Auf geht's

Volume Profile

Auction Context Engine ( Value Area, VWAP & Regime)📌 Indicator Name Auction Context Engine (Value Area, VWAP & Regime) Short name: ACE Context 🧠 Description Auction Context Engine (ACE) is a professional market context and structure indicator based on Auction Market Theory.It is designed to help traders understand where the market is positioned, not to generate trade signals. ACE focuses on: • Developing Value Area (VAH / VAL) • Developing Point of Control (POC) • Session VWAP positioning • Volatility regime expansion • Opening Range context • Failed auction / trap detection • Market bias and environment quality This indicator provides context only and is intended to be used alongside a separate execution strategy or system. 🎯 What This Indicator Is ✔ A context engine ✔ A market structure filter ✔ A bias alignment tool ✔ A regime and environment classifier ❌ What This Indicator Is NOT ✘ Not a signal generator ✘ Not a buy/sell system ✘ Not a strategy ✘ Not a profitability promise 📊 How To Use Use ACE to answer: • Is price accepting or rejecting value? • Is the market in balance or expansion? • Is VWAP supporting or opposing price? • Is this a breakout environment or a trap? • Is volatility expanding? • Is the market trending or ranging? You may then use your own execution strategy aligned with this context. 🟢 Core Components Developing Value Area • VAH / VAL dynamically update through the session • POC tracks highest traded volume area VWAP Position • Above VWAP = bullish bias • Below VWAP = bearish bias Opening Range Context • Detects breakouts or balance after session open Volatility Regime • Identifies expansion vs normal conditions Failed Auction Detection • Highlights trap conditions near value extremes Market Quality • Strong / Mixed / Weak environment classification Context Table • Clean 1-column vertical dashboard with color-coded bias 🔵 Visual Elements • Developing VAH, VAL, POC lines • Session VWAP • Small context dots when environment turns READY • Compact professional context table ⚙️ Settings • Value Area bin size • Value area percentage • Opening range duration • Regime expansion factor • Line colors and thickness • Context table ON/OFF • Context dots ON/OFF 🧩 Best Use Case This indicator is ideal for: • Intraday trading • Index futures and equities • Options context filtering • Trend / range regime identification • Professional discretionary traders ⚠️ Disclaimer This script is provided for educational and informational purposes only.It does not constitute financial or investment advice.Trading involves risk. Always use proper risk management.
Pine Script® Indikator
von Market_Logic_India
HOHO Oscillator Squeeze With AGAIG TurnsHOHO OSCILLATOR SQUEEZE WITH AGAIG TURN DETECTION ═════════════════════════════════════════════════════════════ OVERVIEW This powerful indicator combines three proven trading concepts into one visually stunning, highly accurate momentum and trend analysis tool: • HOHO (Hump Oscillator) - Multi-timeframe momentum oscillator • Squeeze Indicator - Bollinger Bands/Keltner Channel volatility compression detector • AGAIG (As Good As It Gets) Turn Detection - Intelligent price reversal identification The result is a comprehensive trading system that identifies high-probability entry and exit points with exceptional visual clarity. ═════════════════════════════════════════════════════════════ KEY FEATURES HOHO OSCILLATOR The foundation of this indicator is the Hump Oscillator, which creates distinctive wave patterns ("humps") above and below the zero line. These colorful columns provide instant visual feedback on momentum direction and strength: • Fast oscillator (thin columns) - Responsive to immediate price action • Slow oscillator (wide columns) - Confirms underlying trend momentum • Color-coded bars shift from bright (strong momentum) to dark (weakening momentum) • Fully customizable MA types (EMA/SMA) and lengths SQUEEZE DETECTION Integrated Bollinger Band and Keltner Channel analysis identifies volatility compression: • Yellow zero-line dots signal active squeeze conditions • Optional yellow background highlights compression zones • Anticipates explosive breakout moves • Adjustable BB and KC parameters for different markets and timeframes AGAIG TURN DETECTION Intelligent price reversal identification based on the "As Good As It Gets" methodology: • Automatically identifies significant market turning points • Adjustable sensitivity via "Turn Detection Length" (lower = more signals, higher = fewer signals) • Strength filter ensures only quality setups are marked (1-10 scale) • Eliminates noise and false signals common in traditional pivot indicators VISUAL SIGNALS • BUY arrows (green triangles) mark bullish reversal opportunities • SELL arrows (red triangles) mark bearish reversal opportunities • Text labels positioned for optimal readability • All arrows appear at actual turning points with configurable lookback offset FLEXIBLE CUSTOMIZATION • Choose between EMA or SMA for all moving average calculations • Adjustable oscillator lengths for different trading styles • Configurable turn detection sensitivity • Optional bar coloring based on Fast or Slow momentum • Clean, professional visual design ═════════════════════════════════════════════════════════════ HOW TO USE ENTRY SIGNALS Look for BUY/SELL arrows combined with: 1. Squeeze conditions (yellow markers) for highest-probability setups 2. Oscillator color confirmation (green for longs, red for shorts) 3. Turn strength that meets your minimum requirements TREND CONFIRMATION • Strong green humps = bullish momentum building • Strong red humps = bearish momentum building • Oscillator crossing zero = momentum shift • Color transitions = momentum strengthening or weakening VOLATILITY ANALYSIS • Yellow zero-line dots = consolidation/squeeze active • Expansion after squeeze = high-probability breakout opportunity • Combine with turn arrows for precise entry timing PARAMETER TUNING For scalping/day trading (5m-15m charts): • Turn Detection Length: 3-5 • Turn Strength: 2-4 For swing trading (1H-4H charts): • Turn Detection Length: 5-8 • Turn Strength: 3-5 For position trading (Daily charts): • Turn Detection Length: 8-15 • Turn Strength: 5-7 ═════════════════════════════════════════════════════════════ CREDITS & ATTRIBUTION This indicator builds upon the excellent work of: • HOHO (Hump Oscillator) - Original concept from ThinkorSwim community • Squeeze Indicator - Based on TTM Squeeze by John Carter • AGAIG (As Good As It Gets) - Turn detection methodology by NPR21 Converted and enhanced for TradingView with permission from the trading community. ═════════════════════════════════════════════════════════════ BEST PRACTICES ✓ Use on liquid markets (major indices, forex pairs, crypto) ✓ Combine with support/resistance levels for confluence ✓ Wait for oscillator color confirmation before entry ✓ Higher turn strength settings = fewer but higher-quality signals ✓ Squeeze breakouts offer exceptional risk/reward opportunities ✓ Practice proper risk management and position sizing ✗ Don't trade every arrow - wait for confluence ✗ Don't ignore the oscillator colors - they show momentum health ✗ Don't use overly sensitive settings in choppy markets ✗ Don't trade counter to the oscillator trend without strong confirmation ═════════════════════════════════════════════════════════════ WHAT MAKES THIS INDICATOR UNIQUE Unlike standalone momentum oscillators or simple pivot indicators, this tool synthesizes three proven methodologies into a single, coherent visual system. The combination of momentum analysis (HOHO), volatility detection (Squeeze), and intelligent turn identification (AGAIG) provides traders with a comprehensive view of market conditions and high-probability trading opportunities. The indicator's visual design uses color psychology and positioning to make complex market analysis instantly understandable at a glance - critical for fast-moving markets and quick decision-making. ═════════════════════════════════════════════════════════════ SUITABLE FOR • Day traders on 5m-30m timeframes • Swing traders on 1H-Daily timeframes • Scalpers seeking momentum confirmation • Options traders identifying reversal points • Futures traders (especially /ES, /NQ, /YM) • Forex traders on major pairs • Cryptocurrency traders
Pine Script® Indikator
von NPR21
