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Relativevolume

Aggressive Order FlowThis is a candle coloring indicator that combines aggregated Open Interest (OI) across multiple perpetual futures feeds with per-candle Volume Delta to identify whether price movement is backed by real orderflow conviction. How it works On each candle, the indicator checks two conditions: OI direction — aggregated OI across up to 5 user-defined perpetual futures feeds is summed. If the combined OI grew by more than the defined threshold, OI is considered increasing. Delta direction — lower timeframe volume is broken down into buying and selling pressure per bar. If net delta is positive, buy pressure increased 🟢 Green — OI increasing + positive delta. New money entering the market on the buy side. Bullish conviction. 🔴 Red — OI increasing + negative delta. New money entering the market on the sell side. Bearish conviction. ⬜ Grey — OI flat or decreasing. Movement is likely driven by existing positions being closed rather than new commitment. Low conviction. Settings Up to 5 perpetual futures tickers for OI aggregation, set them to spot to disable. OI change threshold (%) to filter out noise, higher % means more OI added. Stat Box A table displayed in the top right corner shows the aggregated OI across chosen feeds now vs N candles ago, with the absolute and percentage change over that window. Only active ticker slots are included in the calculation. Notes The stat box is not necessary, you can disable it. If you want to disable a ticker, set it to spot.
Indicador Pine Script®
por btcmaxlev
Advanced Engine: RVOL and Price ActionThis is an Enhanced version of SuperTrend and Volume Oscillator, utilising the Relative Volume and ZScore to give precise signals. This works well with Indicies and most stocks. Chose Chart TF as 10 mins 1. System Overview The v6.12 Engine is a dual-timeframe algorithmic system. It utilizes the Chart Timeframe (CTF) to establish macro trend, mean-reversion boundaries, and structural momentum. Simultaneously, it runs a background 1-Minute Timeframe (1m TF) engine to analyze absolute volume expansion and micro-order flow delta. The system features dynamic toggles allowing it to act as a strict trend-follower, a VWAP mean-reversion scalper, or a high-velocity volume breakout catcher. 2. Core Mathematical Components A. Chart Timeframe (CTF) Indicators SuperTrend (Macro Bias): ATR-based trailing envelope. (ATR: 10, Multiplier: 3.0). Toggle:Ignore SuperTrend forces the internal state to true to allow pure VWAP mean-reversion trades. VWAP (Intraday Baseline): Session-anchored Volume Weighted Average Price based on Typical Price (hlc3). Volume Oscillator (Structural Momentum): Measures acceleration of trading volume. VolOsc = 100 \times \frac{EMA(Volume, 5) - EMA(Volume, 10)}{EMA(Volume, 10)} Requirement: Must be rising/falling over 2 consecutive bars. Stochastic RSI (Price Velocity): Averaged %K and %D lines. Requirement: Must be rising/falling over 2 consecutive bars, unless "Stuck" at extremities (< 1 or > 99). B.1-Minute (1m TF) Indicators Calculated independently of the chart timeframe using exact 1-minute tick data. Relative Volume (RVOL): Compares the current 1m volume against the historical average volume for that exact same minute over the last N days (Default: 10 days). Trigger (isHighRVOL): RVOL > 1.5. Smoothed Delta Z-Score: Calculates the difference between buying volume and selling volume within the 1-minute candle, normalizes it into a Z-Score, and applies a 3-period Simple Moving Average. Trigger (isZBull): Smoothed Z-Score is rising AND 1m Price is Bullish (Close > Open). Trigger (isZBear): Smoothed Z-Score is rising AND 1m Price is Bearish (Close < Open). 3. Strict Entry Criteria The engine evaluates signals via logical OR gates between sub-routines. If any of the following sub-routines return true, a trade is executed. A. Long (BUY) Triggers All Long entries strictly require the execution candle to be Green (Close > Open). If the 1m Sniper Filter is enabled, all Standard, Stuck, and Override entries must also have a Bullish 1m Z-Score (isZBull). Standard Buy: SuperTrend Green + Price > VWAP + VolOsc Rising + StochRSI Rising. Stuck Buy: StochRSI < 1 (bypassing slope) + SuperTrend Green + Price > VWAP + VolOsc Rising. Oversold Override Buy: StochRSI < 20 + StochRSI Rising + VolOsc Rising + Price > VWAP (Overrides Red SuperTrend). RVOL Breakout (If Enabled): Price > VWAP + SuperTrend Green + isHighRVOL + isZBull (Bypasses CTF VolOsc and StochRSI). B. Short (SELL) Triggers All Short entries strictly require the execution candle to be Red (Close < Open). If the 1m Sniper Filter is enabled, all Standard, Stuck, and Override entries must also have a Bearish 1m Z-Score (isZBear). Standard Sell: SuperTrend Red + Price < VWAP + VolOsc Falling + StochRSI Falling. Stuck Sell: StochRSI > 99 (bypassing slope) + SuperTrend Red + Price < VWAP + VolOsc Falling. Overbought Override Sell: StochRSI > 80 + StochRSI Falling + VolOsc Falling + Price < VWAP (Overrides Green SuperTrend). RVOL Breakout (If Enabled): Price < VWAP + SuperTrend Red + isHighRVOL + isZBear (Bypasses CTF VolOsc and StochRSI). 