Volume Delta & Divergence (VDD) by CoryP1990 – Quant ToolkitVolume Delta & Divergence (VDD) visualizes directional order flow by tracking session-aware Cumulative Volume Delta (CVD) and highlighting structural mismatches between price pivots and CVD. It’s designed to catch persistent buying/selling pressure and to flag divergences where price moves without supporting order flow.
How it works
Per-bar delta: classify ticks as uptick or downtick using price change inside each bar; compute delta = uptickVol − downtickVol.
Cumulative Delta (CVD): sum delta across the session (optional continuous mode available).
Smooth: apply an EMA to the CVD (CVD-EMA) to reduce noise and reveal structural shifts.
Divergence detection: detect price pivots (left/right = X bars); sample the CVD-EMA at the exact pivot bars and compare the last two price pivots vs the corresponding CVD-EMA values.
Bear divergence: price makes a higher high while CVD-EMA makes a lower high → fading buy pressure at the top.
Bull divergence: price makes a lower low while CVD-EMA makes a higher low → improving buying pressure into the lows.
Markers: non-repainting pivot confirmation requirement (markers appear only after pivots are confirmed) and markers are placed on the actual pivot bar for clarity.
Visuals / legend
Teal line: CVD-EMA (smoothed cumulative delta). Rising → net buying pressure; falling → net selling pressure.
Red triangle (above): Bear divergence - price HH vs CVD LH.
Green triangle (below): Bull divergence - price LL vs CVD HL.
No background tint - VDD is a structural order flow tool (markers + CVD line only). Use the VWMA / trend overlays to provide directional context.
Use cases
Detect hidden exhaustion at highs (fade setups) and hidden accumulation at lows (bounce setups).
Confirm or invalidate momentum moves: price rising but CVD falling warns the move lacks order flow support.
Spot campaign-style pressure across a session (session reset) versus multi-day campaigns (disable reset).
Combine with VWMA(50) or higher-TF alignment to filter signals and increase quality.
Defaults
CVD EMA length = 34
Pivot left/right = 5
Reset CVD at session start = ON (recommended for intraday)
Show raw CVD = OFF
Marker size = small (use normal for screenshots)
Example — META (5m, 5-day view)
The 5-day time range 5-minute interval on META shows the pattern VDD is built for: a midday bear divergence (price ticks to a marginal high while the CVD-EMA flattens and then rolls lower) that precedes a multi-hour drift lower, and later bull divergences near intraday lows where the CVD-EMA prints higher lows as price prints lower lows, followed by constructive bounces. With resetSession=ON you can see these flows replay across sessions and judge whether a divergence is isolated or repeated (higher-quality).
Practical tips
Default demo: 5-minute chart on liquid names (META, AAPL, SPY) - lenEMA=34, pivot=5, resetSession=ON.
Scalp: 1m with shorter EMA (e.g., 13) and pivot=3.
Swing / campaign: 4H/Daily with resetSession=OFF and longer EMA (e.g., 89).
Filter with VWMA(50) and require above-average volume at the pivot region for higher-probability signals.
Use alerts (script exposes bear/bull alertconditions) to monitor divergences in real time.
Limitations / disclaimers
Markers are confirmation-based (non-repainting), i.e. they appear after the pivot completes, not as a predictive tick.
No single divergence equals a trade; combine with trend, volume, and risk management.
Part of the Quant Toolkit — transparent, open-source indicators for modern quantitative analysis. Built by CoryP1990.
Divergenz
Pivot Orderflow DeltaThis indicator analyzes order flow by calculating a continuous Cumulative Volume Profile Delta (CVPD). It plots this delta as a series of "delta candles" and identifies divergences and structural pivot levels.
Key Features:
Statistical Delta Engine: For each bar, the indicator builds a high-resolution volume profile on a lower 'Intra-Bar Timeframe'. It uses statistical models ('PDF' allocation) and advanced classifiers ('Dynamic' split) to determine the buy/sell pressure, which is then accumulated.
Cumulative Delta Candle Visualization: The indicator plots the continuous, accumulated delta as a series of candles, where for each bar:
Open: Is the cumulative delta value of the previous bar.
Close: Is the new total cumulative delta.
High/Low: Represent the peak/trough cumulative delta reached during that bar's formation.
Dynamic Pivot Baseline: The indicator plots a separate dynamic baseline ('Impulse Start') that adjusts when a new price pivot is confirmed.
When a price high forms, the baseline moves to the lower of its previous level or the peak delta (max of delta candle O/C) at the pivot.
When a price low forms, the baseline moves to the higher of its previous level or the trough delta (min of delta candle O/C) at the pivot.
Full Divergence Suite (Class A, B, C): A built-in divergence engine automatically detects and plots Regular (A), Hidden (B), and Exaggerated (C) divergences between price and the peak/trough of the delta candles (High/Low).
Detailed Pivot Confluence: The indicator plots distinct markers to differentiate between pivots occurring only on the price chart, only on the delta oscillator, or on both simultaneously.
Note on Confirmation (Lag): Divergence and pivot signals rely on a confirmation method. A pivot is only plotted after the Pivot Right Bars input has passed, which introduces an inherent lag.
Integrated Alerts: Includes 23 comprehensive alerts for:
The start and end of all 6 divergence types.
The detection of a new Impulse Start pivot.
Delta/volume agreement/disagreement.
Delta crossing the zero line.
The formation of price-only or delta-only pivots.
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Cumulative Volume Profile DeltaThis indicator calculates the Cumulative Volume Profile Delta (CVPD). It constructs a high-resolution volume profile for each bar using intra-bar data, then derives and accumulates the delta from that profile to show net buying/selling pressure.
Key Features:
Statistical Volume Profile Engine: For each bar, the indicator builds a high-resolution volume profile on a lower 'Intra-Bar Timeframe'. Instead of simple tick counting, it uses statistical models ('PDF' allocation) to distribute volume across price levels and advanced classifiers ('Dynamic' split) to determine the buy/sell pressure before accumulation.
Periodic Accumulation: The CVPD accumulation is anchored to a user-defined 'Anchor Timeframe' (e.g., daily, weekly). This cyclical reset allows to analyze the build-up of pressure within specific trading periods.
"Delta Candle" Visualization: The periodic CVPD is shown as a candle, where:
Open: The CVPD value at the start of the period (or zero).
High/Low: Represent the peak buying (CVD High) and selling (CVD Low) pressure within that period's profile.
Close: The final net delta value (CVD) for the period.
Dual CVD & Divergence Engine: The indicator calculates two CVPDs: a Periodic one (for plotting) and a Continuous one (non-resetting). The continuous line is used as a stable source for the built-in divergence engine (detecting Regular, Hidden, and Exaggerated).
Dynamic Divergence Plotting: Divergence markers are plotted relative to the periodic (candle) CVPD. They automatically adjust their vertical position after a reset to remain visually aligned with the plotted candles.
Note on Confirmation (Lag): Divergence signals rely on a pivot confirmation method to ensure they do not repaint.
The Start of a- divergence is only detected after the confirming pivot is fully formed (a delay based on Pivot Right Bars).
The End of a divergence is detected either instantly (if the signal is invalidated by price action) or with a delay (when a new, non-divergent pivot is confirmed).
Multi-Timeframe (MTF) Capability:
MTF Output: The entire analysis (Delta Candles, Divergences) can be calculated on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Divergence detection engine (pivDiv) is disabled if a Higher Timeframe (HTF) is selected.
Integrated Alerts: Includes 18 comprehensive alerts for:
The start and end of all 6 divergence types.
The periodic CVPD crossing the zero line.
Conditions of agreement or disagreement between the delta and the main bar's direction.
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.Example: crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Cumulative Volume DeltaThis Cumulative Volume Delta (CVD) indicator analyzes intra-bar volume dynamics. It introduces a periodic reset mechanism, anchoring the accumulation to a user-defined timeframe (e.g., daily, weekly) for cyclical analysis.
Key Features:
Dual CVD Calculation: The indicator computes two CVD values simultaneously:
Periodic CVD: Resets on the user-defined 'Anchor Timeframe'. This is plotted as "Delta Candles".
Continuous CVD: Accumulates volume continuously (non-resetting) and is used as the source for divergence detection.
Intra-Bar Delta Analysis: Uses a lower timeframe ('Intra-Bar Timeframe') to calculate buy/sell pressure based on the direction of the intra-bar candles.
"Delta Candle" Visualization: The periodic CVD is shown as a candle, where:
Open: The CVD value at the start of the period (or zero).
High/Low: Represent the peak buying (CVD High) and selling (CVD Low) pressure within that period.
Close: The final net delta value for that period.
Full Divergence Suite (Class A, B, C): A built-in engine automatically detects and plots Regular (A), Hidden (B), and Exaggerated (C) divergences between price and the continuous CVD line.
Dynamic Divergence Plotting: Divergence markers are plotted relative to the periodic (candle) CVD. They automatically adjust their vertical position after a reset to remain visually aligned with the plotted candles.
Note on Confirmation (Lag): Divergence signals rely on a pivot confirmation method to ensure they do not repaint.
The Start of a- divergence is only detected after the confirming pivot is fully formed (a delay based on Pivot Right Bars).
The End of a divergence is detected either instantly (if the signal is invalidated by price action) or with a delay (when a new, non-divergent pivot is confirmed).
Multi-Timeframe (MTF) Capability:
MTF Output: The entire dual-CVD analysis can be run on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Divergence detection engine (pivDiv) is disabled if a Higher Timeframe (HTF) is selected.
Integrated Alerts: Includes 18 comprehensive alerts for:
The start and end of all 6 divergence types.
