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Beast Mode - Hull Suite ProBeast Mode – Hull Suite Pro is a trend-following overlay indicator built around a dual “Hull ribbon” concept: a fast ribbon for swing/entry timing and an optional slow ribbon for higher-timeframe style trend context. It aims to make trend direction, trend changes, and lower-quality (choppy/ranging) conditions easy to see directly on price. --- Core concept (what it does) 1) Fast Signal Ribbon (primary direction + flips) The indicator computes a fast Hull-style moving average using your selected Hull variation and length. It then plots two lines: - Fast Main = current fast Hull value - Fast Lag = prior-bar fast Hull value The space between them is filled to form a ribbon. When Fast Main is above Fast Lag, the ribbon is considered bullish and plotted green. When Fast Main is below Fast Lag, it is considered bearish and plotted red. This creates a simple, visual “slope/continuation” read without needing extra panels. 2) Slow Trend Ribbon (optional trend filter / bias) A second, slower Hull-style ribbon (default length is user-configurable) can be plotted as a trend context layer. Like the fast ribbon, it uses a main line and its prior-bar value to determine direction. When enabled, it provides a higher-level bias that can be used to filter signals from the fast ribbon. 3) Chop Filter (optional ranging-market filter) The script includes an optional Choppiness Index filter. When enabled, it blocks buy/sell labels during choppy conditions where trend-following signals often degrade. “Choppy” is defined as Choppiness Index above the user threshold. 4) Visual helpers (optional) - Candle coloring can be enabled to match the fast ribbon direction. - A compact dashboard table can be shown on the chart to summarize the current fast trend, slow trend, and whether filters are enabled. --- How it works (calculation overview) Hull variations The indicator lets you choose one of three smoothing/response styles for both the fast ribbon and the slow ribbon: - Hma: Hull Moving Average - Ehma: EMA-based Hull variant - Thma: Triangular/WMA-based Hull variant A “Length Multiplier” scales the fast length to quickly tune sensitivity without changing your base length. Preset system A preset selector automatically adjusts the fast length and Hull variation for common use-cases: - Fast: shorter length, more responsive (more signals, more noise) - Balanced: middle ground - Trend: longer and smoother (fewer signals) Selecting “Custom” uses your manual inputs. Fast ribbon direction state - fastUp is true when the fast Hull value is higher than its previous value (Fast Main > Fast Lag). - Color and candle coloring (if enabled) follow this state. Slow ribbon direction state - slowUp is true when the slow Hull value is higher than its previous value (Trend Main > Trend Lag). - The slow ribbon is optional and can be hidden. Choppiness Index When enabled, the script computes the Choppiness Index over the chosen length and flags the market as choppy if it exceeds the threshold. Signals can be blocked during these flagged periods. --- Signals (how buy/sell labels are generated) Buy label (raw): A Buy is triggered when the fast ribbon flips from bearish to bullish (fastUp becomes true after being false on the prior bar). Sell label (raw): A Sell is triggered when the fast ribbon flips from bullish to bearish (fastUp becomes false after being true on the prior bar). Optional filters: - Trend Filter (optional): - If enabled, Buy labels only appear when the slow ribbon is bullish (slowUp = true). - Sell labels only appear when the slow ribbon is bearish (slowUp = false). - Chop Filter (optional): - If enabled, both Buy and Sell labels are suppressed when the market is flagged as choppy (Choppiness Index > threshold). These filters are designed to reduce low-quality flips in sideways markets and align signals with the broader trend context when desired. --- How to use it (practical guidance) 1) Trend direction / bias - Use the fast ribbon color and slope as your near-term trend read. - If enabled, use the slow ribbon as a higher-level bias filter (e.g., focus on longs when the slow ribbon is green). 2) Entries and timing - Buy/Sell labels are based on fast ribbon flips. Many traders treat flips as potential momentum shifts rather than guaranteed reversals. Consider confirming with your own market context (structure, levels, volume, session, etc.). 3) Avoiding chop (optional) - If you trade trend continuation, enabling the Chop Filter can help avoid frequent flips during consolidation. - Lower chop thresholds are stricter (fewer signals). Higher thresholds allow more signals through. 4) Parameter tuning - Faster settings will react earlier but can whipsaw. - Smoother settings reduce noise but can lag. - The Length Multiplier is a quick way to adjust sensitivity without redesigning the setup. --- Visual settings - Show Buy/Sell Labels: toggles label plotting. - Color Candles: colors bars based on the fast ribbon direction. - Line Thickness / Fill Transparency: adjust readability. - Dashboard: shows a small table with current states and filter status. Position is user-selectable. --- Limitations / notes - This indicator is not a strategy and does not provide backtest performance results. - Like all moving-average-based tools, it is lagging by nature and can produce false flips in ranging conditions. - The Chop Filter helps reduce ranging-market noise but will also filter out some early trend transitions. - Signals are conditional visual markers and should be used with risk management and confirmation rules appropriate to your trading plan.
Indicador Pine Script®
por kdeezy
Aggressive VS Passive Orders Depletion @MaxMaserati 3.0Aggressive VS Passive Orders Depletion Indicator Overview This institutional-grade order flow analysis tool identifies and tracks limit order accumulation zones where significant buy and sell orders are placed in the market. It combines Highest Volume Candle Profile analysis with Market Structure detection to reveal where institutional traders have positioned their orders, and monitors in real-time whether these orders are being absorbed (depleted) or defended. Core Concept: Order Block Detection & Depletion This tool tracks the actual limit orders at key price levels and shows you: Where institutional orders are placed (Buy Order Blocks vs Sell Order Blocks) How strong these order zones are (original volume strength as %) Real-time order flow activity (aggressive buyers vs aggressive sellers) Depletion status (are the orders being consumed or defended?) How It Works: Dual-Engine System Engine 1: Volume Profile Analysis - Point of Control (POC) Detection Divides price range into 25 horizontal levels (configurable) Analyzes the last 120 bars (configurable lookback) Distributes volume across price levels based on where each bar traded Identifies the Point of Control (POC) - the price level with highest traded volume Determines market bias: Bullish if price above POC, Bearish if below Purpose: Shows where the majority of volume has been traded, indicating institutional accumulation zones and fair value areas. Engine 2: Market Structure Analysis (PHL - Pivot High/Low) Uses fractal pivot detection (configurable strength) Identifies swing highs and lows that create market structure Tracks Break of Structure (BOS) - price breaks recent swing in trend direction Tracks Market Structure Shift (MSS) - price breaks swing points against trend Maintains a trailing price at the most recent significant swing point Purpose: Identifies where smart money is likely defending key structural levels with limit orders. Key Innovation #1: Dynamic Confluence Zone Detection When the Volume Profile POC and Market Structure trail price align within a configurable sensitivity threshold (default 1.0%), the indicator creates an Order Block Zone. The Algorithm: Monitors both engines continuously Creates zones ONLY when POC is within X% of the structural swing point Both engines must agree on the significance of the price level Optional volume confirmation filter This dual-confirmation approach filters out weak levels and highlights only the highest-probability zones where institutional orders are likely clustered. Zone Types: 🟢 Buy Order Blocks (Support) - Created when confluence occurs with price above the zone. Represents accumulated buy limit orders waiting to support price. 🔴 Sell Order Blocks (Resistance) - Created when confluence occurs with price below the zone. Represents accumulated sell limit orders waiting to resist price. Key Innovation #2: Real-Time Aggressive VS Passive Order Flow Analysis The indicator performs sophisticated order flow decomposition on each candle that interacts with a zone, separating market activity into distinct categories: Order Flow Categories: 1. Aggressive Orders - Market orders that consume liquidity Aggressive Buy Volume: Market buys hitting sell limits (taking offers) Aggressive Sell Volume: Market sells hitting buy limits (hitting bids) Marked with (AGG) label when detected Indicates urgent traders willing to pay the spread 2. Passive Orders - Limit orders adding liquidity Passive Buy Volume: New buy limits being placed (making bids) Passive Sell Volume: New sell limits being placed (making offers) Shows patient traders providing liquidity 3. New Order Flow - Fresh buying/selling pressure New Buyers: Total new buying activity (aggressive + passive) New Sellers: Total new selling activity (aggressive + passive) Net pressure indicator for zone health Key Innovation #3: Advanced Order Flow Decomposition Algorithm The indicator uses a proprietary candle analysis formula to separate aggressive from passive orders based on two key metrics: Key Metrics: Body Strength = |Close - Open| / (High - Low) Close Position = (Close - Low) / (High - Low) Bullish Candle Analysis: Strong Aggressive Buying (Close Position ≥ 0.8 AND Body Strength ≥ 