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Dark Pool Pulse – LiteDark Pool Pulse Lite This indicator provides an observational proxy for dealer gamma exposure using only price and volume data. It helps users visualize whether market makers may be leaning long gamma (potential stabilizing flows) or short gamma (potential destabilizing flows). For educational and informational purposes only. Key Features 0–100 oscillator representing an estimated dealer-gamma proxy. Bullish zone (above 60): dealers may be long gamma → potentially absorbing volatility. Bearish zone (below 40): dealers may be short gamma → potentially amplifying volatility. Background tint for quick visual context. Optional summary table showing current value and interpretation. Alert conditions for crosses of the 60 and 40 thresholds. How It Works The indicator measures volume-weighted directional pressure and normalizes it over a rolling lookback window. The value is smoothed and mapped into a 0–100 oscillator: Above 60 → potential positive gamma conditions. Below 40 → potential negative gamma conditions. 40–60 → neutral or balanced zone. All calculations are performed internally using only price and volume. Settings Lookback Length (default 20): Number of bars used for normalization. Smoothing Length (default 10): EMA smoothing applied to the proxy. Show Summary Table: Toggles the optional value/interpretation panel. How to Use Add the indicator to any chart or timeframe. Observe the oscillator levels: A move above 60 may reflect a more stabilizing dealer environment. A move below 40 may reflect a more destabilizing environment. Use the background tint for quick contextual bias. Enable alerts for threshold crossings if desired. Adjust settings to match your preferred responsiveness. Notes For educational and informational purposes only. Not financial, trading, or investment advice. No signals or recommendations are provided. Source code protected to maintain proprietary calculation methods.
Pine Script® Indikator
von GammaBulldog
STS FULL OPTIONAL 2.0 (SURGICAL EDIT)STS TITAN 2.0: The End of Manual Analysis Stop drawing lines. Stop guessing directions. Start executing trades. Trading shouldn't be about spending hours analyzing charts. It should be about spotting the opportunity and taking it. STS TITAN 2.0 (Surgical Edit) is not just an indicator—it is an institutional-grade algorithm that does the analysis for you. It doesn't just show you "data"; it projects actionable, high-probability ENTRY ZONES directly onto your chart. 💎 WHY THIS IS DIFFERENT (The Unfair Advantage) Most indicators clutter your screen. TITAN gives you clarity. It applies a "Triple Confluence Algorithm" (Market Structure + Volume POC + Fibonacci) to filter out noise and leave you with only the highest quality setups. 🔥 KEY FEATURES: 🎯 Zero Analysis Required: The algorithm automatically identifies Supply & Demand zones. You don't have to draw a single box. 🛡️ The "SAFE STRIP" Technology: Inside every zone, TITAN highlights the inner "Safe Strip" (the optimal 25%). This tells you exactly where to place your limit order for maximum precision and zero drawdown. ⚡ Surgical "Auto-Clean": The code is strict. If a candle wick invalidates a zone, TITAN instantly removes it. No confusion, no old levels. Only fresh, tradable zones. 🧠 Automated Confluence: A zone only turns BLUE (Buy) or RED (Sell) when the Asian Strategy, Fibonacci Golden Zone, and Volume Profile align. This is the closest you will get to having a professional analyst sitting next to you 24/7. 👉 Unlock your edge. Let TITAN find the trade. (Alternative: Ultra-Short Version) 🚀 STS TITAN 2.0: Automated Institutional Entries Tired of manual analysis? Let the algorithm do the work. TITAN 2.0 scans Market Structure, Volume POC, and Fibonacci levels to project High-Probability Entry Zones directly on your chart. ✅ Auto Supply & Demand: No drawing needed. ✅ Surgical Precision: "Safe Strip" technology for sniper entries. ✅ Verified Setups: Zones change color only when fully confirmed. Stop guessing. Let the code find the entry.
Pine Script® Indikator
von STSTEAM
Student Alpha VWAPStudent Alpha VWAP is a flexible, anchor-based VWAP tool designed for traders who want deeper control over intraday and higher-timeframe volume-weighted trend analysis. The indicator supports multiple anchor types—including Sessions, Weeks, Months, Quarters, Years, and event-based anchors such as Earnings, Dividends, and Splits—allowing VWAP to automatically reset at meaningful market intervals. The script includes up to three optional VWAP bands. These can be calculated using standard deviation or percentage-based distance, making the tool adaptable for volatility modeling, mean-reversion strategies, or structural trend assessment. Bands and colors are fully customizable, while an optional filter hides VWAP on 1D+ charts for cleaner high-timeframe layouts. Features include: • Event-aware VWAP anchoring (Earnings / Dividends / Splits) • Standard deviation or percentage-based VWAP bands • Three independent band multipliers with visual fills • Automatic timeframe and period detection • Offset controls and full plot toggle options This tool aims to give traders a more adaptable, context-aware version of VWAP that fits both systematic and discretionary workflows.
Pine Script® Indikator
von harshkapse02
Trend & Pullback Cycle How to use. Trend Identification: Green Columns: The cycle is above 50. Look for Longs. Red Columns: The cycle is below 50. Look for Shorts. Pullback Detection: I added a Colour Change feature. If the Green bars turn Dark Green, it means momentum is fading (a pullback is happening). This is your signal to get ready to enter or add to a position once it turns Bright Green again. The Yellow Line: This is your trigger. In the screenshot, you see the bars cross the yellow line. Entry Signal: When the Histogram crosses above the Yellow line (while generally green) or crosses below it (while generally red).
Pine Script® Indikator
von geoff6203
Trade volume indicator @mybullandbearThe indicator consolidates Trend (MA), Momentum (RSI), Breakout (ORB), and Volume (CVD) into a single dashboard, giving you an objective "Green" or "Red" bias. Mybullandbear View (CVD): This specific component tracks whether buying or selling volume is dominant for the day. It helps you avoid false breakouts—if price goes up but CVD is Red (Bearish), it's likely a trap. How to Benefit: Wait for Confluence. Do not take a trade unless the Dashboard shows a clear consensus (e.g., Green Trend + Bullish CVD + Price above ORB High). This filters out low-quality trades and keeps you on the right side of the market.
