Luxy VWAP Magic - MTF Projection EngineThis indicator transforms the classic VWAP into a comprehensive trading system. Instead of switching between multiple indicators, you get everything in one place: multi-timeframe analysis, statistical bands, momentum detection, volume profiling, session tracking, and divergence signals.
What Makes This Different
Traditional VWAP indicators show a single line. This tool treats VWAP as a foundation for complete market analysis. The indicator automatically detects your asset type (stocks, crypto, forex, futures) and adjusts its behavior accordingly. Crypto traders get 24/7 session tracking. Stock traders get proper market hours handling. Everyone gets institutional-grade analytics.
Anchor Period Options
The anchor period determines when VWAP resets and recalculates. You have three categories of options:
Time-Based Anchors:
Session - Resets at market open. Best for intraday stock trading where you want fresh VWAP each day.
Day - Resets at midnight UTC. Standard option for most traders.
Week / Month / Quarter / Year - Longer reset periods for swing traders and position traders who want broader context.
Rolling Window Anchors:
Rolling 5D - A sliding 5-day window that never resets. Solves the Monday problem where weekly VWAP equals daily VWAP on first day of week.
Rolling 21D - Approximately one month of trading data in continuous calculation. Excellent for crypto and forex markets that trade 24/7 without clear session breaks.
Event-Based Anchors:
Dividends - Resets on ex-dividend dates. Track institutional cost basis from dividend events.
Splits - Resets on stock split dates. Useful for analyzing post-split trading behavior.
Earnings - Resets on earnings report dates. See where volume-weighted trading occurred since last quarterly report.
Standard Deviation Bands
Three sets of bands surround the main VWAP line:
Band 1 (Aqua) - Plus and minus one standard deviation. Approximately 68% of price action occurs within this range under normal distribution. Touches suggest minor extension.
Band 2 (Fuchsia) - Plus and minus two standard deviations. Only 5% of trading should occur outside this range statistically. Touches here indicate significant overextension and high probability of mean reversion.
Band 3 (Purple) - Plus and minus three standard deviations. Touches are rare (0.3% probability) and represent extreme conditions. Often marks climax moves or panic selling/buying.
Each band can be toggled independently. Most traders show Band 1 by default and add Band 2 and 3 for specific setups or volatile instruments.
Multi-Timeframe VWAP System
The MTF section plots previous period VWAPs as horizontal support and resistance levels:
Daily VWAP - Previous day's final VWAP value. Key intraday reference level.
Weekly VWAP - Previous week's final VWAP. Important for swing traders.
Monthly VWAP - Previous month's final VWAP. Institutional benchmark level.
Quarterly VWAP - Previous quarter's final VWAP. Major support/resistance for position traders.
Previous Day VWAP - Yesterday's closing VWAP specifically, separate from current daily calculation.
The Confluence Zone percentage setting determines how close multiple VWAPs must be to trigger a confluence alert. When two or more timeframe VWAPs converge within this threshold, you get a high-probability support/resistance zone.
Session VWAPs for Global Markets
For forex, crypto, and futures traders who operate in 24/7 markets, the indicator tracks three major global sessions:
Asia Session - UTC 21:00 to 08:00. Gold colored line. Typically lower volatility, range-bound action that sets overnight levels.
London Session - UTC 08:00 to 17:00. Orange colored line. Often determines daily direction with high volume European participation.
New York Session - UTC 13:00 to 22:00. Blue colored line. Highest volume session globally. Sharp directional moves common.
Previous session VWAP values display as horizontal lines when each session closes, acting as intraday support and resistance. The table shows which sessions are currently active with checkmarks.
On-Chart Labels and Signals
The indicator plots several types of labels directly on price action when significant events occur:
Volume Spike Labels
Fire when current bar volume exceeds configurable thresholds relative to both the previous bar and the 20-bar average. Default settings require 300% of previous bar AND 200% of average volume. Green labels indicate bullish candles. Red labels indicate bearish candles. These spikes often mark institutional entry points.
Momentum Shift Labels
Appear when VWAP acceleration changes direction. The Slowing label warns when an active trend loses steam, often preceding reversal. The Accelerating label confirms trend continuation or potential bottom during downtrends. Filters available to show only reversal signals in existing trends.
VWAP Squeeze Labels
Detect when standard deviation bands contract relative to ATR (Average True Range). Low volatility compression often precedes explosive breakout moves. When the squeeze fires (releases), a label appears with directional prediction based on VWAP slope.
Divergence Labels
Mark price/volume divergences using CVD (Cumulative Volume Delta) analysis:
Bullish divergence: Price makes lower low, but CVD makes higher low. Hidden accumulation despite price weakness.
Bearish divergence: Price makes higher high, but CVD makes lower high. Hidden distribution despite price strength.
Dynamic VWAP Coloring
The main VWAP line changes color based on its slope direction:
Green - VWAP is rising. Institutional buying pressure. Volume-weighted price increasing.
Red - VWAP is falling. Institutional selling pressure. Volume-weighted price decreasing.
Gray - VWAP is flat. Consolidation or balance between buyers and sellers.
This coloring can be disabled for a static blue line if you prefer cleaner visuals. The VWAP label next to the line shows the current trend direction and delta percentage.
Calculated Projection Cone
One of the most powerful features is the Calculated Projection Cone. Unlike traditional extrapolation methods that simply extend a trend line forward, this system analyzes what actually happened in similar market conditions throughout the chart's history.
How It Works:
The system classifies each bar into one of 27 unique market states:
Z-Score Level - LOW (oversold), MID (fair value), or HIGH (overbought) based on configurable thresholds
Trend Direction - DOWN, FLAT, or UP based on VWAP slope
Volume Profile - LOW (below 80%), NORMAL (80-150%), or HIGH (above 150%) relative volume
When you look at the current bar, the indicator:
1. Identifies the current market state (e.g., LOW Z-Score + UP Trend + HIGH Volume)
2. Searches through all historical bars on the chart that had the same state
3. Calculates what happened in those bars X bars later (where X is your projection horizon)
4. Shows you the probability of up/down and the average move size
Visual Elements:
Probability Cone - Colored green (bullish probability above 55%), red (bearish below 45%), or gold (neutral). The cone width represents the historical range of outcomes (roughly the 20th to 80th percentile).
Center Line - Shows the average expected price based on historical outcomes in similar conditions.
Probability Label - Displays direction probability and average move. Example: "67% UP (+0.8%)" means 67% of similar past cases moved up, averaging 0.8% gain.
Fallback System:
When the exact 27-state match has insufficient historical data:
First fallback: Uses Z-Score plus Trend only (9 broader states, ignoring volume)
Second fallback: Uses Z-Score only (3 states)
When fallback is active, confidence automatically adjusts
Settings:
Projection Horizon - How many bars forward to analyze outcomes (5, 10, 15, or 20 bars, default 10)
Lookback Period - Historical data window in days (30-252, default 60)
Minimum Samples - Cases needed before using fallback (5-30, default 10)
Z-Score Threshold - Bucket boundary for LOW/MID/HIGH classification (1.0, 1.5, or 2.0 sigma)
Cloud Transparency - Adjust visibility (50-95%)
Colors - Customize bullish, bearish, and neutral cone colors
Confidence Levels:
HIGH - 30 or more similar historical cases found
MEDIUM - 15-29 similar cases
LOW - Fewer than 15 cases (more uncertainty)
IMPORTANT DISCLAIMER:
The Calculated Projection is based on past patterns only. It is NOT a price prediction or financial advice. Similar market states in the past do not guarantee similar outcomes in the future. The probability shown is historical frequency, not a guarantee. Always combine with other analysis and never rely solely on projections for trading decisions.
Alert Conditions
The indicator includes over 20 pre-built alert conditions:
Price vs VWAP:
Price crosses above VWAP
Price crosses below VWAP
Band Touches:
Price touches plus or minus one sigma band
Price touches plus or minus two sigma band (extreme)
Price touches plus or minus three sigma band (very extreme)
Z-Score Extremes:
Z-Score crosses above plus two (overbought extreme)
Z-Score crosses below minus two (oversold extreme)
Momentum and Trend:
Momentum slowing
Momentum accelerating
Trend turns bullish/bearish/neutral
Volume:
Volume spike detected
CVD Direction:
Buyers take control
Sellers take control
High Probability Signals:
Bullish reversal signal (oversold plus accelerating momentum)
Bearish reversal signal (overbought plus slowing momentum)
MTF and Special:
MTF confluence zone entry
VWAP squeeze fired
Bullish/Bearish divergence detected
Any significant signal (catch-all)
All signals use confirmed bar data to prevent false alerts from incomplete candles.
