Volume Peak Box📄 English Description
Overview
The Volume Peak Box indicator highlights periods of unusually high volume by identifying volume spikes using Bollinger Bands on volume and drawing a price-range box around each spike window. This provides traders with a clear visual representation of supply/demand imbalances, absorption zones, and breakout/false-break areas.
All calculations come from one unified concept: detecting statistically significant volume peaks on a locked timeframe and mapping them onto the chart.
Concept & Logic
1. Locked Timeframe Volume Analysis
Instead of using the current chart timeframe, this script allows users to lock volume analysis to any timeframe (e.g., 60m, 4H, 1D).
The script retrieves from the chosen timeframe:
Volume
High price
Low price
This allows volume structure from higher timeframes to be used while trading lower timeframes.
2. Bollinger Bands on Volume
Volume volatility is analyzed using a standard Bollinger Band model:
Basis = SMA(volume, BB length)
Upper Band = Basis + (mult × standard deviation)
When:
Volume > Upper Band
→ This bar is classified as a Volume Peak.
This approach makes the peak detection statistically meaningful, instead of simply comparing raw volume to previous bars.
3. Peak Session Detection (Continuous Peaks Form One Box)
The script tracks continuous volume peaks:
When a peak starts → begin a session
While peaks continue → extend the session
When peaks end → session closes and a box is created
For each peak session, the script records:
Start bar index
End bar index
Highest high within the session
Lowest low within the session
These values determine the box boundaries.
This allows the indicator to group related peaks into a single price zone, instead of drawing a box for every bar.
4. Drawing the Volume Peak Box
When a session ends, the script draws:
A filled box covering the full price range
From startBar → endBar
Using user-defined:
Box fill color
Border color
Each box visually marks a region where strong participation entered the market, often signaling:
Breakout validation
Absorption zones
Supply/demand imbalance
High-activity trading decisions
How to Use
Use the boxes to identify high-volume reaction zones.
When price revisits a box:
Expect strong reactions (bounce, rejection, or absorption).
When price breaks out from a box:
Can signal continuation with momentum.
Lower-timeframe entry signals become more reliable when aligned with high-timeframe volume boxes.
Recommended to lock the TF to:
60m for intraday
4H or 1D for swing trading
Why This Script Is Original
It uses Bollinger Bands on volume, not price — a less common volatility-based method for detecting volume anomalies.
It groups continuous peaks into unified zones instead of treating each spike separately.
The ability to lock the volume analysis to a higher timeframe allows multi-timeframe volume interpretation without cluttering the chart.
Boxes give traders a clean and intuitive view of volume-based “decision zones”.
🇹🇭 Thai Description — คำอธิบายภาษาไทย
ภาพรวม
อินดิเคเตอร์ Volume Peak Box ใช้การตรวจจับ “Volume Peak” โดยใช้ Bollinger Band บน Volume แล้วสร้าง “กล่องช่วงราคา” ครอบช่วงที่มี Volume สูงผิดปกติ ทำให้เห็นบริเวณที่มีแรงซื้อขายเข้ามาอย่างชัดเจน เช่น จุด Breakout, จุด Absorption, หรือเขต Supply/Demand
แนวคิดและหลักการทำงาน
1. วิเคราะห์ Volume จาก Timeframe ที่ล็อกไว้
คุณสามารถเลือก TF ที่ต้องการให้ Volume ถูกนำมาคำนวณ เช่น 60 นาที, 4 ชั่วโมง, 1 วัน
แม้คุณจะเปิดกราฟ TF เล็ก เช่น 5m แต่กล่องยังอิง volume จาก TF ที่เลือกไว้ ทำให้ได้ “โซน Volume ใหญ่” ที่แม่นยำขึ้น
2. Bollinger Band บน Volume
ใช้ SMA + ส่วนเบี่ยงเบนมาตรฐานของ Volume เพื่อหา “จุดที่ Volume สูงกว่าปกติอย่างมีนัยสำคัญ”
เงื่อนไข Peak:
Volume > Upper Bollinger Band
นี่เป็นวิธีที่ดีกว่า “เทียบกับแท่งก่อนหน้า” เพราะคิดจากสถิติของทั้งช่วง
3. รวม Peak ต่อเนื่องเป็นกล่องเดียว
ถ้า Volume Peak เกิดต่อเนื่องหลายแท่ง:
จะถูกจับรวมเป็น Peak session เดียว
ใช้ High สูงสุด และ Low ต่ำสุดของทั้ง session
เมื่อ Peak จบ → วาดกล่องช่วงราคา
เหมาะกับการหาจุดที่ตลาดมีแรงเข้าซื้อ/ขายหนักในช่วงเวลาเดียวกัน
4. วาดกล่อง Volume Peak
กล่องจะครอบ:
ช่วงแท่งเริ่มต้น → แท่งสุดท้ายของ Peak
ความสูงของกล่อง = ช่วงราคาที่มี Volume สูงผิดปกติ
กล่องสามารถใช้เป็น:
โซน Breakout/Breakdown
โซน Supply/Demand
เขตที่ราคามักมี reaction
วิธีใช้งาน
ใช้กล่องเป็น “เขตการตัดสินใจ” (Decision Zone)
ราคาแตะซ้ำมักเกิดการกลับตัวหรือความผันผวนสูง
การทะลุกล่องบ่อยครั้งนำไปสู่ขาเทรนด์ใหญ่
เหมาะกับการใช้ร่วมกับ Price Action และโครงสร้างราคา
จุดเด่น / ความเป็น Original
ใช้ Bollinger Band บน Volume (น้อยอินดี้ทำ)
รวม Peak ต่อเนื่องเป็น session เดียว
วิเคราะห์ Volume ข้าม TF ได้ โดยไม่ต้องเปลี่ยน TF บนกราฟ
ได้ “โซน Volume สำคัญ” แบบชัดเจน อ่านง่าย ไม่รกจอ
X-volume
Effort HeatmapThe Effort Heatmap visualizes where meaningful, same-direction volume occurred inside an imbalance during strong directional movement.
Instead of analyzing total bar volume or traditional volume-at-price distributions, this tool reconstructs a simplified internal volume profile using lower-timeframe data.
When a Fair Value Gap forms during a high-volume displacement, the script highlights the portions of the imbalance candle where directional effort was concentrated and projects those regions forward as a heatmap.
The purpose of this indicator is not to predict price or represent institutional activity, but to offer a visual way to study how the market delivered volume inside a move that created an imbalance.
How It Works
1. Lower-Timeframe Volume Extraction
The indicator retrieves open, close, and volume data from a selected lower timeframe.
Only sub-candles that move in the same direction as the previous bar are considered, ensuring the heatmap reflects directional effort—not mixed volume.
2. Candle Body Binning
The FVG candle is divided into multiple horizontal bins.
Each lower-timeframe sub-candle contributes volume proportionally to the bins it overlaps, creating a vertical volume distribution for that bar.
3. Imbalance (FVG) Detection
A simple 3-bar displacement logic detects bullish or bearish imbalances.
An optional Z-Score filter ensures the heatmap only forms when volume is relatively elevated compared to recent history.
4. Heatmap Projection
When a qualifying imbalance occurs:
• The FVG bar’s volume distribution is normalized
• Only areas with relatively elevated volume are displayed
• Colored heatmap boxes are created and extend forward
• These boxes remain until price trades into or through them
This allows traders to observe how price interacts with past zones of concentrated directional effort.
What Makes It Different
Most volume tools focus on fixed session profiles, market-wide volume-at-price calculations, or bar-level volume totals.
The Effort Heatmap instead reconstructs a per-bar vertical volume distribution using lower-timeframe price action and displays it only when displacement occurs.
Rather than treating the candle as a single block of volume, the indicator highlights where inside the candle body volume was delivered while moving in the displacement direction.
This creates a unique visualization of directional effort that conventional profiles, OB/FVG indicators, and classic oscillators do not show.
How to Use It
1. Apply to any timeframe: The indicator works on all chart timeframes, but gains more detail when higher timeframes are used in combination with lower-timeframe volume data.
