Flow-Efficiency OscillatorFlow-Efficiency Oscillator
Overview
How much order flow did it cost to move price one tick? It measures signed volume (delta) consumed per tick of travel, then percentile-ranks that cost into a 0–100 read. High = expensive / heavy (lots of delta, little movement — the signature of absorption). Low = cheap / efficient (little delta, large movement — thin, frictionless travel). A study of effort-versus-result in the tape — not a directional signal.
Why these parts are ONE tool (mashup rationale)
A CVD line shows net flow; a volume study shows size; neither expresses the exchange rate between flow and price — and that ratio is where absorption hides. This chains: lower-timeframe delta reconstructs intrabar effort → a cost ratio divides effort by tick travel → percentile ranking makes it universal (0–100) → an absorption flag fires only when cost is high and flow leaned hard one way yet price stalled → the harness tests whether price then moves against the absorbed aggressor. Effort alone is just volume; the ratio without ranking isn't comparable; the flag without calibration is folklore.
How it works
Inside each bar, lower-timeframe bars are signed by the tick rule and summed into a bar delta; their absolute volume is total aggression. Cost = |delta| / max(tick travel, floor), smoothed, then percentile-ranked over a lookback (50 = median cost). Absorption arms when cost is in the high band while net delta is strongly one-sided. The harness logs each event and checks a ≥ k×ATR move against the aggressor a fixed horizon later.
How to use
High band (above the upper guide) = absorption / heavy tape, where a strong push is being eaten and reversals have context; low band = efficient tape, where moves travel freely and continuation is favoured. The absorption dots mark high-cost, one-sided stalls. Then read the Edge row. Context, never a standalone trigger.
Originality
CVD and the tick rule are public; the original work is the cost-per-tick exchange rate, its percentile normalisation, the absorption logic, and the forward calibration of absorption→reversal. No third-party code is reused.
Concept credit
Tick-rule trade sign — Lee & Ready (1991). Flow-toxicity / cost-of-trading framing draws on Easley, López de Prado & O'Hara. The ratio, percentile read and harness are this script's own.
Honesty / limitations
The buy/sell split is a tick-rule estimate from lower-timeframe bars, not true bid/ask data — delta is approximate. This is an intraday tool: it needs a timeframe below the chart's, warms up slowly, and is heavier than a single-series oscillator; on daily+ or volume-less feeds the read degrades. Edge figures are in-sample, no costs — context, not a backtest.
Disclaimer
Research / educational only. NOT financial advice; no guarantee of profitability. Trading carries risk of loss. Test out-of-sample. The author accepts no liability. Indicador
Large Lot Reverse Engineer [JOAT]LARGE LOT REVERSE ENGINEER
A regression-driven block-trade detector that infers the implied size of an off-tape institutional order from the residual between price movement and volume — and turns that residual into an estimated lot count. The premise is straightforward: when a single large order moves price meaningfully more than the visible volume would justify, the gap is the size of the hidden order that absorbed the move. Large Lot Reverse Engineer models that relationship, flags the outliers, and estimates the size.
The core idea — what price movement is "worth"
In normal conditions there is a stable statistical relationship between volume and the magnitude of a bar's return. A rolling regression over a configurable window (default 60 bars) estimates expected volume as a function of return — i.e., for the move you just saw, how much volume should there have been?
The residual is the difference between actual and expected volume, Z-normalised by its own rolling stdev. Two signs of residual matter:
Implied block (residual Z ≥ +threshold) — more volume traded than the price move warrants. Someone large was on the passive side absorbing aggression. The direction of the bar tells you which side.
Thin market (residual Z ≤ −threshold) — price moved on suspiciously low volume. Liquidity was missing; the move was a low-conviction air-pocket.
Both reads are institutionally interesting. The first identifies absorbed-aggression — the textbook signature of an institutional block trade. The second identifies regimes where price prints are unreliable.
R² reliability gate
A regression is only meaningful when the underlying relationship is actually there. The script computes the rolling R² of the model and exposes a configurable minimum (default 0.10). When R² falls below the gate the model is considered unreliable; the dashboard cell turns warning-coloured and the script tags any signals fired in that regime as low-confidence. This is the difference between a real residual reading and a noise residual — a professional read forbids the same.
Significant block sizing
Three thresholds are stacked:
Implied Block Sigma (+) (default 2.0σ) — baseline implied-block trigger.
Thin Market Sigma (−) (default 2.0σ) — baseline thin-market trigger.
Significant Block Sigma (default 3.0σ) — above this the bar is rendered with a polygon glyph and gets an estimated lot-size badge . Empirical scaler converts residual-volume into a lot count.
The size unit is configurable: Shares/Coins for spot instruments, Notional USD for size in dollars (using a configurable price proxy), or Auto which picks based on instrument. The scaler is exposed because no single conversion factor is universally correct — calibrate to your instrument's typical notional.
Cluster detection
When N blocks fire inside a rolling window (configurable, default 3 in 5 bars) the Block Cluster alert fires. Cluster signals are the strongest read this script produces — they indicate sustained off-tape activity, not a single statistical outlier.
Visual system
Residual Z histogram — bars coloured bull/bear by direction, magnitude by residual.
Threshold lines at ±2 and ±3 with on/off toggle.
Zero line and significant-block polygon glyphs.
Thin-market dots in the muted palette.
Background recency fade — fresh blocks tint the background and decay to transparent over a configurable number of bars.
Cumulative implied delta (optional) — running sum of implied-block directional contributions, useful for reading sustained institutional bias.
A locked Carbon palette (neon green / neon red / white midline on carbon black) gives the pane an institutional terminal feel.
Dashboard
Monospaced table, positionable to any of nine corners, with a compact mode and optional legend footer. Surfaces:
Current residual Z value and sign.
R² value with reliability colour-coding (green / amber / red).
Last significant block direction with estimated lot size.
Block count and thin-market count in the recent window.
Cluster status with bars-since-last-cluster.
Cumulative implied delta (when enabled).
Alerts
Four alert conditions, each independently controllable:
Implied Buy Block (positive residual + up bar)
Implied Sell Block (positive residual + down bar)
Thin Market Event (negative residual)
Block Cluster (N-in-window)
How to read it
Three reads, in order of conviction:
Block Cluster + high R² — the highest-conviction read. Multiple statistically-significant blocks inside a window, with the underlying model reliable. Institutional flow is actively moving size.
Significant block (3σ+) at a known level — a single large polygon glyph at a key support/resistance is a textbook absorbed-print read. The lot-size badge gives you a magnitude proxy you can compare across bars.
Thin market warning — when the residual goes deeply negative, treat any move you see with extreme caution; the tape is hollow. Often precedes either a violent move once real flow returns or a fade back to fair value.
Suggested settings
Defaults (60-bar window, R² ≥ 0.10, ±2σ block, +3σ significant) are tuned for 5m–1H on liquid futures, FX, and large-cap equity. For lower timeframes drop the window to 30 and raise the sigma thresholds to 2.5σ / 3.5σ to filter noise. For daily and above, widen the window to 100+ and consider log returns for instruments with large price scales.
Originality
The implementation — the rolling return-vs-volume regression with R² gate, the residual-Z classifier with bidirectional thresholds, the empirical lot-size scaler with auto/notional unit switching, the polygon-glyph significant-block render, the thin-market dot variant, the N-in-window cluster trigger, the recency-fade background, and the cumulative implied delta — is JOAT-original. No third-party code reused. The "volume that should have been" inference pattern is well-known to institutional desks; the implementation here is purpose-built for chart-based bar data.
Limitations
Implied block size is an inference from residual statistics, not a direct read of off-tape trades. Pine cannot see actual block prints that occur away from the lit market; what the script flags is the visible footprint those prints leave behind. The lot-size badge depends on the empirical scaler, which must be calibrated per instrument — the default 1.0× is generic. The R² gate is the most important reliability filter; when R² is low, no signal in the model should be considered reliable, by construction.
-made with passion by jackofalltrades
Indicador
CVD Delta Divergence [JOAT]CVD DELTA DIVERGENCE
A full-featured Cumulative Volume Delta engine with proper pivot-based divergence detection. CVD on its own is one of the cleanest reads of net flow you can produce without L2 data — but the value of CVD lives almost entirely in its divergence with price. CVD Delta Divergence builds the CVD properly (with footprint-API or reconstructed-tick options), then runs a strict pivot-vs-pivot divergence engine on top of it, with strength scoring and configurable cooldown.
Three data-source modes
CVD is only as good as the delta classification underneath it. Three modes are exposed:
Footprint API — uses TradingView's Footprint dataset when the instrument supports it. The cleanest read, equivalent to professional delta feeds.
Reconstructed — when Footprint is unavailable, reconstructs buy/sell from a configurable lower-timeframe stream (1m / 3m / 5m / 15m / 30m) using the standard tick rule. Optional intrabar volume weighting.
Auto — picks Footprint when present, falls back to Reconstructed. The recommended default.
This is unusual — most public CVD scripts hardcode one method. Auto-mode means the script works correctly on any instrument that has either dataset, without per-instrument configuration.
Four CVD anchors
Cumulative deltas need an anchor — running a sum from inception of data is rarely meaningful. Four anchoring modes:
Cumulative — never resets. Maximum context, slowest divergence detection.
Session Reset (default) — anchors at the start of each trading session. The most useful read for day-trading reference.
Day Reset — anchors at midnight exchange time.
Week Reset — anchors at week boundary. Good for swing-frame divergences.
Pivot-based divergence engine (the headline)
Slope-comparison divergence is noisy. CVD Delta Divergence uses proper pivots :
ta.pivothigh / ta.pivotlow on price with a configurable lookback (default 5 bars left/right).
At each confirmed pivot, the corresponding CVD value is recorded.
A divergence is built only when two price pivots and their CVD readings disagree directionally.
A minimum-strength filter (default 15.0 on a 0–100 scale) suppresses weak signals — strength is the normalised disagreement magnitude between the price-pivot motion and the CVD-pivot motion.
A strict HL/LL toggle requires the second pivot to strictly exceed/undershoot the first by a small fraction so equal-pivot edge cases do not produce noise divergences.
A cooldown per divergence class (default 3 bars) prevents back-to-back fires of the same class.
Four divergence classes are detected:
Regular Bull — price lower-low, CVD higher-low. Reversal up.
Regular Bear — price higher-high, CVD lower-high. Reversal down.
Hidden Bull — price higher-low, CVD lower-low. Trend continuation up.
Hidden Bear — price lower-high, CVD higher-high. Trend continuation down.
Divergence markers can be force-overlaid onto the main chart pane (toggleable) so you see them on price without flipping panes.
Visual system
Slope-coloured CVD line — bull / bear gradient based on the CVD's own short-term slope (configurable window).
Smoothed CVD overlay — toggleable EMA-smoothed CVD on top of the raw line. Useful for cutting through noisy 1m reconstructions.
Delta histogram — bar-by-bar delta as columns behind the CVD line. Useful for seeing per-bar flow vs cumulative flow.
Zero line and crossover alerts.
Divergence connecting lines — when a divergence fires, a connector line is drawn between the two pivots for visual proof.
A locked Lava palette (gold bull / orange-red bear / oxblood mid on a deep lava-black ground) gives the pane a distinctive flow-read identity.
Dashboard
Monospaced table, positionable to any of eight corners, with:
Current CVD value with sign.
CVD slope direction (Rising / Falling / Flat).
Active anchor mode.
Last divergence class with bar age.
Source mode in use (Footprint / Reconstructed).
Zero-cross status with bars-ago.
Alerts
Six alert conditions, each independently controllable:
Regular Bull Divergence
Regular Bear Divergence
Hidden Bull Divergence
Hidden Bear Divergence
CVD Crosses Zero
CVD Slope Flips
How to read it
Three reads, in order of conviction:
Regular divergence — the classic reversal read. Price made a new extreme, CVD did not. The flow that was needed to extend the move did not show up. A regular divergence at a known structural level is one of the highest-conviction reversal setups in tape reading.
Hidden divergence — the trend-continuation read. Price retraced, but CVD did not. The flow is still committed in the original direction even though price wavered. Often produces clean re-entry signals in trends.
CVD zero-cross + slope flip — the regime change read. Cumulative flow has rotated sides — what was net-buying is now net-selling (or vice versa). Useful as a "the tape has flipped" notification.
Suggested settings
Defaults are tuned for 5m–1H charts on liquid markets in Session Reset mode. For lower timeframes, drop pivot lookback to 3 and divergence window to 30. For higher timeframes, raise pivot lookback to 7–10 and switch anchor to Day Reset. The minimum strength threshold (15) is intentionally loose; raise to 25–30 if you want only the strongest divergences.
Originality / what's reused
CVD (cumulative volume delta) is public-domain market-structure language; the tick rule is standard. The implementation — the Auto/Footprint/Reconstructed source switch, the four-anchor reset logic, the pivot-based divergence engine with strict HL/LL gating and minimum-strength filter, the slope-coloured CVD with histogram backdrop, the force-overlay divergence markers, and the cooldown-per-class state machine — is JOAT-original and tuned together. No third-party code reused.
Open source
Published open-source under the default Mozilla Public License 2.0. The source is sectioned, every input has a tooltip, every helper is documented inline. The CVD engine, the source-mode router, the pivot logic, and the divergence engine are independent modules — adapt any single piece without reading the whole file.
Limitations
Reconstructed CVD is a proxy — the tick rule is the accepted public-market inference but it is not a direct read of bid vs ask volume. Footprint mode requires the TradingView Footprint dataset and is unavailable on some instruments. Pivot divergences are non-repainting once confirmed (they lag by the pivot's right-lookback) but the divergence between two pivots cannot fire until both are confirmed — so the second pivot's lag is the structural lag of the signal.
—
-made with passion by jackofalltrades
Indicador
Order-Flow Profile Microstructure & Calibrated SweepsOrder-Flow Profile — Footprint, Microstructure & Calibrated Sweeps
A single-pane volume profile that reconstructs intrabar buy/sell activity, renders it as a footprint / delta heatmap with Point of Control and a 70% Value Area, layers a stack of market-microstructure factors over the same price bins, and then forward-tests every reversal signal it emits against realized outcomes. The dashboard reports measured edge with confidence intervals — not asserted edge.
It runs on any liquid symbol and any intraday timeframe. Defaults are tuned for index futures (e.g. NIFTY / BANKNIFTY); a few inputs adapt it to other instruments.
What it plots
Order-flow profile drawn to the right of price: each price bin colored by who controlled it (delta) with brightness scaled to volume, or a classic split footprint. The peak-volume row is the POC; a 70% Value Area is built outward from the POC.
Low-volume nodes / voids and four quadrant deltas that localize where buying and selling concentrated within the range.
A VPIN heat-glow background whose brightness rises with flow toxicity.
Sweep tags (ABS / EXH / DIV / REJ) at liquidity extremes, and a ⚡ reclaim-confirmed liquidity-sweep marker for the high-conviction stop-run-and-reclaim subset.
A calibration / key-reads dashboard (Compact by default, Pro on demand) that adapts its colors to your chart's background luminance.
Why these components belong in one script (component rationale)
This is not a bundle of unrelated indicators stacked together. Every component describes one object — the order-flow auction taking place inside the price profile — and each measures a different facet of it. They share one substrate (the price bins) and one validation spine (the calibration engine):
The profile says WHERE volume traded. POC, Value Area and voids are the structural skeleton — the price levels that matter.
Trade classification splits that volume into buy vs sell, giving every bin a delta. Bulk Volume Classification (a Student-t CDF on the standardized intrabar move) is used by default; on Premium plans, native bid/ask footprint can replace it, feeding the same bins. A tick rule classifies the same intrabars in parallel and the agreement % is reported, so you know when the trade-side read is fragile.
The microstructure factors qualify HOW that flow behaves at those levels. VPIN (informed vs balanced), multi-level OFI (depth-weighted imbalance across the bins), Kyle's λ and Amihud (price impact / illiquidity), and √-law absorption (flow soaked up vs fragile) each answer a question the raw profile cannot. They are computed over the very bins the profile draws.
The sweep layers detect reversals AT those levels — an order-flow taxonomy (absorption / exhaustion / divergence / rejection) plus a structural stop-run-and-reclaim. A Hawkes self-exciting intensity flags when sweeps are clustering (cascade risk).
A correlation-aware fusion (Kish design-effect shrinkage) combines the firing sweep's realized edge with the concurrent absorption and toxicity tells into a single reversal probability — shrinking redundant, correlated evidence so agreement among related signals cannot masquerade as independent confirmation.
The calibration spine forward-resolves every sweep and reports its hit rate versus base rate with a Wilson confidence interval. This is what ties the stack together: a factor only earns trust if the resolved outcomes say it does.
Remove any one layer and the others lose context: the profile without classification is just a volume histogram; the microstructure factors without the profile have no levels to attach to; the sweeps without calibration are unverified claims. Together they are a single, self-checking read of the auction.
How it works (mechanics)
Intrabar data. Lower-timeframe OHLCV is pulled with request.security_lower_tf (no lookahead). The lower timeframe is auto-derived from the chart timeframe or set manually.
Trade side. Bulk Volume Classification assigns each intrabar a buy fraction from a Student-t CDF of its standardized price change; delta = buy − sell. Where a Premium/Ultimate plan allows it, native request.footprint() real bid/ask volume per price replaces the reconstruction and feeds the identical bins.
Profile build. On the last bar, the chosen lookback of confirmed bars is accumulated into price bins; POC and the 70% Value Area are derived, voids and quadrant deltas computed.
VPIN. Volume is partitioned into equal-volume buckets; the average order imbalance across the last N buckets is the 0–1 toxicity read (with a percentile and background glow).
Impact factors. Stationarized (log-compressed, z-scored) OFI; depth-weighted multi-level OFI across the bins; Kyle's λ as the regression slope of return on signed flow; Amihud illiquidity as |return| per traded value.
Absorption. A displacement-normalized form and a √-law form (realized impact vs Y·ATR·√(|Δ|/V)): below the prediction = passive absorption / reversal candidate; above = fragile expansion.
Sweeps & fusion. At a swept extreme the bar is classified ABS / EXH / DIV / REJ; a Hawkes intensity tracks clustering; a Kish-decorrelated log-odds fusion outputs one reversal probability. Separately, a reclaim-confirmed liquidity sweep fires when price runs a confirmed swing pivot, closes back inside recovering a minimum fraction of the run, on a volume spike.
Calibration. Each sweep is queued and resolved a fixed horizon later against a moveATR·ATR threshold, recorded in R-multiples (MFE / MAE). The dashboard shows, per class: sample count, Hit% ± Wilson interval, Base% (the unconditional reversal rate over the same horizon), Edge (Hit − Base, starred at 95% significance), and average MFE / MAE.
Non-repaint: all detection is on confirmed bars, lower-timeframe arrays are confirmed intrabars, no dynamic-length built-ins are used, and the profile is drawn on the last bar from confirmed history. Pivots used by the liquidity sweep are confirmed before they can be swept.
What makes it original
It is built around calibration, not assertion. Most order-flow tools print a delta, a "confidence," or a footprint and leave it there. Here every reversal signal is forward-resolved against realized price and reported with a base rate and a Wilson interval, so the dashboard distinguishes a real edge from a small-sample illusion.
The agreement between Bulk Volume Classification and a tick rule is surfaced openly — a known weakness of reconstructed order flow is shown rather than hidden.
The microstructure factors are computed over the profile's own bins and decorrelated before fusion, so correlated flow signals don't inflate confidence.
It degrades gracefully from native exchange footprint (Premium) to reconstruction (every plan) with no change to the visual or the workflow.
All factor implementations are original Pine re-derivations of published methods; no code from other scripts is used.
How to use it
Apply to a liquid symbol on an intraday timeframe. Read the profile to see where volume concentrated (POC, Value Area, voids).
Watch the sweep tags and ⚡ liquidity-sweep markers at the edges of the range — these are reversal hypotheses, not guarantees.
Before trusting a sweep class, check its row in the calibration panel (switch the dashboard to Pro): is its Hit% above Base%, is the edge starred (significant), and is the Wilson interval tight enough to mean something?
Use the VPIN glow and fused reversal probability as context: bright background = one-sided / informed flow, which leans toward continuation and makes fades riskier.