Settings Overview
Settings are organized into logical groups:
VWAP Settings
Anchor Period selection
Show/Hide VWAP line
Dynamic coloring toggle
VWAP label visibility
Bands Visibility
Toggle each of three bands independently
Info Table
Show/Hide table
Table position (9 options)
Text size
Volume spike label settings with adjustable thresholds
Momentum label settings with filters
Signal labels limited to 5 most recent (auto-managed)
Probability engine lookback period
Multi-Timeframe VWAP
Enable/Disable MTF system
Show MTF in table
Show MTF lines on chart
Individual timeframe toggles
Confluence zone threshold
Squeeze detection toggle
Session VWAPs
Enable/Disable session tracking
Apply to all assets option
Show session labels
Divergence Detection
Enable/Disable divergence
Pivot lookback period
Show divergence labels
Calculated Projection
Enable/Disable projection cone
Projection horizon (5, 10, 15, or 20 bars)
Lookback period in days (30-252)
Minimum samples threshold
Z-Score classification threshold (1.0, 1.5, or 2.0 sigma)
Cloud transparency adjustment
Bullish, bearish, and neutral colors
The Info Table - Your Trading Dashboard
The right side of your chart displays a compact table with up to twelve metrics.
Row-by-Row Breakdown:
Asset and Period - Shows what the indicator detected (US Stock, Crypto, Forex, etc.) and your selected anchor period. The detection happens automatically based on exchange data, so VWAP resets and calculations match your actual trading instrument.
Delta Percentage - How far current price sits from VWAP, expressed as a percentage. Positive means price trades above fair value. Negative means below. Large delta values (beyond 1-2%) often precede mean reversion moves. Day traders watch this for overextension.
Z-Score - Statistical deviation from VWAP measured in standard deviations. Unlike raw delta, Z-Score accounts for volatility. A 2% move in a volatile biotech stock differs from 2% in a stable utility. Z-Score normalizes this. Values beyond plus or minus two sigma occur only 5% of the time statistically.
Trend Direction - Whether VWAP itself is rising, falling, or flat. Rising VWAP means the volume-weighted average price is increasing, which indicates institutional accumulation. Falling VWAP suggests distribution. This differs from price trend since it weights by volume.
Momentum State - Is the trend accelerating or slowing down? This measures the rate of change in VWAP slope. When an uptrend shows slowing momentum, it often precedes reversal. Accelerating momentum in a downtrend can signal capitulation and potential bottom.
Relative Volume - Current bar volume compared to the 20-bar average, shown as percentage. Values above 150% indicate above-average activity. Spikes above 200-300% often mark institutional involvement. Low volume (below 80%) warns of potential fake moves.
MTF Bias - Four checkmarks or X marks showing whether price sits above or below Daily, Weekly, Monthly, and Quarterly VWAP. Four checkmarks means strong bullish alignment across all timeframes. Four X marks indicates bearish alignment. Mixed readings suggest consolidation or transition.
Band Probabilities - Historical statistics showing how often price touched each standard deviation band over your lookback period. This helps you understand if mean reversion or trend following works better for your specific instrument.
Session Status - Which global trading sessions are currently active (Asia, London, New York). Shows checkmarks for active sessions. Important for forex and crypto traders who need to know when major liquidity windows open and close.
Divergence State - Whether the indicator detects bullish or bearish divergence between price and cumulative volume delta. Bullish divergence occurs when price makes lower lows but buying pressure (CVD) makes higher lows, suggesting hidden accumulation.
Confidence Score - A weighted composite of all factors displayed as a progress bar and percentage. Combines MTF alignment, Z-Score, trend direction, volume delta, momentum, and relative volume into a single 0-100 score. Higher scores indicate stronger conviction setups.
Calculated Projection - When the Projection Cone is enabled, shows the historical probability of price direction and expected move. For example: "▲ 67% (+0.8%)" means in similar market states historically, price moved up 67% of the time with an average gain of 0.8%. The system analyzes 27 unique market states based on Z-Score, Trend, and Volume conditions.
Recommended Use Cases
Day Trading Stocks:
Use Session anchor with Band 1 visible. Watch for price returning to VWAP after morning move. Volume spikes near VWAP often mark institutional accumulation zones.
Swing Trading:
Use Weekly or Rolling 21D anchor. Enable MTF lines for Daily and Weekly levels. Trade pullbacks to these levels in direction of MTF bias.
Crypto and Forex:
Enable Session VWAPs. Use Rolling anchors to avoid artificial resets. Monitor session transitions for breakout opportunities.
Mean Reversion:
Focus on Z-Score reaching plus or minus two. Add Band 2 visibility. Combine with slowing momentum for highest probability reversals.
Trend Following:
Watch MTF bias alignment. Four checkmarks plus accelerating momentum plus high volume confirms trend continuation setups.
Projection Planning:
Enable the Calculated Projection to see what happened historically in similar market conditions. Use 5-10 bars for intraday setups, 15-20 bars for swing trade planning. Focus on high probability readings (above 60%) with HIGH confidence (30 or more samples). The cone shows the probable range of outcomes based on actual historical data. Combine with other factors like MTF alignment and volume for higher conviction setups.
Important Notes
The indicator does not repaint. MTF values use previous period's confirmed data.
Rolling VWAP works best on 15-minute timeframes and above due to bar lookback requirements.
Session VWAPs apply to global markets by default (forex, crypto, futures). Enable the all-assets option for stocks if desired.
Volume data for forex represents tick volume, not actual traded volume.
All alert conditions fire only on confirmed (closed) bars to prevent false signals.
The Calculated Projection updates each bar as market state changes. This is expected behavior. The projection shows probabilities based on similar past conditions, not a fixed prediction.
Q AND A
Q: Does this indicator repaint?
A: No. The main VWAP calculation uses standard TradingView VWAP methodology. Multi-timeframe values use previous period's confirmed data with appropriate lookahead settings. All alert signals require bar confirmation.
Q: Why does my Rolling VWAP look different on 1-minute versus 15-minute charts?
A: Rolling VWAP calculates across a fixed number of trading days. On very short timeframes, the bar lookback may hit TradingView limits. For best Rolling VWAP accuracy, use 15-minute or higher timeframes.
Q: Can I use this on any instrument?
A: Yes. The indicator automatically detects asset type and adjusts behavior. Stocks use standard market hours. Crypto uses 24/7 calculations. Forex uses tick volume. Everything adapts automatically.
Q: What does the Confidence Score actually measure?
A: The score combines six weighted factors: MTF alignment (25%), Z-Score position (20%), Trend direction (20%), CVD pressure (15%), Momentum state (10%), and Relative volume (10%). Higher scores indicate more factors aligned in one direction.
Q: Why are Session VWAPs not showing on my stock chart?
A: Session VWAPs apply to 24-hour markets by default (forex, crypto, futures). For stocks, enable the Use for All Assets option in Session VWAP settings.
Q: The Divergence labels appear delayed. Is this a bug?
A: Divergence detection requires pivot confirmation, which needs bars on both sides of the pivot point. The label appears at the actual pivot location (several bars back) once confirmed. This is intentional and prevents false signals.
Q: Can I change the band colors?
A: Yes. Each of the three bands has its own color input setting. You can customize Band 1, Band 2, and Band 3 colors to match your preferences. The defaults are Aqua, Fuchsia, and Purple. The main VWAP line color adapts dynamically based on slope direction or can be set to static blue.
Q: How do I set up alerts?
A: Right-click on the chart, select Add Alert, choose this indicator, and select your desired condition from the dropdown. All conditions include descriptive alert messages with relevant data.
Q: What is the Probability Engine lookback period?
A: This setting determines how many trading days the indicator analyzes to calculate band touch rates and mean reversion statistics. Default is 60 days (approximately 3 months). Longer periods provide more stable statistics but may miss recent behavior changes.
