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Balanced Delta Volume Profile (Zeiierman)█ Overview Balanced Delta Volume Profile (Zeiierman) builds a vertical, price-by-price profile that blends total participation with balance quality. Instead of plotting raw volume alone, it weights each price bin by: how balanced buyers vs. sellers were, how compressed price was inside that bin, how often price revisited it. The result spotlights fair value and acceptance zones while still revealing momentum/imbalance areas—ideal for reading rotation vs. trend, continuation vs. exhaustion, and the prices that truly matter. Highlights Balanced score that fuses delta symmetry, price compression, and hit frequency. Optional heat spectrum for instant read of participation density and balance strength. POC-like auto highlight of the dominant price level within the lookback window. Works across timeframes for session profiling, swing context, or regime shifts. █ How It Works ⚪ Profile Construction The script scans a fixed History Length and divides the full high–low span into Bin Count price bins. For every bar in the window, its volume is proportionally distributed across the bins it overlaps, so wide-range bars contribute across multiple bins, while narrow bars concentrate where they traded most. This yields per-bin totals for: Total Volume (participation) Positive / Negative Volume (up vs. down bar contribution) Hit Count (how often price touched the bin) Average Price Range (mean bar range inside the bin; a proxy for compression) ⚪ Delta & Direction For each bin, delta symmetry is measured via the ratio of |pos − neg| to total volume. Bins with balanced two-sided flow score higher than one-sided, runaway bins. This curbs the tendency of raw volume profiles to over-reward impulsive bursts. ⚪ Balance Score Each price bin gets a balance score that multiplies three normalized components: Delta Balance: rewards bins where buy/sell pressure is symmetrical (configurable via Volume Momentum Weight). Price Compression: rewards bins where average bar range is relatively small (configurable via Price Momentum Weight). Durability: rewards bins revisited often (configurable via Hits Weight). A Min Hits Filter removes flimsy, single-touch bins from dominating the score. The profile can display pure totals or Average Mode (Vol/Hit) to compare bins fairly when hit counts differ. ⚪ Display & Heat Spectrum The final plotted bar length per bin is the display volume (total or average) weighted by the balance score and normalized to 100. POC-like Highlight: The 100% bin is outlined (and labeled) when Highlight Max Volume Bin is ON. Heat Spectrum (optional): A background gradient scales with normalized bar length and balance hue. Balance Hue: Interpolates between Balance Low/High Colors so high-balance bins visually pop as “accepted value.” █ How to Use The profile is effectively a map of price acceptance: High, bright bars = strong participation at balanced prices → fair value/rotation zones. Thin, muted bars = poor acceptance → imbalance or transition areas. POC-style level = most influential price in the lookback window. ⚪ Find Fair Value & Acceptance Thick, high-balance bins mark value. Expect rotation: price often revisits or oscillates around these areas. They’re prime zones for mean-reversion fades, scale-ins, and risk-defined trades against the edges. ⚪ Identify Imbalance & Funnels Low-balance, low-hit bins often act like air pockets—price can move through them quickly. These zones are helpful for continuation trades into thin areas or for timing breakout pulls back into acceptance. ⚪ POC Dynamics When price leaves the POC and returns, watch for re-acceptance (price comes back into the POC or high-balance zone and stays there.) vs. rejection (trend continuation away from value). The auto-highlight makes this quick to judge. █ Settings History Length – Bars scanned for the profile. Longer = broader context, slower to adapt. Bin Count – Vertical resolution of bins between the window’s min and max price. Display Shift – Offsets the rendering rightward for clarity. Average Mode (Vol/Hit) – ON uses average volume per visit; OFF uses total volume. Volume Momentum Weight – Emphasizes two-way flow; higher values favor balanced bins over one-sided deltas. Price Momentum Weight – Emphasizes compression; higher values favor narrow-range, coiling price action. Hits Weight – Rewards bins revisited often; higher values favor durable acceptance. Min Hits Filter – Minimum visits a bin needs to qualify for the balance score. Show Heat Spectrum – Background gradient for quick read of density and balance. Highlight Max Volume Bin – Outline + raw volume label for the dominant bin. Max Volume Color – Color used for that highlight. Balance Low/High Colors – Gradient endpoints for balance hue across the profile. ----------------- Disclaimer The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Indicador Pine Script®
por Zeiierman
2
AMDX/XAMD indicatorThe AMDX/XAMD indicator is designed to highlight specific trading sessions on the chart using distinct colors and optional vertical lines. Users can choose between two session types, AMDX or XAMD, and customize the visual appearance of the sessions. This tool is particularly useful for traders who want to analyze market behavior during different trading periods. Meaning of AMDX: A: Accumulation M: Manipulation D: Distribution X: Continuation Or Reversal Features: Session Highlighting: AMDX Sessions: Split into four segments - A, M, D, X. XAMD Sessions: Split into four segments - X, A, M, D. Customizable Colors: Choose individual colors for each session (A, M, D, X). Adjust the transparency of the session boxes for better visual integration with the chart. Drawing Styles: Box Style: Draws colored boxes around the session ranges. Line Style: Draws vertical lines at session start and end times. Vertical Lines: Option to enable or disable vertical lines at session boundaries. Customizable line style: Solid, Dotted, or Dashed. Session Labels: Automatically labels each session for easy identification. Customization Options: Session Type: Select between AMDX and XAMD session types. Colors: Set custom colors for each session and vertical lines. Border Width: Adjust the width of the session box borders. Transparency: Control the transparency level of the session boxes. Drawing Style: Choose between Box and Line styles for session representation. Vertical Lines: Enable or disable vertical lines and select the line style. How It Works: The indicator calculates the start and end times for each session based on the selected session type (AMDX or XAMD). It then draws either boxes or lines to highlight these sessions on the chart. The indicator also includes options to draw vertical lines at the session boundaries and labels each session with a corresponding letter (A, M, D, X). Use Cases: Market Session Analysis: Easily identify and analyze market behavior during different trading sessions. Intraday Trading: Helps intraday traders to focus on specific time segments of the trading day. Visual Segmentation: Provides a clear visual segmentation of the trading day, aiding in better decision-making. Times for AMDX/XAMD session: A Session: 18:00 (previous day) to 03:00 (current day) M Session: 03:00 to 09:00 D Session: 09:00 to 12:00 X Session: 12:00 to 18:00 Time for the XAMD session : X Session: 18:00 (previous day) to 00:00 (current day) A Session: 00:00 to 09:00 M Session: 09:00 to 12:00 D Session: 12:00 to 18:00
Indicador Pine Script®
por Noxthinmarket
3
Time Zone PSenseiTitle: Time Zone PS Indicator Author: Orlando Depablos Description: The Time Zone PS Indicator is a tool designed to help traders visualize different trading sessions on their charts. It allows users to specify three different trading sessions: the start of the day, the London session, and the New York (NYC) session. Each session is represented by a distinct color-coded background on the chart. Features: Customizable Sessions: Traders can define the start time and end time for each trading session according to their preference. This flexibility enables users to tailor the indicator to their specific trading strategies session time zones. Session Display Control: Users have the option to choose whether they want to display each trading session on the chart. This feature allows for a clutter-free charting experience, where traders can focus on the sessions relevant to their analysis. Visual Clarity: The indicator uses distinct colors for each trading session, making it easy for traders to differentiate between different time zones. This visual clarity aids in quickly identifying key trading periods throughout the day. How to Use: Setting Up Sessions: Use the input options to define the start and end times for the start of the day, the London session, and the NYC session. Adjust these values based on your trading preferences and time zone. Display Preferences: Toggle the display options to choose which trading sessions you want to visualize on the chart. This allows for a customizable charting experience tailored to your specific needs. Interpreting the Chart: Once configured, the indicator will display color-coded backgrounds on the chart corresponding to the defined trading sessions. Interpret these visual cues to identify key trading periods and plan your trading strategies accordingly. Originality: The Time Zone PS Indicator adds value to the TradingView community by providing traders with a customizable tool to visualize different trading sessions. While similar indicators exist, this script offers flexibility and ease of use, enhancing the charting experience for traders across various time zones. Use Cases: Session-Based Analysis: Traders can use the indicator to analyze price action within specific trading sessions, such as the London or NYC session, to identify potential trading opportunities. Time Zone Adjustment: Traders operating in different time zones can adjust the indicator settings to align with their local trading hours, ensuring accurate visualization of relevant trading sessions. Strategy Development: The indicator can aid in the development of trading strategies that capitalize on price movements during specific trading sessions, helping traders optimize their trading performance. Chart Visualization: The indicator provides a clear and concise visualization of different trading sessions on the chart. Each session is represented by a color-coded background, allowing traders to quickly identify key trading periods and make informed trading decisions.
Indicador Pine Script®
por mc_bosc
2
Volume Profile [Makit0]VOLUME PROFILE INDICATOR v0.5 beta Volume Profile is suitable for day and swing trading on stock and futures markets, is a volume based indicator that gives you 6 key values for each session: POC, VAH, VAL, profile HIGH, LOW and MID levels. This project was born on the idea of plotting the RTH sessions Value Areas for /ES in an automated way, but you can select between 3 different sessions: RTH, GLOBEX and FULL sessions. Some basic concepts: - Volume Profile calculates the total volume for the session at each price level and give us market generated information about what price and range of prices are the most traded (where the value is) - Value Area (VA): range of prices where 70% of the session volume is traded - Value Area High (VAH): highest price within VA - Value Area Low (VAL): lowest price within VA - Point of Control (POC): the most traded price of the session (with the most volume) - Session HIGH, LOW and MID levels are also important There are a huge amount of things to know of Market Profile and Auction Theory like types of days, types of openings, relationships between value areas and openings... for those interested Jim Dalton's work is the way to come I'm in my 2nd trading year and my goal for this year is learning to daytrade the futures markets thru the lens of Market Profile For info on Volume Profile: TV Volume Profile wiki page at www.tradingview.com For info on Market Profile and Market Auction Theory: Jim Dalton's book Mind over markets (this is a MUST) BE AWARE: this indicator is based on the current chart's time interval and it only plots on 1, 2, 3, 5, 10, 15 and 30 minutes charts. This is the correlation table TV uses in the Volume Profile Session Volume indicator (from the wiki above) Chart Indicator 1 - 5 1 6 - 15 5 16 - 30 10 31 - 60 15 61 - 120 30 121 - 1D 60 This indicator doesn't follow that correlation, it doesn't get the volume data from a lower timeframe, it gets the data from the current chart resolution. FEATURES - 6 key values for each session: POC (solid yellow), VAH (solid red), VAL (solid green), profile HIGH (dashed silver), LOW (dashed silver) and MID (dotted silver) levels - 3 sessions to choose for: RTH, GLOBEX and FULL - select the numbers of sessions to plot by adding 12 hours periods back in time - show/hide POC - show/hide VAH & VAL - show/hide session HIGH, LOW & MID levels - highlight the periods of time out of the session (silver) - extend the plotted lines all the way to the right, be careful this can turn the chart unreadable if there are a lot of sessions and lines plotted SETTINGS - Session: select between RTH (8:30 to 15:15 CT), GLOBEX (17:00 to 8:30 CT) and FULL (17:00 to 15:15 CT) sessions. RTH by default - Last 12 hour periods to show: select the deph of the study by adding periods, for example, 60 periods are 30 natural days and around 22 trading days. 1 period by default - Show POC (Point of Control): show/hide POC line. true by default - Show VA (Value Area High & Low): show/hide VAH & VAL lines. true by default - Show Range (Session High, Low & Mid): show/hide session HIGH, LOW & MID lines. true by default - Highlight out of session: show/hide a silver shadow over the non session periods. true by default - Extension: Extend all the plotted lines to the right. false by default HOW TO SETUP BE AWARE THIS INDICATOR PLOTS ONLY IN THE FOLLOWING CHART RESOLUTIONS: 1, 2, 3, 5, 10, 15 AND 30 MINUTES CHARTS. YOU MUST SELECT ONE OF THIS RESOLUTIONS TO THE INDICATOR BE ABLE TO PLOT - By default this indicator plots all the levels for the last RTH session within the last 12 hours, if there is no plot try to adjust the 12 hours periods until the seesion and the periods match - For Globex/Full sessions just select what you want from the dropdown menu and adjust the periods to plot the values - Show or hide the levels you want with the 3 groups: POC line, VA lines and Session Range lines - The highlight and extension options are for a better visibility of the levels as POC or VAH/VAL THANKS TO @watsonexchange for all the help, ideas and insights on this and the last two indicators (Market Delta & Market Internals) I'm working on my way to a 'clean chart' but for me it's not an easy path @PineCoders for all the amazing stuff they do and all the help and tools they provide, in special the Script-Stopwatch at that was key in lowering this indicator's execution time All the TV and Pine community, open source and shared knowledge are indeed the best way to help each other IF YOU REALLY LIKE THIS WORK, please send me a comment or a private message and TELL ME WHAT you trade, HOW you trade it and your FAVOURITE SETUP for pulling out money from the market in a consistent basis, I'm learning to trade (this is my 2nd year) and I need all the help I can get GOOD LUCK AND HAPPY TRADING
Indicador Pine Script®
por makit0
64
ICT Opening Range Projections (tristanlee85)ICT Opening Range Projections This indicator visualizes key price levels based on ICT's (Inner Circle Trader) "Opening Range" concept. This 30-minute time interval establishes price levels that the algorithm will refer to throughout the session. The indicator displays these levels, including standard deviation projections, internal subdivisions (quadrants), and the opening price. 🟪 What It Does The Opening Range is a crucial 30-minute window where market algorithms establish significant price levels. ICT theory suggests this range forms the basis for daily price movement. This script helps you: Mark the high, low, and opening price of each session. Divide the range into quadrants (premium, discount, and midpoint/Consequent Encroachment). Project potential price targets beyond the range using configurable standard deviation multiples . 🟪 How to Use It This tool aids in time-based technical analysis rooted in ICT's Opening Range model, helping you observe price interaction with algorithmic levels. Example uses include: Identifying early structural boundaries. Observing price behavior within premium/discount zones. Visualizing initial displacement from the range to anticipate future moves. Comparing price reactions at projected standard deviation levels. Aligning price action with significant times like London or NY Open. Note: This indicator provides a visual framework; it does not offer trade signals or interpretations. 🟪 Key Information Time Zone: New York time (ET) is required on your chart. Sessions: Supports multiple sessions, including NY midnight, NY AM, NY PM, and three custom timeframes. Time Interval: Supports multi-timeframe up to 15 minutes. Best used on a 1-minute chart for accuracy. 🟪 Session Options The Opening Range interval is configurable for up to 6 sessions: Pre-defined ICT Sessions: NY Midnight: 12:00 AM – 12:30 AM ET NY AM: 9:30 AM – 10:00 AM ET NY PM: 1:30 PM – 2:00 PM ET Custom Sessions: Three user-defined start/end time pairs. This example shows a custom session from 03:30 - 04:00: 🟪 Understanding the Levels The Opening Price is the open of the first 1-minute candle within the chosen session. At session close, the Opening Range is calculated using its High and Low . An optional swing-based mode uses swing highs/lows for range boundaries. The range is divided into quadrants by its midpoint ( Consequent Encroachment or CE): Upper Quadrant: CE to high (premium). Lower Quadrant: Low to CE (discount). These subdivisions help visualize internal range dynamics, where price often reacts during algorithmic delivery. 🟪 Working with Ranges By default, the range is determined by the highest high and lowest low of the 30-minute session: A range can also be determined by the highest/lowest swing points: Quadrants outline the premium and discount of a range that price will reference: Small ranges still follow the same algorithmic logic, but may be deemed insignificant for one's trading. These can be filtered in the settings by specifying a minimum ticks limit. In this example, the range is 42 ticks (10.5 points) but the indicator is configured for 80 ticks (20 points). We can select which levels will plot if the range is below the limit. Here, only the 00:00 opening price is plotted: You may opt to include the range high/low, quadrants, and projections as well. This will plot a red (configurable) range bracket to indicate it is below the limit while plotting the levels: 🟪 Price Projections Projections extend beyond the Opening Range using standard deviations, framing the market beyond the initial session and identifying potential targets. You define the standard deviation multiples (e.g., 1.0, 1.5, 2.0). Both positive and negative extensions are displayed, symmetrically projected from the range's high and low. The Dynamic Levels option plots only the next projection level once price crosses the previous extreme. For example, only the 0.5 STDEV level plots until price reaches it, then the 1.0 level appears, and so on. This continues up to your defined maximum projections, or indefinitely if standard deviations are set to 0. This example shows dynamic levels for a total of 6 sessions, only 1 of which meet a configured minimum limit of 50 ticks: Small ranges followed by significant displacement are impacted the most with the number of levels plotted. You may hide projections when configuring the minimum ticks. A fixed standard deviation will plot levels in both directions, regardless of the price range. Here, we plot up to 3.0 which hiding projections for small ranges: 🟪 Legal Disclaimer This indicator is provided for informational and educational purposes only. It is not financial advice, and should not be construed as a recommendation to buy or sell any financial instrument. Trading involves substantial risk, and you could lose a significant amount of money. Past performance is not indicative of future results. Always consult with a qualified financial professional before making any trading or investment decisions. The creators and distributors of this indicator assume no responsibility for your trading outcomes.