The Compact dashboard summarizes the key reads (POC, VPIN, best calibrated edge, fused probability, liquidity-sweep status, auction efficiency); Pro expands the full per-class calibration table and every microstructure row.
Hidden EXP_* data-window series are provided for chaining into other scripts via input.source().
Data & markets
Works on whatever symbol the chart shows — nothing is hard-coded to an exchange or instrument. Defaults suit index futures on an intraday chart. For other instruments, adjust the Profile & Data Source group (lower-timeframe division, profile lookback) and, on a supporting plan, the native footprint settings. Reconstructed order flow is most reliable on liquid instruments with continuous volume.
Concept credits
This script operationalizes published methods; all implementations are original re-derivations.
Tick rule / trade sign — Lee & Ready (1991)
Bulk Volume Classification & flow toxicity (VPIN) — Easley, López de Prado & O'Hara (2012)
Order-Flow Imbalance — Cont, Kukanov & Stoikov (2014)
Multi-level / integrated OFI — Xu, Gould & Howison (2018)
Price impact (λ) — Kyle (1985)
Illiquidity ratio — Amihud (2002)
Self-exciting intensity — Hawkes (1971); Bacry, Muzy et al.
Square-root impact law — Almgren et al.; Tóth, Bouchaud et al.
Effective-sample decorrelation — Kish design effect
Market / auction profile (POC, Value Area) — Steidlmayer
Confidence interval — Wilson score interval (1927)
Disclaimer
For educational and informational purposes only. This is an analytical tool, not financial advice and not a solicitation to trade, and it is not a guarantee of future results. Order-flow classification from OHLCV is an estimate, not the true tape — without a Level-2 order book every delta here is a proxy (native footprint excepted). Always do your own research and manage risk; paper-trade before committing real capital. Indicador
ZenScalper Volume Surge OverlayZenScalper Volume Surge Overlay highlights unusual volume activity directly on the price chart by comparing current volume to a moving average of volume.
Features:
• Detects volume spikes relative to average volume.
• Displays labels above candles showing the strength of the surge:
2x = Volume is at least 2 times average
3x = Volume is at least 3 times average
4x = Volume is at least 4 times average
5x+ = Extreme volume expansion
• Helps identify potential breakout candles, liquidation events, reversals, institutional participation, and key reaction points.
• Designed to work alongside price action, VWAP, EMA, support/resistance, and market structure analysis.
Inputs:
Volume SMA Length: Defines the average volume baseline.
Label Size: Adjusts marker visibility.
Surge Thresholds: Customize the minimum multiples required for each label level.
This indicator does not generate buy or sell signals. It is intended as a volume confirmation tool to help traders quickly identify candles receiving significantly more participation than normal.
Best used in conjunction with trend, momentum, and price action analysis. Indicador
Indicador
Sin RSI Footprint (with Volume, CVD & VWAP)[ALT_analyst]
█ Overview
The Sin RSI Footprint brings the concept of professional order flow and footprint charting directly into momentum oscillators.
Instead of mapping traditional trading volume at raw price levels, this script peers inside the current higher-timeframe candle to map the internal momentum distribution and structural shifts using Lower Timeframe (LTF) RSI Crossovers, Volume, and Cumulative Volume Delta (CVD) data.
By visualizing exactly where and how momentum transitions occurred within a single bar, traders can identify hidden exhaustion, hidden accumulation/distribution, and intra-bar divergences that are completely invisible on standard candlestick charts.
█ Why is this one unique
This is not a normal RSI indicator. It is an intra-bar market structure mapping engine.
Most indicators treat every price level within a single candlestick as equal. This script uses a Fast/Slow RSI Cross Trigger mechanism to filter out ambient market noise, isolating the exact coordinates where momentum definitively shifts. It transforms these structural shifts into a multi-dimensional footprint matrix, combining them with localized transaction metrics.
⚪ What it does
At a high level:
• Retrieves LTF Crossover Data: Uses request.security_lower_tf to fetch an array of LTF Fast/Slow RSI crosses, Close prices, Volume, and CVD for the duration of the current chart's bar.
• Bins the data: Groups the validated LTF momentum nodes into precise price levels or vertical stacks.
• Calculates localized momentum: Identifies exactly where the definitive momentum shifts occurred inside the wick or body.
• Applies VWAP Trend Discipline: Dynamically filters out counter-trend noise based on a multi-band session VWAP.
█ Core Engines & How It Works
⚪ 1. The Matrix Engine (Traditional Price Level)
This mode acts like a traditional volume profile or footprint chart, but optimized for RSI crossover nodes and localized liquidity.
The script divides the high-to-low range of the current candle into user-defined bins (e.g., 10 rows). It calculates the step size dynamically:
float _st = _bh > _bl ? (_bh - _bl) / _i21 : syminfo.mintick
For each LTF crossover point, it determines the correct row and calculates the localized average RSI, accumulated Volume, and CVD.
Why this matters: It maps definitive momentum shifts to specific price levels. You can instantly see if buyers were exhausting their momentum at the absolute highs or absorbing pressure in the middle of the candle.
⚪ 2. The Stack Engine (Vertical Momentum)
This mode stacks validated LTF RSI crossover prints vertically above or below the candle based on a baseline threshold.
If the triggered LTF RSI is > 50, it is categorized as bullish and stacked above the candle's high. If <= 50, it is stacked below the candle's low. The height of each box is calculated dynamically using the Average True Range (ATR):
float _bhg = _ba * _i22
Why this matters: Separating crossover prints above and below the candle isolates bullish vs. bearish momentum bursts. Using ATR for box height ensures the boxes remain visually proportionate across different assets and timeframes regardless of absolute price volatility.
⚪ 3. The Adaptive VWAP Filter Engine & Multi-Bands
To enforce strict trading discipline ("No position is the third position"), the script includes an adaptive VWAP transparency filter and a dynamic multi-band system.
If a localized footprint box generates a "Sell" signal (overbought RSI) but the price level is ABOVE the session VWAP (bullish regime), the script automatically increases the transparency of that box, fading it into the background. It does the same for "Buy" signals below VWAP.
This ensures you are only presented with high-probability exhaustion or continuation signals that align with the true intraday value.
█ Key Features
• Micro Momentum Analysis: Displays localized RSI, Volume (K), and CVD directly inside the footprint boxes only when a momentum shift is confirmed.
• VWAP Trend Gate & Gradient Bands: Counter-trend signals are visually faded to prevent fighting the primary trend, visualized alongside 3 dynamic standard deviation bands.
• Noise Filter (Hide Range): Clean up the chart by hiding neutral RSI values (e.g., hiding everything between 30 and 70).
• Responsive Text Scaling: Box text size automatically adapts based on box height and user-defined scaling adjustments.
• Custom Color Themes: Choose from heavily optimized palettes including Neon Cyber, Monochrome Dark, Oceanic Deep, Toxic Alert, and Classic TV.
█ Settings
• Mode: Select the rendering engine (Stack or Matrix).
• Fast/Slow RSI Length (Cross Trigger): Defines the sensitivity of the LTF momentum shift detection.
• Matrix Rows: Specifies how many segments the candle is divided into.
• Lower Timeframe (LTF): Specifies the lower timeframe for data collection. Shorter LTFs provide higher precision but increase historical loading requirements.
• Counter-Trend Signal Transparency Filter: Toggles the adaptive VWAP filter.
• Hide Range Min / Max: Filters out neutral momentum values to isolate true extreme nodes.
█ How to Use
⚪ Spotting Reversals (Matrix Mode)
Look for deep red (overbought) RSI footprints concentrated at the very top of a bullish candle's wick. If the next candle fails to break that high, combined with a negative CVD print in the box, it highly suggests momentum exhaustion and trapped buyers at resistance.
⚪ Confirming Breakouts (Stack Mode)
When price breaks a key level, look at the Stack Mode. A large stack of green/blue boxes above the candle, supported by high relative volume, confirms sustained LTF bullish momentum shifting in your favor.
⚪ Filtering Noise
Set the "Hide Range" to 30-70 and enable the "VWAP Filter". The indicator will now only display footprint boxes when the LTF momentum shift reaches true extremes in the direction of the daily trend.
█ Developer's Note & Timeframe Guidelines
As a fundamental characteristic of market structure, momentum patterns observed on higher timeframes tend to carry greater reliability due to the natural reduction of market noise. To achieve optimal performance and prevent technical limitations (TradingView limits), follow these recommended timeframe ratios:
• For Stack Mode (Recommended Ratio: 1:5 to 1:12)
Best paired as 1m LTF on 5m/10m chart, or 5m LTF on 30m/1H chart.
• For Matrix Mode (Recommended Ratio: 1:12 to 1:60)
Best paired as 1m LTF on 15m/1H chart.
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.
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Footprint X-Ray [BOSWaves]Footprint X-Ray - Intrabar Delta Decomposition with Stacked Imbalance, Absorption, and Unfinished Business Detection
Overview
Footprint X-Ray is an intrabar order flow decomposition system that reconstructs the buy and sell volume distribution within each bar by pulling lower timeframe data and mapping participation to price rows, where row coloring, POC identification, stacked imbalance detection, and signal generation are driven by actual delta ratios at each price level rather than bar-level approximations or close-position estimates.
Instead of treating each bar as a single undifferentiated unit of buying or selling pressure, the indicator divides each bar's price range into rows sized relative to ATR, assigns lower timeframe bar volume to each row based on price overlap, and derives a per-row delta ratio that reflects whether buying or selling dominated at each specific price level within the bar. This creates a full participation map inside every candle showing not just what direction the bar moved but where within the bar each side was in control.
This creates an order flow framework that reveals the internal structure of price action invisible on a standard candlestick chart. The footprint cells expose per-level delta composition, the POC identifies the price row with the greatest participation, stacked imbalances highlight consecutive rows with dominant one-sided flow indicating aggressive institutional activity, absorption signals detect when extreme rows show opposing flow against the bar direction, and unfinished business zones project forward from bars where one side was entirely absent at the extreme, marking locations where price is statistically likely to return to complete the auction.
Price is therefore evaluated not at the bar level but at the price row level, exposing order flow dynamics that standard indicators cannot access.
Conceptual Framework
Footprint X-Ray is founded on the principle that the most actionable order flow information lives inside individual bars rather than across them, and that understanding which specific price levels within a bar attracted aggressive buying or selling reveals institutional positioning fingerprints that bar-level indicators systematically obscure.
Standard order flow approaches measure directional commitment at the bar level through delta, volume, or close positioning, but these metrics collapse the internal price distribution into a single reading that loses the structural detail of where within the bar each side dominated. This framework recovers that internal structure by reconstructing per-row participation from lower timeframe data, exposing the distribution of buying and selling pressure across the full price range of every bar.
Three core principles guide the design:
Each price row within a bar should have its own buy and sell volume measurement derived from lower timeframe participation overlap, providing per-level delta ratios rather than bar-level approximations.
Structural patterns within the footprint, specifically stacked consecutive dominant rows and opposing flow at extremes, carry meaningful institutional activity signals that justify dedicated detection and visualization separate from raw row coloring.
Unfinished auction levels where one side was entirely absent at a bar extreme should be projected forward as active reference zones until price returns to complete the participation, as incomplete auctions represent the highest-probability reversion targets within the footprint framework.
This shifts order flow analysis from bar-level delta measurement into per-row intrabar participation mapping where structural footprint patterns expose institutional activity with precision unavailable at the candlestick level.
Theoretical Foundation
The indicator combines lower timeframe OHLCV data retrieval, price overlap-weighted volume allocation to ATR-derived price rows, per-row delta ratio calculation, POC identification by maximum row volume, consecutive dominance run detection for stacked imbalances, extreme row opposing flow detection for absorption, and one-sided extreme row detection for unfinished business zone projection.
Lower timeframe bars are retrieved using security_lower_tf and each lower timeframe bar's volume is allocated to price rows proportionally based on the overlap between the lower timeframe bar's range and each row's boundaries. Bullish lower timeframe bars contribute their allocated volume to buy volume and bearish bars to sell volume, with doji bars split equally. CVD from TradingView's volume delta library provides the bar-level delta for divergence and exhaustion detection. Row size is automatically derived as a fraction of the 200-bar ATR, scaling the footprint granularity to the instrument's typical volatility.
Four internal systems operate in tandem:
Row Construction and Delta Allocation Engine : Divides each bar's price range into ATR-scaled rows, iterates through all lower timeframe bars within the current chart bar, allocates volume to overlapping rows by price range fraction, and derives per-row buy volume, sell volume, total volume, and delta ratio.
Footprint Analysis System : Identifies the POC as the row with maximum total volume, runs consecutive dominance detection in both bull and bear directions to classify stacked imbalance rows, and evaluates extreme rows for absorption by testing opposing side dominance against the configured threshold.
Unfinished Business Zone Engine : Tests the top and bottom rows of each bar for single-sided extreme dominance, creates forward-projecting zone boxes from qualifying rows, extends those zones rightward on each subsequent bar, and removes them when price midpoint is revisited.
Signal Detection System : Derives bar delta from the CVD series, tests for delta divergence against recent price highs and lows, and identifies exhaustion bars where volume significantly exceeds the SMA baseline but net delta remains near zero, indicating a contested bar where neither side achieved directional resolution.
This design provides a complete intrabar participation map with structural pattern detection across every dimension of order flow that is reconstructable from OHLCV data.
How It Works
Footprint X-Ray evaluates price through a sequence of intrabar decomposition and pattern detection processes:
Lower Timeframe Selection : The indicator automatically selects the most appropriate lower timeframe based on the current chart timeframe, using one-second for seconds charts, one-minute for intraday, five-minute for daily, and sixty-minute for higher timeframes, or the manually configured timeframe when auto selection is disabled.
Row Size Calculation : The ATR over 200 bars multiplied by 0.1 and rounded to the minimum tick produces the row height, scaled automatically to the instrument's volatility. Manual row sizing overrides this when auto sizing is disabled.
Lower Timeframe Data Retrieval : OHLCV arrays for the lower timeframe are retrieved via security_lower_tf and CVD is calculated using TradingView's volume delta library, providing both intrabar participation data and bar-level delta for signal detection.
Row Initialization : The bar's price range is divided into rows of equal height, with the number of rows derived from the range divided by the row size.
Volume Allocation per Row : For each row, all lower timeframe bars are iterated. Each lower timeframe bar contributing to a row has its volume allocated proportionally based on the fraction of its range overlapping the row boundary. Bullish lower timeframe bars contribute to buy volume and bearish bars to sell volume.
Delta Ratio Calculation : Each row's delta ratio is calculated as buy volume minus sell volume divided by total volume, producing a normalized score from negative one to positive one that drives cell coloring.
POC Identification : The row with the maximum total volume is identified as the Point of Control, receiving a distinct highlight color and an optional midpoint line.
Stacked Imbalance Detection : Consecutive bullish dominant rows exceeding the configured threshold ratio are identified as bullish stacked imbalances. The same logic in reverse identifies bearish stacks. Qualifying rows receive highlighted border coloring.
Absorption Detection : The top rows of green bars are tested for sell dominance and the bottom rows of red bars are tested for buy dominance. When opposing flow exceeds the absorption threshold at an extreme, an absorption signal is generated at the bar's high or low.
Unfinished Business Zone Creation : The top row of each bar is tested for buy dominance above the UB threshold and the bottom row for sell dominance above the threshold. Qualifying extreme rows generate forward-projecting zone boxes that extend rightward until price revisits the zone midpoint.
Delta Divergence Detection : Price making a new high within the lookback window while bar delta is negative generates a bearish divergence signal. Price making a new low while bar delta is positive generates a bullish divergence signal.
Exhaustion Bar Detection : Bars with volume exceeding the SMA baseline multiplied by the volume multiplier and with absolute delta-to-volume ratio below the configured maximum qualify as exhaustion bars, indicating high participation without directional resolution.
Candle Overlay Rendering : An optional transparent candle overlay with wicks colored by bar delta direction provides directional context on top of the footprint cell display without obscuring the underlying participation data.
Together, these elements form a continuously updating intrabar participation map where cell coloring reveals per-level delta composition, structural pattern detection identifies institutional activity signatures, and forward-projecting zones maintain active auction completion references.
Interpretation
Footprint X-Ray should be interpreted as an intrabar order flow decomposition system with layered structural pattern detection:
Footprint Cells : Each colored box represents a price row within the bar. Green shading indicates buy-dominant flow at that level, red shading indicates sell-dominant flow, and color intensity reflects the magnitude of the imbalance. Neutral rows with balanced participation appear at intermediate opacity.
Cell Text (Delta %) : The percentage displayed in each cell represents the net delta ratio for that row, quantifying how one-sided participation was at each specific price level within the bar.
Cell Text (Volume) : When volume mode is selected, each cell displays the net volume (buy minus sell) at that price row, providing absolute rather than relative participation data.
Accent Lines : A bright horizontal line on the dominant edge of each row highlights the side with greater participation, providing a clean visual boundary that reinforces the directional reading of each cell without requiring the text to be read.
POC Row : The row with the highest total volume receives a distinct highlight and optional midpoint line, marking the price level with the greatest participation concentration within the bar and the most significant auction reference point.
Stacked Imbalance Borders : Rows identified as part of a consecutive dominant run receive highlighted border coloring in the imbalance direction, signaling aggressive institutional one-sided flow across multiple consecutive price levels within the bar.
Absorption Diamonds : Diamond markers below bars indicate bullish absorption where buyers dominated the bottom rows of a red bar, suggesting selling pressure was being absorbed by aggressive buyers. Diamonds above bars indicate bearish absorption where sellers dominated the top rows of a green bar.
Unfinished Business Zones : Forward-projecting shaded boxes from extreme rows where one side was entirely absent mark incomplete auctions. Bullish UB zones project from bars where buyers dominated the top row without seller response. Bearish UB zones project from bars where sellers dominated the bottom row without buyer response.
Delta Divergence Crosses : Cross markers below price on bullish divergences and above price on bearish divergences identify structural disagreement between price direction and bar delta, flagging hidden weakness at new highs and hidden strength at new lows.
Exhaustion Circles : Orange circles on bars with extreme volume but near-zero net delta mark contested bars where neither side achieved resolution despite heavy participation, indicating potential inflection points where the prior directional move may be losing conviction.
Delta Wicks : Optional candle overlay wicks colored by bar delta direction provide an immediate visual cue for whether net buying or net selling dominated the bar as a whole, complementing the per-row cell analysis.
Per-row delta composition, POC location, stacked imbalance presence, absorption signals, unfinished business zones, and exhaustion bars collectively provide more order flow intelligence than any element in isolation.
Signal Logic & Visual Cues
Footprint X-Ray presents five distinct signal types derived from intrabar participation analysis:
Absorption Signal : Diamond markers generated when extreme rows show opposing flow against the bar direction, identifying institutional absorption of aggressive flow at price extremes.
Delta Divergence Signal : Cross markers generated when price makes new highs or lows within the lookback window but bar delta contradicts the directional move, flagging structurally weak breakouts.
Exhaustion Bar Signal : Orange circles generated on bars with exceptional volume and near-zero net delta, identifying participation battles where neither side achieved dominance despite heavy activity.
Unfinished business zones provide continuous passive signal context by projecting forward from incomplete auction extremes until price returns to complete the participation sequence.
Alert generation covers bullish and bearish CVD flips, bullish and bearish absorption events, bullish and bearish delta divergence, and exhaustion bar detection for comprehensive systematic order flow monitoring.
Strategy Integration
Footprint X-Ray fits within institutional order flow and auction theory-based trading approaches:
POC Reaction Trading : Use POC rows as high-probability reference levels within each bar. The highest-volume row represents the price level most accepted by both buyers and sellers and frequently acts as intrabar support, resistance, or reversion anchor on subsequent price interaction.
Stacked Imbalance Directional Bias : Use stacked imbalance detection as a directional conviction signal within bars. Consecutive buy-dominant rows from low to high indicate sustained aggressive buying across multiple price levels, suggesting institutional accumulation rather than isolated speculative activity.