The periodic CVD crossing the zero line.
Conditions of agreement or disagreement between the delta and the main bar's direction.
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Volume Weighted Price OscillatorThis indicator calculates the Percentage Price Oscillator (PPO), a momentum oscillator similar to the MACD. It displays the distance between two moving averages as a percentage, making it comparable across different assets. This implementation enhances the PPO with optional volume weighting and a built-in divergence engine.
Key Features:
Customizable MA & Volume Weighting: Both the fast and slow moving averages (and the signal line) can be customized using different MA types (e.g., EMA, SMA, WMA). An option (Volume weighted) applies volume weighting to all three MAs.
MACD-Style Display: Provides the three core components: the PPO line (momentum), a signal line (trigger), and a histogram (momentum acceleration). The histogram is color-coded to show increasing or decreasing momentum.
Full Divergence Suite (Class A, B, C): A built-in divergence engine automatically detects and plots all three major divergence classes between price and the PPO line:
Regular (A): Signals potential trend reversals.
Hidden (B): Signals potential trend continuations.
Exaggerated (C): Signals weakness at double tops/bottoms.
Divergence Filtering and Visualization:
Price Tolerance Filter: Divergence detection is enhanced with a percentage-based price tolerance (pivPrcTol) to filter out insignificant market noise.
Persistent Visualization: Divergence markers are plotted for the entire duration of the signal and are visually anchored to the PPO level of the confirming pivot.
Note on Confirmation (Lag): Divergence signals rely on a pivot confirmation method to ensure they do not repaint.
The Start of a- divergence is only detected after the confirming pivot is fully formed (a delay based on Pivot Right Bars).
The End of a divergence is detected either instantly (if the signal is invalidated by price action) or with a delay (when a new, non-divergent pivot is confirmed).
Multi-Timeframe (MTF) Capability:
MTF PPO Lines: The PPO, signal line, and histogram can be calculated on a higher timeframe, with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Divergence detection engine (pivDiv) is disabled if a timeframe other than the chart's timeframe is selected. Divergences are only calculated on the active chart timeframe.
Integrated Alerts: Includes 18 comprehensive alerts for:
The start and end of all 6 divergence types.
The PPO line crossing its signal line.
The PPO line crossing the zero line.
The histogram changing direction (reverting).
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Volume Weighted Stochastic RSIThis indicator calculates the Stochastic RSI, enhanced with optional Volume Weighting (VWStochRSI). It measures the level of a (Volume-Weighted) RSI relative to its high-low range over a set period, providing a sensitive momentum oscillator.
Key Features:
Volume-Weighted Core: The indicator is built on a Relative Strength Index (RSI) that can be optionally volume-weighted (Volume weighted).
Customizable Smoothing: The %K and %D lines are smoothed using a customizable moving average. The MA type (Smooth Method) can be selected (e.g., EMA, SMA, WMA) and will also be volume-weighted if the main Volume weighted option is enabled.
Full Divergence Suite (Class A, B, C): The primary feature is the integrated divergence engine. It automatically detects and plots all three major types of divergences:
Regular (A): Signals potential trend reversals.
Hidden (B): Signals potential trend continuations.
Exaggerated (C): Signals weakness at double tops/bottoms.
Divergence Filtering and Visualization:
Price Tolerance Filter: Divergence detection is enhanced with a percentage-based price tolerance (pivPrcTol) to filter out insignificant market noise.
Persistent Visualization: Divergence markers are plotted for the entire duration of the signal and are visually anchored to the %K line level of the confirming pivot.
Note on Confirmation (Lag): Divergence signals rely on a pivot confirmation method to ensure they do not repaint.
The Start of a- divergence is only detected after the confirming pivot is fully formed (a delay based on Pivot Right Bars).
The End of a divergence is detected either instantly (if the signal is invalidated by price action) or with a delay (when a new, non-divergent pivot is confirmed).
Multi-Timeframe (MTF) Capability:
MTF VWStochRSI Lines: The %K and %D lines can be calculated on a higher timeframe, with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Divergence detection engine (pivDiv) is disabled if a timeframe other than the chart's timeframe is selected. Divergences are only calculated on the active chart timeframe.
Integrated Alerts: Includes 20 comprehensive alerts for:
The start and end of all 6 divergence types.
The %K line crossing the %D line.
The %K line crossing the Overbought, Oversold, or 50-level lines.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Volume Weighted Relative Strength IndexThis indicator calculates the Relative Strength Index (RSI) and enhances it with optional volume weighting (VWRSI). It also includes a customizable signal line and a built-in divergence detection engine.
Key Features:
Volume-Weighted Calculation: An option (Volume weighted) allows for volume to be incorporated into the calculation of both the RSI itself and its moving average signal line, making the oscillator more sensitive to high-volume price changes.
Customizable Signal Line: Includes an optional moving average of the VWRSI, which serves as a signal line. The type of MA (Smooth Method) and its length can be customized.
Full Divergence Suite (Class A, B, C): The primary feature is the integrated divergence engine. It automatically detects and plots all three major types of divergences:
Regular (A): Signals potential trend reversals.
Hidden (B): Signals potential trend continuations.
Exaggerated (C): Signals weakness at double tops/bottoms.
Divergence Filtering and Visualization:
Price Tolerance Filter: Divergence detection is enhanced with a percentage-based price tolerance (pivPrcTol) to filter out insignificant market noise.
Persistent Visualization: Divergence markers are plotted for the entire duration of the signal and are visually anchored to the VWRSI level of the confirming pivot.
Note on Confirmation (Lag): Divergence signals rely on a pivot confirmation method to ensure they do not repaint.
The Start of a- divergence is only detected after the confirming pivot is fully formed (a delay based on Pivot Right Bars).
The End of a divergence is detected either instantly (if the signal is invalidated by price action) or with a delay (when a new, non-divergent pivot is confirmed).
Multi-Timeframe (MTF) Capability:
MTF VWRSI Line: The VWRSI and its signal line can be calculated on a higher timeframe, with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Divergence detection engine (pivDiv) is disabled if a timeframe other than the chart's timeframe is selected. Divergences are only calculated on the active chart timeframe.
Integrated Alerts: Includes 20 comprehensive alerts for:
The start and end of all 6 divergence types.
The VWRSI crossing its signal line.
The VWRSI crossing the Overbought, Oversold, or 50-level lines.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Relative Distance to Moving AverageThis indicator calculates the Relative Distance to a Moving Average (RDMA), a momentum oscillator that measures how overextended a price is from its moving average baseline. It expresses this distance as a percentage, oscillating around a zero line. High positive values may indicate overbought conditions, while large negative values may suggest oversold conditions.
Key Features:
Customizable MA Baseline: The oscillator's baseline is a moving average. Users can select from a wide range of MA types (e.g., EMA, SMA, WMA) and apply volume weighting (Volume weighted) for enhanced responsiveness.
Normalization (Geometric Average): Includes an optional 'Normalize' mode. When enabled, the indicator uses a Geometric Moving Average (GMA) as its baseline and measures the percentage distance from this compound growth average, making it suitable for exponential markets.
Full Divergence Suite (Class A, B, C): The indicator's primary feature is its integrated divergence engine. It automatically detects and plots all three major divergence classes between price and the RDMA:
Regular (A): Signals potential trend exhaustion and reversals.
Hidden (B): Signals potential trend continuations during pullbacks.
Exaggerated (C): Signals weakness at double tops/bottoms.
Divergence Filtering and Visualization:
Price Tolerance Filter: Divergence detection is enhanced with a percentage-based price tolerance (pivPrcTol) to filter out insignificant market noise.
Persistent Visualization: Divergence markers are plotted for the entire duration of the signal and are visually anchored to the RDMA level of the confirming pivot.
Note on Confirmation (Lag): Divergence signals rely on a pivot confirmation method to ensure they do not repaint.
The Start of a- divergence is only detected after the confirming pivot is fully formed (a delay based on Pivot Right Bars).
The End of a divergence is detected either instantly (if the signal is invalidated by price action) or with a delay (when a new, non-divergent pivot is confirmed).
Multi-Timeframe (MTF) Capability:
MTF RDMA Line: The RDMA oscillator itself can be calculated on a higher timeframe, with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Divergence detection engine (pivDiv) is disabled if a timeframe other than the chart's timeframe is selected. Divergences are only calculated on the active chart timeframe.
Integrated Alerts: Includes 14 comprehensive alerts for:
The start and end of all 6 divergence types.
The RDMA oscillator crossing the zero line.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Chaikin Money FlowThis indicator provides an implementation of the classic Chaikin Money Flow (CMF), a volume-weighted oscillator designed to measure money flow pressure. It is enhanced with a customizable signal line and a built-in divergence detection engine.
Key Features:
Full Divergence Suite (Class A, B, C): The primary feature is the integrated divergence engine. It automatically detects and plots all three major types of divergences:
Regular (A): Signals potential trend reversals.
Hidden (B): Signals potential trend continuations.
Exaggerated (C): Signals weakness at double tops/bottoms.
Divergence Filtering and Visualization:
Price Tolerance Filter: Divergence detection is enhanced with a percentage-based price tolerance (pivPrcTol) to filter out insignificant market noise, leading to more robust signals.
Persistent Visualization: Divergence markers are plotted for the entire duration of the signal and are visually anchored to the CMF level of the confirming pivot.
Customizable Signal Line: Includes an optional moving average of the CMF, which serves as a signal line. The type of MA (Signal Smoothing) and its length can be customized. This signal line can also be optionally volume-weighted (Volume weighted).
Note on Confirmation (Lag): Divergence signals rely on a pivot confirmation method to ensure they do not repaint.