0.7): 90% aggressive buying, 10% passive selling, 90% new buyers Moderate Aggressive Buying (Close Position ≥ 0.6 AND Body Strength ≥ 0.5): 70% aggressive buying, 20% passive selling, 80% new buyers, 20% new sellers Weak Bullish (Close Position ≥ 0.5): 0-30% aggressive buying, 20-30% passive selling, 60% new buyers, 40% new sellers Very Weak Bullish (Close Position < 0.5): 0% aggressive buying, 40% passive selling, 40% new buyers, 60% new sellers Bearish Candle Analysis: Strong Aggressive Selling (Close Position ≤ 0.2 AND Body Strength ≥ 0.7): 90% aggressive selling, 10% passive buying, 90% new sellers Moderate Aggressive Selling (Close Position ≤ 0.4 AND Body Strength ≥ 0.5): 70% aggressive selling, 20% passive buying, 80% new sellers, 20% new buyers Weak Bearish (Close Position ≤ 0.5): 0-30% aggressive selling, 20-30% passive buying, 60% new sellers, 40% new buyers Very Weak Bearish (Close Position > 0.5): 0% aggressive selling, 40% passive buying, 40% new sellers, 60% new buyers What This Reveals: High close position + strong body = Aggressive buying overwhelming sellers Low close position + strong body = Aggressive selling overwhelming buyers Mid-range close = Battle between buyers and sellers Small body = Passive orders dominating (limit orders being placed, not filled) Key Innovation #4: Dynamic Depletion System with Intelligent Thresholds The indicator adapts depletion thresholds based on zone strength: High Liquidity Zones (>300% volume strength): Depletion at 40% consumption - Massive clusters considered broken early because partial depletion indicates institutional withdrawal Medium Liquidity Zones (150-300% volume strength): Depletion at 60% consumption - Standard institutional behavior, majority must be consumed Normal Liquidity Zones (75-150% volume strength): Depletion at 80% consumption - Retail and smaller institutional zones need near-complete absorption Low Liquidity Zones (<75% volume strength): Depletion at 100% consumption - Weak zones must be fully absorbed before marked depleted Why This Matters: Strong zones failing early = powerful reversal signal (institutions gave up) Weak zones holding = hidden strength (more orders being added) Adaptive logic prevents false signals from fixed thresholds Depletion Formula: For Buy Order Zones: Zone Liquidity % = (Original Buy Volume / Average Volume) × 100 Consumed % = (Sell Volume Absorbed / Average Volume) × 100 If Consumed Volume > Dynamic Threshold → Zone DEPLETED For Sell Order Zones: Zone Liquidity % = (Original Sell Volume / Average Volume) × 100 Consumed % = (Buy Volume Absorbed / Average Volume) × 100 If Consumed Volume > Dynamic Threshold → Zone DEPLETED Key Innovation #5: Absorption Detection & Battle Analysis The indicator identifies when one side is overwhelming the other using a configurable Absorption Threshold (default 1.5x = 50% more volume). Battle States for Buy Order Blocks: New Buyers Dominating (New Buyers > New Sellers × 1.5): Label: ↑ New Buyers: +X% - Buy orders successfully defended Sellers Attacking (New Sellers > New Buyers × 1.5): Label: ↓ Sellers Attack: +X% (AGG) - Sell orders overwhelming the zone Active Battle (Both active, <1.5x ratio): Label: Battle: B+X% vs S+Y% - Active two-way order flow Quiet Zone (Minimal activity): Label: ↔ Quiet: X% - Zone untested or ignored Battle States for Sell Order Blocks: New Sellers Dominating (New Sellers > New Buyers × 1.5): Label: ↓ New Sellers: +X% - Sell orders successfully defended Buyers Absorbing (New Buyers > New Sellers × 1.5): Label: ↑ Buyers Absorb: +X% (AGG) - Buy orders overwhelming the zone Active Battle (Both active, <1.5x ratio): Label: Battle: S+X% vs B+Y% - Active two-way order flow Quiet Zone (Minimal activity): Label: ↔ Quiet: X% - Zone untested or ignored The (AGG) Marker: Appears when aggressive market orders are detected (high body strength + extreme close position). Indicates institutional-sized urgency—someone is willing to pay market price NOW. Often precedes breakouts or strong continuations. Label System Explained No Label = Untested Zone When a zone is first created, you see ONLY the colored box with NO label. This means: Price has NOT yet reached this order block The limit orders are still pending/resting The zone is a future area of interest Labels only appear after first price contact Label Format (After First Touch): Line 1: ● XX% Order Type Line 2: Flow Analysis Example Labels: Buy Order Blocks: ● 150% Buy Orders + ↑ New Buyers: +85% ● 150% Buy Orders + ↑ New Buyers: +120% (AGG) ● 150% Buy Orders + Battle: B+45% vs S+38% ● 150% Buy Orders + ↓ Sellers Attack: +95% (AGG) ● 150% Buy Orders + ↓ Sellers Attack: +95% (AGG) ● 150% Buy Orders Sell Order Blocks: ● 200% Sell Orders + ↓ New Sellers: +110% ● 200% Sell Orders + ↓ New Sellers: +140% (AGG) ● 200% Sell Orders + Battle: S+62% vs B+41% ● 200% Sell Orders + ↑ Buyers Absorb: +88% (AGG) ● 200% Sell Orders + ↑ Buyers Absorb: +88% (AGG) ● 200% Sell Orders Status Indicators: - Price penetrated through the zone - Orders fully consumed, zone exhausted Gray color - Zone no longer active Directional Arrows: ↑ - Upward pressure (buyers stronger) ↓ - Downward pressure (sellers stronger) ↔ - Balanced/quiet (low activity) ↗ / ↘ - Mixed battle with bias Point of Control (POC) Sub-Level Analysis Each order block contains advanced volume distribution tracking: Multi-Level Analysis (default 5 levels): Zones subdivided into horizontal price levels Volume Distribution: Every candle's volume distributed across sub-levels based on price overlap Buy/Sell Separation: Each level tracks buy vs sell volume independently Dynamic POC Line: Marks the price level with highest traded volume within the zone Real-Time Updates: POC adjusts as new volume enters, showing where "fairest price" is migrating Style Options: Solid, Dashed, or Dotted lines (configurable width 1-5) POC Trading Significance: Represents the most accepted price within the order block Often the best entry price for limit orders (highest liquidity) POC migration shows whether zone is being "worked higher" or "worked lower" Breaking through POC often signals zone failure Key Settings Volume Profile: Lookback Period: 120 bars (historical period for POC) Price Rows: 25 levels (granularity of volume distribution) Volume Confirmation: Require structure breaks to align with volume bias Market Structure: Pivot Strength: 1 (swing detection sensitivity) Show Trail: Optional trailing price visualization Confluence Detection: Sensitivity: 1.0% (distance threshold for POC/Structure alignment) Lower = Stricter confluence, fewer zones Higher = More zones detected Order Flow Analysis: Show Real-Time Order Flow: Live buyer/seller activity Show Aggressive Markers: (AGG) labels for market orders Show Directional Arrows: Price direction indicators (↑↓↔↗↘) Absorption Threshold: 1.5x (when one side overwhelms the other) 1.5 = 50% more volume needed 2.0 = 100% more (stricter) 1.2 = 20% more (more sensitive) Visual Options: Hide Depleted Zones: Auto-remove exhausted blocks Smart Bar Coloring: Color candles based on signal alignment Zone Colors: Customize buy/sell colors Label Text Size: Tiny, Small, Normal, Large POC Settings: Show POC Lines: Toggle Point of Control display POC Analysis Levels: 3-10 levels Line Width: 1-5 pixels Line Style: Solid, Dashed, or Dotted Trading Applications 1. Institutional Order Detection - Identify where large players positioned limit orders using Volume Profile POC + Market Structure confluence 2. Support/Resistance Validation - Dual confirmation filters weak levels, highlights high-probability reversal areas 3. Order Flow Imbalance Trading - Trade in direction of aggressive flow using (AGG) markers, fade zones showing absorption 4. Breakout/Breakdown Confirmation - and statuses validate moves through key levels 5. Liquidity Hunting - Track stop-loss clusters, anticipate stop runs based on depletion patterns 6. Entry Refinement - Use POC lines for precise limit placement at "fairest price" within zones Combined Signal System HVN Volume Profile × Market Structure Signals: STRONG BUY: Both engines bullish + structure break up + volume confirmation BUY: Bullish bias with partial confirmation WEAK BUY: Early bullish signals STRONG SELL: Both engines bearish + structure break down + volume confirmation SELL: Bearish bias with partial confirmation WEAK SELL: Early bearish signals Alert Conditions: Strong Buy/Sell signals (with volume confirmation) Confluence zone activation (new order block created) Order block depletion (zone exhausted) What Makes This Indicator Unique Industry-Standard Foundation: Volume Profile POC detection + Market Structure analysis (swing pivots, BOS/MSS) + Point of Control tracking Unique Innovations: Dynamic Confluence Algorithm + Aggressive vs Passive Order Flow Decomposition + Adaptive Depletion Thresholds + Real-Time Absorption Detection + Battle Analysis with (AGG) markers + Complete Unified Methodology Technical Excellence: Resource-optimized (max 50 zones), comprehensive safety checks, multi-tier labeling, flexible customization Best Practices Wait for first touch - No label = untested zone Watch (AGG) markers - Institutional urgency signal Trust adaptive depletion - Strong zones failing early = major reversal Use POC for entries - Best price within zone Combine higher timeframes - Daily/4H zones strongest Respect zones - Failed support becomes resistance Follow battle labels - Contested areas show stop clusters Adjust sensitivity - Tight ranges = lower %, trending = higher % Performance Notes Maximum Active Zones: 50 (automatic cleanup) Maximum Lines: 400 (POC managed dynamically) Lookback Cap: 1000 bars for optimization Updates: All calculations on bar close for confirmed signals
Indicador Pine Script®
por MaxMaserati