Absorption Reversal Framing : Use absorption signals as potential reversal triggers where aggressive flow is meeting organized opposing participation at extremes. Bullish absorption at the low of a red bar suggests buyers are defending price levels despite selling pressure, while bearish absorption at the high of a green bar suggests sellers are resisting upside extension.
Unfinished Business Zone Targets : Use UB zones as reversion targets for subsequent price action, monitoring whether price returns to complete the auction at levels where one side was previously absent. The completion of an unfinished auction typically involves a return to the zone followed by the missing side finally participating.
Divergence-Confirmed Entries : Use delta divergence signals as structural warning indicators rather than standalone entries, weighting them more heavily when they coincide with other confluence factors such as absorption or unfinished business zone proximity.
Exhaustion Bar Context : Treat exhaustion bars as inflection point alerts requiring subsequent bar confirmation rather than immediate entry triggers. High volume with near-zero delta indicates a contested equilibrium that will resolve directionally on the following bars.
Technical Implementation Details
Delta Source : TradingView volume delta library providing CVD series with automatic lower timeframe selection
Row Construction : ATR-fraction row sizing with lower timeframe price overlap-weighted volume allocation per row
Analysis Engine : Maximum volume POC identification, consecutive dominance run detection for stacked imbalances, and extreme row opposing flow testing for absorption
UB System : Array-managed forward-projecting zone boxes with midpoint revisit detection and automatic removal
Signal Detection : CVD-based delta divergence against lookback window highs and lows, volume SMA ratio combined with delta ratio for exhaustion classification
Visualization : Gradient-colored footprint cells with accent lines, POC highlighting, stacked imbalance borders, absorption and divergence markers, exhaustion circles, UB zones, and optional delta wick candle overlay
Performance Profile : Optimized with object count caps and array management for real-time execution across intraday and higher timeframes
Optimal Application Parameters
Timeframe Guidance:
1 - 5 min : Intrabar microstructure analysis for scalping with automatic one-minute lower timeframe providing high-resolution participation data within each chart bar
15 - 60 min : Session-level order flow decomposition for intraday trading with sufficient lower timeframe bar count per chart bar to produce meaningful row distributions
4H - Daily : Swing-level institutional footprint analysis with five-minute lower timeframe providing detailed participation mapping across larger price ranges
Suggested Baseline Configuration:
Auto Lower Timeframe : Enabled
Auto Row Size : Enabled
Cell Text : Delta %
Accent Lines : Enabled
Highlight POC Row : Enabled
Show Stacked Imbalances : Enabled
Min Consecutive Rows : 3
Dominance Threshold (SI) : 0.60
Show Absorption : Enabled
Show Unfinished Business : Enabled
Delta Divergence : Enabled
Exhaustion Bars : Enabled
Show Candle Overlay : Enabled
These suggested parameters should be used as a baseline; their effectiveness depends on the instrument's volume characteristics, typical bar range, and preferred signal sensitivity, so fine-tuning is expected for optimal performance.
Parameter Calibration Notes
Use the following adjustments to refine behavior without altering the core logic:
Too few rows per bar : Disable Auto Row Size and manually reduce the row size value to increase row count, producing a more granular footprint with finer price level resolution for the target instrument and timeframe combination.
Too many rows cluttering the display : Increase the manual row size or allow auto sizing to recalibrate. On higher timeframes with large bar ranges the automatic ATR fraction may produce excessive row counts that reduce readability.
Stacked imbalance signals too frequent : Increase the Min Consecutive Rows setting to require longer dominance runs before stacking is classified, or increase the Dominance Threshold toward 0.75 to demand stronger per-row directional conviction.
Absorption signals too frequent : Increase the Absorption Threshold toward 0.80 to require stronger opposing dominance at extremes before an absorption signal fires, filtering for only the most decisive institutional responses.
Too many unfinished business zones : Increase the UB Dominance Threshold toward 0.90 to restrict zone creation to only the most extreme single-sided bar extremes, reducing zone density on the chart.
Divergence signals firing too often : Increase the Divergence Lookback to require price to make a more significant new high or low before the divergence condition tests, reducing signal frequency to only the most structurally significant disagreements.
Exhaustion signals too frequent : Increase the Volume Multiplier to require a larger volume spike above the baseline before exhaustion classification, or decrease the Max Delta Ratio to require closer to zero net delta for a bar to qualify.
Adjustments should be incremental and evaluated across multiple session types rather than isolated market conditions.
Performance Characteristics
High Effectiveness:
Liquid instruments with consistent volume where lower timeframe bar allocation produces meaningful per-row participation distributions and reliable delta measurements
Intraday and session-level timeframes where sufficient lower timeframe bars exist within each chart bar to produce statistically representative row-level volume allocation
Order flow-based trading approaches where intrabar participation patterns provide entry confirmation or invalidation context that bar-level indicators cannot supply
Institutional activity monitoring where stacked imbalances and absorption patterns reveal aggressive positioning that precedes significant directional moves
Reduced Effectiveness:
Low-liquidity instruments where thin lower timeframe volume produces sparse row distributions with many empty cells and unreliable per-level delta ratios
Higher timeframes on instruments without lower timeframe data availability where security_lower_tf returns insufficient bars per chart bar for meaningful decomposition
Instruments without volume data, which the indicator detects and blocks with a runtime error
Extremely fast markets during news events where lower timeframe bars are so large relative to the chart bar range that overlap allocation produces distorted row distributions
Thin or extended-hours sessions where volume is too low to produce statistically meaningful per-row participation differences distinguishable from random distribution
Integration Guidelines
Confluence : Combine with BOSWaves structural tools, trend indicators, or momentum oscillators to validate footprint-derived signals with broader analytical context before acting on intrabar participation patterns
POC Context : Treat POC rows as the most significant intrabar reference levels. Subsequent price returning to a prior bar's POC is returning to its highest-participation level, which frequently acts as support, resistance, or magnetic reversion anchor.
Stacked Imbalance Direction : Use stacked imbalance direction as a short-term institutional bias indicator. Consecutive buy-dominant rows from low to high suggest aggressive accumulation that may continue on subsequent bars. Consecutive sell-dominant rows suggest distribution.
Unfinished Business Patience : Allow UB zones to be approached naturally rather than anticipating reactions immediately after formation. The auction completion process can take multiple bars and the zone should be monitored for participation behavior on arrival rather than treated as an automatic reversal level.
Exhaustion Confirmation Requirement : Never treat exhaustion bars as standalone entry triggers. The exhaustion condition identifies a contested state that requires subsequent directional resolution. Wait for the following bar to confirm which side won the participation battle before acting on the exhaustion signal.
Disclaimer
Footprint X-Ray is a professional-grade intrabar order flow decomposition and institutional activity detection tool. It uses lower timeframe volume allocation with per-row delta calculation but does not access true exchange-level bid and ask data. All participation measurements are reconstructed from OHLCV data and represent best-approximation estimates rather than actual order book information. Results depend on instrument liquidity, lower timeframe data availability, parameter selection, and disciplined execution. BOSWaves recommends deploying this indicator within a broader analytical framework that incorporates price structure, trend context, and comprehensive risk management. Indicador
Dual Log Regression Channels [BigBeluga]Dual Log Regression Channels is a highly advanced multi-timeframe mathematical modeling terminal engineered for TradingView. It maps, projects, and blends two independent logarithmic regression channels directly onto your asset layout screen to deliver an institutional-grade perspective on trend structure, market cycles, and structural volume distributions.
By separating price discovery parameters into a long-term Macro Channel and an execution-focused Short Term Channel, this tool effectively resolves the classic trader conflict of assessing structural trend directions while looking for immediate micro execution setups. Rather than treating market space as flat, standard geometric lines, this engine runs an advanced curve-fitting algorithm over your data to follow the exponential nature of capital expansion and distribution.
🔵 INTUITIVE SYSTEM ARCHITECTURE & ENGINE FEATURES
1. Logarithmic Regression Curve Optimization
Non-Linear Structural Tracking: Standard linear regression struggles with volatile crypto or high-growth equity trends over massive lookback structures. This script continuously converts incoming data matrices into mathematical log-space, computes a best-fit ordinary least squares (OLS) linear progression, and converts the output back into exponential value curves.
Dual Horizons Convergence Layer: Tracks an extensive trend anchor block (defaulting to 300 bars) simultaneously with a highly responsive, high-velocity swing lookback matrix (defaulting to 50 bars). This exposes localized micro contractions occurring right at major macro boundary extremes.
Visual Deviation Spacing Bands: Channels automatically map out distinct volatility boundaries based on real-time Standard Deviation multipliers. This defines predictable mathematical risk corridors where asset expansions typically exhaust and snap back toward the median baseline.
2. Predictive Channel Extension & Real-Time Trend Direction Arrows
Dynamic Origin Trend Arrows: The engine processes a dedicated directional diagnostic framework at the precise historical start (origin node) of each lookback channel. It generates sharp, high-visibility glyph trend arrows ( ⇗ for structural uptrends and ⇘ for structural downtrends). These arrows offer an instant, real-time assessment of the mathematically calculated baseline slope, entirely bypassing visual guesswork when channels run relatively flat.
Forward-Projected Space Models: When enabled, both the Macro and Short-Term structural bands project forward into the future chart space blank zone (e.g., 50 bars ahead for Macro, 20 bars for Short-Term). This lets you visually identify intercept locations and major trend crossroads long before price action arrives.
3. Adaptive Embedded Channel Volume Profiles (VP)
Integrated Block Volume Binning Matrix: Moving beyond basic fixed or visible range volume profiles, this module segments and collects transacted volume profiles exclusively inside the exact coordinate boundaries of each respective channel.
Dynamic Coordinate-Aligned Shading Bars: The volume profile rows scale and project outward utilizing advanced polyline geometry arrays, maintaining structural alignment with the slope of the moving channel boundaries.
Point of Control (POC) Trailing Baselines: Automatically tracks and renders a crisp, high-visibility solid horizontal baseline ( POC Line ) marking the exact price bin location that attracted the highest volume concentration throughout that lookback phase.
4. Volumetric Delta Tracking Panels
Buy vs. Sell Volume Accumulation Blocks: Aggregates total execution volume during the lookback period, classifying volume based on bar polarity.
Net Order Flow Delta Percentages: Computes and prints the precise net mathematical buying/selling pressure delta inside the channel. This reveals quiet accumulation behavior or hidden distribution trends directly alongside your spatial boundary drawings.
🔵 SYSTEMATIC EXECUTION STRATEGIES & RISK INTERPRETATION
Confluence Zone Intercept Trading: Look for setups where the Short Term Channel’s outer standard deviation boundaries align directly with the Macro Channel's major structural lines. When a high-velocity micro asset trend exhausts itself at a long-term macro floor or ceiling, it marks a highly efficient, asymmetric inflection zone for trend continuation entries or macro reversals.
Volume Profile POC Mean Reversion Matrix: The volume profile POC lines show where massive institutional blocks shifted hands inside that channel's lifespan. If the market stretches thin near an upper outer boundary but net volumetric volume indicators begin shifting toward seller control, look for a swift mean-reversion move down toward the high-liquidity POC baseline node.
Trend Acceleration vs. Overextended Breakouts: When an asset forces a candle close completely outside the projected log channel boundaries, it flags an exceptional shift in trend velocity. If the Volume Delta percentage prints an explosive spike in that direction, it supports a trend acceleration play. If volume is thin, it warns you of a predatory, overextended fakeout structure that is likely to snap back into the central channel values.
🔵 INTERFACE CONFIGURATION AND PARAMETERS
Lookback & Deviation Tuning Blocks: Customize historical calculation boundaries and volatility widths separately for both trend layers to match any asset class or time frame preference.
Volume Profile Customization: Control the precise resolution of the volume profile by adjusting row count bins and max bar widths to match your specific layout.
Clean Workspace Overrides: Toggle visibility filters to hide median baselines, remove raw background asset lines, or completely customize color theme hex codes to fit cleanly within your setup without causing visual clutter.
Transform your charting environment from basic straight lines into an exponential, volume-weighted structural map with the Dual Log Regression Channels terminal. Indicador
Order Flow Microstructure Engine# Order Flow Microstructure Engine
**Order Flow Microstructure Engine** condenses a full stack of order-flow and market-microstructure measures into a single decision: one confidence %, one tier, and one action with entry/stop levels — shown in an adaptive on-chart dashboard. It is built to answer one question on every bar: *are aggressive buyers or aggressive sellers in control, and how convinced should you be?*
This is not a bundle of unrelated indicators placed on one chart. Every component measures a **different facet of the same process** — the buy/sell auction happening inside each bar — and they are combined inside **one probabilistic model**. The reason for the mashup, and how the parts interact, is described below as the guidelines require.
**Why these components are combined (mashup justification)**
No single order-flow measure is reliable alone: raw delta misleads during absorption, CVD drifts, footprint imbalances appear in chop, and toxicity rises at both reversals and breakouts. Because these weaknesses are *partially independent*, fusing the measures correctly cancels noise that any one of them carries. The original element is **how** the fusion is done — not what is plotted.
**How it works (the pipeline)**
1. *Reconstruction.* Lower-timeframe sub-bars are pulled and each is classified buy/sell with a tick-rule cascade (after Lee & Ready). Where the data plan exposes native volume footprint, real bid/ask is used and aggregated into the same price bins. The dashboard always shows whether it is running on reconstructed (`RECON`) or native (`NATIVE`) data.
2. *Factors.* From that base it derives Aggressor Imbalance Ratio, Cumulative Volume Delta, footprint imbalances/POC, auction Value-Area efficiency (acceptance vs rejection), integrated multi-level Order-Flow Imbalance (depth-weighted), VPIN-style flow toxicity, Kyle's lambda price-impact/liquidity, a directional self-exciting (Hawkes) intensity, and a square-root-law absorption measure.
3. *Fusion (the original part).* Each factor is mapped to a probability and combined in Bayesian log-odds. Crucially, the flow-derived factors are **decorrelated before fusion** using an effective-sample-size (design-effect) shrinkage, so factors that are really the *same evidence* (AIR, delta, CVD, footprint, OFI) cannot inflate confidence just by agreeing. Structurally independent factors (auction efficiency, MOC, Hawkes, absorption, cross-instrument) enter at full weight. The posterior is then gated by multi-timeframe and multi-horizon consensus and damped by a regime-thrash (chop) penalty, producing one confidence → a 5-tier ladder → an action.
Without this combination you would get several conflicting opinions; the value is the **correlation-aware fusion** that turns them into one calibrated read.
**How to use it**
- Apply to a liquid instrument on an intraday timeframe (1m–1h). Defaults are tuned for index futures on 5-minute charts with 5-second sub-bars.
- Read the Compact dashboard top-down: ACTION + confidence %, Tier (position-size guidance), Entry/Stop, then CO-FIRE confluence, multi-timeframe and regime/stability. Switch "Table view mode" to Full for a complete factor-by-factor breakdown.
- On-chart triangles mark Tier-1/Tier-2 long/short signals across history; footprint boxes show the intrabar buy/sell distribution.
- For other markets: change the **Market preset** (group 01). Choose **CUSTOM** to set your own session, MOC window, footprint bin sizing and CVD reset — making it usable on any instrument in any market.
- The dashboard theme auto-adapts to a light or dark chart background.
**What makes it original**
Correlation-aware decorrelated Bayesian fusion of order-flow factors; a native-footprint seam that uses real bid/ask when available and transparently falls back to reconstruction; layered multi-horizon + multi-timeframe + cross-instrument confirmation on a microstructure base; and a regime-stability filter that penalizes only genuine directional reversals, not same-direction intensity changes.
**Honesty / limitations**
On most retail feeds, order flow here is reconstructed from lower-timeframe data via the tick rule (~75–80% trade-sign accuracy), not true exchange bid/ask, unless your plan provides native footprint data. The data source is shown in the dashboard. This is an analytic and educational tool, not financial advice and not a guarantee of results.
**Concept credits**
Lee & Ready (trade sign); Kyle (price impact / lambda); Easley, López de Prado & O'Hara (VPIN); Cont, Kukanov & Stoikov and Xu, Gould & Howison (OFI / multi-level OFI); Hawkes and Bacry–Muzy (self-exciting intensity); Almgren and Tóth–Bouchaud (square-root impact law); Kaufman (Efficiency-Ratio adaptation); Steidlmayer (Market Profile / Value Area); Kish (design effect). All Pine implementations are original re-derivations; no external script code is used.
**Disclaimer**
For research and educational purposes only. Nothing here is financial advice. Markets carry risk and past behaviour does not guarantee future results. Always do your own research and manage risk.
Indicador
Delta by Price (Delta Volume Profile)🔹 Introduction
This indicator, Delta by Price (Delta Volume Profile), takes the familiar concept of a volume profile and replaces raw traded volume with net directional volume (delta) at each price level. Instead of showing how much volume traded at a price, it shows which side was more aggressive at that price — buyers or sellers.
The idea is straightforward: if a price level absorbed significantly more aggressive buying than selling (or vice versa), that level likely represents a meaningful shift in who was in control of the auction at that point in the range.
One thing to be upfront about: true tick-by-tick delta isn't available to Pine scripts. This indicator approximates delta by pulling lower-timeframe bars within each higher-timeframe bar and classifying each LTF bar's volume as buy-side or sell-side based on whether it closed above or below its open. It's a proxy, not a recording of the actual order book — but it's the same proxy nearly all publicly available delta tools use, and it tends to track real aggressor flow reasonably well over meaningful sample sizes.
🔹 The Premise / Background Theory
🔸 Volume tells you "how much," delta tells you "who pushed"
A standard volume profile answers one question: how much volume traded at each price? It's useful for finding high-volume nodes (areas of acceptance) and low-volume nodes (areas of rejection), but it's directionally blind. A price level with 1,000 contracts could be 500 aggressive buys and 500 aggressive sells — pure equilibrium — or it could be 950 buys and 50 sells, meaning that level was overwhelmingly bought into.
Delta separates these two scenarios. A delta profile takes that same volume and splits it by aggressor side, then nets it. The result is a histogram that shows not just where volume concentrated, but which direction the pressure leaned at every price.
🔸 A concrete example
Assume price moves through a range from 5,000 to 5,010 over a session.
At the 5,002 level, three separate visits occur. On the first visit, an LTF bar closes higher than it opened with volume of 200 — classified as buy-side. On the second visit, another bar closes lower than it opened with volume of 150 — sell-side. On the third visit, a bar closes higher with volume of 300 — buy-side.
Net delta at 5,002 = +200 − 150 + 300 = +350.
Total volume at 5,002 = 200 + 150 + 300 = 650.
A standard volume profile would just show "650 contracts traded here." The delta profile shows +350 net buying — meaning roughly 54% more buy-side aggression than sell-side at that exact price. If you saw a level like this near the low of a range, it might suggest buyers stepped in there with conviction, not just that "a lot happened" there.
🔸 Why distribute delta across a bar's range instead of just its close
Each higher-timeframe bar has a high and a low, and the LTF bars that compose it trade across that entire range — not just at the close. This indicator takes each HTF bar's net delta and spreads it proportionally across every price bin the bar's high-to-low range touches.
This is an assumption, not a measurement. In reality, delta within a single bar isn't evenly distributed across its range — more of it likely occurred near where price spent the most time. But without LTF-by-LTF price-level tracking (which would be computationally heavy and hit Pine's lower-timeframe data limits quickly), even distribution across the bar's range is the most defensible simplification available. Wider bars contribute a thinner "smear" of delta per price bin; narrow bars concentrate their delta into fewer bins. Over a large enough sample, this tends to average out reasonably well.
🔹 How It Works
🔸 Profile Range: Session vs. Rolling Lookback
The indicator builds its profile from one of two data windows, selectable in settings.
Session mode mirrors how a session volume profile works — it resets at the start of each new session (defined by the session time input) and accumulates only the bars within that session. This is the natural choice if you want to see, for example, today's regular trading hours delta distribution reset cleanly each day, the same way you'd look at a daily session volume profile.
Rolling Lookback mode instead uses a fixed number of the most recent closed bars (configurable, default 200), regardless of session boundaries. This is useful for a continuously updating view of recent delta structure that isn't tied to calendar sessions — helpful for instruments or sessions that don't fit a clean daily reset (e.g. 24-hour futures markets).