Pine Script® Indikator
von mybullandbear
Mean Reversion Framework [LTS]LHAMA Trading Suite's Mean Reversion Framework is a VWAP-centric mean reversion and exhaustion tool that combines volatility regimes, volume-weighted extension zones, and multi-oscillator divergence detection into a single framework. It is designed to help traders quickly answer three questions on any chart: How far is price stretched away from VWAP in standard deviations? Is the current environment favorable or hostile to mean reversion? Are there momentum divergences supporting a reversal or trend continuation idea? Core components 1. Adaptive VWAP with standard deviation bands The framework builds around a dynamically anchored VWAP with statistical bands: VWAP line plotted from a rolling anchor point. Standard deviation bands : ±1σ, ±2σ, ±2.5σ, and ±3σ around VWAP. Extension zones : the area between ±2.5σ and ±3σ is highlighted as an “extension zone,” where price is statistically stretched from its mean. Anchoring is automatic and timeframe-aware. When you change your charts timeframe, this will automatically adjust what VWAP you are looking at to make sure you're always using the anchoring research has shown to be most appropriate and relevant for that timeframe. 2. Reversion candle coloring To highlight potentially climactic moves: The script tracks a configurable volume average and multiplier. When price touches the ±2.5σ extension zone and a candle meets one of these conditions, candles can be recolored: Has above average volume, but below average candle body size. Has lower volume than the previous candle. An optional alert can be triggered when these extension touches occur. The ideal reversion setup is a quick extension into the marked zone, which includes a high volume, small body candle at its peak, surrounded by lower volume candles in opposite directions. This shows an energetic push in one direction, followed by exhaustion and a fade back toward the mean. 3. Volatility regime detection The script classifies the current volatility regime using ATR: Calculates ATR over a user-defined lookback. Computes the percentile rank of current ATR relative to its recent history. Labels the environment as: HIGH volatility (ATR percentile at or above the high threshold). LOW volatility (at or below the low threshold). MODERATE otherwise. The current regime and ATR percentile are displayed on the dashboard and can be used as context for whether mean-reversion setups may be more or less favorable. Alerts can fire when volatility crosses into high or low regimes so users can adjust expectations or strategies if desired. 4. RSI & Stochastic divergence framework The indicator includes a combined divergence engine using RSI and Stochastic: User-configurable RSI length. User-configurable Stochastic K/D parameters. Pivot-based detection with left/right lookbacks and a max lookback window. Two main categories: Regular divergences – potential reversal context. Hidden divergences – potential trend continuation context. For both RSI and Stochastic, the script looks for: Bullish regular : price lower low vs. oscillator higher low. Bearish regular : price higher high vs. oscillator lower high. Hidden bullish : price higher low vs. oscillator lower low. Hidden bearish : price lower high vs. oscillator higher high. When conditions are met, the script will: Plot labels on the price chart: 🔃 icons for regular (reversal) divergences. ⏩ icons for hidden (continuation) divergences. Combine RSI and Stochastic confirmation into a single label when both agree, with tooltips explaining: Price structure (HH/HL/LL/LH). Which oscillator(s) confirmed the divergence. Whether the pattern suggests potential reversal or continuation. Optionally trigger alerts for each divergence type when alerts are enabled. Divergence labels are based on confirmed pivots, so they appear with a delay relative to the pivot bar. They are not predictive and should be treated as contextual information rather than standalone trade signals. 5. Dashboard overlay An on-chart dashboard summarizes the most important state variables in a compact table: VWAP Anchor – shows the effective anchor logic currently in use (“Session/Week/Month”, “5-Day Rolling” or “Yearly (Jan 1)”). Alert Status – ACTIVE, COOLDOWN, or DISABLED. Volatility Regime – HIGH / MODERATE / LOW with the current ATR percentile. VWAP Value – current VWAP price. Price vs VWAP – distance of price from VWAP in standard deviations (σ). ATR – current ATR value for the selected length. The dashboard can be toggled on or off and moved to any corner of the chart (top/bottom, left/right). 6. Alert system & cooldown The script defines multiple alert conditions so users can build their own rules around mean reversion and volatility changes: Extension zone alerts : Price enters upper extension (≥ +2.5σ). Price enters lower extension (≤ −2.5σ). Price enters any extension zone. High-volume candle touching an extension zone. Divergence alerts : Regular bullish / bearish divergence. Hidden bullish / bearish divergence. Volatility regime alerts : ATR percentile crosses into HIGH volatility. ATR percentile crosses into LOW volatility. To reduce alert noise around VWAP resets, there is an optional alert cooldown : At the start of a new VWAP period (session/5-day/yearly, depending on timeframe), the script can enter a cooldown phase. During cooldown, extension-related alerts are temporarily suppressed for a user-defined number of minutes. Volatility regime alerts remain active, as they reflect broader structural changes rather than short-term VWAP resets. Users can disable the cooldown by setting its duration to 0.
Pine Script® Indikator
von LHAMA-Trading
LSI Slim - EMA4/8 + Volume Filter + Sweep Targets V1📌 LSI Slim – EMA4/8 + Volume Filter + Sweep Targets LSI Slim is a lightweight but highly effective market-structure tool that combines liquidity sweep detection, volume confirmation, higher-TF EMA signals, and dynamic target generation. It is designed for traders who want a clean chart, fast confirmation, and objective target levels derived from real market behavior. 🔍 Key Features 1. Liquidity Sweep Detection Automatically identifies simple bullish and bearish liquidity sweeps using recent swing extremes. Each sweep is stored and plotted with optional fading lines to visually track market intent. 2. EMA 4/8 Confirmation (Higher Timeframe) Built-in higher-timeframe confirmation using EMA 4 and EMA 8 crossovers. Cross signals can optionally display labels and debug markers. 3. Adaptive Volume Filter Two selectable volume-strength modes: Incremental z-score increase Negative-to-positive transition The volume filter acts as an additional confirmation layer for sweep validations. 4. Intelligent Target Generation Once a sweep is confirmed: Targets (TP1–TP4) are projected using daily range or ATR fallback Optional FVG override automatically snaps TP1 to the nearest Fair Value Gap when relevant Targets are rendered with adjustable opacity and forward extension 5. Clean Visual Interface Designed to stay lightweight and non-intrusive: Adjustable max number of sweep lines Optional fading for older levels Minimalistic labels and shapes for clarity 🎯 Ideal For Liquidity-based traders Market structure practitioners EMA-trend traders Volume confirmation strategies Intraday and swing trading across all markets ⚠️ Disclaimer This script is for educational purposes only and does not constitute financial advice. Always test on historical data and use proper risk management.
Pine Script® Indikator
von EdoardoTelve
Advanced Volume Suite (24h, Pulse, Spikes, Breakout Pressure)Advanced Volume Suite transforms raw volume into a complete market-intelligence toolkit for breakout, momentum, and liquidity-driven trading. Unlike the basic volume indicator, this tool analyzes volume in true USDT value, tracks rolling 24h exchange-style volume, measures volume strength vs historical averages, detects smart spikes, and highlights breakout pressure near support/resistance. Core Features: • USDT-based volume histogram • 24h rolling volume line • Volume Pulse (volume vs moving average) • Smart spike detection with directional filters • Breakout pressure system (breakouts + near-breakout conditions) • 3 advanced volume color modes (Simple / Body / Delta-style) • All signals and thresholds fully configurable Perfect for traders who rely on volume confirmation for breakouts, momentum entries, scalping, or detecting institutional activity.
Pine Script® Indikator
von zalutskyiyuriy
2
XAU Micro ScalperThis indicator is designed for short-term price rotation detection on XAUUSD, especially on the 1-minute timeframe. It combines three momentum components—Stochastic, RSI, and OBV slope—to highlight potential reversal points and short-term scalping opportunities. Core Logic The script generates a signal only when multiple conditions align: 1. Stochastic Reversal (Timing Component) A basic long/short trigger occurs when the Stochastic oscillator exits oversold (long) or overbought (short). This represents a potential shift in short-term momentum. 2. RSI “Smart Rotation” Filter (Context Component) Instead of using fixed oversold/overbought thresholds, the indicator checks whether RSI is turning: Long: RSI is below a contextual ceiling (default 50) and rising Short: RSI is above a contextual floor (default 55) and falling This avoids premature entries during strong trending phases and confirms that momentum is actually rotating. 3. OBV Slope Filter (Volume Confirmation) The On-Balance Volume trend is compared to its previous value: Long: OBV slope improving Short: OBV slope deteriorating This helps confirm whether volume pressure is shifting in favor of the trade direction. Both RSI and OBV filters can be enabled or disabled independently via the indicator settings. Signals Small circles mark raw Stochastic reversal points (unfiltered). Green / red triangles represent validated long/short signals where all active filters agree. Optional candle coloring highlights confirmed entry signals on the chart. Use Cases Intraday and scalping strategies on XAUUSD Identifying short-term momentum reversals Filtering noisy signals during high-volatility sessions Studying how volume and momentum align around turning points Customization Users can adjust: RSI contextual thresholds Lookback periods OBV slope sensitivity Stochastic parameters Activation of RSI and OBV filters This flexibility allows the indicator to adapt to different market conditions and timeframes. Disclaimer This indicator does not provide financial advice or guarantee performance. Always test any strategy on historical data and use proper risk management.
