Auf geht's

Volumen

Student Wyckoff Effort Result Time **STUDENT WYCKOFF Effort vs Result** This tool measures how *hard* the market is working on every bar and compares the current effort with the previous one. It is built in the spirit of Wyckoff: first we look at the effort (volume), then at the result (price progress), and only after that compare them. --- ### Calculation (logic in simple terms) For each bar the script: 1. Takes an **ERT window (N bars)** – by default 2 bars: * **Effort (E)** = sum of volume over the last N bars. * **Time (T)** = number of bars in the window = N. * **Result (R)** = absolute % price change from the first bar in the window to the last bar. 2. Computes **ERT** as the “effort per unit of result”: * More volume and smaller price move → higher ERT (movement is heavy). * Less volume and bigger price move → lower ERT (movement is easy). 3. Plots a **histogram of ΔERT** – the difference between the current ERT and the previous ERT: * **Red bar above 0** – current ERT > previous ERT → *the last N bars were heavier than the previous N bars*. * **Teal bar below 0** – current ERT < previous ERT → *the last N bars were easier than the previous N bars*. 4. Optional **normalization window** rescales ΔERT over the last M bars, so extreme spikes do not destroy the readability of the whole histogram. It does not change the logic, only the visual scale. --- ### How to use * Look for **clusters of high red bars** – segments where price needs noticeably more effort than before to make progress. On up-moves this often appears before slowing, churning or topping; on down-moves it often appears near potential stopping zones. * Look for **deep teal bars** – segments where price moves easier than before. On rallies this can confirm a strong trend; on declines it can confirm strong selling pressure. * Divergences between price and the pattern of heavy/light ΔERT can highlight zones where the balance between effort and result is shifting. Inputs: * **ERT window (bars)** – how many bars are used to measure effort and result (N). * **Normalize ΔERT for readability** – on/off for visual normalization. * **Normalization window (bars)** – how many last bars are used to adapt the scale. * Colors for “current ERT heavier than previous” and “current ERT lighter than previous”.
Pine Script® Indikator
von StudentWyckoff
1
Volume Analysis🙏🏻 (signed) Volume Analysis is 2 of 2 structural layer / ordeflow analysis scripts, while the first one is Liquidity Analysis. Both are independent so can’t be released together as a single script, but should be used together. The same math used in this script can be applied to other types of aggressive volume data: non-aggregated flow of market orders, volume traded of put vs call options. There’s no universal agreement about terminology, but this script works with volumes signed by the aggressor who initiated a transaction. Then these volumes get aggregated by time and a cumulative sum is calculated. Mostly this is widely known as Cumulative Volume Delta. However this script works with 'inferred' volumes vs the provided ones. It’s the better choice for equities, bonds; neutral choice for currencies; and suboptimal choice for natural and artificial commodities. Contents: Output description; How to analyze & use the outputs; How to use it together with Liquidity Analysis script; How did I use both scripts to finish The Leap profitably and skipped many losses. 1. Output description Color of the CVD line reflects (signed) volume imbalance state: red is negative, purple is neutral, blue is positive. 3 purple lines are lower deviation (lower band), basis (middle band), upper deviation (upper band): used to generate signals by a ruleset that would be explained in a minute Gray number in the script’s status line is the advised input you may put into Inferred volume multiplier in script’s setting, I will explain it Vertical dash line marks the moving window end, this way you can be certain over what exact data you see the profile was built. 