Volume Comparison with Buyer/Seller PressureTHIS indicator is well-structured and provides a comprehensive way to analyze volume alongside buyer and seller pressure. This indicator helps traders analyze volume dynamics in the stock or cryptocurrency market while simultaneously assessing buyer and seller pressure. Its use case revolves around identifying strong buying or selling activity, neutral conditions, and volume trends over different time periods. Below is a breakdown of how to use this indicator: This Pine Script indicator helps traders analyze volume dynamics in the stock or cryptocurrency market while simultaneously assessing buyer and seller pressure. Its use case revolves around identifying strong buying or selling activity, neutral conditions, and volume trends over different time periods. Below is a breakdown of how to use this indicator: Key Features and Use Case Volume-Based Insights: Displays daily volume and compares it to the 3-day, 5-day, 10-day, and 20-day moving averages of volume. Helps traders identify days with unusual volume spikes relative to historical averages, signaling potential reversals or breakouts. Buyer and Seller Pressure: Measures buyer pressure: how much the closing price dominates the trading range of the day. Measures seller pressure: how much the opening price dominates the trading range of the day. Highlights areas where buying or selling pressure is particularly strong (≥ 0.75). Background Signals: Green Background: Strong buyer pressure (indicative of potential upward momentum). Red Background: Strong seller pressure (indicative of potential downward momentum). Gray Background: Neutral market conditions (neither buying nor selling dominance). Alerts: Alerts traders when: Strong buying signals are detected. Strong selling signals are detected. The market is neutral, with neither buyers nor sellers in control. Decision-Making Aid: Combines volume analysis with price action (buyer/seller pressure) to help traders identify: Potential breakout opportunities. Reversal points. Neutral zones where a trader might avoid trading due to indecision in the market. How to Use It in Trading:-------> Add the Indicator: Apply this Indicator to your Trading View chart to start visualizing the buyer/seller pressure and volume averages. Interpret Volume Trends: Look for days when daily volume significantly exceeds the 3-day, 5-day, 10-day, or 20-day average. These could indicate: A breakout when aligned with strong buyer pressure. A sell-off when aligned with strong seller pressure. React to Background Colors: * Green Background (Strong Buyer Pressure): Suggests buyers are dominating the market, and upward momentum is likely. Use this signal to consider buying opportunities, especially if volume is above average. * Red Background (Strong Seller Pressure): Indicates sellers are in control, and prices might fall. Use this signal to consider selling or shorting opportunities. * Gray Background (Neutral Market): Reflects indecision; avoid entering trades during these periods unless other signals support a strategy. Volume Confirmation: Combine volume analysis with buyer/seller pressure to confirm trends. Example: A high daily volume with strong buyer pressure signals a high-probability uptrend. Set Alerts: Enable alerts to receive real-time notifications when the market generates strong buy/sell signals or enters a neutral zone. Who Can Benefit: * Day Traders: Quickly assess intraday market dynamics and volume trends. * Swing Traders: Identify breakout opportunities or reversal points based on strong buyer/seller pressure. * Volume Analysts: Compare historical volume averages to current conditions for deeper insights. Limitations: Does not guarantee success—should be combined with other technical indicators or strategies. In low-volume markets, signals may produce false positives or unreliable results. Assumes traders have basic knowledge of price action and volume analysis. By integrating this indicator into your strategy, you gain a powerful tool to analyze buyer/seller dominance alongside volume trends, improving your market timing and trade execution. The Buyer and Seller Pressure components in this indicator provide crucial insights into the market's sentiment and momentum by analyzing the price action relative to the trading volume. Here's how they are used: 1. Buyer Pressure: Formula: Buyer Pressure = (Close − Open) / (High − Low ) Interpretation: * A high buyer pressure (≥ 0.75) indicates strong bullish sentiment, where the price closes much higher than it opened, and the range (high-low) is sufficiently wide. * It identifies periods of aggressive buying, often signaling potential bullish trends or confirming upward momentum. 2. Seller Pressure: Formula: Seller Pressure = (Close − Open ) / (High -Low ) ​ Interpretation: *A high seller pressure (≥ 0.75) suggests strong bearish sentiment, where the price closes much lower than it opened, within a wide range. *It helps identify periods of aggressive selling, signaling potential bearish trends or downward momentum. Purpose in the Indicator: 1. Market Sentiment Analysis: * Buyer Pressure and Seller Pressure allow traders to gauge market sentiment—whether buyers or sellers dominate a particular time frame. * This helps in identifying trend reversals or confirmations. 2. Decision-Making Framework: * The indicator uses thresholds (default 0.75) to classify the market into: * Strong Buy Signal: When buyer pressure is dominant. * Strong Sell Signal: When seller pressure is dominant. * Neutral Signal: When neither buyer nor seller pressure dominates. *This classification provides a straightforward decision-making tool for traders. Risk Management: *By identifying periods of strong buying or selling, traders can avoid entering trades in highly volatile or one-sided markets, which helps reduce risk. Volume Confirmation: *Integrating volume data with buyer/seller pressure helps confirm trends. For example: *High buyer pressure accompanied by higher-than-average volume strengthens the bullish signal. *Similarly, high seller pressure with higher-than-average volume confirms bearish signals. Trade Timing: *The indicator highlights conditions of potential entry (strong buy) or exit (strong sell), allowing traders to time their trades better based on real-time market activity. Use Case: *Example: *Suppose the indicator shows Buyer Pressure = 0.85 with daily volume above the 3-day average. This combination suggests strong bullish activity with momentum, signaling a buy opportunity. *Conversely, if Seller Pressure = 0.80 with volume above the 5-day average, it signals strong bearish momentum, ideal for selling or shorting. This indicator combines buyer/seller pressure with volume dynamics, making it valuable for short-term and intraday traders looking for precise market entries and exits. The background color in this indicator plays an important visual role in helping traders quickly identify the market sentiment based on buyer and seller pressure. It provides a dynamic, color-coded background that changes depending on the strength of the market's buying or selling activity. Here's how it works: Background Color Logic: 1. Green Background (Strong Buy Signal): *Condition: The background turns green when buyer pressure is greater than or equal to 0.75 (strong buying pressure). *Interpretation: A green background indicates that there is significant bullish sentiment in the market, with strong buying activity. Traders can interpret this as an environment conducive to buying or holding long positions. *Visual Effect: This helps to quickly spot bullish market conditions, reinforcing potential entry signals for buyers. 2.Red Background (Strong Sell Signal): *Condition: The background turns red when seller pressure is greater than or equal to 0.75 (strong selling pressure). *Interpretation: A red background indicates that the market is dominated by selling, showing strong bearish sentiment. Traders can consider this as a signal to sell or short the asset. *Visual Effect: The red background highlights moments when the market is heavily selling, prompting traders to either exit long positions or take short positions. Gray Background (Neutral/Indecision Zone): Condition: The background turns gray when neither buyer nor seller pressure exceeds 0.75. This means the market is neutral, with no dominant bullish or bearish sentiment. Interpretation: A gray background suggests market indecision or balance between buyers and sellers. It can indicate periods of consolidation or sideways movement where no strong trend is forming. Visual Effect: The gray background helps traders avoid entering trades when the market lacks a clear direction or when the sentiment is neutral, reducing risk during indecisive times. Practical Use: Instant Visual Confirmation: *Traders can use the background color as an instant confirmation of the market’s sentiment. For instance, if the background turns green, traders might feel more confident in making a long (buy) trade. *If the background turns red, it serves as a strong visual cue to short or exit a long position. Helps with Trade Timing: *The background color can be used in conjunction with other indicators and volume data to time entries and exits more effectively. For example: *A green background with strong volume indicates a strong trend that could justify a buy. *A red background with a significant volume surge signals strong selling pressure, which could prompt a sell. Simplifies Market Analysis: *For traders who prefer visual cues over complex analysis, the background color simplifies market conditions. Instead of focusing on individual numbers or values, the color-coded background gives them a quick, intuitive view of the market sentiment. Summary: * Green background = Strong buying pressure (bullish sentiment) * Red background = Strong selling pressure (bearish sentiment) * Gray background = Neutral market (indecision or balance between buyers and sellers) This background color functionality helps traders stay aware of the prevailing market sentiment at a glance, providing an intuitive way to guide trading decisions.