Pine Script® Indikator
von corrado_divittorio
BT SpikeBT Spike is a lightweight but highly effective alert engine designed to identify moments of unusual volatility and volume expansion . These spikes often appear at the very beginning of major moves, giving traders early insight into: Momentum ignition Breakout confirmation Liquidity shifts Stop runs & displacement moves Trend acceleration High-impact expansions before news or volatility events Rather than watching charts all day, BT Spike allows traders to receive instant alerts whenever the market enters an abnormal volatility regime. --- ■ What BT Spike Measures 1. ATR Spike Detects sudden expansion in true range (micro-volatility). This often marks the beginning of a displacement candle. 2. Volume Spike Identifies candles where volume exceeds typical market participation. 3. Combined Spike A powerful signal triggered only when both conditions occur together: ATR Spike AND Volume Spike 4. Spike Score (0–100) A normalized measure of spike intensity. • Higher score → Stronger anomaly • 90+ → Extreme event (liquidity shifts, stop runs, institutional activity) --- ■ Visual Elements • True Range Line Shows per-candle volatility relative to baseline ATR. • Volume Bars (Color-Scaled) Volume bars turn: Green for bullish spikes Red for bearish spikes Intensity based on Spike Score Gray during normal activity This creates a clear volatility heatmap directly in the volume panel. • Spike Score Histogram Helps visually identify: Minor spikes Major volatility clusters Extreme anomalies • Threshold Lines Yellow = Minor Orange = Major Red = Extreme --- ■ Why BT Spike Is Useful Spike-based analysis helps traders: Catch large moves early Confirm breakouts and avoid fake ones Identify when smart money enters the market Find the start of momentum legs Monitor many charts with alerts instead of manual watching A spike is often the first footprint of a meaningful move. --- ■ Practical Trading Uses 1. Breakout Confirmation A breakout with no spike is often weak. A breakout with a spike is typically genuine and sustained. 2. Reversal Detection Extreme spike after a sweep often signals a reversal event. 3. Trend Ignition Spikes frequently occur at the beginning of: Trend legs News-driven surges Momentum continuation moves 4. Divergence With Price High-volume, high-ATR spikes with little price movement can indicate: Absorption Trap conditions Exhaustion 5. Alert-Driven Market Monitoring Set alerts for: ATR Spike Volume Spike Combined Spike Major Spike (Score ≥ threshold) Extreme Spike (Score ≥ threshold) This allows traders to walk away while still catching every volatility event. --- ■ Spike Score Guide 0–30 → Mild noise 30–60 → Minor shift 60–80 → Strong volatility expansion 80–95 → Major spike (high-impact) 95–100 → Extreme event (institutional presence, sweeps, stop runs) --- ■ Final Summary BT Spike gives traders: Early detection of volatility expansion Bull/Bear intensity visualization Powerful alert automation A universal signal layer that fits any strategy Cleaner insight into where major moves originate BT Spike = Your volatility radar . It tells you when to look at a chart—before the move happens.
Pine Script® Indikator
von bangtrades
VAPO OsilatorThe Real Map of Buying and Selling Pressure. VAPO Advanced is fundamentally different from conventional oscillators that only measure momentum based on price. By integrating Volume and price movement (Pressure), it quantitatively maps the true buying and selling pressure in the market. How It Works and What Are Its Advantages? 1. Core Pressure Measurement Logic: The oscillator interprets high-volume price increases as strong buying pressure (+P) and high-volume price decreases as strong selling pressure (-P). Low-volume moves weaken the signal strength. Benefit: This effectively filters out misleading signals caused by "fake" price movements (manipulation or low-volume spikes). It only displays momentum shifts that are supported by volume. 2. Dynamic Signal Line and Histogram Signal Line: Provides a dynamic signal line smoothed by your choice of Moving Average type (EMA, SMA, WMA). Histogram: Shows the difference between the VAPO line and the Signal line. A zero-line crossover of the histogram is the clearest signal that pressure is shifting direction. As the Green histogram grows, Buying Pressure accelerates; as the Red histogram grows, Selling Pressure accelerates. 3. Reliable Confirmation Tool VAPO serves as an excellent confirmation tool when used alongside your primary trend indicators. For instance, when a trend indicator gives a BUY signal, VAPO crossing above the zero line (positive pressure) significantly increases the reliability of that signal. ⚠️ DISCLAIMER: THIS IS NOT FINANCIAL ADVICE. ALL INFORMATION PROVIDED IS FOR EDUCATIONAL AND ANALYTICAL PURPOSES ONLY. YASAL UYARI: BU BİR YATIRIM TAVSİYESİ DEĞİLDİR. SUNULAN TÜM BİLGİLER YALNIZCA EĞİTİM VE ANALİZ AMAÇLIDIR.
Pine Script® Indikator
von OsilatorindicatorPro
VWAP-Anchored MACD [BOSWaves]VWAP-Anchored MACD - Volume-Weighted Momentum Mapping With Zero-Line Filtering Overview The VWAP-Anchored MACD delivers a refined momentum model built on volume-weighted price rather than raw closes, giving you a more grounded view of trend strength during sessions, weeks, or months. Instead of tracking two EMAs of price like a standard MACD, this tool reconstructs the MACD engine using anchored VWAP as the core input. The result is a momentum structure that reacts to real liquidity flow, filters out weak crossovers near the zero line, and visualizes acceleration shifts with clear, high-contrast gradients. This indicator acts as a precise momentum map that adapts in real time. You see how weighted price is accelerating, where valid crossovers form, and when trend conviction is strong enough to justify execution. It uses gradient line coloring to show bullish or bearish momentum, histogram shading to highlight energy shifts, cross dots to mark valid crossovers, optional buy/sell diamonds for execution cues, and candle coloring to display trend strength at a glance. Theoretical Foundation Traditional MACD compares the difference between two exponential moving averages of price. This variant replaces price with anchored VWAP, making the calculation sensitive to actual traded volume across your chosen period (Session, Week, or Month). Three principles drive the logic: Anchored VWAP Momentum : Price is weighted by volume and aggregated across the selected anchor. The fast and slow VWAP-EMAs then expose how liquidity-corrected momentum is expanding or contracting. Zero-Line Distance Filtering : Crossover signals that occur too close to the zero line are removed. This eliminates the common MACD problem of generating weak, directionless signals in choppy phases. Directional Visualization : MACD line, signal line, histogram, candle colors, and optional diamond markers all react to shifts in VWAP-momentum, giving you a clean structural read on market pressure. Anchoring VWAP to session, weekly, or monthly resets creates a systematic framework for tracking how capital flow is driving momentum throughout each trading cycle. How It Works The core engine processes momentum through several mapped layers: VWAP Aggregation : Price × volume is accumulated until the anchor resets. This creates a continuous, liquidity-corrected VWAP curve. MACD Construction : Fast and slow VWAP-EMAs define the MACD line, while a smoothed signal line identifies edges where momentum shifts. Zero-Line Distance Filter : MACD and signal must both exceed a threshold distance from zero for a crossover to count as valid. This prevents fake crossovers during compression. Visual Momentum Layers : It uses gradient line coloring to show bullish or bearish momentum, histogram shading to highlight energy shifts, cross dots to mark valid crossovers, optional buy/sell diamonds for execution cues, and candle coloring to display trend strength at a glance. This layered structure ensures you always know whether momentum is strengthening, fading, or transitioning. Interpretation You get a clean, structural understanding of VWAP-based momentum: Bullish Phases : MACD > Signal, histogram expands, candles turn bullish, and crossovers occur above the threshold. Bearish Phases : MACD < Signal, histogram drives lower, candles shift bearish, and downward crossovers trigger below the threshold. Neutral/Compression : Both lines remain near the zero boundary, histogram flattens, and signals are suppressed to avoid noise. This creates a more disciplined version of MACD momentum reading - less noise, more conviction, and better alignment with liquidity. Strategy Integration Trend Continuation : Use VWAP-MACD crossovers that occur far from the zero line as higher-conviction entries. Zero-Line Rejection : Watch for histogram contractions near zero to anticipate flattening momentum and potential reversal setups. Session/Week/Month Anchors : Session anchor works best for intraday flows. Weekly or monthly anchor structures create cleaner macro momentum reads for swing trading. Signal-Only Execution : Optional buy/sell diamonds give you direct points to trigger trades without overanalyzing the chart. This indicator slots cleanly into any momentum-following system and offers higher signal quality than classic MACD variants due to the volume-weighted core. Technical Implementation Details VWAP Reset Logic : Session (D), Week (W), or Month (M) Dynamic Fast/Slow VWAP EMAs : Fully configurable lengths, smoothing and anchor settings MACD/Signal Line Framework : Traditional structure with volume-anchored input Zero-Line Filtering : Adjustable threshold for structural confirmation Dual Visualization Layers : MACD body + histogram + crosses + candle coloring Optimized Performance : Lightweight, fast rendering across all timeframes Optimal Application Parameters Timeframes: 1- 15 min : Short-term momentum scalping and rapid trend shifts 30- 240 min : Balanced momentum mapping with clear structural filtering Daily : Macro VWAP regime identification Suggested Configuration: Fast Length : 12 Slow Length : 26 Signal Length : 9 Zero Threshold : 200 - 500 depending on asset range These suggested parameters should be used as a baseline; their effectiveness depends on the asset volatility, liquidity, and preferred entry frequency, so fine-tuning is expected for optimal performance. Performance Characteristics High Effectiveness: Assets with strong intraday or session-based volume cycles Markets where volume-weighted momentum leads price swings Trend environments with strong acceleration Reduced Effectiveness: Ultra-choppy markets hugging the VWAP axis Sessions with abnormally low volume Ranges where MACD naturally compresses Disclaimer The VWAP-Anchored MACD is a structural momentum tool designed to enhance directional clarity - not a guaranteed predictor. Performance depends on market regime, volatility, and disciplined execution. Use it alongside broader trend, volume, and structural analysis for optimal results.
