Volume Profile Auto POC📌 Overview
Volume Profile Auto POC is a trend-following strategy that uses the automatically calculated Point of Control (POC) from the volume profile, combined with ATR zones, to capture reversals and breakouts.
By basing decisions on volume concentration, it dynamically visualizes the price levels most watched by market participants.
⚠️ This strategy is provided for educational and research purposes only.
Past performance does not guarantee future results.
🎯 Strategy Objectives
Automatically detect the volume concentration area (POC) to improve entry accuracy
Optimize risk management through ATR-based volatility adjustment
Provide early and consistent signals when trends emerge
✨ Key Features
Automatic POC Detection : Updates the volume profile over a defined lookback window in real time
ATR Zone Integration : Defines a POC ± 0.5 ATR zone to clarify potential reversals/breakouts
Visual Support : Plots the POC line and zones on the chart for intuitive decision-making
📊 Trading Rules
Long Entry:
Price breaks above the POC + 0.5 ATR zone
Volume is above average to support the breakout
Short Entry:
Price breaks below the POC - 0.5 ATR zone
Volume is above average to support the downside move
Exit (or Reverse Position):
Price returns to the POC area
Or touches the ATR band
⚙️ Trading Parameters & Considerations
Indicator Name: Volume Profile Auto POC
Parameters:
Lookback Bars: 50
Bins for Volume Profile: 24
ATR Length: 14
ATR Multiplier: 2.0
🖼 Visual Support
POC line plotted in red
POC ± 0.5 ATR zone displayed as a semi-transparent box
ATR bands plotted in blue for confirmation
🔧 Strategy Improvements & Uniqueness
This strategy is inspired by traditional Volume Profile + ATR analysis,
while adding the improvement of a sliding-window mechanism for automatic POC updates.
Compared with conventional trend-following approaches,
its strength lies in combining both price and volume perspectives for decision-making.
✅ Summary
Volume Profile Auto POC automatically extracts key market levels (POC) and combines them with ATR-based zones,
providing a responsive trend-following method.
It balances clarity with practicality, aiming for both usability and reproducibility.
⚠️ This strategy is based on historical data and does not guarantee future profits.
Always use proper risk management when applying it.
Volumen Indikator
VIM (Volume in Money)Volume in Money + MA (Short Numbers & Coloring)
This indicator visualizes the monetary volume traded in each candle, calculated as:
Money Volume
=
Volume
×
Close Price
Money Volume=Volume×Close Price
🔹 Features:
Plots bars representing the money volume (total traded value).
Coloring options:
• Prev Close → Green if the current close is higher than the previous close, Red if lower.
• Candle Direction → Green if the candle is bullish (close > open), Red if bearish (close < open).
Moving Average (default length: 14) applied on the money volume for trend analysis.
Axis values and labels displayed in a shortened format (K, M, B, T) for readability.
📊 This helps traders quickly identify whether large amounts of money flowed into or out of the asset, making it easier to detect unusual activity compared to regular volume indicators.
Trading Activity Index (Zeiierman)█ Overview
Trading Activity Index (Zeiierman) is a volume-based market activity meter that transforms dollar-volume into a smooth, normalized “activity index.”
It highlights when market participation is unusually low or high with a dynamic color gradient:
Light Blue → Low Activity (thin participation, low liquidity conditions)
Red/Orange → High Activity (active markets, large trades flowing in)
Additional percentile bands (20/40/60/80%) give context, helping you see whether the current activity level is in the bottom quintile, mid-range, or near historical extremes.
█ How It Works
⚪ Dollar Volume Transformation
Each bar, dollar volume is computed:
float dlrVol = close * volume
float dlrVolAvg = ta.sma(dlrVol, len_form)
Dollar volume = price × volume, smoothed by a configurable SMA window.
The result is log-transformed, compressing large outliers for a more stable signal.
⚪ Rolling Percentiles & Ranking
The log-dollar-volume series is compared to its rolling history (len_hist bars):
float p20 = ta.percentile_linear_interpolation(vscale, len_hist, 20)
float p40 = ta.percentile_linear_interpolation(vscale, len_hist, 40)
float p60 = ta.percentile_linear_interpolation(vscale, len_hist, 60)
float p80 = ta.percentile_linear_interpolation(vscale, len_hist, 80)
A normalized rank (0–1) is produced to color the main Trading Activity line.
█ How to Use
⚪ Detect High-Impact Sessions
Quickly see if today’s session is active or quiet relative to its own history — great for filtering setups that need activity.
⚪ Spot Breakouts & Traps
Combine with price action:
High activity near breakouts = strong follow-through likely.
Low activity breakouts = vulnerable to fake-outs.
⚪ Market Regime Context
Percentile bands help you assess whether participation is building up, in the middle of the range, or drying out — valuable for timing mean-reversion trades.
Above 80th percentile (red/orange) → Market is highly active, breakout trades and trend strategies are favored.
Below 20th percentile (light blue) → Market is quiet; fade moves or wait for expansion.
Watch transitions from blue → orange as a signal of growing institutional participation.
█ Settings
Formation Window (bars) – Number of bars used to average dollar volume before log transform.
History Window (bars) – Lookback period for percentile calculations and rank normalization.
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Disclaimer
The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information.
All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Liquidity Void Detector (Zeiierman)█ Overview
Liquidity Void Detector (Zeiierman) is an oscillator highlighting inefficient price displacements under low participation. It measures the most recent price move (standardized return) and amplifies it only when volume is below its own trend.
Positive readings ⇒ strong up-move on low volume → potential Buy-Side Imbalance (void below) that often refills.
Negative readings ⇒ strong down-move on low volume → potential Sell-Side Imbalance (void above) that often refills.
This tool provides a quantitative “void” proxy: when price travels far with unusually thin volume, the move is flagged as likely inefficient and prone to mean-reversion/mitigation.
█ How It Works
⚪ Volume Shock (Participation Filter)
Each bar, volume is compared to a rolling baseline. This is then z-scored.
// Volume Shock calculation
volTrend = ta.sma(volume, L)
vs = (volume > 0 and volTrend > 0) ? math.log(volume) - math.log(volTrend) : na
vsZ = zScore(vs, vzLen) // z-scored volume shock
lowVS = (vsZ <= vzThr) // low-volume condition
Bars with VolShock Z ≤ threshold are treated as low-volume (thin).
⚪ Prior Return Extremeness
The 1-bar log return is computed and z-scored.
// Prior return extremeness
r1 = math.log(close / close )
retZ = zScore(r1, rLen) // z-scored prior return
This shows whether the latest move is unusually large relative to recent history.
⚪ Void Oscillator
The oscillator is:
// Oscillator construction
weight = lowVS ? 1.0 : fadeNoLow
osc = retZ * weight
where Weight = 1 when volume is low, otherwise fades toward a user-set factor (0–1).
Osc > 0: up-move emphasized under low volume ⇒ Buy-Side Imbalance.
Osc < 0: down-move emphasized under low volume ⇒ Sell-Side Imbalance.
█ Why Use It
⚪ Targets Inefficient Moves
By filtering for low participation, the oscillator focuses on moves most likely driven by thin books/noise trading, which are statistically more likely to retrace.
⚪ Simple, Robust Logic
No need for tick data or order-book depth. It derives a practical void proxy from OHLCV, making it portable across assets and timeframes.
⚪ Complements Price-Action Tools
Use alongside FVG/imbalance zones, key levels, and volume profile to prioritize voids that carry the highest reversal probability.
