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Bitcoin Multibook v1.0 [Apollo Algo]Bitcoin Multibook v1.0 by Apollo Algo is an advanced market depth and order flow visualization tool that brings professional-grade multi-exchange order book analysis to TradingView. Inspired by Bookmap's multibook functionality and built upon LucF's original single "Tape" indicator concept, this tool aggregates real-time trading data from multiple Bitcoin exchanges into a unified tape display. Credits & Attribution This indicator is an evolution of the original "Tape" indicator created by LucF (TradingView: @LucF). The multibook enhancement and Bitcoin-specific optimizations were developed by Apollo Algo to provide traders with institutional-grade market microstructure visibility across major Bitcoin trading venues. Purpose & Philosophy Bitcoin leads the entire cryptocurrency market. By monitoring order flow across the primary Bitcoin exchanges simultaneously, traders gain crucial insights into: Cross-exchange arbitrage opportunities Institutional order flow patterns Market maker positioning True market sentiment beyond single-exchange data Key Features 📊 Multi-Exchange Data Aggregation Real-time tape from 3 major exchanges: Binance (BTCUSDT) Coinbase (BTCUSD) Kraken (BTCUSD) Customizable source inputs for any trading pair Synchronized price and volume tracking Exchange name identification in tape display 📈 Advanced Tape Display Dynamic tape visualization with configurable line quantity (0-50 lines) Directional flow indicators (＋/－ symbols for price changes) Exchange identification for each trade Volume precision control (0-16 decimal places) Flexible positioning (9 screen positions available) Real-time only operation for accurate order flow 🎯 Volume Delta Analysis Real-time cumulative volume delta calculation Divergence detection (price vs. volume direction) Colored visual feedback for market sentiment Total session delta displayed in footer Cross-exchange delta aggregation 🚨 Smart Alert System Marker 1: Volume Delta Bumps (⬆⬇) Triggers on consecutive volume delta increases Identifies momentum acceleration points Filters out divergent movements Marker 2: Volume Delta Thresholds (⇑⇓) Fires when delta exceeds user-defined thresholds Catches significant order imbalances Excludes divergence conditions Marker 3: Large Volume Detection (⤊⤋) Highlights unusually large individual trades Spots potential institutional activity Direction-specific triggers Configure Data Sources Adjust exchange pairs if needed (e.g., for altcoin analysis) Leave blank to disable specific exchanges Use format: EXCHANGE:SYMBOL Customize Display Set tape line quantity based on screen size Position the table for optimal visibility Choose color scheme (text or background) Adjust text size for readability Configure Alerts Enable desired markers (1, 2, or 3) Set volume thresholds appropriate for your timeframe Choose direction (Longs, Shorts, or Both) Create TradingView alerts on marker signals Trading Applications Scalping (1-5 min) Monitor tape speed for momentum shifts Watch for cross-exchange divergences Track large volume clusters Use Marker 1 for quick momentum trades Day Trading (5-60 min) Identify accumulation/distribution phases Spot institutional positioning Confirm breakout validity with volume delta Use Marker 2 for significant imbalances Swing Trading (1H+) Analyze volume delta trends Detect smart money rotation Time entries with order flow confirmation Use Marker 3 for institutional footprints Advanced Techniques Cross-Exchange Arbitrage Detection When price disparities appear between exchanges: Immediate Opportunity: Price differences > 0.1% Bot Activity: Rapid convergence patterns Liquidity Vacuum: One exchange leading others Divergence Trading Strategies Volume delta diverging from price direction: Absorption: Strong hands entering (price down, delta up) Distribution: Smart money exiting (price up, delta down) Reversal Setup: Sustained divergence over multiple bars Institutional Footprint Recognition Large volume characteristics: Simultaneous Spikes: Same timestamp across exchanges TWAP Patterns: Consistent volume over time Iceberg Orders: Repeated same-size trades Pine Script v6 Enhancements Type Safety Improvements Strict boolean type handling Explicit type declarations Enhanced error checking Performance Optimizations Improved request.security() function Better memory management with arrays Optimized table rendering Modern Syntax Updates indicator() instead of study() Namespaced math functions (math.round()) Typed input functions (input.int(), input.float()) Performance Considerations System Requirements Real-time Data: Essential for tape operation Multiple Security Calls: May impact performance Array Operations: Memory intensive with high line counts Table Rendering: CPU usage increases with tape size Optimization Tips Reduce tape lines for better performance Increase volume filter to reduce noise Disable unused markers Use text-only coloring for faster rendering
Chỉ báo Pine Script®
của d3f4ult
Non-Repainting Dynamic EMA SystemDynamic EMA System - Detailed Explanation Overview This indicator creates four adaptive Exponential Moving Averages (EMAs) that automatically adjust their periods based on current market conditions. Unlike traditional fixed-period EMAs, these lines dynamically become faster or slower to better match the market's behavior. Core Components 1. Base EMA Lengths (Starting Points) EMA 1: Base period of 10 (fastest) EMA 2: Base period of 20 (fast-medium) EMA 3: Base period of 30 (medium) EMA 4: Base period of 200 (trend identifier) These base values are not fixed—they serve as starting points that get multiplied by various market condition factors. Market Analysis Features The indicator analyzes 12 different market characteristics to understand current conditions: Technical Indicators Used: RSI (Relative Strength Index) Measures momentum and overbought/oversold conditions Normalized to 0-1 scale ADX (Average Directional Index) Measures trend strength Higher values = stronger trends Bollinger Bands Position Shows where price sits relative to volatility bands Indicates potential reversals or breakouts VWAP (Volume Weighted Average Price) Institutional trading benchmark Signals if price is above/below average weighted price Ichimoku Cloud Japanese indicator showing support/resistance Tenkan-Kijun relationship indicates trend direction TRAMA (Triangular Moving Average) Advanced adaptive moving average Responds to genuine price movements Volume Analysis Compares current volume to 20-period average Higher volume = more significant moves ATR-Based Volatility Weighted by volume for accuracy Adjusts EMAs to market speed Shannon Entropy Measures market randomness vs. order High entropy = choppy; Low entropy = trending Price Correlation (Short-term) How consistent price movements are Detects momentum shifts Price Correlation (Long-term) Broader trend consistency Confirms regime stability Volume Strength Normalized volume ratio Validates price movements