The Start of a- divergence is only detected after the confirming pivot is fully formed (a delay based on Pivot Right Bars).
The End of a divergence is detected either instantly (if the signal is invalidated by price action) or with a delay (when a new, non-divergent pivot is confirmed).
Multi-Timeframe (MTF) Capability:
MTF CMF & Signal Lines: The CMF and its signal line can be calculated on a higher timeframe, with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Divergence detection engine (pivDiv) is disabled if a timeframe other than the chart's timeframe is selected. Divergences are only calculated on the active chart timeframe.
Integrated Alerts: Includes 16 comprehensive alerts for:
The start and end of all 6 divergence types.
The CMF crossing its signal line.
The CMF crossing the zero line.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Accumulation Distribution LineThis indicator provides an implementation of the classic Accumulation/Distribution Line (ADL). It enhances the standard indicator with a built-in divergence detection engine.
Key Features:
Full Divergence Suite (Class A, B, C): The primary feature is the integrated divergence engine. It automatically detects and plots all three major types of divergences:
Regular (A): Signals potential trend reversals.
Hidden (B): Signals potential trend continuations.
Exaggerated (C): Signals weakness at double tops/bottoms.
Divergence Filtering and Visualization:
Price Tolerance Filter: Divergence detection is enhanced with a percentage-based price tolerance (pivPrcTol) to filter out insignificant market noise, leading to more robust signals.
Persistent Visualization: Divergence markers are plotted for the entire duration of the signal and are visually anchored to the ADL level of the confirming pivot.
Note on Confirmation (Lag): Divergence signals rely on a pivot confirmation method to ensure they do not repaint.
The Start of a- divergence is only detected after the confirming pivot is fully formed (a delay based on Pivot Right Bars).
The End of a divergence is detected either instantly (if the signal is invalidated by price action) or with a delay (when a new, non-divergent pivot is confirmed).
Multi-Timeframe (MTF) Capability:
MTF ADL Line: The ADL line itself can be calculated on a higher timeframe, with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Divergence detection engine (pivDiv) is disabled if a timeframe other than the chart's timeframe is selected. Divergences are only calculated on the active chart timeframe.
Integrated Alerts: Includes 12 comprehensive alerts that trigger on the start and end of all 6 divergence types (e.g., "Regular Bullish Started", "Regular Bullish Ended").
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
On Balance VolumeThis indicator provides an implementation of the classic On Balance Volume (OBV) momentum indicator, enhanced with a built-in divergence detection engine.
Key Features:
Full Divergence Suite (Class A, B, C): The primary feature is the integrated divergence engine. It automatically detects and plots all three major types of divergences:
Regular (A): Signals potential trend reversals.
Hidden (B): Signals potential trend continuations.
Exaggerated (C): Signals weakness at double tops/bottoms.
Divergence Filtering and Visualization:
Price Tolerance Filter: Divergence detection is enhanced with a percentage-based price tolerance (pivPrcTol) to filter out insignificant market noise, leading to more robust signals.
Persistent Visualization: Divergence markers are plotted for the entire duration of the signal and are visually anchored to the OBV level of the confirming pivot.
Note on Confirmation (Lag): Divergence signals rely on a pivot confirmation method to ensure they do not repaint.
The Start of a- divergence is only detected after the confirming pivot is fully formed (a delay based on Pivot Right Bars).
The End of a divergence is detected either instantly (if the signal is invalidated by price action) or with a delay (when a new, non-divergent pivot is confirmed).
Multi-Timeframe (MTF) Capability:
MTF OBV Line: The OBV line itself can be calculated on a higher timeframe, with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Divergence detection engine (pivDiv) is disabled if a timeframe other than the chart's timeframe is selected. Divergences are only calculated on the active chart timeframe.
Integrated Alerts: Includes 12 comprehensive alerts that trigger on the start and end of all 6 divergence types (e.g., "Regular Bullish Started", "Regular Bullish Ended").
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
LibPvotLibrary "LibPvot"
This is a library for advanced technical analysis, specializing
in two core areas: the detection of price-oscillator
divergences and the analysis of market structure. It provides
a back-end engine for signal detection and a toolkit for
indicator plotting.
Key Features:
1. **Complete Divergence Suite (Class A, B, C):** The engine detects
all three major types of divergences, providing a full spectrum of
analytical signals:
- **Regular (A):** For potential trend reversals.
- **Hidden (B):** For potential trend continuations.
- **Exaggerated (C):** For identifying weakness at double tops/bottoms.
2. **Advanced Signal Filtering:** The detection logic uses a
percentage-based price tolerance (`prcTol`). This feature
enables the practical detection of Exaggerated divergences
(which rarely occur at the exact same price) and creates a
"dead zone" to filter insignificant noise from triggering
Regular divergences.
3. **Pivot Synchronization:** A bar tolerance (`barTol`) is used
to reliably match price and oscillator pivots that do not
align perfectly on the same bar, preventing missed signals.
4. **Signal Invalidation Logic:** Features two built-in invalidation
rules:
- An optional `invalidate` parameter automatically terminates
active divergences if the price or the oscillator breaks
the level of the confirming pivot.
- The engine also discards 'half-pivots' (e.g., a price pivot)
if a corresponding oscillator pivot does not appear within
the `barTol` window.
5. **Stateful Plotting Helpers:** Provides helper functions
(`bullDivPos` and `bearDivPos`) that abstract away the
state management issues of visualizing persistent signals.
They generate gap-free, accurately anchored data series
ready to be used in `plotshape` functions, simplifying
indicator-side code.
6. **Rich Data Output:** The core detection functions (`bullDiv`, `bearDiv`)
return a comprehensive 9-field data tuple. This includes the
boolean flags for each divergence type and the precise
coordinates (price, oscillator value, bar index) of both the
starting and the confirming pivots.
7. **Market Structure & Trend Analysis:** Includes a
`marketStructure` function to automatically identify pivot
highs/lows, classify their relationship (HH, LH, LL, HL),
detect structure breaks, and determine the current trend
state (Up, Down, Neutral) based on pivot sequences.
---
**DISCLAIMER**
This library is provided "AS IS" and for informational and
educational purposes only. It does not constitute financial,
investment, or trading advice.
The author assumes no liability for any errors, inaccuracies,
or omissions in the code. Using this library to build
trading indicators or strategies is entirely at your own risk.
As a developer using this library, you are solely responsible
for the rigorous testing, validation, and performance of any
scripts you create based on these functions. The author shall
not be held liable for any financial losses incurred directly
or indirectly from the use of this library or any scripts
derived from it.
bullDiv(priceSrc, oscSrc, leftLen, rightLen, depth, barTol, prcTol, persist, invalidate)
Detects bullish divergences (Regular, Hidden, Exaggerated) based on pivot lows.
Parameters:
priceSrc (float) : series float Price series to check for pivots (e.g., `low`).
oscSrc (float) : series float Oscillator series to check for pivots.
leftLen (int) : series int Number of bars to the left of a pivot (default 5).
rightLen (int) : series int Number of bars to the right of a pivot (default 5).
depth (int) : series int Maximum number of stored pivot pairs to check against (default 2).
barTol (int) : series int Maximum bar distance allowed between the price pivot and the oscillator pivot (default 3).
prcTol (float) : series float The percentage tolerance for comparing pivot prices. Used to detect Exaggerated
divergences and filter out market noise (default 0.05%).
persist (bool) : series bool If `true` (default), the divergence flag stays active for the entire duration of the signal.
If `false`, it returns a single-bar pulse on detection.
invalidate (bool) : series bool If `true` (default), terminates an active divergence if price or oscillator break
below the confirming pivot low.
Returns: A tuple containing comprehensive data for a detected bullish divergence.
regBull series bool `true` if a Regular bullish divergence (Class A) is active.
hidBull series bool `true` if a Hidden bullish divergence (Class B) is active.
exgBull series bool `true` if an Exaggerated bullish divergence (Class C) is active.
initPivotPrc series float Price value of the initial (older) pivot low.
initPivotOsz series float Oscillator value of the initial pivot low.
initPivotBar series int Bar index of the initial pivot low.
lastPivotPrc series float Price value of the last (confirming) pivot low.
lastPivotOsz series float Oscillator value of the last pivot low.
lastPivotBar series int Bar index of the last pivot low.
bearDiv(priceSrc, oscSrc, leftLen, rightLen, depth, barTol, prcTol, persist, invalidate)
Detects bearish divergences (Regular, Hidden, Exaggerated) based on pivot highs.
Parameters:
priceSrc (float) : series float Price series to check for pivots (e.g., `high`).
oscSrc (float) : series float Oscillator series to check for pivots.
leftLen (int) : series int Number of bars to the left of a pivot (default 5).
rightLen (int) : series int Number of bars to the right of a pivot (default 5).
depth (int) : series int Maximum number of stored pivot pairs to check against (default 2).
barTol (int) : series int Maximum bar distance allowed between the price pivot and the oscillator pivot (default 3).
prcTol (float) : series float The percentage tolerance for comparing pivot prices. Used to detect Exaggerated
divergences and filter out market noise (default 0.05%).
persist (bool) : series bool If `true` (default), the divergence flag stays active for the entire duration of the signal.
If `false`, it returns a single-bar pulse on detection.
invalidate (bool) : series bool If `true` (default), terminates an active divergence if price or oscillator break
above the confirming pivot high.