2. How to analyze & use the outputs Setup up the script: Moving window length: set it to ~ ¼ of your data analysis window. E.g if you see on your charts and use ~ 256 bars, set the length to 64. Inferred volume multiplier: you can easily leave it 256, this is not a critical factor for the math, it’s mostly there if you want to ~ equate inferred volumes with real ones in scale. For this, use the gray number in the script status line, it’s calculated as ratio of long term real volumes weighted avg to long term inferred volumes weighted avg. Again, changing the inferred volume multiplier won’t affect the math. Use 2 timeframes: main one and a far lower one 3 steps down, just like on the screenshot. Find out current volume imbalance state: As mentioned before, based on CVD line color, it can be negative, neutral or positive. This is the state variable that changes slowly and denies/confirms the signals generated by crossovers of CVD line and 3 purple thresholds. For this I use my own very fast and lightweight metric that is totally statistically grounded, utilizes temporal information, and calculates volume imbalance without using heavy math like regressions as it’s usually done. It also provides a natural neutral zone, when volume imbalance is not strong enough to be confirmed. ... CVD-based signals: First you need to understand what precisely a touch of a threshold is: Touch: an event when either of these 2 happens: One CVD datapoint is above the threshold, and the next CVD datapoint is below the threshold One CVD datapoint is below the threshold, and the next CVD datapoint is above the threshold These are usually called crossovers/crossunders. Now with the 3 purple thresholds we follow this logic: Monitor the last touched threshold; Once another threshold is touched, here we may generate a signal but only once !, after the first generated signal at that threshold we can’t generate more signals on this threshold, we need to wait when CVD comes to another threshold. If CVD touches one threshold, and then goes down and touches another threshold downwards, we wait when CVD makes a datapoint above this threshold. When it happens, we register a long signal If CVD touches one threshold, and then goes up and touches another threshold upwards, we wait when CVD makes a datapoint below this threshold. When it happens, we register a short signal However, don’t open new trades against the current volume imbalance state. So don’t open shorts when the CDV line is blue, and don’t open longs when CVD line is red. Btw, this technique I call it “reclaim” of a level/threshold. It can be applied to horizontal levels, and it’s very powerful especially when you fade levels on very volatility assets like BTC. This technique allows you to Not fade a level straight away, but wait when price goes past the level a bit, and then comes back and reclaims it, only there you enter, and moreover you now have a very well defined risk point. The last part is multi-timeframe logic. Prefer to act when a lower timeframe is Not against the main timeframe. That’s all, no multiple higher timeframes are needed. 3. How to use it together with Liquidity Analysis script. That script also has a mean to generate its own signals, and another state variable called Liquidity Imbalance. So now you’re not only looking at volume imbalance but also at liquidity imbalance that would deny/confirm the CVD based signal. You need at least one of these two to favor your long or short. This is the same logic widely used in HFT, where MM bots cancel/shift/resize orders when book is too onesided And ordeflow is one sided as well. 4. How did I use both scripts to finish The Leap profitably and skipped many losses. Even tho you can use structural information as your main strategic layer, as many so-called orderflow traders do, I traded in objective style: my fade signals were volatility based in essence, and I used ordeflow for better entries and stops, but most importantly to skip losses. When ‘both‘ liquidity imbalance and volume imbalance (in their main timeframes) were against my trades, I skipped them all, saving many ~$500 stop losses (that was my basis risk unit for the Leap). Unless I had a very strong objective signal, i.e. confluence of several signals, or just one higher timeframe signal, I did all these skips. I traded ~ intraweek timeframe, so I was analyzing either the last 230 30min bars or 1380 5min bars. Both Liquidity Analysis and (signed) Volume Analysis scripts were set to moving window length 46 or 276 for either granularity. I finished the leap with 9% profit and max DD ~ 5%, a bit short of my goal of 12.5%. If not these 2 scripts I would’ve finished a bit above breakeven I think. ,,, Another thing, I made these 2 scripts invite-only because they are made particularly for trading, particularly for certain types of market data. These are tools adapted for particular use case, not like my other posts with general math entities like Kernel Density Estimation or Kalman filter, that you can take and apply properly on any data you need yourself. However these are made from general math entities like everything else. ‘All’ the components are available in my other scripts, ideas, and other sources related to me. If you want to reverse-engineer these, you can find all the components you need in my already posted open source work. ∞
Pine Script® Indikator
von gorx1