2. Identify displacement moments: When a bullish or bearish FVG forms with a high volume Z-Score, the heatmap will appear.
3. Observe the heatmap structure:
Each horizontal band represents the relative concentration of same-direction volume inside the previous candle.
4. Watch how price interacts with these zones:
Heatmap areas extend until price touches or trades through them, at which point they stop extending and are finalized.
5. Combine with your own analysis:
These areas can be used to study...
...how past directional volume clusters influence current movement
...structural reactions to zones of prior effort
...which parts of a displacement candle were most active
The indicator is a visual study tool, not a signal generator.
Settings
• Volume Source Timeframe
Chooses the lower timeframe used to reconstruct internal volume. Smaller timeframes give more detail; larger timeframes give smoother profiles.
• Z-Score Lookback
Controls how many bars are used to measure relative volume. Larger values make the volume filter stricter.
• Z-Score Threshold
Minimum relative-volume strength required to draw a heatmap. Higher values show only high-effort moves.
• Volume Filter (%)
Removes weaker bins based on how much volume they contain compared to the strongest one. Higher percentages = fewer but more meaningful zones.
• Bullish / Bearish Colors
Sets the base color for heatmap boxes depending on direction.
Candle Volume CoreIA VolCore — Candle Volume Core
Indicator Overview
IA VolCore is an intra‑candle volume analysis tool that shows where the core traded volume is concentrated inside each candle.
It visualizes how buyers and sellers interacted within the bar and highlights key levels and zones where the highest activity takes place.
How Calculations Work
The indicator uses the lowest available timeframe data to calculate volume distribution inside each candle.
If you have a Premium or higher subscription, VolCore uses second‑based data for the most accurate results. Older candles (where second‑data is no longer available due to platform limits) are calculated using minute data. The indicator can therefore be used on any timeframe from 1 minute and higher.
If you do not have Premium, the indicator uses minute‑based data only, so it is recommended to use it from the daily timeframe and above.
Example of Calculation
If the chart timeframe is 1 hour and the lowest available timeframe is 1‑second data, the indicator loads 3600 1‑second candles. Each 1‑second candle has a known volume, which is evenly distributed across its own price range.
The 1‑hour candle is then divided into a number of price ranges based on the Candle Volume Resolution parameter. The volumes of all 3600 1-second candles are then aggregated into the corresponding price ranges of the hourly candle.
The final result is a detailed intra‑candle volume map for the entire hour — calculated using the most precise data available.
Custom Timeframe Parameter
If Use Custom Timeframe is enabled and a timeframe is selected, all calculations will be performed strictly using this specified timeframe.
For example: if the chart is on 1D, the user has 1‑second data available, but Custom TF is set to 1 minute, then the volume distribution inside each daily candle will be calculated using 1‑minute candles.
Key Features
Candle Volume Resolution — defines how many price ranges each candle is divided into (3–50,000). All calculations in the indicator are based on this resolution.
Max Volume Level — displays the price level inside the candle where the maximum volume occurred.
% of Volume (1, 2, 3) — defines percentages of the candle's total volume (e.g., 33%, 66%, 50%). For each percentage, VolCore finds the minimum price range containing that share of volume. You can view the corresponding volume values for these shares in histogram form via the Show: Vol % 1–3 parameters. The actual intra-candle zones are displayed using the Show area option.
Volume % for Density — sets the volume percentage used to calculate Vol Density, which reflects how concentrated the volume is inside the selected price range.
Display Parameters (Show)
Show: Vol % 1–3 — shows histograms of volume share zones based on the selected "% of Volume" parameters (with color logic applied).
Show: Max Volume Value — displays the maximum internal volume value for each candle as a histogram (with color logic applied).
Show: Volume — displays the candle's total volume (with color logic applied).
Show: Vol Density — shows the density of volume distribution inside the candle for the selected volume percentage (with color logic applied).
Example Use Cases (not a complete list)
IA VolCore shows where liquidity forms inside each candle, how volume is distributed, and how concentrated trading activity is.
Detecting False Breakouts
If a breakout candle shows increased volume, and after the breakout the core volume forms beyond the level, but the price moves back — VolCore provides a strong signal of a false breakout.
Examples:
Identifying Support & Resistance Zones
If Max Volume Level repeatedly forms in the same internal range over multiple candles, this indicates a hidden support or resistance level.
Example:
Who This Indicator Is For
For traders using volume‑based and contextual market analysis, and for IA (Initiative Analysis) ecosystem users who want a deeper understanding of intra‑candle structure.
Histogram Color Logic
IA VolCore uses three color shades to highlight volume behavior relative to previous candles:
light shade — normal volume, no significant change,
medium shade — volume exceeds both previous candles,
dark shade — volume exceeds the sum of the previous two candles.
This helps quickly spot growing activity and potential shifts in market pressure.
Style Settings
Line styles, histogram styles, and colors can be customized in the indicator’s Style tab.
Delta Manipulation FootprintIntroduction
The Delta Manipulation Footprint indicator highlights significant shifts in volume delta between consecutive candles, helping traders visually identify potential market manipulation or strong buying/selling pressure. By analyzing the difference in buy and sell volume (delta) and its changes over time, this indicator reveals aggressive market behavior often associated with big players.
Key Features
- Calculates the absolute difference of volume delta between candles, maintaining the direction of change.
- Uses a customizable moving average and threshold multiplier to filter meaningful volume shifts.
- Colors candles green when delta difference is notably increasing, and red when decreasing, for clear visual signals.
- Fully overlays the main price chart, painting candles directly for intuitive interpretation.
How to Use
Apply this indicator to your price chart to instantly visualize periods of significant volume delta shifts. Look for green candles signaling rising buying pressure and red candles showing increasing selling pressure. Adjust the moving average length and threshold multiplier inputs to tune sensitivity to your trading style or particular market behavior. Use in conjunction with other price action and volume indicators to confirm signals and improve trade timing.
This tool is ideal for traders aiming to spot footprint-like manipulations in volume delta, aiding in the detection of institutional activity and potential market turning points.
Cumulative Delta Difference HistogramINTRODUCTION:
This "Cumulative Delta Difference Histogram" is a volume-based indicator that calculates the difference (delta) between aggressive buying volume and selling volume for each candle and then builds a cumulative momentum histogram with the following behavior:
Momentum Tracking: The indicator accumulates the delta values when the delta is positive and increasing, producing green bars whose height visually represents growing buying pressure momentum.
Negative Momentum Detection: When the delta becomes negative or starts to decline, the histogram bars turn red and the accumulation decreases, effectively showing increasing selling pressure momentum.
Directional Reset: On each change from positive to negative delta momentum or vice versa, the accumulator resets to zero, providing a clear and sharp visualization of shifts without persistence from previous trends.
Zero Reference Line: A horizontal zero line serves as a visual baseline to distinguish positive from negative momentum easily.
HOW TO USE:
To trade effectively using the "Cumulative Delta Difference Histogram," you compare the price action chart with the indicator to confirm momentum and detect potential reversals or continuations. Here's how to do it in practice:
Confirming Trends:
When the price is rising, look for the histogram bars to be green and increasing, indicating strong and growing buying pressure supporting the uptrend. If price rises but the histogram shows diminishing green bars or shifts to red, it could signal weakening momentum and a potential reversal.
Identifying Divergences:
Compare price highs/lows with histogram peaks. If price makes a new high but the histogram fails to make a corresponding new high (bearish divergence), it warns of a possible trend reversal. Conversely, if price makes a new low but histogram shows higher lows (bullish divergence), it signals potential bullish reversal.
Volume Confirmation:
The histogram reflects real-time volume aggression behind price moves. Confirmation of price breakouts or breakdowns by corresponding strong histogram colors and bar height increases adds reliability to signals.
By aligning price patterns and levels with the cumulative delta histogram's signals, traders gain a deeper understanding of market strength and better timing for trades.
This combined approach improves the accuracy of entries and exits beyond relying on price alone, especially in markets sensitive to order flow and volume dynamics.
Use this indicator with a default volume or with my other indicator "Agression Histogram" for a better reading.