4. Strict Exit Criteria The engine manages risk and flattens positions based on the following autonomous triggers: Stop-and-Reverse (Standard): If an opposing valid entry signal fires while a position is open, the engine simultaneously calculates realized PnL, flips the state directly to the opposite direction, and updates the entry price. VWAP Early Exit (If Enabled): Exits a trade prior to a full momentum reversal if the entire body of the candle closes across the VWAP line against the trade direction. Long Exit: max(open, close) < VWAP Short Exit: min(open, close) > VWAP 1m Micro-Divergence Exit (If Enabled): Exits a trade immediately if micro-order flow violently shifts against the position, regardless of the chart timeframe structure. Long Exit: isHighRVOL AND isZBear. Short Exit: isHighRVOL AND isZBull. Cutoff Exit (Smart No-Entry): If a standard reversal signal fires after the No Entry Hour (Default: 14:45), the engine uses it to EXIT the current trade but strictly blocks the new entry leg. EOD Square-Off (If Enabled): Hard flattens any remaining open positions at the exact close of the designated EOD candle (Default: 15:10) to secure intraday margins. 5. System Accounting & Webhook Outputs Continuous Open PnL: The tradeState (-1, 0, 1) and entryPrice lock on execution. If swing trading (EOD Close disabled), floating PnL carries over across sessions. Daily Realized PnL: Hard-resets to 0.0 at the first bar of a new calendar day. The previous day's total realized points are stamped to the Pine Logs. Webhook Payload: The system fires strictly validated JSON strings to the configured endpoint at alert.freq_once_per_bar_close: {"action": "BUY", "ticker": "...", "price": 0.00, "exchange": "..."} {"action": "SELL", "ticker": "...", "price": 0.00, "exchange": "..."} {"action": "EXIT", "ticker": "...", "price": 0.00, "exchange": "..."} {"action": "SQUARE_OFF", "ticker": "...", "price": 0.00, "exchange": "..."}
Indicador Pine Script®
por razcads
Price Action & Volume Coherence Analyzer **Price Action & Volume Coherence Analyzer - Advanced Market Analysis Tool** This indicator analyzes the relationship between price action and volume, identifying when market movements are efficient or conflicting, helping traders understand the quality of price moves. **What This Script Does:** This indicator combines price action analysis with volume coherence detection through a proprietary correlation algorithm: **1. Price Action Classification System:** - Analyzes candle body strength (% of range occupied by body) - Evaluates close position (upper, middle, or lower third of candle) - Classifies each candle into 4 categories: - Strong Bullish (large body + close near top + high volume) - Weak Bullish (small body or close not at top) - Strong Bearish (large body + close near bottom + high volume) - Weak Bearish (small body or close not at bottom) - Optional volume confirmation for enhanced accuracy **2. Volume-Price Coherence Detection:** - Compares current volume to historical average - Compares price range to historical range average - Calculates coherence ratio: Normalized Range / Normalized Volume - Identifies market efficiency: - High coherence (>1.5): Good price movement relative to volume - Normal coherence (~1.0): Balanced volume-price relationship - Low coherence (<0.7): Congestion or high volume with little price movement **3. Visual System:** - Color-coded candles for instant pattern recognition - Background highlighting for extreme coherence conditions - Status bar displaying numerical coherence value - Alert system for abnormal conditions **How It Works:** 1. **Candle Analysis**: Evaluates body strength and close position 2. **Volume Analysis**: Normalizes volume against 20-period average 3. **Range Analysis**: Normalizes price range against 20-period average 4. **Coherence Calculation**: Creates ratio revealing volume-price efficiency 5. **Visualization**: Colors candles and background based on conditions 6. **Alerts**: Notifies when coherence becomes extreme **Key Calculations:** - Body Ratio = (Candle Body / Candle Range) × 100 - Close Position = (Close - Low) / (High - Low) - Volume Normalized = Current Volume / Volume Average - Range Normalized = Current Range / Range Average - Coherence = Range Normalized / Volume Normalized **Parameters:** - **Strong Body Threshold (%)**: Minimum body % to classify candle as strong (default: 60%) - **Use Volume in Colors**: Enable volume confirmation for classification (default: ON) - **Average Period**: Lookback period for calculating averages (default: 20) - **Show Background Alerts**: Highlight extreme coherence on chart (default: ON) - **Base Equilibrium