How Length Adaptation Works Market Regimes Identified: The system identifies 4 distinct market conditions based on the 12 features: Regime 1 (Green): Calm, ranging market → Shorter EMAs (more responsive) Regime 2 (Blue): Strong trending market → Medium-length EMAs (balance speed/noise) Regime 3 (Red): High volatility/choppy → Longer EMAs (filter noise) Regime 4 (Gray): Transitional/neutral → Moderate EMAs (adaptive middle ground) Adaptation Formula: Each EMA length is calculated as: Final Length = Base Length × Regime Multiplier × Volatility Adjustment × Momentum Adjustment × Entropy Adjustment Where: Regime Multiplier: 0.3x to 2.5x depending on market type Volatility Adjustment: Increases length during high volatility (filters noise) Momentum Adjustment: Based on RSI - extreme readings adjust sensitivity Entropy Adjustment: Lower entropy (trending) = tighter EMAs Key Adaptive Features 1. Volatility Response When market volatility increases: EMAs lengthen automatically to avoid whipsaws Calculated using ATR weighted by volume 2. Volume Integration Higher volume makes the system: React faster to price changes Increase learning rate Trust the current move more 3. Correlation Analysis Short-term correlation: Detects immediate momentum Long-term correlation: Confirms overall trend stability Adjusts EMA sensitivity accordingly 4. Entropy Monitoring Measures market "disorder" Trending markets → Tighter EMAs (follow trend) Choppy markets → Wider EMAs (reduce noise) Non-Repainting Design Critical Safety Features: Confirmed Data Only All calculations use close , high , low , etc. Current bar data is only used if barstate.isconfirmed Locked Updates EMA lengths only change when bar closes Variables prefixed with confirmed_ store locked values No Look-Ahead System learns from past bars only Future data cannot influence current values Historical Consistency Once a bar closes, its EMA values never change Alerts and signals are reliable Visual Interpretation Background Colors: Green: Calm/ranging market (Regime 1) Blue: Strong trend (Regime 2) Red: High volatility/choppy (Regime 3) Gray: Transitional state (Regime 4) Color transparency indicates confidence: Solid color = High confidence in regime identification Faint color = Lower confidence, potential transition EMA Lines: Red EMA (fastest): Short-term momentum Orange EMA: Medium-term trend Yellow EMA: Intermediate trend confirmation Blue EMA: Long-term trend direction Information Dashboard The top-right table displays: Metric Purpose Regime Strength How strongly current conditions match the identified regime (0-1) Silhouette Score Quality of regime identification (>0.5 = Excellent, >0.2 = Good) EMA Values & Lengths Current price level and adaptive period for each EMA Vol Volatility Volume-weighted volatility measure Entropy Market randomness level (0 = trending, 1 = random) Volume Strength Current volume relative to average Learning Rate How quickly the system adapts (higher = faster adaptation) Trading Applications Trend Following: EMAs aligned in order (1 > 2 > 3 > 4) = Strong uptrend EMAs aligned reversed = Strong downtrend Use EMA 4 as major trend filter Entry Signals: Fast EMA crosses medium EMA in trend direction Price pullback to EMA 3 in trending regime All EMAs converging in ranging regime Exit Signals: Fast EMA crosses below medium EMA Regime change (background color shift) Silhouette score drops (poor quality) Regime-Based Strategy: Green Background: Range trading, fade extremes Blue Background: Trend following, ride momentum Red Background: Reduce position size, wait for clarity Gray Background: Cautious, potential regime shift Advantages Over Standard EMAs Automatic Adjustment: No manual tweaking needed for different markets Context Aware: Understands if market is trending, ranging, or volatile Volume Integration: Respects institutional involvement Multi-Factor Analysis: Uses 12 indicators, not just price Quality Metrics: Silhouette score shows when to trust signals Non-Repainting: Reliable for backtesting and live trading Best Practices Do: Wait for bar close before acting on signals Check Silhouette score (>0.2 is reliable) Use regime color as risk filter Combine with your trading system Don't: Trade against EMA 4 in strong trends Ignore regime changes Use in extremely low liquidity Expect perfection in all conditions Summary This is an intelligent, self-adjusting EMA system that reads 12 different market characteristics to automatically optimize its speed. It identifies whether the market is trending, ranging, volatile, or transitional, then adjusts all four EMAs accordingly. The non-repainting design ensures historical accuracy, while the quality metrics (Silhouette score, regime strength) tell you when to trust the signals most.
Chỉ báo Pine Script®
của akhlaque16g55
Volume Delta + Bandas de Bollinger📊 Volume Delta + Bollinger Bands Indicator Characteristics • Volume Delta Histogram • Shows the difference between buying and selling pressure. • Green bars indicate positive delta (buyers dominating). • Red bars indicate negative delta (sellers dominating). • The histogram oscillates around the zero line, which represents balance between buyers and sellers. • Bollinger Bands applied to Delta • A moving average (basis line) of the delta is calculated. • Upper and lower bands are plotted using standard deviation. • These bands highlight periods when the delta moves to statistically extreme levels. • Helps identify unusual buying or selling pressure compared to recent history. • Zero Line Reference • A horizontal line at zero shows equilibrium. • Crossing above zero suggests net buying pressure. • Crossing below zero suggests net selling pressure. How to Use • Identify Buyer/Seller Dominance • Green histogram bars above zero → buyers are stronger. • Red histogram bars below zero → sellers are stronger. • Spot Extremes with Bollinger Bands • When delta touches or exceeds the upper band, it signals unusually strong buying pressure. • When delta touches or exceeds the lower band, it signals unusually strong selling pressure. • These extremes can precede reversals or mark continuation if confirmed by price action. • Combine with Price Analysis • Use delta signals together with price trends and support/resistance levels. • For example, if price is at resistance and delta spikes into the upper band, it may indicate exhaustion of buyers. • If price is at support and delta spikes into the lower band, it may indicate exhaustion of sellers. • Trading Strategy Ideas • Reversal setups: Look for delta extremes against key price levels. • Trend confirmation: Sustained delta above zero supports bullish trends; sustained delta below zero supports bearish trends. • Volatility filter: Bollinger Bands help filter out normal fluctuations and highlight significant imbalances. 👉 In short, this indicator combines order flow pressure (delta) with volatility context (Bollinger Bands), making it useful for spotting moments when buying or selling activity becomes unusually strong compared to recent history.