A.I. Optimus Prime [RubiXalgo]A.I. Optimus Prime – Advanced Trend & Volume IndicatorInspired by the Rubik's Cube analogy: Just as a speed cuber solves complex patterns through precise rotations, this indicator uses dynamic AI-driven calculations (Kalman filters, k-NN machine learning, LOWESS smoothing, and volume delta analysis) to reveal market structure, trend direction, support/resistance, and high-probability liquidation zones.Key Features: • Dual Kalman Trend Lines: Fast (responsive) and Slow (stable) trend lines with adaptive color gradients for clear bullish (green/teal) or bearish (red/purple) bias. • Dynamic Candle Coloring: Optional gradient candle fills based on AI trend momentum (best with hollow candles to avoid overlap). • Multi-Timeframe Moving Averages: Up to 5 customizable HTF levels (SMA/DEMA/TEMA/VWMA) with on-chart lines and a trend table showing directional arrows. • Volume Profit-Trend Polyline: Forward-projected curve predicting price direction via cumulative volume delta and Ichimoku-inspired wave analysis. • Liquidation Window (LiqD): Trade setup zones with stop loss, entry, and 3 profit targets – visualizes potential liquidations and mean-reversion areas. • Dynamic Volume Profile Channel: Linear regression-based volume profile with VPOC (point of control) highlighting high-volume nodes and trend-adjusted angles. • Speed Lanes & Targets: Adaptive support/resistance fills and precise target markers for entries/exits.High-Probability Signals: • Longs: Green trend confirmation + green volume polyline curving up + price bounce from green VPOC or liquidation entry. • Shorts: Red trend confirmation + red volume polyline curving down + price rejection at red VPOC or liquidation entry. Ideal for 3:1+ risk-reward setups when volume trend aligns with liquidation window.Settings Highlights: • VSQC Dynamic Scaling Lookback (default 9): Core speed control – lower for faster response, higher for smoother trends. • Accelerator Multiplier & Momentum Window: Fine-tune AI adaptation to volatility. • Color Themes: Classic (red/green) or Crypto (teal/purple).Educational & Informational Use Only – Not financial advice. Backtest thoroughly. Past performance is not indicative of future results.Created by StupidBitcoin | Powered by advanced machine learning & open-source contributions. Enjoy the solve!
Pine Script® Indikator
von Jesse_Geluk
[Greeny] RTH Only Naked VPOCWhat it does Calculates and displays daily Volume Point of Control (VPOC) levels based on RTH (Regular Trading Hours) session only. Tracks which VPOCs remain "naked" (untouched) and which have been hit - but only counts hits during RTH hours, ignoring overnight/globex touches. Key Features One VPOC per trading day calculated from entire RTH session volume profile RTH-only hit detection - levels only marked as hit when touched during RTH, not overnight Works on all timeframes - daily, hourly, or any chart timeframe Volume-based filtering - automatically skips low-liquidity sessions (pre-front-month contract data) Visual markers - small dash on origin bar shows where each VPOC was, even after being hit Visual Guide Yellow dashed line - Naked VPOC (not yet touched during RTH) White dashed line - Hit VPOC (was touched during RTH) Small dash on candle - POC origin marker Settings Display options: Toggle to show only naked POCs, customize hit/naked colors, adjust line width and style (solid/dashed/dotted), enable/disable line extension and origin markers. RTH Session: Configure start and end time in NY timezone. Default is 9:30-16:00 (US equity market hours), which equals 15:30-22:00 Budapest time. Advanced: Adjust volume profile resolution (default 250 bins), data source timeframe for calculations (5min recommended for daily charts), and minimum volume threshold to filter out low-liquidity sessions like pre-rollover contract data (default 10% of average). Best For ES/MES, NQ/MNQ futures traders Mean reversion strategies using VPOC as support/resistance Auction Market Theory practitioners Anyone wanting clean RTH-only volume profile levels Note on Contract Rollovers When using specific contract symbols (e.g., ESH2026 instead of ES1!), the script may show many naked VPOCs from months before the contract became active. This happens because futures contracts have very low liquidity before becoming the front-month, creating unreliable VPOCs with gaps that never get hit. The volume filter helps reduce this, but you may need to increase the "Min Volume % of Average" setting or simply ignore older levels when viewing back-month data.
Pine Script® Indikator
von GreenyEdge
1
Market Zones ProMarket Zones Pro Market Zones Pro is an advanced, multi-timeframe market profile indicator built for professional traders who demand deep insight into market structure, volume distribution, and time-at-price dynamics. Its hybrid volume/time-weighted engine delivers real-time value areas, points of control, and proprietary extended levels — all in one clean, customizable overlay. This invite-only script distinguishes itself with original features like the Venom Pivots projection system, intelligent 80% Rule confirmation logic, and flexible stacked composite profiles that create long-term distribution views not available in standard tools. Core Features & Concepts • Hybrid Market Profile Engine Seamlessly blends volume-based and time-at-price (TPO) data — originally developed by J. Peter Steidlmayer in the 1980s — into a configurable hybrid mode (pure volume, pure time, or balanced). This creates robust, adaptive profiles that perform reliably across quiet sessions and high-volatility environments alike. • Value Area & Point of Control (POC) The shaded value area captures one standard deviation of trading activity (~68% of total volume/time). The POC marks the price level with the highest concentration — widely regarded as the “fairest” price and a natural magnet for price action • Virgin POCs (VPOCs) Prior POCs that price has not yet revisited. These untouched levels frequently act as powerful support or resistance, often producing stalls or reversals when finally tagged. • Venom Pivots Proprietary extended support and resistance levels projected from the current value area dimensions. Up to six levels above and below provide harmonic targets: closer pivots (R1/S1) for short-term moves, farther ones for trend extensions • 80% Rule Detection Automated implementation of the observation popularized by James Dalton : when price opens outside the value area and enters it, there is historically an ~80% probability of reaching the opposite side. The script intelligently distinguishes potential vs. confirmed states, handles breakout scenarios, and applies tailored confirmation logic • Developing (Future) Value Areas Real-time projection of the current incomplete period’s value area, POC, and Venom levels — essential for intraday and swing traders. • Stacked Composite Profiles Merges multiple completed periods into a single long-term histogram (e.g., 12 months = 1-year composite). Ideal for identifying persistent “shelves” and overall market distribution. • High Volatility Warnings & Visual Zones Automatically flags compressed value areas that often precede explosive moves. Gradient zones outside the value area, up/down volume histograms, and multi-timeframe color coding provide instant visual context. • Smart Alerts & Status Table Custom alerts for 80% Rule states, value area breakouts, VPOC touches, and volatility warnings — all with price levels included. A real-time status table offers an immediate position summary relative to key levels. • Extensive Customization Over 50 inputs control visuals, labels, opacity, data modes, and session handling (regular + extended hours supported with accurate rollover alignment for futures and forex). How to Use It 1. Add to chart → select desired Profile Timeframe (Auto or manual). 2. Enable Extended Trading Hours in chart settings for precise developing value areas on 24/7 instruments. 3. Interpret: range-trade inside the value area; look for trends on breaks; use VPOCs and Venom levels for entries/exits; follow confirmed 80% Rule signals for high-probability targets. 4. Leverage the status table for instant context and set rich alerts for live trading. Why Market Zones Pro? The unique combination of proprietary Venom projections, sophisticated 80% Rule logic, hybrid volume/time weighting, developing value areas, and flexible stacked composites delivers insights and automation far beyond conventional market profile indicators. Proven across diverse assets and timeframes (as shown in screenshots), it saves significant analysis time while providing clear, actionable edges.