Volume Pressure and PercentVPP Volume Pressure and Percentage Indicator with a Volume Trendline that indicates which side is driving the flow.
Features:
1. Buy/Sell Pressure Bars (Core Volume Split)
The indicator separates each candle’s volume into buy volume (green) above the zero line and sell volume (red) below it. This gives you a real-time visualization of which side is more aggressive within the current bar. Instead of waiting for prices to move or candles to close, you can instantly see whether buyers or sellers are stepping in.
2. Dynamic Total Volume (Invisible Histogram + Status Line Color)
The total volume of each bar is tracked behind the scenes and displayed in the pinned status line using a dynamic color—green when buyers dominate, red when sellers dominate. The histogram for total volume is invisible to keep the chart clean, but the total volume figure stays visible and changes color based on who is in control. This gives you instant confirmation of whether institutional-sized volume supports the direction shown by the buy/sell pressure, which is especially valuable when evaluating the risk or conviction behind a potential entry.
3. Percentage Mode (% of Bar Volume)
When toggled on, the indicator converts each bar into percent buy vs percent sell, normalizing all flow to a 0–100% scale. This mode is incredibly useful when comparing pressure across different times of day, gaps, or varying volume conditions—such as early morning spikes versus lunchtime chop. By removing absolute volume from the equation, you gain a clean look at the actual imbalance between buyers and sellers.
4. 70% Pressure Band (Imbalance Threshold Zone)
In percentage mode, the indicator displays a subtle 70% band (a light gray zone) above and below the zero line, showing where buy or sell pressure reaches extreme dominance (≥70%). When a bar’s buy or sell percentage enters this zone, it highlights moments of exhaustion, acceleration, or potential reversal. The band acts like a real-time overbought/oversold gauge specifically for volume imbalance, not price.
5. Trend Line (Net Pressure Trend / Reversal Detector)
The trend line smooths out the net volume pressure (buy volume minus sell volume or its percentage equivalent) and shows the overall direction of order flow. When the line slopes upward, buyers are gaining control; when it slopes downward, sellers are taking over. This trend line acts as a real-time momentum indicator based directly on flow rather than price. Because it reacts quickly to intrabar shifts in buy/sell pressure, it often turns before price does—giving you a measurable timing edge.
6. Auto-Selecting Trend Source (Volume Net, Percent Net, or CVD)
The indicator lets you choose how the trend line is calculated: Volume Net (buy minus sell volume), Percent Net (normalized imbalance), or CVD (Cumulative Volume Delta) for long-term flow bias. The default “Auto” mode automatically switches between Volume Net and Percent Net depending on which view you’re using. This flexibility allows the trend line to remain meaningful whether you’re analyzing raw volume or normalized percentage data.
7. Pinned (Status Line) Totals in K/M/B Format
Regardless of whether you’re in volume or percentage mode, the indicator always displays Total Volume, Buy Volume, and Sell Volume in the status line using abbreviated K, M, B formatting. These values update in real time and are color-coded: green for bullish dominance, red for bearish. This gives you a concise snapshot of order flow strength on every bar.
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How To Use:
Support Level Zones
• Watch for Buy bars increasing + Trend line flipping up right at or slightly below support.
• This often signals absorption — market makers filling large buy orders before reversal.
• Confirmation: Price reclaims VWAP ... enter calls / longs.
Resistance Level Zones
• Watch for Sell bars increasing + Trend line flattening/turning down near resistance.
• This signals distribution or stop runs.
• Confirmation: Price rejects VWAP ... enter puts / shorts.
Breakout Traps
• Sometimes you’ll see price break a level, but the flow doesn’t confirm (buy volume doesn’t expand).
• That’s a false breakout — fade it with options opposite the move.
Trading Range Aggression Histogram
This indicator is a histogram that accumulates the net volume of aggressive buying and selling per candle, representing the dominant market pressure within defined time-frame.
The indicator works by continuously summing volumes as long as the aggression remains in the same direction, resetting and reversing the accumulation when the pressure changes sides.
This creates visual waves that facilitate the perception of phases dominated by buyers and sellers over time. The tool is useful to identify moments of strength, weakness, and potential reversals in a dynamic market, especially in short-term trading.
Volume HeatMap Divergence [BigBeluga]🔵 OVERVIEW
The Volume HeatMap Divergence is a smart volume visualization tool that overlays normalized volume data directly on the chart. Using a color heatmap from aqua to red, it transforms raw volume into an intuitive scale — highlighting areas of weak to intense market participation. Additionally, it detects volume-based divergences from price to signal potential reversals or exhaustion zones. Combined with clear visual labeling, this tool empowers traders with actionable volume insights.
🔵 CONCEPTS
Normalized Volume Heatmap : Volume is normalized to a 0–100% scale and visually represented as candles below the chart.
float vol = volume / ta.percentile_nearest_rank(volume, 1000, 100) * 100
Bar Coloring : Price candles are dynamically colored based on volume intensity.
Volume Divergence Logic :
Bullish Divergence : Price forms a lower low, but volume forms a higher low.
Bearish Divergence : Price forms a higher high, but volume forms a lower high.
Dynamic Detection Range : Customizable range ensures divergence signals are meaningful and not random.
Volume Labels : Additional info on divergence bars shows both the actual volume and its normalized % score.
🔵 FEATURES
Volume Heatmap Plot : Normalized volume values colored using a smooth gradient from aqua (low) to red (high).
Price Bar Coloring : Candlesticks on the main chart adopt the same heatmap color based on volume.
Divergence Detection :
Bullish divergence with label and low marker
Bearish divergence with label and high marker
Dual Divergence Labels :
On the volume plot : Direction (Bull/Bear), raw volume, and normalized %
On the price chart : Shape labels showing "Bull" or "Bear" at local highs/lows
Custom Inputs :
Divergence range (min & max), pivot detection distance (left/right)
Toggle to show/hide divergence labels, volume, and % text
Clear Bull/Bear Coloring : Fully customizable label and line colors for both bullish and bearish signals.
🔵 HOW TO USE
Use the indicator as an overlay to monitor real-time volume strength using the heatmap color.
Watch for divergence markers:
Bullish divergence: Candle shows higher volume while price makes a new low
Bearish divergence: Candle shows lower volume while price makes a new high
Use the volume info labels to verify the context of divergence:
Actual volume at divergence candle
Normalized % of that volume compared to past 1000 bars
Adjust pivot sensitivity using "Pivot Left" and "Pivot Right" to tune signal frequency and lag with a right pivot length.
Use divergence zones as early warnings for potential reversals or trend shifts.
Disable or customize labels in settings depending on your charting preferences.
🔵 CONCLUSION
Volume HeatMap Divergence merges heatmap-style volume visualization with intelligent divergence detection — giving traders a clean yet powerful edge. By revealing hidden disconnections between price and participation, it helps users spot exhaustion moves or hidden accumulation zones before the market reacts. Whether you’re a scalper, swing trader, or intraday strategist, this tool offers real-time clarity on who’s in control behind the candles.
Force DashboardScalping Dashboard - Complete User Guide
Overview
This scalping system consists of two complementary TradingView indicators designed for intraday trading with no overnight holds:
Force Dashboard - Single-row table showing real-time market bias and entry signals
Large Order Detection - Visual diamonds showing institutional order flow
Together, they provide a complete at-a-glance view of market conditions optimized for quick entries and exits.