There are limitations here worth noting. Session mode depends on the session time input matching how you actually think about your trading day. If you trade through multiple sessions (e.g. Asian, London, NY) and only select one as your "session," the profile will reset and rebuild only around that window — bars outside it are ignored entirely.
🔸 Number of Price Rows
This setting controls how finely the price range is divided into bins — effectively the "resolution" of the profile. A higher row count gives more granular price-level detail but spreads the available delta across more bins, making each individual bin's bar shorter and potentially noisier. A lower row count aggregates more price action into each bin, producing a smoother, more visually digestible profile but losing some precision about exactly where within a price cluster the delta concentrated.
This is a resolution-versus-noise tradeoff — there's no universally correct setting, and it's worth adjusting based on the instrument's typical range and tick size.
🔸 Extend Direction
The profile can be drawn extending to the right of the current bar (the default, useful when you want the profile visible without obscuring recent price action to the left) or to the left, anchored at the start of the lookback/session window — placing it where the data actually begins, similar to how some volume profile tools anchor to the left edge of the range being measured.
This is purely a visual/layout preference and doesn't change any underlying calculation — it only affects where the horizontal delta bars are drawn relative to price.
🔸 Point of Control (POC)
When enabled, a label marks the price bin with the highest total absolute volume (buy-side + sell-side combined, not net delta) — analogous to the POC on a standard volume profile. This identifies where the most total activity occurred, regardless of which direction it leaned. It's possible — and informative — for the POC bin to have a relatively small net delta despite high total volume, which would indicate that level saw heavy two-sided participation rather than one-sided conviction.
🔸 Custom Lower Timeframe
By default, the indicator automatically selects a lower timeframe for delta calculation based on your chart's timeframe (1-second charts use 1S, intraday charts use 1-minute, daily charts use 5-minute, and anything larger uses 60-minute). You can override this manually.
The tradeoff here is precision versus data availability. A finer LTF gives a more granular delta classification per HTF bar, but request.security_lower_tf() has practical limits on how many LTF bars it can return per HTF bar — on very large lookbacks with a very fine LTF relative to your chart timeframe, you may not get the full intrabar picture for older bars.
🔹 Closing Remarks
A delta-by-price profile doesn't tell you why buyers or sellers were more aggressive at a given level — only that they were, based on a reasonable proxy for aggressor classification. Large net-delta clusters don't guarantee future support or resistance. They're best treated as a layer of context: a way of seeing whether the volume that built a price level was directionally lopsided or balanced, which can complement (not replace) your read of structure, location, and broader order flow.
Used alongside the rest of your framework, it's another lens for asking the same underlying question every footprint-based approach asks: was this level built by conviction, or by indecision? Indicador
Orderflow Imbalance Pressure [JOAT]Orderflow Imbalance Pressure
Introduction
Orderflow Imbalance Pressure is an open-source indicator that estimates the imbalance between buying and selling pressure on each bar without access to real bid-ask data, derives a Z-score normalized delta oscillator from that estimate, tracks cumulative delta over the session, and detects structural divergences between price extremes and delta behavior at confirmed pivot points.
The core analytical insight is that when price reaches a new high while the cumulative buying pressure behind it is declining, the move is potentially unsupported — buyers are diminishing while the market is being pushed to new levels. Conversely, price making new lows while selling pressure contracts suggests exhaustion rather than conviction. These divergences are objectively measurable and provide leading context that price action alone does not.
Core Concepts
1. Delta Estimation from OHLC
True tick-level delta (bid volume minus ask volume) requires raw tick data. This indicator estimates it from bar data using the classic candle ratio method: buying pressure is proportional to how close the close is to the high, and selling pressure to how close it is to the low:
float buyVol = rng > 0.0 ? volume * (close - low) / rng : volume * 0.5
float sellVol = rng > 0.0 ? volume * (high - close) / rng : volume * 0.5
float delta = buyVol - sellVol
This is an approximation — not a substitute for real order flow data — but provides a directionally useful signal on instruments where tick data is unavailable.
2. Delta Z-Score Normalization
Raw delta varies in scale across instruments and volume conditions. The indicator normalizes delta by computing a rolling Z-score: the delta minus its period mean, divided by its period standard deviation. This produces a dimensionless oscillator centered at zero:
float deltaZ = deltaStd > 0.0 ? (delta - deltaMA) / deltaStd : 0.0
Extreme Z-score readings above +1.5 or below -1.5 indicate statistically significant delta imbalances relative to recent history.
3. Cumulative Delta
Delta values are accumulated across the session to track the net buying or selling bias since session open. The cumulative delta line is scaled and overlaid on the histogram for context. Session resets are configurable (None, Session, or Manual). The cumulative delta often reveals sustained institutional bias that individual bar delta obscures.
4. Imbalance Threshold Markers
When the delta ratio (delta divided by total volume) exceeds a configurable threshold (default 0.6 = 60% of volume in one direction), the bar is classified as an extreme imbalance. Triangle markers appear at these bars and the background is lightly tinted. Extreme imbalance bars often mark exhaustion points or momentum bursts.
5. Pivot-Confirmed Divergence Detection
Divergences are detected using confirmed structural pivots rather than rolling high/low lookbacks. A bullish divergence requires a confirmed pivot low that is lower than the prior confirmed pivot low, while the cumulative delta at that pivot is higher than at the prior one. This fires a signal only at genuine structural turning points — typically 5–10 signals per extended chart rather than hundreds:
if not na(pivotLow)
float dAtPivot = cumDelta
if pivotLow < lastPivLow and dAtPivot > lastPivLowDelta
bullDiv := true
Features
OHLC-based delta estimation: Buy and sell volume proxy from candle structure
Z-score normalized oscillator: Delta normalized by rolling mean and standard deviation
Gradient histogram: Bars colored by delta direction and magnitude intensity
Cumulative delta overlay: Net session delta as a scaled line on the oscillator
Session reset modes: None, Session boundary, or Manual reset options
Extreme imbalance markers: Triangle shapes at bars exceeding the delta ratio threshold
Pivot-confirmed divergences: Bull and bear divergences fired only at structural pivot points
Dashboard: Current delta, bias, buy volume, sell volume, cumulative delta, and Z-score
Six alert conditions: Bull/bear imbalance, bull/bear divergence, delta surge bull/bear
Input Parameters
Delta Engine:
Delta Smoothing EMA: Smoothing for delta oscillator line (default: 3)
Delta Normalization Length: Z-score rolling window (default: 20)
Imbalance Threshold: Delta ratio required for extreme marker (default: 0.6)
Cumulative Delta:
Show Cumulative Delta toggle
Reset Mode: None, Session, or Manual (default: Session)
Cumulative EMA Smooth: Smoothing for cumulative line (default: 5)
Signal Settings:
Delta Divergence Signal toggle
Divergence Lookback: Base period for pivot divergence detection (default: 20)
How to Use This Indicator
Step 1: Read the Delta Bias
Check the dashboard's Bias row. BUYING PRESSURE, SELLING PRESSURE, or BALANCED reflects the current delta ratio. Use this to understand whether the current bar's volume is dominated by buyers or sellers.
Step 2: Watch the Cumulative Delta Trend
A rising cumulative delta line during a price advance confirms the move is volume-supported. Declining cumulative delta during a price advance is a warning sign that buyers are weakening.
Step 3: Act on Divergence Signals
When a DIV label appears (bullish or bearish), a confirmed structural pivot has formed with a diverging cumulative delta. This is the primary signal output of the indicator — use it to anticipate potential turning points in price.
Step 4: Note Extreme Imbalance Bars
The triangle markers at extreme imbalance bars often coincide with momentum exhaustion (after a sustained run) or momentum ignition (at a breakout). Context determines which interpretation applies.
Indicator Limitations
OHLC delta estimation is a proxy; it does not capture true bid-ask imbalance and will systematically differ from actual order flow data
On instruments with wide spreads or gaps, the candle ratio delta estimation becomes less reliable
Divergences in strong trends often resolve with further trend continuation before the divergence is acted upon
Cumulative delta resets at session boundaries, so intraday and multi-day comparisons require switching reset modes
Originality Statement
The combination of OHLC delta estimation, Z-score normalization, cumulative session delta with configurable resets, and pivot-confirmed divergence detection — requiring structural pivot confirmation rather than rolling lookback extremes — in a single publication is the original contribution. The pivot-gated divergence detection specifically prevents the signal spam common in delta divergence tools that use rolling high/low comparisons.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice. Delta estimation from OHLC data is an approximation. All signals are based on historical data and do not guarantee future results. Trading involves substantial risk of loss.
-Made with passion by jackofalltrades
Indicador
HTF Candle Footprint [Cartel Console]# HTF Candle Footprint
HTF Candle Footprint is a higher-timeframe volume and delta visualization tool designed to help traders analyze the internal composition of a selected higher-timeframe candle directly on the chart.
The indicator reconstructs a footprint-style profile inside a dynamically generated higher-timeframe candle, allowing users to examine how volume and directional pressure were distributed throughout the candle's range. By combining volume distribution, delta estimation, Point of Control (POC), and higher-timeframe candle structure into a single visualization, traders can gain additional context about market participation and price acceptance within significant trading periods.
Unlike traditional volume profiles that focus on extended historical ranges, this indicator concentrates on the currently developing or recently completed higher-timeframe candle. This approach enables users to study how volume accumulates across price levels while simultaneously monitoring the relationship between bullish and bearish activity inside the candle body.
### Key Features
• Higher-Timeframe Candle Reconstruction
Displays a custom-rendered higher-timeframe candle directly on the chart, including body and wick structure.
• Integrated Footprint Visualization
Shows estimated buying and selling pressure across individual price levels within the selected higher-timeframe range.
• Volume Distribution Profile
Builds a horizontal volume profile that highlights where the greatest amount of trading activity occurred during the analyzed period.
• Delta-Based Pressure Analysis
Calculates directional volume estimates and displays positive and negative pressure zones using color-coded footprint cells.
• Point of Control (POC) Detection
Automatically identifies and plots the highest-volume price level within the profile.
• Dynamic High and Low Levels
Marks the extreme boundaries of the analyzed higher-timeframe candle for additional market structure reference.
• Real-Time Higher-Timeframe Bias Dashboard
Provides a compact dashboard showing the current directional bias of the selected higher-timeframe candle.
• Multi-Timeframe Support
Analyze volume and pressure behavior across Hourly, 4-Hour, Daily, Weekly, and Monthly structures.
### How Traders Use It
Many traders use higher-timeframe candles as key reference points for trend analysis, support and resistance identification, liquidity observations, and contextual decision-making. HTF Candle Footprint enhances this process by exposing the internal volume distribution of those candles.
Potential use cases include:
• Identifying high-participation price zones
• Observing areas of price acceptance and rejection
• Comparing volume concentration against candle structure
• Locating potential reaction levels around the Point of Control
• Studying directional pressure within higher-timeframe ranges
• Adding additional context to multi-timeframe analysis workflows
### Notes
This indicator uses volume-based calculations and visual approximations derived from chart data. The displayed footprint and delta values are analytical tools intended to provide additional market context and should not be interpreted as financial advice or guaranteed trading signals.
HTF Candle Footprint is designed as a visual analysis aid and can be used alongside existing price action, volume, market structure, and risk management methodologies.
Indicador
Smart Market Dashboard PRO Gap Trader EditionA comprehensive intraday dashboard designed specifically for Borsa Istanbul (BIST) equity traders. This indicator focuses on opening gap analysis, combining volume, delta, and price action to help traders make informed decisions at market open.
Key Features:
Gap Detection & Classification – Automatically identifies and labels opening gaps (Full Gap Up/Down, Partial Gap Up/Down) with configurable minimum gap % threshold
Volume & Delta Analysis – Displays real-time cumulative delta, buy/sell volume ratio, and VWAP deviation
Multi-Timeframe Data – Fetches previous day’s OHLCV data to calculate gap reference levels accurately
Visual Dashboard – A clean on-chart table showing key metrics: gap size, volume trend, delta direction, and gap fill probability
Smart Alerts – Configurable alerts for gap setups, gap fill events, and volume anomalies
How It Works:
Gap levels are calculated using End-of-Day (previous session close) as the reference price
All calculations are based on confirmed bar data (barmerge.lookahead_off) to prevent repainting on historical bars
Recommended Usage:
Timeframe: 1–15 minute charts
Market: BIST stocks (optimized for Turkish market open at 10:00 AM)
Works best during the first 30–60 minutes of the trading session
Disclaimer: This indicator is for educational and informational purposes only. It does not constitute financial advice. Always manage your risk accordingly.
Note: As with all intraday indicators, values may update within the current live bar until it closes Indicador
Indicador
Volume Delta ProfileVolume Delta Profile
The Volume Delta Profile is an overlay indicator that builds a horizontal volume delta distribution directly on the price chart, similar to a Market Profile or Volume Profile but using net delta (buying pressure minus selling pressure) as the core metric instead of raw traded volume.
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WHAT IS VOLUME DELTA?
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Volume delta measures the difference between aggressive buying volume (market buy orders hitting the ask) and aggressive selling volume (market sell orders hitting the bid) within a given candle. A positive delta means buyers were more aggressive during that candle. A negative delta means sellers were more aggressive.
This indicator uses TradingView's native ta.requestVolumeDelta() function, which reconstructs delta by scanning a lower timeframe (automatically selected or manually configured) to approximate the split between up-volume and down-volume for each candle.
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HOW IT WORKS
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The indicator scans a configurable number of historical bars (default: 500) and for each bar assigns its volume delta to a price level based on the closing price of that bar. Price levels are divided into equally spaced buckets across the high-to-low range of the lookback period.
Positive delta (net buying) accumulates in the bullish bucket of that price level.
Negative delta (net selling) accumulates in the bearish bucket of that price level.
The result is a horizontal bar chart displayed to the right of the last candle, where each row represents a price level and the width of the bar represents the total delta activity at that level. The color of each bar reflects which side dominated:
• Teal bars → net buying pressure dominated at that price level
• Pink/red bars → net selling pressure dominated at that price level
The Point of Control (POC) is marked as a solid horizontal line extending 50 bars to the left, highlighting the price level where the highest total delta activity occurred across the entire lookback period.
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COMPONENTS
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1. Delta Profile (horizontal bars)
A visual distribution of accumulated volume delta across price levels. Each bar's width is proportional to the total delta activity at that level relative to the most active level. Bars are color-coded by dominant side (buyers vs sellers).
2. Point of Control (POC)
The price level with the highest total delta activity in the lookback window. Displayed as a solid horizontal line extending 50 bars to the left of the current bar. This is the price where the most aggressive order flow occurred — institutional interest tends to concentrate here.
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SETTINGS
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• Lookback bars (default 500): Number of historical candles to include in the profile. More bars give a broader context; fewer bars focus on recent activity.
• Bar width (default 20): Visual width in pixels of the widest bar in the profile. Adjust for chart readability.
• Price levels (default 50): Number of horizontal buckets the price range is divided into. More levels give finer granularity; fewer levels give a smoother, broader view.
• Positive delta color (default teal): Color for price levels where buying pressure dominated.
• Negative delta color (default pink): Color for price levels where selling pressure dominated.
• POC color (default black): Color of the Point of Control line.
• Profile offset (default 10): Horizontal distance in bars between the last candle and the left edge of the profile. Increase to avoid overlap with live price action.
• Custom timeframe: Override the automatic lower timeframe used for delta reconstruction. Higher timeframes load more history but reduce precision.
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HOW TO INTERPRET IT
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DOMINANT COLOR ZONES
Large teal zones indicate price areas where institutional buyers were consistently aggressive. These levels tend to act as support — if price returns to them, buyers are likely to defend the level. Large pink zones indicate areas of consistent selling aggression, which tend to act as resistance or liquidity targets for short-side participants.
PROFILE SHAPE
A profile with a clear peak (narrow, tall distribution) suggests price spent most of its time and order flow at a specific level — strong agreement on value. A wide, flat profile suggests price moved across a broad range without clear absorption at any single level.
POINT OF CONTROL (POC)
The POC is the single most important level in the profile. It represents where the maximum institutional order flow occurred. Price has a strong tendency to gravitate back toward the POC after extended moves away from it, making it a high-probability mean-reversion target. It also acts as a decisive level: a clean break and hold above a teal POC confirms bullish institutional commitment; a rejection at a pink POC confirms continued distribution.
DIVERGENCE BETWEEN COLOR AND PRICE MOVEMENT
If price fell sharply through a level but the profile shows teal (net buying) at that level, it suggests absorption — institutions were buying the selling pressure. This is often a precursor to a reversal. Conversely, if price rose through a level but the profile shows pink, distribution was occurring into the rally.
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HOW TO USE IT
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1. IDENTIFY THE VALUE AREA
Look for the widest bars in the profile — these are the price levels with the most delta activity. The market considers these levels "fair value." Price tends to spend more time here and frequently returns to these zones after deviation.
2. USE THE POC AS A MAGNET
If price is trading significantly above or below the POC, there is a structural tendency to return to it. The POC acts as a mean-reversion target, especially in range-bound or post-impulse conditions.
3. READ THE COLOR FOR BIAS
Before entering a trade, check the delta color at the relevant support or resistance level. A teal zone below current price strengthens a long bias — institutions were buying there. A pink zone above current price strengthens a short bias — institutions were selling there.
4. SPOT ABSORPTION
Large teal bars at price lows or large pink bars at price highs are signs of institutional absorption. These are the exact footprints of Wyckoff accumulation and distribution phases — smart money absorbing retail order flow before the next directional move.
5. COMBINE WITH STRUCTURE
Use this indicator alongside your market structure analysis. A key structural level (support, resistance, order block) that coincides with a high-delta POC or dominant color zone has significantly higher probability of holding or acting as a reversal point.
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NOTES
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• Delta data requires a data provider that supplies volume. The indicator will throw a runtime error if volume data is unavailable for the selected symbol.
• The profile updates on bar close and on the last real-time bar to keep the display current without excessive recalculation.
• Works on any timeframe and any instrument with volume data: forex, indices, crypto, commodities, equities.
• For best results on higher timeframes (daily, weekly), enable the custom timeframe option and select a higher sub-timeframe (e.g., "60") to ensure sufficient historical delta data is available.
Indicador
Indicador
Order Book Ultimate# order book ultimate — synthetic depth, flow pressure and wall map
order book ultimate is a synthetic order book and market pressure tool for traders who want a visual way to study possible bid walls, ask walls, liquidity pressure, absorption, sweeps, imbalance and short-term directional bias.
this script does not read real exchange level 2 data, broker depth of market, or live limit order book data. it builds a synthetic depth model from chart price action, volume, volatility, round-number behavior, intrabar flow when available, and recent reactions around price levels. the goal is to help traders visualize where pressure may be building, where price may react, and when a setup has enough agreement between multiple conditions to deserve attention.
the script is designed as a decision-support tool, not as an automatic trading system. it should be used with market structure, risk management, and personal validation.
---
## what this script does
order book ultimate combines several components into one workflow:
* synthetic bid and ask depth levels around current price
* estimated bid/ask pressure using volume and candle position
* optional lower-timeframe intrabar flow analysis
* wall detection and wall stability tracking
* historical liquidity memory zones
* absorption detection near bid or ask walls
* bullish and bearish sweep detection
* pro score and confidence score
* market regime filter
* visual long and short setup markers
* visual stats for signal follow-up
* compact, full and debug dashboard modes
* alerts for stable walls, imbalance, setups, absorption, sweeps and invalidation
the main idea is to avoid reading one signal alone. the script looks for agreement between pressure, depth imbalance, wall strength, trend, obv flow, absorption, sweeps and market regime.
---
## important note about the order book model
this is a synthetic order book model.
it does not show the real resting orders from an exchange. instead, it estimates possible liquidity concentration by using:
* atr-based spacing
* recent volume
* candle rejection behavior
* round-number magnetism
* intrabar buy/sell pressure when available
* historical reactions around price
* volatility and market regime adjustments
because of this, the script should be treated as a market pressure map, not as real dom or level 2 data.
---
# engine modes
## engine mode
this setting controls how the script measures market pressure.