Pine Script® Indikator
von chartlaunchpad
Dynamic Supports + Volume Profile (Smart Time Selector)This indicator is an "All-in-One" tool designed to simplify Market Structure and Volume analysis on higher timeframes (especially Daily charts). Its main innovation is the **Unique Period Selector**, which automatically adjusts 5 internal parameters (tolerance, pivot sensitivity, resolution, and historical depth) with a single click. **🛠️ MAIN FEATURES:** 1. **Automatic Engine (1-5 Years):** * Forget about manually setting pivot lengths or "Lookback". * Select **"1 Year"**: The script scans for fast pivots and recent volume for *Swing Trading*. * Select **"5 Years"**: The script filters noise and shows only "Rock-Solid" structures (Historical S/R) for *Long Term Investing*. 2. **"Merged" Support & Resistance (S/R):** * The script detects Pivot Highs/Lows. * **Fusion Logic:** If price bounces multiple times in the same zone (within calculated tolerance), the script updates the existing line instead of drawing a new one. It extends the line and counts the touches (e.g., "S (4)" means a Support validated 4 times). * **Clean Chart:** Avoids visual noise. 3. **Lateral Volume Profile (VP):** * Displays volume distribution to the right of the current price. * **Orange POC (Point of Control):** Marks the exact price level with the highest trading volume in the selected period. **🚀 HOW TO USE (STRATEGY):** Best used on the **Daily Timeframe (1D)**: * **Scenario 1: Mean Reversion** * If price moves far from the **Orange POC**, look for it to act as a magnet. * Enter when price touches a **Green Line (Support)** that aligns with a high volume node. * **Scenario 2: Breakout** * If price breaks a **Red Line (Resistance)** aggressively and the volume above is thin (low volume nodes), the move tends to be fast due to lack of friction. * **Scenario 3: Multi-Timeframe Analysis** * Use "5 Years" to mark your long-term zones. * Switch to "1 Year" for tactical entries. **🎨 VISUAL SETTINGS:** * **Green Lines:** Demand Zones (Supports). * **Red Lines:** Supply Zones (Resistances). * **Dotted Orange Line:** POC (Fair Value). * **Blue Bars:** Volume Profile. **Disclaimer / Descargo:** This script is designed for educational and analytical purposes on the daily timeframe. Use it to identify zones of interest, not as automatic buy/sell signals.
Pine Script® Indikator
von ivandiaz2007
3
Volume Cluster Profile [VCP] (Zeiierman)█ Overview Volume Cluster Profile (Zeiierman) is a volume profile tool that builds cluster-enhanced volume-by-price maps for both the current market window and prior swing segments. Instead of treating the profile as a raw histogram only, VCP detects the dominant volume peaks (clusters) inside the profile, then uses a Gaussian spread model to “radiate” those peaks into surrounding price bins. This produces a smoother, more context-aware profile that highlights where volume is most meaningfully concentrated, not just where it happened to print. On top of the live profile, VCP automatically records historical swing profiles between pivots, wraps each segment for clarity, and can project the most recent segment’s High/Low Value extensions (VA/LV) forward to the current bar to keep key structure visible as price evolves. █ How It Works ⚪ 1) Profile Construction (Volume-by-Price) VCP builds a volume profile histogram over a chosen window (current lookback, or a swing segment): Range Scan The script finds the full min → max price range inside the window. Bin the Range That range is divided into a user-defined number of Price Bins (rows). More bins = finer detail, but heavier computation. Accumulate Volume into Bins For each bar inside the window, the script takes the bar’s close price, determines which price bin it belongs to, and adds the bar’s volume to that bin. float step = (maxPrice - minPrice) / binsCount for i = 0 to barsToUse - 1 int b = f_clamp(int(math.floor((close - minPrice) / step)), 0, binsCount - 1) volBins += volume Result: volBins becomes a standard volume-by-price histogram (close-based binning). ⚪ 2) Cluster Detection (Finding Dominant Peaks) Once the raw histogram is built, VCP identifies cluster centers as the most meaningful volume “hills”: Local Peak Test A bin becomes a cluster candidate if its volume is greater than or equal to its immediate neighbors (left/right). Filter Weak Peaks Peaks must also be above a basic activity threshold (relative to the average bin volume) to avoid noise. bool isPeak = v >= left and v >= right if isPeak and v > avgVol array.push(clusterIdxs, b) Keep the Best Peaks Only If too many peaks exist, the script keeps only the strongest ones, capped by: Max Cluster Centers Result: clusterIdxs = the set of dominant profile peaks (cluster centers). ⚪ 3) Cluster Enhancement (Gaussian Spread Model) This is what makes VCP different from a raw profile. Instead of using volBins directly, the script builds an enhanced profile where each cluster center influences nearby price bins using a Gaussian curve: Distance from each bin to each cluster center is computed in “bin units” A Gaussian weight is applied so that bins near the center receive stronger influence, while bins farther away decay smoothly. Cluster Spread (sigma) controls how wide this influence reaches: low sigma produces tight, sharp clusters, while high sigma results in wider, smoother structure zones. enhanced += centerV * math.exp(-(dist*dist) / (2.0 * clusterSigma * clusterSigma)) volBinsAI := enhanced / szClFinal Result: volBinsAI = the cluster-enhanced volume value for each bin. In practice, VCP turns the profile into a structure map of dominant volume concentrations, rather than a simple “where volume printed” histogram. ⚪ 4) POC from the Enhanced Profile After enhancement: The bin with the highest volBinsAI becomes the POC (Point of Control) POC is plotted at the midpoint price of that bin if volBinsAI > maxVol maxVol := volBinsAI , pocBin := b So the POC reflects the cluster-enhanced profile rather than the raw histogram. █ How to Use ⚪ Read Cluster Structure (Default = 2 Clusters) By default, the Volume Cluster Profile (VCP) is configured to detect up to 2 dominant volume clusters within the profile. These clusters represent price zones where the market accepted trading activity, not just where volume printed randomly. ⚪ When TWO Clusters Appear When VCP detects two distinct clusters, it usually indicates: Two competing areas of value Ongoing auction between higher and lower acceptance zones Treat each cluster as an acceptance zone Expect slower price action and rotation inside clusters Expect faster movement in the low-volume space between clusters Use cluster-to-cluster movement as: rotation targets range boundaries acceptance vs rejection tests Typical behavior: Price enters a cluster → stalls, consolidates, rotates Price rejects at cluster edge → moves toward the opposite cluster ⚪ When ONLY ONE Cluster Appears If VCP detects only one cluster, or if two clusters visually merge into one: Volume is no longer split The market has formed a single dominant value area Price consensus is strong Treat the cluster as the primary value anchor Expect pullbacks and reactions around this zone Bias becomes directional: Above the cluster → bullish context Below the cluster → bearish context Inside the cluster → balance/chop This structure often appears during clean trends or stable equilibria. ⚪ VA/LV Extensions VCP projects two zones from the end of the most recent swing segment: VA extension = the segment’s highest enhanced-volume bin (dominant zone) LV extension = the segment’s lowest enhanced-volume bin (thin/weak zone) A breakout of the VA extension signals acceptance and potential continuation. A retest of the VA or LV extension is used to confirm acceptance or rejection, while rejection from either zone often leads to rotation back toward value. █ Settings Cluster Volume Profile Lookback Bars – how many recent bars build the current profile Price Bins – profile resolution (more bins = more detail, heavier CPU) Cluster Spread – Gaussian sigma; higher values widen/smooth cluster influence Max Cluster Centers – cap on detected peaks used in enhancement Historical Swing Cluster Volume Profile Pivot Length – swing sensitivity (larger = fewer, broader segments) Max Profiles – how many historical segments to retain Profile Width – thickness of each historical profile High & Low Value Area Profile VA/LV – extend the last segment’s top-bin and low-bin zones forward ----------------- 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.