Indicador Pine Script®
por tristanlee85
6
Custom V2 KillZone US / FVG / EMAThis indicator is designed for traders looking to analyze liquidity levels, opportunity zones, and the underlying trend across different trading sessions. Inspired by the ICT methodology, this tool combines analysis of Exponential Moving Averages (EMA), session management, and Fair Value Gap (FVG) detection to provide a structured and disciplined approach to trading effectively. Indicator Features Identifying the Underlying Trend with Two EMAs The indicator uses two EMAs on different, customizable timeframes to define the underlying trend: EMA1 (default set to a daily timeframe): Represents the primary underlying trend. EMA2 (default set to a 4-hour timeframe): Helps identify secondary corrections or impulses within the main trend. These two EMAs allow traders to stay aligned with the market trend by prioritizing trades in the direction of the moving averages. For example, if prices are above both EMAs, the trend is bullish, and long trades are favored. Analysis of Market Sessions The indicator divides the day into key trading sessions: Asian Session London Session US Pre-Open Session Liquidity Kill Session US Kill Zone Session Each session is represented by high and low zones as well as mid-lines, allowing traders to visualize liquidity levels reached during these periods. Tracking the price levels in different sessions helps determine whether liquidity levels have been "swept" (taken) or not, which is essential for ICT methodology. Liquidity Signal ("OK" or "STOP") A specific signal appears at the end of the "Liquidity Kill" session (just before the "US Kill Zone" session): "OK" Signal: Indicates that liquidity conditions are favorable for trading the "US Kill Zone" session. This means that liquidity levels have been swept in previous sessions (Asian, London, US Pre-Open), and the market is ready for an opportunity. "STOP" Signal: Indicates that it is not favorable to trade the "US Kill Zone" session, as certain liquidity conditions have not been met. The "OK" or "STOP" signal is based on an analysis of the high and low levels from previous sessions, allowing traders to ensure that significant liquidity zones have been reached before considering positions in the "Kill Zone". Detection of Fair Value Gaps (FVG) in the US Kill Zone Session When an "OK" signal is displayed, the indicator identifies Fair Value Gaps (FVG) during the "US Kill Zone" session. These FVGs are areas where price may return to fill an "imbalance" in the market, making them potential entry points. Bullish FVG: Detected when there is a bullish imbalance, providing a buying opportunity if conditions align with the underlying trend. Bearish FVG: Detected when there is a bearish imbalance, providing a selling opportunity in the trend direction. FVG detection aligns with the ICT Silver Bullet methodology, where these imbalance zones serve as probable entry points during the "US Kill Zone". How to Use This Indicator Check the Underlying Trend Before trading, observe the two EMAs (daily and 4-hour) to understand the general market trend. Trades will be prioritized in the direction indicated by these EMAs. Monitor Liquidity Signals After the Asian, London, and US Pre-Open Sessions The high and low levels of each session help determine if liquidity has already been swept in these areas. At the end of the "Liquidity Kill" session, an "OK" or "STOP" label will appear: "OK" means you can look for trading opportunities in the "US Kill Zone" session. "STOP" means it is preferable not to take trades in the "US Kill Zone" session. Look for Opportunities in the US Kill Zone if the Signal is "OK" When the "OK" label is present, focus on the "US Kill Zone" session. Use the Fair Value Gaps (FVG) as potential entry points for trades based on the ICT methodology. The identified FVGs will appear as colored boxes (bullish or bearish) during this session. Use ICT Methodology to Manage Your Trades Follow the FVGs as potential reversal zones in the direction of the trend, and manage your positions according to your personal strategy and the rules of the ICT Silver Bullet method. Customizable Settings The indicator includes several customization options to suit the trader's preferences: EMA: Length, source (close, open, etc.), and timeframe. Market Sessions: Ability to enable or disable each session, with color and line width settings. Liquidity Signals: Customization of colors for the "OK" and "STOP" labels. FVG: Option to display FVGs or not, with customizable colors for bullish and bearish FVGs, and the number of bars for FVG extension. ------------------------------------------------------------------------------------------------------------- Cet indicateur est conçu pour les traders souhaitant analyser les niveaux de liquidité, les zones d’opportunité, et la tendance de fond à travers différentes sessions de trading. Inspiré de la méthodologie ICT, cet outil combine l'analyse des moyennes mobiles exponentielles (EMA), la gestion des sessions de marché, et la détection des Fair Value Gaps (FVG), afin de fournir une approche structurée et disciplinée pour trader efficacement.
Indicador Pine Script®
por LauryGinal
Opening Range Breakout with Multi-Timeframe Liquidity]═══════════════════════════════════════ OPENING RANGE BREAKOUT WITH MULTI-TIMEFRAME LIQUIDITY ═══════════════════════════════════════ A professional Opening Range Breakout (ORB) indicator enhanced with multi-timeframe liquidity detection, trading session visualization, volume analysis, and trend confirmation tools. Designed for intraday trading with comprehensive alert system. ─────────────────────────────────────── WHAT THIS INDICATOR DOES ─────────────────────────────────────── This indicator combines multiple trading concepts: - Opening Range Breakout (ORB) - Customizable time period detection with automatic high/low identification - Multi-Timeframe Liquidity - HTF (Higher Timeframe) and LTF (Lower Timeframe) key level detection - Trading Sessions - Tokyo, London, New York, and Sydney session visualization - Volume Analysis - Volume spike detection and strength measurement - Multi-Timeframe Confirmation - Trend bias from higher timeframes - EMA Integration - Trend filter and dynamic support/resistance - Smart Alerts - Quality-filtered breakout notifications ─────────────────────────────────────── HOW IT WORKS ─────────────────────────────────────── OPENING RANGE BREAKOUT (ORB): Concept: The Opening Range is a period at the start of a trading session where price establishes an initial high and low. Breakouts beyond this range often indicate the direction of the day's trend. Detection Method: - Default: 15-minute opening range (configurable) - Custom Range: Set specific session times with timezone support - Automatically identifies ORH (Opening Range High) and ORL (Opening Range Low) - Tracks ORB mid-point for reference Range Establishment: 1. Session starts (or custom time begins) 2. Tracks highest high and lowest low during the period 3. Range confirmed at end of opening period 4. Levels extend throughout the session Breakout Detection: - Bullish Breakout: Close above ORH - Bearish Breakout: Close below ORL - Mid-point acts as bias indicator Visual Display: - Shaded box during range formation - Horizontal lines for ORH, ORL, and mid-point - Labels showing level values - Color-coded fills based on selected method Fill Color Methods: 1. Session Comparison: - Green: Current OR mid > Previous OR mid - Red: Current OR mid < Previous OR mid - Gray: Equal or first session - Shows day-over-day momentum 2. Breakout Direction (Recommended): - Green: Price currently above ORH (bullish breakout) - Red: Price currently below ORL (bearish breakout) - Gray: Price inside range (no breakout) - Real-time breakout status MULTI-TIMEFRAME LIQUIDITY: Two-Tier System for comprehensive level identification: HTF (Higher Timeframe) Key Liquidity: - Default: 4H timeframe (configurable to Daily, Weekly) - Identifies major institutional levels - Uses pivot detection with adjustable parameters - Suitable for swing highs/lows where large orders rest LTF (Lower Timeframe) Key Liquidity: - Default: 1H timeframe (configurable) - Provides precision entry/exit levels - Finer granularity for intraday trading - Captures minor swing points Calculation Method: - Pivot high/low detection algorithm - Configurable left bars (lookback) and right bars (confirmation) - Timeframe multiplier for accurate multi-timeframe detection - Automatic level extension Mitigation System: - Tracks when levels are swept (broken) - Configurable mitigation type: Wick or Close-based - Option to remove or show mitigated levels - Display limit prevents chart clutter Asset-Specific Optimization: The indicator includes quick reference settings for different assets: - Major Forex (EUR/USD, GBP/USD): Default settings optimal - Crypto (BTC/ETH): Left=12, Right=4, Display=7 - Gold: HTF=1D, Left=20 TRADING SESSIONS: Four Major Sessions with Full Customization: Tokyo Session: - Default: 04:00-13:00 UTC+4 - Asian trading hours - Often sets daily range London Session: - Default: 11:00-20:00 UTC+4 - Highest liquidity period - Major institutional activity New York Session: - Default: 16:00-01:00 UTC+4 - US market hours - High-impact news events Sydney Session: - Default: 01:00-10:00 UTC+4 - Earliest Asian activity - Lower volatility Session Features: - Shaded background boxes - Session name labels - Optional open/close lines - Session high/low tracking with colored lines - Each session has independent color settings - Fully customizable times and timezones VOLUME ANALYSIS: Volume-Based Trade Confirmation: Volume MA: - Configurable period (default: 20) - Establishes average volume baseline - Used for spike detection Volume Spike Detection: - Identifies when volume exceeds MA * multiplier - Default: 1.5x average volume - Confirms breakout strength Volume Strength Measurement: - Calculates current volume as percentage of average - Shows relative volume intensity - Used in alert quality filtering High Volume Bars: - Identifies bars above 50th percentile - Additional confirmation layer - Indicates institutional participation MULTI-TIMEFRAME CONFIRMATION: Trend Bias from Higher Timeframes: HTF 1 (Trend): - Default: 1H timeframe - Uses EMA to determine intermediate trend - Compares current timeframe EMA to HTF EMA HTF 2 (Bias): - Default: 4H timeframe - Uses 50 EMA for longer-term bias - Confirms overall market direction Bias Classifications: - Bullish Bias: HTF close > HTF 50 EMA AND Current EMA > HTF1 EMA - Bearish Bias: HTF close < HTF 50 EMA AND Current EMA < HTF1 EMA - Neutral Bias: Mixed signals between timeframes EMA Stack Analysis: - Compares EMA alignment across timeframes - +1: Bullish stack (lower TF EMA > higher TF EMA) - -1: Bearish stack (lower TF EMA < higher TF EMA) - 0: Neutral/crossed Usage: - Filters false breakouts - Confirms trend direction - Improves trade quality EMA INTEGRATION: Dynamic EMA for Trend Reference: Features: - Configurable period (default: 20) - Customizable color and width - Acts as dynamic support/resistance - Trend filter for ORB trades Application: - Above EMA: Favor long breakouts - Below EMA: Favor short breakouts - EMA cross: Potential trend change - Distance from EMA: Momentum gauge SMART ALERT SYSTEM: Quality-Filtered Breakout Notifications: Alert Types: 1. Standard ORB Breakout 2. High Quality ORB Breakout Quality Criteria: - Volume Confirmation: Volume > 1.2x average - MTF Confirmation: Bias aligned with breakout direction Standard Alert: - Basic breakout detection - Price crosses ORH or ORL - Icon: 🚀 (bullish) or 🔻 (bearish) High Quality Alert: - Both volume AND MTF confirmed - Stronger probability setup - Icon: 🚀⭐ (bullish) or 🔻⭐ (bearish) Alert Information Includes: - Alert quality rating - Breakout level and current price - Volume strength percentage (if enabled) - MTF bias status (if enabled) - Recommended action One Alert Per Bar: - Prevents alert spam - Uses flag system to track sent alerts - Resets on new ORB session ─────────────────────────────────────── HOW TO USE ─────────────────────────────────────── OPENING RANGE SETUP: Basic Configuration: 1. Select time period for opening range (default: 15 minutes) 2. Choose fill color method (Breakout Direction recommended) 3. Enable historical data display if needed Custom Range (Advanced): 1. Enable Custom Range toggle 2. Set specific session time (e.g., 0930-0945) 3. Select appropriate timezone 4. Useful for specific market opens (NYSE, LSE, etc.) LIQUIDITY LEVELS SETUP: Quick Configuration by Asset: - Forex: Use default settings (Left=15, Right=5) - Crypto: Set Left=12, Right=4, Display=7 - Gold: Set HTF=1D, Left=20 HTF Liquidity: - Purpose: Major support/resistance levels - Recommended: 4H for day trading, 1D for swing trading - Use as profit targets or reversal zones LTF Liquidity: - Purpose: Entry/exit refinement - Recommended: 1H for day trading, 4H for swing trading - Use for position management Mitigation Settings: - Wick-based: More sensitive (default) - Close-based: More conservative - Remove or Show mitigated levels based on preference TRADING SESSIONS SETUP: Enable/Disable Sessions: - Master toggle for all sessions - Individual session controls - Show/hide session names Session High/Low Lines: - Enable to see session extremes - Each session has custom colors - Useful for range trading Customization: - Adjust session times for your broker - Set timezone to match your location - Customize colors for visibility VOLUME ANALYSIS SETUP: Enable Volume Analysis: 1. Toggle on Volume Analysis 2. Set MA length (20 recommended) 3. Adjust spike multiplier (1.5 typical) Usage: - Confirm breakouts with volume - Identify climactic moves - Filter false signals MULTI-TIMEFRAME SETUP: HTF Selection: - HTF 1 (Trend): 1H for day trading, 4H for swing - HTF 2 (Bias): 4H for day trading, 1D for swing Interpretation: - Trade only with bias alignment - Neutral bias: Be cautious - Bias changes: Potential reversals EMA SETUP: Configuration: - Period: 20 for responsive, 50 for smoother - Color: Choose contrasting color - Width: 1-2 for visibility Usage: - Filter trades: Long above, Short below - Dynamic support/resistance reference - Trend confirmation ALERT SETUP: TradingView Alert Creation: 1. Enable alerts in indicator settings 2. Enable ORB Breakout Alerts 3. Right-click chart → Add Alert 4. Select this indicator 5. Choose "Any alert() function call" 6. Configure delivery method (mobile, email, webhook) Alert Filtering: - All alerts include quality rating - High Quality alerts = Volume + MTF confirmed - Standard alerts = Basic breakout only ─────────────────────────────────────── TRADING STRATEGIES ─────────────────────────────────────── CLASSIC ORB STRATEGY: Setup: 1. Wait for opening range to complete 2. Price breaks and closes above ORH or below ORL 3. Volume > average (if enabled) 4. MTF bias aligned (if enabled) Entry: - Bullish: Buy on break above ORH - Bearish: Sell on break below ORL - Consider retest entries for better risk/reward Stop Loss: - Bullish: Below ORL or range mid-point - Bearish: Above ORH or range mid-point - Adjust based on volatility Targets: - Initial: Range width extension (ORH + range width) - Secondary: HTF liquidity levels - Final: Session high/low or major support/resistance ORB + LIQUIDITY CONFLUENCE: Enhanced Setup: 1. Opening range established 2. HTF liquidity level near or beyond ORH/ORL 3. Breakout occurs with volume 4. Price targets the liquidity level Entry: - Enter on ORB breakout - Target the HTF liquidity level - Use LTF liquidity for position management Management: - Partial profits at ORB + range width - Move stop to breakeven at LTF liquidity - Final exit at HTF liquidity sweep ORB REJECTION STRATEGY (Counter-Trend): Setup: 1. Price breaks above ORH or below ORL 2. Weak volume (below average) 3. MTF bias opposite to breakout 4. Price closes back inside range Entry: - Failed bullish break: Short below ORH - Failed