Q: Why do I see fewer labels than expected?
A: Signal labels (Volume, Momentum, Squeeze, Divergence) are limited to 5 most recent labels on the chart to keep it clean. When a new label appears, the oldest one is automatically removed. Additionally, momentum labels have several filters: check the slope multiplier setting (higher values require stronger trends) and the Only Reversal Signals option (when enabled, labels only appear for potential reversals, not trend confirmations).
Q: What is the Calculated Projection and how accurate is it?
A: The Calculated Projection analyzes what happened in past market conditions similar to the current state. It classifies each bar by Z-Score level, Trend direction, and Volume profile (27 unique states), then shows the historical probability of up vs down and the average move size. It is NOT a price prediction or guarantee. The probability shown is how often similar conditions led to up/down moves historically, not a future guarantee. Always use it as one input among many.
Q: Why does the Projection probability change?
A: The projection updates on each bar as market state changes. If Z-Score moves from LOW to MID, or trend shifts from UP to FLAT, the system looks up a different historical category. This is expected behavior. The projection shows what happened in similar past conditions to the current bar's state.
Q: The Projection shows LOW confidence. What does that mean?
A: Confidence levels indicate sample size: HIGH means 30 or more historical cases found, MEDIUM means 15-29 cases, LOW means fewer than 15 cases. When sample size is low, the system uses a fallback: first aggregating by Z-Score plus Trend only (ignoring volume), then by Z-Score only. LOW confidence means less statistical reliability, so weight other factors more heavily in your decision.
Q: Why does the cone sometimes show 50/50 probability?
A: A 50/50 reading means that in similar past market states, price moved up roughly half the time and down half the time. This indicates a neutral or balanced condition where historical patterns provide no directional edge. Consider waiting for a higher probability setup or using other analysis methods.
CREDITS AND ACKNOWLEDGMENTS
Methodology Foundation:
VWAP (Volume Weighted Average Price) - Standard institutional benchmark calculation, widely used since the 1980s for algorithmic execution and fair value assessment
Standard Deviation Bands - Statistical volatility measurement applying normal distribution principles to price deviation from mean
Z-Score Analysis - Classic statistical normalization technique for comparing values across different volatility regimes
Cumulative Volume Delta (CVD) - Order flow analysis concept measuring aggressive buying versus selling pressure
Concept Integration:
Mean reversion probability engine - Custom historical statistics tracking for band touch rates
Momentum acceleration detection - Second derivative analysis of VWAP slope changes
VWAP Squeeze - Volatility compression concept adapted from TTM Squeeze methodology applied to VWAP bands versus ATR
Confidence scoring system - Weighted composite scoring combining multiple technical factors
Calculated Projection Cone - Probability-based projection using 27-state market classification (Z-Score, Trend, Volume) with historical outcome analysis and weighted fallback system
All calculations use standard public domain formulas and TradingView built-in functions. No proprietary third-party code was used.
For questions, feedback, or feature requests, please comment below or send a private message.
Happy Trading!
Indicador de Volume
Buy Sell ProfileThis indicator attempts to count the up down movement for each price interval and color the interval by the imbalance. Works best on lower timeframes, 30 seconds or less. Set the row size to 500 and if it runs out of rows (too many price points) and breaks you can increase the row size and aggregate it.
Volume with High-Volume Highlight + ThresholdThis indicator highlights true high-volume candles without guessing.
It compares the current bar’s volume to the average volume over the last X candles and highlights bars that exceed your chosen threshold (ex: 1.5× the average).
Features
Automatic high-volume detection
Customizable volume multiplier
Bull/bear color coding
Average volume line
Threshold line (shows exactly where “high volume” begins)
Optional on-chart label showing the required volume level
Alert for any high-volume bar
What It’s Used For
Identifying breakout strength
Confirming bounce setups at key levels
Spotting real buyers/sellers stepping in
Avoiding fake moves with weak volume
Simple Rule
If volume is greater than (Average × Multiplier) → the bar is highlighted.
Volume with High-Volume Highlight + ThresholdThis indicator highlights true high-volume candles without guessing.
It compares the current bar’s volume to the average volume over the last X candles and highlights bars that exceed your chosen threshold (ex: 1.5× the average).
Features
Automatic high-volume detection
Customizable volume multiplier
Bull/bear color coding
Average volume line
Threshold line (shows exactly where “high volume” begins)
Optional on-chart label showing the required volume level
Alert for any high-volume bar
What It’s Used For
Identifying breakout strength
Confirming bounce setups at key levels
Spotting real buyers/sellers stepping in
Avoiding fake moves with weak volume
Simple Rule
If volume is greater than (Average × Multiplier) → the bar is highlighted.
Advanced Delta Volume DivergenceDelta Volume Divergence with alerts. Basically, positive delta, green on histogram, negative delta, re don histogram. There is some options in there to adjust moving averages, colors, lookback period, confirmation for alerts, etc. Play with it, if you like it great, if not, I'm sure you'll find something else that you do.
Volumetric Order BlocksThis indicator aims to identify significant price zones based on a combination of price action and volume analysis.
It utilizes the concept of "Order Blocks," which are areas on the chart where large orders are believed to have been placed, influencing price behavior. By analyzing price swings and volume activity, the indicator attempts to highlight potential support and resistance levels.
Strength Calculations:
The indicator calculates the relative strength of bullish and bearish blocks based on volume. A higher bullish strength indicates stronger buying pressure, while higher bearish strength suggests more selling pressure.
Buforn Combo Pro — Swing & Long-Term FlowsBuforn Combo Pro — Swing & Long-Term Flows
Buforn Combo Pro combines short-term swing timing with long-term valuation & flow context in one indicator.
It does not auto-trade or promise profits – it’s a visual decision tool.
⸻
1. Module A – Swing regression channel + Emotional cycle
• Draws a short-term regression channel (price vs linreg ±σ).
• Tracks an internal fear/greed cycle (HumanCycle) with a dynamic midline.
Signals:
• A BUY – price touches the lower band, volatility & trend filters are OK,
and the emotional cycle crosses up from Fear.
• A SELL – price touches the upper band, filters OK,
and the emotional cycle crosses down from Greed.
A cooldown in bars reduces signal noise.
⸻
2. Module C – “Band + Fear” deep pullbacks
Uses the previous candle:
• Previous candle is below the lower band (full body or at least the low, configurable).
• Emotional cycle was below the Fear line on that bar.
Signals:
• C BUY – current bar marks that extreme Band + Fear setup.
• C SELL – exit when price closes above the trend MA and/or above the Greed line.
Useful for aggressive re-entries after deep fear.
⸻
3. Module B – Long-term valuation, whales & TIF (with SECRET)
Module B gives the bigger picture:
• Valuation vs long-term MA → “cheap” or “expensive” vs trend.
• Whale Money Flow → activity of big players.
• TIF (Trades in Favor) → behaviour of retail (fear / FOMO).
Base signals:
• B BUY – undervaluation + low whales + “green” TIF zone.
• B SELL – overvaluation + high whales + “red” TIF zone.
SECRET signals (optional):
• Vote system using extremes in valuation, WhaleMF, TIF and whales vs retail divergence.
• You choose the minimum votes for BUY SECRET / SELL SECRET.
• Option to show BUY SECRET only when a C BUY context (Band+Fear) is present.
⸻
4. Long-term regression bands
A second linreg ±σ channel provides long-term extremes:
• LOWER↑ BUY – price crosses up from the lower band (potential buy / re-entry zone).
• UPPER↓ SELL – price crosses down from the upper band (potential sell / take-profit zone).
These are context tags, not standalone trade signals.
⸻
5. How to use
Typical use:
1. Read long-term context with Module B (B BUY / B SELL + SECRET).
2. Use Module A to time swings near the channel edges.
3. Use Module C only for strong Band+Fear pullbacks.
You can enable/disable modules in GLOBAL — Visibility and tune sensitivity for your asset and timeframe.
This indicator is for analysis only and is not financial advice. Always combine it with your own risk management and independent judgement.
Combo ProCombo Pro – Regression Channel & Long-Term Flows
This script is a visual study tool, not a trading strategy. It does not place trades or guarantee results. It simply helps to analyze price context, volatility and “flow” on the chart.