### classic synthetic
uses the current chart candles only. it estimates buy and sell pressure from candle position, volume, delta approximation and recent flow.
best for:
* higher timeframes
* symbols where lower-timeframe data is not needed
* cleaner and lighter calculations
### intrabar flow
uses lower-timeframe candles inside the current candle to estimate pressure more closely.
best for:
* scalping
* intraday trading
* checking whether the current candle has strong internal buying or selling pressure
### hybrid pro
combines classic synthetic pressure with lower-timeframe intrabar flow. this is the default balanced mode.
best for:
* most traders
* 5m, 15m, 30m and 1h charts
* users who want both stable context and intrabar sensitivity
---
## lower timeframe
this is the lower timeframe used by the intrabar flow engine.
example:
* if your chart is 15m and lower timeframe is 1m, the script studies the 1m candles inside each 15m candle.
* if your chart is 5m and lower timeframe is 1m, it studies the 1m movement inside each 5m candle.
beginner tip:
use 1m for scalping and 3m or 5m for smoother intraday reading.
---
## intrabar weight in hybrid
this controls how much the hybrid engine trusts lower-timeframe flow.
* 0.00 means almost no intrabar influence.
* 0.55 gives a balanced mix.
* 1.00 gives maximum intrabar influence.
beginner tip:
keep it near 0.50 to 0.60 for a balanced setup. raise it only if you want more reactive signals.
---
## use confirmed bars for signals
when enabled, signals only confirm after the candle closes.
this helps reduce noisy live-bar signals. when disabled, signals can appear during the current candle, but they may change before the candle closes.
beginner tip:
keep this enabled if you want cleaner signals.
---
# synthetic depth engine
## levels per side
this controls how many synthetic bid levels and ask levels are calculated around price.
* lower values make the display simpler.
* higher values create a wider synthetic depth map.
beginner tip:
15 is a good balanced setting.
---
## level spacing x atr
this controls the spacing between synthetic levels using atr.
* lower values place levels closer to current price.
* higher values spread them farther away.
beginner tip:
use lower values for scalping and higher values for swing trading.
---
## volume lookback
this sets how many candles are used to build the average volume baseline.
* shorter lookback reacts faster.
* longer lookback is smoother.
beginner tip:
100 is a balanced value for most intraday charts.
---
## refresh rate
this controls how often the synthetic depth levels refresh.
* 1 refreshes every bar.
* higher values refresh less often.
beginner tip:
keep it at 1 for active trading.
---
## depth multiplier
this increases or decreases the strength of the synthetic depth zones.
* higher values create stronger wall readings.
* lower values make the script more conservative.
beginner tip:
2.0 is a balanced default.
---
## depth decay sigma
this controls how quickly synthetic liquidity fades as price levels move farther from current price.
* lower values focus more on nearby levels.
* higher values include farther levels.
beginner tip:
use lower values for scalping and higher values for wider market context.
---
## liquidity memory bars
this tells the script how far back it should remember recent reactions around price levels.
* lower values focus on recent reactions.
* higher values keep more market memory.
beginner tip:
40 is a good starting point.
---
# round number engine
## round number magnetism
this increases the importance of round prices.
markets often react near round numbers because many traders place orders around them. this setting makes the synthetic depth engine give more weight to those areas.
beginner tip:
use higher values on indices and crypto, and lower values on forex if the levels feel too wide.
---
## auto round step
when enabled, the script automatically chooses a round-number step based on the symbol price.
beginner tip:
keep this enabled unless you know exactly which round levels you want to use.
---
## manual round step
this is used only when auto round step is disabled.
example:
* 100 for major crypto round zones
* 10 for some indices
* 1 or 0.5 for stocks depending on price
beginner tip:
leave it at 0.0 when auto round step is enabled.
---
## round zone width %
this controls how close price must be to a round level before the round-number magnet effect becomes important.
* lower values are stricter.
* higher values allow wider round-number zones.
beginner tip:
1.5 is a balanced default.
---
# flow / pressure engine
## delta length
this controls how many candles are used to estimate delta pressure.
* shorter length reacts faster.
* longer length is smoother.
beginner tip:
20 works well for general intraday use.
---
## obv ma length
this is the moving average length used for obv flow.
if obv is above its moving average, the script reads flow as more bullish. if it is below, flow is more bearish.
beginner tip:
20 is a good default.
---
## pressure smoothing
this smooths the pressure reading.
* low values react faster.
* high values reduce noise.
beginner tip:
5 is a balanced value.
---
# wall stability / memory
## wall stable bars
this controls how many bars a wall must remain active before it is considered stable.
* lower values confirm faster.
* higher values require more persistence.
beginner tip:
3 is a good starting point.
---
## same wall zone x tick
this controls how close a new wall must be to the previous wall to be treated as the same wall.
* lower values separate walls more strictly.
* higher values merge nearby walls more easily.
beginner tip:
3.0 is balanced.
---
## max historical zones
this controls how many historical wall zones are kept in memory.
beginner tip:
12 keeps the chart useful without too much clutter.
---
## historical merge x tick
this controls how close historical zones must be to merge together.
* lower values create more separate zones.
* higher values combine nearby levels.
beginner tip:
6.0 is a balanced default.
---
## historical strength decay
this controls how slowly old historical zones lose strength.
* 1.0 means they do not decay.
* lower values make old zones fade faster.
beginner tip:
0.985 keeps useful memory while still allowing old zones to fade.
---
# absorption / sweep / filters
## anti-noise confirmation
when enabled, the script requires extra filters before confirming long or short setups.
it checks for enough volume, pressure agreement, stable walls, absorption or sweep context, and avoids low-liquidity conditions.
beginner tip:
keep this enabled for cleaner signals.
---
## min volume x avg
this is the minimum volume required compared to average volume.
example:
0.90 means current volume should be at least 90% of average volume.
beginner tip:
raise it if you want fewer but stronger signals.
---
## absorption volume x avg
this controls how much volume is required to detect absorption.
absorption means price touches or pushes into a wall area, but the candle shows rejection instead of clean continuation.
beginner tip:
1.20 is balanced. raise it for stricter absorption signals.
---
## absorption zone x atr
this controls how close price must be to a wall for absorption detection.
* lower values require price to be very close to the wall.
* higher values allow a wider absorption area.
beginner tip:
0.18 works well for many intraday charts.
---
## sweep zone x atr
this controls how far price must move beyond a wall before a sweep can be detected.
a bullish sweep happens when price moves below a bid wall or historical bid zone and then closes back above it.
a bearish sweep happens when price moves above an ask wall or historical ask zone and then closes back below it.
beginner tip:
0.10 is a good starting value.
---
## exhaustion rsi high
this level is used to warn when a long setup may be overextended.
if a long setup appears while rsi is very high and the candle shows rejection, the setup can be marked as exhausted.
beginner tip:
72 is a balanced default.
---
## exhaustion rsi low
this level is used to warn when a short setup may be overextended.
if a short setup appears while rsi is very low and the candle shows rejection, the setup can be marked as exhausted.
beginner tip:
28 is a balanced default.
---
# regime / asset calibration
## asset profile
this adjusts the behavior of the script for different markets.
available profiles:
* auto
* crypto
* forex
* index
* stock
* futures
* generic
auto reads the symbol type and applies a matching profile.
beginner tip:
use auto first. switch manually only if the script feels too sensitive or too slow on your market.
---
## auto-calibrate thresholds
when enabled, the script adjusts wall strength, round-number behavior and memory based on the selected asset profile.
beginner tip:
keep this enabled.
---
## adx length
this controls the adx calculation used to identify trending or ranging conditions.
beginner tip:
14 is a standard value.
---
## volatility baseline
this controls the baseline used to compare current volatility with normal volatility.
* lower values react faster.
* higher values are smoother.
beginner tip:
100 is a balanced setting.
---
# spread / range proxy
## spread display
this chooses how the script estimates spread or micro-range conditions.
### adaptive proxy
uses an adaptive estimate based on recent range.
### bar range
uses the full current candle range.
### atr micro
uses a small atr-based estimate.
beginner tip:
use adaptive proxy for most markets.
---
## adaptive spread factor
this controls the size of the adaptive spread proxy.
beginner tip:
0.05 is a balanced default. raise it if the spread reading looks too small.
---
# visual / panel
## show panel
shows or hides the dashboard.
the panel displays score, confidence, regime, bid/ask depth, pressure, wall state, absorption, sweeps, visual stats and more depending on the selected panel mode.
---
## panel mode
### compact
shows only the most important information.
best for:
* small screens
* clean charting
* quick decision making
### full
shows the complete dashboard.
best for:
* normal trading use
* studying pressure, walls, volume and flow
### debug
shows additional internal values.
best for:
* testing settings
* understanding how the engine is reacting
* advanced users
---
## panel position
chooses where the dashboard appears on the chart.
options:
* top right
* top left
* bottom right
* bottom left
---
## show best wall zones
when enabled, the script draws the strongest stable bid and ask wall zones on the chart.
bid wall zones appear below price and can act as possible support areas.
ask wall zones appear above price and can act as possible resistance areas.
---
## show signal markers
when enabled, the script plots markers for:
* long setup
* short setup
* bid absorption
* ask absorption
* bullish sweep
* bearish sweep
* invalidation
---
## wall zone forward bars
this controls how far the wall zone boxes extend into the future.
beginner tip:
30 is a good value for intraday charts.
---
## panel bg
sets the dashboard background color.
---
## bid color
sets the color used for bullish or bid-side elements.
---
## ask color
sets the color used for bearish or ask-side elements.
---
## neutral color
sets the color used for neutral readings.
---
## accent color
sets the color used for highlights and active dashboard elements.
---
## warning color
sets the color used for warnings, exhaustion and invalidation.
---
# alerts / scoring
## wall threshold x avg
this controls how strong a wall must be compared to the average depth before it is considered important.
* lower values create more wall signals.
* higher values require stronger walls.
beginner tip:
2.0 is a balanced default.
---
## imbalance threshold
this controls how strong the bid/ask imbalance must be before the script labels the market as bid heavy or ask heavy.
beginner tip:
1.6 is a good starting point.
---
## long bias score
this is the score level required for a long bias.
example:
70 means the pro score must reach 70 or higher before a long setup can be confirmed.
---
## short bias score
this is the score level required for a short bias.
example:
30 means the pro score must fall to 30 or lower before a short setup can be confirmed.
---
## min confidence
this is the minimum agreement score needed before the script confirms a setup.
confidence is based on agreement between pressure, imbalance, wall direction, trend, obv, intrabar quality, absorption, sweeps and regime.
beginner tip:
55 is a balanced default. raise it for stricter signals.
---
# visual backtest stats
## enable visual stats
when enabled, the script tracks basic visual follow-up stats after confirmed signals.
this is not a full strategy backtest. it is a visual stats module that checks whether a signal reaches an atr-based target or invalidation level within a chosen number of bars.
---
## target x atr
this controls the target distance used by visual stats.
example:
0.75 means the target is 0.75 atr from the signal price.
---
## invalidation x atr
this controls the invalidation distance used by visual stats.
example:
0.55 means the invalidation level is 0.55 atr from the signal price.
---
## max bars in signal
this controls how long the visual stats module gives a signal to reach target or invalidation.
if neither target nor invalidation is reached before this number of bars, the signal is closed by time.
---
# dashboard guide
## score
the score ranges from 0 to 100.
* above the long bias score: long bias
* below the short bias score: short bias
* between both levels: neutral
the score is built from pressure, imbalance, wall strength, trend, obv, rsi, absorption, sweep and regime.
---
## confidence
confidence measures how much agreement exists between the engine components.
a high score with low confidence should be treated carefully. a high score with strong confidence is cleaner.
---
## regime
the regime label describes the current market environment.
possible states include:
* high vol
* low liq
* breakout
* trending
* ranging
* balanced
beginner tip:
avoid forcing trades in low-liquidity conditions.
---
## bid / ask
this shows the estimated synthetic bid depth and ask depth.
if bid depth is much stronger than ask depth, the market may be bid heavy.
if ask depth is much stronger than bid depth, the market may be ask heavy.
---
## pressure
this shows whether buying or selling pressure is dominant.
pressure is not a signal by itself. it should agree with walls, imbalance and confidence.
---
## walls
this shows whether bid and ask walls are:
* none
* weak
* building
* holding
a holding wall is more important than a fresh or weak wall.
---
## abs / sweep
this shows whether absorption or a sweep is currently detected.
absorption can show rejection at a wall.
a sweep can show liquidity being taken before price returns.
---
## bt stats
this shows the visual stats result of recent confirmed signals.
it should be used for observation, not as proof of future performance.
---
# chart markers
## l marker
a long setup marker appears when the script confirms long bias conditions, confidence is high enough, and the noise filter allows the signal.
---
## s marker
a short setup marker appears when the script confirms short bias conditions, confidence is high enough, and the noise filter allows the signal.
---
## abs marker
an absorption marker appears when price interacts with a wall area with strong volume and rejection.
bid absorption appears below price.
ask absorption appears above price.
---
## sw marker
a sweep marker appears when price raids a wall or historical liquidity zone and then closes back through it.
bullish sweep appears below price.
bearish sweep appears above price.
---
## x marker
an invalidation marker appears when a setup is invalidated by price moving beyond the relevant wall area.
---
# available alerts
the script includes alerts for:
* stable synthetic bid wall
* stable synthetic ask wall
* bid heavy imbalance
* ask heavy imbalance
* long setup confirmed
* short setup confirmed
* bid absorption
* ask absorption
* bullish sweep
* bearish sweep
* setup invalidated
beginner tip:
start with only a few alerts. for example:
* stable bid wall
* stable ask wall
* long setup confirmed
* short setup confirmed
* bullish sweep
* bearish sweep
too many alerts can make the workflow noisy.
---
# beginner tutorial
## step 1 — choose the correct engine mode
start with hybrid pro.
hybrid pro is the most balanced mode because it combines classic chart pressure with lower-timeframe flow.
use classic synthetic if you want a smoother reading.
use intrabar flow if you want maximum short-term sensitivity.
---
## step 2 — choose the lower timeframe
for a 15m chart, start with 1m or 3m.
for a 5m chart, start with 1m.
for a 1h chart, try 5m or 15m.
if the script feels too reactive, use a higher lower-timeframe setting or lower the intrabar weight.
---
## step 3 — read the panel first
before looking at markers, read the panel:
1. check the market regime.
2. check the score.
3. check confidence.
4. check bid/ask imbalance.
5. check pressure.
6. check wall state.
7. check absorption or sweep.
do not take a marker if the panel does not make sense.
---
## step 4 — use walls as zones, not exact entries
a stable bid wall can act as a possible support area.
a stable ask wall can act as a possible resistance area.
price may react around the zone, not exactly at one tick.
---
## step 5 — wait for context
a better long idea usually has:
* stable bid wall
* bid-heavy or improving depth
* positive pressure
* bullish sweep or bid absorption
* score above the long bias level
* confidence above the minimum
a better short idea usually has:
* stable ask wall
* ask-heavy or weakening bid depth
* negative pressure
* bearish sweep or ask absorption
* score below the short bias level
* confidence above the minimum
---
# example use cases
## example 1 — bullish wall reaction
price moves down into a stable bid wall.
the panel shows:
* bid wall holding
* bid/ask ratio improving
* pressure turning positive
* confidence rising
* bid absorption appears
a trader may wait for price to hold above the wall and then look for a long setup marker.
possible invalidation:
price closes below the bid wall area and an invalidation marker appears.
---
## example 2 — bearish wall rejection
price moves up into a stable ask wall.
the panel shows:
* ask wall holding
* ask-heavy imbalance
* pressure turning negative
* ask absorption appears
* confidence is above the minimum
a trader may wait for rejection from the ask wall and a short setup marker.
possible invalidation:
price closes above the ask wall area.
---
## example 3 — bullish sweep
price moves below a bid wall or historical bid zone and then closes back above it.
the script marks a bullish sweep.
this can mean sellers pushed price below liquidity, but buyers absorbed the move and price returned above the zone.
a trader may then check:
* is pressure improving?
* is confidence strong enough?
* is the score moving toward long bias?
* is the market not in low-liquidity mode?
---
## example 4 — bearish sweep
price moves above an ask wall or historical ask zone and then closes back below it.
the script marks a bearish sweep.
this can mean buyers pushed price above liquidity, but sellers absorbed the move and price returned below the zone.
a trader may then check:
* is pressure weakening?
* is ask absorption present?
* is confidence strong enough?
* is the score moving toward short bias?
---
## example 5 — avoiding a weak signal
a long marker appears, but the panel shows:
* low liquidity regime
* weak confidence
* no stable bid wall
* no absorption
* no sweep
this is a low-quality context.
the better choice is to wait for stronger agreement.
---
## example 6 — using visual stats
enable visual stats and keep default atr target and invalidation settings.
after each confirmed setup, the panel tracks whether price reached the target, invalidation or timed out.
this is useful for studying the behavior of the signals on your market, but it is not a complete strategy backtest.
---
# suggested starting settings
## scalping
chart:
1m to 5m
settings:
* engine mode: hybrid pro
* lower timeframe: 1m
* intrabar weight: 0.55 to 0.70
* use confirmed bars: enabled
* wall threshold: 2.0 to 2.5
* min confidence: 60 to 70
* panel mode: compact or full
best use:
watch for stable walls, sweeps and absorption during active sessions.
---
## intraday
chart:
5m to 30m
settings:
* engine mode: hybrid pro
* lower timeframe: 1m to 5m
* intrabar weight: 0.45 to 0.60
* use confirmed bars: enabled
* wall stable bars: 3 to 5
* min confidence: 55 to 65
* panel mode: full
best use:
use stable walls as reaction zones and wait for score plus confidence agreement.
---
## swing or higher timeframe
chart:
1h to 4h
settings:
* engine mode: classic synthetic or hybrid pro
* lower timeframe: 5m to 15m
* intrabar weight: 0.25 to 0.45
* volume lookback: 100 to 200
* liquidity memory bars: 60 to 120
* panel mode: full
best use:
focus on larger wall zones, market regime and historical liquidity memory.
---
# practical workflow
1. open the chart and choose the market.
2. set engine mode to hybrid pro.
3. choose a lower timeframe smaller than the chart timeframe.
4. keep confirmed bars enabled.
5. check the panel regime.
6. wait for a stable wall.
7. watch bid/ask imbalance and pressure.
8. wait for absorption, sweep or a confirmed setup marker.
9. define invalidation around the wall zone.
10. use visual stats to observe signal behavior over time.
---
# limitations
this script uses synthetic calculations. it does not access real order book liquidity, real level 2 data, broker depth, or exchange resting orders.
signals may perform differently depending on symbol, timeframe, session, liquidity and volatility.
visual stats are only a simple chart-based follow-up tool. they are not a full trading strategy backtest.
the script should be combined with risk management, market structure, session context and personal testing.
---
# risk notice
this indicator is for technical analysis and education. it does not provide financial advice and does not guarantee future results. every trader is responsible for their own decisions, risk management and testing.
Indicador
Session Volume Moving Average [LuxAlgo]The Session Volume Moving Average indicator is a comprehensive volume analysis tool that plots volume bars directly on a moving average, providing a unique perspective on volume activity in relation to price trends.
It features session-specific volume profiling, streak detection, and a dynamic volume delta system to visualize market participation and institutional activity.
🔶 USAGE
The script serves as a multi-dimensional volume dashboard, allowing users to see not just the amount of volume, but also where it occurs within a price trend and who (buyers or sellers) is currently in control.
🔹 Moving Average Volume Bars
Traditional volume bars at the bottom of the chart can be difficult to relate to price action. This indicator plots volume bars anchored to a customizable moving average. Each bar's height is normalized using the 95th percentile of volume over a lookback period, ensuring that extreme outliers do not squash the rest of the data, providing a clearer view of relative volume changes.
🔹 Session Delta Bar & Candle Coloring
At the top of the active session, a gradient bar displays the cumulative volume delta (Bullish vs. Bearish volume percentage).
A pointer moves across the gradient to show the current balance.
The colors transition from your Bearish color to a Neutral color (at 50%), then to your Bullish color.
Users can enable the "Color Candles By Delta" setting to apply this same gradient to the chart candles, providing an immediate visual cue of session dominance.