Returns: A tuple containing comprehensive data for a detected bearish divergence.
regBear series bool `true` if a Regular bearish divergence (Class A) is active.
hidBear series bool `true` if a Hidden bearish divergence (Class B) is active.
exgBear series bool `true` if an Exaggerated bearish divergence (Class C) is active.
initPivotPrc series float Price value of the initial (older) pivot high.
initPivotOsz series float Oscillator value of the initial pivot high.
initPivotBar series int Bar index of the initial pivot high.
lastPivotPrc series float Price value of the last (confirming) pivot high.
lastPivotOsz series float Oscillator value of the last pivot high.
lastPivotBar series int Bar index of the last pivot high.
bullDivPos(regBull, hidBull, exgBull, rightLen, yPos)
Calculates the plottable data series for bullish divergences. It manages
the complex state of a persistent signal's plotting window to ensure
gap-free and accurately anchored visualization.
Parameters:
regBull (bool) : series bool The regular bullish divergence flag from `bullDiv`.
hidBull (bool) : series bool The hidden bullish divergence flag from `bullDiv`.
exgBull (bool) : series bool The exaggerated bullish divergence flag from `bullDiv`.
rightLen (int) : series int The same `rightLen` value used in `bullDiv` for correct timing.
yPos (float) : series float The series providing the base Y-coordinate for the shapes (e.g., `low`).
Returns: A tuple of three `series float` for plotting bullish divergences.
regBullPosY series float Contains the static anchor Y-value for Regular divergences where a shape should be plotted; `na` otherwise.
hidBullPosY series float Contains the static anchor Y-value for Hidden divergences where a shape should be plotted; `na` otherwise.
exgBullPosY series float Contains the static anchor Y-value for Exaggerated divergences where a shape should be plotted; `na` otherwise.
bearDivPos(regBear, hidBear, exgBear, rightLen, yPos)
Calculates the plottable data series for bearish divergences. It manages
the complex state of a persistent signal's plotting window to ensure
gap-free and accurately anchored visualization.
Parameters:
regBear (bool) : series bool The regular bearish divergence flag from `bearDiv`.
hidBear (bool) : series bool The hidden bearish divergence flag from `bearDiv`.
exgBear (bool) : series bool The exaggerated bearish divergence flag from `bearDiv`.
rightLen (int) : series int The same `rightLen` value used in `bearDiv` for correct timing.
yPos (float) : series float The series providing the base Y-coordinate for the shapes (e.g., `high`).
Returns: A tuple of three `series float` for plotting bearish divergences.
regBearPosY series float Contains the static anchor Y-value for Regular divergences where a shape should be plotted; `na` otherwise.
hidBearPosY series float Contains the static anchor Y-value for Hidden divergences where a shape should be plotted; `na` otherwise.
exgBearPosY series float Contains the static anchor Y-value for Exaggerated divergences where a shape should be plotted; `na` otherwise.
marketStructure(highSrc, lowSrc, leftLen, rightLen, srcTol)
Analyzes the market structure by identifying pivot points, classifying
their sequence (e.g., Higher Highs, Lower Lows), and determining the
prevailing trend state.
Parameters:
highSrc (float) : series float Price series for pivot high detection (e.g., `high`).
lowSrc (float) : series float Price series for pivot low detection (e.g., `low`).
leftLen (int) : series int Number of bars to the left of a pivot (default 5).
rightLen (int) : series int Number of bars to the right of a pivot (default 5).
srcTol (float) : series float Percentage tolerance to consider two pivots as 'equal' (default 0.05%).
Returns: A tuple containing detailed market structure information.
pivType series PivType The type of the most recently formed pivot (e.g., `hh`, `ll`).
lastPivHi series float The price level of the last confirmed pivot high.
lastPivLo series float The price level of the last confirmed pivot low.
lastPiv series float The price level of the last confirmed pivot (either high or low).
pivHiBroken series bool `true` if the price has broken above the last pivot high.
pivLoBroken series bool `true` if the price has broken below the last pivot low.
trendState series TrendState The current trend state (`up`, `down`, or `neutral`).
CCI [Hash Adaptive]Adaptive CCI Pro: Professional Technical Analysis Indicator
The Commodity Channel Index is a momentum oscillator developed by Donald Lambert in 1980. CCI measures the relationship between an asset's price and its statistical average, identifying cyclical turns and overbought/oversold conditions. The indicator oscillates around zero, with values above +100 indicating overbought conditions and values below -100 suggesting oversold conditions.
Standard CCI Formula: (Typical Price - Moving Average) / (0.015 × Mean Deviation)
This indicator transforms the traditional CCI into a sophisticated visual analysis tool through several key enhancements:
Implements dual exponential moving average smoothing to eliminate market noise
Preserves signal integrity while reducing false signals
Adaptive smoothing responds to market volatility conditions
Dynamic Color Visualization System
Continuous gradient transitions from red (bearish momentum) to green (bullish momentum)
Real-time color intensity reflects momentum strength
Eliminates discrete color jumps for fluid visual interpretation
Adaptive Intelligence Features
Dynamic overbought/oversold thresholds adapt to market conditions
Reduces false signals during high volatility periods
Maintains sensitivity during low volatility environments
Momentum Vector Analysis
Incorporates velocity calculations for early trend identification
Crossover detection with momentum confirmation
Advanced signal filtering reduces market noise
Extreme Level Analysis
Values above +100: Strong overbought conditions, potential reversal zones
Values below -100: Strong oversold conditions, potential buying opportunities
Zero-line crossovers: Momentum shift confirmation
Optimization Parameters
CCI Period (Default: 14)
Shorter periods (10-12): Increased sensitivity, more signals
Standard periods (14-20): Balanced responsiveness and reliability
Longer periods (21-30): Reduced noise, stronger signal confirmation
Smoothing Factor (Default: 5)
Lower values (1-3): Maximum responsiveness, suitable for scalping
Medium values (4-6): Balanced approach for swing trading
Higher values (7-10): Institutional-grade smoothness for position trading
Signal Sensitivity (Default: 6)
Conservative (7-10): High-probability signals, reduced frequency
Balanced (5-6): Optimal risk-reward ratio
Aggressive (1-4): Maximum signal generation, requires additional confirmation
Strategic Implementation
Oversold reversals in red zones with momentum confirmation
Zero-line breaks with sustained color transitions
Extreme readings followed by momentum divergence
Risk Management
Use extreme levels (+100/-100) for position sizing decisions
Monitor color intensity for momentum strength assessment
Combine with price action analysis for comprehensive market view
Market Context Application
Trending markets: Focus on momentum direction and extreme readings
Range-bound markets: Utilize overbought/oversold levels for mean reversion
Volatile markets: Increase smoothing parameters and signal sensitivity
Professional Advantages
Instantaneous momentum assessment through color visualization
Reduced cognitive load compared to traditional oscillators
Professional presentation suitable for client reporting
Adaptive Technology
Self-adjusting parameters reduce manual optimization requirements
Consistent performance across varying market conditions
Advanced mathematics eliminate common CCI limitations
The Adaptive CCI Pro represents the evolution of momentum analysis, combining Lambert's foundational CCI concept with modern computational techniques to deliver institutional-grade market intelligence through an intuitive visual interface.
Mean Reversion Oscillator [Alpha Extract]An advanced composite oscillator system specifically designed to identify extreme market conditions and high-probability mean reversion opportunities, combining five proven oscillators into a single, powerful analytical framework.
By integrating multiple momentum and volume-based indicators with sophisticated extreme level detection, this oscillator provides precise entry signals for contrarian trading strategies while filtering out false reversals through momentum confirmation.
🔶 Multi-Oscillator Composite Framework
Utilizes a comprehensive approach that combines Bollinger %B, RSI, Stochastic, Money Flow Index, and Williams %R into a unified composite score. This multi-dimensional analysis ensures robust signal generation by capturing different aspects of market extremes and momentum shifts.
// Weighted composite (equal weights)
normalized_bb = bb_percent
normalized_rsi = rsi
normalized_stoch = stoch_d_val
normalized_mfi = mfi
normalized_williams = williams_r
composite_raw = (normalized_bb + normalized_rsi + normalized_stoch + normalized_mfi + normalized_williams) / 5
composite = ta.sma(composite_raw, composite_smooth)
🔶 Advanced Extreme Level Detection
Features a sophisticated dual-threshold system that distinguishes between moderate and extreme market conditions. This hierarchical approach allows traders to identify varying degrees of mean reversion potential, from moderate oversold/overbought conditions to extreme levels that demand immediate attention.
🔶 Momentum Confirmation System
Incorporates a specialized momentum histogram that confirms mean reversion signals by analyzing the rate of change in the composite oscillator. This prevents premature entries during strong trending conditions while highlighting genuine reversal opportunities.
// Oscillator momentum (rate of change)
osc_momentum = ta.mom(composite, 5)
histogram = osc_momentum
// Momentum confirmation
momentum_bullish = histogram > histogram
momentum_bearish = histogram < histogram
// Confirmed signals
confirmed_bullish = bullish_entry and momentum_bullish
confirmed_bearish = bearish_entry and momentum_bearish
🔶 Dynamic Visual Intelligence
The oscillator line adapts its color intensity based on proximity to extreme levels, providing instant visual feedback about market conditions. Background shading creates clear zones that highlight when markets enter moderate or extreme territories.
🔶 Intelligent Signal Generation
Generates precise entry signals only when the composite oscillator crosses extreme thresholds with momentum confirmation. This dual-confirmation approach significantly reduces false signals while maintaining sensitivity to genuine mean reversion opportunities.
How It Works
🔶 Composite Score Calculation
The indicator simultaneously tracks five different oscillators, each normalized to a 0-100 scale, then combines them into a smoothed composite score. This approach eliminates the noise inherent in single-oscillator analysis while capturing the consensus view of multiple momentum indicators.