Pine Script® Indikator
von Zeiierman
10
Delta Reaction Zones [BOSWaves]Delta Reaction Zones - Cumulative Delta-Based Supply and Demand Identification with Flow-Weighted Zone Construction Overview Delta Reaction Zones is a volume flow-aware supply and demand detection system that identifies price levels where significant buying or selling pressure accumulated, constructing adaptive zones around cumulative delta extremes with intelligent flow composition analysis. Instead of relying on traditional price-based support and resistance or fixed pivot structures, zone placement, thickness, and directional characterization are determined through delta accumulation patterns, volatility-adaptive sizing, and the proportional composition of positive versus negative volume flow. This creates dynamic reaction boundaries that reflect actual order flow imbalances rather than arbitrary price levels - contracting during low volatility environments, expanding during elevated volatility periods, and incorporating flow composition statistics to reveal whether zones formed under buying or selling dominance. Price is therefore evaluated relative to zones anchored at delta extremes rather than conventional technical levels. Conceptual Framework Delta Reaction Zones is founded on the principle that meaningful support and resistance emerge where cumulative volume flow reaches local extremes rather than where price alone forms patterns. Traditional support and resistance methods identify turning points through price structure, which often ignores the underlying order flow dynamics that drive those reversals. This framework replaces price-centric logic with delta-driven zone construction informed by actual buying and selling pressure. Three core principles guide the design: Zone placement should correspond to cumulative delta extremes, not price pivots alone. Zone thickness must adapt to current market volatility conditions. Flow composition context reveals whether zones formed under accumulation or distribution. This shifts supply and demand analysis from static price levels into adaptive, flow-anchored reaction boundaries. Theoretical Foundation The indicator combines delta proxy methodology, cumulative volume tracking, adaptive volatility measurement, and flow decomposition analysis. A signed volume delta proxy estimates directional order flow on each bar, which accumulates into a running cumulative delta series. Pivot detection identifies local extremes in either cumulative delta or its rate of change, marking levels where flow momentum reached inflection points. Average True Range (ATR) provides volatility-responsive zone sizing, while impulse window analysis decomposes recent flow into positive and negative components with percentage weighting. Four internal systems operate in tandem: Delta Accumulation Engine : Computes smoothed signed volume and maintains cumulative delta tracking for directional flow measurement. Pivot Detection System : Identifies significant turning points in cumulative delta or delta rate of change to anchor zone placement. Adaptive Zone Construction : Scales zone thickness dynamically using ATR-based volatility measurement around pivot anchors. Flow Composition Analysis : Calculates positive and negative flow percentages over a configurable impulse window to characterize zone formation context. This design allows zones to reflect actual order flow behavior rather than reacting mechanically to price formations. How It Works Delta Reaction Zones evaluates price through a sequence of flow-aware processes: Signed Volume Delta Calculation : Each bar's volume is directionally signed based on close-open relationship, creating a proxy for buying versus selling pressure. Cumulative Delta Tracking : Signed volume accumulates into a running total, revealing sustained directional flow over time. Pivot Identification : Local highs and lows in cumulative delta (or its rate of change) mark significant flow inflection points where zones anchor. Volatility-Adaptive Sizing : ATR multiplier determines zone half-width, automatically adjusting thickness to current market conditions. Flow Decomposition : Positive and negative volume components are separated and percentage-weighted over the impulse window to reveal dominant flow direction. Intelligent Zone Merging : Overlapping zones of the same type automatically merge into broader reaction areas, with flow statistics blended proportionally. Dynamic Extension and Visualization : Zones extend forward with gradient-filled composition segments showing buy versus sell flow proportions. Breach Detection and Cleanup : Zones invalidate automatically when price closes beyond their boundaries, maintaining chart clarity. Together, these elements form a continuously updating supply and demand framework anchored in order flow reality. Interpretation Delta Reaction Zones should be interpreted as flow-anchored supply and demand boundaries: Support Zones (Green) : Form at cumulative delta lows, marking levels where selling exhaustion or buying accumulation occurred. Resistance Zones (Red) : Establish at cumulative delta highs, identifying areas where buying exhaustion or selling distribution dominated. Flow Composition Segments : Visual gradient within each zone reveals the buy/sell flow proportion during zone formation. The upper segment (red tint) represents negative (selling) flow percentage while the lower segment (green tint) represents positive (buying) flow percentage. BUY FLOW / SELL FLOW / MIXED Labels : Indicate dominant flow character when one direction exceeds 60% of total impulse window activity. Net Delta Statistics : Display cumulative flow totals (Δ) alongside percentage breakdowns for immediate context. Zone Thickness : Reflects current volatility environment - wider zones in volatile conditions, tighter zones in calm markets. Zone Merging : Multiple nearby pivots consolidate into broader reaction areas, weighted by their respective flow magnitudes. Flow composition, volatility context, and delta magnitude outweigh isolated price reactions. Signal Logic & Visual Cues Delta Reaction Zones presents two primary interaction signals: Support Reclaim (RC) : Green label appears when price crosses back above a support zone's midline after trading below it, suggesting renewed buying interest. Resistance Re-enter (RE) : Red label displays when price crosses back below a resistance zone's midline after trading above it, indicating resumed selling pressure. Alert generation covers zone creation and midline reclaim/re-entry events for systematic monitoring. Strategy Integration Delta Reaction Zones fits within order flow-informed and supply/demand trading approaches: Flow-Anchored Entry Zones : Use zones as high-probability reaction areas where historical order flow imbalances occurred. Composition-Based Bias : Favor trades aligning with dominant flow character - long setups near zones formed under buying dominance, short setups near selling-dominated zones. Volatility-Aware Targeting : Expect wider reaction ranges when ATR expands zones, tighter ranges when ATR contracts them. Merge-Informed Conviction : Broader merged zones represent multiple flow inflection points, potentially offering stronger support/resistance. Midline Reclaim Validation : Use RC/RE signals as confirmation of zone respect rather than standalone entry triggers. Multi-Timeframe Flow Context : Apply higher-timeframe delta zones to inform lower-timeframe entry precision. Technical Implementation Details Core Engine : Signed volume delta proxy with EMA smoothing Accumulation Model : Persistent cumulative delta tracking with optional rate-of-change pivot detection Zone Construction : ATR-scaled thickness around pivot anchors Flow Analysis : Positive/negative decomposition over configurable impulse window Visualization : Gradient-filled zones with embedded flow statistics and percentage segments Signal Logic : Midline crossover detection with breach-based invalidation Merge System : Proximity-based consolidation with weighted flow blending Performance Profile : Optimized for real-time execution with configurable zone limits Optimal Application Parameters Timeframe Guidance: 1 - 5 min : Micro-structure flow zones for scalping and short-term reversals 15 - 60 min : Intraday supply/demand identification with flow context 