(SM3) Volume Profile Tool-kitCore Concept This indicator is a right-aligned fixed-range Volume Profile + SMT-style tools: Volume Profile Shows volume distribution over a fixed lookback window Bars are colored by volume delta: Teal = buyers (bullish volume ≥ bearish volume) Fuchsia = sellers (bearish volume > bullish volume) POC: highest volume price level Value Area: price region containing X% of total volume (default 68%) Liquidity Sweeps Marks Buy-side Liquidity Sweeps (BSL) and Sell-side Liquidity Sweeps (SSL) based on pivot highs/lows PDH/PDL Liquidity Boxes Previous Day High (PDH) zone = red box Previous Day Low (PDL) zone = green box Based on the prior full calendar day’s high/low Boxes extend across the current day only, adjusting bar by barCore Concept This indicator is a right-aligned fixed-range Volume Profile + SMT-style tools: Volume Profile Shows volume distribution over a fixed lookback window Bars are colored by volume delta: Teal = buyers (bullish volume ≥ bearish volume) Fuchsia = sellers (bearish volume > bullish volume) POC: highest volume price level Value Area: price region containing X% of total volume (default 68%) Liquidity Sweeps Marks Buy-side Liquidity Sweeps (BSL) and Sell-side Liquidity Sweeps (SSL) based on pivot highs/lows PDH/PDL Liquidity Boxes Previous Day High (PDH) zone = red box Previous Day Low (PDL) zone = green box Based on the prior full calendar day’s high/low Boxes extend across the current day only, adjusting bar by barCore Concept This indicator is a right-aligned fixed-range Volume Profile + SMT-style tools: Volume Profile Shows volume distribution over a fixed lookback window Bars are colored by volume delta: Teal = buyers (bullish volume ≥ bearish volume) Fuchsia = sellers (bearish volume > bullish volume) POC: highest volume price level Value Area: price region containing X% of total volume (default 68%) Liquidity Sweeps Marks Buy-side Liquidity Sweeps (BSL) and Sell-side Liquidity Sweeps (SSL) based on pivot highs/lows PDH/PDL Liquidity Boxes Previous Day High (PDH) zone = red box Previous Day Low (PDL) zone = green box Based on the prior full calendar day’s high/low Boxes extend across the current day only, adjusting bar by bar
Pine Script® Indikator
von lesley0128
3
Volume-Based Candle Shading Pro [LTS]Overview Volume-Based Candle Shading Pro is a visual aid that highlights how “unusual” each bar’s volume is compared to recent activity. It adjusts candle colors based on whether volume is above, below, or near its average, helping you quickly spot high-activity pushes and quiet rotations on any symbol or timeframe. How it works For each bar, the script calculates a simple moving average of volume over a user-defined lookback. It then compares the current bar’s volume to that average. Bullish candles start from a bullish base color, and bearish candles from a bearish base color. Depending on the volume ratio, that base color is blended toward a “high volume mix” color when volume is elevated, or toward a “low volume mix” color when volume is muted. The strength of the blend increases as the bar’s volume moves further away from the average, so extreme volume stands out visually while average bars remain close to the base colors. Colors are applied with the built-in barcolor() function, so the indicator only affects candle appearance; it does not modify price, volume, or any other chart values. Inputs Bullish Base Color / Bearish Base Color Primary colors used for up and down candles when volume is close to its average. High Volume Mix Color Color that is blended into the base color when volume is above its moving average. This is typically chosen as a darker or more intense shade to make heavy-volume bars stand out. Low Volume Mix Color Color that is blended into the base color when volume is below its moving average. Many users choose a lighter shade to visually de-emphasize low-participation bars. Volume MA Length Number of previous bars used to compute the average volume. Shorter lengths make the shading respond more quickly to recent changes in activity; longer lengths provide a smoother, more stable baseline. Typical use cases Highlighting high-volume breakouts, breakdowns, or rejection candles without adding extra panels or indicators. Distinguishing between strong, well-participated moves and low-volume drifts that may be less significant. Combining with your existing price-action tools to visually filter which candles deserve more attention based on relative volume. All calculations are based on historical volume and the current bar only; the script does not use future data or repaint past candles. It is intended as a visual aid and should be combined with your own analysis and risk management.