// Mean reversion entry signals
bullish_entry = ta.crossover(composite, 100 - extreme_level) and composite < (100 - extreme_level)
bearish_entry = ta.crossunder(composite, extreme_level) and composite > extreme_level
// Bollinger %B calculation
bb_basis = ta.sma(src, bb_length)
bb_dev = bb_mult * ta.stdev(src, bb_length)
bb_percent = (src - bb_lower) / (bb_upper - bb_lower) * 100
🔶 Extreme Zone Identification
The system automatically identifies when markets reach statistically significant extreme levels, both moderate (65/35) and extreme (80/20). These zones represent areas where mean reversion has the highest probability of success based on historical market behavior.
🔶 Momentum Histogram Analysis
A specialized momentum histogram tracks the velocity of oscillator changes, helping traders distinguish between healthy corrections and potential trend reversals. The histogram's color-coded display makes momentum shifts immediately apparent.
🔶 Divergence Detection Framework
Built-in divergence analysis identifies situations where price and oscillator movements diverge, often signaling impending reversals. Diamond-shaped markers highlight these critical divergence patterns for enhanced pattern recognition.
🔶 Real-Time Information Dashboard
An integrated information table provides instant access to current oscillator readings, market status, and individual component values. This dashboard eliminates the need to manually check multiple indicators while trading.
🔶 Individual Component Display
Optional display of individual oscillator components allows traders to understand which specific indicators are driving the composite signal. This transparency enables more informed decision-making and deeper market analysis.
🔶 Adaptive Background Coloring
Intelligent background shading automatically adjusts based on market conditions, creating visual zones that correspond to different levels of mean reversion potential. The subtle color gradations make pattern recognition effortless.
1D
3D
🔶 Comprehensive Alert System
Multi-tier alert system covers confirmed entry signals, divergence patterns, and extreme level breaches. Each alert type provides specific context about the detected condition, enabling traders to respond appropriately to different signal strengths.
🔶 Customizable Threshold Management
Fully adjustable extreme and moderate levels allow traders to fine-tune the indicator's sensitivity to match different market volatilities and trading timeframes. This flexibility ensures optimal performance across various market conditions.
🔶 Why Choose AE - Mean Reversion Oscillator?
This indicator provides the most comprehensive approach to mean reversion trading by combining multiple proven oscillators with advanced confirmation mechanisms. By offering clear visual hierarchies for different extreme levels and requiring momentum confirmation for signals, it empowers traders to identify high-probability contrarian opportunities while avoiding false reversals. The sophisticated composite methodology ensures that signals are both statistically significant and practically actionable, making it an essential tool for traders focused on mean reversion strategies across all market conditions.
Divergences + Alerts (ANY Indicator)📊 Divergences + Alerts (ANY Indicator)
This versatile indicator detects four types of divergences between price action and an oscillator:
Buyer Exhaustion
Buyer Absorption
Seller Exhaustion
Seller Absorption
Each divergence type is automatically identified and visually marked on the chart with colored lines. The indicator also includes built-in alert conditions for all four divergence types, allowing traders to receive real-time notifications when potential reversal signals occur.
By default, the oscillator is a candle-style visualization of the Money Flow Index (MFI), enhanced with volatility filtering via a VWMA-based ATR. However, users can replace the default MFI oscillator with any external source using the “Plug External Source” input, enabling full customization and compatibility with other indicators.
Key features:
🔍 Detects both exhaustion and absorption divergences
🔔 Alerts for each divergence type
🕯️ Candle-style oscillator visualization
🔌 Optional input for external indicator sources
⚙️ ATR-based filtering for precision
Ideal for traders seeking to spot early signs of trend reversals or momentum shifts with customizable flexibility.
Bollinger Band ToolkitBollinger Band Toolkit
An advanced, adaptive Bollinger Band system for traders who want more context, precision, and edge.
This indicator expands on the classic Bollinger Bands by combining statistical and volatility-based methods with modern divergence and squeeze detection tools. It helps identify volatility regimes, potential breakouts, and early momentum shifts — all within one clean overlay.
🔹 Core Features
1. Adaptive Bollinger Bands (σ + ATR)
Classic 20-period bands enhanced with an ATR-based volatility adjustment, making them more responsive to true market movement rather than just price variance.
Reduces “overreacting” during chop and avoids bands collapsing too tightly during trends.
2. %B & RSI Divergence Detection
🟢 Green dots: Positive %B divergence — price makes a lower low, but %B doesn’t confirm (bullish).
🔴 Red dots: Negative %B divergence — price makes a higher high, but %B doesn’t confirm (bearish).
✚ Red/green crosses: RSI divergence confirmation — momentum fails to confirm the price’s new extreme.
These signals highlight potential reversal or slowdown zones that are often invisible to the naked eye.
3. Bollinger Band Squeeze (with Volume Filter)
Yellow squares (■) show periods when Bollinger Bands are at their narrowest relative to recent history.
Volume confirmation ensures the squeeze only triggers when both volatility and participation contract.
Often marks the “calm before the storm” — breakout potential zones.
4. Multi-Timeframe Breakout Markers
Optionally displays breakouts from higher or lower timeframes using different colors/symbols.
Lets you see when a higher timeframe band break aligns with your current chart — a strong trend continuation signal.
5. Dual- and Triple-Band Visualization (±1σ, ±2σ, ±3σ)
Optional inner (±1σ) and outer (±3σ) bands provide a layered volatility map:
Price holding between ±1σ → stable range / mean-reverting behavior
Price riding near ±2σ → trending phase, sustained momentum
Price touching or exceeding ±3σ → volatility expansion or exhaustion zone
This triple-band layout visually distinguishes normal movement from statistical extremes, helping you read when the market is balanced, expanding, or approaching its limits.
⚙️ Inputs & Customization
Choose band type (SMA/EMA/SMMA/WMA/VWMA)
Adjust deviation multiplier (σ) and ATR multiplier
Toggle individual features (divergence dots, squeeze markers, inner bands, etc.)
Multi-timeframe and colour controls for advanced users
🧠 How to Use
Watch for squeeze markers followed by a breakout bar beyond ±2σ → volatility expansion signal.
Combine divergence dots with RSI or price structure to anticipate slowdowns or reversals.
Confirm direction using multi-timeframe breakouts and volume expansion.
💬 Why It Works
This toolkit transforms qualitative chart reading (tight bands, hidden divergence) into quantitative, testable conditions — giving you objective insights that can be backtested, coded, or simply trusted in live setups.
RSI Cloud v1.0 [PriceBlance] RSI Cloud v1.0 — Ichimoku-style Cloud on RSI(14), not on price.
Recalibrated baselines: EMA9 (Tenkan) for speed, WMA45 (Kijun) for stability.
Plus ADX-on-RSI to grade strength so you know when momentum persists or fades.
1. Introduction
RSI Cloud v1.0 applies an Ichimoku Cloud directly on RSI(14) to reveal momentum regimes earlier and cleaner than price-based views. We replaced Tenkan with EMA9 (faster, more responsive) and Kijun with WMA45 (slower, more stable) to fit a bounded oscillator (0–100). Forward spans (+26) and a lagging line (−26) provide a clear framework for trend bias and transitions.
To qualify signals, the indicator adds ADX computed on RSI—highlighting whether strength is weak, strong, or very strong, so you can decide when to follow, fade, or stand aside.
2. Core Mapping (Hook + Bullets)
At a glance: Ichimoku on RSI(14) with recalibrated baselines for a bounded oscillator.
Source: RSI(14)
Tenkan → EMA9(RSI) (fast, responsive)
Kijun → WMA45(RSI) (slow, stable)
Span A: classic Ichimoku midline, displaced +26
Span B: classic Ichimoku baseline, displaced +26
Lagging line: RSI shifted −26
3. Key Benefits (Why traders care)
Momentum regimes on RSI: position vs. Cloud = bull / bear / transition at a glance.
Cleaner confirmations: EMA9/WMA45 pairing cuts noise vs. raw 30/70 flips.
Earlier warnings: Cloud breaks on RSI often lead price-based confirmations.
4. ADX on RSI (Enhanced Strength Normalization)
Grade strength inside the RSI domain using ADX from ΔRSI:
ADX ≤ 20 → Weak (transparency = 60)
ADX ≤ 40 → Strong (transparency = 15)
ADX > 40 → Very strong (transparency = 0)
Use these tiers to decide when to trust, fade, or ignore a signal.
5. How to Read (Quick rules)
Bias / Regime
Bullish: RSI above Cloud and RSI > WMA45
Bearish: RSI below Cloud and RSI < WMA45
Neutral / Transition: all other cases
6. Settings (Copy & use)
RSI Length: 14 (default)
Tenkan: EMA9 on RSI · Kijun: WMA45 on RSI
Displacement: +26 (Span A/B) · −26 (Lagging)
Theme: PriceBlance Dark/Light
Visibility toggles: Cloud, Baselines, Lagging, labels/panel, Overbought/Oversold, Divergence, ADX-on-RSI (via transparency coloring)
7. Credits & License
Author/Brand: PriceBlance
Version: v1.0 (Free)
Watermark: PriceBlance • RSI Cloud v1.0
Disclaimer: Educational content; not financial advice.
8. CTA
If this helps, please ⭐ Star and Follow for updates & new tools.
Feedback is welcome—comment what you’d like added next (alerts, presets, visuals).