bearish break: Long above ORL Stop Loss: - Beyond the failed breakout level - Or beyond session extreme Target: - Opposite end of opening range - Range mid-point for partial profit SESSION-BASED ORB TRADING: Tokyo Session: - Typically narrower ranges - Good for range trading - Wait for London open breakout London Session: - Highest volume and volatility - Strong ORB setups - Major liquidity sweeps common New York Session: - Strong trending moves - News-driven volatility - Good for momentum trades Sydney Session: - Quieter conditions - Suitable for range strategies - Sets up Tokyo session EMA-FILTERED ORB: Rules: - Only take bullish breaks if price > EMA - Only take bearish breaks if price < EMA - Ignore counter-trend breaks Benefits: - Reduces false signals - Aligns with larger trend - Improves win rate ─────────────────────────────────────── CONFIGURATION GUIDE ─────────────────────────────────────── OPENING RANGE SETTINGS: Time Period: - 15 min: Standard for most markets - 30 min: Wider range, fewer breakouts - 60 min: For slower markets or swing trades Custom Range: - Use for specific market opens - NYSE: 0930-1000 EST - LSE: 0800-0830 GMT - Set timezone to match exchange Historical Display: - Enable: See all previous session data - Disable: Cleaner chart, current session only LIQUIDITY SETTINGS: Left Bars (5-30): - Lower: More frequent, sensitive levels - Higher: Fewer, more significant levels - Recommended: 15 for most markets Right Bars (1-25): - Confirmation period - Higher: More reliable, less frequent - Recommended: 5 for balance Display Limit (1-20): - Number of active levels shown - Higher: More context, busier chart - Recommended: 7 for clarity Extension Options: - Short: Levels visible near formation - Current: Extended to current bar (recommended) - Max: Extended indefinitely VOLUME SETTINGS: MA Length (5-50): - Shorter: More responsive to spikes - Longer: Smoother baseline - Recommended: 20 for balance Spike Multiplier (1.0-3.0): - Lower: More sensitive spike detection - Higher: Only extreme spikes - Recommended: 1.5 for day trading MULTI-TIMEFRAME SETTINGS: HTF 1 (Trend): - 5m chart: Use 15m or 1H - 15m chart: Use 1H or 4H - 1H chart: Use 4H or 1D HTF 2 (Bias): - One level higher than HTF 1 - Provides longer-term context - Don't use same as HTF 1 EMA SETTINGS: Length: - 20: Responsive, more signals - 50: Smoother, stronger filter - 200: Long-term trend only Style: - Choose contrasting color - Width 1-2 for visibility - Match your trading style ─────────────────────────────────────── BEST PRACTICES ─────────────────────────────────────── Chart Timeframe Selection: - ORB Trading: Use 5m or 15m charts - Session Review: Use 1H or 4H charts - Swing Trading: Use 1H or 4H charts Quality Over Quantity: - Wait for high-quality alerts (volume + MTF) - Avoid trading every breakout - Focus on confluence setups Risk Management: - Position size based on range width - Wider ranges = smaller positions - Use stop losses always - Take partial profits at targets Market Conditions: - Best results in trending markets - Reduce position size in choppy conditions - Consider session overlaps for volatility - Avoid trading near major news if inexperienced Continuous Improvement: - Track win rate by session - Note which confluence factors work best - Adjust settings based on market volatility - Review performance weekly ─────────────────────────────────────── PERFORMANCE OPTIMIZATION ─────────────────────────────────────── This indicator is optimized with: - max_bars_back declarations for efficient processing - Conditional calculations based on enabled features - Proper memory management for drawing objects - Minimal recalculation on each bar Best Practices: - Disable unused features (sessions, MTF, volume) - Limit historical display to reduce rendering - Use appropriate timeframe for your strategy - Clear old drawing objects periodically ─────────────────────────────────────── EDUCATIONAL DISCLAIMER ─────────────────────────────────────── This indicator combines established trading concepts: - Opening Range Breakout theory (price action) - Liquidity level detection (pivot analysis) - Session-based trading (time-of-day patterns) - Volume analysis (confirmation technique) - Multi-timeframe analysis (trend alignment) All calculations use standard technical analysis methods: - Pivot high/low detection algorithms - Moving averages for trend and volume - Session time filtering - Timeframe security functions The indicator identifies potential trading setups but does not predict future price movements. Success requires proper application within a complete trading strategy including risk management, position sizing, and market context. ─────────────────────────────────────── USAGE DISCLAIMER ─────────────────────────────────────── This tool is for educational and analytical purposes. Opening Range Breakout trading involves substantial risk. The alert system and quality filters are designed to identify potential setups but do not guarantee profitability. Always conduct independent analysis, use proper risk management, and never risk capital you cannot afford to lose. Past performance does not indicate future results. Trading intraday breakouts requires experience and discipline. ─────────────────────────────────────── CREDITS & ATTRIBUTION ─────────────────────────────────────── ORIGINAL SOURCE: This indicator builds upon concepts from LuxAlgo's-ORB
Indicador Pine Script®
por Fx-Jithin
CANDLE RANGE THEORY (H1 Only)Hello traders. This indicator identifies CRT candles -Each candle is a range. -Each candle has its own po3. -Focus on specific times of the day. By recognizing the importance of time and price, we can capture high-quality trades. Together with HTF PD array, Look for 4-hour candles forming at specific times of the day. (1am - 5am - 9am EST) -After the 1st candle, wait for the 2nd candle to clear the high/low of the 1st candle and then close inside the 1st candle range at a specific time (1-5-9) and look for entries in the LTF Why choose 1 5 9 hours EST? ### **1. 1:00 AM (EST)** - **Trading Session:** This is the time between the Tokyo (Asian) session and the Sydney (Australian) session. The Asian market is very active. - **Characteristics:** - Liquidity: Moderate, as only the Asian market is active. - Volatility: Pairs involving JPY (Japanese Yen), AUD (Australian Dollar), and NZD (New Zealand Dollar) tend to have higher volatility. - Trading Opportunities: Suitable for traders who like to trade trends or news in the Asian region. - **Note:** Volatility may be lower than the London or New York session. ### **2. 5:00 AM (EST)** - **Trading Session:** This is the time near the end of the Tokyo session and the London (European) session is about to open. - **Characteristics:** - Liquidity: Starts to increase due to the preparation of the European market. - Volatility: This is the time between two trading sessions, there can be strong fluctuations, especially in major currency pairs such as EUR/USD, GBP/USD. - Trading opportunities: Suitable for breakout trading strategies when liquidity increases. - **Note:** The overlap between Tokyo and London can cause sudden fluctuations. ### **3. 9:00 AM (EST)** - **Trading sessions:** This time is within the London session and near the beginning of the New York session. - **Characteristics:** - Liquidity: Very high, as this is the period between the two largest sessions – London and New York. - Volatility: Extremely strong, especially for major currency pairs such as EUR/USD, GBP/USD, USD/JPY. - Trading opportunities: Suitable for both news trading and trend trading, as this is the time when a lot of economic data is released (usually from the US or the European region). - **Note:** High volatility can bring big profits, but also comes with high risks. ### **Summary of effects:** - **1 AM (EST):** Moderate volatility, focusing on Asian currency pairs. - **5 AM (EST):** Increased liquidity and volatility, suitable for breakout trading. - **9 AM (EST):** High volatility and high liquidity, the best time for Forex trading. ==> How to trade, when the high/low of CRT is swept, move to LTF to wait for confirmation to enter the order Only sell at high level and buy at discount price. Find CE at specific important time. Trading CRT with HTF direction has better win rate. The more inside bars, the higher the probability. Place a partial and Move breakeven at 50% range. Do a backtest and post your chart.
Indicador Pine Script®
por Paulhdvn
22
High Low Levels by JZCustom High Low Levels Indicator - features Clearly plotted high and low levels for specific trading sessions. This indicator provides visual representations of key price levels during various trading periods. Below are the main features and benefits of this indicator: 1. Display high and low levels for each session - previous day high/low: display the high and low from the previous day, giving you a better understanding of how the price moves compared to the prior day. - asia, london, and custom sessions: track the high and low levels for the major trading sessions (asian and london) and two custom user-defined sessions. 2. Complete line and label customization - custom line appearance: choose the color, line style (solid, dashed, dotted), and line thickness for each trading session. you can also decide if the lines should extend beyond the current price action. - custom labels: define your own label texts for each custom session. this way, you can label the levels precisely and easily track price movements. 3. Define your own trading sessions - add up to two custom sessions (custom and custom 2), which can be defined using precise start and end times (hour and minute). - each custom session allows you to specify the label text for the high and low levels, enabling you to easily differentiate different parts of the day on the chart. 4. Clear and intuitive design - grouped settings: all settings are grouped based on trading sessions, so you can easily customize every aspect of the visual representation. - simple toggle on/off: you can easily enable or disable each line (previous day, asia, london, custom 1, custom 2). this allows you to keep your chart clean and focus only on the important levels you need at any moment. 5. Flexible time zones - time zone settings: set the time zone (utc, europe/london, america/new_york, asia/tokyo) to properly align the timeframes for each level depending on the market you're focusing on. 6. Automatic cleanup of old lines and labels - old levels removal: automatically remove old lines and labels to prevent clutter on your chart. this ensures that only current, relevant levels for each trading day or session are displayed. 7. Precise plotting and line extension - accurate level markings: the indicator calculates the precise times when the high and low levels were reached and plots lines that visually represent these levels. - line extension options: you have the option to extend the high/low lines beyond their point of calculation, which helps with identifying price action trends beyond the current period. Dec 7, 2024 Release Notes Changes and Improvements for Users: 1. Customizable Offset for Lines and Labels: - A new input, `Line and Label Offset`, allows users to control how far the lines and their associated text labels extend. This ensures the labels and lines remain aligned and can be adjusted as needed. 2. Unified Offset Control: - The same offset value is applied to all types of lines and labels (e.g., Previous Day High/Low, Asia High/Low, London High/Low, and custom sessions). Users can change this in one place to affect the entire script consistently. 3. Enhanced Flexibility: - Users now have more control over the appearance and position of their lines and labels, making the indicator adaptable to different chart setups and personal preferences. These updates aim to enhance user convenience and customization, ensuring a more tailored charting experience.
Indicador Pine Script®
por JanZhor
Monday range by MatboomThe "Monday Range" Pine Script indicator calculates and displays the lowest and highest prices during a specified trading session, focusing on Mondays. Users can configure the trading session parameters, such as start and end times and time zone. The indicator visually highlights the session range on the chart by plotting the session low and high prices and applying a background color within the session period. The customizable days of the week checkboxes allow users to choose which days the indicator should consider for analysis. Session Configuration: session = input.session("0000-0000", title="Trading Session") timeZone = input.string("UTC", title="Time Zone") monSession = input.bool(true, title="Mon ", group="Trading Session", inline="d1") tueSession = input.bool(true, title="Tue ", group="Trading Session", inline="d1") Users can configure the trading session start and end times and the time zone. Checkboxes for Monday (monSession) and Tuesday (tueSession) sessions are provided. SessionLow and SessionHigh Functions: SessionLow(sessionTime, sessionTimeZone=syminfo.timezone) => ... SessionHigh(sessionTime, sessionTimeZone=syminfo.timezone) => ... Custom functions to calculate the lowest (SessionLow) and highest (SessionHigh) prices during a specified trading session. InSession Function: InSession(sessionTimes, sessionTimeZone=syminfo.timezone) => ... Determines if the current bar is inside the specified trading session. Days of Week String and Session String: sessionDays = "" if monSession sessionDays += "2" if tueSession sessionDays += "3" tradingSession = session + ":" + sessionDays Constructs a string representing the selected days of the week for the session. Fetch Session Low and High: sessLow = SessionLow(tradingSession, timeZone) sessHigh = SessionHigh(tradingSession, timeZone) Calls the custom functions to obtain the session low and high prices. Plot Session Low and High and Background Color for Session plot(sessLow, color=color.red, title="Session Low") plot(sessHigh, color=color.red, title="Session Low") bgcolor(InSession(tradingSession, timeZone) ? color.new(color.aqua, 90) : na)
Indicador Pine Script®
por Matboom
skThis Pine Script is an indicator designed to mark and highlight specific trading sessions on a TradingView chart. Here's a description of the script's functionality: 1. *Session Selection*: The script allows you to select a session time frame using the `session_input` input. The available options for session time frames are "D" (daily), "W" (weekly), "M" (monthly), "H" (hourly), "15" (15 minutes), "5" (5 minutes), and "1" (1 minute). 2. *Session Times*: You can specify the start and end times for three different trading sessions - CBDR (Central Bank Dealer Range), Asia, and London - using the corresponding input options. These times are specified in Indian Standard Time (IST). 3. *Time Calculation*: The script calculates the start and end times for each session based on the specified hours and minutes. It uses the `timestamp` function to create time objects for these sessions. 4. *Session Highlighting*: The script creates rectangles on the chart to highlight each session: - CBDR Session: A gray rectangle is drawn during the CBDR session time. - Asia Session: Another gray rectangle is drawn during the Asia session time. - London Session: A green rectangle is drawn at the top of the chart during the London session time. 5. *Transparency*: The rectangles have a transparency level of 90%, allowing you to see the price data beneath them while still marking the sessions. 6. *Overlay*: The indicator is set to overlay on the price chart, so it doesn't obstruct the price data. 7. *Customization*: You can customize the session times and appearance by adjusting the input values in the settings panel of the indicator. Overall, this script provides a visual way to identify and highlight specific trading sessions on your TradingView chart, helping traders understand price action in different market sessions.