█ How to Use
Sell-Side Imbalance = aggressive sell move (price goes down on low volume) → expect price to move up to fill it.
Buy-Side Imbalance = aggressive buy move (price goes up on low volume) → expect price to move down to fill it.
█ Settings
Volume Baseline Length — Bars for the volume trend used in VolShock. Larger = smoother baseline, fewer low-volume flags.
Vol Shock Z-Score Lookback — Bars to standardize VolShock; larger = smoother, fewer extremes.
Low-Volume Threshold (VolShock Z ≤) — Defines “thin participation.” Typical: −0.5 to −1.0.
Return Z-Score Lookback — Bars to standardize the 1-bar log return; larger = smoother “extremeness” measure.
Fade When Volume Not Low (0–1) — Weight applied when volume is not low. 0.00 = ignore non-low-volume bars entirely. 1.00 = treat volume condition as irrelevant (pure return extremeness).
Upper Threshold (Osc ≥) — Trigger for Sell-Side Imbalance (void below).
Lower Threshold (Osc ≤) — Trigger for Buy-Side Imbalance (void above).
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Disclaimer
The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information.
All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Volume CandleVolume Candle (VolCandle)
This indicator highlights candles with unusually high volume compared to a moving average volume baseline. It helps traders easily spot heavy trading activity that may signal strong buying or selling interest.
Key Features:
Colors candles differently based on volume and price action:
High volume bullish candles shown in bright green.
High volume bearish candles shown in red.
Normal volume candles use muted silver/gray colors.
Shows volume labels (in thousands) on high volume candles for quick reference.
Highlights candle background on high volume bars for visual emphasis.
Displays a statistical table summarizing current volume, volume moving average, threshold, volume ratio, and status.
Configurable parameters for volume average period and volume threshold factor.
Alerts for high volume bullish or bearish candles to catch key market moves.
This tool is useful for volume-based trade confirmation, spotting breakouts, reversals, or strong momentum driven by increased market participation.
Net Positions (Net Longs & Net Shorts) - Volume AdjustedNet Positions (Net Longs & Net Shorts) - Volume Adjusted
Based on the legendary LeviathanCapital - Net Positions Indicator
Adjusted to use volume calculation for more percise data
Few important caveats:
- EVERY BUYER NEED A SELLER AND EVERY SELLER NEED A BUYER
- This indicator is meant to give you a sense of direction for the market orders ("who is the aggresive side") and should be used as confluence not as true values
In reality, in market movement each candle will contain both buying and selling, contracts closing and opening but due to some limitations that is hard to make properly.
Even with these limitations this indicator can provide a better picture than some other even external tools out there.
The main benefit of using volume delta and open interest instead of just open interest and candle closes G/R that it solves the problem with extreme cases where there might be an absorption of market orders.
Example of the Volume Edge in Action:
Bullish Absorption (The "Trap" for Sellers)
Candle Close + OI: A large Red Candle forms with Rising OI. The interpretation is simply: "New shorts are opening"
Volume Delta + OI: The same Red Candle with Rising OI has a Positive Volume Delta.
The True Story: Aggressive buyers tried to push the price up, but they were completely absorbed by large passive sell orders.
The "Volume Delta" logic:
If OI ↑ → new positions opened
• Delta ↑ → net longs added
• Delta ↓ → net shorts added
If OI ↓ → positions closed
• Delta ↑ → shorts closing
• Delta ↓ → longs closing
The "Price" logic:
If OI ↑ → new positions opened
• Price ↑ → net longs added
• Price ↓ → net shorts added
If OI ↓ → positions closed
• Price ↑ → shorts closing
• Price ↓ → longs closing
Volume Stress Level V2Volume Stress Level V2, is designed to provide a nuanced view of "RECENT" trading volume by identifying different levels of volume stress relative to a smoothed average.
Key Features:
Dynamic Volume Stress Calculation: The indicator calculates volume stress based on a Simple Moving Average (SMA) of volume and its standard deviation. The length of the SMA and the multiplier for the standard deviation are fully customizable, allowing you to adapt the indicator to different market conditions and trading styles.
Visual Volume Zones: The script visually categorizes volume into distinct zones:
Low Volume Zone: Represented by a white background, indicating periods of lower-than-average trading activity.
Normal Volume Zone: Highlighted in blue, signifying typical trading volume.
Medium Volume Zone: Displayed in yellow, denoting a moderate increase in volume.
High Volume Zone: Shown in orange, indicating significant volume spikes.
Spike Volume Zone: Marked in black, representing extreme volume events.
Customizable Background: You have the option to enable or disable the colored background fill for these volume zones, providing flexibility in how you visualize the data.
Bar Coloring: The volume bars themselves are color-coded according to the identified volume stress level, offering an immediate visual cue on your chart.
Adjustable Parameters:
VSL Length: Controls the lookback period for the SMA and standard deviation calculations.
Multiplier: Adjusts the sensitivity of the standard deviation bands, thereby influencing the width of the volume zones.
How to Use:
This indicator can be valuable for identifying potential shifts in market sentiment, confirming breakouts, or spotting periods of accumulation and distribution. By observing the transitions between volume zones, traders can gain insights into the conviction behind price movements.
Footprint RealtimeFootprint Complete
A professional footprint-style order flow tool designed for serious traders who want deep insight into bid/ask dynamics, delta distribution, and imbalance detection directly on their TradingView charts.
🔑 Key Features
Footprint Wick Histogram
Visualize volume per tick with customizable block characters, scaled automatically (or via custom Vmax) for precision clarity.
Bid vs Ask Numbers (BvA)
Overlay raw bid/ask volume directly on each level of the candle wick for a true order-flow perspective.
Delta-Based Color Gradient
Adaptive coloring highlights strong buying/selling pressure. Includes neutral band and gamma curve control for fine-tuned intensity.
Diagonal Imbalance Detection
Spot aggressive buyers/sellers instantly. Highlights appear as transparent color fills, tiny horizontal markers, or both. Adjustable ratio thresholds, brightness, and transparency.
Imbalance Triangles
3-in-a-row IB triangles (▲/▼) signal stacked imbalance zones.
Edge Triangles mark traps at bar extremes (top/bottom).
Contrarian Delta Triangles detect divergences (e.g., red candle with positive delta).
Transparent IB Zones
Extend imbalance zones dynamically to the right until price retests their edge. Adjustable opacity, extension length, and minimum hold time.
Total Delta Label
Shows cumulative delta above each bar’s wick, with automatic color coding.
Customizable Everything
Colors, intensity curves, line characters, offsets, label transparency, and more — tailor the script to your personal trading style.
🎯 Benefits
Identify hidden absorption and aggressive imbalances.
Anticipate breakout traps and exhaustion zones.
Confirm order-flow bias with delta overlays.
Gain institutional-level insights without leaving TradingView.
This script combines multiple order flow concepts into one highly optimized package — giving you the footprint, imbalance, and delta context you need for sharper trading decisions.
Kyoshiro - FVG + Order Blocks📌 Kyoshiro – FVG + Order Blocks
This indicator combines Order Block (OB) detection with an intelligent auto-management system and a clean visual display on the chart.
It is designed to help traders better identify institutional zones where price frequently reacts.
⚙️ Key Features:
✅ Real-time detection of bullish and bearish Order Blocks.
✅ Automatic cleanup: invalidated OBs are removed to keep the chart clean.