The indicator is built in three blocks:
Module A – Swing regression channel + emotional cycle
• Draws a regression channel (±σ) around price to highlight extended moves up/down.
• Adds a simple trend filter MA and basic volatility filters (ATR%).
• Includes an emotional cycle (Fear/Greed style) that tries to smooth price swings and mark potential “over-fear” / “over-greed” zones.
• “A BUY” / “A SELL” markers only show where channel + cycle conditions align; they are not automatic trade signals.
Module C – Previous candle below lower band + Fear
• Marks situations where the previous bar is below the lower regression band and the emotional cycle is in a “Fear” zone.
• Adds optional exit conditions (price back above the trend MA and/or above the Greed line).
• This module is meant to highlight potential exhaustion areas, not to provide standalone entries or exits.
Module B – Long-term MA, Whale Money Flow, TIF & SECRET votes
• Measures percentage distance from a long-term MA (pd) as a simple valuation context (cheap/expensive vs. average).
• Uses a custom Whale Money Flow to approximate when larger participants might be more/less active.
• Uses TIF (Trades in Favor) as a retail positioning/pressure gauge.
• “SECRET” logic combines valuation, whales and TIF into a vote system to highlight possible extreme zones.
• Long-term regression bands and their crosses are plotted as BUY/SELL zones only in a descriptive sense (price reaching extreme bands), not as guaranteed signal levels.
Smart Money Scanner Suite v6 - OptimizedWHAT IT DOES (longer version in the script):
// Identifies "Smart Money Stepping Back" (SMSB) zones where institutions quietly
// build positions without moving the market. Signals appear when ALL 4 conditions align:
//
// 1. OBV DIVERGENCE → Price up/OBV down (distribution) or Price down/OBV up (accumulation)
// 2. LOW VOLUME → Below 1.5x average (stealth activity)
// 3. NEAR VWAP → Within 0.5% (institutional fair value)
// 4. HTF CONFIRMATION → Higher timeframe shows directional momentum
AI Probabilistic OrderFlow Scalper⭐ Description:
📌 AI Probabilistic OrderFlow Scalper
This script combines Order Flow, Auction Market Theory, Volume Imbalance, Market Structure (HH/LL), RSI bias filtering, and a probability-based direction model inspired by AI and statistics.
It produces high-precision scalping entries designed for fast markets such as Futures, while remaining compatible with all markets (indices, crypto, forex, metals).
This is not a typical indicator — it is a probabilistic predictive model engineered to provide sniper entries, a tick-based Take Profit, a volatility-adaptive ATR Stop Loss, and optional Value Area levels (VAH/VAL/POC).
⭐ Main Features:
🔥 Directional probability model (AI-style weighted scoring)
📊 Order Flow imbalance (delta-like logic)
📈 HH/LL market structure detection
🎯 Smart RSI bias filter
🚀 One signal per trend shift (anti-spam)
🎯 Tick-based Take Profit (perfect for NQ / futures)
🛡️ ATR-based dynamic Stop Loss
📉 Value Area display: VAH, VAL, POC
🔊 Volume confirmation filter
📡 Directional probability plot
✔️ Works for Futures, Crypto, Forex, Indices
🧠 Probabilistic AI Approach
The model uses a 3-factor scoring system:
Order Flow imbalance
Market structure (HH/LL)
RSI trend bias
Each validated condition = 1 point.
The total score is converted into Buy/Sell probabilities, and the higher-probability direction is selected.
When probability exceeds the threshold (e.g. 80%), the system triggers a high-confidence sniper signal.
This mirrors Revenue Management logic:
→ Only take a decision when probability of success is maximized.
🎯 Buy/Sell Signals (Sniper Entries)
🔵 Green triangle under the candle = high-probability Buy
🔴 Red triangle above the candle = high-probability Sell
✔️ Only one signal per directional shift
✔️ Signals appear only when all strict filters are satisfied
📌 Automatic TP / SL
TP: fixed tick-based (e.g. 100 ticks for NQ scalping)
SL: ATR-based, adapts to volatility
TP/SL display can be enabled or disabled
Perfectly calibrated for high-speed scalping.
📘 How to Use
Use on every timeframe
Adjust probability threshold (75–90 recommended)
Enable strict mode for maximum precision
Let the model filter entries automatically
Choose a TP suitable for your market
Optionally display VAH/VAL/POC for Auction Theory context
Always test using backtesting before going live
🏆 Advantages
Extremely fast for scalping
High win-rate potential via probabilistic filtering
Clean signals (no noise or spam)
Combines the strongest trading frameworks:
Order Flow
Market Structure
Statistical modeling
Volume profiling
Automated risk management
AI Probabilistic OrderFlow Scalper⭐ Main Name
AI Probabilistic OrderFlow Scalper
⭐Description:
📌 AI Probabilistic OrderFlow Scalper — Predictive Auction Theory Model for Futures
This script combines Order Flow, Auction Market Theory, Volume Imbalance, Market Structure (HH/LL), RSI bias filtering, and a probability-based direction model inspired by AI and Revenue Management.
It produces high-precision scalping entries designed for fast markets such as Nasdaq Futures (NQ), while remaining compatible with all markets (indices, crypto, forex, metals).
This is not a typical indicator — it is a probabilistic predictive model engineered to provide sniper entries, a tick-based Take Profit, a volatility-adaptive ATR Stop Loss, and optional Value Area levels (VAH/VAL/POC).
⭐ Main Features
🔥 Directional probability model (AI-style weighted scoring)
📊 Order Flow imbalance (delta-like logic)
📈 HH/LL market structure detection
🎯 Smart RSI bias filter
🚀 One signal per trend shift (anti-spam)
🎯 Tick-based Take Profit (perfect for NQ / futures)
🛡️ ATR-based dynamic Stop Loss
📉 Value Area display: VAH, VAL, POC
🔊 Volume confirmation filter
📡 Directional probability plot
✔️ Works for Futures, Crypto, Forex, Indices
🧠 Probabilistic AI Approach
The model uses a 3-factor scoring system:
Order Flow imbalance
Market structure (HH/LL)
RSI trend bias
Each validated condition = 1 point.
The total score is converted into Buy/Sell probabilities, and the higher-probability direction is selected.
When probability exceeds the threshold (e.g. 80%), the system triggers a high-confidence sniper signal.
This mirrors Hight probability decision:
→ Only take a decision when probability of success is maximized.
🎯 Buy/Sell Signals (Sniper Entries)
🔵 Green triangle under the candle = high-probability Buy
🔴 Red triangle above the candle = high-probability Sell
✔️ Only one signal per directional shift
✔️ Signals appear only when all strict filters are satisfied
📌 Automatic TP / SL
TP: fixed tick-based (e.g. 100 ticks for NQ scalping)
SL: ATR-based, adapts to volatility
TP/SL display can be enabled or disabled
Perfectly calibrated for high-speed scalping.
📘 How to Use
Use any timeframe
Adjust probability threshold (75–90 recommended)
Enable strict mode for maximum precision
Let the model filter entries automatically
Choose a TP suitable for your market
Optionally display VAH/VAL/POC for Auction Theory context
Always test using backtesting before going live
🏆 Advantages
Extremely fast for scalping
High win-rate potential via probabilistic filtering
Clean signals (no noise or spam)
Combines the strongest trading frameworks:
Order Flow
Market Structure
Statistical modeling
Volume profiling
Automated risk management
Enhanced VolumeEnhanced Volume allows you to show multiple highlights on your volume:
HVE - Highest Volume Ever
HV1 - Highest Volume in 1 Year
Volume Average Moving Average
Projected Volume - Shows the projected volume based on the time of the bar left
2x and 3x volume bars. Shows to bars of where the volume needs to hit to be 2 or 3x above average
Color coding of low volume bars and high volume bars
Up/Down Volume
% Change
Bullish Volume RatioBullish Volume Ratio (BVR) Indicator
The Bullish Volume Ratio (BVR) is a sophisticated momentum oscillator designed to measure the true intensity of buying pressure versus selling pressure in the market. It provides a unique, statistically-driven view of market conviction, making it an essential tool for traders who seek to confirm trend health and anticipate major shifts.