Pine Script® Indikator
von BOSWaves
19
Momentum Candle by DNDFXMomentum Candle v2 is a simple yet powerful indicator designed to detect strong momentum candles based on candle body size and the ratio between the body and total wick. This indicator is ideal for traders who focus on: Momentum trading Breakout strategies XAUUSD (Gold) scalping Supply & Demand / Smart Money Concepts (SMC) confirmation 🔧 How the Indicator Works The indicator analyzes each candle and classifies it as a Bullish Momentum or Bearish Momentum candle when these conditions are met: ✅ The candle body exceeds the minimum size ✅ The total wick is smaller compared to the body ✅ The Body-to-Wick ratio meets the strength filter Visual signals include: Green background for bullish momentum Red background for bearish momentum Up/Down triangle markers as entry guidance ⚙️ Customizable Parameters Min Body Size (Points) – Sets the minimum candle body size Min Body : Wick Ratio – Controls how dominant the body is compared to the wicks All parameters can be optimized according to your trading style and timeframe. ✅ Best Use Cases This indicator is useful for: Breakout confirmation Momentum validation Filtering false breakouts Scalping and intraday trading on XAUUSD 🧠 Trading Tips For better accuracy, combine this indicator with: Support & Resistance Supply & Demand zones Break of Structure (BOS) / CHoCH Best performance on M5 – H1 timeframes. ⚠️ DISCLAIMER This indicator is a supporting tool, not a guaranteed profit system. Always apply proper risk management. You are fully responsible for your trading decisions.
Pine Script® Indikator
von slametux
Kinetic EMA & Volume with State EngineKinetic EMA & Volume with State Engine (EMVOL) 1. Introduction & Concept The EMVOL indicator converts a dense family of EMA signals and volume flows into a compact “state engine”. Instead of looking at individual EMA lines or simple crossovers, the script treats each EMA as part of a kinetic vector field and classifies the market into interpretable states: - Trend direction and strength (from a grid of prime‑period EMAs). - Volume regime (expansion, contraction, climax, dry‑up). - Order‑flow bias via delta (buy versus sell volume). - A combined scenario label that summarises how these three layers interact. The goal is educational: to help traders see that moving averages and volume become more meaningful when observed as a structure, not as isolated lines. EMVOL is therefore designed as a real‑time teaching tool, not as an automatic signal generator. 2. Volume Settings Group: “Volume Settings” A. Calculation Method - Geometry (Source File) – Default mode. Buy and sell volume are estimated from each candle’s geometry: the close is compared to the high/low range and the bar’s total volume is split proportionally between buyers and sellers. This approximation works on any TradingView plan and does not require lower‑timeframe data. - Intrabar (Precise) – Reconstructs buy/sell volume using a lower timeframe via requestUpAndDownVolume(). The script asks TradingView for historical intrabar data (e.g., 15‑second bars) and builds buy/sell volume and delta from that stream. This mode can produce a more accurate view of order flow, but coverage is limited by your account’s history limits and the symbol’s available lower‑timeframe data. B. Intrabar Resolution (If Precise) - Intrabar Resolution (If Precise) – Selected only when the calculation method is “Intrabar (Precise)”. It defines which lower timeframe (for example 15S, 30S, 1m) is used to compute up/down volume. Smaller intrabar timeframes may give smoother and more granular deltas, but require more historical depth from the platform. When “Intrabar (Precise)” is active, the dashboard’s extended section shows the resolution and the number of bars for which precise volume has been successfully retrieved, in the format: - Mode: Intrabar (15S) – where N is the count of bars with valid high‑resolution volume data. In Geometry mode this counter simply reflects the processed bars in the current session. 3. Kinetic Vector Settings Group: “Kinetic Vector” A. Vector Window - Vector Window – Controls the temporal smoothing applied to the aggregated vectors (trend, volume, delta, etc.). Internally, each bar’s vector value is averaged with a simple moving window of this length. - Shorter windows make the state engine more reactive and sensitive to local swings. - Longer windows make the states more stable and better suited to higher‑timeframe structure. B. Max Prime Period - Max Prime Period – Sets the largest prime number used in the EMA grid. The engine builds a family of EMAs on prime lengths (2, 3, 5, 7, …) up to this limit and converts their slopes into angles. - A higher limit increases the number of long‑horizon EMAs in the grid and makes the vectors sensitive to broader structure. - A lower limit focuses the analysis on short- and medium‑term behaviour. C. Price Source - Price Source – The price series from which the kinetic EMA grid is built (e.g., Close, HLC3, OHLC4). Changing the source modifies the context that the state engine is reading but does not change the core logic. 4. State Engine Settings Group: “State Engine Settings” These inputs define how the continuous vectors are translated into discrete states. A. Trend Thresholds - Strong Trend Threshold – Value above which the trend vector is treated as “extreme bullish” and below which it is “extreme bearish”. - Weak Trend Threshold – Inner boundary between neutral and directional conditions. Roughly: - |trend| < weak → Neutral trend state. - weak < |trend| ≤ strong → Bullish/Bearish. - |trend| > strong → Extreme Bullish/Extreme Bearish. B. Volume Thresholds - Volume Climax Threshold – Upper bound at which volume is considered “climax” (unusually expanded participation). - Volume Expansion Threshold – Boundary for normal expansion versus contraction. Conceptually: - Volume above “expansion” indicates increasing activity. - Volume near or above “climax” marks extreme participation. - Negative values below the symmetric thresholds map to contraction and extreme dry‑up (liquidity vacuum) states. C. Delta Thresholds - Strong Delta Threshold – Cut‑off for extreme buying or selling dominance in delta. - Weak Delta Threshold – Threshold for mild buy/sell bias versus neutral order flow. Combined with the sign of the delta vector, these thresholds classify order flow as: - Extreme Buy, Buy‑Dominant, Neutral, Sell‑Dominant, Extreme Sell. D. State Hysteresis Bars - State Hysteresis Bars – Minimum number of bars for which a new state must persist before the engine commits to the change. This prevents the dashboard from flickering during fast spikes and emphasises persistent market behaviour. - Smaller values switch states quickly; larger values demand more confirmation. 5. Visual Interface Group: “Visual Interface” A. Ribbon Base Color - Ribbon Base Color – Base hue for the multi‑layer EMA ribbon drawn around price. The script plots a dense grid of hidden EMAs and fills the gaps between them to form a semi‑transparent band. Narrow, overlapping bands hint at compression; wider separation hints at dispersion across EMA horizons. B. Show Dashboard - Show Dashboard – Toggles the on‑chart table which summarises the current state engine output. Disable this if you only want to keep the EMA ribbon and volume‑based structure on the price chart. C. Color Theme - Color Theme – Switch between a dark and light style for the dashboard background and text colours so that the table matches your chart theme. D. Table Position - Table Position – Places the dashboard at any corner or edge of the chart (Top / Middle / Bottom × Left / Centre / Right). E. Table Size - Table Size – Changes the dashboard’s text size (Tiny, Small, Normal, Large). Use a larger size on high‑resolution screens or when streaming. F. Show Extended Info - Show Extended Info – Adds diagnostic rows under the main state summary: - Mode / Primes / Vector – Shows the current calculation mode (Geometry / Intrabar), the selected intrabar resolution and coverage in bars ( ), how many prime periods are active, and the vector window. - Values – Displays the current aggregated vectors: - P: price vector - V: volume vector - B: buy‑volume vector - S: sell‑volume vector - D: delta vector Values are bounded between ‑1 and +1. - Volume Stats – Prints the last bar’s raw buy volume, sell volume and delta as formatted numbers. - Footer – A final row with the symbol and current time: #SYMBOL | HH:MM. These extended rows are meant for inspecting how the engine is behaving under the hood while you scroll the chart and compare different assets or timeframes. 