Recommended Timeframes
Primary Scalping Timeframes
1-minute chart: Ultra-fast scalps (30 seconds - 3 minutes hold time)
2-minute chart: Quick scalps (2-5 minutes hold time)
5-minute chart: Standard scalps (5-15 minutes hold time)
Best Practices
Use 1-2 minute for highly liquid instruments (ES, NQ, major forex pairs)
Use 5-minute for less liquid markets or if you prefer fewer signals
Never hold past the last hour of trading to avoid overnight risk
Set hard stop times (e.g., exit all positions by 3:45 PM EST)
Dashboard Components Explained
Core Indicators (Circles ●)
MACD (5/13/5)
Green ● = Bullish momentum (MACD histogram positive)
Red ● = Bearish momentum (MACD histogram negative)
Gray ● = No clear momentum
Use: Confirms trend direction and momentum shifts
EMA (9/20/50)
Green ● = Price > EMA9 > EMA20 (uptrend)
Red ● = Price < EMA9 < EMA20 (downtrend)
Gray ● = Choppy/sideways
Use: Identifies the immediate micro-trend
Stoch (5-period Stochastic)
Green ● = Oversold (<20) - potential reversal up
Red ● = Overbought (>80) - potential reversal down
Gray ● = Neutral zone (20-80)
Use: Spots reversal opportunities at extremes
RSI (7-period)
Green ● = Oversold (<30)
Red ● = Overbought (>70)
Gray ● = Neutral
Use: Confirms overbought/oversold conditions
CVD (Cumulative Volume Delta)
Green ● = CVD above its moving average (buying pressure)
Red ● = CVD below its moving average (selling pressure)
Gray ● = Neutral
Use: Shows overall buying vs selling pressure
ΔCVD (Delta CVD - Rate of Change)
Green ● = CVD accelerating upward (buying acceleration)
Red ● = CVD accelerating downward (selling acceleration)
Gray ● = No acceleration
Use: Detects momentum shifts in order flow
Imbal (Order Flow Imbalance)
Green ● = Buy pressure >2x sell pressure
Red ● = Sell pressure >2x buy pressure
Gray ● = Balanced
Use: Identifies extreme one-sided order flow
Vol (Volume Strength)
Green ● = Volume >1.5x average (strong interest)
Red ● = Volume <0.7x average (low interest)
Gray ● = Normal volume
Yellow background = Volume surge (>2x average) - BIG MOVE ALERT
Use: Confirms conviction behind price moves
Tape (Tape Speed)
Green ● = Fast order flow (>1.3x normal)
Red ● = Slow order flow (<0.7x normal)
Gray ● = Normal speed
Yellow background = Very fast tape (>1.5x) - RAPID EXECUTION ALERT
Use: Measures urgency and speed of orders
Key Levels
Support (Supp)
Shows the nearest high-volume support level below current price
Bright Green background = Price is AT support (within 0.3%) - BOUNCE ZONE
Green background = Price above support (healthy)
Red background = Price below support (broken support, now resistance)
Resistance (Res)
Shows the nearest high-volume resistance level above current price
Bright Orange background = Price is AT resistance (within 0.3%) - REJECTION ZONE
Red background = Price below resistance (facing overhead supply)
Green background = Price above resistance (breakout)
These levels update automatically every 3 bars based on volume profile
Entry Signal Components
Score
Displays format: "6L" (6 long indicators) or "4S" (4 short indicators)
Bright Green = 6-7 indicators aligned for long
Light Green = 5 indicators aligned for long
Yellow = 4 indicators aligned (weaker setup)
Gray = No alignment
Red/Orange colors = Same scale for short setups
Score of 5+ indicates high-probability setup
SCALP (Main Entry Signal)
BRIGHT GREEN "LONG" = High-quality long scalp (Score 5+)
Green "LONG" = Decent long scalp (Score 4)
BRIGHT ORANGE "SHORT" = High-quality short scalp (Score 5+)
Red "SHORT" = Decent short scalp (Score 4)
Gray "WAIT" = No clear setup - STAY OUT
Entry Strategies
Strategy 1: High-Probability Scalps (Conservative)
When to Enter:
SCALP column shows BRIGHT GREEN "LONG" or BRIGHT ORANGE "SHORT"
Score is 5 or higher
Vol or Tape has yellow background (volume surge)
Example Long Setup:
SCALP = BRIGHT GREEN "LONG"
Score = 6L
Vol = Yellow background
Price AT Support (bright green Supp cell)
EMA, MACD, CVD, ΔCVD, Imbal all green
Entry: Enter immediately on next candle
Target: 0.5-1% move or resistance level
Stop: Below support or -0.3%
Hold Time: 2-10 minutes
Strategy 2: Momentum Scalps (Aggressive)
When to Enter:
Tape has yellow background (fast tape)
Vol has yellow background (volume surge)
ΔCVD is green (for longs) or red (for shorts)
Imbal shows strong imbalance in your direction
Score is 4+
Example Short Setup:
Tape & Vol = Yellow backgrounds
ΔCVD = Red, Imbal = Red
Price AT Resistance (bright orange)
Score = 5S
Entry: Enter immediately
Target: Quick 0.3-0.7% move
Stop: Tight -0.2%
Hold Time: 1-5 minutes
Strategy 3: Reversal Scalps (Mean Reversion)
When to Enter:
Stoch shows oversold (green) or overbought (red)
RSI confirms the extreme
Price is AT Support (for longs) or AT Resistance (for shorts)
ΔCVD and Imbal start reversing direction
Score is 4+
Example Long Setup:
Stoch = Green (oversold)
RSI = Green (oversold)
Supp = Bright green (at support)
ΔCVD turns green
Imbal turns green
Score = 4L or 5L
Entry: Wait for confirmation candle
Target: Move back to EMA9 or mid-range
Stop: Below the low
Hold Time: 3-8 minutes
Large Order Detection Usage
Diamond Signals
Green diamonds below bar = Large buy orders (institutional buying)
Red diamonds above bar = Large sell orders (institutional selling)
Size matters: Larger diamonds = larger order flow
How to Use with Dashboard
Confirmation Entries
Dashboard shows "LONG" signal
Green diamond appears
Enter immediately - institutions are buying
Divergence Alerts (CAUTION)
Dashboard shows "LONG" signal
RED diamond appears (institutions selling)
DO NOT ENTER - conflicting order flow
Cluster Patterns
Multiple green diamonds in row = Strong accumulation, stay long
Multiple red diamonds in row = Strong distribution, stay short
Alternating colors = Chop, avoid trading
Risk Management Rules
Position Sizing
Risk 0.5-1% of account per scalp
Maximum 3 concurrent positions
Reduce size after 2 consecutive losses
Stop Loss Guidelines
Tight stops: 0.2-0.3% for 1-2 min charts
Standard stops: 0.3-0.5% for 5 min charts
Always use stop loss - no exceptions
Place stops below support (longs) or above resistance (shorts)
Take Profit Targets
Target 1: 0.3-0.5% (take 50% off)
Target 2: 0.7-1% (take remaining 50%)
Move stop to breakeven after Target 1 hit
Trail stop if Score remains high
Time-Based Exits
Exit immediately if:
SCALP changes from LONG/SHORT to WAIT
Score drops below 3
Large diamond appears in opposite direction
Maximum hold time: 15 minutes (even if profitable)
Hard exit time: 30 minutes before market close
Trading Sessions
Best Times to Scalp
High-Liquidity Sessions
9:30-11:00 AM EST (Market open, highest volume)
2:00-3:30 PM EST (Afternoon session, good moves)
Avoid
11:30 AM-1:30 PM EST (Lunch, low volume)
Last 30 minutes (unpredictable, don't initiate new trades)
News releases (wait 5 minutes for volatility to settle)
Common Patterns & Setups
The Perfect Storm (Highest Probability)
Score = 6L or 7L
SCALP = BRIGHT GREEN
Vol + Tape = Yellow backgrounds
Green diamond appears
Price AT Support
Win rate: ~70-80%
The Fade Setup (Counter-Trend)
Price hits resistance (bright orange)
Stoch + RSI overbought (red)
Red diamond appears
CVD starts turning red
SCALP shows "SHORT"
Win rate: ~60-70%
The Breakout Continuation
Price breaks resistance (Res turns green)
EMA, MACD green
Vol surge (yellow)
Multiple green diamonds
SCALP = "LONG"
Win rate: ~65-75%
Warning Signs - DO NOT TRADE
Red Flags
❌ SCALP shows "WAIT"
❌ Score below 3
❌ Vol and Tape both gray (no volume)
❌ Conflicting signals (dashboard says LONG but red diamonds appearing)
❌ Alternating green/red circles (choppy market)
❌ Support and Resistance very close together (tight range)
Market Conditions to Avoid
Low volume periods
Major news releases (first 5 minutes after)
First 2 minutes after market open
Wide spreads
Consecutive losing trades (take a break after 2 losses)
Quick Reference Checklist
Before Taking ANY Trade:
☑ SCALP shows LONG or SHORT (not WAIT)
☑ Score is 4 or higher
☑ Vol or Tape shows activity
☑ No conflicting diamond signals
☑ Stop loss level identified
☑ Target profit level identified
☑ Not in restricted time periods
After Entering:
☑ Set stop loss immediately
☑ Set profit targets
☑ Watch SCALP column - exit if changes to WAIT
☑ Watch for opposite-colored diamonds
☑ Move stop to breakeven after first target
☑ Exit all by market close
Advanced Tips
Scalping Psychology
Be patient: Wait for Score 5+ setups
Be decisive: When signal appears, act immediately
Be disciplined: Follow your stop loss always
Be flexible: Exit quickly if dashboard reverses
Optimization
Backtest on your specific instrument
Adjust RSI/Stoch levels for your market
Fine-tune volume thresholds
Keep a trade journal to track which setups work best
Multi-Timeframe Confirmation
Use 5-min dashboard as "trend filter"
Take 1-min trades only in direction of 5-min SCALP signal
Increases win rate by ~10-15%
Troubleshooting
Q: Dashboard shows WAIT most of the time
Normal - scalping is about patience. Quality > Quantity
3-8 good setups per day is excellent
Q: Too many false signals
Increase minimum Score requirement to 5 or 6
Only trade with volume surge (yellow backgrounds)
Add large order detection confirmation
Q: Signals too slow
You may be on too high a timeframe
Try 1-minute chart for faster signals
Ensure real-time data feed is active
Q: Support/Resistance not updating
Normal - updates every 3 bars
If completely stuck, remove and re-add indicator
Summary
This scalping system works best when:
✅ Multiple indicators align (Score 5+)
✅ Volume and tape speed confirm the move
✅ Order flow (diamonds) confirms direction
✅ Price is at key levels (support/resistance)
✅ You manage risk strictly
✅ You exit before market close
The golden rule: When SCALP says WAIT, you WAIT. Discipline beats frequency.