Indicador Pine Script®
por sanjaysk6169
Time of Day Background with Bar Count & TableDescription: This indicator provides a comprehensive overview of market activity by dynamically displaying the time-of-day background and tracking bullish and bearish bar counts across different sessions. It also features a table summarizing the market performance for the last 7 days, segmented into four time-based sessions: Morning, Afternoon, Evening, and Night. Key Features: Time of Day Background: The chart's background color changes based on the time of day: Evening (12 AM - 6 AM) is shaded blue. Morning (6 AM - 12 PM) is shaded aqua. Afternoon (12 PM - 6 PM) is shaded yellow. Night (6 PM - 12 AM) is shaded silver. Bullish and Bearish Bar Counting: It tracks the number of bullish (closing higher than opening) and bearish (closing lower than opening) candles. The sum of the price differences (bullish minus bearish) for each session is displayed as a dynamic label, indicating overall market direction for each session. Session Breakdown: The chart is divided into four sessions, each lasting 6 hours (Morning, Afternoon, Evening, Night). A new label is generated at the start of each session, indicating the bullish/bearish performance and the net difference in price movements for that session. Historical Session Performance: The indicator tracks and stores the performance for each session over the past 7 days. A table is generated in the top-right corner of the chart, summarizing the performance for each session (Morning, Afternoon, Evening, Night) and the price changes for each of the past 7 days. The values are color-coded to indicate positive (green) or negative (red) results. Dynamic Table: The table presents performance data for each time session over the past week with color-coded cells: Green cells indicate positive performance. Red cells indicate negative performance. Empty cells represent no data for that session. Use Case: This indicator is useful for traders who want to track market activity and performance across different times of day and monitor how each session contributes to the overall market trend. It provides both visual insights (through background color) and numerical data (via the table) for better decision-making. Settings: The background color and session labels update automatically based on the time of day. The table updates every day, tracking the performance of each session over the past week.
Indicador Pine Script®
por VZ_94
Trading IQ - ICT LibraryLibrary "ICTlibrary" Used to calculate various ICT related price levels and strategies. An ongoing project. Hello Coders! This library is meant for sourcing ICT related concepts. While some functions might generate more output than you require, you can specify "Lite Mode" as "true" in applicable functions to slim down necessary inputs. isLastBar(userTF)   Identifies the last bar on the chart before a timeframe change   Parameters:      userTF (simple int) : the timeframe you wish to calculate the last bar for, must be converted to integer using 'timeframe.in_seconds()'   Returns: bool true if bar on chart is last bar of higher TF, dalse if bar on chart is not last bar of higher TF necessaryData(atrTF)   returns necessaryData UDT for historical data access   Parameters:      atrTF (float) : user-selected timeframe ATR value.   Returns: logZ. log return Z score, used for calculating order blocks. method gradBoxes(gradientBoxes, idColor, timeStart, bottom, top, rightCoordinate)   creates neon like effect for box drawings   Namespace types: array   Parameters:      gradientBoxes (array) : an array.new() to store the gradient boxes      idColor (color)      timeStart (int) : left point of box      bottom (float) : bottom of box price point      top (float) : top of box price point      rightCoordinate (int) : right point of box   Returns: void checkIfTraded(tradeName)   checks if recent trade is of specific name   Parameters:      tradeName (string)   Returns: bool true if recent trade id matches target name, false otherwise checkIfClosed(tradeName)   checks if recent closed trade is of specific name   Parameters:      tradeName (string)   Returns: bool true if recent closed trade id matches target name, false otherwise IQZZ(atrMult, finalTF)   custom ZZ to quickly determine market direction.   Parameters:      atrMult (float) : an atr multiplier used to determine the required price move for a ZZ direction change      finalTF (string) : the timeframe used for the atr calcuation   Returns: dir market direction. Up => 1, down => -1 method drawBos(id, startPoint, getKeyPointTime, getKeyPointPrice, col, showBOS, isUp)   calculates and draws Break Of Structure   Namespace types: array   Parameters:      id (array)      startPoint (chart.point)      getKeyPointTime (int) : the actual time of startPoint, simplystartPoint.time      getKeyPointPrice (float) : the actual time of startPoint, simplystartPoint.price      col (color) : color of the BoS line / label      showBOS (bool) : whether to show label/line. This function still calculates internally for other ICT related concepts even if not drawn.      isUp (bool) : whether BoS happened during price increase or price decrease.   Returns: void method drawMSS(id, startPoint, getKeyPointTime, getKeyPointPrice, col, showMSS, isUp, upRejections, dnRejections, highArr, lowArr, timeArr, closeArr, openArr, atrTFarr, upRejectionsPrices, dnRejectionsPrices)   calculates and draws Market Structure Shift. This data is also used to calculate Rejection Blocks.   Namespace types: array   Parameters:      id (array)      startPoint (chart.point)      getKeyPointTime (int) : the actual time of startPoint, simplystartPoint.time      getKeyPointPrice (float) : the actual time of startPoint, simplystartPoint.price      col (color) : color of the MSS line / label      showMSS (bool) : whether to show label/line. This function still calculates internally for other ICT related concepts even if not drawn.      isUp (bool) : whether MSS happened during price increase or price decrease.      upRejections (array)      dnRejections (array)      highArr (array) : array containing historical highs, should be taken from the UDT "necessaryData" defined above      lowArr (array) : array containing historical lows, should be taken from the UDT "necessaryData" defined above      timeArr (array) : array containing historical times, should be taken from the UDT "necessaryData" defined above      closeArr (array) : array containing historical closes, should be taken from the UDT "necessaryData" defined above      openArr (array) : array containing historical opens, should be taken from the UDT "necessaryData" defined above      atrTFarr (array) : array containing historical atr values (of user-selected TF), should be taken from the UDT "necessaryData" defined above      upRejectionsPrices (array) : array containing up rejections prices. Is sorted and used to determine selective looping for invalidations.      dnRejectionsPrices (array) : array containing down rejections prices. Is sorted and used to determine selective looping for invalidations.   Returns: void method getTime(id, compare, timeArr)   gets time of inputted price (compare) in an array of data this is useful when the user-selected timeframe for ICT concepts is greater than the chart's timeframe   Namespace types: array   Parameters:      id (array) : the array of data to search through, to find which index has the same value as "compare"      compare (float) : the target data point to find in the array      timeArr (array) : array of historical times   Returns: the time that the data point in the array was recorded method OB(id, highArr, signArr, lowArr, timeArr, sign)   store bullish orderblock data   Namespace types: array   Parameters:      id (array)      highArr (array) : array of historical highs      signArr (array) : array of historical price direction "math.sign(close - open)"      lowArr (array) : array of historical lows      timeArr (array) : array of historical times      sign (int) : orderblock direction, -1 => bullish, 1 => bearish   Returns: void OTEstrat(OTEstart, future, closeArr, highArr, lowArr, timeArr, longOTEPT, longOTESL, longOTElevel, shortOTEPT, shortOTESL, shortOTElevel, structureDirection, oteLongs, atrTF, oteShorts)   executes the OTE strategy   Parameters:      OTEstart (chart.point)      future (int) : future time point for drawings      closeArr (array) : array of historical closes      highArr (array) : array of historical highs      lowArr (array) : array of historical lows      timeArr (array) : array of historical times      longOTEPT (string) : user-selected long OTE profit target, please create an input.string() for this using the example below      longOTESL (int) : user-selected long OTE stop loss, please create an input.string() for this using the example below      longOTElevel (float) : long entry price of selected retracement ratio for OTE      shortOTEPT (string) : user-selected short OTE profit target, please create an input.string() for this using the example below      shortOTESL (int) : user-selected short OTE stop loss, please create an input.string() for this using the example below      shortOTElevel (float) : short entry price of selected retracement ratio for OTE      structureDirection (string) : current market structure direction, this should be "Up" or "Down". This is used to cancel pending orders if market structure changes      oteLongs (bool) : input.bool() for whether OTE longs can be executed      atrTF (float) : atr of the user-seleceted TF      oteShorts (bool) : input.bool() for whether OTE shorts can be executed @exampleInputs oteLongs = input.bool(defval = false, title = "OTE Longs", group = "Optimal Trade Entry") longOTElevel = input.float(defval = 0.79, title = "Long Entry Retracement Level", options = , group = "Optimal Trade Entry") longOTEPT = input.string(defval = "-0.5", title = "Long TP", options = , group = "Optimal Trade Entry") longOTESL = input.int(defval = 0, title = "How Many Ticks Below Swing Low For Stop Loss", group = "Optimal Trade Entry") oteShorts = input.bool(defval = false, title = "OTE Shorts", group = "Optimal Trade Entry") shortOTElevel = input.float(defval = 0.79, title = "Short Entry Retracement Level", options = , group = "Optimal Trade Entry") shortOTEPT = input.string(defval = "-0.5", title = "Short TP", options = , group = "Optimal Trade Entry") shortOTESL = input.int(defval = 0, title = "How Many Ticks Above Swing Low For Stop Loss", group = "Optimal Trade Entry")   Returns: void (0) displacement(logZ, atrTFreg, highArr, timeArr, lowArr, upDispShow, dnDispShow, masterCoords, labelLevels, dispUpcol, rightCoordinate, dispDncol, noBorders)   calculates and draws dispacements   Parameters:      logZ (float) : log return of current price, used to determine a "significant price move" for a displacement      atrTFreg (float) : atr of user-seleceted timeframe      highArr (array) : array of historical highs      timeArr (array) : array of historical times      lowArr (array) : array of historical lows      upDispShow (int) : amount of historical upside displacements to show      dnDispShow (int) : amount of historical downside displacements to show      masterCoords (map) : a map to push the most recent displacement prices into, useful for having key levels in one data structure      labelLevels (string) : used to determine label placement for the displacement, can be inside box, outside box, or none, example below      dispUpcol (color) : upside displacement color      rightCoordinate (int) : future time for displacement drawing, best is "last_bar_time"      dispDncol (color) : downside displacement color      noBorders (bool) : input.bool() to remove box borders, example below @exampleInputs labelLevels = input.string(defval = "Inside" , title = "Box Label Placement", options = ) noBorders = input.bool(defval = false, title = "No Borders On Levels")   Returns: void method getStrongLow(id, startIndex, timeArr, lowArr, strongLowPoints)   unshift strong low data to array id   Namespace types: array   Parameters:      id (array)      startIndex (int) : the starting index for the timeArr array of the UDT "necessaryData". this point should start from at least 1 pivot prior to find the low before an upside BoS      timeArr (array) : array of historical times      lowArr (array) : array of historical lows      strongLowPoints (array) : array of strong low prices. Used to retrieve highest strong low price and see if need for removal of invalidated strong lows   Returns: void method getStrongHigh(id, startIndex, timeArr, highArr, strongHighPoints)   unshift strong high data to array id   Namespace types: array   Parameters:      id (array)      startIndex (int) : the starting index for the timeArr array of the UDT "necessaryData". this point should start from at least 1 pivot prior to find the high before a downside BoS      timeArr (array) : array of historical times      highArr (array) : array of historical highs      strongHighPoints (array)   Returns: void equalLevels(highArr, lowArr, timeArr, rightCoordinate, equalHighsCol, equalLowsCol, liteMode)   used to calculate recent equal highs or equal lows   Parameters:      highArr (array) : array of historical highs      lowArr (array) : array of historical lows      timeArr (array) : array of historical times      rightCoordinate (int) : a future time (right for boxes, x2 for lines)      equalHighsCol (color) : user-selected color for equal highs drawings      equalLowsCol (color) : user-selected color for equal lows drawings      liteMode (bool) : optional for a lite mode version of an ICT strategy. For more control over drawings leave as "True", "False" will apply neon effects   Returns: void quickTime(timeString)   used to quickly determine if a user-inputted time range is currently active in NYT time   Parameters:      timeString (string) : a time range   Returns: true if session is active, false if session is inactive macros(showMacros, noBorders)   used to calculate and draw session macros   Parameters:      showMacros (bool) : an input.bool() or simple bool to determine whether to activate the function      noBorders (bool) : an input.bool() to determine whether the box anchored to the session should have borders   Returns: void po3(tf, left, right, show)   use to calculate HTF po3 candle @tip only call this function on "barstate.islast"   Parameters:      tf (simple string)      left (int) : the left point of the candle, calculated as bar_index + left,      right (int) : :the right point of the candle, calculated as bar_index + right,      show (bool) : input.bool() whether to show the po3 candle or not   Returns: void silverBullet(silverBulletStratLong, silverBulletStratShort, future, userTF, H, L, H2, L2, noBorders, silverBulletLongTP, historicalPoints, historicalData, silverBulletLongSL, silverBulletShortTP, silverBulletShortSL)   used to execute the Silver Bullet Strategy   Parameters:      silverBulletStratLong (simple bool)      silverBulletStratShort (simple bool)      future (int) : a future time, used for drawings, example "last_bar_time"      userTF (simple int)      H (float) : the high price of the user-selected TF      L (float) : the low price of the user-selected TF      H2 (float) : the high price of the user-selected TF      L2 (float) : the low price of the user-selected TF      noBorders (bool) : an input.bool() used to remove the borders from box drawings      silverBulletLongTP (series silverBulletLevels)      historicalPoints (array)      historicalData (necessaryData)      silverBulletLongSL (series silverBulletLevels)      silverBulletShortTP (series silverBulletLevels)      silverBulletShortSL (series silverBulletLevels)   Returns: void method invalidFVGcheck(FVGarr, upFVGpricesSorted, dnFVGpricesSorted)   check if existing FVGs are still valid   Namespace types: array   Parameters:      FVGarr (array)      upFVGpricesSorted (array) : an array of bullish FVG prices, used to selective search through FVG array to remove invalidated levels      dnFVGpricesSorted (array) : an array of bearish FVG prices, used to selective search through FVG array to remove invalidated levels   Returns: void (0) method drawFVG(counter, FVGshow, FVGname, FVGcol, data, masterCoords, labelLevels, borderTransp, liteMode, rightCoordinate)   draws FVGs on last bar   Namespace types: map   Parameters:      counter (map) : a counter, as map, keeping count of the number of FVGs drawn, makes sure that there aren't more FVGs drawn than int FVGshow      FVGshow (int) : the number of FVGs to show. There should be a bullish FVG show and bearish FVG show. This function "drawFVG" is used separately for bearish FVG and bullish FVG.      FVGname (string) : the name of the FVG, "FVG Up" or "FVG Down"      FVGcol (color) : desired FVG color      data (FVG)      masterCoords (map) : a map containing the names and price points of key levels. Used to define price ranges.      labelLevels (string) : an input.string with options "Inside", "Outside", "Remove". Determines whether FVG labels should be inside box, outside, or na.      borderTransp (int)      liteMode (bool)      rightCoordinate (int) : the right coordinate of any drawings. Must be a time point.   