Chỉ báo Pine Script®
của rodrigodearantes
Triple ATR Adaptive MAs + VWAP Option + Clouds + Candle Trend V2Another one of my experiences ... combining things... 📘 Indicator Description – Triple ATR Adaptive Moving Averages with VWAP Influence This indicator plots three adaptive moving averages whose behavior changes dynamically based on market volatility (ATR) and optionally VWAP deviation. Because they adapt in real time to both volatility and VWAP pressure, their movement, slope, and reaction speed differ significantly from traditional moving averages. 🔶 1. ATR-Adaptive Moving Averages Each of the three MAs uses a custom adaptive formula: ATR (Average True Range) is measured over a chosen period. Higher ATR → more volatility → the MA becomes more reactive and moves closer to price. Lower ATR → stable market → the MA becomes smoother and slower. This creates a volatility-aware smoothing factor, making the MA expand, contract, and respond to market conditions in ways a classic SMA, EMA, or HMA cannot. 🔷 2. Optional VWAP Influence Each MA has an independent toggle allowing it to be influenced by VWAP. When enabled: The MA is gently “pulled” toward VWAP. The strength of this attraction is determined by the VWAP Influence parameter (0–1). This causes the moving averages to behave differently from normal MAs: In trending markets, the ATR and price push the MA away from VWAP. In mean-reverting or balanced conditions, VWAP pulls the MA back toward fair value. The result is an MA that reflects both trend pressure and fair-value pressure. 🔶 3. Visual Behavior: Non-Traditional Movement Because each MA is simultaneously influenced by volatility, trend magnitude, and VWAP deviation, their shape is often very distinct from normal moving averages. They may: Respond faster during high volatility Flatten out earlier during consolidation Curve toward VWAP when price becomes extended Separate or compress depending on ATR strength This is intentional and essential, since the goal is to show: ✔ Volatility expansion ✔ Trend exhaustion ✔ Overextended price relative to VWAP ✔ Dynamic trend confirmation Rather than simply smoothing past price. 🔷 4. Three Independent Adaptive Lines Each of the three moving averages has: Its own ATR length Its own sensitivity multiplier Its own optional VWAP influence Its own color and trail This allows the user to combine: a fast volatility-adaptive trend line a mid-range adaptive baseline a slow adaptive long-trend MA All adapting independently to volatility and VWAP conditions. 🔶 5. Optional Candle Coloring The indicator can color candles according to trend strength derived from the fast/slow MAs. Stronger trends produce more vivid colors. Neutral or conflicting trends produce softer colors. This adds a visual layer to identify: Trend direction Trend strength Volatility state Market compression at a glance. 📌 Summary This indicator does not behave like standard SMAs or EMAs because each line dynamically adapts to: 🔸 ATR (volatility) 🔸 VWAP (fair value) This makes the indicator extremely responsive to market conditions while still reducing noise during stable phases. It provides a more realistic, context-aware, and intelligent representation of price behavior compared to traditional moving averages.
Chỉ báo Pine Script®
của ueuito
Volume with High-Volume Highlight + ThresholdThis indicator highlights true high-volume candles without guessing. It compares the current bar’s volume to the average volume over the last X candles and highlights bars that exceed your chosen threshold (ex: 1.5× the average). Features Automatic high-volume detection Customizable volume multiplier Bull/bear color coding Average volume line Threshold line (shows exactly where “high volume” begins) Optional on-chart label showing the required volume level Alert for any high-volume bar What It’s Used For Identifying breakout strength Confirming bounce setups at key levels Spotting real buyers/sellers stepping in Avoiding fake moves with weak volume Simple Rule If volume is greater than (Average × Multiplier) → the bar is highlighted.
Chỉ báo Pine Script®
của carson31
Volume with High-Volume Highlight + ThresholdThis indicator highlights true high-volume candles without guessing. It compares the current bar’s volume to the average volume over the last X candles and highlights bars that exceed your chosen threshold (ex: 1.5× the average). Features Automatic high-volume detection Customizable volume multiplier Bull/bear color coding Average volume line Threshold line (shows exactly where “high volume” begins) Optional on-chart label showing the required volume level Alert for any high-volume bar What It’s Used For Identifying breakout strength Confirming bounce setups at key levels Spotting real buyers/sellers stepping in Avoiding fake moves with weak volume Simple Rule If volume is greater than (Average × Multiplier) → the bar is highlighted.
Chỉ báo Pine Script®
của carson31
Delta Bars [Elykia]Delta Bars — Order Flow & Momentum Analysis Description: Delta Bars is an "Order Flow Oscillator" designed to instantly visualize buyer and seller aggression within every price move. Unlike standard volume, it breaks down what is happening "under the hood" (Delta) and offers a clear reading of market reversals thanks to intelligent divergence detection. 🔥 Key Features: 1. Dual Calculation Mode: Timeframe Mode: Displays classic Delta based on time (e.g., 1min, 5min). Range Bars Mode: (Exclusive) Builds Delta bars based on price movement (volatility) rather than time. This filters out noise during consolidation periods and reveals true strength during impulses. 2. 🧠 Smart Auto-Detection (Plug & Play): No need to manually calculate "Box" or "Tick" sizes for each asset. The indicator automatically recognizes the asset you are trading and applies the optimal institutional calibration: US Indices (NQ, ES, YM...) Forex (EURUSD, JPY...) Crypto (BTC, ETH) Commodities (Gold, Oil) Note: You can still switch to manual mode if needed. 3. "Flip" Detection (Divergences) ⚡: The indicator automatically identifies anomalies between price and Delta: If the candle closes Green but Delta is Negative (Absorption/Failed Selling Effort). If the candle closes Red but Delta is Positive. These situations are marked with a ⚡ symbol and a specific highlight color (Orange by default), often signaling an imminent reversal. 4. Technical Dashboard: A discreet panel displays the current mode and "Box" size (in ticks/points) in real-time, ensuring you always know how the data is being filtered. How to read the signals? 1. Green/Red Bars: They indicate Net Delta (the difference between buying and selling volume). A tall bar implies strong conviction. 2. The ⚡ Symbol (The Flip): This is the most critical signal. It appears when Delta contradicts the candle direction (e.g., Positive Delta on a Bearish candle). This indicates Absorption (passive orders blocking the move) and often precedes a reversal. 3. Range Bars Mode: Use this mode to "smooth out" the market. If the market is choppy, Range Bars will filter the noise and only draw a new bar if the price actually moves. ⚠️ Important: Replay Mode Since this indicator performs heavy calculations (simulated tick-by-tick), it includes a safety feature for Replay Mode. To use Replay: Go to settings and set the "Force Replay Date" to a date close to your starting point. This ensures maximum fluidity and avoids TradingView limit errors. Configuration: Works on all timeframes but excels on seconds charts (1s, 5s) or fast minute charts (1m) for scalping.
Chỉ báo Pine Script®
của ElykiaTrading
Buy vs Sell Volume EMA + Smart Momentum Shift (Crypto)This is a volume-based momentum indicator for crypto that: Splits total volume into buy vs. sell volume based on candle direction. Applies EMAs to buy/sell volume and tracks slope and acceleration of those EMAs. Looks for moments where buyer volume momentum is improving and seller momentum is fading. Optionally requires RSI and/or MACD confirmation, a “near recent low” location filter, and a score threshold based on several micro-conditions. Outputs: Colored background depending on whether buy or sell volume dominates. EMA crossover arrows (“Buy” and “Sell”) for simpler regime shifts. Green dots (“Strong Buy Momentum Shift”) when all filters are satisfied. Alert conditions for the above signals. It runs in a separate pane (overlay=false) and is explicitly designed for crypto, but works on any symbol/interval.