🔹 Volume Profile & Streaks
The indicator automatically tracks trading sessions (New York, London, Tokyo, Sydney) and provides additional context:
A Volume Profile is drawn at the end of each session to highlight high-activity price levels.
Volume Streaks are highlighted with dashed boxes when volume increases or decreases for a consecutive number of bars, signaling building momentum or exhaustion.
🔶 DETAILS
🔹 Normalization Logic
To keep the volume bars visually consistent, the script scales their height relative to the Average True Range (ATR). By using the 95th percentile for normalization, the script ignores the top 5% of extreme spikes, which typically cause standard volume indicators to look flat and unreadable.
🔹 Delta Calculation
The delta is calculated by comparing bullish volume (volume on green candles) against total volume within the specific session. The gradient sensitivity is tuned to show significant color shifts between 35% and 65% delta, making it easier to spot shifts in control before they reach extremes.
🔶 SETTINGS
🔹 Moving Average Settings
Length: The lookback period for the moving average calculation.
Type: The type of MA to use (SMA, EMA, WMA, HMA, etc.).
Source: The price source for the MA calculation.
🔹 Session Settings
Past Sessions to Show: Controls how many historical session boxes and profiles remain on the chart.
Session 1-4: Toggles for specific global trading sessions with customizable times and time zones.
🔹 Volume Bar Settings
Height Multiplier: Adjusts the vertical scale of the volume bars on the MA.
Normalization Lookback: The period used to determine the 95th percentile volume.
Consecutive Trend Bars: The number of bars required to trigger a volume streak highlight.
Significant Vol Multiplier: Filters streaks so only high-volume sequences are highlighted.
🔹 Style & Volume Profile
Color Candles By Delta: Enables/disables the gradient candle coloring based on session volume.
Show Volume Profile: Toggles the session-end volume distribution histogram.
VP Bins: Controls the granularity of the Volume Profile.
Show Session Delta Bar: Toggles the gradient meter at the top of the session.
Indicador
HTF Profile Projection | Rainbow MatrixGENERAL OVERVIEW
HTF Profile Projection is a live higher-timeframe X-ray. It takes the current, still-forming candle of a higher timeframe (for example the 4H or Daily candle) and projects it to the right of live price, then fills it with a horizontal profile that shows what is happening INSIDE that candle: where volume is concentrating, where buyers or sellers are dominating each price zone, and where price moved through empty space.
The goal is to let a trader read the internal structure of the higher-timeframe candle without leaving the current chart. Instead of seeing the 4H candle as a single block, you see its anatomy — the price levels that hold the most activity, the zones controlled by buyers versus sellers, and the thin gaps the candle ran through quickly. Every bar in the profile is built from real chart-bar data accumulated since the higher-timeframe candle opened, not drawn manually.
WHAT IS THE THEORY BEHIND THIS INDICATOR?
A higher-timeframe candle is a summary. A single 4H or Daily candle compresses hours of two-sided auction into one open, high, low, and close — and in doing so it hides where the volume actually traded and which side was in control at each price. Two candles with an identical body and identical range can have completely different internal structures: one built on heavy buying absorbed near the lows, the other on distribution near the highs. The standard candle cannot show that difference.
Most tools that try to surface this are built around the wrong constraint. Single-timeframe volume profiles describe the visible range, not the live higher-timeframe candle. Intrabar dissection tools that read true sub-candle data depend on functions that require additional data subscriptions and will not load on standard plans.
HTF Profile Projection takes a different route: it accumulates the chart's own bars since the higher-timeframe candle opened, and distributes each bar's activity across the price range it actually traversed. This reconstructs the internal volume and directional balance of the forming higher-timeframe candle using only standard data feeds — and projects it forward as a single, readable object.
The practical value: when price returns to a higher-timeframe candle later, the levels that mattered inside it — the high-volume node, the buyer- or seller-dominated zones, the empty imbalance gaps — are common revisit and reaction areas. Seeing them while the candle is still forming gives structural context that the candle body alone cannot.
HTF PROFILE PROJECTION FEATURES
The indicator includes these main components: a projected higher-timeframe candle, a range-spread movement profile, automatic resolution, a buy/sell dominance read, imbalance zones, a Point of Control marker, and a live info panel. Multilingual interface and full visual customization.
PROJECTED HTF CANDLE
🔹 What It Does
Reads the live, still-forming higher-timeframe candle and draws it (body + wicks) to the right of live price, color-coded by its direction. The horizontal profile attaches inside its price range.
🔹 Method
The higher-timeframe OHLCV is read via request.security() with lookahead=barmerge.lookahead_off, so no future information is used. The candle and its profile update in real time as the higher-timeframe bar forms — the intended live behavior — and reset cleanly when a new higher-timeframe period opens. If the chart timeframe is at or above the selected higher timeframe, the profile is hidden and a guard note is shown, because one chart bar covering the whole period cannot produce a meaningful internal read.
RANGE-SPREAD MOVEMENT PROFILE
🔹 What It Does
Splits the higher-timeframe candle's range into horizontal price buckets and fills each with the activity that occurred there.
🔹 Method
Since the higher-timeframe candle opened, each chart bar's volume and signed direction are accumulated, then distributed across every bucket the bar's low–high range spans — not dumped at a single midpoint. This range-spread approach makes both the per-zone volume and the per-zone buy/sell balance reflect where price actually traded inside the candle, rather than collapsing onto one level.
AUTOMATIC RESOLUTION
🔹 What It Does
The number of price buckets is chosen automatically from volatility. The higher-timeframe range is divided by the average chart-candle size (ATR), so each fraction of the profile corresponds to roughly one typical move of the chart timeframe.
🔹 Why It Matters
Calmer markets produce a finer profile; volatile markets produce a coarser one. The resolution matches the instrument and timeframe automatically, bounded between 4 and 50 buckets to keep the chart readable.
BUY/SELL DOMINANCE (DELTA MODE)
🔹 What It Does
In Delta mode (the default), each zone is colored by which side dominated: green for net buyers, red for net sellers, and gray for balanced zones where heavy two-way trade produced no clear winner. Bar length shows the magnitude of the imbalance.
🔹 Method
Each chart bar is classified by the sign of close versus open and contributes its volume as signed activity (+ for an up bar, − for a down bar). The net per zone is a direction-based proxy for buy/sell pressure, computed locally on standard data feeds — it is not exchange order-flow data, which Pine cannot access without additional subscriptions.
🔹 Volume Mode
Switching Source Metric to Volume colors the profile by a cold-to-hot intensity gradient instead, showing how much traded at each price regardless of direction.
IMBALANCE ZONES
🔹 What It Does
Price zones with little or no activity render distinctly. A contiguous run of empty buckets marks an imbalance — a price range the higher-timeframe candle moved through quickly with little participation.
🔹 Why It Matters
These gaps are not drawn as separate boxes; they emerge from the ABSENCE of activity in the profile. They are common revisit targets, since price often returns to fill ranges it previously skipped.
POINT OF CONTROL MARKER
🔹 What It Does
A horizontal marker tags the dominant bucket — the price level with the most activity (Volume mode) or the strongest net dominance (Delta mode). A label reports that level's share of the period's total.
LIVE INFO PANEL
🔹 What It Shows
A compact corner panel reports the higher timeframe in use, the percentage of the period elapsed, the Point of Control price, the number of imbalance zones, and the total higher-timeframe volume. When the chart-timeframe guard is active, the panel collapses to a single notice so the user always gets feedback.
🔹 Customization
The panel can be placed in any of the four chart corners and rendered in several font sizes. The display language is controlled by the System Language input.
HOW TO USE
This indicator is not a signal generator. It is a structural X-ray: it shows the internal anatomy of the forming higher-timeframe candle.
🔹 Setup
Set the Higher Timeframe input above your current chart timeframe (for example chart 15m, HTF 4H). The forward candle appears to the right of live price. If the chart timeframe is at or above the HTF, the profile hides and the guard note appears.
🔹 Reading Delta Mode (default)
Green zones mark prices where buyers dominated, red where sellers dominated, gray where the auction was balanced. The Point of Control marks the most decisive level inside the candle.
🔹 Reading Volume Mode
The rainbow profile shows where the most volume traded. Long bars are high-activity nodes; gaps are low-volume imbalance zones.
🔹 Tactical Reading
◇ A high-activity node is a price the higher timeframe has accepted — a common reaction level on revisit.
◇ A buyer- or seller-dominated zone shows which side controlled that price during the period.
◇ An imbalance gap is a range price ran through quickly — a frequent magnet for later revisits.
INPUTS EXPLAINED
🔹 System Language
Display language for the panel and labels. Options: English (default), Português, Español, Русский, 中文 (Chinese).
🔹 Higher Timeframe
The higher timeframe to project. Must be above the chart timeframe.
🔹 Show Forward HTF Candle
Toggle for the projected candle body and wicks.
🔹 Auto-Resolution ATR Length
Lookback for the average chart-candle size used to pick the bucket count.
🔹 Source Metric
Volume (intensity gradient) or Delta (buy/sell dominance, default).
🔹 Projection Offset / Profile Width
Position and maximum horizontal length of the profile to the right of price.
🔹 Spike Threshold / Imbalance Threshold
Controls for what counts as a high-activity node and what counts as an empty/imbalance zone.
🔹 Palette Mode
Intensity (cold-to-hot) or Bull-Bear (dominance coloring, default).
🔹 Profile Transparency / Show POC Marker
Visual styling for the profile and the Point of Control line.
🔹 Info Panel / Position / Font Size
Toggle, corner, and size for the live panel.
IMPORTANT NOTES
HTF Profile Projection works on any chart timeframe below the selected higher timeframe. It is built for liquid instruments with reliable volume data: crypto perpetual contracts, large-cap equities, futures, major forex pairs. On low-volume instruments the profile becomes less reliable.
This is a real-time tool. The forming higher-timeframe candle and its profile update intra-period by design; the profile resets when a new higher-timeframe period opens. It uses only request.security() and chart-bar accumulation, so it runs on standard data feeds without footprint() or request.security_lower_tf().
Pine Script v6. Open-source under Mozilla Public License 2.0.
UNIQUENESS
HTF Profile Projection is unique in how it unifies three reads into one object. Most higher-timeframe context tools stack separate features: a candle outline, fair-value-gap rectangles, and volume-spike markers. This indicator merges them — the forward higher-timeframe candle and its volume-by-price profile are a single object. High-activity zones appear as the profile's longest bars; imbalance zones are not drawn at all, they emerge from the absence of activity in the profile. The buy/sell dominance read is reconstructed from chart-bar direction and distributed across each bar's true price range, so it reflects where the auction was actually contested — and it does this on standard data feeds, without the order-flow subscriptions that comparable intrabar tools require. The combination of a live forward-projected candle, automatic volatility-matched resolution, range-spread accumulation, and dominance-versus-balance coloring produces a structural read that behaves differently from single-timeframe volume profiles and from static fair-value-gap tools. Indicador
MTF CVD Synchrony | Rainbow MatrixGENERAL OVERVIEW
MTF CVD Synchrony is a multi-timeframe directional flow oscillator that condenses five independent CVD (Cumulative Volume Delta) readings — one per Fibonacci-spaced timeframe — into a single weighted Master Line on a zero-centered 0-100 scale, surrounded by per-TF "ghost lines" that fade visually as they diverge from the consensus. The defining feature: 50 is true neutral. Above 50 means buyers are dominating; below 50 means sellers are dominating. The further from 50, the stronger the directional pressure. When the five timeframes align, the rainbow becomes a solid band; when they diverge, the disagreement becomes a visible density property of the indicator itself.
A background histogram visualizes the Master score's deviation from the neutral 50 line — green columns extend up when buyers dominate, red columns extend down when sellers dominate. A compact 7×9 MTF Legend Table surfaces every dimension simultaneously: per-TF resolutions, score values, trend direction, divergence flags, raw flow magnitude, and named directional State — with an antenna marker flagging the row whose timeframe matches your chart's native resolution.
Designed as the directional member of a three-indicator family. Apply all three side-by-side for a complete read: MTF RSI Synchrony shows where price sits in its momentum range; MTF Volume Delta Bar Synchrony shows whether the move has volume magnitude behind it; MTF CVD Synchrony shows who is actually winning — buyers or sellers. Same visual signature, same canonical Fibonacci ratios, same Legend Table layout — instant cross-indicator readability.
WHAT IS THE THEORY BEHIND THIS INDICATOR
Cumulative Volume Delta attempts to answer a question that price and volume alone cannot: in any given bar, were buyers or sellers more aggressive? Traditional volume tells you HOW MUCH traded, but not the DIRECTION of the pressure. A high-volume bar that closes flat tells a very different story from a high-volume bar that closes at its highs — yet raw volume scores them identically.
CVD approximates directional pressure by weighting each bar's volume by where price closed within its range. This indicator uses the Close Location Value (CLV) for that weighting:
clv = ((close − low) − (high − close)) / (high − low)
CLV ranges from +1 (close exactly at the high — maximum buying pressure) to −1 (close exactly at the low — maximum selling pressure), with 0 at the midpoint. Multiplying CLV by volume produces a signed directional contribution per bar: delta_raw = clv × volume. This is more nuanced than the binary tick rule (close > open = buy) used by most "delta" indicators — CLV captures HOW DECISIVELY price closed in its range, not just the sign.
The per-bar delta is then smoothed by EMA and normalized into a bounded 0-100 zero-centered score:
cvd_smooth = EMA(delta_raw, smoothing_length)
max_abs = highest(|cvd_smooth|, normalization_window)
score = 50 + (cvd_smooth / max_abs) × 50
The genius of the zero-centered approach: 50 always means balance, regardless of the asset's structural bias. A score of 75 means buyers are exerting 50% of the maximum recent pressure to the upside; a score of 25 means sellers are exerting 50% of maximum recent pressure to the downside. This is fundamentally different from a percentile rank (which would anchor 50 at the historical median, skewing with structural trends).
Five such scores — one per timeframe (default 5 / 15 / 60 / 240 / D) — are fused via canonical Fibonacci weights (0.15 / 0.20 / 0.25 / 0.25 / 0.15, peak weight on the macro TF3/TF4 where institutional positioning consolidates) into the weighted Master Line.
FEATURES
🔹 Multi-Timeframe CVD Fusion Engine (zero-centered directional scale)
🔹 CVD Histogram (deviation from neutral 50 — green buy / red sell)
🔹 Adaptive Fibonacci Channel (Z-Breathing → Z-Alert → Z-Exhaustion → Black Swan)
🔹 Hybrid Black Swan Zones (static or dynamic — default dynamic)
🔹 Classic Price↔CVD Divergence Detection (per-TF + Master)
🔹 MTF Legend Table (7 columns × 9 rows, with Raw Flow + State, multilingual)
🔹 Multilingual Interface (EN / PT / ES / RU / ZH)
🔹 Multi-Timeframe CVD Fusion Engine
What It Does
Runs five independent CVD scores on Fibonacci-spaced timeframes and fuses them into a single weighted Master Line, with each per-TF reading plotted as a ghost line that fades by distance to the consensus.
Method
On each timeframe, f_cvd_full() computes CLV × volume per bar, smooths it via EMA, and normalizes against a rolling-max window to produce the zero-centered score. The five scores fuse via Fibonacci weights (0.15 / 0.20 / 0.25 / 0.25 / 0.15). Both smoothing length and normalization window are independently configurable per timeframe.
Per-TF smoothing defaults (Wilder-anchored on TF3+TF4):
◇ TF1 (5m): 7 — scalping
◇ TF2 (15m): 10 — day-trading
◇ TF3 (60m): 14 — Wilder canonical
◇ TF4 (240m): 14 — Wilder canonical
◇ TF5 (D): 21 — swing/position
Per-TF normalization windows (each TF's natural horizon):
◇ TF1: 30 (≈2.5h on 5m)
◇ TF2: 50 (≈12.5h on 15m)
◇ TF3: 80 (≈3.3 days on 1h)
◇ TF4: 100 (≈16 days on 4h)
◇ TF5: 150 (≈5 months on Daily)
All request.security calls use lookahead=barmerge.lookahead_off for anti-repaint integrity.
Why It Matters
A 5-minute buy surge means little if the 4-hour and daily flows are decisively selling. The fusion engine reveals whether directional pressure is aligned across timescales (high conviction) or contradictory (a counter-trend bounce inside a larger trend). The ghost-line rainbow makes that alignment visible at a glance.
🔹 Adaptive Fibonacci Channel
What It Does
Six color-coded bands around the Master Line that adapt to its own recent volatility, using the brand's canonical Fibonacci ratios.
Method
Highest/lowest of the Master over a configurable lookback (default 50) are smoothed by EMA (default 10) to form the channel envelope. Bands sit at canonical Fibonacci proportions: Z-Breathing (1.50/1.85), Z-Alert (1.85σ anchor), Z-Exhaustion (2.75/1.85), Black Swan (3.85/1.85). All six band values are mathematically clamped to before rendering, keeping the rainbow inside the visible pane.
Why It Matters
Static thresholds can't adapt to regime changes. The Fibonacci channel calibrates the warning zones to the asset's current directional-flow volatility, so a "climax" on a calm pair and a "climax" on a volatile one both trigger at appropriate statistical extremes.
🔹 Hybrid Black Swan Zones
What It Does
Flags directional flow climax extremes — either at static 85/15 thresholds (BUY CLIMAX / SELL CLIMAX boundaries) or at the dynamic Fibonacci 3.85σ band.
Method
Dynamic Black Swan Mode is ON by default (Fibonacci 3.85σ proportion of the Master channel). Toggle OFF for static 85/15. Each zone renders as a glow line that brightens as the Master approaches. The static reference lines (15/50/85) are shown by default to anchor the zero-centered scale: 85 = purple (buy climax boundary), 50 = yellow (neutral), 15 = aqua (sell climax boundary).
Why It Matters
Directional flow climaxes mark exhaustion points — a BUY CLIMAX (score ≥ 85) means buyers have pushed to a recent extreme, often preceding a pause or reversal; a SELL CLIMAX (≤ 15) marks capitulation. The dynamic mode self-calibrates per asset and regime.
🔹 Classic Price↔CVD Divergence Detection
What It Does
Detects regular bear divergences (price higher high while CVD makes lower high — rally on weakening buy pressure) and bull divergences (price lower low while CVD makes higher low — selling exhausting). Runs on each timeframe AND on the Master line.
Method
Per-TF divergence runs inside request.security via pivot detection on the per-TF CVD score. Master divergence runs on the chart-TF directly, rendering a connecting line + label between pivots (red bear / green bull) on the pane. Per-TF results surface in the Legend Table's "Div" column.
Why It Matters
Price↔flow divergence is one of the most powerful applications of CVD. When price makes a new high but directional flow doesn't confirm, the rally is running on fading conviction — a classic distribution warning. Detecting this per-TF AND on the Master gives both early granular warnings and high-conviction confirmations.
🔹 MTF Legend Table
What It Does
A compact 7×9 table surfacing every dimension of the analysis at a glance.
Method
Rendered via table.new(force_overlay=false) on the pane. Layout:
◇ Row 0: title (spans all columns)
◇ Row 1: column headers — Indicator / Timeframe / Value / Trend / Div / Raw / State
◇ Rows 2-6: per-TF data
◇ Row 7: Master row ("🌈 Master (~XhYm)" with effective TF)
◇ Row 8: MTF Divergence status row
Per-TF cells show: ● TF label (+ antenna 📡 if chart-native), TF resolution, zero-centered score (zone-colored), trend arrow (±0.5 deadzone), divergence (🔺/🔻/—), Raw Flow (compact K/M/B signed magnitude, green if positive / red if negative), and State (directional name, zone-colored).
Why It Matters
The Raw Flow column complements the Value column: Value answers "how strong is the directional pressure?" (the normalized score), while Raw answers "how much actual volume is behind it?" (the absolute flow). A score of 75 with a small raw magnitude is weaker conviction than 75 with a huge raw magnitude. Together with State, the table tells a complete directional story per timeframe.
🔹 Multilingual Interface
What It Does
Translates all HUD labels, status messages, alert text, Legend Table headers, and directional State names to 5 languages: English, Português, Español, Русский, 中文.
Method
A single language dropdown selects the active language via Pine v6's ternary-chain pattern. Code, comments, and configuration tooltips remain in English by convention.