Value**: Reference point for coherence (default: 1.0) **Use Cases:** 1. **Traders**: Identify high-quality price moves with adequate volume support 2. **Swing Traders**: Detect reversals when coherence diverges from volume 3. **Scalpers**: Find efficient entry points with strong volume confirmation 4. **Analysts**: Understand market efficiency and trader intent 5. **Risk Managers**: Spot potential manipulation or institutional activity **Color Coding:** - **Green Candles**: Strong bullish (large body, close at top) - **Light Green**: Weak bullish (small body or close not at top) - **Red Candles**: Strong bearish (large body, close at bottom) - **Light Red**: Weak bearish (small body or close not at bottom) - **Gray**: Doji patterns (open = close) - **Green Background**: Efficient movement (high coherence >1.5) - **Red Background**: Congestion (low coherence <0.7) **Originality Statement:** This script's core algorithm—the volume-price coherence correlation system—is original work. While price action and volume analysis concepts are well-known, this specific implementation that simultaneously evaluates body strength, close position, volume normalization, and range normalization to produce a coherence ratio represents a unique analytical approach not available in standard indicators. ---
Indicador Pine Script®
por alegorico
Market Liquidity IndicatorThe strategy identifies institutional "Ignition" points where price breaks a key macro level (VWAP) with significant volume and order flow support. It assumes that a clean breakout, backed by high relative volume (RVOL) and aggressive buying/selling pressure (CVD Slope), will result in a sustainable trend. Risk is managed via a "Profit-Only Trailing Stop" mechanism, which enforces a hard floor for losses but allows profits to run uncapped until the trend bends Timeframe: This strategy is hardcoded to look at 1-minute data for its decision engine (RVOL/CVD), regardless of the chart timeframe. However, it is recommended to run it on a 5-minute chart for visual clarity. Execution: GOL (Green Arrow): Go Long. GOS (Red Arrow): Go Short. Exits: 1 Brick = 0.1% of Entry Price. Trailing Stop Loss: Retrace from Extreme High/Low ± 3 Bricks. Stop Out: +/- 3 Bricks from Entry Price Works well with Stocks - 5 min TF. For Index 10 min TF works well. However do play around to get your best fit. Happy Profitable Trading! Have fun!
Indicador Pine Script®
por razcads
GC High-Prob 3-Touch + RVOLWhen publishing your script to TradingView, the description is your "sales pitch" to the community. TradingView’s moderators and users look for three things: What it does, Why it’s useful, and How to interpret it. Here is a structured, professional description you can copy and paste into the publishing field. Title Suggestion: GC High-Prob Liquidity Zones: 3-Touch + RVOL Surge Description: Overview This indicator is designed specifically for Gold (GC) and other highly liquid futures, focusing on identifying high-probability support and resistance zones. Rather than plotting every minor pivot, this script filters market noise by requiring a "clustering" of price action and institutional volume confirmation. It identifies levels where the price has been rejected at least three times within a narrow range and validates the strength of these zones using Relative Volume (RVOL). Key Features 3-Touch Requirement: The script only plots a zone once it detects 3 separate rejections at a specific price level. This identifies "battlegrounds" where supply and demand are truly established. RVOL Surge Filter: To prevent "lazy" or low-liquidity fake-outs, the zone is only highlighted if the most recent touch occurred with a volume spike (Relative Volume > 1.5x average). Dynamic Price Anchoring: Built using Pine Script v6 force_overlay, these zones are physically anchored to the price candles. They scale and move perfectly with the chart as you zoom or scroll, avoiding the "floating" issues common in standard drawing scripts. Smart Proximity: Includes a proximity filter (default $0.50 for Gold) that groups nearby wicks into a single unified zone of interest. How to Use Identify the Zone: When a Red (Resistance) or Green (Support) box appears with a thick yellow border, it indicates a high-probability institutional level. Wait for the Sweep: Look for price to "hunt" the liquidity inside the box. The Rejection: A successful trade setup often occurs when a candle wicks into the zone but closes back outside of it on high volume. Risk Management: The edges of these boxes provide clear, objective levels for stop-loss placement. Settings Pivot Strength: Adjusts how "significant" a peak must be to be recorded. (10 is recommended for 1m/5m charts). RVOL Threshold: Sets the multiplier for volume spikes. 1.5 means 150% of the recent average volume. Touch Proximity: Defines how close rejections must be to each other to be considered part of the same "cluster."