Indicador Pine Script®
por ask2maniish
Atif's Liquidity Toolkit💎 GENERAL OVERVIEW: Atif’s Liquidity Toolkit is a price-action-based indicator used to identify Buyside & Sellside Liquidity Levels, Liquidity Sweeps, FVG Sweeps, and Buy/Sell signals, following specific rules from Atif Hussain. This indicator was developed by Flux Charts in collaboration with Atif Hussain. 🔹Purpose of this indicator: The purpose of Atif’s Liquidity Toolkit is to help traders understand where liquidity is forming, when it’s being taken, and how momentum shifts immediately afterward. It automates the entire process of identifying buyside & sellside liquidity, detecting liquidity sweeps, and confirming whether displacement followed through a Fair Value Gap. The goal is to give traders a consistent, rule-based framework to interpret market structure. 🎯ATIF’S LIQUIDITY TOOLKIT FEATURES: Atif’s Liquidity Toolkit indicator includes 6 main features: Fair Value Gaps Multi-Timeframe Liquidity Levels Liquidity Sweeps Fair Value Gap Sweeps Buy & Sell Signals with Take-Profit & Stop-Loss Levels Alerts 1️⃣Fair Value Gaps 🔹What is a Fair Value Gap?: A Fair Value Gap (FVG) is an area where the market’s perception of fair value suddenly changes. On your chart, it appears as a three-candle pattern: a large candle in the middle, with smaller candles on each side that don’t fully overlap it. A bullish FVG forms when a bullish candle is between two smaller bullish/bearish candles, where the first and third candles’ wicks don’t overlap each other at all. A bearish FVG forms when a bearish candle is between two smaller bullish/bearish candles, where the first and third candles’ wicks don’t overlap each other at all. Bullish & Bearish FVGs: In the settings, you can toggle on/off FVGs, choose the invalidation method, adjust the sensitivity, and toggle on FVG Midline & Labels. 🔹Invalidation Method: The Invalidation Method setting allows traders to choose how an FVG is invalidated. You can choose between Close and Wick. Close: A candle must close below a bullish FVG or above a bearish FVG to invalidate it. Wick: A candle’s wick must go below a bullish FVG or above a bearish FVG to invalidate it. 🔹Sensitivity: The sensitivity setting determines the minimum gap size required for an FVG detection. A higher sensitivity will filter out smaller gaps, while a lower sensitivity will detect more frequent, smaller gaps. Setting the sensitivity to 0 will display all gaps, regardless of their size. On the left, the sensitivity is 5. On the right, the sensitivity is 0. 🔹Midline: When enabled, a dashed line is drawn at the center of the FVG. 🔹Labels: When enabled, a text label will be plotted with the gap, clearly identifying the zone as a FVG. 2️⃣ Multi-Timeframe Liquidity Levels The indicator automatically detects and plots Buyside Liquidity (BSL) & Sellside Liquidity (SSL) Levels across up to three timeframes simultaneously. 🔹What is Buyside Liquidity? Buyside Liquidity (BSL) represents price levels where many buy stop orders are sitting, usually from traders holding short positions. When price moves into these areas, those stop-loss orders get triggered and short sellers are forced to buy back their positions. These zones often form above key highs such as the previous day, week, or month. Understanding BSL is important because when price reaches these levels, the sudden wave of buy orders can create sharp reactions or reversals as liquidity is taken from the market. 🔹What is Sellside Liquidity? Sellside Liquidity (SSL) represents price levels where many sell stop orders are waiting, usually from traders holding long positions. When price drops into these areas, those stop-loss orders are triggered and long traders are forced to sell their positions. These zones often form below key lows such as the previous day, week, or month. Understanding SSL is important because when price reaches these levels, the surge of sell orders can cause sharp reactions or reversals as liquidity is taken from the market. Atif’s Liquidity Toolkit indicator automatically plots Buyside & Sellside Liquidity levels using the following levels: Previous Day High (PDH) & Previous Day Low (PDL) Previous Week High (PWH) & Previous Week Low (PWL) Previous Month High (PMH) & Previous Month Low (PML) Asia Session Highs/Lows London Session Highs/Lows New York Session Highs/Lows The session start and end times are not customizable. The following times in EST are used for each session: Asia Session: 20:00-00:00 London Session: 02:00-05:00 New York Sessions: NY AM: 09:30-11:00 NY Lunch: 12:00-13:00 NY PM: 14:00-16:00 Users can also plot swing highs/lows using a lookback period and choosing the higher timeframe. Users can choose two custom higher timeframes and also enable swing highs/lows from the current chart’s timeframe. There are three settings to customize for the current chart’s timeframe and higher timeframes: Current TF - when toggled on, swing highs/lows will be plotted from the chart’s timeframe using the pivot length input HTF 1 - when toggled on, swing highs/lows will be plotted from the user-inputted timeframe using the pivot length input HTF 2 - when toggled on, swing highs/lows will be plotted from the user-inputted timeframe using the pivot length input The Pivot Length controls how far back the indicator checks to confirm whether a candle’s high or low is a true swing point (also called a “pivot”). When detecting a swing high, the indicator checks if that candle’s high is higher than the highs of the previous X candles and the next X candles. For a swing low, it checks if the candle’s low is lower than the lows of the previous X candles and the next X candles. The number X comes from your Pivot Length setting. A lower Pivot Length input (for example, 3 or 4) means the indicator only looks at a few candles on each side, so it will detect more swing points, including smaller, less significant ones. A higher Pivot Length input (for example, 20 or 25) makes the indicator look at more candles on each side, so it only marks major turning points that stand out clearly on the chart. In short: Low Pivot Length = more frequent, smaller levels (short-term focus) High Pivot Length = fewer, stronger levels (major swing focus) The Pivot Length input for each setting (Current TF, HTF 1, and HTF 2) are displayed below in the red boxes: Each liquidity level is plotted with a text label, making it easy to identify where a level came from. You can turn off the ‘Show Levels’ setting if you don’t want to see the levels on your chart. Please note: Liquidity Levels play a key role in finding liquidity sweeps, FVG Sweeps, and Buy/Sell signals. Keeping the levels turned off will not stop the indicator from using the levels that are enabled from being used for the other features mentioned. 3️⃣Liquidity Sweeps: The indicator automatically detects bullish and bearish liquidity sweeps using the liquidity levels you have enabled. 🔹What is a Liquidity Sweep? A liquidity sweep is a market phenomenon where significant players, such as institutional traders, deliberately drive prices through key levels to trigger clusters of pending buy or sell orders. It’s how the market gathers the liquidity needed for larger participants to enter positions. Traders often place stop-loss orders around obvious highs and lows, such as the previous day’s, week’s, or month’s levels. When price pushes through one of these areas, it triggers the stops placed there and generates a burst of volume. This often creates a short-term fake-out before the market reverses in the opposite direction. By detecting these sweeps in real time, traders can identify potential reversal areas or “trap” areas where liquidity has been taken. 🔹Bullish Liquidity Sweep These occur when price dips below a Sellside Liquidity (SSL) level, taking out the stop-loss orders placed by long traders below that low. The indicator marks a zone around the candle that swept the SSL to highlight where liquidity was removed from the market. When this happens, it shows that the market just cleared out sell-side liquidity, meaning traders who were long had their stops hit. This is often followed by a reversal or strong reaction upward, because the market no longer has pending liquidity to fill below that level. 🔹Bearish Liquidity Sweep These occur when price dips above a Buyside Liquidity (BSL) level, taking out the stop-loss orders placed by short seller traders above that high. The indicator marks a zone around the candle that swept the BSL to highlight where liquidity was removed from the market. When this happens, it shows that the market just cleared out buyside liquidity, meaning short traders had their stops hit. This is often followed by a reversal or strong reaction downward, because the market no longer has pending liquidity to fill above that level. Under the ‘Liquidity Sweeps’ section in the settings, you can toggle on/off Bullish Regular Sweeps and Bearish Regular Sweeps. You can also customize the line style and color of liquidity levels that have been swept. 