6. Language Settings Group: “Language Settings” - Select Language – Switches the entire dashboard between English and Turkish. The underlying calculations and scenario logic are identical; only the labels, titles and comments in the table are translated. 7. Dashboard Structure & Reading Guide The table summarises the current situation in a few rows: 1. System Header – Shows the script name and the active calculation method (“Geometry” or “Intrabar”). 2. Scenario Title – High‑level description of the current combined scenario (e.g., “Trending Buy Confirmed”, “Sideways Balanced”, “Bull Trap”, “Blow‑Off Top”). The background colour is derived from the scenario family (trending, compression, exhaustion, anomaly, etc.). 3. Bias / Trend Line – States the dominant trend bias derived from the trend vector (Extreme Bullish, Bullish, Neutral, Bearish, Extreme Bearish). 4. Signal / Consideration Line – A short sentence giving qualitative guidance about the current state (for example: continuation risk, exhaustion risk, trap‑like behaviour, or compression). This is deliberately phrased as a consideration, not as a direct trading signal. 5. Trend / Volume / Delta Rows – Three separate rows explain, in plain language, how the trend, volume regime and delta are classified at this bar. 6. Extended Info (optional) – Mode / primes / vector settings, current vector values, and last‑bar volume statistics, as described above. Together, these rows are meant to be read as a narrative of what price, volume and order‑flow are doing, not as mechanical instructions. 8. State Taxonomy The state engine organizes market behaviour in three stages. 8.1 Trend States (from the Price Vector) - Extreme Bullish Trend – The prime‑grid price vector is strongly upward; most EMAs are aligned to the upside. - Bullish Trend – Upward bias is present, but less extreme. - Neutral Trend – EMAs are mixed or flat; price is effectively sideways relative to the grid. - Bearish Trend – Downward bias, with the EMA grid sloping down. - Extreme Bearish Trend – Strong downside alignment across the grid. 8.2 Volume Regime States (from the Volume Vector) - Volume Climax (Buy‑Side) – Strong positive volume vector; participation is unusually high in the current direction. - Volume Expansion – Activity above normal but below the climax threshold. - Neutral Volume – No major expansion or contraction versus recent history. - Volume Contraction – Activity is drying up compared with the past. - Extreme Dry‑Up / Liquidity Vacuum – Very low participation; the market is thin and prone to slippage. 8.3 Delta Behaviour States (from the Delta Vector) - Extreme Buy Delta – Buying pressure dominates strongly. - Buy‑Dominant Delta – Buy volume exceeds sell volume, but not at an extreme. - Neutral Delta – Buy and sell flows are roughly balanced. - Sell‑Dominant Delta – Selling pressure dominates. - Extreme Sell Delta – Aggressive, one‑sided selling. 8.4 Combined Scenario State s EMVOL uses the three base states above to generate a single scenario label. These scenarios are designed to be read as context, not as entry or exit signals. Trending Scenarios 1. Trending Buy Confirmed - Bullish or extreme bullish trend, supported by expanding or climax volume and buy‑side delta. - Educational idea: a healthy uptrend where both participation and order flow agree with the direction. 2. Trending Buy – Weak Volume - Bullish trend, but volume is neutral, contracting or in dry‑up while delta is still buy‑side. - Educational idea: price is advancing, yet participation is thinning; trend continuation becomes more fragile. 3. Trending Sell Confirmed - Bearish or extreme bearish trend, with expanding or climax volume and sell‑side delta. - Educational idea: strong downtrend with both volume and order‑flow confirmation. 4. Trending Sell – Weak Volume - Bearish trend, but volume is neutral, contracting or very low while delta remains sell‑side. - Educational idea: downside continues but with limited participation; vulnerable to short‑covering. Sideways / Range Scenarios 5. Sideways Balanced - Neutral trend, neutral delta, neutral volume. - Classic range environment; low directional edge, suitable for observation and context rather than trend trading. 6. Sideways with Buy Pressure - Neutral trend, but buy‑side delta is dominant or extreme. - Range with latent accumulation: price may still appear sideways, but buyers are quietly more active. 7. Sideways with Sell Pressure - Neutral trend with dominant or extreme sell‑side delta. - Distribution‑like environment where price chops while sellers are gradually more aggressive. Exhaustion & Volume Extremes 8. Exhaustion – Buy Risk - Extreme bullish trend, volume climax and strong buy‑side delta. - Educational idea: very strong up‑move where both participation and delta are already stretched; risk of exhaustion or blow‑off. 9. Exhaustion – Sell Risk - Extreme bearish trend, volume dry‑up and strong sell‑side delta. - Suggests one‑sided selling into increasingly thin liquidity. 10. Volume Climax (Buy) - Neutral trend, neutral delta, but volume at climax levels. - Often associated with a “big event” bar where participation spikes without a clear directional commitment. 11. Volume Climax (Sell / Dry‑Up) - Neutral trend and neutral delta, while the volume vector indicates an extreme dry‑up. - Highlights a stand‑still episode: very limited interest from both sides, increasing the sensitivity to future impulses. Divergences 12. Divergence – Bullish Context - Bullish or extreme bullish trend, but delta has faded back to neutral. - Price trend continues while order‑flow conviction softens; can precede pauses or complex corrections. 13. Divergence – Bearish Context - Bearish or extreme bearish trend with a neutral delta. - Downtrend persists, but selling pressure no longer dominates as clearly. Consolidation & Compression 14. Consolidation - Default state when no specific pattern dominates and the market is broadly balanced. - Educational use: treat this as a “no strong edge” label; focus on structure rather than direction. 15. Breakout Imminent - Neutral trend with contracting volume. - Compression phase where energy is building up; often precedes transitions into trending or shock scenarios. Traps & Hidden Divergences 16. Bull Trap - Bullish trend, with neutral or contracting volume and sell‑side delta. - Price appears strong, but order‑flow shifts against it; often seen near fake breakouts or failing rallies. 17. Bear Trap - Bearish trend, neutral or contracting volume, but buy‑side delta. - Downtrend “looks” intact, while buyers become more aggressive underneath the surface. 18. Hidden Bullish Divergence - Bullish trend, contracting volume, but strong buy‑side delta. - Educational idea: price dips or slows while aggressive buyers step in, often inside an ongoing uptrend. 19. Hidden Bearish Divergence - Bearish trend, volume expansion and strong sell‑side delta. - Reinforced downside pressure even if price is temporarily retracing. Reversal & Transition Patterns 20. Reversal to Bearish - Neutral trend, volume climax and strong sell‑side delta. - Suggests that heavy selling appears at the top of a move, turning a previously neutral or rising context into potential downside. 21. Reversal to Bullish - Neutral trend, extreme volume dry‑up and strong buy‑side delta. - Often associated with selling exhaustion where buyers start to take control. 22. Indecision Spike - Neutral trend with extreme volume (climax or dry‑up) but neutral delta. - Crowd participation changes sharply while order‑flow remains undecided; treat as an informational spike rather than a direction. Extended Compression & Acceleration 23. Coiling Phase - Neutral trend, contracting volume, and delta that is neutral or only mildly one‑sided. - Extended compression where price, volume and delta all contract into a tightly coiled range, often preceding a strong move. 24. Bullish Acceleration - Bullish trend with volume expansion and strong buy‑side delta. - Uptrend not only continues but gains kinetic strength; educationally, this illustrates how trend, volume and delta align in the strongest phases of a move. 25. Bearish Acceleration - Bearish trend with volume expansion and strong sell‑side delta. - Mirror image of Bullish Acceleration on the downside. Trend Exhaustion & Climax Reversal 26. Bull Exhaustion - Bullish or extreme bullish trend, with contraction or dry‑up in volume and buy‑side or neutral delta. - The move has already travelled far; participation fades while price is still elevated. 