BVR achieves its precision by not only assessing net volume but also using proprietary volume weighting logic to gauge the quality of participation in each candle, filtering out market noise to present a clear picture of underlying demand.
Key Features
Statistically-Driven Conviction: The indicator utilizes a Z-Score to measure how far the current BVR reading deviates from its historical average, providing an objective measure of whether buying or selling is truly exceptional or just noise.
Clear Visual Signals: The oscillator plot is designed for clear interpretation on a separate pane, helping you identify regime shifts without cluttering the main price chart.
Real-Time Data Dashboard (Optional): A customizable table on the chart displays the current BVR, Z-score, and other critical volume metrics at a glance.
Simplified Trading Guide
The BVR indicator simplifies volume analysis into clear, actionable signals that can be used for trend confirmation and reversal anticipation.
1. Trend Confirmation
Use the BVR to confirm the momentum of an existing trend:
Bullish Confirmation: When price is trending up, look for the BVR line to be rising and consistently above the center line. This signals that buyers are in firm control and the uptrend has strong volume conviction.
Bearish Confirmation: When price is trending down, look for the BVR line to be falling and deep below the center line. This indicates sellers are dominating the volume profile, confirming the strength of the downtrend.
2. Identifying Trade Entry/Exit Zones
The indicator's Z-Score component is key to spotting extremes that often precede a reversal:
Potential Long Entry: Look for a sustained negative Z-Score followed by a sharp crossover back towards the center line or into positive territory. This can signal that selling pressure has reached an exhaustion point and accumulation (buying) is beginning.
Potential Short Entry: Look for a sustained positive Z-Score followed by a sharp crossover back towards the center line or into negative territory. This suggests that buying momentum is exhausted and distribution (selling) is commencing.
3. The Volume Spike Filter
The indicator also alerts you to candles with significantly high volume relative to the recent average. Use this as a filter:
Breakout Validation: A price breakout is more likely to be legitimate if it is accompanied by a high volume spike confirmed by a strong BVR reading in the direction of the breakout.
Reversal Warning: A high volume spike at a key support or resistance level, particularly one that leads to a sharp turn in the BVR, can strongly signal a climactic reversal in progress.
VPOCS ZScoreAn indicator Showing Candle POC's.
Added a Zscore Filter to filter out the High volume candle's.
I like to use at Key Support and resistance Area's to see Absorbtion and Offside positions only on High volume Candles ( The high volume candle part is Key! ). Thoose candles Generally indicate forced participants opening or closing positions, or "Breakout traders entering" positions. When i see a Hi-Volume at S/R levels and price is rejecting ( trading away from the POC ) ill take that as a trigger for a trade.
- Dynamic Support and resistance.
- Show Offside and and Trapped traders
You can tweak the Zscore nominator for Less of more Frequent hits.
EGX30 Advance/Decline Line
📈 EGX30 Advance/Decline Line Indicator: Overview and Usage
The EGX30 Advance/Decline Line indicator is a comprehensive tool designed to analyze the market breadth and sentiment of the EGX30 index by aggregating and visualizing statistics from its 29 component stocks. It goes beyond simple price action to provide deeper insights into the underlying strength or weakness of the index's movers.
This script allows users to select from five primary metrics and includes advanced features like automatic parameter configuration based on the chart's timeframe and a detailed information table summarizing the day's market activity.
Key Features and Available Metrics
You can select one of the following primary metrics from the 'Select Metric' dropdown menu:
1. Advance/Decline Line (A/D Line):
Plots the cumulative total of Net Advances (Advancing Issues - Declining Issues).
It is used to confirm the index's trend or warn of divergences, where the index is rising but the A/D line is falling (suggesting fewer stocks are participating in the rally).
Includes a Zero Line and a configurable Simple Moving Average (SMA).
2. McClellan Oscillator (MCC):
A breadth oscillator based on the difference between two Exponential Moving Averages (EMAs) of the Advance/Decline Ratio.
It measures the speed and direction of market breadth momentum.
Includes a Buy Climax (0.1) and Sell Climax (-0.1) dotted lines to identify overbought/oversold conditions.
3. Arms Index (TRIN - TRading INdex):
A volume-based oscillator that compares the ratio of Advancing Issues/Declining Issues to the ratio of Advancing Volume/Declining Volume.
A reading above 1.0 (Neutral Level) suggests selling pressure (Declining Volume is relatively high), while a reading below 1.0 suggests buying pressure (Advancing Volume is relatively high).
Includes a Neutral Level (1.0) and Upper/Lower Bands based on Standard Deviation to identify Overbought/Oversold extremes.
4. Total Volume:
Plots the aggregated total volume for all 29 EGX30 component stocks.
Includes a SMA for trend comparison.
5. Total Liquidity:
Plots the aggregated total traded value (Price * Volume) for all 29 component stocks.
A measure of overall capital movement in the index components.
Includes a SMA for trend comparison.
⚙️ Configuration Settings
The indicator includes two primary configuration groups:
Timeframe Configuration
▶️ Enable Automatic Timeframe Configuration: When enabled (default), the script automatically optimizes the lookback lengths for the Moving Averages (MA), McClellan Oscillator, and TRIN based on whether the chart is set to an Intraday, Daily, or Weekly timeframe.
⚙️ Manual Overrides: Disable the automatic configuration to manually set the lengths for MA Length, McClellan Fast EMA, McClellan Slow EMA, and TRIN Lookback.
Table Settings
The indicator displays a table in the top-right corner summarizing key market breadth statistics.
Number of Top Contributors: Sets the number of top stocks (up to 29) to display in the table.
Show Top Contributors (Performance): Shows the stocks with the largest absolute index-weighted contribution to the EGX30's movement.
Show Top Contributors (Volume): Shows the stocks with the highest traded value (liquidity), displayed as a percentage of the total traded value.
The table also provides a persistent summary of:
Advancing, Declining, and Unchanged Issues.
Net Advancements (unless TRIN is selected).
Net Volume % and Net Liquidity %.
Mode-specific statistics like Total Volume/Liquidity or Advancing/Declining Volume.
OBV + WaveTrend Volume Scalper [GratefulFutures]This script is a combination script of three different strategies that provides buy and sell signals based on the change of volume with momentum confirmations.
Sources used:
This script relies on the outstanding scripts of the great script writer LazyBear: LazyBear
The following scripts were used in this publication:
1. A modified "On-Balance Volume Oscillator" modified from LazyBear's original script:
2. Wavetrend Oscillator with crosses, Author: LazyBear
3. Squeeze Momentum Oscillator, Author: LazyBear
This script functions based on the following criteria being true:
1. On balance volume oscillator turning from negative to positive (buy) or positive to negative (sell)
2. Squeeze Momentum value is increasing (buy) or decreasing (sell)
3. Wavetrend 1 (wt1) is greater than wavetrend 2 (wt2) (buy)/ Wavetrend 1 (wt1) is less than wavetrend 2 (wt2) (sell)
By combining these factors the indicator is able to signal exactly when net buying turns to net selling (OBV) and when this change is most advantageous to continue based on the momentum and price action of the underlying asset (SQMOMO and Wavetrend).
This allows you to pair volume and price action for a powerful tool to identify where price will reverse or continue providing exceptional entries for short term trades, especially when combined with other aspects such as support and resistance, or volume profile.
How to use:
Simply adjust the settings to your preference and read the given signals as generated.
Settings
There are multiple ways to tune the signals generated. It is set standard for my preferred use on a 1 minute chart.
OBV Oscillator Settings
The first 4 dropdowns in the Inputs section tune the On Balance Volume Oscillator (OBVO) portion of the indicator. You can choose if you want it to calculate based on close, open, high, low, or other value.
The most impactful in the entire settings is going to be the length and smoothing of the OBVO EMA. Making this number lower increasing the sensitivity to changes in volume, making the signals come quicker but is more susceptible to quick fluctuations. A value of between (5-20) is reasonable for the OBVO EMA length. There is a separate smoothing factor titled OBV Smoothing Length and below that, OBV Smoothing Type , a value of (2) is standard with "SMA" for smoothing type with a value of between 2-10 being reasonable. You may also play with these values to see what you like for your trading style.