🔹How to Use Liquidity Sweeps Liquidity sweeps are not direct trade signals. They are best used as context when forming a directional bias. A sweep shows that the market has removed liquidity from one side, which can hint at where the next move may develop. For example: When Buyside Liquidity (BSL) is swept, it often signals that buy stops have been triggered and the market may be preparing to move lower. Traders may then begin looking for short opportunities. When Sellside Liquidity (SSL) is swept, it often signals that sell stops have been triggered and the market may be preparing to move higher. Traders may then begin looking for long opportunities. It’s common practice to use liquidity sweeps as the first step in building a trade idea. Many traders will wait for additional confirmation, such as a fair value gap forming after the sweep, before opening a position. Under the ‘Liquidity Sweeps’ section in the settings, you can toggle on/off: Bullish Regular Sweeps - when disabled, Bullish Regular Sweeps won’t appear on your chart. Bearish Regular Sweeps - when disabled, Bearish Regular Sweeps won’t appear on your chart. 4️⃣Fair Value Gap Sweeps: The indicator automatically detects bullish and bearish Fair Value Gap sweeps (FVG Sweep) using the liquidity levels you have enabled. 🔹What is a FVG Sweep? A FVG Sweep is a specific type of liquidity sweep that not only clears liquidity above or below a key level, but also forms a Fair Value Gap (FVG) immediately afterward. The liquidity sweep shows where stop orders were triggered, areas where the market aggressively took out one side’s liquidity. The formation of a Fair Value Gap right after the sweep confirms that displacement followed. This means that the sweep was not just a stop hunt, but a deliberate move backed by momentum. In simple terms, a regular liquidity sweep only tells you that liquidity was taken. A FVG Sweep tells you that liquidity was taken and a strong directional move started immediately after, leaving an imbalance in price. That imbalance represents where aggressive buyers or sellers entered the market without enough opposite-side orders to keep price balanced. This combination adds a confirmation and intent behind regular liquidity sweeps. 🔹Bullish FVG Sweep The indicator automatically detects bullish FVG Sweeps when price takes out a Sellside Liquidity (SSL) level and then forms a bullish FVG within the next few candles. This sequence shows that sellers were stopped out and buyers immediately entered the market with momentum. 🔹Bearish FVG Sweep The indicator automatically detects bearish FVG Sweeps when price takes out a Buyside Liquidity (BSL) level and then forms a bearish FVG shortly after. This shows that short sellers’ stops were triggered, and new selling pressure entered the market right away. 🔹How to Use FVG Sweeps Unlike regular liquidity sweeps, FVG Sweeps can be used as trade entries because they confirm both liquidity being cleared and immediate momentum. A regular sweep only shows that stop-losses were triggered, but an FVG Sweep proves that price not only cleared liquidity but also moved away with momentum, leaving behind an imbalance (Fair Value Gap). This shift often marks the start of a new short-term trend. We’ll cover this in more detail in the Buy and Sell Signal section below, but in short, a bullish FVG Sweep can act as confirmation for a potential long entry after price takes out a low, while a bearish FVG Sweep can confirm a short entry after price takes out a high. The strongest FVG Sweeps come from extremely sharp reversals. On the chart, they look like a “V” shape for bullish setups or an inverted “V” shape for bearish setups. This shape shows how quickly momentum shifted after liquidity was cleared. When price instantly reverses and leaves a Fair Value Gap behind, it’s a clear sign that buyers or sellers stepped in aggressively and absorbed all available liquidity on the opposite side. In practice, traders often use FVG Sweeps as a trigger to align their bias. For example, after a bullish FVG Sweep, the focus shifts toward looking for long setups within the new imbalance or during a small retracement into the Fair Value Gap. After a bearish FVG Sweep, traders focus on short setups as price retraces back into the gap before continuing lower. The key takeaway is that FVG Sweeps show conviction. Under the ‘Liquidity Sweeps’ section in the settings, you can toggle on/off: Bullish FVG Sweeps - when disabled, Bullish FVG Sweeps won’t appear on your chart. Bearish FVG Sweeps - when disabled, Bearish FVG Sweeps won’t appear on your chart. Please Note: the settings you choose to use for Fair Value Gaps, under the ‘Fair Value Gaps’ section, will be used for FVG Sweeps. This is important because if you increase the sensitivity value for FVGs, not all FVG Sweeps will appear if the FVG’s size doesn’t meet the sensitivity threshold. 5️⃣Buy & Sell Signals: This indicator also plots Buy & Sell signals. These signals follow logic based on Atif Hussain’s FVG trading model. The entry requirements for a Long & Short signal are outlined below. 🔹Buy Signal: In order for a Buy Signal to generate, the following conditions must occur in order: Bullish FVG Sweep Price Retraces to the Bullish FVG 🔹Sell Signal: In order for a Buy Signal to generate, the following conditions must occur in order: Bearish FVG Sweep Price Retraces to the FVG 🔹Require Retracement: Under the ‘Signals’ section in the settings, you can toggle on/off the ‘Require Retracement’ setting. When disabled, a long/short signal will appear immediately after a Bullish or Bearish FVG Sweep, instead of waiting for price to retrace back to the gap. Please Note: the liquidity levels you enable under the ‘Liquidity Levels’ section will be the levels used for signals. Thus, if you only have the Previous Day Highs/Lows enabled, then only those levels will be used to generate buy/sell signals. Also, long Signals will only appear if Bullish FVG Sweeps are enabled, and Short Signals will only appear if Bearish FVG Sweeps are enabled. When a Buy Signal or Sell Signal is plotted, three suggested take-profit levels and one suggested stop-loss level are plotted. There are two different Take-Profit methods you can choose from within the indicator settings: Manual or Auto. 🔹Manual Take-Profit: If you’re using manual take-profit levels, you can customize the Risk-to-Reward (RR) for Take-Profit 1, 2, and 3 by adjusting the “RR 1”, “RR 2”, and “RR 3” settings. Setting RR 1 to 1 means take-profit 1 is a 1:1 risk-to-reward ratio. The stop-loss will always be placed at the recent low for Buy Signals, and at the recent high for Sell Signals. 🔹Auto Take-Profit: If you select to use Auto Take-Profit instead of Manual, then Take-Profit 1, 2, and 3 will be automatically determined based on nearby liquidity levels. The stop-loss will be placed at the recent low for Buy Signals, and at the recent high for Sell Signals. Take-Profit Levels 1, 2, and 3 will be placed at the three closest opposite liquidity levels. If the take-profit 2 and take-profit 3 levels are too far away, only one take-profit level will be displayed. 🔹Signal Settings: Long Signals: When enabled, long signals are shown. When disabled, long signals will not appear. Short Signals: When enabled, short signals are shown. When disabled, short signals will not appear. Require Retracement: When enabled, price must retrace to a FVG after a FVG Sweep in order for a signal to be generated. Take-Profit Levels: When enabled, take-profit levels (TP 1, TP 2, and TP 3) are shown with long/short signals. When disabled, take-profit levels and their price labels are not displayed. Take-Profit Labels: When enabled, take-profit labels are displayed when price reaches one of the three take-profit levels. When disabled, labels won’t appear when price reaches take-profit levels. Stop-Loss Levels: When enabled, stop-loss levels are shown for long/short signals. When disabled, the stop-loss level and its price label are not displayed. Stop-Loss Labels: When enabled, stop-loss levels are shown for long/short signals. When disabled, a label won’t appear when price reaches the stop-loss level. 6️⃣Alerts: The indicator supports alerts, so you never miss a key market move. You can choose to receive alerts for each of the following conditions: Bearish Liquidity Sweep Bullish Liquidity Sweep Bearish FVG Sweep Bullish FVG Sweep Long Signal Short Signal TP 1 TP 2 TP 3 Stop-Loss ‼️Important Notes: TradingView has limitations when running features on multiple timeframes, such as the liquidity levels, which can result in the following error: 🔹Computation Error: The computation of using MTF features are very intensive on TradingView. This can sometimes cause calculation timeouts. When this occurs, simply force the recalculation by modifying one indicator’s settings or by removing the indicator and adding it to your chart again. 🚩 UNIQUENESS: This indicator is unique because it identifies a specific type of liquidity event referred to as FVG Sweeps, where price takes liquidity and then immediately forms a Fair Value Gap in the opposite direction. These FVG Sweeps serve as the foundation of the model, and the script uses them as the required condition for generating Buy and Sell signals. Once an FVG Sweep is confirmed, the indicator automatically produces a fully defined trade idea with a stop-loss and up to three take-profit targets, following a consistent rule-based execution approach.