Pine Script® Indikator
von LHAMA-Trading
Liquidity Analysis🙏🏻 Liquidity Analysis is 1 of 2 structural layer / orderflow layer analysis scripts. Both are independent so can’t be released together as a single script, but should be used together. The second one which is called (Signed) Volume Analysis is incoming. The same math used in this script can be applied on other types of profile-like data: orderbooks, trading volumes of all options for each strike. Important: market or volume profile, just as orderbooks and options traded volume by strikes, are all liquidity ‘estimates’, showing where liquidity is more likely or less likely to be. These estimates however, especially combined with other info, are really useful and reliable. This script works with inferred volumes vs the provided one. It's the better choice for equities, bonds; neutral choice for currencies; and suboptimal choice for natural & artificial commodities. Contents: Output description; How to analyze & use the outputs; How to use it together with upcoming (Signed) Volume Analysis script; How did I use both scripts to finish The Leap profitably and skipped many losses. 1. Output description Color of the profile reflects the liquidity imbalance state: red is negative, purple is neutral, blue is positive. Bar coloring represents history values of liquidity imbalance for backtesting purposes. It can be turned on/off in the script's Style settings. Two purple vertical lines represent calculated borders of excessive liquidity (HVN), scarce liquidity (LVN), and sufficient liquidity (NVN) zones. Vertical dash line marks the moving window end, this way you can be certain over what exact data you see the profile was built. 2. How to analyze & use the outputs Setup up the script: Moving window length: set it to ~ ¼ of your data analysis window. E.g if you see on your charts and use ~ 256 bars, set the length to 64. Native tick size multiplier: leave it at 0 to calculate optimal number of rows automatically, or set it manually to match native tick size multiples you desire. Use 2 timeframes: main one and a far lower one 3 steps down, just like on the screenshot. Native lot size multiplier allows to round profile rows themselves to nearest multiples of native lot size. I added this just in case any1 needs it. Find out current liquidity imbalance state: As mentioned before, based on profile color, it can be negative, neutral or positive. This is the state variable that changes slowly and denies/confirms the signals that would be explained in the minute. I use my own statistically grounded imbalance metric (no hardcoded/learned thresholds), that unlike mainstream imbalance metrics (e.g orderbook imbalance as sum of bids vs sum of asks) provides a natural neutral zone, when liquidity imbalance is ofc there but not strong enough to be considered. … Profile-based signals: look at profile shape vs 2 vertical purple lines. where profile rows exceed the left purple line, these prices are considered HVN. Too much potential liquidity is there. where profile rows don’t exceed the right purple line, these prices are considered LVN. Potential thin/lack of liquidity is expected there. where profile rows are in between these 2 purple lines, these are NVN, or neutral liquidity zones. Trading ruleset itself is based on couple of simple rules: Only! Use limit orders hence provide liquidity in LVNs and Only! use stop-market orders hence consume liquidity in HVNs; These orders should be put in advance ‘only’. This is how you discover the direction or orders: you can only put sell limit orders above you and buy limit orders below you, and you can only put buy stop orders above you, and sell stop orders below you. This is really it. It may look weird, but once you just try to follow these 2 rules letter by letter for 1 hour, you’ll see how liquidity trading works. Now once you know that, just don’t open new trades against the liquidity imbalance state. So don’t open shorts when the profile is blue, and don’t open longs when it’s red. The last part is multi-timeframe logic. Prefer to act when a lower timeframe is Not against the main timeframe. That’s all, no multiple higher timeframes are needed. 3. How to use it together with upcoming (Signed) Volume Analysis script. That upcoming script would also have a mean to generate its own signals, and another state variable called volume imbalance. So now you’re not only looking at liquidity imbalance but also at volume imbalance that would deny/confirm a profile based signal. You need at least one of these to favor your long or short. This is the same logic widely used in HFT, where MM bots cancel/shift/resize orders when book is too onesided And ordeflow is one sided as well. 4. How did I use both scripts to finish The Leap profitably and skipped many losses. Even tho you can use structural information as your main strategic layer, as many so-called orderflow traders do, I traded in objective style: my fade signals were volatility based in essence, and I used ordeflow for better entries and stops, but most importantly to skip losses. When ‘both‘ liquidity imbalance and volume imbalance (in their main timeframes) were against my trades, I skipped them all, saving many ~$500 stop losses (that was my basis risk unit for the Leap). Unless I had a very strong objective signal, i.e confluence of several signals, or just one higher timeframe signal, I did all these skips. I traded ~ intraweek timeframe, so I was analyzing either the last 230 30min bars or 1380 5min bars. Both Liquidity Analysis and (signed) Volume Analysis scripts were set to moving window length 46 or 276 for either granulary. I finished the leap with 9% profit and max DD ~ 5%, a bit short of my goal of 12.5%. If not these 2 scripts I would’ve finished a bit above breakeven I think. ∞