✅ Customizable display:
Maximum number of visible OBs (bullish / bearish).
Zone colors, outlines, and midlines.
Line styles (solid, dashed, dotted) and adjustable width.
✅ Choice of mitigation method:
Wick
Close
✅ Built-in alerts:
Formation of bullish or bearish OB.
Mitigation of an existing OB.
🔔 Available Alerts:
Bullish OB Formed → A bullish order block is detected.
Bearish OB Formed → A bearish order block is detected.
Bullish OB Mitigated → A bullish OB has been invalidated.
Bearish OB Mitigated → A bearish OB has been invalidated.
🎯 Use Cases:
Quickly identify key liquidity zones.
Track institutional activity in the market.
Improve entry and exit precision.
Volumetric Compressed MAVCMA (Volumetric Compressed Moving Average) uses the compressor and weighted standard deviation functions originally translated to pinescript by @gorx1 to plot moving averages in order to use for entry confirmation.
🔹 Concepts and Idea:
When we do music we always use different kinds of filters (low-pass, high pass, etc) for equalization and filtering itself. That stuff we use in finance as well. What we also always use in music are compressors, there dynamic processors that automatically adjust volume so it will be more consistent. Almost all the cool music you hear is compressed (both individual instruments (especially vocals) and the whole track afterwards), otherwise stuff will be too quite and too weak to flex on it, and also DJing it would be a nightmare.
🔹 Model:
I don't wanna explain it all in statistical / DSP way for once.
First of all, I think the population of volumes is log-normally distributed, so let's take logs of volumes, now we have a ~ normally distributed data. We take linearly weighted mean, add and subtract linearly weighted standard deviation from it, these would be our thresholds, the borders between different kinds of volumes explained before.
The upper threshold is for downward compression, that will not let volume pass it higher.
The lower threshold is for upward compression, all the volumes lower than this threshold will be brought up to the threshold's level.
Then we apply multipliers to the thresholds in order to adjust em and find the sweet spots. We do it the same way as in sound engineering when we don't aim for overcompression, we adjust the thresholds until they start to touch the signal and all good.
Afterwards, we delete all the number 1 and number 3 volume, leaving us exclusively with the clear main component, ready to be processed further.
We return the volumes to dem real scale.
For more info on Volume Compression it's highly advised to check @gorx1's initial script Volume Compressor
🔹 Settings:
MA Type: Moving average type to be used for comparison after calculating the compressed version of volume. This creates the second line after the compression line, so we can consider crossovers for confirmation entries.
Upward threshold: Upward threshold where the compression of volume is calculated. Increasing usually causes smoother lines.
Downward threshold: Downward threshold where the compression of volume is calculated. Decreasing usually causes smoother lines.
Compression Lookback: The Main lookback window of a volume that is used for compression. Increasing this would provide smoother lines but might cause delayed signals. Decreasing means more signals, but might cause whiplash and distorted signals.
Comparative Lookback: This is our lookback to be used with our ma type selection. There is no static better or worse lookback value for this indicator. It should be adjusted based on the pair.
🔹 Where to use:
This indicator should be used as another confirmation tool for your entry signals in your existing strategy/market following combination. Green dots (crossovers) mean bullish movement is expected, and red dots (crossbounders) mean bearish movement is expected. Automated crossover alerts are available. A reminder is that this kind of indicator should not be used on its own for trading, but rather should be used as a confirmation along with your trend detection and main entry indicators to provide additional confidence.
If you want to know under the hood, read the How it works section below.
🔹 How it works:
//This is our main compression calculation, which is used for the first line.
Compressed_out = compressor(volume, len_window, up_thresh, down_thresh)
//This is the secondary ratio calculation that we use for the second line.
Comp_ma = ma(ma_type, close * compressed_out, len_ml) / ma(ma_type, compressed_out, len_ml)
Vwma = ma(ma_type, close, len_window)
We calculate the ratio of the compressed volume and plot it against the base MA. Base MA's length is determined by the Compression Lookback input compared to the Comperative Lookback that is used for the compressed version. This provides us with another possible confirmation indicator that can be used to take advantage of volume ranges.
Bulls vs Bears % TableBulls vs Bears % Box
What it does
Shows a compact on-chart box with the percentage of volume attributed to Bulls vs Bears over a window you choose. It’s a fast market-internals glance to gauge who’s in control right now.
What’s original/useful
Configurable inference: choose how “bull/bear” is defined (Tick-Rule, Candle Body, Heikin-Ashi Body, or VWAP comparison).
Flexible windowing: Session (RTH) reset or Rolling N bars—match your intraday workflow.
Clean UI: tiny table with custom colors and nine anchor placements; designed to overlay any layout without clutter.
How it works (simple)
For each bar, the script infers direction with one of four rules and assigns that bar’s volume to Bulls or Bears:
Tick-Rule (close vs previous close) – responsive in chop (default).
Body (close vs open) – classic candle color approach.
Heikin-Ashi Body – smoother trend read using HA open/close.
VWAP (close vs VWAP) – bull if the bar closes above VWAP, bear if below.
Optional: doji split 50/50. The box displays the Bull % and Bear % of the accumulated window.
Settings
Window: Session (RTH) with editable hours/days, or Rolling N bars.
Direction Rule: Tick-Rule, Body, Heikin-Ashi Body, or VWAP.
Doji Handling: Split doji volume 50/50 (on/off).
Placement: 9 anchors (Top/Middle/Bottom × Left/Center/Right).
Colors: Header, background, border, and dominant/sub text colors for Bulls/Bears.
How to read it
Bulls % > Bears % → buyer dominance; continuation more likely.
Bears % > Bulls % → seller dominance; watch for rallies to fail.
Extreme imbalance (e.g., >60–70% one side) → strong push but also pullback risk as the move matures.
Limitations & transparency
Uses volume-based inference, not true bid/ask delta (TradingView does not expose tape-level buy/sell splits).
Results vary by rule/window; pick one and stay consistent for your playbook.
No forward-looking data; no lookahead is used. This is not a signal generator or a strategy.
Best practices
Index futures/indices intraday: Session (RTH) + Tick-Rule is a solid default.
Trend days: try Heikin-Ashi Body for smoother dominance.
Mean-reversion: watch for extremes reverting toward balance.
No external code reused.
Burner Volume CandlesVisually see different candle colors based on volume relative to the look back period (default is last 20 candles).
This allows you to see if a current candle print is standard, high, or extreme sell/buy volume relative to the look back period.
This has been primarily used on the 30s timeframe on NQ.
It is also advised to take the NY open candle volume with a grain of salt as that is typically the extreme volume so it doesn't make this indicator as useful when it comes to those candles.
Rossgram
Script Name: ADMF: Rossgram Aggregated cumulative volume, volatility-dependent-parabolic-length, divergence-inverting EMA admf
Description:
This publication is a major revision by the original author. The script has been significantly improved to provide more accurate and timely signals by enhancing its core adaptive logic.
Key Improvements & Originality:
Enhanced Dynamic Calculation: The core algorithm now features a sophisticated volatility normalization mechanism. Instead of using a simple ATR, it calculates a normalized volatility index (volATR_admf) and dynamically adjusts the EMA length based on its position within a dynamically updated percentile range (2nd to 98th). This allows the indicator to be exceptionally responsive across different market regimes, from extreme volatility to calm conditions.
Advanced Percentile Anchoring: A dedicated initialization and update routine ensures robust calculation of volatility extremes. The script:
Initializes with safe defaults for the first 1000 bars.