Chỉ báo Pine Script®
của irewole15
KIMATIX VWAP/EMA System (by ASCE)**KIMATIX VWAP/EMA System (by ASCE)** A precision-built intraday framework for momentum, structure, and liquidity timing. **Why this indicator exists** Most traders see movement, but not context. They enter too late, chase momentum, or fade reversals without understanding where institutional players react. This tool solves that problem by combining two of the most powerful structural concepts in intraday price discovery: Trend alignment through EMAs Liquidity reaction zones through VWAPs Together, they provide directional clarity, timing, and trade location. **Core Components** **Three Trend EMAs** • **EMA 7** – Microtrend and momentum speed • **EMA 23** – Intraday trend leadership • **EMA 50** – Higher-timeframe structure anchor This trio shows how price accelerates, slows, flips bias, or compresses. **Three Volume-Weighted Average Prices** • **Daily VWAP** – Primary scalper reference point • **Weekly VWAP** – Bias filter and intermediate balance zone • **Monthly VWAP** – High-impact “magnet” where major reactions occur VWAP represents the fair value where volume is distributed. When price taps, rejects, or reclaims these levels, liquidity flow shifts — ideal for scalp-to-swing entries. **What it helps you see** • When price is aligned with or diverging from trend • Where momentum will expand or fail • Which levels larger participants defend • Where the highest-probability reaction zones form This is not a signal tool — it is a structure and decision-making framework used by professional intraday traders. **How to use it** 1. **Trade with VWAP alignment** – expect reactions at daily/weekly/monthly VWAPs 2. **Follow EMA flow** – when EMAs compress or flip, momentum changes 3. **Look for price interaction** – rejection, reclaim, or breakthrough of a VWAP often leads to fast moves Ideal for scalping, day-trading, futures, FX, indices, crypto, and metals. **Customization** Colors for each EMA and each VWAP can be personalized, allowing alignment with your charting workflow. **Final Notes** This system gives you the *context* most traders miss — where trend meets liquidity. Use it as a roadmap to understand where price *should* react and when momentum is likely to shift.
Chỉ báo Pine Script®
của kimatixtrading
Luxy VWAP Magic - MTF Projection EngineThis indicator transforms the classic VWAP into a comprehensive trading system. Instead of switching between multiple indicators, you get everything in one place: multi-timeframe analysis, statistical bands, momentum detection, volume profiling, session tracking, and divergence signals. What Makes This Different Traditional VWAP indicators show a single line. This tool treats VWAP as a foundation for complete market analysis. The indicator automatically detects your asset type (stocks, crypto, forex, futures) and adjusts its behavior accordingly. Crypto traders get 24/7 session tracking. Stock traders get proper market hours handling. Everyone gets institutional-grade analytics. Anchor Period Options The anchor period determines when VWAP resets and recalculates. You have three categories of options: Time-Based Anchors: Session - Resets at market open. Best for intraday stock trading where you want fresh VWAP each day. Day - Resets at midnight UTC. Standard option for most traders. Week / Month / Quarter / Year - Longer reset periods for swing traders and position traders who want broader context. Rolling Window Anchors: Rolling 5D - A sliding 5-day window that never resets. Solves the Monday problem where weekly VWAP equals daily VWAP on first day of week. Rolling 21D - Approximately one month of trading data in continuous calculation. Excellent for crypto and forex markets that trade 24/7 without clear session breaks. Event-Based Anchors: Dividends - Resets on ex-dividend dates. Track institutional cost basis from dividend events. Splits - Resets on stock split dates. Useful for analyzing post-split trading behavior. Earnings - Resets on earnings report dates. See where volume-weighted trading occurred since last quarterly report. Standard Deviation Bands Three sets of bands surround the main VWAP line: Band 1 (Aqua) - Plus and minus one standard deviation. Approximately 68% of price action occurs within this range under normal distribution. Touches suggest minor extension. Band 2 (Fuchsia) - Plus and minus two standard deviations. Only 5% of trading should occur outside this range statistically. Touches here indicate significant overextension and high probability of mean reversion. Band 3 (Purple) - Plus and minus three standard deviations. Touches are rare (0.3% probability) and represent extreme conditions. Often marks climax moves or panic selling/buying. Each band can be toggled independently. Most traders show Band 1 by default and add Band 2 and 3 for specific setups or volatile instruments. Multi-Timeframe VWAP System The MTF section plots previous period VWAPs as horizontal support and resistance levels: Daily VWAP - Previous day's final VWAP value. Key intraday reference level. Weekly VWAP - Previous week's final VWAP. Important for swing traders. Monthly VWAP - Previous month's final VWAP. Institutional benchmark level. Quarterly VWAP - Previous quarter's final VWAP. Major support/resistance for position traders. Previous Day VWAP - Yesterday's closing VWAP specifically, separate from current daily calculation. The Confluence Zone percentage setting determines how close multiple VWAPs must be to trigger a confluence alert. When two or more timeframe VWAPs converge within this threshold, you get a high-probability support/resistance zone. Session VWAPs for Global Markets For forex, crypto, and futures traders who operate in 24/7 markets, the indicator tracks three major global sessions: Asia Session - UTC 21:00 to 08:00. Gold colored line. Typically lower volatility, range-bound action that sets overnight levels. London Session - UTC 08:00 to 17:00. Orange colored line. Often determines daily direction with high volume European participation. New York Session - UTC 13:00 to 22:00. Blue colored line. Highest volume session globally. Sharp directional moves common. Previous session VWAP values display as horizontal lines when each session closes, acting as intraday support and resistance. The table shows which sessions are currently active with checkmarks. On-Chart Labels and Signals The indicator plots several types of labels directly on price action when significant events occur: Volume Spike Labels Fire when current bar volume exceeds configurable thresholds relative to both the previous bar and the 20-bar average. Default settings require 300% of previous bar AND 200% of average volume. Green labels indicate bullish candles. Red labels indicate bearish candles. These spikes often mark institutional entry points. Momentum Shift Labels Appear when VWAP acceleration changes direction. The Slowing label warns when an active trend loses steam, often preceding reversal. The Accelerating label confirms trend continuation or potential bottom during downtrends. Filters available to show only reversal signals in existing trends. VWAP Squeeze Labels Detect when standard deviation bands contract relative to ATR (Average True Range). Low volatility compression often precedes explosive breakout moves. When the squeeze fires (releases), a label appears with directional prediction based on VWAP slope. Divergence Labels Mark price/volume divergences using CVD (Cumulative Volume Delta) analysis: Bullish divergence: Price makes lower low, but CVD makes higher low. Hidden accumulation despite price weakness. Bearish divergence: Price makes higher high, but CVD makes lower high. Hidden distribution despite price strength. Dynamic VWAP Coloring The main VWAP line changes color based on its slope direction: Green - VWAP is rising. Institutional buying pressure. Volume-weighted price increasing. Red - VWAP is falling. Institutional selling pressure. Volume-weighted price decreasing. Gray - VWAP is flat. Consolidation or balance between buyers and sellers. This coloring