VPSR

19 de abr.

VP Sovereign Reign (VPSR) - Advanced Volume Profile Analysis

A sophisticated volume analysis tool that provides deep insights into market participation and momentum through an intuitive visual interface. This indicator helps traders identify significant market moves, potential reversals, and institutional activity.

Key Features:

1. Smart Volume Analysis
• Dynamic volume profiling
• Institutional participation detection
• Abnormal volume identification
• Real-time momentum tracking

2. Advanced Visual System
• Color-coded volume bars
• Adaptive cloud formation
• Reversal pattern detection
• Fake-out warning system

Visual Components:

1. Volume Bars
• Green: Bullish pressure with normal volume
• Purple: Bearish pressure with normal volume
• White: Significant bullish participation
• Pink: Significant bearish participation
• Orange: High-probability reversal zones

2. Dynamic Cloud
• White Cloud: Bullish control zone
• Purple Cloud: Bearish control zone
• Cloud density indicates participation strength
• Adaptive to market conditions

Signal Interpretation:

1. Normal Market Conditions
• Green/Purple bars show directional pressure
• Cloud color indicates dominant force
• Cloud height shows average participation

2. Significant Events
• White/Pink bars signal major moves
• Orange bars highlight potential reversals
• Cloud expansion shows increasing activity
• Cloud contraction indicates consolidation

Customization Options:
• Volume MA Length: Smoothing factor
• Abnormal Volume Threshold: Sensitivity
• Cloud Display: Toggle visualization
• Color scheme optimization

Best Practices:
1. Multiple Timeframe Analysis
• Start with higher timeframes
• Confirm on lower timeframes
• Watch for confluence

2. Volume Analysis
• Compare to historical levels
• Monitor abnormal spikes
• Track participation trends

3. Trade Management
• Use as confirmation tool
• Wait for clear signals
• Monitor fake-out warnings
• Combine with price action

Trading Applications:

1. Trend Analysis
• Identify strong moves
• Spot weakening trends
• Detect consolidation

2. Reversal Detection
• Spot potential turning points
• Identify fake-outs
• Monitor institutional activity

3. Risk Management
• Volume-based position sizing
• Stop loss placement
• Profit target selection

The VP Sovereign Reign indicator excels at:
• Identifying significant market moves
• Detecting institutional participation
• Warning of potential reversals
• Highlighting fake-outs
• Providing clear market context

Risk Warning:
This indicator is designed as a technical analysis tool and should be used as part of a complete trading strategy. Past performance does not guarantee future results. Always employ proper risk management techniques.

Note: For optimal results, use in conjunction with price action analysis and other complementary indicators.

9 de jun.

Notas de Lançamento

📦 Changelog: VPSR v1 → VPSR+ v2
• Upgraded to Pine Script v6 for compatibility and stability.
• Refined color scheme:
• White = Normal bullish volume
• Purple = Normal bearish volume
• Green = Extremely bullish volume
• Pink = Extremely bearish volume
• Removed old green/purple/white logic and replaced with sniper-style color hierarchy.
• Added extreme volume detection logic using customizable thresholds.
• Added reversal condition logic for potential fakeouts based on candle structure.
• Improved volume cloud:
• Adaptive cloud now tracks volume MA trend more clearly.
• Color-coded by trend direction (white for bullish, purple for bearish).
• Simplified and modularized code for easier edits and future expansions.
• Improved visual clarity with reduced opacity and better scaling behavior.
• Renamed plots & variables to be more descriptive and easier to debug.

17 de jul.

Notas de Lançamento

• Updated to Pine Script v6
• Removed reversal circle markers (plotshape) for cleaner visuals
• Improved bar coloring: yellow for high-confluence reversals
• Cleaned up volume plot for readability
• MA cloud remains optional via toggle

1 de set.

Notas de Lançamento

Changelog —

1) Core engine
• Static SMA → Hybrid MA
• Old: volMA = ta.sma(volume, lookbackPeriod).
• New: Fixed MA (SMA/EMA/WMA/HMA) or Adaptive MA using a variable-EMA workaround (lets the period breathe with volatility without passing series length into built-ins).
• Why: Stable in Pine v6, reacts faster in volatility, no series-length errors.
• Original to us: The adaptive period is computed from ATR/price, then fed into a custom EMA kernel to keep TradingView happy.

2) Threshold model
• Simple multiplier → Dynamic bands
• Old: Abnormal only = volMA * volMultiplier.
• New: Abnormal & Extreme = volMA + stdev * k. Two knobs: volMultiplier, extremeMultiplier.
• Why: Separates “busy” from “blow-off.” Reduces false “big” reads on already-active sessions.