Indicador Pine Script®
por bansheecapital
2
Relative Volume multi-timeframe ( D, W, M)Relative Volume (RVOL) measures how active the market is compared to its normal volume. This indicator calculates RVOL on a selectable higher timeframe (Daily / Weekly / Monthly) and plots it as a column histogram, with colors matched to candle direction (bull/bear) either from the source timeframe or from the current chart timeframe. What it calculates RVOL is computed as: RVOL = Current Volume (TF) ÷ SMA(Volume (TF), Lookback) Where: TF is the selected source timeframe: D, W, or M Lookback is the number of TF bars used to compute the SMA baseline (default 30) Interpretation: RVOL = 1.0 → volume is equal to the average volume over the lookback period RVOL > 1.0 → above-average activity (more participation than normal) RVOL < 1.0 → below-average activity (less participation than normal) Multi-timeframe behavior The indicator uses higher-timeframe volume data regardless of the chart timeframe: If you are on an intraday chart and TF = Daily, RVOL represents today’s accumulated daily volume so far compared to the average daily volume over the lookback period. On Daily charts with TF = Daily, each bar represents a full day, so RVOL is the cleanest “day vs average day” comparison. Weekly/Monthly modes work similarly, comparing the current week/month’s volume (or volume so far) to the average of prior weeks/months. No forward-looking data is used (lookahead off). Column coloring (candle-matched) You can choose how RVOL columns are colored: 1) Source timeframe (D/W/M) Colors are based on the candle direction of the selected TF: Bullish TF candle (Close > Open) → bull color Bearish TF candle (Close < Open) → bear color Doji/neutral → neutral color 2) Chart timeframe Colors are based on the current chart candles (your active timeframe), using the same bull/bear/doji logic. This makes it easy to visually connect “unusual volume” with “which side controlled the candle” on the timeframe you care about. Threshold guide lines Horizontal levels are included to classify volume intensity at a glance: 1.0 = average volume baseline 1.2 = early elevated activity 1.5 = clearly above average 2.0 = strong participation 3.0 = high momentum / “power” activity 5.0 = extreme / climax-level activity These are guides, not signals. RVOL measures participation, not direction or trend by itself. How to use it Use RVOL to identify periods where volume is meaningfully above average: Confirm breakouts, trend continuation, or major reaction candles with elevated RVOL Spot low-interest environments where moves are more likely to fade (low RVOL) Combine with price structure (levels, ranges, trend) to distinguish accumulation/distribution vs “noise” Notes / limitations On intraday charts with TF = Daily/Weekly/Monthly, the current TF bar may be in progress, so RVOL reflects volume accumulated so far versus the average baseline. This is expected behavior. The indicator does not generate buy/sell signals; it provides volume context for your existing strategy.
Indicador Pine Script®
por MPRinvest
Daily RVOL (Raw) SMA/EMA + Surge Marker - TP## Daily RVOL (Raw) SMA/EMA + Surge Marker (TP) This indicator helps you spot **unusual institutional-style participation** by measuring **Daily Relative Volume (RVOL)** and highlighting **sudden RVOL “surges”** compared to the prior day. ### What it shows **RVOL (raw)** is a ratio: **RVOL = Today’s Daily Volume ÷ Average Daily Volume (lookback)** * **1.00x** = normal volume * **1.50x** = ~50% above normal * **2.00x** = ~2x normal The “Average Daily Volume” baseline can be calculated using either: * **SMA** (simple average), or * **EMA** (faster-reacting average) The baseline uses **completed daily bars only**, so it won’t be distorted by a partially completed day. ### Surge Marker (Circle) The circle prints when **today’s RVOL jumps significantly vs yesterday’s RVOL**: **RVOL Surge % = (RVOL Today ÷ RVOL Prev − 1) × 100** So if your surge threshold is **80%**, the circle triggers when: **RVOL Today ≥ 1.80 × RVOL Prev** This is meant to detect **volume acceleration**—not just “high volume,” but a **step-change** in participation. ### How to use it (in plain English) Think of RVOL as a **crowd-size meter**, and the surge circle as a **“big money showed up today”** alert. It does **not** directly label buy vs sell—it highlights **participation**. Direction comes from price action and context. ### Bullish vs Bearish clues (price + volume together) Use the circle as a clue, then read the candle and key levels: **Potential bullish signs** * Breakout/reclaim of resistance + surge circle (strong confirmation) * Strong up day (wide range, closes near highs) + surge circle * **High volume down-close that *does NOT* break lower lows** (holds support) → Often means selling pressure was absorbed and price held the line. This can be a **bullish “support/absorption” tell**, especially if the next day confirms with strength. **Potential bearish signs** * Breakdown below support + surge circle (distribution confirmation) * Rejection at resistance on surge circle (supply showing up) * **High volume up-close that *fails to make higher highs* / can’t push through resistance** → Often suggests buying effort was met by strong supply (selling into strength). This can be a **bearish “stall/failure” tell**, especially if the next day confirms with weakness. ### Suggested settings * **RVOL Length:** 20 is a solid default * **SMA vs EMA:** * SMA = smoother baseline * EMA = reacts faster to recent volume changes * **Surge Threshold:** * **80–150%** = rare “shock” participation (fewer, stronger signals) * **40–80%** = balanced signals * **10–40%** = more signals, more noise ### Best practice Use RVOL + surge circles as **confirmation**, not a standalone entry/exit: * Combine with trend, support/resistance, and candle structure. * The surge circle says **“participation surged”**—price action tells you **whether it’s accumulation (support) or distribution (supply).** *(Educational use only. Not financial advice.)*