27. Bear Exhaustion - Bearish or extreme bearish trend, with volume climax or contraction and sell‑side or neutral delta. - Down‑move may be approaching a point where additional selling pressure has diminishing impact. 28. Blow‑Off Top - Extreme bullish trend, volume climax and extreme buy delta all at once. - Classic blow‑off behaviour: price, volume and order‑flow are simultaneously stretched in the same direction. 29. Selling Climax Reversal - Extreme bearish trend with extreme volume dry‑up and extreme sell‑side delta. - Marks a very aggressive capitulation phase that can precede major rebounds. Advanced VSA / Anomaly Scenarios 30. Absorption - Typically neutral trend with expanding or climax volume and extreme delta (either buy or sell). - Educational focus: large participants are aggressively absorbing liquidity from the opposite side, while price remains relatively contained. 31. Distribution - Scenario where volume remains elevated while directional conviction weakens and the trend slows. - Represents potential “selling into strength” or “buying into weakness”, depending on the active side. 32. Liquidity Vacuum - Combination of thin liquidity (extreme dry‑up) with a directional trend or strong delta. - Highlights environments where even small orders can move price disproportionately. 33. Anomaly / Shock Event - Triggered when the vector z‑scores detect rare combinations of price, volume and delta behaviour that deviate from their own historical distribution. - Intended as a warning label for unusual events rather than a specific tradeable pattern. 9. Educational Usage Notes - EMVOL does not produce mechanical “buy” or “sell” commands. Instead, it classes each bar into an interpretable state so that traders can study how trends, volume and order‑flow interact over time. - A common exercise is to overlay your usual EMA crossovers, support/resistance or price patterns and observe which EMVOL scenarios appear around entries, exits, traps and climaxes. - Because the vectors are normalized (bounded between ‑1 and +1) and then discretized, the same conceptual states can be compared across different symbols and timeframes. 10. Disclaimer & Educational Purpose This indicator is provided strictly as an educational and analytical tool. Its purpose is to help visualise how price, volume and order‑flow interact; it is not designed to function as a stand‑alone trading system. Please note: 1. No Automated Strategy – The script does not implement a complete trading strategy. Scenario labels and dashboard messages are descriptive and should not be followed as unconditional entry or exit signals. 2. No Financial Advice – All information produced by this indicator is general market analysis. It must not be interpreted as investment, financial or trading advice, or as a recommendation to buy or sell any instrument. 3. Risk Warning – Trading and investing involve substantial risk, including the risk of loss. Always perform your own analysis, use appropriate position sizing and risk management, and consult a qualified professional if needed. You are solely responsible for any decisions made using this tool. 4. Data Precision & Platform Limits – The “Intrabar (Precise)” mode depends on the availability of high‑resolution historical data at the chosen intrabar timeframe. If your TradingView plan or the symbol’s history does not provide sufficient depth, this mode may only partially cover the visible chart. In such cases, consider switching to “Geometry (Source File)” for a fully populated view.
Pine Script® Indikator
von ata_sabanci
2
On Balance Volume [BrightSideTrading] # On Balance Volume - Complete User Guide ## Overview This enhanced OBV indicator provides clean, actionable volume analysis with intelligent signal filtering. It combines On-Balance Volume (OBV) with a smoothed signal line to identify shifts in buying and selling pressure without chart clutter. **Key Features:** - Real-time OBV and signal line visualization - Smart crossover detection with confirmation filtering - Z-Score momentum analysis - Customizable signal alerts with V-shaped markers - Window-normalized option for detrended analysis --- ## What is On-Balance Volume (OBV)? OBV is a volume-based momentum indicator that accumulates volume on up days and subtracts volume on down days. It answers a fundamental question: **Is volume flowing in (buying) or out (selling)?** **Formula:** - If Close > Previous Close: OBV = Previous OBV + Volume - If Close < Previous Close: OBV = Previous OBV - Volume - If Close = Previous Close: OBV = Previous OBV (unchanged) **What it tells you:** - **Rising OBV** = Accumulation (smart money buying) - **Falling OBV** = Distribution (smart money selling) - **OBV above zero line** = Net positive buying pressure - **OBV below zero line** = Net negative selling pressure --- ## Interface & Settings ### **MAIN VISUALIZATION** **OBV Line (Green/Red Ribbon)** - Green when OBV is above the signal line (bullish trend) - Red when OBV is below the signal line (bearish trend) - Toggles between window-normalized (detrended) and raw values **Signal Line (Orange)** - Smoothed average of OBV - Crossovers with OBV generate buy/sell signals - Default: 21-period SMA **V-Shaped Markers** - Green upward V = Bullish crossover (buy signal) - Red downward V = Bearish crossover (sell signal) - Appears at the OBV value when signal is triggered **Zero Line (Yellow)** - Center equilibrium point for volume balance - Acts as support/resistance for OBV - Separates buying pressure (above) from selling pressure (below) --- ### **SOURCE GROUP** **Source** - **Default:** Close - **Options:** Open, High, Low, or any custom value - Controls which price value triggers OBV direction changes - Most traders use Close for standard OBV calculation --- ### **SIGNAL SMOOTHING GROUP** **Show Signal?** - **Default:** ON - Toggle visibility of the signal line - Disable if you prefer to see raw OBV only **Smoothing Type** - **SMA (Simple Moving Average)** - Default, standard smoothing - **EMA (Exponential Moving Average)** - Faster response, weights recent bars more heavily - **Choose SMA** for consistent, traditional OBV signals - **Choose EMA** for faster trend identification (more whipsaws possible) **Smoothing Length** - **Default:** 21 bars - **Range:** 1-200 bars - **Lower values** (5-14): Faster signals, more noise - **Higher values** (30-50): Slower signals, fewer false alarms - **Recommendation:** Use 21-25 for most timeframes --- ### **SIGNAL FILTERING GROUP** This is your primary control for signal quality and frequency. **Show Signal Markers?** - **Default:** ON - Toggle the V-shaped buy/sell markers on/off - Disable if markers distract from your analysis **Signal Filter Type** - **None** - Shows every single crossover (noisy, best for skilled traders) - **Confirmation Bars** - Waits N bars before confirming signal (recommended) - **Strength-Based** - Only signals during strong momentum (filters weakest moves) #### **CONFIRMATION BARS MODE** (Recommended) Best for reducing false signals while staying responsive to real moves. **Confirmation Bars** - **Default:** 2 bars - **Range:** 1-10 bars - Waits for the signal to hold for N consecutive bars after crossover - **Setting 1:** Every crossover (same as "None") - **Setting 2:** Wait 1 bar confirmation (good balance) - **Setting 3:** Wait 2 bars confirmation (filters 50% of noise) - **Setting 4+:** Very selective, misses quick reversals **How it works:** 1. OBV crosses signal line → Confirmation counter starts 2. If OBV stays on correct side for 2 bars → V-marker appears 3. If OBV crosses back → Counter resets, no signal #### **STRENGTH-BASED MODE** Only signals when momentum is statistically significant. **Min Z-Score Strength** - **Default:** 0.3 - **Range:** 0.0-3.0 - Requires OBV deviation from its mean to reach this threshold - **Setting 0.1-0.3:** More signals, lower quality - **Setting 0.5-0.8:** Moderate signals, good quality - **Setting 1.0+:** Only the strongest momentum shifts **How it works:** - Calculates how far OBV is from its 50-bar average (Z-score) - Only shows signals when this distance is meaningful - Automatically avoids weak, choppy market conditions --- ### **VISUALS & COLORS GROUP** **Highlight Crossovers?** - **Default:** ON - Master toggle for all signal markers - Turn OFF to see only the OBV/signal lines **Apply Ribbon Filling?