Returns: void invalidBlockCheck(bullishOBbox, bearishOBbox, userTF)   check if existing order blocks are still valid   Parameters:      bullishOBbox (array) : an array declared using the UDT orderBlock that contains bullish order block related data      bearishOBbox (array) : an array declared using the UDT orderBlock that contains bearish order block related data      userTF (simple int)   Returns: void (0) method lastBarRejections(id, rejectionColor, idShow, rejectionString, labelLevels, borderTransp, liteMode, rightCoordinate, masterCoords)   draws rejectionBlocks on last bar   Namespace types: array   Parameters:      id (array) : the array, an array of rejection block data declared using the UDT rejection block      rejectionColor (color) : the desired color of the rejection box      idShow (int)      rejectionString (string) : the desired name of the rejection blocks      labelLevels (string) : an input.string() to determine if labels for the block should be inside the box, outside, or none.      borderTransp (int)      liteMode (bool) : an input.bool(). True = neon effect, false = no neon.      rightCoordinate (int) : atime for the right coordinate of the box      masterCoords (map) : a map that stores the price of key levels and assigns them a name, used to determine price ranges   Returns: void method OBdraw(id, OBshow, BBshow, OBcol, BBcol, bullishString, bearishString, isBullish, labelLevels, borderTransp, liteMode, rightCoordinate, masterCoords)   draws orderblocks and breaker blocks for data stored in UDT array()   Namespace types: array   Parameters:      id (array) : the array, an array of order block data declared using the UDT orderblock      OBshow (int) : the number of order blocks to show      BBshow (int) : the number of breaker blocks to show      OBcol (color) : color of order blocks      BBcol (color) : color of breaker blocks      bullishString (string) : the title of bullish blocks, which is a regular bullish orderblock or a bearish orderblock that's converted to breakerblock      bearishString (string) : the title of bearish blocks, which is a regular bearish orderblock or a bullish orderblock that's converted to breakerblock      isBullish (bool) : whether the array contains bullish orderblocks or bearish orderblocks. If bullish orderblocks, the array will naturally contain bearish BB, and if bearish OB, the array will naturally contain bullish BB      labelLevels (string) : an input.string() to determine if labels for the block should be inside the box, outside, or none.      borderTransp (int)      liteMode (bool) : an input.bool(). True = neon effect, false = no neon.      rightCoordinate (int) : atime for the right coordinate of the box      masterCoords (map) : a map that stores the price of key levels and assigns them a name, used to determine price ranges   Returns: void FVG   UDT for FVG calcualtions   Fields:      H (series float) : high price of user-selected timeframe      L (series float) : low price of user-selected timeframe      direction (series string) : FVG direction => "Up" or "Down"      T (series int) : => time of bar on user-selected timeframe where FVG was created      fvgLabel (series label) : optional label for FVG      fvgLineTop (series line) : optional line for top of FVG      fvgLineBot (series line) : optional line for bottom of FVG      fvgBox (series box) : optional box for FVG labelLine   quickly pair a line and label together as UDT   Fields:      lin (series line) : Line you wish to pair with label      lab (series label) : Label you wish to pair with line orderBlock   UDT for order block calculations   Fields:      orderBlockData (array) : array containing order block x and y points      orderBlockBox (series box) : optional order block box      vioCount (series int) : = 0 violation count of the order block. 0 = Order Block, 1 = Breaker Block      traded (series bool)      status (series string) : = "OB" status == "OB" => Level is order block. status == "BB" => Level is breaker block.      orderBlockLab (series label) : options label for the order block / breaker block. strongPoints   UDT for strong highs and strong lows   Fields:      price (series float) : price of the strong high or strong low      timeAtprice (series int) : time of the strong high or strong low      strongPointLabel (series label) : optional label for strong point      strongPointLine (series line) : optional line for strong point      overlayLine (series line) : optional lines for strong point to enhance visibility      overlayLine2 (series line) : optional lines for strong point to enhance visibility displacement   UDT for dispacements   Fields:      highPrice (series float) : high price of displacement      lowPrice (series float) : low price of displacement      timeAtPrice (series int) : time of bar where displacement occurred      displacementBox (series box) : optional box to draw displacement      displacementLab (series label) : optional label for displacement po3data   UDT for po3 calculations   Fields:      dHigh (series float) : higher timeframe high price      dLow (series float) : higher timeframe low price      dOpen (series float) : higher timeframe open price      dClose (series float) : higher timeframe close price      po3box (series box) : box to draw po3 candle body      po3line (array) : line array to draw po3 wicks      po3Labels (array) : label array to label price points of po3 candle macros   UDT for session macros   Fields:      sessions (array) : Array of sessions, you can populate this array using the "quickTime" function located above "export macros".      prices (matrix) : Matrix of session data -> open, high, low, close, time      sessionTimes (array) : Array of session names. Pairs with array sessions.      sessionLines (matrix) : Optional array for sesion drawings. OTEtimes   UDT for data storage and drawings associated with OTE strategy   Fields:      upTimes (array) : time of highest point before trade is taken      dnTimes (array) : time of lowest point before trade is taken      tpLineLong (series line) : line to mark tp level long      tpLabelLong (series label) : label to mark tp level long      slLineLong (series line) : line to mark sl level long      slLabelLong (series label) : label to mark sl level long      tpLineShort (series line) : line to mark tp level short      tpLabelShort (series label) : label to mark tp level short      slLineShort (series line) : line to mark sl level short      slLabelShort (series label) : label to mark sl level short sweeps   UDT for data storage and drawings associated with liquidity sweeps   Fields:      upSweeps (matrix) : matrix containing liquidity sweep price points and time points for up sweeps      dnSweeps (matrix) : matrix containing liquidity sweep price points and time points for down sweeps      upSweepDrawings (array) : optional up sweep box array. Pair the size of this array with the rows or columns,      dnSweepDrawings (array) : optional up sweep box array. Pair the size of this array with the rows or columns, raidExitDrawings   UDT for drawings associated with the Liquidity Raid Strategy   Fields:      tpLine (series line) : tp line for the liquidity raid entry      tpLabel (series label) : tp label for the liquidity raid entry      slLine (series line) : sl line for the liquidity raid entry      slLabel (series label) : sl label for the liquidity raid entry m2022   UDT for data storage and drawings associated with the Model 2022 Strategy   Fields:      mTime (series int) : time of the FVG where entry limit order is placed      mIndex (series int) : array index of FVG where entry limit order is placed. This requires an array of FVG data, which is defined above.      mEntryDistance (series float) : the distance of the FVG to the 50% range. M2022 looks for the fvg closest to 50% mark of range.      mEntry (series float) : the entry price for the most eligible fvg      fvgHigh (series float) : the high point of the eligible fvg      fvgLow (series float) : the low point of the eligible fvg      longFVGentryBox (series box) : long FVG box, used to draw the eligible FVG      shortFVGentryBox (series box) : short FVG box, used to draw the eligible FVG      line50P (series line) : line used to mark 50% of the range      line100P (series line) : line used to mark 100% (top) of the range      line0P (series line) : line used to mark 0% (bottom) of the range      label50P (series label) : label used to mark 50% of the range      label100P (series label) : label used to mark 100% (top) of the range      label0P (series label) : label used to mark 0% (bottom) of the range      sweepData (array) silverBullet   UDT for data storage and drawings associated with the Silver Bullet Strategy   Fields:      session (series bool)      sessionStr (series string) : name of the session for silver bullet      sessionBias (series string)      sessionHigh (series float) : = high high of session // use math.max(silverBullet.sessionHigh, high)      sessionLow (series float) : = low low of session // use math.min(silverBullet.sessionLow, low)      sessionFVG (series float) : if applicable, the FVG created during the session      sessionFVGdraw (series box) : if applicable, draw the FVG created during the session      traded (series bool)      tp (series float) : tp of trade entered at the session FVG      sl (series float) : sl of trade entered at the session FVG      sessionDraw (series box) : optional draw session with box      sessionDrawLabel (series label) : optional label session with label silverBulletDrawings   UDT for trade exit drawings associated with the Silver Bullet Strategy   Fields:      tpLine (series line) : tp line drawing for strategy      tpLabel (series label) : tp label drawing for strategy      slLine (series line) : sl line drawing for strategy      slLabel (series label) : sl label drawing for strategy unicornModel   UDT for data storage and drawings associated with the Unicorn Model Strategy   Fields:      hPoint (chart.point)      hPoint2 (chart.point)      hPoint3 (chart.point)      breakerBlock (series box) : used to draw the breaker block required for the Unicorn Model      FVG (series box) : used to draw the FVG required for the Unicorn model      topBlock (series float) : price of top of breaker block, can be used to detail trade entry      botBlock (series float) : price of bottom of breaker block, can be used to detail trade entry      startBlock (series int) : start time of the breaker block, used to set the "left = " param for the box      includes (array) : used to store the time of the breaker block, or FVG, or the chart point sequence that setup the Unicorn Model.      entry (series float) : // eligible entry price, for longs"math.max(topBlock, FVG.get_top())",      tpLine (series line) : optional line to mark PT      tpLabel (series label) : optional label to mark PT      slLine (series line) : optional line to mark SL      slLabel (series label) : optional label to mark SL rejectionBlocks   UDT for data storage and drawings associated with rejection blocks   Fields:      rejectionPoint (chart.point)      bodyPrice (series float) : candle body price closest to the rejection point, for "Up" rejections => math.max(open, close),      rejectionBox (series box) : optional box drawing of the rejection block      rejectionLabel (series label) : optional label for the rejection block equalLevelsDraw   UDT for data storage and drawings associated with equal highs / equal lows   Fields:      connector (series line) : single line placed at the first high or low, y = avgerage of distinguished equal highs/lows      connectorLab (series label) : optional label to be placed at the highs or lows      levels (array) : array containing the equal highs or lows prices      times (array) : array containing the equal highs or lows individual times      startTime (series int) : the time of the first high or low that forms a sequence of equal highs or lows      radiate (array) : options label to "radiate" the label in connector lab. Can be used for anything necessaryData   UDT for data storage of historical price points.   Fields:      highArr (array) : array containing historical high points      lowArr (array) : array containing historical low points      timeArr (array) : array containing historical time points      logArr (array) : array containing historical log returns      signArr (array) : array containing historical price directions      closeArr (array) : array containing historical close points      binaryTimeArr (array) : array containing historical time points, uses "push" instead of "unshift" to allow for binary search      binaryCloseArr (array) : array containing historical close points, uses "push" instead of "unshift" to allow the correct      binaryOpenArr (array) : array containing historical optn points, uses "push" instead of "unshift" to allow the correct      atrTFarr (array) : array containing historical user-selected TF atr points      openArr (array) : array containing historical open points
Biblioteca Pine Script®
por Trading-IQ
1
Volume Profile (Simple)Simple Volume Profile (Simple) Master the Market's Structure with a Clear View of Volume by mercaderoaurum The Simple Volume Profile (Simple) indicator removes the guesswork by showing you exactly where the most significant trading activity has occurred. By visualizing the Point of Control (POC) and Value Area (VA) for today and yesterday, you can instantly identify the price levels that matter most, giving you a critical edge in your intraday trading. This tool is specifically optimized for day trading SPY on a 1-minute chart, but it's fully customizable for any symbol or timeframe. Key Features Multi-Day Analysis: Automatically plots the volume profiles for the current and previous trading sessions, allowing you to see how today's market is reacting to yesterday's key levels. Automatic Key Level Plotting: Instantly see the most important levels from each session: Point of Control (POC): The single price level with the highest traded volume, acting as a powerful magnet for price. Value Area High (VAH): The upper boundary of the area where 50% of the volume was traded. It often acts as resistance. Value Area Low (VAL): The lower boundary of the 50% value area, often acting as support. Extended Levels: The POC, VAH, and VAL from previous sessions are automatically extended into the current day, providing a clear map of potential support and resistance zones. Customizable Sessions: While optimized for the US stock market, you can define any session time and time zone, making it a versatile tool for forex, crypto, and futures traders. Core Trading Strategies The Simple Volume Profile helps you understand market context. Instead of trading blind, you can now make decisions based on where the market has shown the most interest. 1. Identifying Support and Resistance This is the most direct way to use the indicator. The extended lines from the previous day are your roadmap for the current session. Previous Day's POC (pPOC): This is the most significant level. Watch for price to react strongly here. It can act as powerful support if approached from above or strong resistance if approached from below. Previous Day's VAH (pVAH): Expect this level to act as initial resistance. A clean break above pVAH can signal a strong bullish trend. Previous Day's VAL (pVAL): Expect this level to act as initial support. A firm break below pVAL can indicate a strong bearish trend. Example Strategy: If SPY opens and rallies up to the previous day's VAH and stalls, this is a high-probability area to look for a short entry, with a stop loss just above the level. 2. The "Open-Drive" Rejection How the market opens in relation to the previous day's value area is a powerful tell. Open Above Yesterday's Value Area: If the market opens above the pVAH, it signals strength. The first pullback to test the pVAH is often a key long entry point. The level is expected to flip from resistance to support. Open Below Yesterday's Value Area: If the market opens below the pVAL, it signals weakness. The first rally to test the pVAL is a potential short entry, as the level is likely to act as new resistance. 3. Fading the Extremes When price pushes far outside the previous day's value area, it can become overextended. Reversal at Highs: If price rallies significantly above the pVAH and then starts to lose momentum (e.g., forming bearish divergence on RSI or a topping pattern), it could be an opportunity to short the market, targeting a move back toward the pVAH or pPOC. Reversal at Lows: Conversely, if price drops far below the pVAL and shows signs of bottoming, it can be a good opportunity to look for a long entry, targeting a reversion back to the value area. Recommended Settings (SPY Intraday) These settings are the default and are optimized for scalping or day trading SPY on a 1-minute chart. Value Area (%): 50%. This creates a tighter, more sensitive value area, perfect for identifying the most critical intraday zones. Number of Rows: 1000. This high resolution is essential for a low-volatility instrument like SPY, ensuring that the profile is detailed and the levels are precise. Session Time: 0400-1800 in America/New_York. This captures the full pre-market and core session, which is crucial for understanding the day's complete volume story. Ready to trade with an edge? Add the Simple Volume Profile (Multi-Day) to your chart now and see the market in a new light!
