zone.
VWMP (Volume-Weighted Mean Price)
This is essentially the center of mass of the profile:
VWMP = sum(price * volume ) / totalVolume
It is similar in spirit to VWAP, but it is computed over the profile bins, not from bar-by-bar typical price.
Skewness calculation: turning the profile into an oscillator
This is the main feature.
1) Treat volumes as weights
For each bin:
weight = volume / totalVolume
Now weights sum to 1.
2) Compute weighted mean
Mean price:
mean = sum(weight * price )
3) Compute weighted variance and std deviation
Variance:
variance = sum(weight * (price - mean)^2)
stdDev = sqrt(variance)
4) Compute weighted third central moment
Third moment:
m3 = sum(weight * (price - mean)^3)
5) Standardize to skewness
Skewness:
rawSkew = m3 / (stdDev^3)
This standardization matters. Without it, the value would explode or shrink based on profile scale. Standardized skewness is dimensionless and comparable.
Smoothing and regime rules
Raw skewness can be jumpy because:
profile bins change as rangeHigh/rangeLow shift,
one high-volume candle can reshape the distribution,
volume regimes change quickly in crypto.
So the indicator applies EMA smoothing:
smoothedSkew = EMA(rawSkew, smooth)
Then it classifies regime using fixed thresholds:
Bullish (ACCUMULATION): smoothedSkew > +0.25
Bearish (DISTRIBUTION): smoothedSkew < -0.25
Neutral: between those values
Signals are generated on threshold cross events:
Bull signal when smoothedSkew crosses above +0.25
Bear signal when smoothedSkew crosses below -0.25
This makes the skew act like a regime oscillator rather than a constantly flipping color.
Volume Profile plotting modes
The script draws the profile on the last bar, using boxes for each bin, anchored to the right with a configurable offset. The width of each profile bar is normalized by max bin volume:
volRatio = binVol / maxVol
barWidth = volRatio * width
Three style modes exist:
1) Gradient
Uses a “jet-like” gradient based on volRatio (blue → red). Higher-volume bins stand out naturally. Transparency increases as volume decreases, so low-volume bins fade.
2) Solid
Uses the current regime color (bull/bear/neutral) for all bins, with transparency. This makes the profile read as “structure + regime.”
3) Skew Highlight
Highlights bins that match the skew bias:
If skew bullish, emphasize lower portion of profile.
If skew bearish, emphasize higher portion of profile.
Else, keep most bins neutral.
This is a visual “where the skew is coming from” mode.
Historical POC tracking and Naked POCs
This script also treats POCs as meaningful levels over time, similar to how traders track old VA levels.
What is a “naked POC”?
A “naked POC” is a previously formed POC that has not been revisited (retested) by price since it was recorded. Many traders watch these as potential reaction zones because they represent prior “maximum traded interest” that the market has not re-engaged with.
How this script records POCs
It stores a new historical POC when:
At least updatebars have passed since the last stored POC, and
The POC has changed by at least pochangethres (%) from the last stored value.
New stored POCs are flagged as naked by default.
How naked becomes tested
On each update, the script checks whether price has entered a small zone around a naked POC:
zoneSize = POC * 0.002 (about 0.2%)
If bar range overlaps that zone, mark it as tested (not naked).
Display controls:
Highlight Naked POCs: draws and labels untested POCs.
Show Tested POCs: optionally draw tested ones in a muted color.
To avoid clutter, the script limits stored POCs to the most recent 20 and avoids drawing ones too close to the current POC.
On-chart key levels and what they mean
When enabled, the script draws the current lookback profile levels on the price chart:
POC (solid): the “most traded” price.
VAH/VAL (dashed): boundaries of the 70% value area.
VWMP (dotted): volume-weighted mean of the profile distribution.
Interpretation framework (practical, not mystical):
POC often behaves like a magnet in balanced conditions.
VAH/VAL define the “accepted” area, breaks can signal auction continuation.
VWMP is a fair-value reference, useful as a mean anchor when skew is neutralizing.
Oscillator panel and histogram
The skew oscillator is plotted in a separate pane:
Line: smoothedSkew, colored by regime.
Histogram: smoothedSkew as bars, colored by sign.
Fill: subtle shading above/below 0 to reinforce bias.
This makes it easy to read:
Direction of bias (positive vs negative).