** - **Default:** ON - Colors the space between OBV and signal line - Green fill = OBV above signal (bullish) - Red fill = OBV below signal (bearish) - Provides clear visual trend confirmation - Turn OFF for minimal chart clutter --- ### **STATS & ZONES GROUP** **Use Window-Normalized OBV (visual only)?** - **Default:** ON - Removes long-term trend from OBV for clearer short-term signals - Detrends the indicator to highlight recent momentum changes - **ON:** Better for swing trading and identifying reversals - **OFF:** Better for trend-following strategies - Note: Z-Score always uses raw OBV for statistical accuracy **OBV Normalize Window** - **Default:** 200 bars - Lookback period for detrending calculation - Larger values = more aggressive detrending - Adjust if you want OBV to oscillate more/less around zero **Show Z-Score (OBV)?** - **Default:** ON - Displays statistical momentum indicator below main chart - Ranges from -3 to +3 (most data within -2 to +2) - High Z-Score = Strong buying momentum - Low Z-Score = Strong selling momentum **Z-Score Lookback** - **Default:** 50 bars - Period for calculating Z-Score mean and standard deviation - Larger = smoother Z-Score, slower response - Smaller = noisier Z-Score, faster response **Show ROC (OBV Momentum)?** - **Default:** OFF - Rate of Change indicator for OBV velocity - Useful for identifying momentum turning points - Enable if you want to see speed of volume changes **ROC Lookback** - **Default:** 14 bars - Period for ROC calculation **Show Z-Score StdDev Zones?** - **Default:** ON - Shaded regions around zero line showing statistical boundaries - Inner Zone (±1 Z) = Normal variation - Outer Zone (±2 Z) = Extreme moves, potential reversals - Helps identify overbought/oversold volume conditions **Inner Zone (±Z)** - **Default:** 1.0 - First boundary for standard deviation zones - Most normal trading occurs within ±1 **Outer Zone (±Z)** - **Default:** 2.0 - Second boundary for extreme conditions - Crossing these zones indicates significant momentum shift --- ## Trading Strategy Examples ### **Strategy 1: Signal Line Crossovers (Beginner)** **Setup:** - Signal Filter Type: **Confirmation Bars** - Confirmation Bars: **2-3** - Show Signal Markers: **ON** **Rules:** 1. **BUY signal** (green V): When OBV crosses above signal line and holds for 2-3 bars - Confirms buying pressure is building - Look for price to follow within 1-3 bars 2. **SELL signal** (red V): When OBV crosses below signal line and holds for 2-3 bars - Confirms selling pressure is increasing - Expect price decline 3. **Exit:** Take profits at next signal or use price support/resistance **Best For:** Swing trading, intraday reversals, timeframes 5m-1h --- ### **Strategy 2: Zero Line Bounce (Intermediate)** **Setup:** - Signal Filter Type: **Strength-Based** - Min Z-Score Strength: **0.5** - Show Z-Score StdDev Zones: **ON** **Rules:** 1. **Watch OBV approach zero line** during established trends - OBV bouncing repeatedly off zero = trend is healthy - OBV breaking through zero = trend reversal imminent 2. **Enter on bounce:** Buy when OBV bounces from zero line in uptrend 3. **Exit on break:** Close position when OBV breaks below zero line 4. **Confirm with Z-Score:** Only take trades when Z-Score shows momentum (|Z| > 0.5) **Best For:** Trend traders, identifying trend strength, medium timeframes 15m-4h --- ### **Strategy 3: Momentum Extremes (Advanced)** **Setup:** - Signal Filter Type: **None** - Show Z-Score StdDev Zones: **ON** - Outer Zone: **2.0** **Rules:** 1. **Identify extremes:** When Z-Score breaks outer zone (±2.0) - Indicator is in extreme territory - Likely overextended 2. **Fade extremes:** Take opposite position when Z-Score hits extreme - High Z (>2.0) = OBV overbought, expect pullback - Low Z (<-2.0) = OBV oversold, expect bounce 3. **Confirm:** Wait for crossover signal to enter 4. **Target:** Outer zone of opposite side or zero line **Best For:** Range trading, mean reversion, experienced traders only --- ## Reading the Indicator in Different Markets ### **Strong Uptrend** - OBV consistently above signal line (green) - OBV well above zero line, rising higher lows - Z-Score positive, trending upward - **Action:** Buy dips to signal line, sell at resistance ### **Strong Downtrend** - OBV consistently below signal line (red) - OBV well below zero line, making lower highs - Z-Score negative, trending downward - **Action:** Sell rallies to signal line, cover at support ### **Consolidation/Choppy Market** - OBV whipsaws around signal line frequently - Crossovers occur every few bars - Z-Score oscillating between -1 and +1 - **Action:** Increase confirmation bars to 3-4, or switch to strength-based filter ### **Accumulation (Bottom Formation)** - OBV rising while price is flat or falling - Volume flowing in despite downtrend (bullish divergence) - Z-Score climbing while price lows hold - **Action:** Expect breakout up; prepare buy near support ### **Distribution (Top Formation)** - OBV falling while price is flat or rising - Volume flowing out despite uptrend (bearish divergence) - Z-Score falling while price continues higher - **Action:** Expect breakdown down; prepare short near resistance --- ## Parameter Tuning Guide ### **Aggressive Settings (More Signals)** - Smoothing Length: 14 - Signal Filter: None or Confirmation Bars: 1 - Min Z-Score: 0.1 - Best for: Day trading, high volatility stocks - Risk: More false signals ### **Balanced Settings (Recommended)** - Smoothing Length: 21 - Signal Filter: Confirmation Bars: 2 - Min Z-Score: 0.3 - Best for: Swing trading, most market conditions - Risk/Reward: Moderate ### **Conservative Settings (Fewer Signals)** - Smoothing Length: 30-40 - Signal Filter: Confirmation Bars: 3-4 or Strength-Based: 0.7+ - Min Z-Score: 0.8 - Best for: Position trading, high-conviction trades only - Risk: May miss some moves --- ## Common Questions & Troubleshooting **Q: Why are there more sell signals than buy signals?** A: This reflects the actual market action. Markets often decline faster than they rise (fear > greed). Confirm signals with price action and support/resistance. **Q: The indicator keeps whipsawing, should I hide it?** A: Increase Confirmation Bars to 3-4 or switch to Strength-Based filter. Market conditions matter—choppy markets require stricter filters. **Q: What's the difference between normalized and raw OBV?** A: Normalized (detrended) shows shorter-term momentum by removing long-term trends. Raw OBV shows absolute accumulation/distribution over the full period. Use normalized for swing signals, raw for trend confirmation. **Q: My signals come too late. How do I get faster entry?** A: Reduce Smoothing Length (try 14 instead of 21), use EMA instead of SMA, or set Confirmation Bars to 1. Trade-off: More false signals. **Q: Can I use this for day trading?** A: Yes, on 1m-5m charts with aggressive settings. Use Confirmation Bars: 1 and focus on Z-Score > 0.5 entries only. **Q: Should I trade every signal?** A: No. Filter signals using: price near support/resistance, multiple indicators confirming, and Z-Score showing momentum. Best signals occur at key levels. --- ## Best Practices 1. **Always confirm with price action:** OBV signals work best when price is near support, resistance, or moving average. Don't trade signals in a vacuum. 2. **Use volume context:** Check if volume is increasing or decreasing on the signal. Strong signals have volume confirmation (increasing volume on OBV spikes). 3. **Adjust settings per timeframe:** - 1m-5m: Smoothing 12, Confirmation 1, Z-Score 0.2 - 15m-1h: Smoothing 20, Confirmation 2, Z-Score 0.3 - 4h-1d: Smoothing 25, Confirmation 3, Z-Score 0.5 4. **Watch the zero line:** It's your friend. OBV behavior at the zero line reveals trend strength. Bounces = healthy trend. Breaks = reversal. 5. **Risk management:** No indicator is perfect. Use proper position sizing and stop losses. OBV should confirm your thesis, not be the only reason to trade. 6. **Combine with other indicators:** - Price moving averages for trend confirmation - RSI or Stochastic for overbought/oversold levels - Support/resistance for entry/exit zones - MACD for momentum divergences --- ## Disclaimer This indicator is for educational and informational purposes only. It is not financial advice. Past performance does not guarantee future results. Always conduct your own research and consult with a financial advisor before making trading decisions. Trading carries risk, including potential loss of principal. --- ## Version History **Version 1.0** - Initial release with enhanced signal filtering, Z-Score analysis, and customizable parameters.