Wavetrend Settings
The next 3 options are to modify the wavetrend portion of the indicator. I do not modify these from standard, and feel that they work appropriately on all time frames at the following values: n1 length (10), n2 length (20), Wavetrend Signal SMA length (4)
Squeeze Momentum Settings
The following 5 options through the end modify the Squeeze momentum portion of the indicator. The only one that modifies the signals generated is the KC Length , Making this number lower increasing the sensitivity to changes in price action, making the signals come quicker but is more susceptible to quick fluctuations. A value of between (18-25) is reasonable for KC Length .
Style Setting
You may select if you want to see the buy and sell signals. The following 5 options Raw OBV Osc through Squeeze Momentum allow you to see where each specific requirement was met, posted as a vertical line, but for live use it is recommended to turn all of these vertical lines off and only use the buy and sell signals.
Time Frames:
While this script is most effective on shorter time frames (1 minute for scalping and daytrading) it is also viable to use it on longer timeframes, due to the nature of its components being independent of time frame.
Examples of use - (Green and red vertical lines are for visualization purpose and are not part of the script)
SPY 1 Minute (Factory Settings):
SPX 15 minutes (Factory Settings):
Considerations
This script is meant primarily for short term trading, trades on the basis of seconds to minutes primarily. While they can be a good indication of volume lining up with momentum, it is always wise to use them in combination with other factors such as support, resistance, market structure, volume levels, or the many other techniques out there...
As Always... Happy Trading.
-Not_A_Mad_Scientist (GreatfulFutures Trade University)
mrD-Volume Profile HeatmapThis indicator combines advanced volume analysis with institutional-grade visualization techniques to provide traders with a comprehensive view of market structure and liquidity zones.
WHAT MAKES THIS UNIQUE:
• Proprietary bidirectional volume profiling algorithm that separates buying and selling pressure using VWAP deviation analysis, not standard volume bars
• Custom heatmap visualization engine with adaptive gradient calculation based on volume-weighted price distribution across multiple timeframes
• Integrated Weekly VWAP with hlc3 weighting for institutional reference levels
• Dynamic POC (Point of Control) detection with fixed-height text boxes for clarity
• Optimized rendering system that handles 500+ bars efficiently without lag
HOW IT WORKS:
The algorithm analyzes volume distribution at each price level within the lookback period, applying a proprietary weighting system that considers:
1. Volume-weighted average price (VWAP) deviation to classify volume as bullish/bearish
2. Price levels are binned into customizable rows (bins) for granular analysis
3. Volume bars extend bidirectionally: positive volume (green) extends left, negative volume (red) extends right
4. Heatmap overlay uses multi-level gradient mapping (6-color spectrum) to highlight high volume nodes
5. Weekly VWAP provides macro trend reference with session-based reset logic
VOLUME PROFILE MECHANICS:
• Calculates volume distribution across price levels using a grid-based binning system
• Each bin accumulates volume when the price touches that level
• Positive/negative classification based on VWAP position (above = bullish, below = bearish)
• POC automatically identifies the price level with maximum volume concentration
• Display shows volume intensity through color gradients and bar lengths
HEATMAP VISUALIZATION:
• Uses exponential gradient multiplier (default 1.9) for enhanced contrast
• Color transitions: Dark Blue (low volume) → Cyan → Green → Yellow (high volume)
• Transparency-adjusted overlays ensure chart readability
• Real-time updates as new volume data arrives
WEEKLY VWAP INTEGRATION:
• Resets at the start of each trading week (request.security logic)
• Uses hlc3 (typical price) as the volume-weighted source
• Provides institutional reference level for swing traders
• Yellow color (#FFEB3B) for easy identification
KEY PARAMETERS:
• Period: Lookback window for volume calculations (default: 500 bars)
• Bins: Number of price levels for volume distribution (default: 150 rows)
• Offset: Horizontal positioning of volume bars (default: 50)
• Heatmap Rows: Granularity of heatmap overlay (default: 250)
• POC displays actual volume numbers for transparency
TRADING APPLICATIONS:
→ Identify high-volume nodes as support/resistance zones
→ Detect liquidity clusters where institutional orders concentrate
→ Spot low-volume areas where price may move quickly (thin zones)
→ Use bidirectional volume to assess buying vs selling pressure
→ Combine with Weekly VWAP for multi-timeframe confluence
→ POC levels often act as price magnets (mean reversion targets)
TECHNICAL IMPLEMENTATION NOTES:
• Optimized for intraday to swing timeframes (1m to Daily charts)
• Volume calculations use session-based accumulation (no future data)
• Box rendering is limited to 500 objects for performance
• Gradient calculations use mathematical power functions for smooth transitions
• VWAP calculation follows institutional standard (volume-weighted hlc3)
RESTRICTIONS:
This is a proprietary algorithm. Redistribution, modification, or commercial use is strictly prohibited. The logic and methods contained herein are confidential and protected intellectual property.
═══════════════════════════════════════════
DISCLAIMER & RISK WARNING
This indicator is provided solely for educational and informational purposes. It is designed to help traders understand market structure, volume distribution, and price action analysis. This tool should be used as part of a comprehensive trading education program.
NOT FINANCIAL ADVICE:
The information and signals provided by this indicator DO NOT constitute financial advice, investment advice, trading advice, or any other sort of advice. You should not treat any of the indicators' content, outputs, or signals as such. Nothing contained in this indicator constitutes a solicitation, recommendation, endorsement, or offer to buy or sell any securities or other financial instruments in this or in any other jurisdiction.
NO GUARANTEED RESULTS:
Past performance is NOT indicative of future results. The historical backtesting results, volume patterns, and statistical data shown by this indicator do not guarantee future performance or success. Market conditions change constantly, and what worked in the past may not work in the future. Trading and investing involve substantial risk of loss.
MARKET VOLATILITY:
Financial markets are inherently volatile and unpredictable. Volume patterns, support/resistance levels, and other technical indicators can fail at any time. No indicator can predict market movements with certainty. Always use proper risk management and position sizing.
By using this indicator, you acknowledge that you have read, understood, and agree to this disclaimer in its entirety. If you do not agree with any part of this disclaimer, you should not use this indicator.
Volume essential parameters overlayVolume EPO – Essential Volume Parameters Overlay
1. Motivation and design philosophy
Volume EPO is designed as a conceptual overlay rather than a self contained trading system. The main idea behind this script is to take complex, foundational market concepts out of heavy, menu driven strategies and express them as lightweight, independent layers that sit on top of any chart or indicator.
In many TradingView scripts, a single strategy tries to handle everything at once: signal logic, risk settings, visual cues, multi timeframe controls, and conceptual explanations. This usually leads to long input menus, performance issues, and difficult maintenance. The architectural approach behind Volume EPO is the opposite: keep the core strategy lean, and move the explanation and measurement of key concepts into dedicated overlays.
In this framework, Volume EPO is the base layer for the concept of volume. It does not decide anything about entries or exits. Instead, it exposes and clarifies how different definitions of volume behave candle by candle. Other layers or strategies can then build on top of this understanding.
2. What Volume EPO does
Volume EPO focuses on four essential volume parameters for each bar:
- Buy volume - Sell volume - Total volume - Delta volume (the difference between buy and sell volume)
The script presents these parameters in a compact heads up display (HUD) table that can be positioned anywhere on the chart. It is designed to be visually minimal, language aware, and usable on top of any other indicator or price action without cluttering the view.
The indicator does not output signals, alerts, arrows, or strategy entries. It is a descriptive and educational tool that shows how volume is distributed, not a prescriptive tool that tells the trader what to do.
3. Two definitions of volume
A central theme of this script is that there is more than one way to define and interpret “volume” inside a single candle. Volume EPO implements and clearly separates two different approaches:
- A geometric, candle based approximation that uses only OHLC and volume of the current bar. - An intrabar, data driven definition that uses lower timeframe up and down volume when it is available.
The user can switch between these modes via the calculation method input. The mode is prominently shown inside the on chart table so that the context is always explicit.
3.1 Geometry mode (Source File, approximate)
In Geometry mode, Volume EPO works only with the current bar’s OHLC values and total volume. No lower timeframe data is required.
The candle’s range is defined as high minus low. If the range is positive, the position of the close inside that range is used as a simple model for how volume might have been distributed between buyers and sellers:
- The closer the close is to the high, the more of the total volume is attributed to the buying side. - The closer the close is to the low, the more of the total volume is attributed to the selling side. - In a rare case where the bar has no price range (for example a flat or doji bar), total volume is split evenly between buy and sell volume.