Pine Script® Indikator
von gorx1
Fixed $200 Risk Futures Position Sizer (2R Target)This indicator is designed for traders who want to follow a strict, professional-style risk model identical to the rules used in funded futures trading programs. Instead of risking a percentage of the account, the indicator always risks a fixed $200 per trade, regardless of contract or market volatility. This allows traders to simulate evaluation accounts and maintain perfect risk discipline. The tool works across a wide range of futures markets — including micro, mini, and continuous contracts (MES, MNQ, MNQ1!, MYM, M2K, MCL, MGC, ES1!, NQ1!, GC1!) — and automatically loads the correct tick size and tick value for each contract. This ensures that stop distance and risk calculations are always accurate, even when switching between index futures, metals, or energy markets. You simply enter your Entry Price and Stop Loss Price, and the indicator calculates: The stop distance in points and ticks The exact dollar risk per contract The maximum number of contracts allowed while staying under a fixed $200 risk A fully automated 2R take-profit target (equivalent to $400 profit per trade) Expected profit per contract Total projected profit based on allowed size Full long/short direction detection This makes position sizing effortless and completely rule-based. If the chosen stop-loss distance requires more than $200 of risk per contract, the indicator will automatically show 0 contracts allowed, preventing invalid trades and helping maintain consistency. For clarity and execution, the indicator also plots: A green Entry Line A red Stop-Loss Line A blue 2R Take-Profit Line This produces a visual, easy-to-understand risk-to-reward layout directly on the chart. This tool is ideal for traders preparing for funded account challenges, traders practicing mechanical risk systems, or anyone who wants to enforce a strict, repeatable risk framework. It eliminates guesswork, improves consistency, and helps traders build discipline by sizing every trade according to a fixed dollar risk with a precise 2R reward objective.
Pine Script® Indikator
von Robertwins
RTH Gap & Stdev [Sword & Shield]Dynamic RTH Gap & Stdev - Technical Description Description This script implements a specialized methodology for analyzing the Regular Trading Hours (RTH) Opening Gap, focusing on the "void" created between the previous session's RTH Close and the current session's RTH Open. Unlike standard gap indicators that may reference the Settlement or pre-market range, this tool isolates the specific liquidity gap formed by the primary session auction. The script is designed to help traders identify: The Gap Zone: The precise price range where no RTH trading occurred. Internal Quartiles: Key harmonic subdivisions (25%, 50%, 75%) within the gap, often serving as intraday support/resistance. Expansion Targets: Projected volatility levels (Standard Deviations) above and below the gap. Mitigation State: Real-time tracking of how much of the gap has been "filled" by price action. Underlying Concepts & Calculations 1. RTH Session Detection The indicator strictly follows asset-specific timetables (e.g., Indices 09:30-16:00 ET). It detects the RTH Close of the previous day (closing print of the last RTH bar) and the RTH Open of the current day. Gap High: Max(PrevClose, CurOpen) Gap Low: Min(PrevClose, CurOpen) 2. Quartile & Harmonic Levels We divide the gap range (GapHigh - GapLow) into quartiles. The 50% level (Consequent Encroachment) is a widely recognized equilibrium point in gap trading. Formula: Level(x) = GapLow + (GapRange * x) where x is 0.25, 0.50, 0.75. 3. Volatility Projections (Standard Deviations) The script offers two distinct volatility models for projecting targets: Gap Range Basis: A harmonic expansion model where 1.0σ (Standard Deviation) is rigidly defined as 100% of the Gap Range. This assumes the market often expands in multiples of the initial opening impulse. Calculation: +1.0σ Level = GapHigh + GapRange VWAP Bands Basis: A statistical model estimating daily volatility using the deviation of price from the VWAP (Volume Weighted Average Price) from the previous session. This allows the bands to adapt to the broader market volatility rather than just the gap size. 4. Dynamic Extension & Clamping Uniquely, this script uses a forward-projection bar-loop. Lines and labels are instantiated at the Open and extended incrementally with each new bar. Clamping: The script calculates the precise timestamp of the RTH Close and clamps all drawing objects to this time. This prevents lines from extending into the post-market or next day, ensuring a clean chart layout. 5. Mitigation Tracking The dashboard calculates the Unmitigated Percentage of the gap: Logic: It tracks the session's Highest High and Lowest Low. Calculation: FilledRange = PriceExtreme - GapBoundary. Status: displayed as "Unmitigated, 100% rem" or "Mitigated XX%", providing a precise metric for gap-fill strategies. Usage Traders can use this tool to: Target the 50% fill described as "Consequent Encroachment". Fade extremes at +1.0σ gap expansions. Monitor the "Mitigation %" to gauge trend strength (e.g., a gap that remains <20% filled often indicates a strong trend day).