Extreme Pressure Zones Indicator (EPZ) [BullByte]Extreme Pressure Zones Indicator(EPZ)
The Extreme Pressure Zones (EPZ) Indicator is a proprietary market analysis tool designed to highlight potential overbought and oversold "pressure zones" in any financial chart. It does this by combining several unique measurements of price action and volume into a single, bounded oscillator (0–100). Unlike simple momentum or volatility indicators, EPZ captures multiple facets of market pressure: price rejection, trend momentum, supply/demand imbalance, and institutional (smart money) flow. This is not a random mashup of generic indicators; each component was chosen and weighted to reveal extreme market conditions that often precede reversals or strong continuations.
What it is?
EPZ estimates buying/selling pressure and highlights potential extreme zones with a single, bounded 0–100 oscillator built from four normalized components. Context-aware weighting adapts to volatility, trendiness, and relative volume. Visual tools include adaptive thresholds, confirmed-on-close extremes, divergence, an MTF dashboard, and optional gradient candles.
Purpose and originality (not a mashup)
Purpose: Identify when pressure is building or reaching potential extremes while filtering noise across regimes and symbols.
Originality: EPZ integrates price rejection, momentum cascade, pressure distribution, and smart money flow into one bounded scale with context-aware weighting. It is not a cosmetic mashup of public indicators.
Why a trader might use EPZ
EPZ provides a multi-dimensional gauge of market extremes that standalone indicators may miss. Traders might use it to:
Spot Reversals: When EPZ enters an "Extreme High" zone (high red), it implies selling pressure might soon dominate. This can hint at a topside reversal or at least a pause in rallies. Conversely, "Extreme Low" (green) can highlight bottom-fish opportunities. The indicator's divergence module (optional) also finds hidden bullish/bearish divergences between price and EPZ, a clue that price momentum is weakening.
Measure Momentum Shifts: Because EPZ blends momentum and volume, it reacts faster than many single metrics. A rising MPO indicates building bullish pressure, while a falling MPO shows increasing bearish pressure. Traders can use this like a refined RSI: above 50 means bullish bias, below 50 means bearish bias, but with context provided by the thresholds.
Filter Trades: In trend-following systems, one could require EPZ to be in the bullish (green) zone before taking longs, or avoid new trades when EPZ is extreme. In mean-reversion systems, one might specifically look to fade extremes flagged by EPZ.
Multi-Timeframe Confirmation: The dashboard can fetch a higher timeframe EPZ value. For example, you might trade a 15-minute chart only when the 60-minute EPZ agrees on pressure direction.
Components and how they're combined
Rejection (PRV) – Captures price rejection based on candle wicks and volume (see Price Rejection Volume).
Momentum Cascade (MCD) – Blends multiple momentum periods (3,5,8,13) into a normalized momentum score.
Pressure Distribution (PDI) – Measures net buy/sell pressure by comparing volume on up vs down candles.
Smart Money Flow (SMF) – An adaptation of money flow index that emphasizes unusual volume spikes.
Each of these components produces a 0–100 value (higher means more bullish pressure). They are then weighted and averaged into the final Market Pressure Oscillator (MPO), which is smoothed and scaled. By combining these four views, EPZ stands out as a comprehensive pressure gauge – the whole is greater than the sum of parts
Context-aware weighting:
Higher volatility → more PRV weight
Trendiness up (RSI of ATR > 25) → more MCD weight
Relative volume > 1.2x → more PDI weight
SMF holds a stable weight
The weighted average is smoothed and scaled into MPO ∈ with 50 as the neutral midline.
What makes EPZ stand out
Four orthogonal inputs (price action, momentum, pressure, flow) unified in a single bounded oscillator with consistent thresholds.
Adaptive thresholds (optional) plus robust extreme detection that also triggers on crossovers, so static thresholds work reliably too.
Confirm Extremes on Bar Close (default ON): dots/arrows/labels/alerts print on closed bars to avoid repaint confusion.
Clean dashboard, divergence tools, pre-alerts, and optional on-price gradients. Visual 3D layering uses offsets for depth only,no lookahead.
Recommended markets and timeframes
Best: liquid symbols (index futures, large-cap equities, major FX, BTC/ETH).
Timeframes: 5–15m (more signals; consider higher thresholds), 1H–4H (balanced), 1D (clear regimes).
Use caution on illiquid or very low TFs where wick/volume geometry is erratic.
Logic and thresholds
MPO ∈ ; 50 = neutral. Above 50 = bullish pressure; below 50 = bearish.
Static thresholds (defaults): thrHigh = 70, thrLow = 30; warning bands 5 pts inside extremes (65/35).
Adaptive thresholds (optional):
thrHigh = min(BaseHigh + 5, mean(MPO,100) + stdev(MPO,100) × ExtremeSensitivity)
thrLow = max(BaseLow − 5, mean(MPO,100) − stdev(MPO,100) × ExtremeSensitivity)
Extreme detection
High: MPO ≥ thrHigh with peak/slope or crossover filter.
Low: MPO ≤ thrLow with trough/slope or crossover filter.
Cooldown: 5 bars (default). A new extreme will not print until the cooldown elapses, even if MPO re-enters the zone.
Confirmation
"Confirm Extremes on Bar Close" (default ON) gates extreme markers, pre-alerts, and alerts to closed bars (non-repainting).
Divergences
Pivot-based bullish/bearish divergence; tags appear only after left/right bars elapse (lookbackPivot).
MTF
HTF MPO retrieved with lookahead_off; values can update intrabar and finalize at HTF close. This is disclosed and expected.
Inputs and defaults (key ones)
Core: Sensitivity=1.0; Analysis Period=14; Smoothing=3; Adaptive Thresholds=OFF.
Extremes: Base High=70, Base Low=30; Extreme Sensitivity=1.5; Confirm Extremes on Bar Close=ON; Cooldown=5; Dot size Small/Tiny.
Visuals: Heatmap ON; 3D depth optional; Strength bars ON; Pre-alerts OFF; Divergences ON with tags ON; Gradient candles OFF; Glow ON.
Dashboard: ON; Position=Top Right; Size=Normal; MTF ON; HTF=60m; compact overlay table on price chart.
Advanced caps: Max Oscillator Labels=80; Max Extreme Guide Lines=80; Divergence objects=60.
Dashboard: what each element means
Header: EPZ ANALYSIS.
Large readout: Current MPO; color reflects state (extreme, approaching, or neutral).
Status badge: "Extreme High/Low", "Approaching High/Low", "Bullish/Neutral/Bearish".
HTF cell (when MTF ON): Higher-timeframe MPO, color-coded vs extremes; updates intrabar, settles at HTF close.
Predicted (when MTF OFF): Simple MPO extrapolation using momentum/acceleration—illustrative only.
Thresholds: Current thrHigh/thrLow (static or adaptive).
Components: ASCII bars + values for PRV, MCD, PDI, SMF.
Market metrics: Volume Ratio (x) and ATR% of price.
Strength: Bar indicator of |MPO − 50| × 2.
Confidence: Heuristic gauge (100 in extremes, 70 in warnings, 50 with divergence, else |MPO − 50|). Convenience only, not probability.
How to read the oscillator
MPO Value (0–100): A reading of 50 is neutral. Values above ~55 are increasingly bullish (green), while below ~45 are increasingly bearish (red). Think of these as "market pressure".
Extreme Zones: When MPO climbs into the bright orange/red area (above the base-high line, default 70), the chart will display a dot and downward arrow marking that extreme. Traders often treat this as a sign to tighten stops or look for shorts. Similarly, a bright green dot/up-arrow appears when MPO falls below the base-low (30), hinting at a bullish setup.
Heatmap/Candles: If "Pressure Heatmap" is enabled, the background of the oscillator pane will fade green or red depending on MPO. Users can optionally color the price candles by MPO value (gradient candles) to see these extremes on the main chart.
Prediction Zone(optional): A dashed projection line extends the MPO forward by a small number of bars (prediction_bars) using current MPO momentum and acceleration. This is a heuristic extrapolation best used for short horizons (1–5 bars) to anticipate whether MPO may touch a warning or extreme zone. It is provisional and becomes less reliable with longer projection lengths — always confirm predicted moves with bar-close MPO and HTF context before acting.
Divergences: When price makes a higher high but EPZ makes a lower high (bearish divergence), the indicator can draw dotted lines and a "Bear Div" tag. The opposite (lower low price, higher EPZ) gives "Bull Div". These signals confirm waning momentum at extremes.
Zones: Warning bands near extremes; Extreme zones beyond thresholds.
Crossovers: MPO rising through 35 suggests easing downside pressure; falling through 65 suggests waning upside pressure.
Dots/arrows: Extreme markers appear on closed bars when confirmation is ON and respect the 5-bar cooldown.
Pre-alert dots (optional): Proximity cues in warning zones; also gated to bar close when confirmation is ON.
Histogram: Distance from neutral (50); highlights strengthening or weakening pressure.
Divergence tags: "Bear Div" = higher price high with lower MPO high; "Bull Div" = lower price low with higher MPO low.
Pressure Heatmap : Layered gradient background that visually highlights pressure strength across the MPO scale; adjustable intensity and optional zone overlays (warning / extreme) for quick visual scanning.
A typical reading: If the oscillator is rising from neutral towards the high zone (green→orange→red), the chart may see strong buying culminating in a stall. If it then turns down from the extreme, that peak EPZ dot signals sell pressure.
Alerts
EPZ: Extreme Context — fires on confirmed extremes (respects cooldown).
EPZ: Approaching Threshold — fires in warning zones if no extreme.
EPZ: Divergence — fires on confirmed pivot divergences.
Tip: Set alerts to "Once per bar close" to align with confirmation and avoid intrabar repaint.
Practical usage ideas
Trend continuation: In positive regimes (MPO > 50 and rising), pullbacks holding above 50 often precede continuation; mirror for bearish regimes.