Pine Script® Indikator
von bbosman129
KIMATIX S|R Zones Intra-SwingKIMATIX S|R Zones Intra-Swing is a higher-timeframe support–resistance engine designed to map the most important swing levels for intraday and swing traders. The script scans Daily and 4H price action, detects wick-based swing highs and lows, and converts them into clean S/R zones that project into the future. Zones are color-coded by timeframe and by role (support or resistance), giving you an instant visual map of where price is most likely to react. When price breaks cleanly through a zone, it dynamically flips (resistance → support or support → resistance), so your levels always reflect the current market structure. To avoid clutter, only the closest zones around current price are displayed – ideal for planning entries, targets, and stop placement. Use it as a higher-timeframe roadmap and combine it with your intraday execution system for precise, high-confluence trades.
Pine Script® Indikator
von kimatixtrading
Liquidation HeatmapSDSH Liquidation Heatmap: Stochastic Microstructure Modeling Technical Summary This indicator implements an advanced algorithmic approach for the detection of liquidity and liquidation zones using the State-Dependent Spread Hawkes (SDSH) model. Unlike conventional heatmaps that aggregate raw Ask/Bid and Open Interest (OI) data from external data providers, this script generates a synthetic liquidity topology based purely on the physics of price movement and market microstructure. Scientific Foundation: The SDSH Model The core of the indicator relies on two integrated mathematical components that allow for the inference of latent order locations without reading the Limit Order Book (LOB): State-Dependent Spread Estimation: It uses variations of range-based volatility estimators (based on Corwin-Schultz principles) to calculate the "effective spread" of the market in real-time. This allows determining the actual price friction and, consequently, where leveraged positions are statistically likely to accumulate. Self-Exciting Hawkes Processes: A stochastic point process model (Hawkes Process) is applied to measure the "intensity" of liquidity events. The algorithm assumes that order arrivals and volatility cluster in time; the model quantifies this market "memory" to project the future intensity of liquidations. High-Fidelity Replication without Level 2 Data The critical value of this indicator lies in its ability to replicate with spatial exactitude the zones that a Liquidation Heatmap based on Tick-level or real market depth data would signal, but operating in a "black box" environment regarding provider data. By triangulating volatility, temporal intensity decay (Hawkes Decay), and standard leverage projections (100x, 50x, 25x), the algorithm reconstructs the liquidation map. Mathematically, real liquidation zones are a function of participant entry and subsequent volatility; by modeling these variables accurately, the visual result converges with the actual location of stop-losses and mass liquidation points. Utility for Quantitative Modeling (Quants) This tool is designed for research and quantitative trading environments that require: Data Independence: Elimination of the need for expensive subscriptions to Open Interest or Depth of Market (DOM) data. Noise Filtering: As a mathematical model, it filters out "spoofing" (fake orders in the book) that often clutters traditional heatmaps, showing only zones where market structure mathematically forces the existence of liquidity. Structural Backtesting: It allows for the validation of mean reversion and liquidity breakout strategies on historical data where market depth information is often unavailable or unreliable. Visual Parameters The indicator renders "stress boxes" with opacity gradients based on the probability of price collision. Colors: Map the density of estimated synthetic contracts. Persistence: Zones remain active until the price interacts with them (absorption) or the model determines that liquidity has dissipated (Hawkes decay).
Pine Script® Indikator
von octa_piccone
Bitcoin Multibook v1.0 [Apollo Algo]Bitcoin Multibook v1.0 by Apollo Algo is an advanced market depth and order flow visualization tool that brings professional-grade multi-exchange order book analysis to TradingView. Inspired by Bookmap's multibook functionality and built upon LucF's original single "Tape" indicator concept, this tool aggregates real-time trading data from multiple Bitcoin exchanges into a unified tape display. Credits & Attribution This indicator is an evolution of the original "Tape" indicator created by LucF (TradingView: @LucF). The multibook enhancement and Bitcoin-specific optimizations were developed by Apollo Algo to provide traders with institutional-grade market microstructure visibility across major Bitcoin trading venues. Purpose & Philosophy Bitcoin leads the entire cryptocurrency market. By monitoring order flow across the primary Bitcoin exchanges simultaneously, traders gain crucial insights into: Cross-exchange arbitrage opportunities Institutional order flow patterns Market maker positioning True market sentiment beyond single-exchange data Key Features 📊 Multi-Exchange Data Aggregation Real-time tape from 3 major exchanges: Binance (BTCUSDT) Coinbase (BTCUSD) Kraken (BTCUSD) Customizable source inputs for any trading pair Synchronized price and volume tracking Exchange name identification in tape display 📈 Advanced Tape Display Dynamic tape visualization with configurable line quantity (0-50 lines) Directional flow indicators (＋/－ symbols for price changes) Exchange identification for each trade Volume precision control (0-16 decimal places) Flexible positioning (9 screen positions available) Real-time only operation for accurate order flow 🎯 Volume Delta Analysis Real-time cumulative volume delta calculation Divergence detection (price vs. volume direction) Colored visual feedback for market sentiment Total session delta displayed in footer Cross-exchange delta aggregation 🚨 Smart Alert System Marker 1: Volume Delta Bumps (⬆⬇) Triggers on consecutive volume delta increases Identifies momentum acceleration points Filters out divergent movements Marker 2: Volume Delta Thresholds (⇑⇓) Fires when delta exceeds user-defined thresholds Catches significant order imbalances Excludes divergence conditions Marker 3: Large Volume Detection (⤊⤋) Highlights unusually large individual trades Spots potential institutional activity Direction-specific triggers Configure Data Sources Adjust exchange pairs if needed (e.g., for altcoin analysis) Leave blank to disable specific exchanges Use format: EXCHANGE:SYMBOL Customize Display Set tape line quantity based on screen size Position the table for optimal visibility Choose color scheme (text or background) Adjust text size for readability Configure Alerts Enable desired markers (1, 2, or 3) Set volume thresholds appropriate for your timeframe Choose direction (Longs, Shorts, or Both) Create TradingView alerts on marker signals Trading Applications Scalping (1-5 min) Monitor tape speed for momentum shifts Watch for cross-exchange divergences Track large volume clusters Use Marker 1 for quick momentum trades Day Trading (5-60 min) Identify accumulation/distribution phases Spot institutional positioning Confirm breakout validity with volume delta Use Marker 2 for significant imbalances Swing Trading (1H+) Analyze volume delta trends Detect smart money rotation Time entries with order flow confirmation Use Marker 3 for institutional footprints Advanced Techniques Cross-Exchange Arbitrage Detection When price disparities appear between exchanges: Immediate Opportunity: Price differences > 0.1% Bot Activity: Rapid convergence patterns Liquidity Vacuum: One exchange leading others Divergence Trading Strategies Volume delta diverging from price direction: Absorption: Strong hands entering (price down, delta up) Distribution: Smart money exiting (price up, delta down) Reversal Setup: Sustained divergence over multiple bars Institutional Footprint Recognition Large volume characteristics: Simultaneous Spikes: Same timestamp across exchanges TWAP Patterns: Consistent volume over time Iceberg Orders: Repeated same-size trades Pine Script v6 Enhancements Type Safety Improvements Strict boolean type handling Explicit type declarations Enhanced error checking Performance Optimizations Improved request.security() function Better memory management with arrays Optimized table rendering Modern Syntax Updates indicator() instead of study() Namespaced math functions (math.round()) Typed input functions (input.int(), input.float()) Performance Considerations System Requirements Real-time Data: Essential for tape operation Multiple Security Calls: May impact performance Array Operations: Memory intensive with high line counts Table Rendering: CPU usage increases with tape size Optimization Tips Reduce tape lines for better performance Increase volume filter to reduce noise Disable unused markers Use text-only coloring for faster rendering
Pine Script® Indikator
von d3f4ult