Indicador Pine Script®
por MercaderoAurum
Casa_VolumeProfileSessionLibrary "Casa_VolumeProfileSession" Analyzes price and volume during regular trading hours to provide a session volume profile, including Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL). Calculates and displays these levels historically and for the developing session. Offers customizable visualization options for the Value Area, POC, histogram, and labels. Uses lower timeframe data for increased accuracy and supports futures sessions. The number of rows used for the volume profile can be fixed or dynamically calculated based on the session's price range and the instrument's minimum tick increment, providing optimal resolution. calculateEffectiveRows(configuredRows, dayHigh, dayLow)   Determines the optimal number of rows for the volume profile, either using the configured value or calculating dynamically based on price range and tick size   Parameters:      configuredRows (int) : User-specified number of rows (0 means auto-calculate)      dayHigh (float) : Highest price of the session      dayLow (float) : Lowest price of the session   Returns: The number of rows to use for the volume profile debug(vp, position)   Helper function to write some information about the supplied SVP object to the screen in a table.   Parameters:      vp (Object) : The SVP object to debug      position (string) : The position.* to place the table. Defaults to position.bottom_center getLowerTimeframe()   Depending on the timeframe of the chart, determines a lower timeframe to grab volume data from for the analysis   Returns: The timeframe string to fetch volume for get(volumeProfile, lowerTimeframeHigh, lowerTimeframeLow, lowerTimeframeVolume, lowerTimeframeTime, lowerTimeframeSessionIsMarket)   Populated the provided SessionVolumeProfile object with vp data on the session.   Parameters:      volumeProfile (Object) : The SessionVolumeProfile object to populate      lowerTimeframeHigh (array) : The lower timeframe high values      lowerTimeframeLow (array) : The lower timeframe low values      lowerTimeframeVolume (array) : The lower timeframe volume values      lowerTimeframeTime (array) : The lower timeframe time values      lowerTimeframeSessionIsMarket (array) : The lower timeframe session.ismarket values (that are futures-friendly) drawPriorValueAreas(todaySessionVolumeProfile, extendYesterdayOverToday, showLabels, labelSize, pocColor, pocStyle, pocWidth, vahlColor, vahlStyle, vahlWidth, vaColor)   Given a SessionVolumeProfile Object, will render the historical value areas for that object.   Parameters:      todaySessionVolumeProfile (Object) : The SessionVolumeProfile Object to draw      extendYesterdayOverToday (bool) : Defaults to true      showLabels (bool) : Defaults to true      labelSize (string) : Defaults to size.small      pocColor (color) : Defaults to #e500a4      pocStyle (string) : Defaults to line.style_solid      pocWidth (int) : Defaults to 1      vahlColor (color) : The color of the value area high/low lines. Defaults to #1592e6      vahlStyle (string) : The style of the value area high/low lines. Defaults to line.style_solid      vahlWidth (int) : The width of the value area high/low lines. Defaults to 1      vaColor (color) : The color of the value area background. Defaults to #00bbf911) drawHistogram(volumeProfile, bgColor, showVolumeOnHistogram)   Given a SessionVolumeProfile object, will render the histogram for that object.   Parameters:      volumeProfile (Object) : The SessionVolumeProfile object to draw      bgColor (color) : The baseline color to use for the histogram. Defaults to #00bbf9      showVolumeOnHistogram (bool) : Show the volume amount on the histogram bars. Defaults to false. Object   Object Contains all settings and calculated values for a Volume Profile Session analysis   Fields:      numberOfRows (series int) : Number of price levels to divide the range into. If set to 0, auto-calculates based on price range and tick size      valueAreaCoverage (series int) : Percentage of total volume to include in the Value Area (default 70%)      trackDevelopingVa (series bool) : Whether to calculate and display the Value Area as it develops during the session      valueAreaHigh (series float) : Upper boundary of the Value Area - price level containing specified % of volume      pointOfControl (series float) : Price level with the highest volume concentration      valueAreaLow (series float) : Lower boundary of the Value Area      startTime (series int) : Session start time in Unix timestamp format      endTime (series int) : Session end time in Unix timestamp format      dayHigh (series float) : Highest price of the session      dayLow (series float) : Lowest price of the session      step (series float) : Size of each price row (calculated as price range divided by number of rows)      pointOfControlLevel (series int) : Index of the row containing the Point of Control      valueAreaHighLevel (series int) : Index of the row containing the Value Area High      valueAreaLowLevel (series int) : Index of the row containing the Value Area Low      lastTime (series int) : Tracks the most recent timestamp processed      volumeRows (map) : Stores volume data for each price level row (key=row number, value=volume)      ltfSessionHighs (array) : Stores high prices from lower timeframe data      ltfSessionLows (array) : Stores low prices from lower timeframe data      ltfSessionVols (array) : Stores volume data from lower timeframe data
Biblioteca Pine Script®
por Mupsje
1
Time-Based VWAP (TVWAP)(TVWAP) Indicator The Time-Based Volume Weighted Average Price (TVWAP) indicator is a customized version of VWAP designed for intraday trading sessions with defined start and end times. Unlike the traditional VWAP, which calculates the volume-weighted average price over an entire trading day, this indicator allows you to focus on specific time periods, such as ICT kill zones (e.g., London Open, New York Open, Power Hour). It helps crypto scalpers and advanced traders identify price deviations relative to volume during key trading windows. Key Features: Custom Time Interval: You can set the exact start and end times for the VWAP calculation using input settings for hours and minutes (24-hour format). Ideal for analyzing short, high-liquidity periods. Dynamic Accumulation of Price and Volume: The indicator resets at the beginning of the specified session and accumulates price-volume data until the end of the session. Ensures that the TVWAP reflects the weighted average price specific to the chosen session. Visual Representation: The indicator plots the TVWAP line only during the specified time window, providing a clear visual reference for price action during that period. Outside the session, the TVWAP line is hidden (na). Use Cases: ICT Scalp Trading: Monitor price rebalances or potential liquidity sweeps near TVWAP during important trading sessions. Mean Reversion Strategies: Detect pullbacks toward the session’s average price for potential entry points. Breakout Confirmation: Confirm price direction relative to TVWAP during kill zones or high-volume times to determine if a breakout is supported by volume. Inputs: Start Hour/Minute: The time when the TVWAP calculation starts. End Hour/Minute: The time when the TVWAP calculation ends. Technical Explanation: The indicator uses the timestamp function to create time markers for the session start and end. During the session, the price-volume (close * volume) is accumulated along with the total volume. TVWAP is calculated as: TVWAP = (Sum of (Price × Volume)) ÷ (Sum of Volume) ​ Once the session ends, the TVWAP resets for the next trading period. Customization Ideas: Alerts: Add notifications when the price touches or deviates significantly from TVWAP. Different Colors: Use different line colors based on upward or downward trends. Multiple Sessions: Add support for multiple TVWAP lines for different time periods (e.g., London + New York).
Indicador Pine Script®
por JaydenUnplugged
1
Initial Balance Breakout Signals [LuxAlgo]The Initial Balance Breakout Signals help traders identify breakouts of the Initial Balance (IB) range. The indicator includes automatic detection of IB or can use custom sessions, highlights top and bottom IB extensions, custom Fibonacci levels, and goes further with an IB forecast with two different modes. 🔶 USAGE The initial balance is the price range made within the first hour of the trading session. It is an intraday concept based on the idea that high volume and volatility enter the market through institutional trading at the start of the session, setting the tone for the rest of the day. The initial balance is useful for gauging market sentiment, or, in other words, the relationship between buyers and sellers. Bullish sentiment: Price trades above the IB range. Mixed sentiment: Price trades within the IB range. Bearish sentiment: Price trades below the IB range. The initial balance high and low are important levels that many traders use to gauge sentiment. There are two main ideas behind trading around the IB range. IB Extreme Breakout: When the price breaks and holds the IB high or low, there is a high probability that the price will continue in that direction. IB Extreme Rejection: When the price tries to break those levels but fails, there is a high probability that it will reach the opposite IB extreme. This indicator is a complete Initial Balance toolset with custom sessions, breakout signals, IB extensions, Fibonacci retracements, and an IB forecast. All of these features will be explained in the following sections. 🔹 Custom Sessions and Signals By default, sessions for Initial Balance and breakout signals are in Auto mode. This means that Initial Balance takes the first hour of the trading session and shows breakout signals for the rest of the session. With this option, traders can use the tool for open range trading, making it highly versatile. The concept behind open range (OR) is the same as that of initial balance (IB), but in OR, the range is determined by the first minute, three or five minutes, or up to the first 30 minutes of the trading session. As shown in the image above, the top chart uses the Auto feature for the IB and Breakouts sessions. The bottom chart has the Auto feature disabled to use custom sessions for both parameters. In this case, the first three minutes of the trading session are used, turning the tool into an Open Range trading indicator. This chart shows another example of using custom sessions to display overnight NASDAQ futures sessions. The left chart shows a custom session from the Tokyo open to the London open, and the right chart shows a custom session from the London open to the New York open. The chart shows both the Asian and European sessions, their top and bottom extremes, and the breakout signals from those extremes. 🔹 Initial Balance Extensions Traders can easily extend both extremes of the Initial Balance to display their preferred targets for breakouts. Enable or disable any of them and set the IB percentage to use for the extension. As the chart shows, the percentage selected on the settings panel directly affects the displayed levels. Setting 25 means the tool will use a quarter of the detected initial balance range for extensions beyond the IB extremes. Setting 100 means the full IB range will be used. Traders can use these extensions as targets for breakout signals. 🔹 Fibonacci Levels Traders can display default or custom Fibonacci levels on the IB range to trade retracements and assess the strength of market movements. Each level can be enabled or disabled and customized by level, color, and line style. As we can see on the chart, after the IB was completed, prices were unable to fall below the 0.236 Fibonacci level. This indicates significant bullish pressure, so it is expected that prices will rise. Traders can use these levels as guidelines to assess the strength of the side trying to penetrate the IB. In this case, the sellers were unable to move the market beyond the first level. 🔹 Initial Balance Forecast The tool features two different forecasting methods for the current IB. By default, it takes the average of the last ten values and applies a multiplier of one. IB Against Previous Open: averages the difference between IB extremes and the open of the previous session. Filter by current day of the week: averages the difference between IB extremes and the open of the current session for the same day of the week. This feature allows traders to see the difference between the current IB and the average of the last IBs. It makes it very easy to interpret: if the current IB is higher than the average, buyers are in control; if it is lower than the average, sellers are in control. For example, on the left side of the chart, we can see that the last day was very bullish because the IB was completely above the forecasted value. This is the IB mean of the last ten trading days. On the right, we can see that on Monday, September 15, the IB traded slightly higher but within the forecasted value of the IB mean of the last ten Mondays. In this case, it is within expectations. 🔶 SETTINGS Display Last X IBs: Select how many IBs to display. Initial Balance: Choose a custom session or enable the Auto feature. Breakouts: Enable or disable breakouts. Choose custom session or enable the Auto feature. 🔹 Extensions Top Extension: Enable or disable the top extension and choose the percentage of IB to use. Bottom extension: Enable or disable the bottom extension and choose the percentage of IB to use. 🔹 Fibonacci Levels Display Fibonacci: Enable or disable Fibonacci levels. Reverse: Reverse Fibonacci levels. Levels, Colors & Style Display Labels: Enable or disable labels and choose text size. 🔹 Forecast Display Forecast: Select the forecast method. - IB Against Previous Open: Calculates the average difference between the IB high and low and the previous day's IB open price. - Filter by Current Day of Week: Calculates the average difference between the IB high and low and the IB open price for the same day of the week. Forecast Memory: The number of data points used to calculate the average. Forecast Multiplier: This multiplier will be applied to the average. Bigger numbers will result in wider predicted ranges. Forecast Colors: Choose from a variety of colors. Forecast Style: Choose a line style. 🔹 Style Initial Balance Colors Extension Transparency: Choose the extension's transparency. 0 is solid, and 100 is fully transparent.
Indicador Pine Script®
por LuxAlgo
17
Global Market Clock Pro🌍✨ Global Market Clock Pro is a market session visualizer that combines utility and fun on your charts! 📊⏰ This indicator includes three analog clocks representing the Tokyo, London, and New York sessions, added in an entertaining way to make analysis more enjoyable and dynamic. 😊 Each clock clearly shows the session start and end times through arcs and distinctive markers, making it easier to identify active market periods. 💡 Also, a statistics table is added offering detailed information for each session: 📊 Percentage Change : Displays the price variation between sessions. 💰 Price Range : Highlights volatility within each session. 📈 Session Volume : Evaluates market activity based on traded volume. 📊 Average Volatility : Helps measure price fluctuations over time. 📌 Mean (Average Close) : Calculated by dividing the sum of closing prices of each bar by the total number of bars recorded during the session. This value gives you a reference for average price behavior, helping you detect general trends and key support/resistance levels. 📉 📌 Max Range (Maximum Range) : Represents the largest difference recorded between the highest and lowest prices during the session. This indicator is crucial for identifying volatility peaks, as it shows how far the market moved during its most active moments. 🔥 ⚠️ VERY IMPORTANT : This tool works best only in timeframes under 4 hours ! ⏳ By integrating these data points directly into your chart, this indicator becomes a powerful tool to align your strategies with market activity in each session. Whether you're a day trader or a long-term investor, Global Market Clock Pro provides clear, data-driven insights to enhance decision-making. 💻📈 Español: 🌍✨ Global Market Clock Pro es un visualizador de sesiones de mercado que combina utilidad y diversión en tus gráficos. 📊⏰ Este indicador incluye tres relojes analógicos que representan las sesiones de Tokio, Londres y Nueva York, agregados de manera entretenida para hacer el análisis más ameno y dinámico. 😊 Cada reloj muestra con claridad los horarios de inicio y cierre de sesión mediante arcos y marcadores distintivos, facilitando la identificación de los periodos activos del mercado. 💡 Además, se añade una tabla de estadísticas que ofrece información detallada de cada sesión: 📊 Cambio porcentual : Muestra la variación de precio entre sesiones. 💰 Rango de precios : Destaca la volatilidad dentro de cada sesión. 📈 Volumen de sesión : Evalúa la actividad del mercado mediante el volumen negociado. 📊 Volatilidad promedio : Ayuda a medir las fluctuaciones del precio a lo largo del tiempo. 📌 Mean (Promedio de Cierre) : Se calcula dividiendo la suma de los precios de cierre de cada barra entre el número total de barras registradas durante la sesión. Este valor te brinda una referencia del comportamiento medio del precio, permitiéndote detectar tendencias generales y niveles clave de soporte o resistencia. 📉 📌 Max Range (Rango Máximo) : Representa la mayor diferencia registrada entre el precio más alto y el más bajo durante la sesión. Este indicador es fundamental para identificar los picos de volatilidad, ya que muestra hasta qué punto el mercado se movió en sus momentos de mayor actividad. 🔥 ⚠️ ¡MUY IMPORTANTE! : Esta herramienta funciona mejor solo en temporalidades menores a 4 horas . ⏳ Al integrar estos datos directamente en el gráfico, este indicador se convierte en una herramienta poderosa para sincronizar tus estrategias con la actividad del mercado en cada sesión. Ya seas un trader intradía o un inversor a largo plazo, Global Market Clock Pro proporciona claridad basada en datos para mejorar la toma de decisiones. 💻📈 🚀 ¡No dejes pasar la oportunidad de optimizar tu experiencia de trading con esta innovadora herramienta! ✨
Indicador Pine Script®
por PINE_LABS