4H - Daily : Swing-level reaction zones with macro flow characterization Suggested Baseline Configuration: Delta Smoothing Length : 3 Pivot Length : 12 Pivot Source : Cumulative Delta Impulse Window : 100 ATR Length : 14 ATR Multiplier : 0.35 (reduce for lower timeframes) Maximum Zones : 8 Merge Overlapping Zones : Enabled Merge Gap : 20 ticks These suggested parameters should be used as a baseline; their effectiveness depends on the asset's volume profile, tick structure, and preferred zone density, so fine-tuning is expected for optimal performance. Parameter Calibration Notes Use the following adjustments to refine behavior without altering the core logic: Zones appearing oversized : Reduce ATR Multiplier to tighten zone thickness, especially on lower timeframes. Excessive zone clutter : Increase Pivot Length to demand stronger delta extremes before zone creation. Unstable delta readings : Increase Delta Smoothing Length to reduce bar-to-bar noise in flow calculation. Missing significant levels : Decrease Pivot Length or switch Pivot Source to "Cumulative Delta RoC" for flow acceleration sensitivity. Flow percentages feel stale : Reduce Impulse Window Length to emphasize more recent buying/selling composition. Too many merged zones : Decrease Merge Gap (ticks) or disable merging to preserve individual pivot zones. Adjustments should be incremental and evaluated across multiple session types rather than isolated market conditions. Performance Characteristics High Effectiveness: Markets with consistent volume and order flow characteristics Instruments where delta proxy correlates well with actual tape reading Mean-reversion strategies targeting flow exhaustion zones Trend continuation entries at zones aligned with dominant flow direction Reduced Effectiveness: Extremely low volume environments where delta proxy becomes unreliable News-driven or gapped markets with discontinuous flow Highly manipulated or illiquid instruments with erratic volume patterns Integration Guidelines Confluence : Combine with BOSWaves structure, market profile, or traditional supply/demand analysis Flow Respect : Trust zones formed with strong net delta magnitude and clear flow dominance Context Awareness : Consider whether current market regime matches zone formation conditions Merge Recognition : Treat merged zones as higher-conviction areas due to multiple flow inflections Breach Discipline : Exit zone-based setups cleanly when price invalidates boundaries Disclaimer Delta Reaction Zones is a professional-grade order flow and supply/demand analysis tool. It uses a volume-based delta proxy that estimates directional pressure but does not access true order book data. Results depend on market conditions, volume reliability, parameter selection, and disciplined execution. BOSWaves recommends deploying this indicator within a broader analytical framework that incorporates price structure, volatility context, and comprehensive risk management.
Pine Script® Indikator
von BOSWaves
11
BK AK-2 POC🦁👑 BK AK-2 POC — THE LEDGER. THE COURT. THE RECEIPTS. 👑🦁 All glory to Gd — the only true source of wisdom, restraint, and right timing. AK is honor — my mentor’s standard: clarity, patience, no shortcuts, no gambling. This isn’t a “pretty overlay.” It’s jurisdiction on-chart. Most traders read candles like gossip. This reads where business actually happened — and where price is allowed to behave next. You get the levels that matter, standardized, repeatable, and built for execution discipline. 🧠 What This Script Does BK AK-2 POC builds Volume Profile levels for the New York RTH session and (optionally) a second Anchored Profile so you can track current value, prior value, and event-based value. Outputs (what it plots) RTH (current session) POC (Point of Control) = highest-volume price level (center of business / gravity) VAH / VAL (Value Area High/Low) = boundaries of accepted trade (jurisdiction) Prior RTH (previous session memory) Prior POC + Prior VAH/VAL Optional Prior High / Prior Low rails Anchored Profile (optional, event-based) Anchored POC + VAH/VAL Anchor types: Time Anchor Last Pivot Low Anchor Last Pivot High Anchor Histogram (optional) Profile histogram visualization (configurable positioning/width) Mode options include Total and Delta Split (if enabled in your build) Labels (optional) Icons/Text/Compact labels Optional price + distance readouts (points/ticks) 🔍 How It Works (so it’s not “mystery math”) 1) Profile construction Price range over the profile window is divided into bins (resolution). Volume is accumulated into those bins across the bars included in the profile. POC is the bin with maximum volume. Value Area is built by expanding from POC outward until the selected Value Area % (commonly 70%) is reached. 2) Session logic (RTH) Uses a defined NY RTH session string (default 09:30–16:00 America/New_York). RTH profile updates as new bars print during the session. Prior RTH levels represent the last completed RTH session (memory/precedent). 3) Anchored logic (event-based) Time anchor: starts the profile at a timestamp/session point you define. Pivot anchors: start at the most recent confirmed pivot (high or low). Important reality: pivot anchors require confirmation (right-side bars), so the anchor won’t “teleport” on every wick. It updates only when a pivot is actually established. 4) Data / volume source Can run on chart timeframe volume or (if your settings allow) a lower timeframe volume source for finer granularity. You control max bars scanned to keep performance stable. 🗡️ How To Use It (Execution Rules — AK Standard) This tool doesn’t “predict.” It tells you where you’re allowed to do business. LAW 1 — Inside Value = Rotation Court When price is inside VA, you’re in balance. Rotation logic dominates. Fading extremes / targeting mean (POC) is coherent. Chasing is punishment. LAW 2 — Outside Value = Verdict Court Outside VA is a legal proceeding: Hold outside VA = acceptance (new regime) Fail back inside VA = rejection (trap → return to value) LAW 3 — POC is Gravity, Not a Signal POC is the concentration of agreement. Treat it like the magnet it is: Don’t fight it blindly Don’t worship it blindly Use it to judge whether continuation is real or just noise LAW 4 — Prior Levels are Contracts Prior VA/POC are yesterday’s agreement. A revisit is a test: respect the contract or break it and reprice. LAW 5 — Anchored Value is the New Agreement Anchored value tells you where the market has been building the next chapter since the turn. That’s how you stop trading “opinions” and start trading accepted business. ⚙️ Inputs That Actually Matter Session Timezone (NY default) RTH session string (default 0930–1600) Profile Engine Max bars scanned (performance & completeness) Bins (resolution) Value Area % (structure) Snap-to-tick (precision) Volume Source Chart volume OR lower-timeframe volume source (if enabled) Anchored Profile Enable/disable anchored Anchor type: Time / Last Pivot Low / Last Pivot High Pivot sensitivity (left/right bars) Display Discipline Extend levels right (projection) Histogram offset/width/mode Labels: Icons/Text/Compact + distance units ✅ Practical Notes (so you don’t misread it) Works best on instruments with reliable volume (futures/stocks; crypto varies by feed). RTH logic is built for NY session behavior — if you trade 24/7 markets, use session settings intentionally. Pivot-anchored profiles are confirmed anchors, not “every wiggle.” That’s the point: fewer lies. 👑 Joseph’s Lens — Pit → Prison → Viceroy (Dreams Turned Into Governance) Joseph didn’t become viceroy because he “called direction.” He became viceroy because he did something rarer: he translated revelation into an operating system. Pharaoh had the dream. Joseph delivered the edge: interpretation + structure + timing. He didn’t stop at “what will happen.” He immediately moved to what must be built so the nation survives it: storehouses, measurements, release protocol, and discipline under pressure. That’s why authority was placed on him — because he could govern reality, not react to it. Joseph’s Viceroy Blueprint is exactly what this indicator enforces: The Dream = the market’s story. The Ledger = the market’s proof. You don’t trade candles. You trade where business proved acceptance. Storehouses = where the grain actually accumulates (POC). POC is where the crowd paid rent — undeniable commitment. Granary walls = boundaries separating order from panic (VAH/VAL). Inside value is order; outside value is regime-change territory where acceptance/rejection decides outcomes. The ring = permission to execute, not permission to improvise. Joseph released grain on timing, not emotion. Same here: acceptance grants permission; rejection demands stand-down. Viceroy mindset: second in rank, first in discipline. Measure first. Act only when the record is established. ZENITH: Joseph built the infrastructure that made the crisis survivable. BK AK-2 POC is that same law on-chart: value is the inventory, POC is the storehouse, VA is the boundary, and execution only happens when proof grants permission. 🙏 Respect Respect to AK — the standard behind the discipline. All glory to Gd — the source of wisdom and endurance. 🦁👑 BK AK-2 POC — mapped like a viceroy… executed like a lion. 👑🦁