Why It Matters
The Rainbow Matrix family is built for traders worldwide. Multilingual UI removes friction for non-English-native users.
HOW TO USE
Reading the Pane
◇ Master near 50 with ghost lines tight: balanced flow, no directional edge (absorption / equilibrium).
◇ Master rising above 50: buyers gaining control. Above 62 = BUY PRESSURE; above 71 = STRONG BUY.
◇ Master falling below 50: sellers gaining control. Below 38 = SELL PRESSURE; below 29 = STRONG SELL.
◇ Master touches Black Swan High (≥85, purple glow): BUY CLIMAX — buyers at a recent extreme, watch for exhaustion.
◇ Master touches Black Swan Low (≤15, aqua glow): SELL CLIMAX — capitulation, watch for reversal.
◇ Histogram green/red columns: immediate bar-by-bar directional read around the 50 centerline.
Reading the Legend Table
The antenna marker (📡) flags your chart's native timeframe — start there, then scan up/down to see whether faster/slower TFs confirm or contradict the directional bias. Compare Value (pressure strength), Raw (actual flow magnitude), and State (named classification) for each row. The status row summarizes MTF alignment between TF1 and TF5.
Reading Divergences
Master bear divergence (price up + CVD down) = rally on fading buy conviction, distribution warning. Master bull divergence (price down + CVD up) = selling exhausting, potential bottom. Per-TF divergences in the Div column give early granular warnings.
Tactical Combinations
◇ Master BUY CLIMAX + bear divergence + multiple TFs diverging = strongest reversal-from-high signal.
◇ Master SELL CLIMAX + bull divergence = strongest reversal-from-low signal.
◇ Master near 50 + all TFs near 50 + tight ghosts = absorption / coiling, often precedes a directional break.
◇ Triple confluence (the full family): RSI overbought + Volume EXTREME magnitude + CVD STRONG SELL = distribution at the top. RSI oversold + Volume EXTREME + CVD STRONG BUY = accumulation at the bottom. These three indicators answering momentum + magnitude + direction simultaneously is the strongest read the Rainbow Matrix family offers.
INPUTS EXPLAINED
GLOBAL SETTINGS — System Language (EN/PT/ES/RU/ZH), table/label font sizes.
MULTI-TIMEFRAME — AI Auto-Sync TFs; TF1-TF5 manual resolutions (default 5/15/60/240/D); per-TF CVD Smoothing Length (7/10/14/14/21); per-TF CVD Normalization Window (30/50/80/100/150).
ENGINE — Dynamic Black Swan Mode (default ON); Dynamic Channel Lookback (50) and Smoothing (10); Divergence Pivot Lookback (5).
VISUALIZATION — TF1-TF5 colors + show toggles (all ghost lines OFF by default — only Master visible on install); Ghost Fade Sensitivity (3.5); Show Master Line / Rainbow Fills / Black Swan / Dynamic Channel; Show CVD Histogram; Show MTF Legend Table; Show Divergence Column; Show Raw Flow Column; Show State Column; Show Master Divergence Chart Line; Legend position; Show Divergence Event Markers; Show Static Reference Lines (15/50/85, ON by default).
ALERTS — Black Swan crossings (high/low); Strong MTF Divergence; Z-Exhaustion zone entries; Master Classic Divergence.
IMPORTANT NOTES
🔸 Pine Script v6 — uses request.security with lookahead=barmerge.lookahead_off. 16 total security calls (5 CVD score + 5 per-TF divergence + supporting channel calculations). Chart load may take a moment longer than a single-TF indicator.
🔸 CLV approximation, not order-flow tick data — Directional pressure is approximated via the Close Location Value (where price closed within each bar's range), NOT real bid/ask order flow. Pine Script v6 has no tick-by-tick data access in indicator scripts. CLV is a more nuanced approximation than the binary tick rule used by most free-tier "delta" indicators, but it remains an approximation. For true order-flow delta, use dedicated footprint/order-flow tools.
🔸 Zero-centered scale — Unlike the percentile-rank siblings (RSI, Volume Delta Bar), this indicator's 50 is a TRUE neutral (zero net directional flow), not a historical median. This is intentional — direction is inherently signed, so a fixed zero-point is more meaningful than a regime-relative median.
🔸 Normalization warmup — During the first normalization_window bars on each TF, the rolling-max anchor (max_abs) is built from a small sample, so early bars may show exaggerated swings until the window fills. Normal warmup behavior for any rolling-window indicator.
🔸 Repaint behavior — Historical bars use confirmed close data; the current real-time bar updates as ticks arrive. Pivot-based divergence requires confirmation bars before triggering (standard pivot divergence behavior).
🔸 Fibonacci ratios are canonical — The channel proportions (1.50/1.85/2.75/3.85) and fusion weights (0.15/0.20/0.25/0.25/0.15) match the Rainbow Matrix brand standard across all sibling indicators, preserving cross-indicator visual consistency.
🔸 License: MPL 2.0 — open source. Free to fork, modify, and republish under the same license terms.
UNIQUENESS
Three pillars differentiate this from other CVD indicators on TradingView:
1. Multi-timeframe CVD fusion with synchrony as a visual property. Most CVD tools run on a single timeframe. This indicator runs five, fuses them via Fibonacci weights, and expresses directional alignment as a rainbow density — solid when timeframes agree on direction, spread when they disagree. The cross-TF directional consensus becomes immediately readable.
2. True zero-centered scale with CLV weighting. The 50 midpoint is a mathematically meaningful neutral (zero net flow), not a regime-skewed median. And the directional weighting uses Close Location Value — capturing how decisively price closed within each bar's range — rather than the cruder binary tick rule. This combination produces a directional read that stays honest across structural trends.
3. Three complementary readings in one Legend Table, designed as a family. Value (pressure strength), Raw Flow (actual magnitude), and State (named classification) disambiguate a single timeframe's directional picture. And as the directional member of the Rainbow Matrix trio (alongside RSI for momentum and Volume Delta Bar for magnitude), it completes a three-dimensional read of any market: where price is, how big the move is, and who's winning.
Rainbow Matrix AI | Multi-timeframe institutional analysis tools for traders.
🌐 rainbowmatrix.ai
✉️ Contact: contact@rainbowmatrix.ai
Indicador
[ A L P H A X ] ANCHOR Delta Volume Adaptive Entry EngineAlphaX ANCHOR — Liquidity-Anchored Trailing Stop System with Delta Volume Profile, Adaptive Band Scaling, HVN Confluence & 6-Layer Entry Engine
AlphaX ANCHOR is a professional-grade trend-following and entry precision system built around a proprietary four-band liquidity-anchored trailing stop engine that adapts to volatility in real time. Where conventional trailing stops use a fixed ATR distance and flip on any close beyond it, ANCHOR builds a structured four-layer band system that breathes with market conditions — tightening automatically during low-volatility squeeze phases and expanding during expansion phases — while simultaneously computing a delta-weighted volume profile anchored to the current trend segment. The result is a system that does three things simultaneously: tells you the trend direction with structural confidence, shows you exactly where the institutional volume is concentrated within the current move, and fires precision entries only when price returns to the outer anchor band within a qualifying 6-layer confluence environment. Designed for swing traders, position traders, and trend-following scalpers across crypto, forex, gold, and indices on any timeframe.
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⚓ The Anchor Trail Engine — How It Works
The core of AlphaX ANCHOR is the four-band liquidity-anchored trailing stop system — a structured set of concentric ATR bands that trail price in the trend direction, each band serving a distinct role in the trade management framework.
Band architecture:
Band 1 (Inner) — the closest band to price. Set at the base multiplier × ATR distance (default: 6.5×). Acts as the tightest stop reference — for aggressive traders who want minimal drawdown and are willing to accept more noise exits
Band 2 (Mid-Inner) — base + 1.0× ATR additional offset. The intermediate reference zone
Band 3 (Mid-Outer) — base + 2.0× ATR additional offset. Structural breathing room for normal pullbacks
Band 4 (Anchor — Outer) — base + 3.0× ATR additional offset. The primary trend invalidation level. A close beyond this band flips the trend. This is the band the confluence engine watches for retest entries
Trailing mechanics:
In a bull trend, all four bands trail price upward — ratcheting higher with every bar that closes higher, never moving down. The trail is one-directional: in a bull trend, bands can only move up; in a bear trend, bands can only move down. This ratchet behavior prevents the bands from widening on pullbacks — once a level is established, price must return all the way to Band 4 before a trend flip is triggered. This single property is what makes ANCHOR bands structurally superior to simple ATR trailing stops: they do not exit on noise, only on genuine structural breakdowns.
Trend flip logic:
A trend flip occurs when the source price closes beyond Band 4 — the outer anchor level. On the flip bar, all four bands immediately reset to the opposite side of price at their respective ATR distances. A ▲ ANCHOR BULL or BEAR ▼ ANCHOR label marks every flip on the chart, giving you clear visual confirmation of every structural trend change.
Heatmap visualization:
When the Trailing Stop Heatmap is enabled, the space between all four bands is filled with gradient color layers — progressively more opaque from Band 1 to Band 4. This creates an immediate visual depth map of the trailing stop structure: the closer price is to Band 4, the deeper into the "danger zone" the pullback has penetrated. At a glance, you can see whether a pullback is shallow (barely in the inner fill) or deep (approaching the outer anchor line) without reading a single number.
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🌊 Adaptive Band Scaling — Breathing With Volatility
Standard ATR trailing stops maintain a fixed multiplier regardless of whether the market is in a squeeze or an expansion phase. ANCHOR solves this with an adaptive scaling system that continuously adjusts the effective band multiplier based on current volatility context.
How it works:
The current ATR value is percentile-ranked over the last 100 bars using a percentrank function, producing a real-time volatility percentile reading. Additionally, the system monitors whether Bollinger Bands are compressed inside Keltner Channels — the squeeze condition.
Three scaling states:
Squeeze active (BB inside KC) — multiplier scales down to the Adaptive Min Scale (default: 0.85×). Bands tighten. During a squeeze, price movement is compressed and the natural pullback range is narrower — tighter bands correctly reflect this reduced volatility and avoid giving back gains unnecessarily when the market is coiling
High volatility (ATR in top 75th percentile) — multiplier scales up to the Adaptive Max Scale (default: 1.15×). Bands widen. During expansion phases, price swings are larger and a wider band correctly avoids being stopped out by normal volatility noise
Normal conditions — multiplier stays at 1.0× the base setting. No adjustment needed
Dashboard readout:
The current adaptive scale is displayed live on the dashboard as a multiplier value (e.g., 0.85x SQZ or 1.15x) in real time, so you always know whether the system is in tight, normal, or wide band mode.
Why adaptive scaling matters: A fixed 6.5× ATR trailing stop is too wide during a squeeze and too tight during a volatility spike. Adaptive scaling means ANCHOR is always correctly sized for the current market environment — without any manual adjustment from you.
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📊 Delta-Weighted Volume Profile — Anchored to the Trend Segment
The volume profile in AlphaX ANCHOR is not a standard fixed-range profile. It is a trend-segment-anchored profile — recomputed from the exact bar where the current trend began (the last Band 4 flip) to the current bar. Every time the trend flips, the profile resets and starts building fresh from the new trend origin.
What this means in practice: The profile always shows you the volume distribution of the current institutional delivery move — not an arbitrary date range, not the last N bars, but specifically the price levels where volume has concentrated since the institutional trend began. This is the most relevant possible volume profile for understanding the current trade's context.
Delta weighting:
When Delta-Weighted Volume is enabled (default: on), each bar's contribution to the volume profile is adjusted by the estimated directional bias of that candle:
In a bull trend — the bull volume estimate (close position within the high-low range × total volume) is used. Bullish candles contribute more weight to their price levels than bearish candles
In a bear trend — the bear volume estimate is used. Bearish candles carry more weight
This delta weighting creates a profile that reflects not just where volume occurred, but where directionally committed volume occurred — the levels where buyers (in a bull trend) or sellers (in a bear trend) were most active. These are the genuine institutional accumulation and distribution zones, not just high-activity noise zones.
Profile structure:
The profile is divided into a configurable number of rows (default: 30), each representing an equal price bin across the trend segment's high-low range. The width of each bar in the rendered profile is proportional to the volume in that bin relative to the maximum bin volume — the widest bar is always the highest-volume level.
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📍 POC, Value Area & HVN Detection
Point of Control (POC):
The single price bin with the highest volume in the current trend segment. This is the price level where the most delta-weighted volume has traded since the trend began — the most liquid price in the current institutional move. Plotted as a solid purple line extending from the trend start to the right edge of the profile. The POC price is displayed live on the dashboard and is available as a take-profit target mode.
Value Area High (VAH) and Value Area Low (VAL):
The price range containing a configurable percentage of total segment volume (default: 70%). The value area represents the zone where the market spent 70% of its time and volume — the institutional fair value range for the current trend segment. VAH is plotted as a dashed yellow-green line; VAL as a dashed red line. These levels act as natural support and resistance within the trend — price frequently respects VAH and VAL on pullbacks before continuing in the trend direction.
High Volume Nodes (HVNs):
Local volume peaks within the profile — bins where volume is higher than both the bin immediately below and the bin immediately above. These are the institutional congregation zones — price levels where significant two-sided activity occurred. HVNs frequently act as magnets: price is attracted to them, and once reached, tends to spend time at them before continuing. Identified algorithmically across all bins, HVN levels are plotted as horizontal lines extending from the trend start, styled and colored by the configured settings. The highest-volume HVN receives a bold line and a price label.
HVN confluence scoring:
The confluence engine awards 1 point when either the current close or the outer Band 4 level is within a tolerance of ±0.35× ATR of any HVN level. An entry that fires at the anchor band while simultaneously sitting at an HVN level means you are buying or selling at a level where the most institutional volume has transacted — a genuinely high-conviction entry location.
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⚖ Trend Equilibrium — Premium/Discount Positioning
The Trend Equilibrium line is the midpoint between the highest high and the lowest low since the current trend began (the trendHigh and trendLow of the segment). Plotted as a purple dotted line directly on the chart.
This level serves as the dynamic premium/discount divider for the current trend segment:
Below equilibrium = discount — price is in the lower half of the trend segment range. For bull trends, this is the institutional accumulation zone — the preferred entry location for long positions
Above equilibrium = premium — price is in the upper half of the range. For bear trends, this is the institutional distribution zone — the preferred entry location for short positions
The Require PD Zone setting enforces that long signals only fire when price is in discount and short signals only fire when price is in premium. This one filter alone eliminates a substantial class of low-quality entries — those that occur when price has already extended far from the segment midpoint and the risk/reward is structurally poor.
Unlike a fixed-range PD calculation, this equilibrium adapts dynamically to the current trend segment — it is always the midpoint of this trend's range, making it the most contextually accurate premium/discount reference available.
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🧠 The 6-Layer Confluence Engine
Entry signals fire only when price touches the outer Band 4 anchor level within a qualifying 6-layer confluence environment. Each layer votes independently. The default minimum is 4 of 6.
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Layer 1 — Anchor Trend Direction
Awards 1 point when the ANCHOR system's current trend direction agrees with the signal. Bull signals require trend == 1; bear signals require trend == -1. This is also a hard positional requirement — the anchor touch condition itself requires a bull trend for longs (price touching Band 4 from above) and a bear trend for shorts (price touching Band 4 from below). The trend direction is therefore inherently confirmed by the signal trigger condition.
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Layer 2 — HTF Bias
Awards 1 point when the higher timeframe EMA structure (default: 60-minute, 21/55 EMAs) agrees with the signal direction. The HTF condition for ANCHOR is stricter than in other AlphaX systems: the HTF fast EMA must be above the slow EMA and the HTF close must be above the HTF fast EMA for a bull vote — requiring both EMA alignment and price confirmation on the higher timeframe simultaneously.
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Layer 3 — ADX Trend Strength
Awards 1 point when ADX meets the minimum threshold (default: 18). Confirms the market is in a genuine trending phase where Band 4 retests are likely to produce continuation moves rather than range reversals.
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Layer 4 — Volume Delta
Awards 1 point when the estimated volume delta (bull volume EMA minus bear volume EMA) agrees with the signal direction. Confirms that the institutional order flow pressure at the anchor touch is directionally consistent with the trend. A Band 4 touch with opposing volume delta is a warning sign — institutions may be distributing at the level, not accumulating.
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Layer 5 — Premium/Discount Zone
Awards 1 point when price is in the correct zone relative to the trend equilibrium level — discount for longs, premium for shorts. A Band 4 touch in the discount zone means you are entering at the outer structural boundary of the trend and the lower half of the segment range — the optimal dual positioning that maximizes risk/reward.
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Layer 6 — HVN Confluence
Awards 1 point when the current close or the Band 4 level is within ATR tolerance of any detected High Volume Node from the segment profile. This is the layer that bridges the trailing stop system and the volume profile — when a Band 4 retest coincides with an HVN, price is returning to the outer structural boundary precisely where the most institutional volume has traded. The convergence of structural (Band 4) and volumetric (HVN) confluence at the same price level is the highest-quality entry condition ANCHOR can detect.
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🏷 Signal Firing Logic
An ANCHOR signal fires when all of the following are simultaneously true:
Price has touched Band 4 from the correct side — low within Band 4 tolerance for longs (bull trend), high within Band 4 tolerance for shorts (bear trend)
The close is back on the correct side of Band 4 — close above Band 4 for longs, close below for shorts (confirming the touch was a retest, not a breakdown)
Confluence score meets or exceeds the configured minimum (default: 4 of 6)
Session filter confirms active hours (when enabled)
Signal cooldown has elapsed since the last signal (default: 8 bars)
Show Entry Signals is enabled
Live confluence display:
A small label near the current Band 4 level on the last bar shows the live bull and bear scores in the format B 5/6 · S 2/6 — updating in real time so you can monitor the confluence state without looking at the dashboard.
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🎯 Exit Guidance System
ANCHOR provides two live guidance levels plotted as dotted circles on the chart when a signal fires — not hard mechanical exits, but institutionally informed price targets for use in your own exit planning.
SL Guide:
The stop loss guide is anchored to a configurable band (default: Band 4 — the outer anchor). The SL band can be set to any of the four bands depending on your risk tolerance. Band 4 represents the structural invalidation level — the trend has flipped if price closes beyond it. Band 1 is the tightest option for aggressive stop placement.
TP Guide (three modes):
POC Target (default) — the take-profit guide points to the current segment POC. This is the most structurally meaningful target: in a bull trend, a Band 4 retest entry with a POC target means you are entering at the lowest point of the trend's volume structure and targeting the price where the most institutional activity occurred. The POC frequently acts as a magnet — price is drawn back to it after pullbacks
Opposite Band — the TP guide points to the trendHigh (bull) or trendLow (bear) of the current segment — the opposite extreme of the trend range. Maximum trend extension target
ATR Multiple — a fixed ATR distance from the entry close (default: 2.5×). Simple and consistent across all instruments and timeframes
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📊 Live Dashboard
The real-time dashboard displays the complete internal state across four sections, updated on every bar.