After the 1000th bar, it calculates precise percentile levels (ta.percentile_nearest_rank) every 100 bars, ensuring the adaptive mechanism is always anchored to the most relevant recent market data rather than a fixed historical period. This is a unique approach to defining "extremes".
Multi-Exchange Data Aggregation (User-Configurable): The script is designed to aggregate volume data from multiple sources. This provides a more accurate picture of market activity than a single exchange. Users can manually configure a list of tickers for non-BTC assets in the settings, tailoring the data input to their specific trading instrument.
How It Works & How to Use:
The indicator plots a moving average that exponentially adjusts its sensitivity based on real-time market volatility. As volatility approaches historically high levels (98th percentile), the EMA length expands to filter out noise and help identify exhaustion. In low volatility (near the 2nd percentile), it contracts to become more responsive to new trends.
Usage: Add to the chart. For non-BTC assets, configure the tickers in settings.
Signal Interpretation: Look for the adaptive line to change direction, especially after it has been trending near one of the volatility extremes. This often anticipates sharp reversals.
Why Closed-Source? The specific implementation of the dynamic percentile-based anchoring, the volatility normalization formula, and the data aggregation logic are proprietary developments. Protecting the source code is necessary to safeguard the unique intellectual property behind this adaptive calculation method.
Prev Day Volume ProfileWhat the script does
Calculates yesterday’s Volume Profile from the bars on your chart (not tick data) and derives:
POC (Point of Control)
VAL (Value Area Low)
VAH (Value Area High)
Draws three horizontal lines for today:
POC in orange
VAL and VAH in purple
Adds labels on the right edge that show the level name and the exact price (e.g., POC 1.2345).
Why it’s bar-based (not tick-based)
Pine Script can’t fetch external tick/aggTrades data. The script approximates a volume profile by distributing each bar’s volume across the price bins that the bar’s high–low range covers. For “yesterday”, this produces a stable, TV-native approximation that’s usually sufficient for intraday trading.
Key inputs
Value Area %: Defaults to 0.70 (70%)—the typical value area range.
TZ Offset vs Exchange (hours): Shifts the day boundary to match your desired session (e.g., Europe/Berlin: +1 winter / +2 summer). This ensures “yesterday” means 00:00–24:00 in your target timezone.
Row Size: Manual? / Manual Row Size: If enabled, you can set the price bin size yourself. Otherwise, the script chooses a TV-like step from syminfo.mintick.
Colors & Line width: POC orange; VAL/VAH purple; configurable width.
Volume Profile Multi periodVolume Profile - AOC 📈
Unlock market insights with this powerful volume profile indicator! Analyze trading activity across multiple sessions with customizable settings and clear visuals. Perfect for traders aiming to identify key price levels and market trends with precision. 🚀
Key Features:
Multi-Session Support: Visualize volume profiles for Tokyo, London, New York, Daily, Weekly, Monthly, Quarterly, and Semiannual sessions. 🌍
Customizable Display: Choose session types, resolution, and bar modes (Mode 1 or Mode 2) to match your strategy. 🎛️
Point of Control (POC): Highlights the most traded price levels for each session. 🎯
Color-Coded Profiles: Distinct up/down volume visualization for quick analysis. 📊
Session Labels: Optional labels for easy identification of session periods. 🏷️
High/Low Tracking: Tracks session-specific highs and lows for accurate profiling. 📏
Empower your trading decisions with clear, actionable volume data! 💡
NY Anchored VWAP and Auto SMANY Anchored VWAP and Auto SMA
This script is a versatile trading indicator for the TradingView platform that combines two powerful components: a New York-anchored Volume-Weighted Average Price (VWAP) and a dynamic Simple Moving Average (SMA). Designed for traders who utilize VWAP for intraday trend analysis, this tool provides a clear visual representation of average price and volatility-adjusted moving averages, generating automated alerts for key crossover signals.
Indicator Components
1. NY Anchored VWAP
The VWAP is a crucial tool that represents the average price of a security adjusted for volume. This version is "anchored" to the start of the New York trading session, resetting at the beginning of each new session. This provides a clean, session-specific anchor point to gauge market sentiment and trend. The VWAP line changes color to reflect its slope:
Green: When the VWAP is trending upwards, indicating a bullish bias.
Red: When the VWAP is trending downwards, indicating a bearish bias.
2. Auto SMA
The Auto SMA is a moving average with a unique twist: its lookback period is not fixed. Instead, it dynamically adjusts based on market volatility. The script measures volatility using the Average True Range (ATR) and a Z-Score calculation.
When volatility is expanding, the SMA's length shortens, making it more sensitive to recent price changes.
When volatility is contracting, the SMA's length lengthens, smoothing out the price action to filter out noise.
This adaptive approach allows the SMA to react appropriately to different market conditions.
Suggested Trading Strategy
This indicator is particularly effective when used on a one-minute chart for identifying high-probability trade entries. The core of the strategy is to trade the crossover between the VWAP and the Auto SMA, with confirmation from a candle close.
The strategy works best when the entry signal aligns with the overall bias of the higher timeframe market structure. For example, if the daily or 4-hour chart is in an uptrend, you would look for bullish signals on the one-minute chart.
Bullish Entry Signal: A potential entry is signaled when the VWAP crosses above the Auto SMA, and is confirmed when the one-minute candle closes above both the VWAP and the SMA. This indicates a potential continuation of the bullish momentum.
Bearish Entry Signal: A potential entry is signaled when the VWAP crosses below the Auto SMA, and is confirmed when the one-minute candle closes below both the VWAP and the SMA. This indicates a potential continuation of the bearish momentum.
The built-in alerts for these crossovers allow you to receive notifications without having to constantly monitor the charts, ensuring you don't miss a potential setup.
POC Migration Velocity (POC-MV) [PhenLabs]📊POC Migration Velocity (POC-MV)
Version: PineScript™v6
📌Description
The POC Migration Velocity indicator revolutionizes market structure analysis by tracking the movement, speed, and acceleration of Point of Control (POC) levels in real-time. This tool combines sophisticated volume distribution estimation with velocity calculations to reveal hidden market dynamics that conventional indicators miss.
POC-MV provides traders with unprecedented insight into volume-based price movement patterns, enabling the early identification of continuation and exhaustion signals before they become apparent to the broader market. By measuring how quickly and consistently the POC migrates across price levels, traders gain early warning signals for significant market shifts and can position themselves advantageously.
The indicator employs advanced algorithms to estimate intra-bar volume distribution without requiring lower timeframe data, making it accessible across all chart timeframes while maintaining sophisticated analytical capabilities.