From this model, the script derives:
- Buy volume (approximated) - Sell volume (approximated) - Total volume (as reported by the bar) - Delta volume as the difference between buy and sell volume
This approach is intentionally labeled as “Geometry (Approx)” in the HUD. It is a theoretical reconstruction based solely on the candle’s geometry and total volume, and it is always available on any market or timeframe that provides OHLCV data.
3.2 Intrabar mode (Precise)
In Intrabar mode, Volume EPO uses the TradingView built in library for up and down volume on a user selected lower timeframe. Instead of inferring volume from the shape of the candle, it reads the underlying lower timeframe data when that data is accessible.
The script requests up and down volume from a lower timeframe such as 15 seconds, using the official TA library functions. The results are then interpreted as follows:
- Buy volume is taken as the absolute value of the up volume. - Sell volume is taken as the absolute value of the down volume. - Total volume is the sum of buy and sell volume. - Delta volume is provided directly by the library as the difference between up and down volume.
If valid lower timeframe data exists for a bar, the bar is counted as covered by Intrabar data. If not, that bar is marked as invalid for this precise calculation and is excluded from the covered count.
This mode is labeled “Precise” in the HUD, together with the selected lower timeframe, because it is anchored in actual intrabar data rather than in a geometric model. It provides a closer view of how buying and selling pressure unfolded inside the bar, at the cost of requiring more data and being dependent on the availability of that data.
4. Coverage, lookback, and what the numbers mean
The top part of the HUD reports not only which volume definition is active, but also an additional line that describes the effective coverage of the data.
In Intrabar (Precise) mode, the script displays:
- “Scanned: N Bars”
Here, N counts how many bars since the indicator was loaded have successfully received valid lower timeframe delta data. It is a measure of how much of the visible history has been truly covered by intrabar information, not a lookback window in the sense of a rolling calculation.
In Geometry mode, the script displays:
- “Lookback: L Bars”
In this extracted layer, the lookback value L is purely descriptive. It does not change how the current bar’s volume is computed, and it is not used in any iterative or statistical calculation inside this script. It is meant as a conceptual label, for example to keep the volume layer consistent with a broader framework where lookback length is a structural parameter.
Summarizing these two fields:
- Scanned tells you how many bars have been processed using real intrabar data. - Lookback is a descriptive parameter in Geometry mode in this specific overlay, not a direct driver of the computations.
5. The HUD layout on the chart
The on chart table is intentionally compact and structured to be read quickly:
- Header: a title identifying the overlay as Volume EPO. - Mode line: explicitly states whether the script is in Precise or Geometry mode, and for Precise mode also shows the lower timeframe used. - Coverage line: - In Precise mode, it shows “Scanned: N Bars”. - In Geometry mode, it shows “Lookback: L Bars”. - Volume block: - A line for buy and sell volume, marked with clear directional symbols. - A line for total volume and the absolute delta, accompanied by the sign of the delta. - Numeric formatting uses human friendly suffixes (for example K, M, B) to keep the display readable. - Footer: the current symbol and a time stamp, adjusted by a user selectable timezone offset so that the HUD can be aligned with the trader’s local time reference.
The table can be positioned anywhere on the chart and resized via inputs, and it supports multiple color themes and languages in order to integrate cleanly into different chart layouts.
6. How to use Volume EPO in practice
Volume EPO is meant to be read together with price action and other tools, not in isolation. Typical uses include:
- Studying how often a strong directional candle is actually supported by dominant buy or sell volume. - Comparing the behavior of delta volume between Geometry and Intrabar definitions. - Building a personal intuition for how intrabar data refines or contradicts the simple candle based approximation. - Feeding these insights into separate, lean strategy scripts that do not need to carry the full explanatory logic of volume inside them.
Because it is an overlay layer, Volume EPO can be stacked with other custom indicators without adding new signals or complexity to their logic. It simply adds a clear and consistent view of volume behavior on top of whatever the trader is already watching.
7. Educational and non signalling nature
Finally, it is important to stress that Volume EPO is not a trading system, not a signal generator, and not financial advice. The script does not tell the user when to enter or exit. It only reports how different definitions of volume describe the current bar.
Deciding whether to trade, how to trade, and which risk parameters to use remains entirely with the user and with their own strategy. Volume EPO provides context and clarity around the concept of volume so that those decisions can be informed by a better understanding of how buying and selling pressure is structured inside each candle.
Note: Even on lower timeframes, every reconstruction of volume remains an approximation, except at the true single tick level. However, the closer the chosen lower timeframe is to a one tick stream, the more accurately it can reflect the underlying order flow and balance between buying and selling pressure.
Regime Filter [BigBeluga]🔵 OVERVIEW
Regime Filter is a dual-factor trend condition tool combining price trend momentum and volume expansion into a single, easy-to-read visual framework. It quantifies recent trend direction and volume shifts, then shows them as:
Two oscillator plots for Trend and Volume regimes
Dynamic candle coloring for trend clarity
A quadrant scatter map in your chart corner for immediate regime recognition.
This filter helps traders quickly detect when a trend is healthy & confirmed by strong volume, or weakening & vulnerable due to low volume.
🔵 CONCEPTS
Trend Oscillator: A loop-based trend value calculated by comparing the current smoothed price (HMA of HLC3) against its own trailing history. Positive values indicate trend-up regimes, negative values signal trend-down phases.
Volume Oscillator: Similar loop logic but on smoothed volume (HMA of Volume) — highlighting whether trading activity is expanding or contracting relative to past bars.
hma = ta.hma(hlc3, 15)
vol = ta.hma(volume, 15)
for i = 0 to len
if hma > hma
trend += 1
else
trend -= 1
for i = 0 to len
if vol > vol
voltrend += 1
else
voltrend -= 1
Regime Map Scatter Plot: A unique 2D quadrant displayed in the bottom-right corner. This shows where the market is sitting:
> Top Right (green): Trend ↑ and Volume ↑ → strong confirmed up trend.
> Top Left (red): Trend ↓ but Volume ↑ → strong sell momentum.
> Bottom Right (blue): Trend ↑ but Volume ↓ → uptrend losing steam.
> Bottom Left (yellow): Trend ↓ and Volume ↓ → weak bearish drift.
Dynamic Candle Coloring: Candles are colored by trend only: green for uptrends, red for downtrends, and orange near reversals.
Threshold Fills: The oscillator region is shaded green above +10 (healthy uptrend) and red below -10 (strong downtrend) for instant confidence.
🔵 FEATURES
Normalized trend and volume values adapt automatically to your lookback length.
Candlestick color overrides highlight current trend state in real-time.
Clear zero-line and fill bands help you gauge strength vs. noise.
Scatter regime dashboard updates live to track when trend and volume align or decouple.
Color gradients show intensification or cooling in both oscillators and the regime map.
🔵 HOW TO USE
Look for sustained positive trend and volume values to confirm strong directional moves.
Watch for the scatter dot in the green square (top right) for high-confidence breakouts.
If the dot drops to bottom right, uptrend may be tiring — possible exit zone.
If the dot jumps top left, bearish drive is reinforced by heavy volume — caution on longs.
Use the orange trend coloring as an early warning that trend pressure may be shifting.
Combine with breakout levels or moving averages for a robust regime filter system.
🔵 CONCLUSION
The Regime Filter distills price trend and volume dynamics into an actionable multi-mode display: oscillators, color-coded candles, and an intuitive scatter map. This all-in-one layout helps traders visually read market regime strength and spot fading trends before they turn — perfect for swing traders, intraday scalpers, and macro trend followers alike.
Delta Volume Bubble [Quant Z-Score + Absorption]Delta Volume Bubble
Overview
The Volume Bubble indicator is a visual tool that highlights significant volume activity on your chart using colorful bubbles positioned at the true VWAP of each bar. It detects unusual volume deltas (buying vs. selling pressure) through statistical Z-scores or fixed thresholds, and optionally flags absorption scenarios where high volume results in minimal price movement—indicating potential trapped traders or smart money accumulation/distribution. Bubbles appear on bars with extreme volume, sized and colored based on intensity, with glow effects and tooltips for quick insights. It's overlay=true for direct chart integration, non-repainting, and ideal for spotting climactic moves, reversals, or continuations in markets like stocks, forex, or crypto on any timeframe.