TREND
Anchor Trend — current ANCHOR system trend direction: ▲ BULLISH or ▼ BEARISH. This is the primary trend state — the direction all long entries must align with
Adaptive — current adaptive scale multiplier (e.g., 0.85x SQZ, 1.00x, or 1.15x) with squeeze state flag. Tells you whether bands are currently tighter or wider than the base setting
PD Zone — current premium/discount position relative to the trend equilibrium: ◧ DISCOUNT, ◧ PREMIUM, or — EQ
FILTERS
HTF Bias — higher timeframe EMA alignment: ▲ BULL, ▼ BEAR, or — FLAT
ADX — live ADX value with ✓ or ✗ pass/fail
Vol Delta — current volume delta direction: ▲ BULL, ▼ BEAR, or —
Session — ✓ ACTIVE or ✗ OFF
VOLUME
POC — current Point of Control price level. Updated in real time as the profile builds
VAH / VAL — Value Area High and Value Area Low levels for the current trend segment
HVN Count — number of High Volume Nodes currently detected in the segment profile
CONFLUENCE
Bull Score — live 0–6 score. Background highlights yellow-green when threshold is met
Bear Score — live 0–6 score. Background highlights red when threshold is met
Anchor Band — the current Band 4 price level in real time — the exact price where the next retest entry would occur
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📈 Chart Visual System
Band 4 (Anchor — thick solid line) — the outer trailing stop and primary structural level. Yellow-green in bull trend, red in bear trend. The most important line on the chart
Band 3 (semi-transparent) — mid-outer reference, 2× ATR inside Band 4
Band 2 (more transparent) — mid-inner reference, 1× ATR inside Band 4
Band 1 (most transparent) — inner reference, base ATR distance from price
Heatmap fills — gradient color fills between all four bands. Deepening opacity toward Band 4 creates a visual depth map of trailing stop risk
Trend Equilibrium Line (purple dots) — the dynamic midpoint of the current trend segment's high-low range
▲ ANCHOR BULL / BEAR ▼ ANCHOR label — appears on every trend flip at the Band 4 flip price, marking each structural direction change
▲ Triangle (below bar) — long entry signal at Band 4 retest with confluence confirmed
▼ Triangle (above bar) — short entry signal at Band 4 retest with confluence confirmed
Live confluence label — B x/6 · S x/6 score label near the current Band 4 level on the last bar, updating in real time
Volume profile bars — delta-weighted horizontal bars rendered to the right of the current price, color-matched to trend direction, proportional to bin volume
POC line (purple solid) — the highest-volume level in the current trend segment
VAH line (yellow-green dashed) — Value Area High boundary
VAL line (red dashed) — Value Area Low boundary
HVN lines — horizontal lines at every local volume peak. The dominant HVN (highest volume) receives a bold line and price label
SL Guide (red dotted circles) — stop loss reference level at the configured anchor band
TP Guide (yellow-green dotted circles) — take-profit reference pointing to POC, opposite band extreme, or ATR target
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🚀 How to Trade with AlphaX ANCHOR — Step by Step
Step 1 — Establish Trend Context
Check the dashboard: what is the Anchor Trend? This is your trading direction — only take longs in ▲ BULLISH, only take shorts in ▼ BEARISH
Check HTF Bias — does the higher timeframe agree? A bull Anchor Trend with bull HTF Bias is the ideal setup condition
Check the Adaptive row — is the system in squeeze mode (0.85x SQZ)? If so, bands are tighter and a Band 4 touch is more likely. Expansion mode (1.15x) means wider bands and deeper pullbacks to reach Band 4
Note the POC and VAH/VAL levels on the dashboard and the chart. These are your key target and support/resistance levels within the current trend
Step 2 — Watch for Band 4 Approach
Monitor the heatmap — as price pulls back from the trend high, it moves progressively through the Band 1, 2, 3 fills. By the time price is deep in the Band 3 fill and approaching the solid Band 4 line, a retest touch is imminent
Check the live confluence label near Band 4. Is the bull score at or near the threshold? If so, a signal may fire on the next bar
Check the PD Zone row — is price in discount for a long entry? A Band 4 touch in discount zone is the optimal entry scenario
Step 3 — Enter on the ANCHOR Triangle
A ▲ triangle confirms the Band 4 touch with qualifying confluence. Enter on the close or next bar open
Note whether an HVN level is near the entry price — an HVN + Band 4 confluence entry is the highest-quality ANCHOR setup
The SL Guide dotted line shows your stop reference. The TP Guide shows the POC, opposite extreme, or ATR target depending on your mode setting
Step 4 — Manage with the Band Structure
As the trade moves in your favor, watch the bands ratchet upward (bull) with price — your trailing stop is automatically rising
The POC line is your primary profit target in POC Target mode. As price approaches the POC, consider scaling out
The VAH level (bull trend) acts as the next resistance after POC — if price clears VAH with momentum, the trade has potential to reach the trendHigh
If price pulls back into the Band 3 or Band 4 zone again without a trend flip, this is a secondary entry opportunity — the same confluence check applies
Step 5 — Trend Flip Exit
A close beyond Band 4 triggers a trend flip — the BEAR ▼ ANCHOR label appears, the bands invert, and the volume profile resets for the new trend segment
Exit the prior trend position on the flip bar or the following open
Wait for the new trend to establish and a Band 4 retest to develop in the new direction before re-entering
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⚠ Identifying Low-Quality Conditions — When Not to Trade
Stand aside when:
Trend flips are occurring rapidly — multiple ▲ / ▼ ANCHOR flip labels in quick succession indicate a choppy, oscillating market where the Band 4 trailing stop is being crossed repeatedly. The volume profile will be very short (few bars since last flip) and the POC will be meaningless. Wait for a trend to establish and sustain for at least 10–15 bars before looking for Band 4 retest entries
HTF Bias opposes the anchor trend — a bull ANCHOR trend with bear HTF Bias means the current timeframe is moving against the higher timeframe flow. Band 4 retest entries in this environment carry significantly reduced success rates
ADX ✗ on the dashboard — the market is not trending. ANCHOR is a trend-following system by design — Band 4 touches in ranging markets frequently result in immediate trend flips rather than continuations
HVN Count shows 0 — the volume profile has not yet built enough data to identify volume nodes. This typically occurs immediately after a fresh trend flip. Wait for the trend to develop more bar history before relying on HVN confluence
Adaptive shows 1.15x (expansion) and price is approaching Band 4 rapidly — high-volatility expansion phases can produce fast, aggressive moves to Band 4 and beyond. Reduce position size in expansion mode entries
Price is in premium for a bull entry or discount for a bear entry — the PD Zone filter will block these automatically when enabled, but if disabled, be aware that entries at the wrong side of equilibrium carry structurally poor risk/reward
The ideal ANCHOR setup condition:
Anchor Trend established for 15+ bars — sufficient history for meaningful volume profile
HTF Bias aligned with trend direction
ADX ✓ confirming a trending market
Adaptive at 1.0x or 0.85x (normal or squeeze — not expansion)
Price in discount (bull) or premium (bear)
Band 4 touch coincides with a visible HVN level
Confluence score at 5/6 or 6/6
When all these conditions align simultaneously, an ANCHOR entry is the closest to a textbook institutional continuation setup the system can produce.
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⚡ Key Features
⚓ Four-band liquidity-anchored trailing stop — Band 1 through Band 4, each ATR offset apart, ratcheting in trend direction with a one-directional lock preventing widening on pullbacks
🌊 Adaptive band scaling — automatically tightens during squeeze phases and widens during high-volatility expansion. Scale multiplier displayed live on dashboard
🔥 Trailing stop heatmap — gradient opacity fills between all four bands creating a real-time visual depth map of pullback risk from shallow to deep
📊 Delta-weighted volume profile — anchored to the current trend segment from the last Band 4 flip, using directional volume weighting for institutional accuracy
📍 POC detection — highest-volume level in the current trend segment plotted live and available as a TP target mode
📐 Value Area High/Low — 70% volume concentration zone for the current trend segment, plotted as dynamic support/resistance levels
🔮 HVN detection — algorithmic local volume peak identification across all profile bins. Lines extend from the trend origin through the profile
⚖ Trend equilibrium — dynamic PD zone midpoint anchored to the current trend segment high and low, updating in real time as the segment expands
📡 HTF bias filter — dual-EMA + price confirmation from a configurable higher timeframe, stricter condition than standard EMA crossover
🧠 6-layer confluence gate — Anchor Trend, HTF Bias, ADX, Volume Delta, PD Zone, and HVN Confluence all scored independently on every bar
📊 Live confluence label on chart — B x/6 · S x/6 displayed near Band 4 in real time without requiring dashboard attention
🎯 Three TP target modes — POC Target (institutional magnet), Opposite Band (maximum trend extension), or ATR Multiple (fixed distance)
⚙ Configurable SL anchor band — choose Band 1 through Band 4 for stop placement based on your risk preference and trading style
🏷 Trend flip labels — ▲ ANCHOR BULL and BEAR ▼ ANCHOR labels mark every structural trend change on the chart
📊 18-row live dashboard — Trend, Filters, Volume, and Confluence sections updated in real time
🔔 6 alert conditions — bull/bear trend flips, long/short entries, and HVN + anchor confluence touches
🎨 Fully cohesive dual-tone color system — yellow-green for all bullish elements, red for all bearish, orange for squeeze, purple for VWAP/equilibrium/POC
⚙ Fully configurable — ATR length, base multiplier, adaptive scaling range, volume profile rows and width, value area percentage, HTF timeframe and EMA periods, ADX threshold, PD zone requirement, TP mode, SL band, and all colors are independently adjustable
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⚙ Settings Reference
Anchor Trail Engine
ATR Length — lookback for the ATR calculation used in all band offsets (default: 14)
Source — price source for trailing stop calculations (default: close)
Band Offset (Base) — ATR multiplier for Band 1, the innermost band. Bands 2–4 add +1, +2, +3 automatically (default: 6.5)
Adaptive Band Scaling — toggles the volatility-adaptive multiplier adjustment
Adaptive Min Scale — multiplier floor applied during squeeze conditions (default: 0.85)
Adaptive Max Scale — multiplier ceiling applied during high-volatility expansion (default: 1.15)
Volume Profile
Show Volume Profile — toggle the rendered profile bars to the right of price
Profile Rows — number of price bins in the volume profile (default: 30)
Profile Width (Bars) — maximum horizontal width of the profile in bars (default: 40)
Delta-Weighted Volume — when on, weights each bar's contribution by directional candle bias
Show HVN Levels — toggle horizontal High Volume Node lines
HVN Line Style — Dotted / Solid / Dashed
HVN Line Width — thickness of HVN lines (default: 1)
Show Value Area (POC/VAH/VAL) — toggle POC, VAH, and VAL line plots
Value Area % — percentage of total volume used to define the value area boundaries (default: 70%)
Show Trend Equilibrium — toggle the dynamic segment midpoint line
Confluence & Entries
HTF Trend Filter — toggle the higher timeframe EMA bias requirement
HTF Timeframe — the higher timeframe for EMA calculations (default: 60-minute)
HTF Fast / Slow EMA — EMA periods on the higher timeframe (defaults: 21 / 55)
ADX Trend Filter — toggle the ADX minimum requirement
ADX Length — ADX calculation lookback (default: 14)
ADX Minimum — threshold below which signals are suppressed (default: 18)
Volume Delta Filter — toggle the volume delta directional requirement
Volume MA Length — EMA smoothing length for volume delta calculation (default: 14)
Require PD Zone — when on, longs require discount positioning, shorts require premium
Session Filter — toggle active hours restriction (default: off — ANCHOR is designed for all-session use on most instruments)
Active Session — configurable session window
Min Layers (of 6) — minimum confluence score to fire a signal (default: 4)
Signal Cooldown — minimum bars between consecutive signals (default: 8)
Show Entry Signals — toggle signal triangles on or off
Show Confluence Label — toggle the live B/S score label near Band 4
Exit Guidance
Show SL / TP Guides — toggle the guide level dotted circle plots
SL Anchor Band — which of the four bands to use as the stop loss reference (default: Band 4)
TP Target Mode — POC Target / Opposite Band / ATR Multiple
TP ATR Mult — ATR distance for the ATR Multiple TP mode (default: 2.5)
Display
Trailing Stop Heatmap — toggle the gradient opacity fills between bands
Trend Flip Labels — toggle the ▲ ANCHOR BULL / BEAR ▼ ANCHOR labels
Show Dashboard — toggle the full dashboard panel
Dashboard Position — Top Left / Top Right / Bottom Left / Bottom Right
Colors
Bull / Bull Bright — yellow-green family for all bullish bands, fills, and labels
Bear / Bear Bright — red family for all bearish elements
Squeeze — orange for squeeze state indicators
Equilibrium — purple for the trend equilibrium line
POC Line — purple for the Point of Control
VAH / VAL Lines — yellow-green and red for value area boundaries
SL Guide / TP Guide — stop and target guide line colors
Bull / Bear Label Text — text color for confluence and flip labels
Dash Text / Dash BG / Dash Header / Dash Section / Dash Frame — full dashboard color control
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🔔 Alert Conditions (6 total)
Trend Alerts
Anchor Bull Flip — trend has anchored bullish. Band 4 closed above, all bands reset upward. Watch outer band for pullback entry development
Anchor Bear Flip — trend has anchored bearish. Band 4 closed below, all bands reset downward
Entry Alerts
Anchor Long Entry — Band 4 touched from above with confluence confirmed. Long signal fired
Anchor Short Entry — Band 4 touched from below with confluence confirmed. Short signal fired
HVN Confluence Alerts
HVN + Anchor Long Touch — price is touching the anchor band at or near a High Volume Node support zone. Pre-signal awareness alert
HVN + Anchor Short Touch — price is touching the anchor band at or near a High Volume Node resistance zone
All alert messages are formatted as const strings for clean webhook and notification platform integration.
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🎯 Recommended Settings by Instrument & Timeframe
The default configuration is optimized for XAUUSD, major forex pairs, crypto, and indices on M5–H1 . ANCHOR is uniquely versatile — the volume profile adapts to any trend length and the adaptive scaling handles any volatility regime:
Band Offset at 6.5× — wide enough to avoid noise exits on intraday timeframes while keeping the trail structurally relevant
HTF at 60-minute — provides meaningful context for M5–M15 intraday trading
Delta-Weighted Volume on — directional weighting produces the most institutionally relevant profile on all liquid instruments
Value Area at 70% — the standard institutional value area definition used by professional volume profile traders
Session filter off by default — ANCHOR is designed for continuous multi-session trading on most instruments
For other instruments or timeframes, adjust:
M1–M3 scalping — reduce Band Offset to 4.5–5.5, reduce ATR Length to 10, increase Profile Rows to 20 for faster profile builds
H4 / Daily swing trading — increase Band Offset to 8.0–10.0, set HTF to Weekly, reduce Profile Rows to 15–20 for cleaner node identification, increase TP ATR Mult to 4.0–5.0
Crypto (BTC, ETH) — increase Adaptive Max Scale to 1.25 to accommodate wider expansion swings, increase Band Offset to 7.5–8.5
Low-volatility forex pairs — reduce Band Offset to 5.5–6.0, reduce Adaptive Min Scale to 0.80 for tighter squeeze-phase bands
Tighter signal quality — raise Min Layers to 5/6, enable PD Zone requirement, raise ADX minimum to 22
More frequent signals — lower Min Layers to 3, disable HTF filter, disable PD Zone requirement
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👥 Who This Is For
📈 Trend followers and swing traders — the four-band trailing stop with heatmap visualization is built specifically for riding extended directional moves with structural confidence, not second-guessing every pullback
📊 Volume profile traders — the delta-weighted, trend-anchored profile provides the most contextually relevant volume analysis available for any given trend segment
🥇 Gold (XAUUSD) and forex traders — default settings are tuned for these instruments. The adaptive band scaling handles XAUUSD's distinctive alternation between low-volatility coiling and high-velocity expansion
🎯 Pullback entry traders — ANCHOR is specifically designed to fire at the outer structural boundary of the trend (Band 4) rather than on breakouts or initial moves. Every entry is a pullback-to-structure trade at the institutional trailing stop level
📡 Multi-timeframe traders — the HTF bias filter and trend equilibrium system create a natural multi-timeframe framework within a single indicator
🧠 Traders who want volume context with every entry — the live POC, VAH/VAL, and HVN levels provide immediate institutional volume context for every trade without requiring a separate volume profile tool
🔥 Visual traders — the heatmap, gradient fills, trend flip labels, and volume profile create one of the richest single-indicator chart environments in the AlphaX suite. Everything needed for a complete trend trade is visible on the chart simultaneously
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📝 Notes
All signals are confirmed on bar close — the indicator is non-repainting by design. Band positions and trend state finalize on confirmed bars only
The volume profile is recomputed on every bar using the full trend segment history. On very long trend segments (hundreds of bars), this computation is resource-intensive. The max_bars_back is set to 5000 to accommodate extended trend segments. If you notice performance degradation on very low timeframes with long chart history, reduce Profile Rows or reduce the chart's visible bar count
The volume profile is rendered only on the last bar and redrawn on every real-time update. Historical bars show the band structure but not the profile rendering — the profile always reflects the current trend segment state
When a trend flip occurs, the volume profile resets completely. The first few bars after a flip will show a very short profile with minimal data — meaningful HVN confluence typically requires 15–20+ bars of trend history to develop
The adaptive scale is based on ATR percentrank over 100 bars. On instruments or timeframes with less than 100 bars of history, the percentrank may not be fully calibrated. This is a warm-up effect and resolves naturally as history accumulates
The session filter is off by default because ANCHOR is designed as a multi-session trend system. Unlike scalping systems that are most effective during active hours, ANCHOR band retests can occur at any time during a developing trend. Enable the session filter only if you specifically want to restrict entries to active trading hours on your instrument
The Trade Status section tracks position direction from signal to exit within the chart session — it does not connect to your broker or brokerage account
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⚠ Disclaimer
This indicator is a technical analysis and visualization tool intended for educational and informational purposes only. It does not constitute financial advice or a recommendation to buy or sell any financial instrument. All signals are generated from historical and real-time price data using mathematical calculations — their accuracy or profitability is not guaranteed. Past performance of any signal type does not guarantee future results. Always conduct your own analysis, use proper risk management, and consult a licensed financial advisor before making any trading decisions. The author accepts no responsibility for any losses incurred from the use of this indicator.
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Built for traders who understand that the most powerful entries are not at the breakout — they are at the moment price returns to the structural anchor where institutions are waiting. Indicador
Guppy MMA Mean Reversion SignalsThe Guppy MMA Mean Reversion System is a trend-following mean reversion tool designed to identify high-probability pullbacks within established trends. By combining the classic Guppy Multiple Moving Average (GMMA) with volatility, volume, and momentum filters, this script aims to reduce the "noise" often found in standard moving average cross strategies.
The Concept: Why this Works
Standard GMMA indicators are excellent for visualizing trend strength but often lack precise entry triggers or filters to avoid entering during periods of low volume or extreme exhaustion. This script addresses these limitations by integrating four distinct analytical components:
- GMMA Ribbons (Trend & Reversion Zones) : We use two groups of EMAs (Short-term and Long-term). The Long-term group defines the "institutional" trend. Our entry logic looks for price to revert from the short-term trend back into the long-term trend zone—a classic sign of a healthy pullback.
- CVD Confluence (Volume Confirmation) : Using Cumulative Volume Delta (CVD) based on candle-body delta approximations, the script ensures that volume flow supports the entry direction. This prevents entering pullbacks that lack the necessary buying/selling pressure to resume the trend.
- ATR Volatility Filter (Statistical Spacing) : To avoid "choppy" entries, this filter requires the price to be at a statistically significant distance from the EMA based on market volatility (ATR). This ensures you are entering at a true "discount" rather than in a sideways market.
- RSI Exhaustion Filter (Momentum Safety) : We utilize RSI to ensure that a reversion hasn't reached an overextended state. For example, it prevents buying a pullback if the RSI indicates the asset is already in an overbought exhaustion phase.
How to Use
- Long Entries (Green Circles) : Triggers when the Long-term ribbon is bullish, and price pulls back to touch the Long-term EMA group, provided the CVD, ATR, and RSI conditions are met.
- Short Entries (Red Circles) : Triggers when the Long-term ribbon is bearish, and price rallies to touch the Long-term EMA group, filtered by volume and momentum.
- Exits (Labels) : Exit signals appear when price successfully reverts back to the "fast" Short-term group, marking the completion of the mean reversion move.
Key Features & Customization
- Independent Toggles : You can independently turn on/off buy signals, sell signals, and their respective exits to suit your specific trading style (e.g., only trading the long side).
- Signal Cooldown : Includes a customizable "bar count" cooldown to prevent multiple overlapping signals during high-volatility periods.
- Comprehensive Settings : Fully adjustable EMA lengths, ATR multipliers, and RSI thresholds to adapt the system to different timeframes and asset classes (Crypto, Forex, Stocks).
Settings Guide
- Use ATR Filter : Increase the multiplier for more conservative, wider entries.
- Use CVD Filter : Enable to ensure volume delta is trending with your entry.
- Use RSI Filter : Helps avoid "catching falling knives" by filtering out trades during extreme momentum spikes. Indicador