Indicador Pine Script®
por fluxchart
8
TradingIQ - OrderFlow IQIntroducing “OrderFlow IQ” OrderFlow IQ is an all-in-one order-flow and volume-profiling suite crafted to bring true market microstructure to your TradingView charts. It bundles footprints, per-bar and intra-bar delta analytics, class-based delta tracking, adaptive volume profiles, bubble-style trade tapes, live time-and-sales feeds, cumulative-volume fight meters, iceberg detection, and more—all driven by a single, user-friendly interface. Features The list below details an ever=expanding list of the indicators capabilities; more to come in the future! Tick-based Footprints Imbalance and stacked imbalance detection Tick-based chronicled volume profile Delta classification (small order, medium order, and block order delta) Tick-based order flow bubble tape Live order feed with total buying volume against total selling volume Tick-based CVD Iceberg order detection Delta class lines Tick-based bar statistics Key Components and Their Functions Data Granularity • 1-Tick / 1-Second / 1-Minute modes let you choose the resolution of every calculation. On true tick charts you get genuine tick-by-tick precision; on second charts you see every intra-second print; on anything else it falls back to minute bars. Footprint Engine Bid vs Ask Volume Columns – Each candle is sliced into tick-level price rows showing buy-volume, sell-volume, total volume, delta and delta%. CVD-Level Columns – Optionally color each row by net cumulative delta instead of raw volume to spotlight buying or selling pressure trends. Imbalance Detection – Highlight rows where one side exceeds your % threshold, with “stacked” imbalances calling out multi-row alignment ahead of potential breaks. Value Area & POC – Automatically compute and draw the 70% value area (VAH/VAL) and mark the Point of Control per session or any chosen timeframe. Footprint The image above shows the volume profiling data calculated for each row across the footprint engine. Delta: Shows the net difference between buying and selling Delta Percentage: Calculates delta as a percentage of total volume Total Volume: The total volume at the price block Buy Volume: The total buying volume at the price block Sell Volume: The total selling volume at the price block Additionally, you can select to only show buying volume and selling volume at each price block, as shown in the image above. POC The image above shows the visuals used to mark the POC of the footprint. The POC is marked yellow by default; the color can be changed in the settings. Value Area The image above shows the visuals used to mark the value area of the footprint. Imbalance Detection The image above shows the Footprint Engine detecting and marking buying/selling imbalances. Stacked Imbalances The image above shows the Footprint Engine detecting and marking stacked imbalances. Stacked imbalances are shown as consecutive, small blocks to the right of the footprint. CVD Levels The image above shows the footprint engine calculating CVD across the footprint, rather than net delta that resets bar by bar. Traders can enable the "Use CVD Levels" setting to have net delta persist across price bars, allowing traders to see the net CVD across various price blocks as the footprint develops. Delta Class Statistics With the inclusion of tick volume, The Delta Class Statistics component of the indicator classifies volume delta by order size to give traders detailed insights into whether small players are buying/selling and whether big players are buying/selling. The image above shows a full view of the Delta Class Statistics feature. The image above further explains the Delta Class Statistics view. Orders are distributed (classified) across various order size amounts. From here, a rolling CVD is calculated across each order size. This feature gives traders detailed insights into whether big money is buying/selling (big player sentiment) and whether small money is buying/selling (small player sentiment). Analysis The image above shows a net-negative CVD for the session for both small orders (small money) and big orders (big money), while "medium" sized orders are currently at a net-positive CVD. Consequently, sentiment for big players is bearish. Additionally, small triangles are printed alongside each Delta Class box for each bar. You can hover over these labels with your cursor to see the net delta for the bar for each order size. Bar Delta Statistics With the inclusion of tick data, OrderFlow IQ is designed to generate detailed tick-based bar statistics for each candlestick. The image above shows the feature in action. Metrics Volume: Total volume for the bar Bar VWAP: The individual bar's VWAP Delta: Net delta for the bar Delta %: Delta % of the bar Max Delta: The maximum positive delta achieved during the bar Min Delta: The lowest negative delta achieved during the bar CVD: Cumulative volume delta measurement by the bar Buy Volume: Total buying volume for the bar Sell Volume: Total selling volume for the bar Iceberg Detection (Tick-Data Only) An Iceberg Order is a type of large trading order that is broken up into much smaller visible portions. Only a small part of the order is displayed in the public order book at any given time, while the rest is hidden (like an iceberg where only the tip is above water). Why are Iceberg Orders Important? Minimizing Market Impact If a trader were to post a 10,000-share sell order openly, the market would immediately react: Buyers might panic, thinking there's a rush to sell. Sellers could undercut the price aggressively. This would likely drive the price down before the large order even finishes executing. By revealing only a small portion at a time, Iceberg orders help avoid spooking the market and allow the trader to sell closer to the original price. Hiding Trading Intentions Markets are highly sensitive to order flow — the balance of buying and selling pressure. If competitors, market makers, or algorithmic traders see a massive order, they might: Front-run it (selling before it completes to profit from the expected price drop). Reassess their own models about supply/demand imbalances. Iceberg orders protect against this by masking true supply or demand. Our Iceberg Detection Model Using a proprietary iceberg order detection algorithm, OrderFlow IQ is capable of detecting/alerting iceberg orders when they occur. The image above shows the Iceberg Detector in action. When an iceberg order is identified, the size of the order in the quote currency, price of execution, and number of executions will be displayed. It's important to set alerts for this feature, as iceberg orders aren't frequent and are easy to miss when away from the chart. IQ Volume Profile (Chronicled Volume Profile) OrderFlow IQ generates a Chronicled Volume Profile to give traders detailed insights into net delta by price level, but also historical net delta by price level. The image above shows the feature in action. While the chronicled volume profile is seemingly a normal volume profile, the narrow-lines across the chronicle profile show historical min/max delta at each price level. The image above exemplifies the feature. The wide price blocks show the current net delta at each price area, while the small lines (with a circle at the end) show historical min/max delta at the price level. This tool allows traders to see if buying/selling always dominated a price level, or if control of the price level changed hands between buyers/sellers throughout development of the profile. Additionally, traders can hover over the small circles on the profile with their cursor to see the detailed delta statistics at each price area. The statistics will show the minimum delta at the price area, maximum delta, and the live change in delta. Order Feed OrderFlow IQ is capable of generating a live order feed with various metrics to assist real time orderflow traders in their analysis. The image above exemplifies the feature. Bid/Ask: The bid price and ask price of the current bar Buys | Price: The size of a buy order and price of execution Sells | Price: The size of a sell order and price of execution ▴ Vol: Cumulative buying volume (in quote currency) for the feed ▾ Vol: Cumulative selling volume (in quote currency) for the feed Speed of tape: The average speed between each order fill OrderFlow Bubble Tape OrderFlow IQ also displays a traditional orderflow indicator, also known as OrderFlow Bubble Tape. The image above shows the feature in action. Orderflow Bubble Tape is a visual tool that shows recent market trades ("tape") as bubbles, where each bubble represents a trade. The size of each bubble indicates the trade size (volume), and the color shows whether the trade was a buy (aggressive at the ask) or sell (aggressive at the bid). Instead of showing trades as plain text (like a traditional tape), the bubble format makes it easier to spot bursts of aggressive buying or selling visually. Clusters of large, fast bubbles in one color suggest momentum or imbalances in order flow, often signaling short-term price pressure. Traders use Bubble Tape to quickly read supply/demand dynamics, identify hidden buyers/sellers (like iceberg orders), and anticipate short-term price moves. Blue Bubble = Buy Red Bubble = Sell The larger the bubble, the larger the order. Traders can hover over each bubble with their cursor to see the exact size of the order. Delta Class Lines OrderFlow IQ shows Live Delta Class Lines grouped by order size buckets: The blue line shows delta coming only from very large orders (100K–10B in size). The red line shows delta coming from medium-large orders (50K–100K size). The green line shows delta from small to medium orders (0–50K size). Each line is the cumulative net delta for its class — meaning it is adding the buy and sell imbalances only from trades of that size class, live as trades occur. For example, when a 30K-sized aggressive buy hits, it adds to the green line; if a 70K-sized sell hits, it subtracts from the red line. The number next to each label is the current net delta value for that class, telling you whether buyers or sellers are dominating at that order size. • Three Custom Dollar Brackets – Define “small,” “mid,” and “block” trade-size ranges (e.g., 0–50 K, 50 K–100 K, > 100 K). • Live Streaming Lines – While a bar is forming, watch real-time totals for each bracket plotted as vertical columns or stair-step lines on the chart edge. CVD OrderFlow IQ also displays CVD as either candles or a line. The image above shows the candles visualization for CVD. CVD can be calculated using tick data, 1-second bars, or 1-minute bars. The higher the granularity the more accurate the measurement. More Features To Come New features and calculations will be added to OrderFlow IQ based on community feedback, so feel free to share any requests you might have! Summary OrderFlow IQ brings a full suite of order-flow analytics into one Pine Script: footprints, delta analytics, dollar-bracket classes, adaptive profiles, bubble tapes, live feeds, CVD meters, and iceberg scans. Its unified Data Granularity switch and Preset System let you toggle entire dashboards with a click—scalpers, intraday traders, and long-term analysts alike can dial in the exact microstructure view they need without switching scripts. Publish once, share your preset layouts, and your TradingView community gains plug-and-play access to professional-grade order-flow tools—no extra installations or feeds required.