🚀Points of Innovation
Micro-POC calculation using advanced OHLC-based volume distribution estimation
Real-time velocity and acceleration tracking normalized by ATR for cross-market consistency
Persistence scoring system that quantifies directional consistency over multiple periods
Multi-signal detection combining continuation patterns, exhaustion signals, and gap alerts
Dynamic color-coded visualization system with intensity-based feedback
Comprehensive customization options for resolution, periods, and thresholds
🔧Core Components
POC Calculation Engine: Estimates volume distribution within each bar using configurable price bands and sophisticated weighting algorithms
Velocity Measurement System: Tracks the rate of POC movement over customizable lookback periods with ATR normalization
Acceleration Calculator: Measures the rate of change of velocity to identify momentum shifts in POC migration
Persistence Analyzer: Quantifies how consistently POC moves in the same direction using exponential weighting
Signal Detection Framework: Combines trend analysis, velocity thresholds, and persistence requirements for signal generation
Visual Rendering System: Provides dynamic color-coded lines and heat ribbons based on velocity and price-POC relationships
🔥Key Features
Real-time POC calculation with 10-100 configurable price bands for optimal precision
Velocity tracking with customizable lookback periods from 5 to 50 bars
Acceleration measurement for detecting momentum changes in POC movement
Persistence scoring to validate signal strength and filter false signals
Dynamic visual feedback with blue/orange color scheme indicating bullish/bearish conditions
Comprehensive alert system for continuation patterns, exhaustion signals, and POC gaps
Adjustable information table displaying real-time metrics and current signals
Heat ribbon visualization showing price-POC relationship intensity
Multiple threshold settings for customizing signal sensitivity
Export capability for use with separate panel indicators
🎨Visualization
POC Connecting Lines: Color-coded lines showing POC levels with intensity based on velocity magnitude
Heat Ribbon: Dynamic colored ribbon around price showing POC-price basis intensity
Signal Markers: Clear exhaustion top/bottom signals with labeled shapes
Information Table: Real-time display of POC value, velocity, acceleration, basis, persistence, and current signal status
Color Gradients: Blue gradients for bullish conditions, orange gradients for bearish conditions
📖Usage Guidelines
POC Calculation Settings
POC Resolution (Price Bands): Default 20, Range 10-100. Controls the number of price bands used to estimate volume distribution within each bar
Volume Weight Factor: Default 0.7, Range 0.1-1.0. Adjusts the influence of volume in POC calculation
POC Smoothing: Default 3, Range 1-10. EMA smoothing period applied to the calculated POC to reduce noise
Velocity Settings
Velocity Lookback Period: Default 14, Range 5-50. Number of bars used to calculate POC velocity
Acceleration Period: Default 7, Range 3-20. Period for calculating POC acceleration
Velocity Significance Threshold: Default 0.5, Range 0.1-2.0. Minimum normalized velocity for continuation signals
Persistence Settings
Persistence Lookback: Default 5, Range 3-20. Number of bars examined for persistence score calculation
Persistence Threshold: Default 0.7, Range 0.5-1.0. Minimum persistence score required for continuation signals
Visual Settings
Show POC Connecting Lines: Toggle display of colored lines connecting POC levels
Show Heat Ribbon: Toggle display of colored ribbon showing POC-price relationship
Ribbon Transparency: Default 70, Range 0-100. Controls transparency level of heat ribbon
Alert Settings
Enable Continuation Alerts: Toggle alerts for continuation pattern detection
Enable Exhaustion Alerts: Toggle alerts for exhaustion pattern detection
Enable POC Gap Alerts: Toggle alerts for significant POC gaps
Gap Threshold: Default 2.0 ATR, Range 0.5-5.0. Minimum gap size to trigger alerts
✅Best Use Cases
Identifying trend continuation opportunities when POC velocity aligns with price direction
Spotting potential reversal points through exhaustion pattern detection
Confirming breakout validity by monitoring POC gap behavior
Adding volume-based context to traditional technical analysis
Managing position sizing based on POC-price basis strength
⚠️Limitations
POC calculations are estimations based on OHLC data, not true tick-by-tick volume distribution
Effectiveness may vary in low-volume or highly volatile market conditions
Requires complementary analysis tools for complete trading decisions
Signal frequency may be lower in ranging markets compared to trending conditions
Performance optimization needed for very short timeframes below 1-minute
💡What Makes This Unique
Advanced Estimation Algorithm: Sophisticated method for calculating POC without requiring lower timeframe data
Velocity-Based Analysis: Focus on POC movement dynamics rather than static levels
Comprehensive Signal Framework: Integration of continuation, exhaustion, and gap detection in one indicator
Dynamic Visual Feedback: Intensity-based color coding that adapts to market conditions
Persistence Validation: Unique scoring system to filter signals based on directional consistency
🔬How It Works
Volume Distribution Estimation:
Divides each bar into configurable price bands for volume analysis
Applies sophisticated weighting based on OHLC relationships and proximity to close
Identifies the price level with maximum estimated volume as the POC
Velocity and Acceleration Calculation:
Measures POC rate of change over specified lookback periods
Normalizes values using ATR for consistent cross-market performance
Calculates acceleration as the rate of change of velocity
Signal Generation Process:
Combines trend direction analysis using EMA crossovers
Applies velocity and persistence thresholds to filter signals
Generates continuation, exhaustion, and gap alerts based on specific criteria
💡Note:
This indicator provides estimated POC calculations based on available OHLC data and should be used in conjunction with other analysis methods. The velocity-based approach offers unique insights into market structure dynamics but requires proper risk management and complementary analysis for optimal trading decisions.
Wick Pressure Zones [BigBeluga]
The Wick Pressure Zones indicator highlights areas where extreme wick activity occurred, signaling strong buy or sell pressure. By measuring unusually long upper or lower wicks and mapping them into gradient volume zones , the tool helps traders identify levels where liquidity was absorbed, leaving behind footprints of supply and demand imbalances. These zones often act as support, resistance, or liquidity sweep magnets .
🔵 CONCEPTS
Extreme Wicks : Large upper or lower shadows indicate aggressive rejection — upper wicks suggest selling pressure, lower wicks suggest buying pressure.
Volumatic Gradient Zones : From each detected wick, the indicator projects a layered gradient zone, proportional to the wick’s size, showing where most pressure occurred.
Liquidity Footprints : These zones mark levels where significant buy/sell volume was executed, often becoming reaction points on future retests.
Automatic Expiration : Zones persist until price decisively trades through them, after which they are cleared to keep the chart clean.
🔵 FEATURES
Automatic Wick Detection : Identifies extreme upper and lower wick events using percentile filtering and Realative Strength Index.
Gradient Zone Visualization : Builds a 10-layer zone from the wick top/bottom, shading intensity according to pressure strength.
Volume Labels : Each zone is annotated with the bar’s volume at the origin point for added context.
Dynamic Zone Extension : Zones extend to the right as long as they remain relevant; once price closes through them, they are removed.
Support & Resistance Mapping : Upper wick zones (red) behave like supply/resistance, lower wick zones (green) like demand/support.
Clutter Control : Limits the number of active zones (default 10) to keep charts responsive.
Background Highlighting : Optional background shading when new wick zones appear (red for sell, green for buy).
🔵 HOW TO USE
Look for Upper Wick Zones (red) : Indicate strong selling pressure; watch for resistance, reversals, or liquidity sweeps above.
Look for Lower Wick Zones (green) : Indicate strong buying pressure; watch for support or liquidity sweeps below.
Trade Retests : When price returns to a zone, expect a reaction (bounce or rejection) due to leftover liquidity.
Combine with Context : Align wick pressure zones with HTF support/resistance, order blocks, or volume profile for stronger signals.
Use Volume Labels : High-volume wicks indicate more significant liquidity events, making the zone more likely to act as a strong reaction point.
🔵 CONCLUSION
The Wick Pressure Zones is a powerful way to visualize hidden liquidity and aggressive rejections. By mapping extreme wick events into dynamic, volume-annotated zones, it shows traders where the market absorbed heavy buy/sell pressure. These levels frequently act as magnets or turning points, making them valuable for timing entries, stop placement, or fade strategies.