Pine Script® Indikator
von Ki11a_B
Index Quant Master: Volatility & Structure [Auto-Adaptive]This indicator is a comprehensive institutional-grade toolkit designed for high-precision intraday trading across major US Indices (SPX, NDX, RUT). It synthesizes Option Market Volatility, Auction Market Theory, and Algorithmic Structures into a clean, clutter-free overlay. Designed for professional traders, this suite features a Universal Auto-Router that adapts its logic to the asset you are trading. ## Key Features & Logic: 1. Dynamic Implied Volatility Mapping (Auto-Router) * Instead of static technicals, this module calculates statistical expected moves based on Dealer Gamma Exposure. * Auto-Adaptive: Automatically detects the underlying asset and maps it to the correct Volatility Index: * SPX / ES / SPY $\rightarrow$ VIX / VIX1D * NDX / NQ / QQQ $\rightarrow$ VXN * RUT / IWM $\rightarrow$ RVX * Significance: These levels represent the 1-standard-deviation daily expected range. 2. Auction Market Structure (Smart Volume Profile) * Exclusive Optimization: The Volume Profile engine is strictly optimized for major indices (SPX, NDX, ES, NQ) to ensure high-fidelity calculation of POC and Value Areas. * Auto-Disable: To maintain performance, VP logic is automatically disabled on ETFs (SPY, QQQ) or lower-volume tickers. * HVN/LVN: Identifies High Volume Nodes (Magnets) and Low Volume Nodes (Acceleration Zones). 3. Algorithmic Retracements & Pivots * Plots standard Daily/Weekly Pivots and Fibonacci retracements derived from the prior session's volatility range. * These levels serve as "Schelling Points" (consensus zones) for HFT algorithms. 4. Smart Visualization Engine * Proximity Activation: Levels remain hidden to reduce cognitive load, only appearing when price approaches the zone (Watermark Logic). * Adaptive Label Merging: To prevent visual clutter, overlapping levels automatically merge into a single cluster based on a dynamic percentage threshold ($0.05\%$), ensuring readability across different price scales (e.g., SPX vs. QQQ). Usage:This tool is the ultimate overlay for S&P 500, Nasdaq 100, and Russell 2000 traders who rely on data-driven structural levels rather than lagging indicators.
Pine Script® Indikator
von wrj5518
deKoder | Whale Prints [WP]deKoder | Whale Prints | Large Trade Orderflow Detection This open-source indicator is a clean, precision tool for revealing hidden large-volume activity directly on your chart. By scanning ultra-low timeframes while you view higher ones, it projects statistically significant volume spikes as intuitive markers giving you a clear window into institutional orderflow without visually overwhelming the price action. Key Features & Strengths True Intra-Bar Detection | Monitors lower timeframes down to 1-second bars, catching aggressive block trades and absorption that occur within a single higher-TF candle. Accurate Trade Levels | Markers are placed at the actual hl2 price of the aggressive lower-TF bar, providing a far more accurate estimate of where the large trade executed than typical mid-candle approximations. Multiple Trades Per Bar | If several significant volume spikes occur inside one higher-TF candle, all qualifying levels are displayed individually – offering greater granularity and context. Adaptive Thresholding | Uses higher-TF volume standard deviation (stable baseline) intelligently scaled to the lower timeframe, reducing noise in quiet markets while remaining sensitive to genuine outliers. Clean Visual Hierarchy | Three tiers (Small 🞉 / Medium ⏣ / Large 🞊) with dynamic symbol size, line thickness, transparency, and user-definable bullish/bearish coloring based on LTF candle direction. How to Use It as an Orderflow Tool Large volume spikes often mark the footprints of institutional players. This indicator helps you read those footprints in real time. Small (🞉) | Moderate excess volume: early interest, probing, or building positions. Medium (⏣) | Strong spike: increasing conviction, potential momentum shift. Large (🞊) | Extreme outlier: frequently climactic volume signalling exhaustion or major absorption. Why Price Often Reverses at These Levels Large players frequently place limit orders in areas rich with liquidity – commonly just beyond recent highs/lows where retail stop-losses cluster. When price sweeps those zones: Stop hunts trigger a cascade of forced exits, creating liquidity for larger participants to fill their limit orders. Breakout traders who entered on the move are trapped offside and become forced buyers/sellers when price reverses. Institutions use this liquidity to execute large orders at favorable prices with minimal immediate market impact. The result is aggressive volume at the extreme, followed by reversal as smart money finishes filling and price returns toward fair value. Clusters of medium/large markers at swing points are classic signs of this dynamic. Practical Analysis Tips Reversals/Absorption | Clusters of large markers at swing highs/lows (especially opposing-color spikes) signal potential turns – buyers or sellers stepping in aggressively. Level Defense | Trades piling up at key support/resistance suggest institutions protecting or building positions. Trapped Traders | Large spikes beyond range pivots followed by reversal back into the range often highlight trapped breakout traders who add fuel to a move when they are forced to liquidate their positions. Use Offset (-3 to +3) to shift markers away from current price for clearer viewing. Pro tip: Zoom into the lower TF occasionally to see how these projected levels align exactly with aggressive candles. Recommended Pairings This is designed as a pure orderflow overlay to be layered with your existing setup: Support & Resistance (horizontals, pivots, Volume Profile POC/VAH/VAL) Market Structure tools (swing points, order blocks, fair value gaps) Trend filters (EMAs, SuperTrend, higher-TF bias) Momentum oscillators for timing confluence Best Suited For Scalping & day trading (1–15 min charts with 5–30S lower TF) Swing trading entries (1H–4H charts with 1–5 min lower TF) High-liquidity markets: crypto perpetuals, forex majors, volatile stocks Add this indicator to start seeing the hidden aggression driving price and expose the hidden edges beyond the noise. ☠ FR33FA11 | deKoder ☠ Released January 2025 | Open Source
Pine Script® Indikator
von FR33FA11
3