Indicador Pine Script®
por TradersPod
Opening Volume Scanner - Full AnalyticsOpening Volume Scanner - Full Analytics A volume analysis tool designed to identify unusual opening volume patterns by comparing bar volume to average daily volume (ADV). The indicator colors candlesticks when volume exceeds specified thresholds during the first bars of the trading session. Core Functionality: Monitors volume as a percentage of ADV for the first N bars from session open (default: 5 bars) Colors bars across 4 progressive threshold levels (default: 5%, 10%, 20%, 50% of ADV) Calculates ADV using a customizable period (default: 20 days) Optional bullish-only filter to display only green bars that meet volume criteria Volume Metrics: Bar % of ADV: Current bar volume expressed as percentage of average daily volume RVOL (Relative Volume): Bar volume divided by ADV (e.g., 5.0x = 500% of ADV) 30-Min Cumulative: Sum of volume for first 30 bars expressed as % of ADV $ Volume: Bar dollar volume in millions or billions Display Features: Customizable data table showing real-time metrics (position, size, colors adjustable) Optional $ volume indicator with 9 symbol choices (triangle, arrow, circle, etc.) Progressive color coding: yellow/orange/red for increasing volume intensity Green color scale for RVOL and cumulative thresholds Alert System: RVOL alerts at configurable thresholds (default: 5x, 10x, 20x) 30-minute cumulative alerts at configurable % ADV levels (default: 100%, 150%, 200%) All alerts can be toggled on/off independently Customization Options: All threshold levels and colors are adjustable Table rows can be individually shown/hidden Background transparency and border options Compatible with all timeframes (designed for 1-minute charts) Use Case: Identifies stocks experiencing unusual opening volume activity relative to their normal trading patterns. Useful for momentum traders looking for early signs of institutional activity or catalyst-driven moves in the first minutes of the session.
Indicador Pine Script®
por irishborninvestor
Volume Pulse Dots Relative Volume at a Glance Volume Pulse Dots is a lightweight, price-overlay indicator designed to highlight unusual volume activity directly on the chart, without adding clutter or a separate volume pane. Instead of raw volume bars, this script uses relative volume (rVol) — current volume compared to a moving average of recent volume — to visually flag moments when participation meaningfully deviates from normal. How It Works Relative volume is calculated as: Current volume ÷ Volume moving average (user-defined length) Based on this ratio, small dots are plotted on the chart: • High relative volume (green dot below bar) Signals increased participation compared to recent activity. Often appears during momentum moves, breakouts, or strong continuation candles. • Very high relative volume (larger cyan dot below bar) Indicates extreme participation. Common near major breakouts, capitulation candles, or key inflection points. • Low relative volume (gray dot above bar) Highlights weak participation. These candles often represent fake moves, fading momentum, or price drifting without conviction. Dots are intentionally subtle and plotted directly on price to keep context clear while staying out of the way. How to Use It This indicator is not a standalone signal generator. It works best when combined with: • VWAP and EMA structure • Key support and resistance levels • Candlestick context (range, wicks, follow-through) • Price location relative to the open, highs, or prior day levels Examples: • High rVol dots near VWAP can confirm real participation • Very high rVol dots at extended levels may signal exhaustion • Low rVol dots during breakouts often warn of weak follow-through Customization You can adjust: • Volume moving average length • Thresholds for high, very high, and low relative volume • Optional display of the rVol value in the status line (no extra pane) Design Philosophy • No separate volume pane • No alerts or signals • No repainting • Minimal visual footprint This tool is meant to quietly surface information that experienced traders already look for, without distracting from price.
Indicador Pine Script®
por TraderBecks
2
Daily Volume Event This tool is ideal for traders who want to monitor hundreds of symbols simultaneously for volume shocks. This indicator was developed exclusively by the AI Gemini to precisely identify extraordinary trading volumes. The focus lies on detecting "news events" by comparing the current daily volume with the average of the past five days. Thanks to percentage-based normalization, a single alert value can be used universally across an entire watchlist. he script utilizes multi-timeframe analysis to display the daily volume ratio directly on intraday charts such as the 15-minute timeframe. It eliminates the noise of ordinary market movements and isolates significant institutional activity through customizable thresholds. Users can set alerts to be notified immediately when a stock exceeds its typical volume by 30% or more. The clean visual representation as a histogram allows for quick identification of outliers without manual calculation.