Indicador Pine Script®Script pago
por Trading-IQ
16
Kinetic EMA & Volume with State EngineKinetic EMA & Volume with State Engine (EMVOL) 1. Introduction & Concept The EMVOL indicator converts a dense family of EMA signals and volume flows into a compact “state engine”. Instead of looking at individual EMA lines or simple crossovers, the script treats each EMA as part of a kinetic vector field and classifies the market into interpretable states: - Trend direction and strength (from a grid of prime‑period EMAs). - Volume regime (expansion, contraction, climax, dry‑up). - Order‑flow bias via delta (buy versus sell volume). - A combined scenario label that summarises how these three layers interact. The goal is educational: to help traders see that moving averages and volume become more meaningful when observed as a structure, not as isolated lines. EMVOL is therefore designed as a real‑time teaching tool, not as an automatic signal generator. 2. Volume Settings Group: “Volume Settings” A. Calculation Method - Geometry (Source File) – Default mode. Buy and sell volume are estimated from each candle’s geometry: the close is compared to the high/low range and the bar’s total volume is split proportionally between buyers and sellers. This approximation works on any TradingView plan and does not require lower‑timeframe data. - Intrabar (Precise) – Reconstructs buy/sell volume using a lower timeframe via requestUpAndDownVolume(). The script asks TradingView for historical intrabar data (e.g., 15‑second bars) and builds buy/sell volume and delta from that stream. This mode can produce a more accurate view of order flow, but coverage is limited by your account’s history limits and the symbol’s available lower‑timeframe data. B. Intrabar Resolution (If Precise) - Intrabar Resolution (If Precise) – Selected only when the calculation method is “Intrabar (Precise)”. It defines which lower timeframe (for example 15S, 30S, 1m) is used to compute up/down volume. Smaller intrabar timeframes may give smoother and more granular deltas, but require more historical depth from the platform. When “Intrabar (Precise)” is active, the dashboard’s extended section shows the resolution and the number of bars for which precise volume has been successfully retrieved, in the format: - Mode: Intrabar (15S) – where N is the count of bars with valid high‑resolution volume data. In Geometry mode this counter simply reflects the processed bars in the current session. 3. Kinetic Vector Settings Group: “Kinetic Vector” A. Vector Window - Vector Window – Controls the temporal smoothing applied to the aggregated vectors (trend, volume, delta, etc.). Internally, each bar’s vector value is averaged with a simple moving window of this length. - Shorter windows make the state engine more reactive and sensitive to local swings. - Longer windows make the states more stable and better suited to higher‑timeframe structure. B. Max Prime Period - Max Prime Period – Sets the largest prime number used in the EMA grid. The engine builds a family of EMAs on prime lengths (2, 3, 5, 7, …) up to this limit and converts their slopes into angles. - A higher limit increases the number of long‑horizon EMAs in the grid and makes the vectors sensitive to broader structure. - A lower limit focuses the analysis on short- and medium‑term behaviour. C. Price Source - Price Source – The price series from which the kinetic EMA grid is built (e.g., Close, HLC3, OHLC4). Changing the source modifies the context that the state engine is reading but does not change the core logic. 4. State Engine Settings Group: “State Engine Settings” These inputs define how the continuous vectors are translated into discrete states. A. Trend Thresholds - Strong Trend Threshold – Value above which the trend vector is treated as “extreme bullish” and below which it is “extreme bearish”. - Weak Trend Threshold – Inner boundary between neutral and directional conditions. Roughly: - |trend| < weak → Neutral trend state. - weak < |trend| ≤ strong → Bullish/Bearish. - |trend| > strong → Extreme Bullish/Extreme Bearish. B. Volume Thresholds - Volume Climax Threshold – Upper bound at which volume is considered “climax” (unusually expanded participation). - Volume Expansion Threshold – Boundary for normal expansion versus contraction. Conceptually: - Volume above “expansion” indicates increasing activity. - Volume near or above “climax” marks extreme participation. - Negative values below the symmetric thresholds map to contraction and extreme dry‑up (liquidity vacuum) states. C. Delta Thresholds - Strong Delta Threshold – Cut‑off for extreme buying or selling dominance in delta. - Weak Delta Threshold – Threshold for mild buy/sell bias versus neutral order flow. Combined with the sign of the delta vector, these thresholds classify order flow as: - Extreme Buy, Buy‑Dominant, Neutral, Sell‑Dominant, Extreme Sell. D. State Hysteresis Bars - State Hysteresis Bars – Minimum number of bars for which a new state must persist before the engine commits to the change. This prevents the dashboard from flickering during fast spikes and emphasises persistent market behaviour. - Smaller values switch states quickly; larger values demand more confirmation. 5. Visual Interface Group: “Visual Interface” A. Ribbon Base Color - Ribbon Base Color – Base hue for the multi‑layer EMA ribbon drawn around price. The script plots a dense grid of hidden EMAs and fills the gaps between them to form a semi‑transparent band. Narrow, overlapping bands hint at compression; wider separation hints at dispersion across EMA horizons. B. Show Dashboard - Show Dashboard – Toggles the on‑chart table which summarises the current state engine output. Disable this if you only want to keep the EMA ribbon and volume‑based structure on the price chart. C. Color Theme - Color Theme – Switch between a dark and light style for the dashboard background and text colours so that the table matches your chart theme. D. Table Position - Table Position – Places the dashboard at any corner or edge of the chart (Top / Middle / Bottom × Left / Centre / Right). E. Table Size - Table Size – Changes the dashboard’s text size (Tiny, Small, Normal, Large). Use a larger size on high‑resolution screens or when streaming. F. Show Extended Info - Show Extended Info – Adds diagnostic rows under the main state summary: - Mode / Primes / Vector – Shows the current calculation mode (Geometry / Intrabar), the selected intrabar resolution and coverage in bars ( ), how many prime periods are active, and the vector window. - Values – Displays the current aggregated vectors: - P: price vector - V: volume vector - B: buy‑volume vector - S: sell‑volume vector - D: delta vector Values are bounded between ‑1 and +1. - Volume Stats – Prints the last bar’s raw buy volume, sell volume and delta as formatted numbers. - Footer – A final row with the symbol and current time: #SYMBOL | HH:MM. These extended rows are meant for inspecting how the engine is behaving under the hood while you scroll the chart and compare different assets or timeframes. 6. Language Settings Group: “Language Settings” - Select Language – Switches the entire dashboard between English and Turkish. The underlying calculations and scenario logic are identical; only the labels, titles and comments in the table are translated. 7. Dashboard Structure & Reading Guide The table summarises the current situation in a few rows: 1. System Header – Shows the script name and the active calculation method (“Geometry” or “Intrabar”). 2. Scenario Title – High‑level description of the current combined scenario (e.g., “Trending Buy Confirmed”, “Sideways Balanced”, “Bull Trap”, “Blow‑Off Top”). The background colour is derived from the scenario family (trending, compression, exhaustion, anomaly, etc.). 3. Bias / Trend Line – States the dominant trend bias derived from the trend vector (Extreme Bullish, Bullish, Neutral, Bearish, Extreme Bearish). 4. Signal / Consideration Line – A short sentence giving qualitative guidance about the current state (for example: continuation risk, exhaustion risk, trap‑like behaviour, or compression). This is deliberately phrased as a consideration, not as a direct trading signal. 5. Trend / Volume / Delta Rows – Three separate rows explain, in plain language, how the trend, volume regime and delta are classified at this bar. 6. Extended Info (optional) – Mode / primes / vector settings, current vector values, and last‑bar volume statistics, as described above. Together, these rows are meant to be read as a narrative of what price, volume and order‑flow are doing, not as mechanical instructions. 8. State Taxonomy The state engine organizes market behaviour in three stages. 8.1 Trend States (from the Price Vector) - Extreme Bullish Trend – The prime‑grid price vector is strongly upward; most EMAs are aligned to the upside. - Bullish Trend – Upward bias is present, but less extreme. - Neutral Trend – EMAs are mixed or flat; price is effectively sideways relative to the grid. - Bearish Trend – Downward bias, with the EMA grid sloping down. - Extreme Bearish Trend – Strong downside alignment across the grid. 8.2 Volume Regime States (from the Volume Vector) - Volume Climax (Buy‑Side) – Strong positive volume vector; participation is unusually high in the current direction. - Volume Expansion – Activity above normal but below the climax threshold. - Neutral Volume – No major expansion or contraction versus recent history. - Volume Contraction – Activity is drying up compared with the past. - Extreme Dry‑Up / Liquidity Vacuum – Very low participation; the market is thin and prone to slippage. 