Strength (distance from 0 and from thresholds).
Transitions (crosses of ±0.25).
Info table: what it summarizes
On the last bar, a table prints key diagnostics:
Current skew value (smoothed).
Regime label (ACCUMULATION / DISTRIBUTION / NEUTRAL).
Current POC, VAH, VAL, VWMP.
Count of naked POCs still active.
A simple “volume location” hint (lower/higher/balanced).
This is designed for quick scanning without reading the entire profile.
Alerts
The indicator includes alerts for:
Skew regime shifts (cross above +0.25, cross below -0.25).
Price crossing above/below current POC.
Approaching a naked POC (within 1% of any active naked POC).
The “approaching naked POC” alert is useful as a heads-up that price is entering a historically important volume magnet/reaction zone.
How to use it properly
1) Regime filter
Use skew regime to decide what type of trades you should prioritize:
ACCUMULATION (positive skew): market activity is heavier at lower prices, pullbacks into value or below VWMP often matter more.
DISTRIBUTION (negative skew): activity is heavier at higher prices, rallies into value or above VWMP often matter more.
NEUTRAL: mean-reversion and POC magnet behavior tends to dominate.
This is not “buy when green.” It is context for what the auction is doing.
2) Level-based execution
Combine skew with VA/POC levels:
In neutral regimes, expect rotations around POC and inside VA.
In strong skew regimes, watch for acceptance away from POC and reactions at VA edges.
3) Naked POCs as targets and reaction zones
Naked POCs can act like unfinished business. Common workflows:
As targets in rotations.
As areas to reduce risk when price is approaching.
As “if it breaks cleanly, trend continuation” markers when price returns with force.
Parameter tuning guidance
Lookback
Controls how “local” the profile is.
Shorter: reacts faster, more sensitive to recent moves.
Longer: more stable, better for swing context.
Bins
Controls resolution of the profile.
Higher bins: more detail, more computation, more sensitive profile shape.
Lower bins: smoother, less detail, more stable skew.
Smoothing
Controls how noisy the skew oscillator is.
Higher smoothing: fewer regime flips, slower response.
Lower smoothing: more responsive, more false transitions.
POC tracking settings
Update interval and threshold decide how many historical POCs you store and how different they must be. If you set them too loose, you will spam levels. If too strict, you will miss meaningful shifts.
Limitations and what not to assume
This indicator uses candle-range volume distribution because Pine cannot see tick-level volume-at-price. That means:
The profile is an approximation of where volume could have traded, not exact tape data.
Skew is best treated as a structural bias, not a precise signal generator.
Extreme single-bar events can distort the distribution briefly, smoothing helps but cannot remove reality.
Summary
Volume Profile Skew takes standard volume profile structure (POC, Value Area, volume-weighted mean) and adds a statistically grounded measure of profile shape using skewness. The result is a regime oscillator that quantifies whether volume concentration is leaning toward lower prices (accumulation) or higher prices (distribution), while also plotting the full profile, key levels, and historical naked POCs for actionable context.
Multi Market VWAP SystemMulti‑VWAP — Adaptive, Multi‑Session Anchored VWAP Suite
Multi‑VWAP is a comprehensive, multi‑session Volume‑Weighted Average Price engine designed for traders who rely on precise, session‑aware VWAP levels across equities, futures, and crypto.
Built for Pine Script v6, it handles complex market structures, custom anchor dates, and non‑standard trading sessions with robust error‑tolerant logic.
What This Indicator Does
This tool calculates and displays a full suite of anchored VWAPs, including:
Standard Period VWAPs
- Daily
- Weekly
- Monthly
- Yearly
To‑Date VWAPs
- Week‑to‑Date (WTD)
- Month‑to‑Date (MTD)
- Year‑to‑Date (YTD)
Custom Anchored VWAP
- Anchor to any user‑selected date
- Automatically recalculates from the first bar of that date
- Works across all markets, including 24/7 crypto
Multi‑Day Rolling VWAPs
Optional rolling VWAPs for:
- 2‑day
- 3‑day
- 4‑day
- 5‑day
- 10‑day
- 20‑day
- 50‑day
Each VWAP can be toggled individually for a clean, customizable chart.