Indicador Pine Script®
por matzelotz
Confluence Execution Engine (2of3)The Confluence Execution Engine is a high-performance logic gate designed to filter out market noise and identify high-probability "Golden" entries. It moves beyond simple indicator signals by acting as a mathematical validator for price action. This engine is designed for the Systematic Trader. It removes the "guesswork" of whether a move is real or an exhaustion pump by requiring a mathematical confluence of volume, multi-timeframe momentum, and volatility-adjusted space. Why This Tool is Unique: Multi-Dimensional Scoring, Momentum-Adjusted Stretch, Institutional Fingerprint (RVOL + Spike) Unlike a standard MACD or RSI, this engine uses a weighted scoring matrix. It pulls a "Bundle" of data (WaveTrend, RSI, ROC) from four different timeframes simultaneously. It doesn't give a signal unless the mathematical weight of all four timeframes crosses your "Hurdle" (Base Threshold). Standard "overbought" indicators are often wrong during strong trends. This engine uses Dynamic Z-Score logic. The Logic: If the price moves away from the mean, it checks the Rate of Change (ROC). The Result: If momentum is massive, the "Stretch" limit expands. It understands that a "stretched" price is actually a sign of strength in a breakout, not a reason to exit. It only warns of a TRAP RISK when the price is far from the mean but momentum is starting to stall. The engine is gated by Relative Volume. If the market is "sleepy," the engine stays in "PATIENCE" mode. It specifically hunts for Volume Spikes (default 2.5x average). A signal is only upgraded to "HIGH CONVICTION" when an institutional volume spike occurs, confirming that "Big Money" is participating. How to Operate the Engine Define Your Hurdle: Set your Confluence Hurdle. A higher number (e.g., 14+) requires more agreement across timeframes, leading to fewer but higher-quality trades. Monitor the Z/Dynamic Ratio: In the HUD, watch the Z: X.XX / Y.YY. When X approaches Y, you are reaching the edge of the momentum-adjusted move. The Entry Trigger: Wait for a "LOOK FOR..." advice to turn into a "HIGH CONVICTION" signal (marked by a triangle shape). This confirms that the MTF scoring, Volume, and HTF Trend are all aligned. Execute the Lines: Use the red and green "Ghost Lines" to set your orders. These are ATR-based, meaning they widen during high volatility to give your trade room to breathe. For holistic trading system, pair with Volatility Shield Pro and Session Levels
Indicador Pine Script®
por Crypt0Curious
SCOTTGO - Float, Change %, Vol & RVol DataFloat, Vol & Short Data Dashboard Overview The Float, Vol & Short Data Dashboard is a professional-grade monitoring tool designed for equity traders who need to track supply, demand, and momentum in real-time. By aggregating float size, relative volume, and short-selling activity into a clean, customizable table, this script helps you identify high-conviction trade setups without cluttering your price chart. Key Metrics Included Float: (Shares) – Instantly see the available supply of shares to gauge potential volatility. Change %: (From close) – Tracks the percentage gain/loss since the previous day's closing price. Change %: (From open) – Monitors intraday strength by calculating the move from the 9:30 AM EST market open. Volume: – Displays current daily volume with automated formatting (K, M, B). RVOL: (Daily) – Relative Volume compared to a 10-day SMA; essential for spotting "volume-fueled" breakouts. Short %: (Approx.) – Calculates the daily Short Volume Ratio (Short Volume / Total Volume), providing a real-time proxy for short-seller sentiment. Professional Customization This script was built with a focus on UI/UX: Three-Row Header System: Features high-contrast main titles with muted-grey sub-titles for maximum readability. Smart Color Logic: Price changes automatically toggle between green and red, while RVol highlights in orange when activity exceeds 1.5x average. Adjustable Layout: Change the table position, text size, and background opacity. Column Spacing: Includes a custom slider to adjust the horizontal gap between data columns, ensuring the dashboard fits any screen resolution. How To Use Add the script to your chart and use the Settings menu to toggle metrics or adjust the Column Spacing to your preference. Ideal for day traders and swing traders monitoring US Equities where float and short volume data are most impactful.
Indicador Pine Script®
por SCOTTGO
Session Relative VolumeSession Relative Volume is an advanced intraday futures volume indicator that analyzes volume separately for Asia, London, and New York sessions - something standard relative volume tools can’t do. Instead of aggregating the entire day’s volume, the indicator compares current volume to historical averages for the same session and time of day, allowing you to spot true volume strength and meaningful spikes, especially around session opens. Background Relative volume helps traders spot unusual activity: high volume often signals institutional participation and trending days, while low volume suggests weak commitment and possible mean reversion. In futures markets, sessions ( Asia, London, New York ) must be analyzed separately, but TradingView’s Relative Volume in Time aggregates the entire day, masking session-specific behavior - especially during the New York open. Since volume can vary by more than 20× between sessions, standard averages struggle to identify meaningful volume spikes when trader conviction matters most. Indicator Description The “Session Relative Volume” indicator solves these problems by calculating historical average volume specific to each session and time of day, and comparing current volume against those benchmarks. It offers four display modes and fully customizable session times Altogether, it provides traders with a powerful tool for analyzing intraday futures volume, helping to better assess market participation, trader conviction, and overall market conditions - ultimately supporting improved trading decisions. Parameters Mode – display mode: R-VOL: Relative cumulative session-specific volume at time VOL CUM: Cumulative session volume at time compared to historical average cumulative session-specific volume VOL AVG: Average session intrabar volume at time compared to historical average session-specific intrabar volume VOL: Individual bars volume, highlighting (solid color) unusual spikes Lookback period – number of days used for calculating historical average session volume at time MA Len – length of the moving average, representing average bar volume within a session based on previous periods (different from historical cumulative volume!). Used only in VOL and VOL AVG modes MA Thresh – deviation from moving average, used to detect bar volume spikes (bar volume > K × moving average) Start Time – End Time and Time Zone parameters for each session. The time zone must be set using TradingView’s format (e.g., GMT+1).