Black-Scholes Gamma Scalping Strategy# Black-Scholes Gamma Scalping Strategy ## Overview This strategy applies options market-making principles to spot/futures trading using the Black-Scholes pricing model. It simulates the behavior of a delta-hedged straddle position, generating buy and sell signals based on how a market maker would hedge their gamma exposure. --- ## The Concept: Gamma Scalping Professional options traders who hold long straddles (long call + long put at the same strike) profit when the underlying moves significantly in either direction. Here's why: - A straddle has **positive gamma**, meaning its delta increases as price rises and decreases as price falls - To stay delta-neutral, traders must **buy after dips** and **sell after rallies** - If **realized volatility > implied volatility**, the profits from these hedging trades exceed the daily theta (time decay) cost This strategy captures that edge by: 1. Calculating theoretical Greeks using Black-Scholes 2. Monitoring when delta deviates from neutral 3. Trading to "hedge" back to neutral — buying weakness, selling strength --- ## Black-Scholes Greeks Calculated | Greek | Symbol | What It Measures | |-------|--------|------------------| | Delta | Δ | Directional exposure | | Gamma | Γ | Rate of delta change | | Vega | ν | Sensitivity to volatility | | Theta | Θ | Time decay per day | All Greeks are calculated in real-time using the standard Black-Scholes formula with configurable inputs for strike, expiration, implied volatility, and risk-free rate. --- ## Entry Signals **Long Entry** (buy the underlying): - Price drops significantly (gamma scalp trigger), OR - Straddle delta falls below the lower hedge band - Volatility filter confirms favorable regime (HV > IV) **Short Entry** (sell the underlying): - Price rises significantly (gamma scalp trigger), OR - Straddle delta rises above the upper hedge band - Volatility filter confirms favorable regime --- ## Volatility Regime Filter The strategy compares **Historical Volatility (HV)** to **Implied Volatility (IV)**: - **HV/IV > 1.2** → Long volatility regime (gamma scalping profitable) → Trading enabled - **HV/IV < 0.8** → Short volatility regime (theta wins) → Trading paused or reversed - **Between** → Neutral, proceed with caution This filter helps avoid trading when market conditions don't favor the strategy. --- ## Key Inputs **Option Parameters:** - Strike Offset % — Distance from ATM (0 = at-the-money) - Days to Expiration — Synthetic option tenor (affects gamma magnitude) - Implied Volatility — Your estimate of fair IV - Risk-Free Rate — For BS calculation **Trading Parameters:** - Gamma Scalp Threshold — ATR multiple to trigger trades - Delta Hedge Band % — How far delta must deviate to signal - Volatility Regime Filter — Enable/disable HV/IV filter **Risk Management:** - Stop Loss / Take Profit (ATR multiples) - Max Drawdown % — Pauses trading if exceeded - Max Concurrent Positions --- ## How to Use 1. **Set Implied Volatility** to match current market IV (check options chain or VIX for reference) 2. **Adjust Days to Expiration** — Shorter = higher gamma, more signals; Longer = smoother 3. **Tune the Hedge Band** — Tighter bands = more trades; Wider = fewer, larger moves 4. **Enable Volatility Filter** for trend-following vol regimes, disable for pure mean-reversion **Best suited for:** - Range-bound or choppy markets - High realized volatility environments - Liquid instruments with tight spreads **Avoid using when:** - Strong directional trends (gamma scalping loses to delta) - Volatility is collapsing - Low liquidity / wide spreads --- ## Information Table The on-chart table displays real-time: - Current strike price - Straddle Delta, Gamma, Vega, Theta - Historical vs Implied Volatility - HV/IV Ratio - Current volatility regime --- ## Alerts Built-in alert conditions for: - Long entry signals - Short entry signals - Max drawdown protection triggered --- ## Disclaimer This strategy is provided for **educational purposes only**. It demonstrates how Black-Scholes option pricing theory can be applied to generate trading signals. - Past performance does not guarantee future results - Backtest results may not reflect live trading conditions - Always use proper position sizing and risk management - Paper trade extensively before using real capital **No financial advice is given or implied.** --- ## Credits Based on the Black-Scholes-Merton option pricing model (1973) and gamma scalping techniques used by professional options market makers. --- *If you find this useful, please leave a like or comment. Suggestions for improvements are welcome!*
Pine Script® Strategie
von DrRRRKopp
VRVP Clone + Multi-POC -- PerroGordoVRVP Clone + Multi-POC Overview VRVP Clone + Multi-POC replicates TradingView's native Visible Range Volume Profile with several practical enhancements. The indicator displays volume distribution across price levels for the visible chart range, which is useful for identifying high-volume nodes, support/resistance zones, and areas of price acceptance. The main differentiator from the built-in VRVP is support for multiple Point of Control (POC) lines with an intelligent peak detection algorithm. Instead of just showing the single highest-volume level, you can identify distinct volume clusters across different price zones. Features Dynamic Visible Range Recalculates automatically on scroll or zoom Analyzes only visible bars Profile width scales proportionally to view Multiple POC Detection (1-8 levels) Volume Nodes Mode: Peak detection algorithm finds local volume maxima across distinct price clusters Highest Rows Mode: Traditional approach - top N rows by raw volume Configurable minimum separation between nodes to prevent bunching Individual colors for each POC level Volume Display Modes Up/Down: Split bars showing buy vs. sell volume with black outlines for visual separation Total: Single bar colored by dominant direction Delta: Net volume (buy minus sell) Delta Intensity: Gradient coloring indicating buyer/seller dominance strength per row Value Area Configurable percentage (default 70%) VAH and VAL lines with customizable styles Separate colors for volume inside vs. outside the Value Area Positioning Options Left or Right placement Adjustable profile width as percentage of visible range Row configuration via "Number of Rows" or "Ticks Per Row" Additional Features Statistics table showing bars analyzed, total volume, up/down percentages, price vs POC POC price labels on chart Line style options (Solid, Dashed, Dotted) +++++ How It Works Volume from each bar is distributed across price rows based on the bar's high-low range. The allocation is proportional - if a bar spans 3 rows with 60% overlap on one row, that row receives 60% of the bar's volume. Volume Nodes Mode identifies local peaks in the distribution (rows where volume exceeds both neighbors), then selects the highest peaks while enforcing minimum separation. This surfaces distinct support/resistance clusters rather than stacking all POC lines in a single high-volume area. +++++ Settings Inputs Setting - Description Rows Layout - "Number of Rows" or "Ticks Per Row" Row Size - Number of rows (24-200) or ticks per row Volume - "Up/Down", "Total", "Delta", or source selection Value Area % - Percentage of volume for Value Area (default 70%) Profile Width % - Width as percentage of visible bars Placement - "Right" or "Left" side of chart Enhancements Setting - Description Number of POCs | 1-8 POC lines | POC Mode - "Volume Nodes" (peak detection) or "Highest Rows" (traditional) Min Node Separation - Minimum rows between nodes (0 = auto-calculate) Delta Intensity Mode - Gradient coloring by dominance Show Stats Table - Display analysis statistics Style Setting - Description Up/Down Volume Colors - Buy/sell volume colors Value Area Colors - Colors for VA regions POC/VAH/VAL Colors - Line colors and styles POC 2-8 Colors - Colors for additional POC levels +++++ Applications Support/Resistance Identification High-volume nodes tend to act as price magnets. Multiple POCs reveal layered S/R zones that aren't visible with a single POC. Fair Value Reference The Value Area represents where 70% of volume traded. Price tends to revert to this zone. Volume Gap Analysis Low-volume areas between POCs indicate prices that were rejected quickly - potential breakout or breakdown levels. Market Structure Multiple POCs across price levels show where the market has found acceptance, useful for distinguishing range-bound conditions from trending moves. +++++ Practical Notes Volume Nodes mode with 3-5 POCs works well for identifying distinct S/R clusters Higher row counts give more granular analysis on lower timeframes Delta Intensity mode quickly shows buyer/seller dominance at each level without the visual noise of split bars If POCs are too clustered, increase Min Node Separation; if too spread out, decrease it or set to 0 for auto The stats table vs POC comparison is useful for quick directional bias assessment +++++ Requirements Any instrument with volume data Works well on futures, forex, and liquid equities Pine Script v6 +++++ Version History v1.1 - Added Volume Nodes mode with peak detection - Expanded to 8 POC levels - Added Min Node Separation setting - Fixed POC label positioning for left placement - Added black outlines to Up/Down volume bars v1.0 - Initial release replicating VRVP with multi-POC enhancement - Delta Intensity mode - Statistics table