Intrabar Volume Delta — RealTime + History (Stocks/Crypto/Forex)Intrabar Volume Delta Grid — RealTime + History (Stocks/Crypto/Forex)
# Short Description
Shows intrabar Up/Down volume, Delta (absolute/relative) and UpShare% in a compact grid for both real-time and historical bars. Includes an MTF (M1…D1) dashboard, contextual coloring, density controls, and alerts on Δ and UpShare%. Smart historical splitting (“History Mode”) for Crypto/Futures/FX.
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# What it does (Quick)
* **UpVol / DownVol / Δ / UpShare%** — visualizes order-flow inside each candle.
* **Real-time** — accumulates intrabar volume live by tick-direction.
* **History Mode** — splits Up/Down on closed bars via simple or range-aware logic.
* **MTF Dashboard** — one table view across M1, M5, M15, M30, H1, H4, D1 (Vol, Up/Down, Δ%, Share, Trend).
* **Contextual opacity** — stronger signals appear bolder.
* **Label density** — draw every N-th bar and limit to last X bars for performance.
* **Alerts** — thresholds for |Δ|, Δ%, and UpShare%.
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# How it works (Real-Time vs History)
* **Real-time (open bar):** volume increments into **UpVolRT** or **DownVolRT** depending on last price move (↑ goes to Up, ↓ to Down). This approximates live order-flow even when full tick history isn’t available.
* **History (closed bars):**
* **None** — no split (Up/Down = 0/0). Safest for equities/indices with unreliable tick history.
* **Approx (Close vs Open)** — all volume goes to candle direction (green → Up 100%, red → Down 100%). Fast but yields many 0/100% bars.
* **Price Action Based** — splits by Close position within High-Low range; strength = |Close−mid|/(High−Low). Above mid → more Up; below mid → more Down. Falls back to direction if High==Low.
* **Auto** — **Stocks/Index → None**, **Crypto/Futures/FX → Approx**. If you see too many 0/100 bars, switch to **Price Action Based**.
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# Rows & Meaning
* **Volume** — total bar volume (no split).
* **UpVol / DownVol** — directional intrabar volume.
* **Delta (Δ)** — UpVol − DownVol.
* **Absolute**: raw units
* **Relative (Δ%)**: Δ / (Up+Down) × 100
* **Both**: shows both formats
* **UpShare%** — UpVol / (Up+Down) × 100. >50% bullish, <50% bearish.
* Helpful icons: ▲ (>65%), ▼ (<35%).
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# MTF Dashboard (🔧 Enable Dashboard)
A single table with **Vol, Up, Down, Δ%, Share, Trend (🔼/🔽/⏭️)** for selected timeframes (M1…D1). Great for a fast “panorama” read of flow alignment across horizons.
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# Inputs (Grouped)
## Display
* Toggle rows: **Volume / Up / Down / Delta / UpShare**
* **Delta Display**: Absolute / Relative / Both
## Realtime & History
* **History Mode**: Auto / None / Approx / Price Action Based
* **Compact Numbers**: 1.2k, 1.25M, 3.4B…
## Theme & UI
* **Theme Mode**: Auto / Light / Dark
* **Row Spacing**: vertical spacing between rows
* **Top Row Y**: moves the whole grid vertically
* **Draw Guide Lines**: faint dotted guides
* **Text Size**: Tiny / Small / Normal / Large
## 🔧 Dashboard Settings
* **Enable Dashboard**
* **📏 Table Text Size**: Tiny…Huge
* **🦓 Zebra Rows**
* **🔲 Table Border**
## ⏰ Timeframes (for Dashboard)
* **M1…D1** toggles
## Contextual Coloring
* **Enable Contextual Coloring**: opacity by signal strength
* **Δ% cap / Share offset cap**: saturation caps
* **Min/Max transparency**: solid vs faint extremes
## Label Density & Size
* **Show every N-th bar**: draw labels only every Nth bar
* **Limit to last X bars**: keep labels only in the most recent X bars
## Colors
* Up / Down / Text / Guide
## Alerts
* **Delta Threshold (abs)** — |Δ| in volume units
* **UpShare > / <** — bullish/bearish thresholds
* **Enable Δ% Alert**, **Δ% > +**, **Δ% < −** — relative delta levels
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# How to use (Quick Start)
1. Add the indicator to your chart (overlay=false → separate pane).
2. **History Mode**:
* Crypto/Futures/FX → keep **Auto** or switch to **Price Action Based** for richer history.
* Stocks/Index → prefer **None** or **Price Action Based** for safer splits.
3. **Label Density**: start with **Limit to last X bars = 30–150** and **Show every N-th bar = 2–4**.
4. **Contextual Coloring**: keep on to emphasize strong Δ% / Share moves.
5. **Dashboard**: enable and pick only the TFs you actually use.
6. **Alerts**: set thresholds (ideas below).
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# Alerts (in TradingView)
Add alert → pick this indicator → choose any of:
* **Delta exceeds threshold** (|Δ| > X)
* **UpShare above threshold** (UpShare% > X)
* **UpShare below threshold** (UpShare% < X)
* **Relative Delta above +X%**
* **Relative Delta below −X%**
**Starter thresholds (tune per symbol & TF):**
* **Crypto M1/M5**: Δ% > +25…35 (bullish), Δ% < −25…−35 (bearish)
* **FX (tick volume)**: UpShare > 60–65% or < 40–35%
* **Stocks (liquid)**: set **Absolute Δ** by typical volume scale (e.g., 50k / 100k / 500k)
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# Notes by Market Type
* **Crypto/Futures**: 24/7 and high liquidity — **Price Action Based** often gives nicer history splits than Approx.
* **Forex (FX)**: TradingView volume is typically **tick volume** (not true exchange volume). Treat Δ/Share as tick-based flow, still very useful intraday.
* **Stocks/Index**: historical tick detail can be limited. **None** or **Price Action Based** is a safer default. If you see too many 0/100% shares, switch away from Approx.
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# “All Timeframes” accuracy
* Works on **any TF** (M1 → D1/W1).
* **Real-time accuracy** is strong for the open bar (live accumulation).
* **Historical accuracy** depends on your **History Mode** (None = safest, Approx = fastest/simplest, Price Action Based = more nuanced).
* The MTF dashboard uses `request.security` and therefore follows the same logic per TF.
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# Trade Ideas (Use-Cases)
* **Scalping (M1–M5)**: a spike in Δ% + UpShare>65% + rising total Vol → momentum entries.
* **Intraday (M5–M30–H1)**: when multiple TFs show aligned Δ%/Share (e.g., M5 & M15 bullish), join the trend.
* **Swing (H4–D1)**: persistent Δ% > 0 and UpShare > 55–60% → structural accumulation bias.
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# Advantages
* **True-feeling live flow** on the open bar.
* **Adaptable history** (three modes) to match data quality.
* **Clean visual layout** with guides, compact numbers, contextual opacity.
* **MTF snapshot** for quick bias read.
* **Performance controls** (last X bars, every N-th bar).
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# Limitations & Care
* **FX uses tick volume** — interpret Δ/Share accordingly.
* **History Mode is an approximation** — confirm with trend/structure/liquidity context.
* **Illiquid symbols** can produce noisy or contradictory signals.
* **Too many labels** can slow charts → raise N, lower X, or disable guides.
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# Best Practices (Checklist)
* Crypto/Futures: prefer **Price Action Based** for history.
* Stocks: **None** or **Price Action Based**; be cautious with **Approx**.
* FX: pair Δ% & UpShare% with session context (London/NY) and volatility.