Indicador Pine Script®
por hermes_trisme
Clean Volume (SUV)The Problem with Raw Volume Traditional volume bars tell you how much traded, but not whether that amount is unusual. This creates noise that misleads traders: Stock A averages 1M shares with wild daily swings (500K-2M is normal). Today's 2M volume looks like a spike—but it's just a routine high day. Stock B averages 1M shares with rock-steady volume (950K-1.05M typical). Today's 2M volume is genuinely extraordinary—institutions are clearly active. Both show identical 200% relative volume. But Stock B's reading is far more significant. Raw volume and simple relative volume (RVol) can't distinguish between these situations, leading to: - False signals on naturally volatile stocks - Missed signals on stable stocks where smaller deviations matter - Inconsistent comparisons across different securities --- A Solution: Standardized Unexpected Volume (SUV) SUV applies statistical normalization to volume, measuring how many standard deviations today's volume is from the mean. This z-score approach accounts for each stock's individual volume stability, not just its average. SUV = (Today's Volume - Average Volume) / Standard Deviation of Volume Using the examples above: - Stock A (high volatility): SUV = 2.0 — elevated but not unusual for this stock - Stock B (low volatility): SUV = 10.0 — extremely unusual, demands attention SUV automatically calibrates to each security's behaviour, making volume readings comparable across any stock, ETF, or timeframe. --- What SUV Is Good For ✅ Identifying genuine volume anomalies — separates signal from noise ✅ Comparing volume across different securities — apples-to-apples z-scores ✅ Spotting institutional activity — large players create statistically significant footprints ✅ Confirming breakouts — high SUV validates price moves ✅ Detecting exhaustion — extreme SUV after extended moves may signal climax ✅ Finding "dry" setups — negative SUV reveals quiet accumulation periods --- Where SUV Has Limitations ⚠️ Earnings/news events — SUV will spike dramatically (by design), but the statistical reading may be less meaningful when fundamentals change ⚠️ Low-float stocks — extreme volume volatility can produce erratic SUV readings ⚠️ First 20 bars — needs lookback period to establish baseline; early readings are less reliable ⚠️ Doesn't predict direction — SUV measures volume intensity, not whether price will rise or fall --- How to Read This Indicator Bar Height Displays actual volume (like a traditional volume chart) so you can still see absolute levels. Bar Color (SUV Intensity) Color intensity reflects the SUV z-score. Brighter = more unusual. Up Days (Green Gradient): | Color | SUV Range | Meaning | |--------------|-----------|------------------------------------------| | Bright Green | ≥ 3.0 | EXTREME — Highly unusual buying activity | | Green | ≥ 2.0 | VERY HIGH — Significant accumulation | | Light Green | ≥ 1.5 | HIGH — Above-average interest | | Pale Green | ≥ 1.0 | ELEVATED — Moderately active | | Muted Green | 0 to 1.0 | NORMAL — Typical volume | | Dark Grey | < 0 | DRY — Below-average, quiet | Down Days (Red Gradient): | Color | SUV Range | Meaning | |------------|-----------|-----------------------------------------| | Bright Red | ≥ 3.0 | EXTREME — Panic selling or capitulation | | Red | ≥ 2.0 | VERY HIGH — Heavy distribution | | Light Red | ≥ 1.5 | HIGH — Active selling | | Pale Red | ≥ 1.0 | ELEVATED — Moderate selling | | Muted Red | 0 to 1.0 | NORMAL — Routine down day | | Dark Grey | < 0 | DRY — Light profit-taking | Coiled State (Tan/Beige): When detected, bars turn muted tan regardless of direction. This indicates: - Volume compression (SUV below threshold for consecutive days) - Volatility contraction (ATR below average) - Price tightness (small recent moves) Coiled states may precede significant breakouts. Special Markers "P" Label (Blue) — Pocket Pivot detected. Morales & Kacher's signal fires when: - Price closes higher than previous close - Price closes above the open (green candle) - Volume exceeds the highest down-day volume of the last 10 bars Pocket Pivots may indicate institutional buying before a traditional breakout. "C" Label (Orange) — Coiled state confirmed. The stock is consolidating with compressed volume and tight price action. Watch for expansion. Dashboard The configurable dashboard displays real-time metrics. Default items: - Vol — Current bar volume - SUV — Z-score value - Class — Classification (EXTREME/VERY HIGH/HIGH/ELEVATED/NORMAL/DRY/COILED) - Proj RVol — Projected end-of-day relative volume (intraday only) Additional optional items: Direction, Coil Status, Relative ATR, Pocket Pivot, Average Volume. --- Practical