JK_Traders_Reality_LibLibrary "JK_Traders_Reality_Lib" This library contains common elements used in Traders Reality scripts calcPvsra(pvsraVolume, pvsraHigh, pvsraLow, pvsraClose, pvsraOpen, redVectorColor, greenVectorColor, violetVectorColor, blueVectorColor, darkGreyCandleColor, lightGrayCandleColor)   calculate the pvsra candle color and return the color as well as an alert if a vector candle has apperared. Situation "Climax" Bars with volume >= 200% of the average volume of the 10 previous chart TFs, or bars where the product of candle spread x candle volume is >= the highest for the 10 previous chart time TFs. Default Colors: Bull bars are green and bear bars are red. Situation "Volume Rising Above Average" Bars with volume >= 150% of the average volume of the 10 previous chart TFs. Default Colors: Bull bars are blue and bear are violet.   Parameters:      pvsraVolume (float) : the instrument volume series (obtained from request.sequrity)      pvsraHigh (float) : the instrument high series (obtained from request.sequrity)      pvsraLow (float) : the instrument low series (obtained from request.sequrity)      pvsraClose (float) : the instrument close series (obtained from request.sequrity)      pvsraOpen (float) : the instrument open series (obtained from request.sequrity)      redVectorColor (simple color) : red vector candle color      greenVectorColor (simple color) : green vector candle color      violetVectorColor (simple color) : violet/pink vector candle color      blueVectorColor (simple color) : blue vector candle color      darkGreyCandleColor (simple color) : regular volume candle down candle color - not a vector      lightGrayCandleColor (simple color) : regular volume candle up candle color - not a vector @return adr(length, barsBack)   Parameters:      length (simple int) : how many elements of the series to calculate on      barsBack (simple int) : starting possition for the length calculation - current bar or some other value eg last bar @return adr the adr for the specified lenght adrHigh(adr, fromDo)   Calculate the ADR high given an ADR   Parameters:      adr (float) : the adr      fromDo (simple bool) : boolean flag, if false calculate traditional adr from high low of today, if true calcualte from exchange midnight @return adrHigh the position of the adr high in price adrLow(adr, fromDo)   Parameters:      adr (float) : the adr      fromDo (simple bool) : boolean flag, if false calculate traditional adr from high low of today, if true calcualte from exchange midnight @return adrLow the position of the adr low in price splitSessionString(sessXTime)   given a session in the format 0000-0100:23456 split out the hours and minutes   Parameters:      sessXTime (simple string) : the session time string usually in the format 0000-0100:23456 @return calcSessionStartEnd(sessXTime, gmt)   calculate the start and end timestamps of the session   Parameters:      sessXTime (simple string) : the session time string usually in the format 0000-0100:23456      gmt (simple string) : the gmt offset string usually in the format GMT+1 or GMT+2 etc @return drawOpenRange(sessXTime, sessXcol, showOrX, gmt)   draw open range for a session   Parameters:      sessXTime (simple string) : session string in the format 0000-0100:23456      sessXcol (simple color) : the color to be used for the opening range box shading      showOrX (simple bool) : boolean flag to toggle displaying the opening range      gmt (simple string) : the gmt offset string usually in the format GMT+1 or GMT+2 etc @return void drawSessionHiLo(sessXTime, showRectangleX, showLabelX, sessXcolLabel, sessXLabel, gmt, sessionLineStyle)   Parameters:      sessXTime (simple string) : session string in the format 0000-0100:23456      showRectangleX (simple bool)      showLabelX (simple bool)      sessXcolLabel (simple color) : the color to be used for the hi/low lines and label      sessXLabel (simple string) : the session label text      gmt (simple string) : the gmt offset string usually in the format GMT+1 or GMT+2 etc      sessionLineStyle (simple string) : the line stile for the session high low lines @return void calcDst()   calculate market session dst on/off flags @return indicating if DST is on or off for a particular region timestampPreviousDayOfWeek(previousDayOfWeek, hourOfDay, gmtOffset, oneWeekMillis)   Timestamp any of the 6 previous days in the week (such as last Wednesday at 21 hours GMT)   Parameters:      previousDayOfWeek (simple string) : Monday or Satruday      hourOfDay (simple int) : the hour of the day when psy calc is to start      gmtOffset (simple string) : the gmt offset string usually in the format GMT+1 or GMT+2 etc      oneWeekMillis (simple int) : the amount if time for a week in milliseconds @return the timestamp of the psy level calculation start time getdayOpen()   get the daily open - basically exchange midnight @return the daily open value which is float price newBar(res)   new_bar: check if we're on a new bar within the session in a given resolution   Parameters:      res (simple string) : the desired resolution @return true/false is a new bar for the session has started toPips(val)   to_pips Convert value to pips   Parameters:      val (float) : the value to convert to pips @return the value in pips rLabel(ry, rtext, rstyle, rcolor, valid, labelXOffset)   a function that draws a right aligned lable for a series during the current bar   Parameters:      ry (float) : series float the y coordinate of the lable      rtext (simple string) : the text of the label      rstyle (simple string) : the style for the lable      rcolor (simple color) : the color for the label      valid (simple bool) : a boolean flag that allows for turning on or off a lable      labelXOffset (int) : how much to offset the label from the current position rLabelOffset(ry, rtext, rstyle, rcolor, valid, labelOffset)   a function that draws a right aligned lable for a series during the current bar   Parameters:      ry (float) : series float the y coordinate of the lable      rtext (string) : the text of the label      rstyle (simple string) : the style for the lable      rcolor (simple color) : the color for the label      valid (simple bool) : a boolean flag that allows for turning on or off a lable      labelOffset (int) rLabelLastBar(ry, rtext, rstyle, rcolor, valid, labelXOffset)   a function that draws a right aligned lable for a series only on the last bar   Parameters:      ry (float) : series float the y coordinate of the lable      rtext (string) : the text of the label      rstyle (simple string) : the style for the lable      rcolor (simple color) : the color for the label      valid (simple bool) : a boolean flag that allows for turning on or off a lable      labelXOffset (int) : how much to offset the label from the current position drawLine(xSeries, res, tag, xColor, xStyle, xWidth, xExtend, isLabelValid, xLabelOffset, validTimeFrame)   a function that draws a line and a label for a series   Parameters:      xSeries (float) : series float the y coordinate of the line/label      res (simple string) : the desired resolution controlling when a new line will start      tag (simple string) : the text for the lable      xColor (simple color) : the color for the label      xStyle (simple string) : the style for the line      xWidth (simple int) : the width of the line      xExtend (simple string) : extend the line      isLabelValid (simple bool) : a boolean flag that allows for turning on or off a label      xLabelOffset (int)      validTimeFrame (simple bool) : a boolean flag that allows for turning on or off a line drawn drawLineDO(xSeries, res, tag, xColor, xStyle, xWidth, xExtend, isLabelValid, xLabelOffset, validTimeFrame)   a function that draws a line and a label for the daily open series   Parameters:      xSeries (float) : series float the y coordinate of the line/label      res (simple string) : the desired resolution controlling when a new line will start      tag (simple string) : the text for the lable      xColor (simple color) : the color for the label      xStyle (simple string) : the style for the line      xWidth (simple int) : the width of the line      xExtend (simple string) : extend the line      isLabelValid (simple bool) : a boolean flag that allows for turning on or off a label      xLabelOffset (int)      validTimeFrame (simple bool) : a boolean flag that allows for turning on or off a line drawn drawPivot(pivotLevel, res, tag, pivotColor, pivotLabelColor, pivotStyle, pivotWidth, pivotExtend, isLabelValid, validTimeFrame, levelStart, pivotLabelXOffset)   draw a pivot line - the line starts one day into the past   Parameters:      pivotLevel (float) : series of the pivot point      res (simple string) : the desired resolution      tag (simple string) : the text to appear      pivotColor (simple color) : the color of the line      pivotLabelColor (simple color) : the color of the label      pivotStyle (simple string) : the line style      pivotWidth (simple int) : the line width      pivotExtend (simple string) : extend the line      isLabelValid (simple bool) : boolean param allows to turn label on and off      validTimeFrame (simple bool) : only draw the line and label at a valid timeframe      levelStart (int) : basically when to start drawing the levels      pivotLabelXOffset (int) : how much to offset the label from its current postion @return the pivot line series getPvsraFlagByColor(pvsraColor, redVectorColor, greenVectorColor, violetVectorColor, blueVectorColor, lightGrayCandleColor)   convert the pvsra color to an internal code   Parameters:      pvsraColor (color) : the calculated pvsra color      redVectorColor (simple color) : the user defined red vector color      greenVectorColor (simple color) : the user defined green vector color      violetVectorColor (simple color) : the user defined violet vector color      blueVectorColor (simple color) : the user defined blue vector color      lightGrayCandleColor (simple color) : the user defined regular up candle color @return pvsra internal code updateZones(pvsra, direction, boxArr, maxlevels, pvsraHigh, pvsraLow, pvsraOpen, pvsraClose, transperancy, zoneupdatetype, zonecolor, zonetype, borderwidth, coloroverride, redVectorColor, greenVectorColor, violetVectorColor, blueVectorColor)   a function that draws the unrecovered vector candle zones   Parameters:      pvsra (int) : internal code      direction (simple int) : above or below the current pa      boxArr (array) : the array containing the boxes that need to be updated      maxlevels (simple int) : the maximum number of boxes to draw      pvsraHigh (float) : the pvsra high value series      pvsraLow (float) : the pvsra low value series      pvsraOpen (float) : the pvsra open value series      pvsraClose (float) : the pvsra close value series      transperancy (simple int) : the transparencfy of the vecor candle zones      zoneupdatetype (simple string) : the zone update type      zonecolor (simple color) : the zone color if overriden      zonetype (simple string) : the zone type      borderwidth (simple int) : the width of the border      coloroverride (simple bool) : if the color overriden      redVectorColor (simple color) : the user defined red vector color      greenVectorColor (simple color) : the user defined green vector color      violetVectorColor (simple color) : the user defined violet vector color      blueVectorColor (simple color) : the user defined blue vector color cleanarr(arr)   clean an array from na values   Parameters:      arr (array) : the array to clean @return if the array was cleaned calcPsyLevels(oneWeekMillis, showPsylevels, psyType, sydDST)   calculate the psy levels 4 hour res based on how mt4 does it mt4 code int Li_4 = iBarShift(NULL, PERIOD_H4, iTime(NULL, PERIOD_W1, Li_0)) - 2 - Offset; ObjectCreate("PsychHi", OBJ_TREND, 0, Time , iHigh(NULL, PERIOD_H4, iHighest(NULL, PERIOD_H4, MODE_HIGH, 2, Li_4)), iTime(NULL, PERIOD_W1, 0), iHigh(NULL, PERIOD_H4, iHighest(NULL, PERIOD_H4, MODE_HIGH, 2, Li_4))); so basically because the session is 8 hours and we are looking at a 4 hour resolution we only need to take the highest high an lowest low of 2 bars we use the gmt offset to adjust the 0000-0800 session to Sydney open which is at 2100 during dst and at 2200 otherwize. (dst - spring foward, fall back) keep in mind sydney is in the souther hemisphere so dst is oposite of when london and new york go into dst   Parameters:      oneWeekMillis (simple int) : a constant value      showPsylevels (simple bool) : should psy levels be calculated      psyType (simple string) : the type of Psylevels - crypto or forex      sydDST (bool) : is Sydney in DST @return adrHiLo(length, barsBack, fromDO)   Parameters:      length (simple int) : how many elements of the series to calculate on      barsBack (simple int) : starting possition for the length calculation - current bar or some other value eg last bar      fromDO (simple bool) : boolean flag, if false calculate traditional adr from high low of today, if true calcualte from exchange midnight @return adr, adrLow and adrHigh - the adr, the position of the adr High and adr Low with respect to price drawSessionHiloLite(sessXTime, showRectangleX, showLabelX, sessXcolLabel, sessXLabel, gmt, sessionLineStyle, sessXcol)   Parameters:      sessXTime (simple string) : session string in the format 0000-0100:23456      showRectangleX (simple bool)      showLabelX (simple bool)      sessXcolLabel (simple color) : the color to be used for the hi/low lines and label      sessXLabel (simple string) : the session label text      gmt (simple string) : the gmt offset string usually in the format GMT+1 or GMT+2 etc      sessionLineStyle (simple string) : the line stile for the session high low lines      sessXcol (simple color) : - the color for the box color that will color the session @return void msToHmsString(ms)   converts milliseconds into an hh:mm string. For example, 61000 ms to '0:01:01'   Parameters:      ms (int) : - the milliseconds to convert to hh:mm @return string - the converted hh:mm string countdownString(openToday, closeToday, showMarketsWeekends, oneDay)   that calculates how much time is left until the next session taking the session start and end times into account. Note this function does not work on intraday sessions.   Parameters:      openToday (int) : - timestamps of when the session opens in general - note its a series because the timestamp was created using the dst flag which is a series itself thus producing a timestamp series      closeToday (int) : - timestamp of when the session closes in general - note its a series because the timestamp was created using the dst flag which is a series itself thus producing a timestamp series @return a countdown of when next the session opens or 'Open' if the session is open now      showMarketsWeekends (simple bool)      oneDay (simple int) countdownStringSyd(sydOpenToday, sydCloseToday, showMarketsWeekends, oneDay)   that calculates how much time is left until the next session taking the session start and end times into account. special case of intraday sessions like sydney   Parameters:      sydOpenToday (int)      sydCloseToday (int)      showMarketsWeekends (simple bool)      oneDay (simple int)
Biblioteca Pine Script®
por Justas123
2
My auto dual avwap with Auto swing low/pivot low finderWelcome to My Auto Dual AVWAP with Auto Swing Low/Pivot Low Finder – an open-source TradingView indicator designed to enhance your technical analysis toolbox. This indicator is published under the Mozilla Public License 2.0 and is available for anyone to study, modify, and distribute. Key Features Auto Pivot/Swing Low Finder: In addition to VWAP lines, the indicator incorporates an automatic detection mechanism for swing lows/pivot lows. This feature assists in identifying potential support areas and price reversals, further enhancing your trading strategy. Dual VWAP Calculation with high/low range: The indicator calculates two separate volume-weighted average price (VWAP) lines based on different price inputs (low and high prices) and defined time sessions. This allows traders to gain a more nuanced view of market activity during specific trading periods. Customizable Time Sessions: You can specify distinct start and end times for each VWAP calculation session. This flexibility helps you align the indicator with your preferred trading hours or market sessions, making it adaptable to various time zones and trading styles. Easy to Customize: With clear code structure and detailed comments, the script is designed to be accessible even for traders who want to customize or extend its functionality. Whether you're a seasoned coder or just starting out, the code is written with transparency in mind. How It Works Session Initialization: The script sets up two distinct time sessions using user-defined start and end times. For each session, it detects the beginning of the trading period to reset cumulative values. Cumulative Calculations: During each session, the indicator accumulates the product of price and volume as well as the total volume. The VWAP is then computed as the ratio of these cumulative values. Dual Data Sources: Two separate data inputs (using low and high prices) are used to calculate two VWAP lines. This dual approach provides a broader perspective on market trends and can help in identifying dynamic support and resistance levels. Visualization: The calculated VWAP lines are plotted directly on your chart with distinct colors and thickness settings for easy visualization. This makes it simple to interpret the data at a glance. Why Use This Indicator? Whether you are a day trader, swing trader, or simply looking to refine your market analysis, My Auto Dual AVWAP with Auto Swing Low/Pivot Low Finder offers a robust set of features that can help you identify key price levels and improve your decision-making process. Its open-source nature invites collaboration and customization, ensuring that you can tailor it to fit your unique trading style. Feel free to explore, modify, and share this indicator. Happy trading!
Indicador Pine Script®
por doqkhanh
2
Overnight High/LowThe script identifies the Overnight High (the highest price) and Overnight Low (the lowest price) for a trading instrument during a specified overnight session. It then plots these levels on the chart for reference in subsequent trading sessions. Key Features: Time Settings: The script defines the start (startHour) and end (endHour + endMinute) times for the overnight session. The session spans across two calendar days, such as 5:00 PM (17:00) to 9:30 AM (09:30). Tracking High and Low: During the overnight session, the script dynamically tracks: Overnight High: The highest price reached during the session. Overnight Low: The lowest price reached during the session. Reset Mechanism: After the overnight session ends (at the specified end time), the script resets the overnightHigh and overnightLow variables, preparing for the next session. Visual Representation: The script uses horizontal dotted lines to plot: A green line for the Overnight High. A red line for the Overnight Low. These lines extend to the right of the chart, providing visual reference points for traders. How It Works: Session Detection: The script checks whether the current time falls within the overnight session: If the hour is greater than or equal to the start hour (e.g., 17:00). Or if the hour is less than or equal to the end hour (e.g., 09:30), considering the next day. The end minute (e.g., 30 minutes past the hour) is also considered for precision. High and Low Calculation: During the overnight session: If the overnightHigh is not yet defined, it initializes with the current candle's high. If already defined, it updates by comparing the current candle's high to the existing overnightHigh using the math.max function. Similarly, overnightLow is initialized or updated using the math.min function. Post-Session Reset: After the session ends, the script clears the overnightHigh and overnightLow variables by setting them to na (not available). Line Drawing: The script draws horizontal dotted lines for the Overnight High and Low during and after the session. The lines extend indefinitely to the right of the chart. Benefits: Visual Aid: Helps traders quickly identify overnight support and resistance levels, which are critical for intraday trading. Automation: Removes the need for manually plotting these levels each day. Customizable: Time settings can be adjusted to match different markets or trading strategies. This script is ideal for traders who use the overnight range as part of their analysis for breakouts, reversals, or trend continuation strategies.