Key Features
✔ Market‑Adaptive Session Handling
Automatically adjusts for:
- Regular equities sessions
- Futures extended hours
- 24/7 crypto markets
- Holidays (via MarketHolidays library)
✔ Clean, Efficient, Pine v6 Architecture
- No deprecated functions
- No array overflows
- No undefined variables
- Defensive programming for unsupported markets
- Optimized for performance on lower‑timeframe charts
✔ Visual Clarity & Control
- Independent color and visibility toggles
- Optional labels showing VWAP values
- Smart timestamp anchoring for all VWAP types
- Minimal chart clutter with maximum information density
Who This Indicator Is For
This tool is ideal for traders who rely on VWAP structure for:
- Intraday mean‑reversion
- Swing anchoring
- Multi‑session bias
- Institutional level mapping
- Crypto VWAP structure where no “session” exists
If you use VWAP as a core part of your workflow, this script gives you the flexibility and precision needed for modern multi‑market trading.
Notes
- This script does not repaint.
- All VWAPs are calculated using standard cumulative volume‑weighted methodology.
- Custom date VWAP begins at the first bar of the selected date on the chart’s timeframe.
Kotegawa Dip ReversalTakashi Kotegawa trading indicator
it is meant to buy cheap japanese stocks when they are below vwap
Simple EFI + EMASimple Elder Force Index (EFI) with EMA Signal is a minimal momentum indicator that measures buying and selling pressure by combining price change and volume. The raw Force Index is smoothed with an Exponential Moving Average to reduce noise, and an additional EMA signal line helps visualize momentum shifts and trend strength. A zero line is included to quickly distinguish bullish (> 0) from bearish (< 0) conditions. This stripped-down version is designed for clarity and fast decision-making without extra filters or alerts.
DF Advanced Sector & RS AnalysisDF Advanced Sector & RS Analysis
Overview
This indicator is an all-in-one dashboard designed to give you an instant "health check" on any asset. Instead of opening multiple charts to check the market trend, sector performance, and fundamentals, this tool brings all that data into a single table on your screen.
It automatically detects if you are looking at a Stock, Crypto, or Forex pair and adjusts its benchmarks accordingly.
Key Features
1. Smart Asset Detection
Stocks: Compares performance against the S&P 500 (SPY).
Crypto: Compares performance against Bitcoin (BTC).
Forex: Compares performance against the US Dollar Index (DXY).
2. Sector Intelligence (Stocks Only)
If you are trading a stock, the indicator automatically identifies its sector (e.g., Technology, Energy, Finance) and compares the stock against that specific sector ETF.
Sector Trend: Tells you if the sector is in an Uptrend or Downtrend.
vs Sector: Shows if your stock is outperforming its own industry.
3. Relative Strength (RS) & Alpha
RS Rating (0-100): A score derived from RSI logic that measures how strong the asset is compared to the benchmark. A score above 70 is bullish.
Alpha: Shows how much the asset is beating (or lagging) the market over the last 20 days.
4. Fundamental Snapshot
Growth: Displays EPS (Earnings) and Revenue growth. You can toggle these between TTM (Trailing 12 Months) for a smoother view or Quarterly for recent performance.
Valuation: Displays the P/E Ratio (TTM). This is always calculated using Trailing Twelve Month data to provide a standard valuation metric.
5. The "Verdict" Score
The indicator combines Technicals, Fundamentals, and Sector Strength into a final 0-100 Score:
STRONG (Green): High probability setup (Score > 70).
NEUTRAL (Grey): Mixed signals (Score 50-70).
RISK (Red): Weak performance or fundamentals (Score < 50).
How to Use
Add to Chart: The table will appear in the corner of your screen.
Check the Score: Look for assets with a "STRONG" verdict.
Analyze the RS: Ensure the RS Rating is high (green) to confirm the asset is a market leader.
Check the Sector: For stocks, it is safer to buy when the "Sector Trend" is UP.
Settings
Table Position: Move the dashboard to any corner of the screen.
Text Size: Adjust the size to fit your screen resolution.
Financials Mode:
TTM: Uses 12-month data (Smoother, standard for long-term analysis).
Quarterly: Uses the most recent quarter vs. the same quarter last year (More volatile, good for earnings plays).
Note: P/E Ratio is always TTM regardless of this setting.
Disclaimer
This tool is for informational purposes only and does not constitute financial advice. Always do your own research before trading.






