Usage Tips 1. SUV ≥ 2 on breakouts — Validates the move has institutional participation 2. Watch for SUV < 0 bases — Quiet accumulation zones where smart money builds positions 3. Coil → Expansion — After consecutive coiled days, the first SUV ≥ 1.5 bar often signals direction 4. Pocket Pivots in bases — Early accumulation signals before price breaks out 5. Extreme SUV (≥3) after extended moves — May indicate climax/exhaustion rather than continuation --- Settings Overview | Group | Key Settings | |-----------------|-----------------------------------------------------| | SUV Settings | Lookback period (default 20) | | Coil Detection | Enable/disable, sensitivity thresholds | | Pocket Pivot | Enable/disable, lookback period | | Display | Dashboard style (Ribbon/Table), position, text size | | Dashboard Items | Toggle which metrics appear | | Colors | Fully customizable gradient colors | --- Credits SUV concept adapted from academic literature on standardized unexpected volume in market microstructure research. Pocket Pivot methodology based on Gil Morales and Chris Kacher's work. Coil detection inspired by volatility contraction patterns. --- This indicator does not provide financial advice. Always combine volume analysis with price action, market context, and proper risk management. No animals were harmed during the coding and testing of this indicator.
Indicador Pine Script®
por mericourt
4
Combined: Net Volume, RSI & ATR# Combined: Net Volume, RSI & ATR Indicator ## Overview This custom TradingView indicator overlays **Net Volume** and **RSI (Relative Strength Index)** on the same chart panel, with RSI scaled to match the visual range of volume spikes. It also displays **ATR (Average True Range)** values in a table. ## Key Features ### Net Volume - Calculates buying vs selling pressure by analyzing lower timeframe data - Displays as a **yellow line** centered around zero - Automatically selects optimal timeframe or allows manual override - Shows net buying pressure (positive values) and selling pressure (negative values) ### RSI (Relative Strength Index) - Traditional 14-period RSI displayed as a **blue line** - **Overlays directly on the volume chart** - scaled to match volume spike heights - Includes **70/30 overbought/oversold levels** (shown as dotted red/green lines) - Adjustable scale factor to fine-tune visual sizing relative to volume - Optional **smoothing** with multiple moving average types (SMA, EMA, RMA, WMA, VWMA) - Optional **Bollinger Bands** around RSI smoothing line - **Divergence detection** - identifies regular bullish/bearish divergences with labels ### ATR (Average True Range) - Displays current ATR value in a **table at top-right corner** - Configurable period length (default: 50) - Multiple smoothing methods: RMA, SMA, EMA, or WMA - Helps assess current market volatility ## Use Cases - **Momentum & Volume Confirmation**: See if RSI trends align with net volume flows - **Divergence Trading**: Automatically spots when price makes new highs/lows but RSI doesn't - **Volatility Assessment**: Monitor ATR for position sizing and stop-loss placement - **Overbought/Oversold + Volume**: Identify exhaustion when RSI hits extremes with volume spikes ## Customization All components can be toggled on/off independently. RSI scale factor allows you to adjust how prominent the RSI line appears relative to volume bars.
Indicador Pine Script®
por jarodvaneijsden
RVOL + Volume Z-Score (Textbook)This indicator is a relative-volume and “volume anomaly” dashboard designed to help you quickly spot when a ticker is actually in-play versus simply drifting on normal activity. It plots standard volume bars (colored by up/down candles) and overlays multiple optional smoothers of volume (SMA, LSMA/linear-regression MA, HMA, ALMA) so you can see whether participation is expanding or fading across different smoothing styles. It also calculates RVOL (current bar volume divided by the average volume over a user-defined lookback) and displays RVOL (and Z) in a small table for quick reference. The core feature is a textbook volume z-score: Z=(V−SMA(V,N))/StDev(V,N) This measures how far the current bar’s volume is from its recent average in standard-deviation units, making it easy to filter for genuinely unusual volume. The script plots mean + 1σ and mean + 2σ threshold bands and can highlight “anomaly” volume bars when Z exceeds your chosen σ thresholds (default 1σ for broader detection, with alerts available for 1σ/2σ). Use it as a participation filter: combine high RVOL / high Z with your price structure (key levels, VWAP, trend) to validate breakouts or identify high-conviction reversal/flush events.
Indicador Pine Script®
por sv_nikolov