Indicador Pine Script®
por Ramos_Sanchez
chrono_utilsLibrary "chrono_utils" Collection of objects and common functions that are related to datetime windows session days and time ranges. The main purpose of this library is to handle time-related functionality and make it easy to reason about a future bar checking if it will be part of a predefined session and/or inside a datetime window. All existing session functionality I found in the documentation e.g. "not na(time(timeframe, session, timezone))" are not suitable for strategy scripts, since the execution of the orders is delayed by one bar, due to the script execution happening at the bar close. Moreover, a history operator with a negative value that looks forward is not allowed in any pinescript expression. So, a prediction for the next bar using the bars_back argument of "time()"" and "time_close()" was necessary. Thus, I created this library to overcome this small but very important limitation. In the meantime, I added useful functionality to handle session-based behavior. An interesting utility that emerged from this development is the data anomaly detection where a comparison between the prediction and the actual value is happening. If those two values are different then a data inconsistency happened between the prediction bar and the actual bar (probably due to a holiday, half session day, a timezone change etc..) exTimezone(timezone)   exTimezone - Convert extended timezone to timezone string   Parameters:      timezone (simple string) : - The timezone or a special string   Returns: string representing the timezone nameOfDay(day)   nameOfDay - Convert the day id into a short nameOfDay   Parameters:      day (int) : - The day id to convert   Returns: - The short name of the day today()   today - Get the day id of this day   Returns: - The day id nthDayAfter(day, n)   nthDayAfter - Get the day id of n days after the given day   Parameters:      day (int) : - The day id of the reference day      n (int) : - The number of days to go forward   Returns: - The day id of the day that is n days after the reference day nextDayAfter(day)   nextDayAfter - Get the day id of next day after the given day   Parameters:      day (int) : - The day id of the reference day   Returns: - The day id of the next day after the reference day nthDayBefore(day, n)   nthDayBefore - Get the day id of n days before the given day   Parameters:      day (int) : - The day id of the reference day      n (int) : - The number of days to go forward   Returns: - The day id of the day that is n days before the reference day prevDayBefore(day)   prevDayBefore - Get the day id of previous day before the given day   Parameters:      day (int) : - The day id of the reference day   Returns: - The day id of the previous day before the reference day tomorrow()   tomorrow - Get the day id of the next day   Returns: - The next day day id normalize(num, min, max)   normalizeHour - Check if number is inthe range of   Parameters:      num (int)      min (int)      max (int)   Returns: - The normalized number normalizeHour(hourInDay)   normalizeHour - Check if hour is valid and return a noralized hour range from   Parameters:      hourInDay (int)   Returns: - The normalized hour normalizeMinute(minuteInHour)   normalizeMinute - Check if minute is valid and return a noralized minute from   Parameters:      minuteInHour (int)   Returns: - The normalized minute monthInMilliseconds(mon)   monthInMilliseconds - Calculate the miliseconds in one bar of the timeframe   Parameters:      mon (int) : - The month of reference to get the miliseconds   Returns: - The number of milliseconds of the month barInMilliseconds()   barInMilliseconds - Calculate the miliseconds in one bar of the timeframe   Returns: - The number of milliseconds in one bar method to_string(this)   to_string - Formats the time window into a human-readable string   Namespace types: DateTimeWindow   Parameters:      this (DateTimeWindow) : - The time window object with the from and to datetimes   Returns: - The string of the time window method to_string(this)   to_string - Formats the session days into a human-readable string with short day names   Namespace types: SessionDays   Parameters:      this (SessionDays) : - The session days object with the day selection   Returns: - The string of the session day short names method to_string(this)   to_string - Formats the session time into a human-readable string   Namespace types: SessionTime   Parameters:      this (SessionTime) : - The session time object with the hour and minute of the time of the day   Returns: - The string of the session time method to_string(this)   to_string - Formats the session time into a human-readable string   Namespace types: SessionTimeRange   Parameters:      this (SessionTimeRange) : - The session time range object with the start and end time of the daily session   Returns: - The string of the session time method to_string(this)   to_string - Formats the session into a human-readable string   Namespace types: Session   Parameters:      this (Session) : - The session object with the day and the time range selection   Returns: - The string of the session method init(this, fromDateTime, toDateTime)   init - Initialize the time window object from boolean values of each session day   Namespace types: DateTimeWindow   Parameters:      this (DateTimeWindow) : - The time window object that will hold the from and to datetimes      fromDateTime (int) : - The starting datetime of the time window      toDateTime (int) : - The ending datetime of the time window   Returns: - The time window object method init(this, refTimezone, chTimezone, fromDateTime, toDateTime)   init - Initialize the time window object from boolean values of each session day   Namespace types: DateTimeWindow   Parameters:      this (DateTimeWindow) : - The time window object that will hold the from and to datetimes      refTimezone (simple string) : - The timezone of reference of the 'from' and 'to' dates      chTimezone (simple string) : - The target timezone to convert the 'from' and 'to' dates      fromDateTime (int) : - The starting datetime of the time window      toDateTime (int) : - The ending datetime of the time window   Returns: - The time window object method init(this, sun, mon, tue, wed, thu, fri, sat)   init - Initialize the session days object from boolean values of each session day   Namespace types: SessionDays   Parameters:      this (SessionDays) : - The session days object that will hold the day selection      sun (bool) : - Is Sunday a trading day?      mon (bool) : - Is Monday a trading day?      tue (bool) : - Is Tuesday a trading day?      wed (bool) : - Is Wednesday a trading day?      thu (bool) : - Is Thursday a trading day?      fri (bool) : - Is Friday a trading day?      sat (bool) : - Is Saturday a trading day?   Returns: - The session days object method init(this, unixTime)   init - Initialize the object from the hour and minute of the session time in exchange timezone (syminfo.timezone)   Namespace types: SessionTime   Parameters:      this (SessionTime) : - The session time object with the hour and minute of the time of the day      unixTime (int) : - The unix time   Returns: - The session time object method init(this, hourInDay, minuteInHour)   init - Initialize the object from the hour and minute of the session time in exchange timezone (syminfo.timezone)   Namespace types: SessionTime   Parameters:      this (SessionTime) : - The session time object with the hour and minute of the time of the day      hourInDay (int) : - The hour of the time      minuteInHour (int) : - The minute of the time   Returns: - The session time object method init(this, hourInDay, minuteInHour, refTimezone)   init - Initialize the object from the hour and minute of the session time   Namespace types: SessionTime   Parameters:      this (SessionTime) : - The session time object with the hour and minute of the time of the day      hourInDay (int) : - The hour of the time      minuteInHour (int) : - The minute of the time      refTimezone (string) : - The timezone of reference of the 'hour' and 'minute'   Returns: - The session time object method init(this, startTime, endTime)   init - Initialize the object from the start and end session time in exchange timezone (syminfo.timezone)   Namespace types: SessionTimeRange   Parameters:      this (SessionTimeRange) : - The session time range object that will hold the start and end time of the daily session      startTime (SessionTime) : - The time the session begins      endTime (SessionTime) : - The time the session ends   Returns: - The session time range object method init(this, startTimeHour, startTimeMinute, endTimeHour, endTimeMinute, refTimezone)   init - Initialize the object from the start and end session time   Namespace types: SessionTimeRange   Parameters:      this (SessionTimeRange) : - The session time range object that will hold the start and end time of the daily session      startTimeHour (int) : - The time hour the session begins      startTimeMinute (int) : - The time minute the session begins      endTimeHour (int) : - The time hour the session ends      endTimeMinute (int) : - The time minute the session ends      refTimezone (string)   Returns: - The session time range object method init(this, days, timeRanges)   init - Initialize the session object from session days and time range   Namespace types: Session   Parameters:      this (Session) : - The session object that will hold the day and the time range selection      days (SessionDays) : - The session days object that defines the days the session is happening      timeRanges (array) : - The array of all the session time ranges during a session day   Returns: - The session object method init(this, days, timeRanges, names, colors)   init - Initialize the session object from session days and time range   Namespace types: SessionView   Parameters:      this (SessionView) : - The session view object that will hold the session, the names and the color selections      days (SessionDays) : - The session days object that defines the days the session is happening      timeRanges (array) : - The array of all the session time ranges during a session day      names (array) : - The array of the names of the sessions      colors (array) : - The array of the colors of the sessions   Returns: - The session object method get_size_in_secs(this)   get_size_in_secs - Count the seconds from start to end in the given timeframe   Namespace types: DateTimeWindow   Parameters:      this (DateTimeWindow) : - The time window object with the from and to datetimes   Returns: - The number of seconds inside the time widow for the given timeframe method get_size_in_secs(this)   get_size_in_secs - Calculate the seconds inside the session   Namespace types: SessionTimeRange   Parameters:      this (SessionTimeRange) : - The session time range object with the start and end time of the daily session   Returns: - The number of seconds inside the session method get_size_in_bars(this)   get_size_in_bars - Count the bars from start to end in the given timeframe   Namespace types: DateTimeWindow   Parameters:      this (DateTimeWindow) : - The time window object with the from and to datetimes   Returns: - The number of bars inside the time widow for the given timeframe method get_size_in_bars(this)   get_size_in_bars - Calculate the bars inside the session   Namespace types: SessionTimeRange   Parameters:      this (SessionTimeRange) : - The session time range object with the start and end time of the daily session   Returns: - The number of bars inside the session for the given timeframe method is_bar_included(this, offset_forward)   is_bar_included - Check if the given bar is between the start and end dates of the window   Namespace types: DateTimeWindow   Parameters:      this (DateTimeWindow) : - The time window object with the from and to datetimes      offset_forward (simple int) : - The number of bars forward. Default is 1   Returns: - Whether the current bar is inside the datetime window method is_bar_included(this, offset_forward)   is_bar_included - Check if the given bar is inside the session as defined by the input params (what "not na(time(timeframe.period, this.to_sess_string()) )" should return if you could write it   Namespace types: Session   Parameters:      this (Session) : - The session with the day and the time range selection      offset_forward (simple int) : - The bar forward to check if it is between the from and to datetimes. Default is 1   Returns: - Whether the current time is inside the session method to_sess_string(this)   to_sess_string - Formats the session days into a session string with day ids   Namespace types: SessionDays   Parameters:      this (SessionDays) : - The session days object   Returns: - The string of the session day ids method to_sess_string(this)   to_sess_string - Formats the session time into a session string   Namespace types: SessionTime   Parameters:      this (SessionTime) : - The session time object with the hour and minute of the time of the day   Returns: - The string of the session time method to_sess_string(this)   to_sess_string - Formats the session time into a session string   Namespace types: SessionTimeRange   Parameters:      this (SessionTimeRange) : - The session time range object with the start and end time of the daily session   Returns: - The string of the session time method to_sess_string(this)   to_sess_string - Formats the session into a session string   Namespace types: Session   Parameters:      this (Session) : - The session object with the day and the time range selection   Returns: - The string of the session method from_sess_string(this, sess)   from_sess_string - Initialize the session days object from the session string   Namespace types: SessionDays   Parameters:      this (SessionDays) : - The session days object that will hold the day selection      sess (string) : - The session string part that represents the days   Returns: - The session days object method from_sess_string(this, sess)   from_sess_string - Initialize the session time object from the session string in exchange timezone (syminfo.timezone)   Namespace types: SessionTime   Parameters:      this (SessionTime) : - The session time object that will hold the hour and minute of the time      sess (string) : - The session string part that represents the time HHmm   Returns: - The session time object method from_sess_string(this, sess, refTimezone)   from_sess_string - Initialize the session time object from the session string   Namespace types: SessionTime   Parameters:      this (SessionTime) : - The session time object that will hold the hour and minute of the time      sess (string) : - The session string part that represents the time HHmm      refTimezone (simple string) : - The timezone of reference of the 'hour' and 'minute'   Returns: - The session time object method from_sess_string(this, sess)   from_sess_string - Initialize the session time range object from the session string in exchange timezone (syminfo.timezone)   Namespace types: SessionTimeRange   Parameters:      this (SessionTimeRange) : - The session time range object that will hold the start and end time of the daily session      sess (string) : - The session string part that represents the time range HHmm-HHmm   Returns: - The session time range object method from_sess_string(this, sess, refTimezone)   from_sess_string - Initialize the session time range object from the session string   Namespace types: SessionTimeRange   Parameters:      this (SessionTimeRange) : - The session time range object that will hold the start and end time of the daily session      sess (string) : - The session string part that represents the time range HHmm-HHmm      refTimezone (simple string) : - The timezone of reference of the time ranges   Returns: - The session time range object method from_sess_string(this, sess)   from_sess_string - Initialize the session object from the session string in exchange timezone (syminfo.timezone)   Namespace types: Session   Parameters:      this (Session) : - The session object that will hold the day and the time range selection      sess (string) : - The session string that represents the session HHmm-HHmm,HHmm-HHmm:ddddddd   Returns: - The session time range object method from_sess_string(this, sess, refTimezone)   from_sess_string - Initialize the session object from the session string   Namespace types: Session   Parameters:      this (Session) : - The session object that will hold the day and the time range selection      sess (string) : - The session string that represents the session HHmm-HHmm,HHmm-HHmm:ddddddd      refTimezone (simple string) : - The timezone of reference of the time ranges   Returns: - The session time range object method nth_day_after(this, day, n)   nth_day_after - The nth day after the given day that is a session day (true) in the object   Namespace types: SessionDays   Parameters:      this (SessionDays) : - The session days object with the day selection      day (int) : - The day id of the reference day      n (int) : - The number of days after   Returns: - The day id of the nth session day of the week after the given day method nth_day_before(this, day, n)   nth_day_before - The nth day before the given day that is a session day (true) in the object   Namespace types: SessionDays   Parameters:      this (SessionDays) : - The session days object with the day selection      day (int) : - The day id of the reference day      n (int) : - The number of days after   Returns: - The day id of the nth session day of the week before the given day method next_day(this)   next_day - The next day that is a session day (true) in the object   Namespace types: SessionDays   Parameters:      this (SessionDays) : - The session days object with the day selection   Returns: - The day id of the next session day of the week method previous_day(this)   previous_day - The previous day that is session day (true) in the object   Namespace types: SessionDays   Parameters:      this (SessionDays) : - The session days object with the day selection   Returns: - The day id of the previous session day of the week method get_sec_in_day(this)   get_sec_in_day - Count the seconds since the start of the day this session time represents   Namespace types: SessionTime   Parameters:      this (SessionTime) : - The session time object with the hour and minute of the time of the day   Returns: - The number of seconds passed from the start of the day until that session time method get_ms_in_day(this)   get_ms_in_day - Count the milliseconds since the start of the day this session time represents   Namespace types: SessionTime   Parameters:      this (SessionTime) : - The session time object with the hour and minute of the time of the day   Returns: - The number of milliseconds passed from the start of the day until that session time method is_day_included(this, day)   is_day_included - Check if the given day is inside the session days   Namespace types: SessionDays   Parameters:      this (SessionDays) : - The session days object with the day selection      day (int) : - The day to check if it is a trading day   Returns: - Whether the current day is included in the session days DateTimeWindow   DateTimeWindow - Object that represents a datetime window with a beginning and an end   Fields:      fromDateTime (series int) : - The beginning of the datetime window      toDateTime (series int) : - The end of the datetime window SessionDays   SessionDays - Object that represent the trading days of the week   Fields:      days (map) : - The map that contains all days of the week and their session flag SessionTime   SessionTime - Object that represents the time (hour and minutes)   Fields:      hourInDay (series int) : - The hour of the day that ranges from 0 to 24      minuteInHour (series int) : - The minute of the hour that ranges from 0 to 59      minuteInDay (series int) : - The minute of the day that ranges from 0 to 1440. They will be calculated based on hourInDay and minuteInHour when method is called SessionTimeRange   SessionTimeRange - Object that represents a range that extends from the start to the end time   Fields:      startTime (SessionTime) : - The beginning of the time range      endTime (SessionTime) : - The end of the time range      isOvernight (series bool) : - Whether or not this is an overnight time range Session   Session - Object that represents a session   Fields:      days (SessionDays) : - The map of the trading days      timeRanges (array) : - The array with all time ranges of the session during the trading days SessionView   SessionView - Object that visualize a session   Fields:      sess (Session) : - The Session object to be visualized      names (array) : - The names of the session time ranges      colors (array) : - The colors of the session time ranges
Biblioteca Pine Script®
por progjonner77