* If labels overlap: tweak **Row Spacing** and **Text Size**.
* In the dashboard, keep only the TFs you actually act on.
* Alerts: start around **Δ% 25–35** for “punchy” moves, then refine per asset.
---
# FAQ
**1) Why do some closed bars show 0%/100% UpShare?**
You’re on **Approx** history mode. Switch to **Price Action Based** for smoother splits.
**2) Δ% looks strong but price doesn’t move — why?**
Δ% is an **order-flow** measure. Price also depends on liquidity pockets, sessions, news, higher-timeframe structure. Use confirmations.
**3) Performance slowdown — what to do?**
Lower **Limit to last X bars** (e.g., 30–100), increase **Show every N-th bar** (2–6), or disable **Draw Guide Lines**.
**4) Dashboard values don’t “match” the grid exactly?**
Dashboard is multi-TF via `request.security` and follows the history logic per TF. Differences are normal.
---
# Short “Store” Marketing Blurb
Intrabar Volume Delta Grid reveals the order-flow inside every candle (Up/Down, Δ, UpShare%) — live and on history. With smart history splitting, an MTF dashboard, contextual emphasis, and flexible alerts, it helps you spot momentum and bias across Crypto, Forex (tick volume), and Stocks. Tidy labels and compact numbers keep the panel readable and fast.
ECVD by bigmmThis indicator is designed for scalping and short-term trading, ideally used on 1-5 minute timeframes. It helps identify significant momentum shifts by tracking extreme volume imbalances between buying and selling pressure.
How It Works:
The indicator calculates cumulative volume delta (the difference between buying and selling volumes) on a 1-hour timeframe
It identifies the maximum and minimum delta values over the last 499 bars
When the current delta reaches or exceeds these extreme values (100% of the recent extremes), it draws horizontal lines on the chart
Red "Sell" lines appear when buying pressure reaches extreme levels
Green "Buy" lines appear when selling pressure reaches extreme levels
Trading Application:
On lower timeframes (1-5 min), these extreme readings often signal potential reversal points
The lines act as dynamic support/resistance levels where price may react
The indicator keeps only the 4 most recent lines (2 of each type) to avoid clutter
Traders can use these signals to anticipate short-term price movements and manage risk
Best Used For:
Scalping strategies on very short timeframes
Identifying potential reversal points after strong momentum moves
Confirming entry and exit points in conjunction with other indicators
Understanding when volume extremes might be exhausted
This tool works particularly well in combination with price action analysis and other momentum indicators for comprehensive trading decisions.
Gann Swings with Weis Wave VolumeThis indicator combines two powerful market analysis techniques into a single, comprehensive tool: swing analysis based on the theories of W.D. Gann and volume analysis popularized by David Weis (Weis Wave). By visualizing the market's wave structure and the volume that drives each move, this indicator helps traders gauge the strength of a trend and identify potential reversals.
Key Features
Gann Swing Lines:
The indicator automatically identifies and plots market swings by connecting significant highs and lows. This provides a clean, intuitive view of the market's structure and the prevailing trend direction.
Upward swings are colored green, and downward swings are colored red (by default), making it easy to see the market's flow at a glance. A real-time line is also drawn to track the current, developing swing.
Weis Wave Volume Display:
At the conclusion of each swing, the indicator calculates the total cumulative volume for that entire price wave and displays it at the swing's peak or trough. This is the core of the Weis Wave concept, linking volume directly to price swings rather than individual candles.
This feature allows traders to analyze the "effort vs. result." For example, a long upward price swing that occurs on low cumulative volume may suggest a lack of conviction and a higher probability of reversal. Conversely, a breakout past a previous swing high accompanied by significant volume confirms the strength of the move.
The cumulative volume for the current, unfinished wave is also displayed in real-time with an underscore (_) suffix.
Volume-Based Candle Coloring:
This optional feature colors the price bars based on their volume relative to a moving average (EMA) of volume.
Candles with significantly higher-than-average volume are painted in darker, more intense shades of green (for up-candles) or red (for down-candles).
This helps to instantly spot high-interest areas, such as climactic buying or selling, which often occur at key support and resistance levels or turning points.
Settings (Inputs) Explained
Gann Swing Settings:
Show Gann Swing Lines: Toggles the visibility of the swing lines.
Line Width: Adjusts the thickness of the swing lines.
Up Swing/Down Swing: Allows for full customization of the colors for up and down swing lines.
Volume Numbers Settings:
Show Volume Numbers: Toggles the visibility of the cumulative Weis Wave volume labels.
Up Volume/Down Volume: Customizes the text color for the volume numbers on up and down swings.
Size: Changes the font size of the volume labels ("Tiny" to "Huge").
Volume Unit: Formats the volume display. Choose "None" for the raw number, "K" for thousands, "M" for millions, or "B" for billions to keep the chart clean.
Additional Visual Settings:
Show Volume Candles: Enables or disables the volume-based bar coloring.
Volume EMA Period: Sets the lookback period for the Exponential Moving Average used to calculate average volume for the bar coloring feature.
How to Use
This indicator can be a valuable addition to various trading strategies.
Trend Confirmation: A healthy trend will typically show increasing cumulative volume on swings in the direction of the trend. For instance, in a strong uptrend, each new upswing should ideally be accompanied by volume that is equal to or greater than the previous upswing.
Divergence and Reversal Signals: A classic signal of a weakening trend is divergence. If the price makes a new higher high, but the cumulative volume on that upswing is significantly lower than the previous one, it indicates that the buying pressure is fading and a reversal may be imminent.
Identifying Key Levels: The points where swings reverse, especially when accompanied by high cumulative volume, often become critical support or resistance levels for future price action. The volume-colored candles can further highlight specific bars where institutional activity is likely occurring.