Exhaustion caution: E High/E Low can mark exhaustion risk; many wait for MPO rollover or divergence to time fades or partial exits.
Adaptive thresholds: Useful on assets with shifting volatility regimes to maintain meaningful "extreme" levels.
MTF alignment: Prefer setups that agree with the HTF MPO to reduce countertrend noise.
Examples
Screenshots captured in TradingView Replay to freeze the bar at close so values don't fluctuate intrabar. These examples use default settings and are reproducible on the same bars; they are for illustration, not cherry-picking or performance claims.
Example 1 — BTCUSDT, 1h — E Low
MPO closed at 26.6 (below the 30 extreme), printing a confirmed E Low. HTF MPO is 26.6, so higher-timeframe pressure remains bearish. Components are subdued (Momentum/Pressure/Smart$ ≈ 29–37), with Vol Ratio ≈ 1.19x and ATR% ≈ 0.37%. A prior Bear Div flagged weakening impulse into the drop. With cooldown set to 5 bars, new extremes are rate-limited. Many traders wait for MPO to curl up and reclaim 35 or for a fresh Bull Div before considering countertrend ideas; if MPO cannot reclaim 35 and HTF stays weak, treat bounces cautiously. Educational illustration only.
Example 2 — ETHUSD, 30m — E High
A strong impulse pushed MPO into the extreme zone (≥ 70), printing a confirmed E High on close. Shortly after, MPO cooled to ~61.5 while a Bear Div appeared, showing momentum lag as price pushed a higher high. Volume and volatility were elevated (≈ 1.79x / 1.25%). With a 5-bar cooldown, additional extremes won't print immediately. Some treat E High as exhaustion risk—either waiting for MPO rollover under 65/50 to fade, or for a pullback that holds above 50 to re-join the trend if higher-timeframe pressure remains constructive. Educational illustration only.
Known limitations and caveats
The MPO line itself can change intrabar; extreme markers/alerts do not repaint when "Confirm Extremes on Bar Close" is ON.
HTF values settle at the close of the HTF bar.
Illiquid symbols or very low TFs can be noisy; consider higher thresholds or longer smoothing.
Prediction line (when enabled) is a visual extrapolation only.
For coders
Pine v6. MTF via request.security with lookahead_off.
Extremes include crossover triggers so static thresholds also yield E High/E Low.
Extreme markers and pre-alerts are gated by barstate.isconfirmed when confirmation is ON.
Arrays prune oldest objects to respect resource limits; defaults (80/80/60) are conservative for low TFs.
3D layering uses negative offsets purely for drawing depth (no lookahead).
Screenshot methodology:
To make labels legible and to demonstrate non-repainting behavior, the examples were captured in TradingView Replay with "Confirm Extremes on Bar Close" enabled. Replay is used only to freeze the bar at close so plots don't change intrabar. The examples use default settings, include both Extreme Low and Extreme High cases, and can be reproduced by scrolling to the same bars outside Replay. This is an educational illustration, not a performance claim.
Disclaimer
This script is for educational purposes only and does not constitute financial advice. Markets involve risk; past behavior does not guarantee future results. You are responsible for your own testing, risk management, and decisions.
OBV Cloud v1.0 [PriceBlance]🌐 English
OBV Cloud v1.0 – Free & Open-Source
OBV Cloud v1.0 integrates On-Balance Volume (OBV) with a Cloud model and enhanced trend filters.
It helps traders quickly identify:
Money Flow Trend: OBV Cloud acts as a dynamic support/resistance zone.
Trend Filters: EMA9 (short-term) and WMA45 (medium-term) directly applied on OBV.
OBV–Price Divergence: Detects both regular and hidden bullish/bearish divergences.
Trend Strength: Measured with ADX calculated on OBV.
OBV Cloud is suitable for both swing and day trading, allowing traders to spot breakouts, reversals, or sustained trends through volume-based analysis.
Algorithmic Value Oscillator [CRYPTIK1]Algorithmic Value Oscillator
Introduction: What is the AVO? Welcome to the Algorithmic Value Oscillator (AVO), a powerful, modern momentum indicator that reframes the classic "overbought" and "oversold" concept. Instead of relying on a fixed lookback period like a standard RSI, the AVO measures the current price relative to a significant, higher-timeframe Value Zone .
This gives you a more contextual and structural understanding of price. The core question it answers is not just "Is the price moving up or down quickly?" but rather, " Where is the current price in relation to its recently established area of value? "
This allows traders to identify true "premium" (overbought) and "discount" (oversold) levels with greater accuracy, all presented with a clean, futuristic aesthetic designed for the modern trader.
The Core Concept: Price vs. Value The market is constantly trying to find equilibrium. The AVO is built on the principle that the high and low of a significant prior period (like the previous day or week) create a powerful area of perceived value.
The Value Zone: The range between the high and low of the selected higher timeframe.
Premium Territory (Distribution Zone): When the oscillator moves into the glowing pink/purple zone above +100, it is trading at a premium.
Discount Territory (Accumulation Zone): When the oscillator moves into the glowing teal/blue zone below -100, it is trading at a discount.
Key Features
1. Glowing Gradient Oscillator: The main oscillator line is a dynamic visual guide to momentum.
The line changes color smoothly from light blue to neon teal as bullish momentum increases.
It shifts from hot pink to bright purple as bearish momentum increases.
Multiple transparent layers create a professional "glow" effect, making the trend easy to see at a glance.
2. Dynamic Volatility Histogram: This histogram at the bottom of the indicator is a custom volatility meter. It has been engineered to be adaptive, ensuring that the visual differences between high and low volatility are always clear and dramatic, no matter your zoom level. It uses a multi-color gradient to visualize the intensity of market volatility.
3. Volatility Regime Dashboard: This simple on-screen table analyzes the histogram and provides a clear, one-word summary of the current market state: Compressing, Stable, or Expanding.
How to Use the AVO: Trading Strategies
1. Reversion Trading This is the most direct way to use the indicator.
Look for Buys: When the AVO line drops into the teal "Accumulation Zone" (below -100), the price is trading at a discount. Watch for the oscillator to form a bottom and start turning up as a signal that buying pressure is returning.
Look for Sells: When the AVO line moves into the pink "Distribution Zone" (above +100), the price is trading at a premium. Watch for the oscillator to form a peak and start turning down as a signal that selling pressure is increasing.
2. Best Practices & Settings
Timeframe Synergy: The AVO is most effective when your chart timeframe is lower than your selected "Value Zone Source." For example, if you trade on the 1-hour chart, set your Value Zone to "Previous Day."
Confirmation is Key: This indicator provides powerful context, but it should not be used in isolation. Always combine its readings with your primary analysis, such as market structure and support/resistance levels.
cd_indiCATor_CxGeneral:
This indicator is the redesigned, simplified, and feature-enhanced version of the previously shared indicators:
cd_cisd_market_Cx, cd_HTF_Bias_Cx, cd_sweep&cisd_Cx, cd_SMT_Sweep_CISD_Cx, and cd_RSI_divergence_Cx.
Within the holistic setup, the indicator tracks:
• HTF bias
• Market structure (trend) in the current timeframe
• Divergence between selected pairs (SMT)
• Divergence between price and RSI values
• Whether the price is in an important area (FVG, iFVG, and Volume Imbalance)
• Whether the price is at a key level
• Whether the price is within a user-defined special timeframe
The main condition and trigger of the setup is an HTF sweep with CISD confirmation on the aligned timeframe.
When the main condition occurs, the indicator provides the user with a real-time market status summary, enriched with other data.
________________________________________
What’s new?
-In the SMT module:
• Triad SMT analysis (e.g.: NQ1!, ES1!, and YM1!)
• Dyad SMT analysis (e.g.: EURUSD, GBPUSD)
• Alternative pair definition and divergence analysis for non-correlated assets
o For crypto assets (xxxUSDT <--> xxxUSDT.P) (e.g.: SOLUSDT.P, SOLUSDT)
o For stocks, divergence analysis by comparing the asset with its value in another currency
(BIST:xxx <--> BIST:xxx / EURTRY), (BAT:xxx <--> BAT:xxx / EURUSD)
-Special timeframe definition
-Configurable multi-option alarm center
-Alternative summary presentation (check list / status table / stickers)
________________________________________
Details and usage:
The user needs to configure four main sections:
• Pair and correlated pairs
• Timeframes (Auto / Manual)
• Alarm center
• Visual arrangement and selections
Pair Selections:
The user should adjust trading pairs according to their trade preferences.
Examples:
• Triad: NQ1!-ES1!-YM1!, BTC-ETH-Total3
• Dyad: NAS100-US500, XAUUSD-XAGUSD, XRPUSDT-XLMUSDT
Single pairs:
-Crypto Assets:
If crypto assets are not in the triad or dyad list, they are automatically matched as:
Perpetual <--> Spot (e.g.: DOGEUSDT.P <--> DOGEUSDT)
If the asset is already defined in a dyad list (e.g., DOGE – SHIB), the dyad definition takes priority.
________________________________________
-Stocks:
If stocks are defined in the dyad list (e.g.: BIST:THYAO <--> BIST:PGSUS), the dyad definition takes priority.
If not defined, the stock is compared with its value in the selected currency.
For example, in the Turkish Stock Exchange:
BIST:FENER stock, if EUR is chosen from the menu, is compared as BIST:FENER / OANDA:EURTRY.
Here, “OANDA” and the stock market currency (TRY) are automatically applied for the exchange rate.
For NYSE:XOM, its pair will be NYSE:XOM / EURUSD.