Trading Blueprint v7 Pro — VWAP-CVD, cPOC Trend MomentumTBv7 Pro is the advanced release of the Trading Blueprint framework — engineered for institutional-style intraday analysis that fuses VWAP location, CVD orderflow, composite profile bias, and momentum curvature into one cohesive system.
Core Framework
VWAP Structure → Adaptive mean anchored to session VWAP with ±1σ / ±2σ deviation envelopes for dynamic equilibrium detection.
vPOC per bar by ruckard ()
Anchored Volume Profile by DGT ()
CVD Orderflow Divergence → Smoothed delta histogram with fractal pivots identifying hidden absorption and exhaustion (patterns (Bull / Bear Div). Cumulative Volume Delta by AustrianTradingMachine )
cPOC Integration (2-Day Composite) by poopsnag (me :)→ Confirms true acceptance or rejection zones across sessions for precision bias alignment.
TMI (Trend Momentum Indicator by TradingRiot()) → Quantifies slope + mean crossover strength, providing actionable momentum confirmation (bullish / bearish support / divergence).
Bias Dashboard → Displays VWAP bias, numerical score, and dynamic color feedback for at-a-glance trade orientation.
Usage Context
Designed for professionals trading 15 m execution inside 1 h / 4 h context. Ideal for VWAP-cPOC location setups, reversion / continuation scalps, and orderflow confirmation using cumulative delta behavior.
🔧 Modules such as RSI / AO are pre-wired and easily activated for full Trading Blueprint confluence mapping.
cPOC 2 DayIt’s perfect for your 2-Day cPOC since:
It derives from volume distribution data.
It highlights market structure, value area, and composite volume behavior.
Traders searching for “cPOC,” “volume profile,” or “market profile” will find it here.
Use this if your indicator’s main function is showing POCs, VAH/VAL, or composite volume balance zones.
If your cPOC script is part of a broader system:
Trend Analysis — if it’s used for directional bias and context with VWAP/EMAs.
Support/Resistance — if the tool primarily highlights POC/VAH/VAL as static levels to trade from.
Other — only if your indicator mixes data from multiple frameworks (e.g., combines orderflow, delta, VWAP, and TPO).
[FS] Pivot Measurements# Pivot Measurements
An advanced TradingView indicator that combines LuxAlgo's pivot point detection algorithm with automatic measurement calculations between consecutive pivots.
## Features
### Pivot Detection
- **Regular Pivots**: Detects standard pivot highs and lows using configurable pivot length
- **Missed Pivots**: Identifies missed reversal levels that occurred between regular pivots
- **Visual Indicators**:
- Regular pivot highs: Red downward triangle (▼)
- Regular pivot lows: Teal upward triangle (▲)
- Missed pivots: Ghost emoji (👻)
- **Zigzag Lines**: Connects pivots with colored lines (solid for regular, dashed for missed)
- **Ghost Levels**: Horizontal lines indicating missed pivot levels
### Measurement System
- **Automatic Measurements**: Calculates price movements between consecutive pivots
- **Visual Display**:
- Transparent colored boxes (blue for upward, red for downward movements)
- Measurement labels showing:
- Price change (absolute and percentage)
- Duration (bars, days, hours, minutes)
- Volume approximation
- **Smart Positioning**: Labels positioned outside boxes (above for upward, below for downward)
- **Color Coding**: Blue for positive movements, red for negative movements
## Parameters
### Pivot Detection
- **Pivot Length** (default: 50): Number of bars on each side to identify a pivot point
- **Regular Pivots**: Toggle and colors for regular pivot highs and lows
- **Missed Pivots**: Toggle and colors for missed pivot detection
### Measurements
- **Number of Measurements** (1-10, default: 10): Maximum number of measurements to display
- **Show Measurement Boxes**: Toggle to show/hide measurement boxes and labels
- **Box Transparency** (0-100, default: 90): Transparency level for measurement boxes
- **Border Transparency** (0-100, default: 50): Transparency level for box borders
- **Label Background Transparency** (0-100, default: 30): Transparency level for label backgrounds
- **Label Size**: Size of measurement labels (tiny, small, normal, large)
## Usage
1. Add the indicator to your chart
2. Configure the **Pivot Length** based on your timeframe:
- Lower values for shorter timeframes (e.g., 10-20 for 1-5 min)
- Higher values for longer timeframes (e.g., 50-100 for daily)
3. Adjust pivot colors and visibility as needed
4. Customize measurement display settings:
- Set the number of measurements to display
- Adjust transparency levels for boxes, borders, and labels
- Choose label size
## Technical Details
- **Pine Script Version**: v6
- **Pivot Detection**: Based on () algorithm for detecting regular and missed pivots
- **Measurement Calculation**:
- Measures between consecutive pivots (from most recent to older)
- Calculates price change, percentage change, duration, and approximate volume
- Automatically sorts pivots chronologically
- **Performance**: Optimized with helper functions to reduce code duplication
## Notes
- The indicator automatically limits the number of stored pivots to optimize performance
- Measurements are only created when there are at least 2 pivots detected
- All measurements are recalculated on each bar update
- The indicator uses `max_bars_back=5000` to ensure sufficient historical data
## License
This indicator uses LuxAlgo's pivot detection algorithm from (). Please refer to the original LuxAlgo license for pivot detection components.
SRD
SRD v11 - Multi-Timeframe Volume Profile (POC, VAH, VAL)
Key Features
Dual Timeframe Analysis:
📈 Main Analysis (Daily): Calculates and displays the most significant levels based on a user-defined period of daily bars. This is ideal for identifying intraday and short-term trading opportunities.
📊 Strategic Analysis (Weekly): Plots key levels from a weekly perspective, giving you a broader, long-term view of market sentiment and structure. This can be toggled on or off.
Volume Profile Core Levels: The indicator automatically calculates and visualizes the three most important levels derived from volume analysis for both timeframes:
🎯 POC (Point of Control): The price level with the highest traded volume for the specified period. It acts as a powerful magnet for price and a key reference for market equilibrium.