can be disabled for a static blue line if you prefer cleaner visuals. The VWAP label next to the line shows the current trend direction and delta percentage. Calculated Projection Cone One of the most powerful features is the Calculated Projection Cone. Unlike traditional extrapolation methods that simply extend a trend line forward, this system analyzes what actually happened in similar market conditions throughout the chart's history. How It Works: The system classifies each bar into one of 27 unique market states: Z-Score Level - LOW (oversold), MID (fair value), or HIGH (overbought) based on configurable thresholds Trend Direction - DOWN, FLAT, or UP based on VWAP slope Volume Profile - LOW (below 80%), NORMAL (80-150%), or HIGH (above 150%) relative volume When you look at the current bar, the indicator: 1. Identifies the current market state (e.g., LOW Z-Score + UP Trend + HIGH Volume) 2. Searches through all historical bars on the chart that had the same state 3. Calculates what happened in those bars X bars later (where X is your projection horizon) 4. Shows you the probability of up/down and the average move size Visual Elements: Probability Cone - Colored green (bullish probability above 55%), red (bearish below 45%), or gold (neutral). The cone width represents the historical range of outcomes (roughly the 20th to 80th percentile). Center Line - Shows the average expected price based on historical outcomes in similar conditions. Probability Label - Displays direction probability and average move. Example: "67% UP (+0.8%)" means 67% of similar past cases moved up, averaging 0.8% gain. Fallback System: When the exact 27-state match has insufficient historical data: First fallback: Uses Z-Score plus Trend only (9 broader states, ignoring volume) Second fallback: Uses Z-Score only (3 states) When fallback is active, confidence automatically adjusts Settings: Projection Horizon - How many bars forward to analyze outcomes (5, 10, 15, or 20 bars, default 10) Lookback Period - Historical data window in days (30-252, default 60) Minimum Samples - Cases needed before using fallback (5-30, default 10) Z-Score Threshold - Bucket boundary for LOW/MID/HIGH classification (1.0, 1.5, or 2.0 sigma) Cloud Transparency - Adjust visibility (50-95%) Colors - Customize bullish, bearish, and neutral cone colors Confidence Levels: HIGH - 30 or more similar historical cases found MEDIUM - 15-29 similar cases LOW - Fewer than 15 cases (more uncertainty) IMPORTANT DISCLAIMER: The Calculated Projection is based on past patterns only. It is NOT a price prediction or financial advice. Similar market states in the past do not guarantee similar outcomes in the future. The probability shown is historical frequency, not a guarantee. Always combine with other analysis and never rely solely on projections for trading decisions. Alert Conditions The indicator includes over 20 pre-built alert conditions: Price vs VWAP: Price crosses above VWAP Price crosses below VWAP Band Touches: Price touches plus or minus one sigma band Price touches plus or minus two sigma band (extreme) Price touches plus or minus three sigma band (very extreme) Z-Score Extremes: Z-Score crosses above plus two (overbought extreme) Z-Score crosses below minus two (oversold extreme) Momentum and Trend: Momentum slowing Momentum accelerating Trend turns bullish/bearish/neutral Volume: Volume spike detected CVD Direction: Buyers take control Sellers take control High Probability Signals: Bullish reversal signal (oversold plus accelerating momentum) Bearish reversal signal (overbought plus slowing momentum) MTF and Special: MTF confluence zone entry VWAP squeeze fired Bullish/Bearish divergence detected Any significant signal (catch-all) All signals use confirmed bar data to prevent false alerts from incomplete candles. Settings Overview Settings are organized into logical groups: VWAP Settings Anchor Period selection Show/Hide VWAP line Dynamic coloring toggle VWAP label visibility Bands Visibility Toggle each of three bands independently Info Table Show/Hide table Table position (9 options) Text size Volume spike label settings with adjustable thresholds Momentum label settings with filters Signal labels limited to 5 most recent (auto-managed) Probability engine lookback period Multi-Timeframe VWAP Enable/Disable MTF system Show MTF in table Show MTF lines on chart Individual timeframe toggles Confluence zone threshold Squeeze detection toggle Session VWAPs Enable/Disable session tracking Apply to all assets option Show session labels Divergence Detection Enable/Disable divergence Pivot lookback period Show divergence labels Calculated Projection Enable/Disable projection cone Projection horizon (5, 10, 15, or 20 bars) Lookback period in days (30-252) Minimum samples threshold Z-Score classification threshold (1.0, 1.5, or 2.0 sigma) Cloud transparency adjustment Bullish, bearish, and neutral colors The Info Table - Your Trading Dashboard The right side of your chart displays a compact table with up to twelve metrics. Row-by-Row Breakdown: Asset and Period - Shows what the indicator detected (US Stock, Crypto, Forex, etc.) and your selected anchor period. The detection happens automatically based on exchange data, so VWAP resets and calculations match your actual trading instrument. Delta Percentage - How far current price sits from VWAP, expressed as a percentage. Positive means price trades above fair value. Negative means below. Large delta values (beyond 1-2%) often precede mean reversion moves. Day traders watch this for overextension. Z-Score - Statistical deviation from VWAP measured in standard deviations. Unlike raw delta, Z-Score accounts for volatility. A 2% move in a volatile biotech stock differs from 2% in a stable utility. Z-Score normalizes this. Values beyond plus or minus two sigma occur only 5% of the time statistically. Trend Direction - Whether VWAP itself is rising, falling, or flat. Rising VWAP means the volume-weighted average price is increasing, which indicates institutional accumulation. Falling VWAP suggests distribution. This differs from price trend since it weights by volume. Momentum State - Is the trend accelerating or slowing down? This measures the rate of change in VWAP slope. When an uptrend shows slowing momentum, it often precedes reversal. Accelerating momentum in a downtrend can signal capitulation and potential bottom. Relative Volume - Current bar volume compared to the 20-bar average, shown as percentage. Values above 150% indicate above-average activity. Spikes above 200-300% often mark institutional involvement. Low volume (below 80%) warns of potential fake moves. MTF Bias - Four checkmarks or X marks showing whether price sits above or below Daily, Weekly, Monthly, and Quarterly VWAP. Four checkmarks means strong bullish alignment across all timeframes. Four X marks indicates bearish alignment. Mixed readings suggest consolidation or transition. Band Probabilities - Historical statistics showing how often price touched each standard deviation band over your lookback period. This helps you understand if mean reversion or trend following works better for your specific instrument. Session Status - Which global trading sessions are currently active (Asia, London, New York). Shows checkmarks for active sessions. Important for forex and crypto traders who need to know when major liquidity windows open and close. Divergence State - Whether the indicator detects bullish or bearish divergence between price and cumulative volume delta. Bullish divergence occurs when price makes lower lows but buying pressure (CVD) makes higher lows, suggesting hidden accumulation. Confidence Score - A weighted composite of all factors displayed as a progress bar and percentage. Combines MTF alignment, Z-Score, trend direction, volume delta, momentum, and relative volume into a single 0-100 score. Higher scores indicate stronger conviction setups. Calculated Projection - When the Projection Cone is enabled, shows the historical probability of price direction and expected move. For example: "▲ 