Pine Script® Indikator
von swordNshield
9 EMA Retracement Buy/Sell + Volume FilterFor all you scalpers out there this is a 9 ema scalp Indicator coupled with volume bars, the Indicator plots buy and sell when the conditions are met Price mist be above or below the 9 ema it must retrace and the volume bar must match the direction of the candle and then a signal will be printed with a red or green triangle, do not blindly take all trades on the signals make sure the is a trend works on any asset and remember it is for scalping only
Pine Script® Indikator
von boption4mzrj
Institutional Equity DashboardAn overlay indicator with everything you need: Trend Ribbon - 8/21/50/200 EMA cloud with bullish/bearish fill VWAP + Bands - The institutional benchmark with deviation bands Auto S/R Detection - Pivot-based support/resistance levels ATR-Based Stops - Dynamic stop-loss levels that adjust to volatility Confluence Signals - Multi-factor buy/sell signals (regular + strong) Real-Time Dashboard showing: Market regime (Strong Uptrend → Strong Downtrend) Trend score (0-100) RSI, MACD, Stochastic status Volume ratio and VWAP position Risk metrics (ATR%, Historical Vol, Risk Level) Relative strength vs. benchmark
Pine Script® Indikator
von bitzuist
Volume Heikin Ashi by CrugThis indicator combines the Heikin Ashi with classic volume candles. It is useful to see the trend and "how much" volume it contains 1 - Select Volume Candles on the graph i.postimg.cc 2- In setting remove the all the colors i.postimg.cc 3- Insert the indicator 4- Using with momentum indicators (like Market liberator B, MACD, ...) it provides more precise and realistic data to plot divergences because it combines: classic japanese candle but with volumes. In the meantime it is easier to see the main trend i.postimg.cc
Pine Script® Indikator
von LukeKruger
Multi-Distribution Volume Profile (Zeiierman)█ Overview Multi-Distribution Volume Profile (Zeiierman) is a flexible, structure-first volume profile tool that lets you reshape how volume is distributed across price, from classic uniform profiles to advanced statistical curves like Gaussian, Lognormal, Student-t, and more. Instead of forcing every market into a single "one-size-fits-all" profile, this tool lets you model how volume is likely concentrated inside each bar (body vs wicks, midpoint, tails, center bias, right-skew, heavy tails, etc.) and then stacks that behavior across a whole lookback window to build a rich, multi-distribution map of traded activity. On top of that, it overlays a dynamic Center Band (value area) and a fade/gradient model that can color each price row by volume, hits, recency, volatility, reversals, or even liquidity voids, turning a plain profile into a multi-dimensional context map. Highlights Choose from multiple Profile Build Modes , including uniform, body-only, wick-only, midpoint/close/open, center-weighted, and a suite of probability-style distributions (Gaussian, Lognormal, Weibull, Student-t, etc.) Flexible anchor layout: draw the profile on Right/Left (horizontal) or Bottom/Top (vertical) to fit any chart layout Value Area / Center Band computed from volume quantiles around the POC. Gradient-based Fade Metrics: volume, price hits, freshness (time decay), volatility impact, dwell time, reversal density, compression, and liquidity voids Separate bullish vs bearish volume at each price row for directional structure insights █ How It Works ⚪ Profile Construction The script scans a user-defined Bars Included window and finds the full high–low span of that zone. It then divides this range into a user-controlled number of Price Levels (rows). For each historical bar within the window: It measures the candle’s price range, body, and wicks. It assigns volume to rows according to the selected Profile Build Mode, for example: * Range Uniform – volume spread evenly across the full high–low range. * Range Body Only / Range Wick Only – concentrate volume inside the body or wicks only. * Midpoint / Close / Open Only – allocate volume entirely into one price row (pinpoint modeling). HL2 / Body Center Weighted – center weights around the middle of the range/body. Recent-Weighted Volume – amplify newer bars using exponential time decay. Volume Squared (Hard) – aggressively boost bars with large volume. Up Bars Only / Down Bars Only – filter volume to only bullish or bearish bars. For more advanced shapes, the script uses