🔴 VAH (Value Area High): The highest price level within the "Value Area" (where ~70% of the volume was traded). It often acts as a significant resistance zone.
🟢 VAL (Value Area Low): The lowest price level within the Value Area. It often serves as a strong support zone.
🟠 24-Hour High: An optional feature that plots the highest price reached in the last 24 hours, providing a crucial reference point for breakout and reversal traders.
Dynamic and Non-Repainting: The levels are calculated based on historical confirmed bars and update automatically as new periods (daily or weekly) close. The lines extend to the right, remaining relevant until a new calculation period begins.
Integrated Alert System: Never miss a key price interaction. The indicator includes a comprehensive alert system for:
Breakouts: Triggers when the price crosses above or below the POC, VAH, or VAL.
Touches: Triggers when the price touches one of these key levels without breaking through it (within a small tolerance).
Unified Alert: A single alert that notifies you of any of the above conditions.
Customization
The SRD v11 is fully customizable to fit your trading style. You can adjust:
Timeframes: Change the base timeframes for both the main (default Daily) and strategic (default Weekly) analysis.
Analysis Periods: Define the number of bars (days or weeks) to include in the Volume Profile calculation.
Visuals: Customize the color, width, and style (solid, dashed, dotted) of every line and label for clear and intuitive visualization.
Toggle Elements: Easily show or hide the strategic (weekly) analysis and the 24-hour high line.
How to Use It >
Identify Key Zones: Use the VAH (resistance) and VAL (support) lines to identify potential entry and exit zones. The area between VAH and VAL is the "Value Area," where the market has found acceptance.
Monitor the POC: The Point of Control is the ultimate level of equilibrium. Watch for price reactions around the POC. A sustained break above or below can signal a new trend.
Combine Timeframes: Use the strategic (weekly) levels as major, long-term points of interest and the main (daily) levels for your day-to-day trading setup. Confluence between levels from different timeframes can indicate extremely strong support or resistance.
Set Alerts: Configure alerts for breakouts or touches to be notified of critical market movements in real-time, even when you are away from the charts.
Delta Money Flow IndexThe Delta Money Flow Index is a modified version of the traditional Money Flow Index that uses directional volume instead of total volume to measure buying and selling pressure in a different way.
It helps traders identify overbought/oversold conditions based on actual buy/sell pressure rather than just total volume. It's designed for traders who want to see if price movements are backed by genuine buying or selling activity.
How to use it:
- Values above 80 indicate overbought conditions
- Values below 20 indicate oversold conditions
- The 50 level acts as a neutral zone. Above suggests buyers are in control, below suggests sellers are in control.
- Traders can check for divergences for potential reversal signals
- Works best on intraday timeframes where delta volume is most meaningful
What makes it different:
Unlike the standard MFI which uses total volume, the Delta MFI calculates an approximation of volume delta by assigning positive volume to up-closing candles and negative volume to down-closing candles.
This means:
- It focuses on directional pressure, not just activity
- Filters out low-conviction volume that doesn't move price
- Provides clearer signals when actual buying/selling dominates
The indicator includes visual aids like background colors for overbought/oversold and a fill showing whether the Delta MFI is above or below the 50 midpoint for quick interpretation.
Volume Area 80 Rule Pro - Adaptive RTHSummary in one paragraph
Adaptive value area 80 percent rule for index futures large cap equities liquid crypto and major FX on intraday timeframes. It focuses activity only when multiple context gates align. It is original because the classic prior day value area traverse is fused with a daily regime classifier that remaps the operating parameters in real time.
Scope and intent
• Markets. ES NQ SPY QQQ large cap equities BTC ETH major FX pairs and other liquid RTH instruments
• Timeframes. One minute to one hour with daily regime context
• Default demo used in the publication. ES1 on five minutes
• Purpose. Trade only the balanced days where the 80 percent traverse has edge while standing aside or tightening rules during trend or shock
Originality and usefulness
• Unique fusion. Prior day value area logic plus a rolling daily regime classifier using percentile ranks of realized volatility and ADX. The regime remaps hold time end of window stop buffer and value area coverage on each session
• Failure mode addressed. False starts during strong trend or shock sessions and weak traverses during quiet grind
• Testability. All gates are visible in Inputs and debug flags can be plotted so users can verify why a suggestion appears
• Portable yardstick. The regime uses ATR divided by close and ADX percent ranks which behave consistently across symbols
Method overview in plain language
The script builds the prior session profile during regular trading hours. At the first regular bar it freezes yesterday value area low value area high and point of control. It then evaluates the current session open location the first thirty minute volume rank the open gap rank and an opening drive test. In parallel a daily series classifies context into Calm Balance Trend or Shock from rolling percentile ranks of realized volatility and ADX. The classifier scales the rules. Calm uses longer holds and a slightly wider value area. Trend and Shock shorten the window reduce holds and enlarge stop buffers.
Base measures
• Range basis. True Range smoothed over a configurable length on both the daily and intraday series
• Return basis. Not required. ATR over close is the unit for regime strength
Components
• Prior Value Area Engine. Builds yesterday value area low value area high and point of control from a binned volume profile with automatic TPO fallback and minimum integrity guards
• Opening Location. Detects whether the session opens above the prior value area or below it
• Inside Hold Counter. Counts consecutive bars that hold inside the value area after a re entry
• Volume Gate. Percentile of the first thirty minutes volume over a rolling sample
• Gap Gate. Percentile rank of the regular session open gap over a rolling sample
• Drive Gate. Opening drive check using a multiple of intraday ATR
• Regime Classifier. Percentile ranks of daily ATR over close and daily ADX classify Calm Balance Trend Shock and remap parameters
• Session windows optional. Windows follow the chart exchange time
Fusion rule
Minimum satisfied gates approach. A re entry must hold inside the value area for a regime scaled number of bars while the volume gap and drive gates allow the setup. The regime simultaneously scales value area coverage end minute time stop and stop buffer.
Signal rule
• Long suggestion appears when price opens below yesterday value area then re enters and holds for the required bars while all gates allow the setup
• Short suggestion appears when price opens above yesterday value area then re enters and holds for the required bars while all gates allow the setup
• WAIT shows implicitly when any required gate is missing
• Exit labels mark target touch stop touch or a time based close
Inputs with guidance
Setup
• Signal timeframe. Uses the chart by default
• Session windows optional. Start and end minutes inside regular trading hours
• Invert direction is not used. The logic is symmetric
Logic
• Hold bars inside value area. Typical range 3 to 12. Raising it reduces trades and favors better traverses. Lowering it increases frequency and risk of false starts
• Earliest minute since RTH open and Latest minute since RTH open. Typical range 0 to 390. Reducing the latest minute cuts late session trades
• Time stop bars after entry. Typical range 6 to 30. Larger values give setups more room
Filters
• Value area coverage. Typical range 0.70 to 0.85. Higher coverage narrows the traverse but accepts fewer days
• Bin size in ticks. Typical range 1 to 8. Larger bins stabilize noisy profiles
• Stop buffer ticks beyond edge. Typical range 2 to 20. Larger buffers survive noise
• First thirty minute volume percentile. Typical range 0.30 to 0.70. Higher values require more active opens
• Gap filter percentile. Typical range 0.70 to 0.95. Lower values block more gap days
• Opening drive multiple and bars. Higher multiple or longer bars block strong directional opens
Adaptivity
• Lookback days for regime ranks. Typical 150 to 500
• Calm RV percentile. Typical 25 to 45
• Trend ADX percentile. Typical 55 to 75
• Shock RV percentile. Typical 75 to 90
• End minute ratio in Trend and Shock. Typical 0.5 to 0.8
• Hold and Time stop scales per regime. Use values near one to keep behavior close to static settings
Realism and responsible publication
• No performance claims. Past results never guarantee future outcomes
• Shapes can move while a bar forms and settle on close
• Sessions use the chart exchange time
Honest limitations and failure modes
• Economic releases and thin liquidity can break the balance premise
• Gap heavy symbols may work better with stronger gap filters and a True Range focus
• Very quiet regimes reduce signal contrast. Consider longer windows or higher thresholds
Legal
Education and research only. Not investment advice. Test in simulation before any live use.