8.3 Delta Behaviour States (from the Delta Vector) - Extreme Buy Delta – Buying pressure dominates strongly. - Buy‑Dominant Delta – Buy volume exceeds sell volume, but not at an extreme. - Neutral Delta – Buy and sell flows are roughly balanced. - Sell‑Dominant Delta – Selling pressure dominates. - Extreme Sell Delta – Aggressive, one‑sided selling. 8.4 Combined Scenario State s EMVOL uses the three base states above to generate a single scenario label. These scenarios are designed to be read as context, not as entry or exit signals. Trending Scenarios 1. Trending Buy Confirmed - Bullish or extreme bullish trend, supported by expanding or climax volume and buy‑side delta. - Educational idea: a healthy uptrend where both participation and order flow agree with the direction. 2. Trending Buy – Weak Volume - Bullish trend, but volume is neutral, contracting or in dry‑up while delta is still buy‑side. - Educational idea: price is advancing, yet participation is thinning; trend continuation becomes more fragile. 3. Trending Sell Confirmed - Bearish or extreme bearish trend, with expanding or climax volume and sell‑side delta. - Educational idea: strong downtrend with both volume and order‑flow confirmation. 4. Trending Sell – Weak Volume - Bearish trend, but volume is neutral, contracting or very low while delta remains sell‑side. - Educational idea: downside continues but with limited participation; vulnerable to short‑covering. Sideways / Range Scenarios 5. Sideways Balanced - Neutral trend, neutral delta, neutral volume. - Classic range environment; low directional edge, suitable for observation and context rather than trend trading. 6. Sideways with Buy Pressure - Neutral trend, but buy‑side delta is dominant or extreme. - Range with latent accumulation: price may still appear sideways, but buyers are quietly more active. 7. Sideways with Sell Pressure - Neutral trend with dominant or extreme sell‑side delta. - Distribution‑like environment where price chops while sellers are gradually more aggressive. Exhaustion & Volume Extremes 8. Exhaustion – Buy Risk - Extreme bullish trend, volume climax and strong buy‑side delta. - Educational idea: very strong up‑move where both participation and delta are already stretched; risk of exhaustion or blow‑off. 9. Exhaustion – Sell Risk - Extreme bearish trend, volume dry‑up and strong sell‑side delta. - Suggests one‑sided selling into increasingly thin liquidity. 10. Volume Climax (Buy) - Neutral trend, neutral delta, but volume at climax levels. - Often associated with a “big event” bar where participation spikes without a clear directional commitment. 11. Volume Climax (Sell / Dry‑Up) - Neutral trend and neutral delta, while the volume vector indicates an extreme dry‑up. - Highlights a stand‑still episode: very limited interest from both sides, increasing the sensitivity to future impulses. Divergences 12. Divergence – Bullish Context - Bullish or extreme bullish trend, but delta has faded back to neutral. - Price trend continues while order‑flow conviction softens; can precede pauses or complex corrections. 13. Divergence – Bearish Context - Bearish or extreme bearish trend with a neutral delta. - Downtrend persists, but selling pressure no longer dominates as clearly. Consolidation & Compression 14. Consolidation - Default state when no specific pattern dominates and the market is broadly balanced. - Educational use: treat this as a “no strong edge” label; focus on structure rather than direction. 15. Breakout Imminent - Neutral trend with contracting volume. - Compression phase where energy is building up; often precedes transitions into trending or shock scenarios. Traps & Hidden Divergences 16. Bull Trap - Bullish trend, with neutral or contracting volume and sell‑side delta. - Price appears strong, but order‑flow shifts against it; often seen near fake breakouts or failing rallies. 17. Bear Trap - Bearish trend, neutral or contracting volume, but buy‑side delta. - Downtrend “looks” intact, while buyers become more aggressive underneath the surface. 18. Hidden Bullish Divergence - Bullish trend, contracting volume, but strong buy‑side delta. - Educational idea: price dips or slows while aggressive buyers step in, often inside an ongoing uptrend. 19. Hidden Bearish Divergence - Bearish trend, volume expansion and strong sell‑side delta. - Reinforced downside pressure even if price is temporarily retracing. Reversal & Transition Patterns 20. Reversal to Bearish - Neutral trend, volume climax and strong sell‑side delta. - Suggests that heavy selling appears at the top of a move, turning a previously neutral or rising context into potential downside. 21. Reversal to Bullish - Neutral trend, extreme volume dry‑up and strong buy‑side delta. - Often associated with selling exhaustion where buyers start to take control. 22. Indecision Spike - Neutral trend with extreme volume (climax or dry‑up) but neutral delta. - Crowd participation changes sharply while order‑flow remains undecided; treat as an informational spike rather than a direction. Extended Compression & Acceleration 23. Coiling Phase - Neutral trend, contracting volume, and delta that is neutral or only mildly one‑sided. - Extended compression where price, volume and delta all contract into a tightly coiled range, often preceding a strong move. 24. Bullish Acceleration - Bullish trend with volume expansion and strong buy‑side delta. - Uptrend not only continues but gains kinetic strength; educationally, this illustrates how trend, volume and delta align in the strongest phases of a move. 25. Bearish Acceleration - Bearish trend with volume expansion and strong sell‑side delta. - Mirror image of Bullish Acceleration on the downside. Trend Exhaustion & Climax Reversal 26. Bull Exhaustion - Bullish or extreme bullish trend, with contraction or dry‑up in volume and buy‑side or neutral delta. - The move has already travelled far; participation fades while price is still elevated. 27. Bear Exhaustion - Bearish or extreme bearish trend, with volume climax or contraction and sell‑side or neutral delta. - Down‑move may be approaching a point where additional selling pressure has diminishing impact. 28. Blow‑Off Top - Extreme bullish trend, volume climax and extreme buy delta all at once. - Classic blow‑off behaviour: price, volume and order‑flow are simultaneously stretched in the same direction. 29. Selling Climax Reversal - Extreme bearish trend with extreme volume dry‑up and extreme sell‑side delta. - Marks a very aggressive capitulation phase that can precede major rebounds. Advanced VSA / Anomaly Scenarios 30. Absorption - Typically neutral trend with expanding or climax volume and extreme delta (either buy or sell). - Educational focus: large participants are aggressively absorbing liquidity from the opposite side, while price remains relatively contained. 31. Distribution - Scenario where volume remains elevated while directional conviction weakens and the trend slows. - Represents potential “selling into strength” or “buying into weakness”, depending on the active side. 32. Liquidity Vacuum - Combination of thin liquidity (extreme dry‑up) with a directional trend or strong delta. - Highlights environments where even small orders can move price disproportionately. 33. Anomaly / Shock Event - Triggered when the vector z‑scores detect rare combinations of price, volume and delta behaviour that deviate from their own historical distribution. - Intended as a warning label for unusual events rather than a specific tradeable pattern. 9. Educational Usage Notes - EMVOL does not produce mechanical “buy” or “sell” commands. Instead, it classes each bar into an interpretable state so that traders can study how trends, volume and order‑flow interact over time. - A common exercise is to overlay your usual EMA crossovers, support/resistance or price patterns and observe which EMVOL scenarios appear around entries, exits, traps and climaxes. - Because the vectors are normalized (bounded between ‑1 and +1) and then discretized, the same conceptual states can be compared across different symbols and timeframes. 10. Disclaimer & Educational Purpose This indicator is provided strictly as an educational and analytical tool. Its purpose is to help visualise how price, volume and order‑flow interact; it is not designed to function as a stand‑alone trading system. Please note: 1. No Automated Strategy – The script does not implement a complete trading strategy. Scenario labels and dashboard messages are descriptive and should not be followed as unconditional entry or exit signals. 2. No Financial Advice – All information produced by this indicator is general market analysis. It must not be interpreted as investment, financial or trading advice, or as a recommendation to buy or sell any instrument. 3. Risk Warning – Trading and investing involve substantial risk, including the risk of loss. Always perform your own analysis, use appropriate position sizing and risk management, and consult a qualified professional if needed. You are solely responsible for any decisions made using this tool. 4. Data Precision & Platform Limits – The “Intrabar (Precise)” mode depends on the availability of high‑resolution historical data at the chosen intrabar timeframe. If your TradingView plan or the symbol’s history does not provide sufficient depth, this mode may only partially cover the visible chart. In such cases, consider switching to “Geometry (Source File)” for a fully populated view.
Indicador Pine Script®
por ata_sabanci
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