Why This Mashup? Originality and Usefulness
This indicator merges volume delta analysis, Z-score quantification, and absorption detection into a single, intuitive visual system because standalone volume tools often lack context—raw volume spikes can be misleading without measuring statistical significance or price efficiency. By combining them: Z-scores provide adaptive thresholding to filter noise in varying market conditions (e.g., highlighting top 5% anomalies via 2σ), making it more reliable than fixed-volume alerts that fail in high-vol regimes. Absorption logic adds a "effort vs. result" layer, spotting inefficiencies like high turnover with tiny ranges, which often precede breakouts as pros absorb retail panic. The bubble visualization condenses this data into glanceable elements (size by significance, color by direction, glow for emphasis), reducing chart clutter compared to separate histograms or overlays. This confluence helps traders identify high-probability setups, like volume climaxes at support/resistance, with built-in quant rigor—testing shows it catches 20-30% more relevant events than basic volume oscillators by incorporating volatility-adjusted stats and true VWAP positioning.
How It Works
The indicator processes data in layers: First, it fetches volume delta (close volume minus open volume) from a lower timeframe for precision, alongside real OHLC for accurate range checks. It calculates the absolute delta and applies either adaptive Z-score (deviation from lookback mean/std dev) or fixed absolute thresholds to trigger bubbles—ensuring only statistically rare events are highlighted. For absorption, it compares the candle body to an average body size multiplied by a ratio (e.g., 0.6), flagging when effort (volume) doesn't match result (price move). On triggers, it computes the true VWAP using lower-TF data (weighted average of prices by volume) or falls back to HLC3. Visuals adapt: Bullish deltas get green/mint tones, bearish get red/coral; size scales with Z-score (small/medium/large); colors intensify adaptively; glow halos emphasize (purple for absorption warnings). Tooltips reveal details like delta value, Z-score, dominance %, and absorption alerts. Themes switch between dark (mint-coral) and light (royal-sunset) for readability.
Signals
No explicit buy/sell arrows, but bubbles act as alerts: Bullish (positive delta) suggest buying pressure, often at lows for accumulation; bearish (negative) indicate selling at highs for distribution. Absorption-highlighted bubbles warn of potential reversals, as they show inefficiency. Use for confirmation when clusters appear near key levels.
Inputs & Customization
All inputs are grouped for easy tweaking:
Row 1: Data Settings
Lower TF Granularity (default: 1): Finer resolution for true VWAP.
Anchor TF (empty = current): Higher TF for anchored calculations.
Statistical Lookback (default: 50): Bars for mean/std dev.
Row 2: Quant Logic
Calculation Mode (default: Adaptive (Z-Score)): Switch to fixed for absolute mins.
Z-Score Threshold (σ) (default: 2.0): Sensitivity for adaptive mode.
Fixed Mode: Min Volume (default: 200.0): Threshold for absolute mode.
Row 3: Absorption Logic (Effort vs Result)
Detect Absorption (default: true): Enable inefficiency checks.
Absorption Ratio (default: 0.6): Body must be < ratio * avg body.
Row 4: Visuals
Show Bullish (default: true): Toggle positive delta bubbles.
Show Bearish (default: true): Toggle negative delta bubbles.
Scale Size by Z-Score (default: true): Dynamic sizing.
Adaptive Color Intensity (default: true): Fade based on strength.
Glow Effect (default: true): Halo for emphasis.
Font (default: Default): Monospace option.
Theme (default: Dark Theme (Mint–Coral)): Dark or light presets.
Usage Tips
Spot reversals: Look for absorption bubbles at extremes—buy on bullish absorption at support. Trend confirmation: Clusters of same-direction bubbles signal momentum. Scalping: Use lower TF for intraday pops; disable glow for clean charts. Risk Management: Combine with stops beyond the bubble VWAP; backtest thresholds per asset. Limitations: In low-liquidity markets, Z-scores may over-trigger—increase lookback; not for ranging conditions without filters like ADX.
If you have feedback or suggestions, drop a comment below! Happy trading.
Do not use this indicator in backtest mode, as it will not provide useful results due to its reliance on real-time lower-timeframe data aggregation. TradingView has a bar limit, and since we are processing data from a lower timeframe, historical data will be limited—it's best suited for analyzing the past 24 hours. For optimal accuracy, set the Lower TF Granularity to "1S" (1 second), and use it on chart timeframes of 1 minute or less to capture granular volume delta
Volume Buzz - Real-Time Relative Volume MonitorDon't trade in the dark—know if the market is paying attention.
This indicator displays a simple dashboard on your chart that tells you if the current volume is Higher or Lower than the 20-day average for this specific time of day.
Green Text: High Relative Volume (RVol > 1). Good for spotting breakouts and momentum.
Red Text: Low Relative Volume (RVol < 1). Indicates consolidation or lack of interest.
Includes an optional "Realtime Adjustment" to predict the volume closing value before the bar actually closes.
Penny Stock Golden Cross ScannerPenny Stock Golden Cross Scanner
Scan and track potential breakout opportunities in penny stocks with this Golden Cross Scanner. Designed for traders looking at low-priced, high-volume stocks, this indicator identifies bullish setups using 50, 100, and 200-period moving averages.
Key Features:
✅ Monitors up to 10 user-defined tickers.
✅ Filters penny stocks by maximum price and minimum volume.
✅ Detects proximity to 100 MA and 200 MA for potential golden cross or support/resistance signals.
✅ Assigns signal tiers for each stock (Tier 1 🔥, Tier 2 ⚡, Tier 3 📊) based on price action relative to moving averages.
✅ Customizable scanner table with position options on the chart.
✅ Real-time plotting of 50, 100, and 200 moving averages for context.
✅ Option to display only stocks currently generating signals.
Wyckoff + VSA Ultimate - Complete Market Analysis
**Wyckoff + VSA Ultimate** combines three proven methodologies into one powerful indicator:
🔷 **Wyckoff Method** - Identifies market accumulation and distribution phases
🔷 **Volume Spread Analysis** - Confirms moves with volume and price spread
🔷 **Random Walk Index** - Validates trend strength and direction
**MAIN SIGNALS:**
📊 **Wyckoff Signals** (Green = Bullish, Red = Bearish)
• SC (Selling Climax) - Major buying opportunity
• BC (Buying Climax) - Major selling opportunity
• AR (Automatic Rally) - Confirms accumulation
• DAR (Automatic Reaction) - Confirms distribution
• ST (Secondary Test) - Final test before move
📊 **VSA Patterns**
• Upthrust bars (weakness after rally)
• Reverse upthrust (strength after decline)
• No demand/supply bars
• Stopping volume
• Effort failures
**KEY FEATURES:**
✅ Multiple signal confirmation reduces false signals
✅ Real-time info table shows phase, volume, trends
✅ Dynamic stop loss levels calculated automatically
✅ Accumulation/Distribution boxes on chart
✅ Customizable filters for your trading style
✅ 12 alert conditions for all major signals
**HOW TO USE:**
For Swing Trading (4H/Daily):
1. Enable "Require VSA Confirmation"
2. Wait for SC or BC signals
3. Use displayed stop levels
4. Target next opposite phase
For Day Trading (15m/1H):
1. Enable "Require Trend Confirmation"
2. Trade only trend-aligned signals
3. Increase volume threshold to 1.5
4. Use tighter risk management
**BEST FOR:**
✅ Stocks (high volume)
✅ Forex majors
✅ Crypto (BTC, ETH)
✅ Index futures
**SETTINGS:**
Customize everything:
• RSI & Pivot parameters
• Volume & Spread analysis
• Trend periods (RWI)
• Signal filters
• Visual display options
**ALERTS:**
Pre-configured alerts for:
• All Wyckoff signals
• VSA reversals
• Strong buy/sell combinations
**Credits:** Integrates Wyckoff (faytterro) and VSA (theehoganator) methods.
**Disclaimer:** Educational purposes only. Use proper risk management. Past performance doesn't guarantee future results.
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Pine Script™ v6
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