Pine Script® Indikator
von PerroGordo
VPH - Volume Profile Heatmap (Visible Prices) [Da_Prof]The Volume Profile Heatmap (VPH) indicator is a dynamic volume visualization tool. Unlike traditional Volume Profiles that aggregate all historical data within a range, VPH focuses on recent price action. Specifically, it only considers the volume of the most recent time price touched a level. Additionally, it displays the volume as a heatmap where color intensity directly translates to volume density at specific price levels (as a percentage of the volume range). What makes the VPH different than other volume profile indicators is its exclusion logic. If a high-volume node was created in the past, but the price has since crossed back through that level, the indicator disregards the previous volume. Therefore, it prioritizes the most recent market participants at any given price level. This is particularly useful for identifying: 1) Fresh Support/Resistance: Levels where volume has accumulated recently without being invalidated by a price cross-through. 2) Real-time Liquidity: Seeing exactly where the supply and demand reside in the current market structure in terms of volume transacted for the particular asset. Main Features: 1) Dynamic Heatmap: Uses a multi-stage blue color gradient to represent volume intensity. Brighter, more vibrant cyan indicates high-volume nodes, while deep blues represent lower-activity zones. These default colors are best viewed on a black background. The colors can be customized through the settings. 2) Visible Range Scaling: The indicator automatically calculates the High and Low of your current screen view and adjusts the heatmap rows to fit perfectly within your visible window. Note: Ensure the indicator is pinned to the appropriate scale (likely the right scale). If the profile appears to not move when moving the chart, right click on the indicator and select the "pin to scale" to pin it to the appropriate scale. 3) Adjustable Resolution: Use the Number of Profile Bars input to increase the "granularity" of the heatmap (up to 400 rows). 4) Volume Thresholding: The Minimum Volume to Plot setting allows you to filter out "noise," showing only the price levels where significant market commitment occurred. The default is set at 50% of the range maximum. How to use: 1) Identify high volume nodes: Look for the brightest cyan boxes. These represent price levels where the most recent heavy trading occurred. These areas are more likely to create a price reaction. 2) Spot thinly traded areas: Darker or empty areas indicate "low volume Nodes," where price moved quickly through. These often act as "vacuum" zones where price might travel through rapidly in the future. 3) Scroll & zoom to get the exact window of price action: The indicator is fully reactive. As you move your chart, it recalculates the heatmap based on the visible bars to provide a localized view of the current auction. This allows back testing of the indicator without using the "Replay" feature. Just put the historical price action you are interested in on your screen and the indicator will calculate the volume profile.
Pine Script® Indikator
von Da_Prof
1
Whale Momentum BarsWhale Momentum Bars is a custom Visual Range Volume Profile (VRVP) for the last N bars that shows total volume only (no POC/VA/VAL). It builds a 55-row volume-by-price histogram (fully adjustable) using a more accurate method: each candle’s volume is distributed across price bins based on the candle’s high/low overlap. The key idea is filtering: every row’s bar width is normalized to the highest-volume bin in the range. Only bins that reach a user-defined threshold (e.g. 33% or 50% of the max bin) are drawn. Low-volume areas vanish, high-volume nodes stay, and gaps are preserved—so the heavy-volume “whale zones” pop instantly. You can draw the profile inside the selected range, choose left or right, control the max width (in bars) and offset, and customize color, transparency, and borders. Optional labels mark the price levels of the top N local peaks (true volume nodes), so you see the most important high-volume levels without labeling adjacent “peak neighbor” bins.
Pine Script® Indikator
von PointofConviction
2
Brahmastra V6.1Brahmastra V6 is an advanced AI-powered trading indicator that combines Smart Money Concepts, institutional tracking, and real-time intelligence to help traders identify high-probability zones, trend strength, reversals, and precise entry–exit opportunities. Equipped with Institutional Zones, Alpha Zone, Rudra Prime static zones, HH/HL structural mapping, Sheshnag Ji dynamic support-resistance, Equal High/Low liquidity mapping, Har-Ki-Podi Fair Value levels, AI Fibonacci Point Zones, and GSLV momentum candles, Brahmastra V6 delivers clarity, discipline, and confidence to every trader—whether intraday, swing, or positional. Institutional Zones (Tracks institutional buying/selling footprints to identify strong supply–demand areas using AI zone detection) Epicenter Points (Pinpoints highest-impact institutional price reaction levels where maximum order concentration occurs) Sheshnag Ji (Dynamic WMA) (Acts as adaptive support–resistance by weighting recent price action more heavily for precision trend reaction) SMC Readiness (Implements Order Blocks, BOS, CHOCH, and liquidity logic to align trading with smart money movements) HH / HL AI Levels (AI auto-detects Higher Highs, Higher Lows, Lower Lows, and Lower Highs to define market structure in real time) Rudra Prime Zone (Static ADR-based predictive support–resistance zones for Daily / Weekly / Monthly directional bias) Equal Highs & Equal Lows (Identifies hidden liquidity resting zones where price is likely to target for breakout or stop hunts) Har Ki Podi (Fair Value) (AI-powered fair value equilibrium where price tends to retrace to balance premium–discount imbalance) Point Zones (AI Fibonacci engine detects reaction zones based on probability-backed retracement areas) GSLV Candles (Measures internal candle strength to reveal hidden momentum shifts and trend continuation/reversal chances) Chor Candle (Detects mismatch between candle direction and volume delta to expose manipulative or deceptive moves) Buying Retrace / Selling Retrace Alerts (AI predicts high-probability reversal retracement zones for entry timing support) ⭐ Newly Added Features CPR (Central Pivot Range) (Identifies market trend bias, intraday balance, breakout & reversal zones using pivot mathematics) Universal SNG Lines (Smart adaptive levels drawn universally across price action to act as trusted dynamic support & resistance anchors) Liquidity Zones (Highlights price regions where liquidity is stacked, helping traders anticipate stop-hunts, sweeps, and smart-money moves)
Pine Script® Indikator
von VedLearner
2
Adaptive Volume Profile [by Oberlunar]Adaptive Volume Profile of Oberlunar is built to solve a practical limitation I’ve found in many volume profile scripts: they don’t truly adapt to the chart’s visible range, so you lose readability when you zoom in for microstructure or zoom out for macro context. This indicator stays usable across zoom levels, keeping the profile informative and visually consistent whether you’re studying fine detail or the bigger picture. On top of that, it highlights something I’ve always wanted to read at a glance: how bullish vs bearish pressure behaves inside convex and concave volumetric structures — the bumps (high participation nodes - yellow area) and the bottlenecks (low participation nodes where price often travels fast - violet area). You can quickly spot whether a bump is dominated by positive or negative flow, then zoom in to validate if the pressure is confirmed by subsequent price action. Missing this kind of clarity can easily lead to wrong assumptions and bad decisions — this tool is designed to make that read immediate and attractive. Zoom In - Zoom Out example For example, this is a "zoom in": It looks bearish... yeah... let's see the whole picture by a zoom out: The bearish volumetric pressure is evident in the last bottleneck. Bearish setup Before After Bullish setup Before After — Oberlunar 👁★
Pine Script® Indikator
von oberlunar_tr