continuous distributions across the bar’s span: Linear, Triangular, Exponential to High Cosine Centered, PERT Gaussian, Lognormal, Cauchy, Laplace Pareto, Weibull, Logistic, Gumbel Gamma, Beta, Chi-Square, Student-t, F-Shape Each distribution produces a weight for each row within the bar’s range, normalized so the total volume remains consistent, but the shape of where that volume lands changes. ⚪ POC & Center Band (Value Area) Once all rows are accumulated: The row with the highest total volume becomes the Point of Control (POC) The script computes cumulative volume and finds the band that wraps a user-defined Center of Profile % (e.g., 68%) around the center of distribution. This range is displayed as a central band, often treated like a value area where price has spent the most “effort” trading. ⚪ Gradient Fade Engine Each row also gets a fade metric, chosen in Fade Metric: Volume – opacity based on relative volume. Price Hits – how frequently that row was touched. Blended (Vol+Hits) – average of volume & hits. Freshness – emphasizes recent activity, controlled by Decay. Volatility Impact – rows that saw larger ranges contribute more. Dwell Time – where price “camped” the longest. Reversal Density – where direction changes cluster. Compression – tight-range compression zones. Liquidity Void – inverse of volume (thin liquidity zones). When Apply Gradient is enabled, the row’s bullish/bearish colors are tinted from faint to strong based on this chosen metric, effectively turning the profile into a heatmap of your chosen structural property. █ How to Use ⚪ Explore Different Distribution Assumptions Switch between multiple Profile Build Modes to see how your assumptions about intrabar volume affect structure: Use Range Uniform for classical profile reading. Deploy Gaussian, Logistic, or Cosine shapes to emphasize central clustering. Try Pareto, Lognormal, or F-Shape to focus on tail / extremal activity. Use Recent-Weighted Volume to prioritize the most recent structural behavior. This is especially useful for traders who want to test how different modeling assumptions change perceived value areas and levels of interest. ⚪ Identify Value, Acceptance & Rejection Zones Use the POC and Center of Profile (%) band to distinguish: High-acceptance zones – wide central band, thick rows, strong gradient → fair value areas Rejection zones & tails – thin extremes, low dwell time, high volatility or reversal density These regions can be used as: Targets and origin zones for mean reversion Context for breakout validation (leaving value) Bias reference for intraday rotations or swing rotations ⚪ Read Directional Structure Within the Profile Because each row is split into bullish vs bearish contributions, you can visually read: Where buyers dominated a price region (large bullish slice) Where sellers absorbed or defended (large bearish slice) Combining this with Fade Metrics like Reversal Density, Dwell Time, or Freshness turns the profile into a structural order-flow map, without needing raw tick-by-tick volume data. ⚪ Use Fade Metrics for Contextual Heatmaps Each Fade Metric can be used for a different analytical lens: Volume / Blended – emphasize where volume and activity are concentrated. Freshness – highlight the most recently active zones that still matter. Volatility Impact & Compression – spot areas of explosive moves vs coiled ranges. Reversal Density – locate micro turning points and battle zones. Liquidity Void – visually pop out thin regions that may act as speedways or magnets. █ Settings Profile Build Mode – Selects how each bar’s volume is distributed across its price range (uniform, body/wick, midpoint/close/open, center-weighted, or statistical distribution families). Bars Included – Number of bars used to build the profile from the current bar backward. Price Levels – Vertical resolution of the profile: more levels = smoother but heavier. Anchor Side – Where the profile is drawn on the chart: Right, Left, Bottom, or Top. Offset (bars) – Horizontal offset from the last bar to the profile when using Right/Left modes. Apply Gradient – Toggles the fade/heatmap coloring based on the selected metric. Fade Metric – Chooses the property driving row opacity (Volume, Hits, Freshness, Volatility Impact, Dwell Time, Reversal Density, Compression, Liquidity Void). Decay – Time-decay factor for Freshness (values close to 1 keep older activity relevant for longer). Profile Thickness – Relative thickness of the profile along the time axis, as a % of the lookback window. Center of Profile (%) – Volume percentage used to define the central band (value area) around the POC. ----------------- 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