________________________________________
Timeframes:
By default, the menu is set to “Auto.” In this mode, aligned timeframes are automatically selected.
Aligned timeframes (LTF-HTF):
1m-15m, 3m-30m, 5m-1h, 15m-4h, 1h-D, 4h-W, D-M
Example: if monitoring the chart on 5m:
• 1h sweep + 5m CISD confirmation
• D sweep + 1h CISD confirmation (bias)
• 5m market structure
• 1h SMT and 1h RSI divergence analysis
For manual selections, the user must define the timeframes for Sweep and HTF bias.
FVG, iFVG, and Volume Imbalance timeframes must be manually set in both modes.
________________________________________
Alarm Center:
The user can choose according to preferred criteria.
Each row has options.
“Yes” → included in alarm condition.
“No” → not included in alarm condition.
If special timeframe criteria are added to the alarm, the hour range must also be entered in the same row, and the “Special Zone” tab (default: -4) should be checked.
Key level timeframes and plot options must be set manually.
Example alarm setup:
Alongside the main Sweep + CISD condition, if we also want HTF bias + Trend alignment + key level (W, D) and special timeframe (09:00–11:00), we should set up the menu as follows:
________________________________________
Visual Arrangement and Selections:
Users can control visibility with checkboxes according to their preferences.
In the Table & Sticker tab, table options and labels can be controlled.
• Summary Table has two options: Check list and Status Table
• From the HTF bias section, real-time bias and HTF sweep zone (optional) are displayed
• The RSI divergence section only shows divergence analysis results
• The SMT 2 sub-section only functions when triad is selected
Labels are shown on the bar where the sweep + CISD condition occurs, displaying the current situation.
With the Check box option, all criteria’s real-time status is shown (True/False).
Status Table provides a real-time summary table.
Although the menu may look crowded, most settings only need to be adjusted once during initial use.
________________________________________
What’s next?
• Suggestions from users
• Standard deviation projection
• Mitigation/order blocks (cd special mtg)
• PSP /TPD
________________________________________
Final note:
Every additional criterion in the alarm settings will affect alarm frequency.
Multiple conditions occurring at the same time is not, by itself, sufficient to enter a trade—you should always apply your own judgment.
Looking forward to your feedback and suggestions.
Happy trading! 🎉
Moving Average Adaptive RSI [BackQuant]Moving Average Adaptive RSI
What this is
A momentum oscillator that reshapes classic RSI into a zero-centered column plot and makes it adaptive. It builds RSI from two parts:
• A sensitivity window that scans several recent bars to capture the strongest up and down impulses.
• A selectable moving average that smooths those impulses before computing RSI.
The output ranges roughly from −100 to +100 with 0 as the midline, with optional extra smoothing and built-in divergence detection.
How it works
Impulse extraction
• For each bar the script inspects the last rsi_sen bars and collects upward and downward price changes versus the current price.
• It keeps the maximum upward change and maximum downward change from that window, emphasizing true bursts over single-bar noise.
MA-based averaging
• The up and down impulse series are averaged with your chosen MA over rsi_len bars.
• Supported MA types: SMA, EMA, DEMA, WMA, HMA, SMMA (RMA), TEMA.
Zero-centered RSI transform
• RS = UpMA ÷ DownMA, then mapped to a symmetric scale: 100 − 200 ÷ (1 + RS) .
• Above 0 implies positive momentum bias. Below 0 implies negative momentum bias.
Optional extra smoothing
• A second smoothing pass can be applied to the final oscillator using smoothing_len and smooth_type . Toggle with “Use Extra Smoothing”.
Visual encoding
• The oscillator is drawn as columns around the zero line with a gradient that intensifies toward extremes.
• Static bands mark 80 to 100 and −80 to −100 for extreme conditions.
Key inputs and what they change
• Price Source : input series for momentum.
• Calculation Period (rsi_len) : primary averaging window on up and down components. Higher = smoother, slower.
• Sensitivity (rsi_sen) : how many recent bars are scanned to find max impulses. Higher = more responsive to bursts.
• Calculation Type (ma_type) : MA family that shapes the core behavior. HMA or DEMA is faster, SMA or SMMA is slower.
• Smoothing Type and Length : optional second pass to calm noise on the final output.
• UI toggles : show or hide the oscillator, candle painting, and extreme bands.
Reading the oscillator
• Midline cross up (0) : momentum bias turning positive.
• Midline cross down (0) : momentum bias turning negative.
• Positive territory :
– 0 to 40: constructive but not stretched.
– 40 to 80: strong momentum, continuation more likely.
– Above 80: extreme risk of mean reversion grows.
• Negative territory : mirror the same levels for the downside.
Divergence detection
The script plots four divergence types using pivot highs and lows on both price and the oscillator. Lookbacks are set by lbL and lbR .
• Regular bullish : price lower low, oscillator higher low. Possible downside exhaustion.
• Hidden bullish : price higher low, oscillator lower low. Bias to trend continuation up.
• Regular bearish : price higher high, oscillator lower high. Possible upside exhaustion.
• Hidden bearish : price lower high, oscillator higher high. Bias to trend continuation down.
Labels: ℝ for regular, ℍ for hidden. Green for bullish, red for bearish.
Candle coloring
• Optional bar painting: green when the oscillator is above 0, red when below 0. This is for visual scanning only.
Strengths
• Adaptive sensitivity via a rolling impulse window that responds to genuine bursts.
• Configurable MA core so you can match responsiveness to the instrument.
• Zero-centered scale for simple regime reads with 0 as a clear bias line.
• Built-in regular and hidden divergence mapping.
• Flexible across symbols and timeframes once tuned.
Limitations and cautions
• Trends can remain extended. Treat extremes as context rather than automatic reversal signals.
• Divergence quality depends on pivot lookbacks. Short lookbacks give more signals with more noise. Long lookbacks reduce noise but add lag.
• Double smoothing can delay zero-line transitions. Balance smoothness and timeliness.
Practical usage ideas
• Regime filter : only take long setups from your separate method when the oscillator is above 0, shorts when below 0.
• Pullback confirmation : in uptrends, look for dips that hold above 0 or turn up from 0 to 40. Reverse for downtrends.
• Divergence as a heads-up : wait for a zero-line cross or a price trigger before acting on divergence.
• Sensitivity tuning : start with rsi_sen 2 to 5 on faster timeframes, increase slightly on slower charts.
Alerts
• MA-A RSI Long : oscillator crosses above 0.
• MA-A RSI Short : oscillator crosses below 0.
Use these as bias or timing aids, not standalone trade commands.
Settings quick reference
• Calculation : Price Source, Calculation Type, Calculation Period, Sensitivity.
• Smoothing : Smoothing Type, Smoothing Length, Use Extra Smoothing.
• UI : Show Oscillator, Paint Candles, Show Static High and Low Levels.
• Divergences : Pivot Lookback Left and Right, Div Signal Length, Show Detected Divergences.
Final thoughts
This tool reframes RSI by extracting strong short-term impulses and averaging them with a moving-average model of your choice, then presenting a zero-centered output for clear regime reads. Pair it with your structure, risk and execution process, and tune sensitivity and smoothing to the market you trade.
cd_RSI_Divergence_CxGeneral:
The Relative Strength Index (RSI) is a momentum oscillator widely used by traders in price analysis. In addition to showing overbought/oversold zones, divergences between RSI and price are also tracked to identify trading opportunities.
The general consensus is that oscillators alone are not sufficient for entries and should be evaluated together with multiple confirmations.
This oscillator is designed as an additional confirmation/compatible tool for strategies that already use higher time frame (HTF) sweeps and lower time frame (LTF) confirmations such as Change in State Delivery (CISD) or Change of Character (CHOCH).
Features:
While RSI oscillators are commonly displayed in line format (classic), this indicator also offers candlestick-style visualization.
Depending on the selected source, period length, and EMA length, RSI can be displayed as lines and/or candlesticks.
Divergence detection & tracking:
Price and RSI values are monitored on the chosen higher time frame (from the menu) to determine highs and lows. For divergence display, the user can choose between two modes:
1- Alignment with HTF Sweep
2- All
1 - Alignment with HTF Sweep:
First, the price must sweep the previous high/low of the candle on the HTF (i.e., break it) but fail to continue in that direction and return inside (sweep).
If this condition is met, RSI values are checked:
If price makes a high sweep but RSI fails to make a new high → divergence is confirmed.
If price makes a low sweep but RSI fails to make a new low → divergence is confirmed.
Divergence is then displayed on the chart.
2 - All:
In this mode, sweep conditions are ignored. Divergence is confirmed if:
Price makes a new high on HTF but RSI does not.
RSI makes a new high on HTF but price does not.
Price makes a new low on HTF but RSI does not.
RSI makes a new low on HTF but price does not.
Menu & Settings:
RSI visualization (source + period length + EMA period length)
Option to choose classic/candlestick style display
Color customization
Higher time frame selection
Adjustable HTF boxes and table display
Final notes:
This oscillator is designed as an additional confirmation tool for strategies based on HTF sweep + LTF CISD/CHOCH confirmation logic. The chosen HTF in the oscillator should match the time frame where sweeps are expected.
Divergence signals from this oscillator alone will not make you profitable.
For spot trades, monitoring sweeps and divergences on higher time frames is more suitable (e.g., Daily–H1 / Weekly–H4).
My personal usage preferences:
Entry TF: 3m
HTF bias: Daily + H1
Sweep + CISD: 30m / 3m
Market Structure: 3m
RSI divergence: HTF = 30m
If all of them align bullish or bearish ( timeframe alignment ), I try to take the trade.
I’d be glad to hear your feedback and suggestions for improvement.
Happy trading!