67% (+0.8%)" means in similar market states historically, price moved up 67% of the time with an average gain of 0.8%. The system analyzes 27 unique market states based on Z-Score, Trend, and Volume conditions. Recommended Use Cases Day Trading Stocks: Use Session anchor with Band 1 visible. Watch for price returning to VWAP after morning move. Volume spikes near VWAP often mark institutional accumulation zones. Swing Trading: Use Weekly or Rolling 21D anchor. Enable MTF lines for Daily and Weekly levels. Trade pullbacks to these levels in direction of MTF bias. Crypto and Forex: Enable Session VWAPs. Use Rolling anchors to avoid artificial resets. Monitor session transitions for breakout opportunities. Mean Reversion: Focus on Z-Score reaching plus or minus two. Add Band 2 visibility. Combine with slowing momentum for highest probability reversals. Trend Following: Watch MTF bias alignment. Four checkmarks plus accelerating momentum plus high volume confirms trend continuation setups. Projection Planning: Enable the Calculated Projection to see what happened historically in similar market conditions. Use 5-10 bars for intraday setups, 15-20 bars for swing trade planning. Focus on high probability readings (above 60%) with HIGH confidence (30 or more samples). The cone shows the probable range of outcomes based on actual historical data. Combine with other factors like MTF alignment and volume for higher conviction setups. Important Notes The indicator does not repaint. MTF values use previous period's confirmed data. Rolling VWAP works best on 15-minute timeframes and above due to bar lookback requirements. Session VWAPs apply to global markets by default (forex, crypto, futures). Enable the all-assets option for stocks if desired. Volume data for forex represents tick volume, not actual traded volume. All alert conditions fire only on confirmed (closed) bars to prevent false signals. The Calculated Projection updates each bar as market state changes. This is expected behavior. The projection shows probabilities based on similar past conditions, not a fixed prediction. Q AND A Q: Does this indicator repaint? A: No. The main VWAP calculation uses standard TradingView VWAP methodology. Multi-timeframe values use previous period's confirmed data with appropriate lookahead settings. All alert signals require bar confirmation. Q: Why does my Rolling VWAP look different on 1-minute versus 15-minute charts? A: Rolling VWAP calculates across a fixed number of trading days. On very short timeframes, the bar lookback may hit TradingView limits. For best Rolling VWAP accuracy, use 15-minute or higher timeframes. Q: Can I use this on any instrument? A: Yes. The indicator automatically detects asset type and adjusts behavior. Stocks use standard market hours. Crypto uses 24/7 calculations. Forex uses tick volume. Everything adapts automatically. Q: What does the Confidence Score actually measure? A: The score combines six weighted factors: MTF alignment (25%), Z-Score position (20%), Trend direction (20%), CVD pressure (15%), Momentum state (10%), and Relative volume (10%). Higher scores indicate more factors aligned in one direction. Q: Why are Session VWAPs not showing on my stock chart? A: Session VWAPs apply to 24-hour markets by default (forex, crypto, futures). For stocks, enable the Use for All Assets option in Session VWAP settings. Q: The Divergence labels appear delayed. Is this a bug? A: Divergence detection requires pivot confirmation, which needs bars on both sides of the pivot point. The label appears at the actual pivot location (several bars back) once confirmed. This is intentional and prevents false signals. Q: Can I change the band colors? A: Yes. Each of the three bands has its own color input setting. You can customize Band 1, Band 2, and Band 3 colors to match your preferences. The defaults are Aqua, Fuchsia, and Purple. The main VWAP line color adapts dynamically based on slope direction or can be set to static blue. Q: How do I set up alerts? A: Right-click on the chart, select Add Alert, choose this indicator, and select your desired condition from the dropdown. All conditions include descriptive alert messages with relevant data. Q: What is the Probability Engine lookback period? A: This setting determines how many trading days the indicator analyzes to calculate band touch rates and mean reversion statistics. Default is 60 days (approximately 3 months). Longer periods provide more stable statistics but may miss recent behavior changes. Q: Why do I see fewer labels than expected? A: Signal labels (Volume, Momentum, Squeeze, Divergence) are limited to 5 most recent labels on the chart to keep it clean. When a new label appears, the oldest one is automatically removed. Additionally, momentum labels have several filters: check the slope multiplier setting (higher values require stronger trends) and the Only Reversal Signals option (when enabled, labels only appear for potential reversals, not trend confirmations). Q: What is the Calculated Projection and how accurate is it? A: The Calculated Projection analyzes what happened in past market conditions similar to the current state. It classifies each bar by Z-Score level, Trend direction, and Volume profile (27 unique states), then shows the historical probability of up vs down and the average move size. It is NOT a price prediction or guarantee. The probability shown is how often similar conditions led to up/down moves historically, not a future guarantee. Always use it as one input among many. Q: Why does the Projection probability change? A: The projection updates on each bar as market state changes. If Z-Score moves from LOW to MID, or trend shifts from UP to FLAT, the system looks up a different historical category. This is expected behavior. The projection shows what happened in similar past conditions to the current bar's state. Q: The Projection shows LOW confidence. What does that mean? A: Confidence levels indicate sample size: HIGH means 30 or more historical cases found, MEDIUM means 15-29 cases, LOW means fewer than 15 cases. When sample size is low, the system uses a fallback: first aggregating by Z-Score plus Trend only (ignoring volume), then by Z-Score only. LOW confidence means less statistical reliability, so weight other factors more heavily in your decision. Q: Why does the cone sometimes show 50/50 probability? A: A 50/50 reading means that in similar past market states, price moved up roughly half the time and down half the time. This indicates a neutral or balanced condition where historical patterns provide no directional edge. Consider waiting for a higher probability setup or using other analysis methods. CREDITS AND ACKNOWLEDGMENTS Methodology Foundation: VWAP (Volume Weighted Average Price) - Standard institutional benchmark calculation, widely used since the 1980s for algorithmic execution and fair value assessment Standard Deviation Bands - Statistical volatility measurement applying normal distribution principles to price deviation from mean Z-Score Analysis - Classic statistical normalization technique for comparing values across different volatility regimes Cumulative Volume Delta (CVD) - Order flow analysis concept measuring aggressive buying versus selling pressure Concept Integration: Mean reversion probability engine - Custom historical statistics tracking for band touch rates Momentum acceleration detection - Second derivative analysis of VWAP slope changes VWAP Squeeze - Volatility compression concept adapted from TTM Squeeze methodology applied to VWAP bands versus ATR Confidence scoring system - Weighted composite scoring combining multiple technical factors Calculated Projection Cone - Probability-based projection using 27-state market classification (Z-Score, Trend, Volume) with historical outcome analysis and weighted fallback system All calculations use standard public domain formulas and TradingView built-in functions. No proprietary third-party code was used. For questions, feedback, or feature requests, please comment below or send a private message. Happy Trading!