4
VCAI BOS-Zone PROVCAI BOS-Zone PRO is a structure-driven order-block mapper that tracks swing highs/lows, detects Break of Structure (BOS), and automatically draws clean bullish and bearish OB zones with midlines and directional flags. It provides a clear, rules-based map of where structural shifts occurred and where price may react on future retests. What it does: Uses configurable swing pivots to define structure. A bullish BOS is triggered when price closes above the last swing high; a bearish BOS when price closes below the last swing low. After each BOS, the script finds the last opposite candle (bearish before a bullish BOS, bullish before a bearish BOS) and builds an order-block zone from that candle’s high/low. Each zone is projected a fixed number of bars into the future, keeping charts clean and preventing zones from extending into the price scale. Only the latest N bullish and N bearish zones are kept, so the chart focuses on the most relevant active levels. How to read it: Yellow boxes + BULL flags = bullish demand zones. Purple boxes + BEAR flags = bearish supply zones. The edges of each zone act as potential support/resistance. Reactions inside a yellow zone suggest buy-side interest; rejection at a purple zone suggests sell-side pressure. Optional midlines mark the 50% level of each zone, commonly used for refined entries, mitigations, and partial management. How traders typically use it: BOS-Zone PRO does not generate buy/sell alerts, but many traders use the zones as part of a broader decision process: Bullish zones are often monitored for long setups when price returns and shows strength or continuation. Bearish zones are often monitored for short setups when price retests and shows rejection or weakness. Midlines provide refined entry levels with clearer invalidation points. This tool is best used as structural context alongside your own entry model, risk settings, and trade management. Notes & best practices: BOS is directional, not predictive — treat zones as context, not guaranteed reversals. Works on all symbols and timeframes. Lower swing settings capture local structure; higher settings focus on major breaks and cleaner OB's. Ideal as a structural map for discretionary traders or as a component inside automated systems. Part of the VCAI toolset. We develop a range of market-structure, volume, trend and liquidity tools designed to work together or stand alone.
Pine Script® Indikator
von Vectorcoresai
5MA＋TrendMagic + Disparity + Volume Spikes5MA + TrendMagic + Disparity Scalping + Volume Spikes is an all-in-one trend and momentum indicator designed for fast entries, trend confirmation, and volatility detection. Main Features Multiple EMAs (9/21/50/100/200) for trend structure TrendMagic for dynamic trend direction and stop levels Ultra Fast Disparity Scalper (EMA disparity + RSI + RVI momentum) Volume Spike Detection with smart filters (valid highs/lows, candle types, color match, session filter) Gold Volatility Signals using ATR, Bollinger Bands, HV/RV spread Clear BUY/SELL markers, overheat filters, and full alert support This tool helps identify early reversals, confirm major trends, and highlight strong volume-driven turning points.
Pine Script® Indikator
von masato19810122
TedAlpha – Structure / FVG / OB Sessions: Only looks for trades when price is inside your defined London or NY time blocks. CHOCH: Uses pivots to track swing highs/lows, then flags a bullish CHOCH when structure flips from LL/LH to HH/HL, and vice versa for bearish. FVG: Detects 3-candle imbalance and keeps the zone “active” for fvgLookback bars, then checks if price trades back into it. Order Blocks: On a CHOCH, grabs the last opposite candle (bearish before bull CHOCH = bullish OB, bullish before bear CHOCH = bearish OB) and marks its body as the OB zone. Signal: A valid long = bull CHOCH + in session + (price inside bullish FVG and/or bullish OB, depending on toggles). Short is the mirror image. RR 1:3: SL uses the last swing low (for longs) or last swing high (for shorts), TP is auto-set at 3× that distance and plotted as lines.
Pine Script® Indikator
von teddyleting