BigBallsCalculate normalized volume based on StdDev of volume over 200 bars and show volume as a circle on candles.
Sometimes useful for "follow through".
RVOL CandlesRvol indicator shows relative volume on each candle and can be adjusted and color change.
Balanced Delta Volume Profile (Zeiierman)█ Overview
Balanced Delta Volume Profile (Zeiierman) builds a vertical, price-by-price profile that blends total participation with balance quality. Instead of plotting raw volume alone, it weights each price bin by:
how balanced buyers vs. sellers were,
how compressed price was inside that bin,
how often price revisited it.
The result spotlights fair value and acceptance zones while still revealing momentum/imbalance areas—ideal for reading rotation vs. trend, continuation vs. exhaustion, and the prices that truly matter.
Highlights
Balanced score that fuses delta symmetry, price compression, and hit frequency.
Optional heat spectrum for instant read of participation density and balance strength.
POC-like auto highlight of the dominant price level within the lookback window.
Works across timeframes for session profiling, swing context, or regime shifts.
█ How It Works
⚪ Profile Construction
The script scans a fixed History Length and divides the full high–low span into Bin Count price bins. For every bar in the window, its volume is proportionally distributed across the bins it overlaps, so wide-range bars contribute across multiple bins, while narrow bars concentrate where they traded most. This yields per-bin totals for:
Total Volume (participation)
Positive / Negative Volume (up vs. down bar contribution)
Hit Count (how often price touched the bin)
Average Price Range (mean bar range inside the bin; a proxy for compression)
⚪ Delta & Direction
For each bin, delta symmetry is measured via the ratio of |pos − neg| to total volume. Bins with balanced two-sided flow score higher than one-sided, runaway bins. This curbs the tendency of raw volume profiles to over-reward impulsive bursts.
⚪ Balance Score
Each price bin gets a balance score that multiplies three normalized components:
Delta Balance: rewards bins where buy/sell pressure is symmetrical (configurable via Volume Momentum Weight).
Price Compression: rewards bins where average bar range is relatively small (configurable via Price Momentum Weight).
Durability: rewards bins revisited often (configurable via Hits Weight).
A Min Hits Filter removes flimsy, single-touch bins from dominating the score. The profile can display pure totals or Average Mode (Vol/Hit) to compare bins fairly when hit counts differ.
⚪ Display & Heat Spectrum
The final plotted bar length per bin is the display volume (total or average) weighted by the balance score and normalized to 100.
POC-like Highlight: The 100% bin is outlined (and labeled) when Highlight Max Volume Bin is ON.
Heat Spectrum (optional): A background gradient scales with normalized bar length and balance hue.
Balance Hue: Interpolates between Balance Low/High Colors so high-balance bins visually pop as “accepted value.”
█ How to Use
The profile is effectively a map of price acceptance:
High, bright bars = strong participation at balanced prices → fair value/rotation zones.
Thin, muted bars = poor acceptance → imbalance or transition areas.
POC-style level = most influential price in the lookback window.
⚪ Find Fair Value & Acceptance
Thick, high-balance bins mark value. Expect rotation: price often revisits or oscillates around these areas. They’re prime zones for mean-reversion fades, scale-ins, and risk-defined trades against the edges.
⚪ Identify Imbalance & Funnels
Low-balance, low-hit bins often act like air pockets—price can move through them quickly. These zones are helpful for continuation trades into thin areas or for timing breakout pulls back into acceptance.
⚪ POC Dynamics
When price leaves the POC and returns, watch for re-acceptance (price comes back into the POC or high-balance zone and stays there.) vs. rejection (trend continuation away from value). The auto-highlight makes this quick to judge.
█ Settings
History Length – Bars scanned for the profile. Longer = broader context, slower to adapt.
Bin Count – Vertical resolution of bins between the window’s min and max price.
Display Shift – Offsets the rendering rightward for clarity.
Average Mode (Vol/Hit) – ON uses average volume per visit; OFF uses total volume.
Volume Momentum Weight – Emphasizes two-way flow; higher values favor balanced bins over one-sided deltas.
Price Momentum Weight – Emphasizes compression; higher values favor narrow-range, coiling price action.
Hits Weight – Rewards bins revisited often; higher values favor durable acceptance.
Min Hits Filter – Minimum visits a bin needs to qualify for the balance score.
Show Heat Spectrum – Background gradient for quick read of density and balance.
Highlight Max Volume Bin – Outline + raw volume label for the dominant bin.
Max Volume Color – Color used for that highlight.
Balance Low/High Colors – Gradient endpoints for balance hue across the profile.
-----------------
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.
Weis Wave Volume MTF 🎯 Indicator Name
Weis Wave Volume (Multi‑Timeframe) — adapted from the original “Weis Wave Volume by LazyBear.”
This version adds multi‑timeframe (MTF) readings, configurable colors, font size, and screen position for clear dashboard‑style display.
🧠 Concept Background — What is Weis Wave Volume (WWV)?
The Weis Wave Volume indicator originates from Wyckoff and David Weis’ techniques.
Its purpose is to link price movement “waves” with the amount of traded volume to reveal how strong or weak each wave is.
Instead of showing bars one by one, WWV accumulates the total volume while price keeps moving in the same direction.
When price direction changes (up → down or down → up), it:
Finishes the previous wave volume total.
Starts a new wave and begins accumulating again.
Those wave volumes help traders see:
Effort vs Result: Big volume with small price move ⇒ absorption; low volume with big move ⇒ weak participation.
Trend confirmation or exhaustion: High volume waves in trend direction strengthen it, while low‑volume waves hint exhaustion.
⚙️ How this Script Works
Trend & Wave Detection
Compares close with the previous bar to determine up or down movement (mov).
Detects trend reversals (when mov direction changes).
Builds “waves,” each representing a continuous run of bars in one direction.
Volume Accumulation
While price keeps the same direction, the script adds each bar’s volume to the running total (vol).
When direction flips, it resets that total and starts a new wave.
Multi‑Timeframe Computation
Calculates these wave volumes on three timeframes at once, chosen dynamically:
Active Chart Timeframe Displays WWV for:
1 min 1 min
5 min 5 min
15 min 15 min
Any other Chart TF
It uses request.security() to pull each timeframe’s latest WWV value and current wave direction.
Visual Output
Instead of plotting histogram bars, it shows a table with three numeric values:
WWV (1): 25.3 M | (15): 312 M | (240): 2.46 B
Each value is color‑coded:
user‑selected Uptrend Color when price wave = up
user‑selected Downtrend Color when wave = down
You can position this small table in any corner/center (top / bottom × left / center / right).
Font size is user‑adjustable (Tiny → Huge).
📈 How Traders Use It
Quickly gauge buying vs selling effort across multiple horizons.
Compare short‑term wave volume to higher‑timeframe waves to spot:
Alignment → all up and big volumes = strong trend
Divergence → small or opposite‑colored higher‑TF wave = potential reversal or pause
Combine with Wyckoff, VSA, or standard trend analysis to judge if a breakout or pullback has real participation.
🧩 Key Features of This Version
Feature Description
Multi‑Timeframe Panel Displays WWV values for 3 selected TFs at once
Dynamic TF Mapping Auto‑adjusts which TFs to use based on chart
Up/Down Color Coding Customizable colors for wave direction
Adjustable Font and Placement Set font size (Tiny→Huge) and screen corner/center
No Histograms Keeps chart clean; acts as a compact WWV dashboard
Percentile Rank Oscillator (Price + VWMA)A statistical oscillator designed to identify potential market turning points using percentile-based price analytics and volume-weighted confirmation.
What is PRO?
Percentile Rank Oscillator measures how extreme current price behavior is relative to its own recent history. It calculates a rolling percentile rank of price midpoints and VWMA deviation (volume-weighted price drift). When price reaches historically rare levels – high or low percentiles – it may signal exhaustion and potential reversal conditions.