Chỉ báo Pine Script®
của orenluxy
11
Volume profilerMulti-Range Volume Analysis & Absorption Detection This tool visualises market activity through multi-range volume profiling and absorption signal detection. It helps you quickly identify where volume expands, compresses, or diverges from expected behaviour. What it does Volume Profiler plots four volume EMAs (short / mid / long / longer) so you can gauge how current volume compares to different market regimes. It also highlights structural volume extremes: • Low-volume bars (liquidity withdrawal) These are potential signs of exhaustion, pauses, or low liquidity environments. • High-volume + Low-range absorption A classic footprint-style signal where aggressive volume fails to move price. Often seen during: absorption of one side of the book liquidity collection failed breakouts institutional accumulation/distribution You can choose: which EMA defines “high volume” how to measure candle range (High-Low, True Range, or Body) how to define baseline volatility (ATR or average range) Alerts are included so you can monitor absorption automatically. Features Multi-range volume EMAs (10 / 50 / 100 / 300 by default) Low-volume bar flags Absorption detection based on custom thresholds Customisable volatility baseline Optional bar colouring Labels displayed directly in the volume pane Alert conditions for absorption events How to use This indicator is valuable for: confirming trend strength or weakness detecting absorption before reversal or breakout continuation finding low-liquidity pauses identifying volume expansion across different time horizons footprint-style behavioural confirmation without needing order-flow data Works across all markets and timeframes. Notes This script is intended for educational and analytical use. It does not repaint.
Chỉ báo Pine Script®
của pc75
SM OB Intraday Bot AssistantSM OB Intraday Bot Assistant is an intraday tool built around Smart Money Concepts (SMC). It focuses on market structure, Order Blocks and mitigation, and then turns them into a complete trade plan with entry, adaptive stop-loss and structured take-profit levels. ──────────────────── 1. Concept & purpose ──────────────────── The script is designed for intraday trading on 15m–1h timeframes. It automates a classic SMC workflow: 1) Detect swing structure and Break Of Structure (BOS). 2) Identify bullish/bearish Order Blocks (OB) and Hidden Order Blocks (HOB). 3) Filter them using impulse strength, volume and Fib/OTE confluence. 4) Build a trade idea: Entry, Stop-Loss, TP1, TP2, TP3. 5) Track trade status and basic statistics on chart. The source is protected (invite-only), but the logic below describes how the script works so traders can understand and use it. ──────────────────── 2. Structure, BOS and FVG ──────────────────── • Swings are detected using configurable swing length. • BOS is confirmed only when: – Price closes beyond the last swing high/low by a minimum tick distance. – The break candle is an impulse: its body must exceed a minimum ATR fraction and a minimum Body/Range ratio. • Optional filter: the BOS candle must also create a 3-bar Fair Value Gap (FVG). This helps the script focus on meaningful breaks instead of random noise. ──────────────────── 3. Order Blocks & Hidden OBs ──────────────────── After a valid BOS, the script looks back for the last opposite candle to define an Order Block: • Only small-body candles are considered (body ≤ X% of total range), with a minimum OB height in ticks. • OBs can be built using either candle bodies or full wicks. • Hidden OBs (HOBs) are marked when price creates same-bias FVGs further in the direction of the BOS, while the original OB remains unmitigated. • Each OB is stored as a box that can be: – Extended to the right, – Limited to N bars, or – Kept only at its origin. Mitigation state is tracked for each OB: • 0 = untouched • 1 = partially mitigated • 2 = fully mitigated The user can choose which mitigation states to display. ──────────────────── 4. Fib / OTE confluence ──────────────────── The script automatically builds the last significant leg between swing low and swing high and computes: • Fib levels 0.618 / 0.705 / 0.786 • An OTE band (roughly between the 62–79% retracement area) An OB is marked as “in confluence” when its midpoint is near these Fib levels or inside the OTE band, with tolerance based on ATR. This allows traders to focus on OBs that align with both structure and retracement logic. ──────────────────── 5. Volume filter ──────────────────── For each OB, the script compares its candle volume to a volume moving average: • If enabled, only OBs with volume ≥ (multiplier × volume MA) are considered valid for entries. This acts as a simple high-volume filter to ignore weak zones that form on low participation. ──────────────────── 6. Trade logic and “smart” levels ──────────────────── When a new qualified OB appears and meets the filters, the script builds a full intraday trade plan: • Entry: – Taken from the midpoint of the OB (PIN / mid-zone), not from an arbitrary price. • Stop-Loss: – For longs: behind the nearest meaningful low (recent swing low or OB low). – For shorts: behind the nearest meaningful high (recent swing high or OB high). – The SL is then capped so that its distance never exceeds the distance to TP1. This keeps risk under control and avoids oversized stops. • Take Profits (TP1, TP2, TP3): – Targets are not fixed percentages of stop. – The script computes a “base unit” using: • distance to the next structure level, • ATR, • OB height, • and a minimum percentage of price. – TP1, TP2, TP3 are multiples of this base unit, so all targets are tied to volatility and structure, not random numbers. This makes the levels more realistic for intraday trading compared to simple R-multiples. ──────────────────── 7. Execution control ──────────────────── • Only one active trade at a time can be enforced if desired. • The script can block opening a new trade in the same direction while the previous one is still active. • OBs can expire on first touch if the user prefers to keep the chart clean. ──────────────────── 8. Trade panel & statistics ──────────────────── The script includes a compact on-chart table showing: • Direction: LONG / SHORT • Entry price • Stop-Loss • TP1, TP2, TP3 • Current trade status: – “Waiting”, “In play”, “TP1 hit”, “TP2 hit”, “TP3 hit”, “SL hit”, etc. • Rolling win rate (WR) over the last 100 trades, based on TP1 vs SL. This allows traders to visually follow the logic of the system and its recent performance without having to read code. ──────────────────── 9. Alerts and automation ──────────────────── The indicator exposes alert conditions for: • New bullish / bearish OB • Mitigation of bullish / bearish OB • Trade entry signals (LONG / SHORT) It can also format alerts as JSON-style messages containing entry, SL and TP levels, so that external tools, webhooks or custom bots can parse and act on them. This makes it easier to connect the script to automated execution, while the trade logic and risk parameters remain fully controlled inside the indicator. ──────────────────── 10. Usage notes ──────────────────── • Recommended environment: intraday crypto or FX on 15m–1h. • Best use cases: – Focusing on high-quality OBs with structural and Fib/OTE confluence. – Using the generated Entry/SL/TP1–TP3 as a consistent intraday playbook. – Feeding signals into external automation via alerts. This script is not a guarantee of profits and is not financial advice. It is a framework that formalizes a specific Smart Money style approach (BOS → OB/HOB → mitigation → confluence → structured targets) so traders can apply it systematically in their own strategies.