このインジケーターは、W.D.ギャンの理論に基づいたスイング分析と、デビッド・ワイスが普及させた出来高分析（ワイスウェーブ）を組み合わせたテクニカル分析ツールです。相場の波動（スイング）とそのスイングを形成するためにどれだけの出来高が投入されたかを視覚的に捉えることで、トレンドの強弱や転換の可能性を評価するのに役立ちます。
主な機能
ギャンスイングの描画:
相場の高値と安値を基に、上昇スイングと下降スイングを自動で識別し、ラインで結んで表示します。
これにより、市場の基本的な構造やトレンドの方向性を直感的に把握できます。
上昇スイングは緑色、下降スイングは赤色（デフォルト設定）で表示され、現在進行中のスイングはリアルタイムで描画され続けます。
ワイスウェーブ出来高の表示:
一つのスイング（波）が完了するごとに、そのスイングの始点から終点までの累計出来高を計算し、スイングの頂点（高値・安値）に表示します。
大きな価格変動（スイング）が出来高を伴っているか、あるいは出来高が乏しい中で価格だけが動いているかを判断する材料となります。
例1: 上昇スイングの価格幅が大きいにも関わらず出来高数値が小さい場合、その上昇の勢いが弱い可能性を示唆します。
例2: 価格の動きは小さいのに出来高数値が非常に大きい場合、強い抵抗や支持、あるいは市場の意見が対立している状況を示唆します。
現在進行中のスイングの累計出来高も、末尾に「_」を付けてリアルタイムで表示します。
出来高ローソク足の色付け:
オプションを有効にすると、各ローソク足の出来高を移動平均線（EMA）と比較し、その出来高の大きさに応じてローソク足を色付けします。
出来高が平均よりも大幅に大きい足は濃い色で表示され、市場の注目が集まっている価格帯（重要な高値・安値など）を特定するのに役立ちます。
設定項目（インプット）の解説
ギャンスイング設定:
ギャンスイングラインを表示: スイングラインの表示／非表示を切り替えます。
線の太さ: ラインの太さを調整します。
上昇スイング/下降スイング: 各スイングラインの色を自由に設定できます。
出来高数値の設定:
出来高数値を表示: スイングごとの累計出来高の表示／非表示を切り替えます。
上昇出来高/下降出来高: 出来高数値のテキスト色を自由に設定できます。
サイズ: 出来高数値の文字サイズを選択できます。
出来高の単位: 出来高の数値をそのまま表示するか、「K」（千）、「M」（百万）、「B」（十億）単位に変換して表示するかを選択できます。
追加の視覚設定:
出来高ローソク足を表示: 出来高に応じたローソク足の色付け機能の有効／無効を切り替えます。
出来高EMA期間: ローソク足の色付けの基準となる出来高移動平均線の期間を設定します。
活用方法
このインジケーターは、単独で使うだけでなく、他のテクニカル指標と組み合わせることで、より精度の高い分析が可能になります。
トレンドの確認: 価格が上昇スイングを続けており、かつ各上昇スイングの出来高が増加傾向にあれば、強い上昇トレンドと判断できます。
トレンド転換の察知: 価格は新高値を更新しているのに、上昇スイングの出来高が前回よりも著しく減少している場合（ダイバージェンス）、上昇の勢いが尽きかけており、トレンド転換が近い可能性を示唆します。
重要な価格帯の特定: 出来高ローソク足機能で色が濃くなっている価格帯は、多くの市場参加者が取引したことを意味し、将来的にサポート（支持）やレジスタンス（抵抗）として機能する可能性があります。
Heikin-Ashi Cumulative Volume Delta (CVD)Heikin-Ashi Cumulative Volume Delta (CVD)
This indicator combines Heikin-Ashi calculations with a Cumulative Volume Delta (CVD) to highlight trends in volume.
🔹 Heikin-Ashi Calculation – Smooths out price action to filter noise and provide a clearer trend signal.
🔹 Adjusted Volume Delta – Uses a dynamic threshold based on 10 SMA to reduce sensitivity and eliminate minor fluctuations, showing only meaningful shifts in buying and selling pressure.
🔹 Cumulative Volume Delta (CVD) – Accumulates positive or negative volume depending on Heikin-Ashi candle direction, offering insight into underlying order flow.
🔹 EMA Trend Filters – Two user-adjustable EMAs (default: 20 & 50) applied to CVD, color-coded to indicate trend bias (green/red for short EMA, blue/orange for long EMA).
🔹 Visual Enhancements –
CVD plotted as coloured dots (green = bullish, red = bearish, grey = neutral).
EMA lines dynamically change colour with trend direction.
Price bars are recoloured to match the delta (green = buy pressure, red = sell pressure, grey = neutral).
Useful for spotting divergences between price and volume flow, identifying hidden accumulation/distribution, and confirming trend continuation or reversal signals.
Balance & Reversal Indicator [SYNC & TRADE]ndicator Description: "Balance & Reversal Indicator "
Purpose of the Indicator
The "Balance & Reversal Indicator " indicator is designed for analyzing market activity in cryptocurrency and other financial markets. It assists traders in identifying potential trend reversal points, detecting market equilibrium zones, and evaluating the balance between buying and selling volumes. The indicator is suitable for both short-term and long-term trading, offering flexible settings to adapt to various trading styles and timeframes.
What Does the Indicator Provide?
Volume Analysis: Calculates buy and sell volumes, along with the Long/Short Ratio, to assess current market dynamics.
Reversal Signals: Generates signals for potential Long (buy) and Short (sell) reversals based on customizable levels, ranging from "Potential Reversal" to "Maximum Signal."
Equilibrium Zones: Identifies zones where the market is in balance, useful for recognizing neutral market conditions.
Flexible Calculation Methods: Supports four volume calculation methods (Tick Based, Candle Based, Delta Based, Price Movement) to suit different trading approaches.
Auto and Manual Sensitivity: Offers "Auto" mode for timeframe-based sensitivity or "Manual" mode for custom sensitivity settings.
Data Visualization: Displays key metrics (total volume, buy/sell volumes, ratio, and percentages) via a comparison table and on-chart labels for easy interpretation.
Volume Unit Customization: Allows volume display in USDT, Active contracts, or other units for enhanced flexibility.
How to Use the Indicator?
Adding to the Chart:
Find "Balance & Reversal Indicator " in the TradingView library and add it to your chart.
The indicator appears in a separate panel below the chart, keeping price data unobstructed (overlay=false).
Configuring Settings:
Calculation Method: Choose one of four volume analysis methods:
Tick Based: Analyzes price movement within a candle.
Candle Based: Evaluates candle direction (up/down).
Delta Based: Considers the difference between open and close prices.
Price Movement: Assesses movement strength based on candle body and wick sizes.
Sensitivity Mode:
In "Auto" mode, sensitivity adjusts automatically based on the timeframe (e.g., higher for minute charts, lower for daily charts).
In "Manual" mode, set sensitivity manually (from 0.1 to 1.0).
Reversal Levels (Long/Short): Configure levels for Long and Short signals with associated ranges. For example, Long Reversal Level 1 = -30% with a 5% range triggers signals between -35% and -30%.
Equilibrium Levels: Set levels for neutral market zones (e.g., ±7% for Equilibrium Level 1).
Messages: Customize signal messages to align with your trading style.
Analysis Period (Start/End Time): Define the time range for volume calculations.
Volume Unit: Select USDT, Active (active contracts), or Contracts for volume display.
Interpreting Signals:
Comparison Table (Top-Right Corner): Displays analysis results for all four calculation methods (Long/Short Ratio, Buy %, Sell %, Signal), enabling method comparison.
On-Chart Labels: Show total volume, buy/sell volumes, Long/Short Ratio, buy/sell percentages, current method, and sensitivity.
Color-Coded Signals:
Green: Potential Long (buy) opportunity.
Red: Potential Short (sell) opportunity.
Yellow: Market in equilibrium zone.
Chart Levels: Horizontal lines indicate reversal levels (green for Long, red for Short, yellow for equilibrium) with a transparency gradient for clarity.
Applying in Trading:
Use reversal signals to enter positions. For example, a "Maximum Long Signal" may indicate a strong buying opportunity.
Equilibrium zones help avoid trading during low-volatility periods.
Compare methods in the table to confirm signals.
Adjust settings to match your timeframe and asset. For instance, use "Tick Based" with high sensitivity for scalping on minute charts or "Price Movement" with low sensitivity for long-term trading.
Recommendations:
Test the indicator on historical data to optimize settings for your asset and strategy.
Combine indicator signals with other technical analysis tools (e.g., support/resistance levels or trend indicators) for greater accuracy.
Regularly update the time range (Start/End Time) to ensure relevant data analysis.
Who Is This Indicator For?
"Balance & Reversal Indicator " is ideal for traders who:
Trade on cryptocurrency exchanges and want to analyze trading volumes.
Seek reversal points for entering Long or Short positions.
Prefer customizable settings and the ability to compare different analysis methods.
Operate across various timeframes, from minutes to months.
Note: This indicator is not financial advice. Always conduct your own analysis and consider risks before making trading decisions.
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