How it works
Takes midpoint of each candle ((H+L)/2)
Ranks the current value vs previous N bars using rolling percentile rank
Maps percentile to a normalized oscillator scale (-1..+1 or 0–100)
Optionally evaluates VWMA deviation percentile for volume-confirmed signals
Highlights extreme conditions and confluence zones
Why percentile rank?
Median-based percentiles ignore outliers and read the market statistically – not by fixed thresholds. Instead of guessing “overbought/oversold” values, the indicator adapts to current volatility and structure.
Key features
Rolling percentile rank of price action
Optional VWMA-based percentile confirmation
Adaptive, noise-robust structure
User-selectable thresholds (default 95/5)
Confluence highlighting for price + VWMA extremes
Optional smoothing (RMA)
Visual extreme zone fills for rapid signal recognition
How to use
High percentile values –> statistically extreme upward deviation (potential top)
Low percentile values –> statistically extreme downward deviation (potential bottom)
Price + VWMA confluence strengthens reversal context
Best used as part of a broader trading framework (market structure, order flow, etc.)
Tip: Look for percentile spikes at key HTF levels, after extended moves, or where liquidity sweeps occur. Strong moves into rare percentile territory may precede mean reversion.
Suggested settings
Default length: 100 bars
Thresholds: 95 / 5
Smoothing: 1–3 (optional)
Important note
This tool does not predict direction or guarantee outcomes. It provides statistical context for price extremes to help traders frame probability and timing. Always combine with sound risk management and other tools.
RightFlow Universal Volume Profile - Any Market Any TimeframeSummary in one paragraph
RightFlow is a right anchored microstructure volume profile for stocks, futures, FX, and liquid crypto on intraday and daily timeframes. It acts only when several conditions align inside a session window and presents the result as a compact right side profile with value area, POC, a bull bear mix by price bin, and a HUD of profile VWAP and pressure shares. It is original because it distributes each bar’s weight into multiple mid price slices, blends bull bear pressure per bin with a CLV based split, and grows the profile to the right so price action stays readable. Add to a clean chart, read the table, and use the visuals. For conservative workflows read on bar close.
Scope and intent
• Markets. Major FX pairs, index futures, large cap equities and ETFs, liquid crypto.
• Timeframes. One minute to daily.
• Default demo used in the publication. SPY on 15 minute.
• Purpose. See where participation concentrates, which side dominated by price level, and how far price sits from VA and POC.
Originality and usefulness
• Unique fusion. Right anchored growth plus per bar slicing and CLV split, with weight modes Raw, Notional, and DeltaProxy.
• Failure mode addressed. False reads from single bar direction and coarse binning.
• Testability. All parts sit in Inputs and the HUD.
• Portable yardstick. Value Area percent and POC are universal across symbols.
• Protected scripts. Not applicable. Method and use are fully disclosed.
Method overview in plain language
Pick a scope Rolling or Today or This Week. Define a window and number of price bins. For each bar, split its range into small slices, assign each slice a weight from the selected mode, and split that weight by CLV or by bar direction. Accumulate totals per bin. Find the bin with the highest total as POC. Expand left and right until the chosen share of total volume is covered to form the value area. Compute profile VWAP for all, buyers, and sellers and show them with pressure shares.
Base measures
Range basis. High minus low and mid price samples across the bar window.
Return basis. Not used. VWAP trio is price weighted by weights.
Components
• RightFlow Bins. Price histogram that grows to the right.
• Bull Bear Split. CLV based 0 to 1 share or pure bar direction.
• Weight Mode. Raw volume, notional volume times close, or DeltaProxy focus.
• Value Area Engine. POC then outward expansion to target share.
• HUD. Profile VWAP, Buy and Sell percent, winner delta, split and weight mode.
• Session windows optional. Scope resets on day or week.
Fusion rule
Color of each bin is the convex blend of bull and bear shares. Value area shading is lighter inside and darker outside.
Signal rule
This is context, not a trade signal. A strong separation between buy and sell percent with price holding inside VA often confirms balance. Price outside VA with skewed pressure often marks initiative moves.
What you will see on the chart
• Right side bins with blended colors.
• A POC line across the profile width.
• Labels for POC, VAH, and VAL.
• A compact HUD table in the top right.
Table fields and quick reading guide
• VWAP. Profile VWAP.
• Buy and Sell. Pressure shares in percent.
• Delta Winner. Winner side and margin in percent.
• Split and Weight. The active modes.
Reading tip. When Session scope is Today or This Week and Buy minus Sell is clearly positive or negative, that side often controls the day’s narrative.
Inputs with guidance
Setup
• Profile scope. Rolling or session reset. Rolling uses window bars.
• Rolling window bars. Typical 100 to 300. Larger is smoother.
Binning
• Price bins. Typical 32 to 128. More bins increase detail.
• Slices per bar. Typical 3 to 7. Raising it smooths distribution.
Weighting
• Weight mode. Raw, Notional, DeltaProxy. Notional emphasizes expensive prints.
• Bull Bear split. CLV or BarDir. CLV is more nuanced.
• Value Area percent. Typical 68 to 75.
View
• Profile width in bars, color split toggle, value area shading, opacities, POC line, VA labels.
Usage recipes
Intraday trend focus
• Scope Today, bins 64, slices 5, Value Area 70.
• Split CLV, Weight Notional.
Intraday mean reversion
• Scope Today, bins 96, Value Area 75.
• Watch fades back to POC after initiative pushes.
Swing continuation
• Scope Rolling 200 bars, bins 48.
• Use Buy Sell skew with price relative to VA.
Realism and responsible publication
No performance claims. Shapes can move while a bar forms and settle on close. Education only.
Honest limitations and failure modes
Thin liquidity and data gaps can distort bin weights. Very quiet regimes reduce contrast. Session time is the chart venue time.
Open source reuse and credits
None.
Legal
Education and research only. Not investment advice. Test on history and simulation before live use.
5x Relative Volume vs 30-Day AverageRelative Volume.
If today's volume is more than average of last 30 days volume by 5x.
Volume Profile Area [BigBeluga]🔵 OVERVIEW
The Volume Profile Area is an advanced profiling tool that calculates and visualizes the value area within a chosen period’s volume distribution. It first builds a main profile of the entire range, then constructs a secondary profile inside the defined value area, allowing traders to examine market balance and key trading zones in greater detail.
🔵 CONCEPTS
Volume Profile – Distributes traded volume across price levels to highlight areas of market activity.
Value Area (VA) – The price range containing a chosen percentage of total volume (commonly 50–70%).
Point of Control (PoC) – The price level with the highest traded volume, often acting as a magnet for price.
Nested Profiles – A profile inside the VA adds a second layer of precision, showing where liquidity clusters within the “fair value” zone.
🔵 FEATURES
Main Profile – Full distribution of volume over the selected lookback period.
Secondary Profile – Built only inside the VA of the main profile, highlighting intrabalance structure.
Customizable PoC Selection – Choose between showing the PoC of the
Main Profile ,
the Area Profile ,
their Average ,
or None .
Dynamic Value Area Levels – Automatically plots VAL (Value Area Low) and VAH (Value Area High) with labels.
Overlay Toggles – Show/hide range extremes, VA lines, or PoCs for a cleaner chart view.
Visual Profiles – Main profile shaded in darker blue; the VA profile inside is lighter for clear separation.
Automatic Scaling – Profiles adapt to period highs/lows and auto-adjust bins for consistent resolution.
Volume Labels – PoCs can display traded volume, giving numeric confirmation of liquidity concentration.
🔵 HOW TO USE
Set the Period to define how many bars to include in the main profile.
Adjust the Value Area % to control how much volume defines the VA (e.g., 50% by default).
Pick your PoC option: Main , Area , or Average , depending on focus.
Use VAH/VAL lines as support/resistance levels where most trading occurred.
Compare reactions at Main vs VA PoC levels to spot potential breakouts or mean reversions.
🔵 CONCLUSION
The Volume Profile Area extends traditional profiling by nesting a secondary VA profile inside the main distribution. This dual-layer approach reveals not just where the market was active overall, but where liquidity concentrated within the “fair value” zone—powerful for refining entries, exits, and risk placement across intraday and swing horizons.