Chỉ báo Pine Script®
của Bonavivitalik
DAF Climax Vol「DAF Poker Model」 In trading, only two things never lie: extreme price rejection and abnormal volume expansion. Climax Vol is designed specifically to capture key reversal points within the Dealer Action Flow (smart money / dealer behavior flow). It’s not a typical MACD or RSI — it directly monitors capital divergence. Its working principle is simple and brutal: When the market drops to the bottom, the candle prints a long lower wick, and suddenly the volume explodes (for example, 3× the normal level). What does this mean? It means someone is aggressively absorbing panic selling — Stopping Volume. The same logic applies at the top. ✨ Indicator Features: Noise rejection: Only monitors major tops and bottoms; ignores mid-trend volume spikes. Data visualization: Displays the real-time volume multiplier directly on the candle (e.g., Vol: 2.7x), letting you instantly see the strength of smart money. Clean interface: No flashy arrows — only candle color changes and key data. Zero chart clutter. 👉 Best for: Major cryptocurrencies like BTC / ETH 👉 Best for: Catching wicks, validating support & resistance, identifying fake breakouts 👉 Best for: Higher timeframes — 4H and 1D recommended for best accuracy DAF Strategy Telegram Group: @daf_one DAF Strategy Telegram Channel: @daf_signal 在交易中，只有两样东西不会骗人：价格的极致拒绝和成交量的异常放大。 Climax Vol ，专门用来抓 Dealer Action Flow（庄家行为流） 中的关键反转点。它不是普通的 MACD 或 RSI，它是直接监控资金分歧的。 它的工作原理很简单粗暴： 当市场跌到底部，K线收出长下影，同时成交量突然爆炸（比如平时的 3 倍），这意味着什么？意味着有人在恐慌盘中疯狂接货（Stopping Volume）。顶部同理。 ✨ 指标特点： 拒绝噪音： 只监控阶段性顶底，半山腰的放量不看。 数据可视化： 可以在K线上直接看到当前的量能倍数（例如 Vol: 2.7x），一眼看穿主力力度。 界面清爽： 去掉了花里胡哨的箭头，只保留K线变色和关键数据，不干扰盘面。 👉 适用： 主流加密货币BTC/ETH 👉 适用： 抓针、验证支撑压力位、识别假突破。 👉 适用： 时间级别越高越有效，推荐4小时和1天K线图表。
Chỉ báo Pine Script®
của DAF_POKER_PLAYER
RSI Volume Order BlocksOverview This script builds structured order blocks using a combination of RSI pivots, price structure, and optional volume/ATR-based scaling. It is designed to create a clean, explainable map of support/resistance levels that respond only to meaningful momentum shifts rather than small, insignificant oscillations. Core Idea Traditional order blocks rely solely on price highs/lows, which often produces excessive or noisy zones. This model instead: Detects pivot highs/lows on the RSI (controlled by RSI Length and Sensitivity). Generates bearish order blocks from RSI pivot highs and bullish order blocks from RSI pivot lows. Allows the user to choose whether blocks are based on candle bodies or the full candle range. Optionally filters blocks so that: bearish OBs form only when RSI is above an overbought threshold, bullish OBs form only when RSI is below an oversold threshold. The resulting zones represent areas of momentum exhaustion and imbalance rather than random price fluctuations. Volume–ATR Height Mode The script offers two approaches for block height: 1. Price Candle Mode Block height equals either: the candle body, or the full high–low range of the pivot bar. 2. Volume–ATR Mode Block height is adaptively scaled using: ATR (ATR Length for Height), relative volume compared to a baseline (Volume Baseline Length), a global height multiplier. This makes zones thicker when the pivot candle had both higher volatility and above-average volume, and thinner when market participation was lower. Lifespan and Mitigation Each block extends forward in time until price mitigates it. Mitigation Method: Close Bearish OB is removed when a candle closes above its top. Bullish OB is removed when a candle closes below its bottom. Mitigation Method: Wick Bearish OB is removed when a wick breaks above the top. Bullish OB is removed when a wick breaks below the bottom. Additional controls: Maximum number of stored OBs per side. Maximum number of displayed OBs per side. Overlap filtering to avoid redundant zone stacking. Main Inputs (Summary) RSI Length – standard RSI lookback. RSI OB Sensitivity – pivot aggressiveness (higher = fewer, stronger pivots). Overbought/Oversold Levels – thresholds for optional filters. RSI Filter – bearish OB only if RSI > overbought, bullish OB only if RSI < oversold. Order Block Style – candle body or full range. Mitigation Method – close-based or wick-based. OB Height Mode – price candle or volume–ATR scaling. Volume Baseline Length, ATR Length for Height, Height Scale – parameters for adaptive height mode. Show Bullish / Bearish OBs – toggles for each side. Color settings for zone visualization. How to Use Typical workflows include: Using higher-timeframe OB zones as structural support/resistance, then refining entries on lower timeframes. Watching for price reactions inside thick Volume–ATR zones, which may indicate areas of strong participation. Combining this tool with trend filters, volume metrics, or price action confirmation (e.g., rejection wicks or engulfing patterns). This script does not generate automated entries/exits; it is a contextual mapping tool designed to highlight where meaningful imbalance likely originated and where reactions may occur. Notes Works on any symbol and timeframe available on TradingView. Most effective when combined with disciplined risk management and a defined trading plan. Provided for research, chart analysis, and backtesting. Disclaimer This tool is for educational and informational purposes only. It does not constitute financial advice or a recommendation to buy or sell any asset. Always perform your own analysis and manage risk appropriately.
Chỉ báo Pine Script®
của FintechFull
DAF VP Lite 「DAF Poker Model」🎁 Volume Profile Indicator – Provided for free by DAF Poker Model DAF VP Lite is a lightweight volume profile indicator that helps you identify key price levels where significant trading activity occurred. 📍 Core Features: • POC (Point of Control) – The price level with the highest volume • VAH/VAL (Value Area High/Low) – Boundaries of 70% of total volume • IB (Initial Balance) – Opening range reference 📊 Multi-Timeframe Support: Day / Week / Month / Quarter / Half-Year / Year ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎁 由 DAF Poker Model 免费提供的成交量分布指标 DAF VP Lite 是一款轻量级成交量分布指标，帮助你识别主力成交密集的关键价格区域。 📍 核心功能： • POC（成交量控制点）- 成交量最集中的价格 • VAH/VAL（价值区间）- 覆盖 70% 成交量的上下边界 • IB（初始平衡区间）- 开盘博弈区参考 📊 多周期支持： 天 / 周 / 月 / 季度 / 半年 / 年
Chỉ báo Pine Script®
của DAF_POKER_PLAYER