3) Context awareness (VWAP + VolMA logic)
• Old: Basic VWAP check in reversals.
• New: Every classification keys off VWAP and VolMA simultaneously (above/below/near).
• Why: Side of VWAP is market structure in one line; avoids buying strength below VWAP and shorting weakness above it.

4) Flow analytics (new)
• Delta & CVD
• New: Bar-level delta approximation (range-weighted) + CVD (cumulative delta) with slope detection.
• Why: Shows if participation backs the move or fades it.
• Original: A lightweight delta that doesn’t need tape or L2—built for any symbol/timeframe.

5) Pace of participation (new)
• Volume ROC
• New: % change vs N bars; configurable spike threshold.
• Why: Confirms “sudden attention” vs drift. Useful for reversals and breakouts.

6) Time-normalized activity (new)
• RVOL by time window
• New: Rolling array of same-slot bars → Relative Volume (this time vs its own typical time).
• Why: 9:35 volume isn’t 14:10 volume. This normalizes the read.
• Original: True “same-time” RVOL inside one indicator—no external sessions needed.

7) Reversal vs Exhaustion (refined)
• Old: One reversal idea.
• New:
• Reversal = extreme volume + structure + right side of VWAP & VolMA.
• Exhaustion = extreme volume on the wrong side of VWAP.
• Why: Splits “power” from “blow-off.” Traders treat them differently (follow vs fade).

8) Signal consolidation (new UI)
• Labels removed → Bias Table
• Old: On-chart labels (clutter).
• New: Minimal table with four fields:
• BIAS: BULL / BEAR / NEUTRAL / EXHAUSTION
• VWAP: Above / Below / Near
• Confidence: LOW / MED / HIGH (based on stacked evidence)
• Volume: Normal / Abnormal / Extreme
• Why: Instant read, zero visual noise.

9) Bias scoring (new)
• Transparent scoring, not a mystery
• Inputs: VWAP side, VolMA side, volume state, delta sign/strength, CVD slope, ROC spike, RVOL pass.
• Rule: BULL vs BEAR points; ≥2 spread to flip bias; EXHAUSTION overrides.
• Original: Session-aware, multi-factor bias in one cell—built for quick decisions.

10) Visual language (refined)
• Kept your brand palette: white (bull extreme), magenta/pink (bear extreme), indigo (bear normal), lime/green (bull levels), orange (reversal/exhaustion highlight).
• Cloud remains; thresholds plotted as yellow/red rails.

11) Reliability & performance
• No Unicode, no block comments, no nested ternaries in function calls.
• No series-length into built-ins (custom vEMA used).
• Table renders last bar only; delta plot hidden by default.
• Division-by-zero guards on ranges/volumes.

12) Alerts (clean)
• Extreme Volume Spike
• ROC Spike
• High RVOL
• High Delta imbalance
• (All map to the same logic feeding the table, so alerts match the on-screen read.)

⸻

What’s uniquely “VPSR Pro”
• Adaptive MA without series-length errors. ATR-driven period fed into a custom EMA kernel—fast, legal in Pine v6, and robust.
• Same-time RVOL. True time-slot normalization with an internal array, not a crude session average.
• Bias cell that stacks participation, pressure, pace, and position. VWAP + VolMA + Delta/CVD + ROC + RVOL + Volume state, then a deterministic score. No black box.
• Exhaustion override. A single rule that flips the bias when extreme volume prints on the wrong side of VWAP—exactly what traders miss in real time.
• Minimal chart, maximal signal. Zero labels; one table; color-coded bars only when it matters.

⸻

Migration notes (settings)
• If you liked the old feel: set adaptivePeriod = off, volMultiplier ≈ 2.0, extremeMultiplier ≈ 3.5, rocThreshold 150–200.
• Scalps (1–3m): raise rocThreshold (250–300), maybe raise volMultiplier to 2.2–2.6.
• HTF (4H/D): lower rocThreshold (100–150), volMultiplier 1.8–2.2.

⸻

How to read it—one glance
• BIAS tells you direction; VWAP confirms location; Confidence tells you if size up/down; Volume says if the push is routine, abnormal, or extreme.
• EXHAUSTION in BIAS = consider fade, tight stop.
• When BIAS = BULL/BEAR and Confidence = HIGH with Volume = Extreme, that’s your A-setup—now confirm with Spiderlines/GP/divs and take it.

If you want this packaged as a release note for Discord with a short demo GIF checklist, say the word—I’ll format it for your server.