Combined Cluster & Market StructureI barrowed code from the Mxwll Price Action Suite script as appreciated the structure in which the script defined structure, however I renamed variables and reduced the original script to define only the outer structure. I added volume and CVD clustering to define ranges and initiation market structures and add the ADX to assist with determining trend strength prior to labeling market structure breaks.
Combined Cluster & Market Structure indicator, a powerful and comprehensive tool for technical analysis. This script integrates two core concepts to provide a holistic view of market dynamics:
Z-Score Clustering & Volume Analysis: The indicator calculates Z-scores for both volume and Cumulative Volume Delta (CVD) to categorize market activity into six distinct clusters:
High-Conviction Bullish/Bearish: Signals of strong directional momentum based on high volume and corresponding CVD.
Effort vs. Result: High volume with moderate CVD, suggesting potential indecision or absorption.
Quiet Accumulation/Distribution: Low-volume periods with strong CVD, often preceding major moves.
Low Conviction/Noise: Represents periods of low market participation and weak signals.
These clusters are visually marked on the chart to provide real-time insight into market sentiment.
Market Structure Mapping: The indicator automatically detects and labels significant structural points to help you navigate price action. It identifies:
Higher Highs (HH) and Lower Lows (LL) to show the primary trend direction.
Breaks of Structure (BoS), indicating trend continuation.
Changes of Character (CHoCH), signaling a potential trend reversal.
Additionally, the script features consolidation box detection, which automatically highlights periods of low-conviction market activity, helping you avoid choppy, sideways markets. An integrated ADX filter ensures that structural breaks are only labeled during periods of strong trend strength, reducing false signals.
I want to thank Mxwll Capital for their contribution to the Combined Cluster & Market Structure indicator.
Volume
AVGO Advanced Day Trading Strategy📈 Overview
The AVGO Advanced Day Trading Strategy is a comprehensive, multi-timeframe trading system designed for active day traders seeking consistent performance with robust risk management. Originally optimized for AVGO (Broadcom), this strategy adapts well to other liquid stocks and can be customized for various trading styles.
🎯 Key Features
Multiple Entry Methods
EMA Crossover: Classic trend-following signals using fast (9) and medium (16) EMAs
MACD + RSI Confluence: Momentum-based entries combining MACD crossovers with RSI positioning
Price Momentum: Consecutive price action patterns with EMA and RSI confirmation
Hybrid System: Advanced multi-trigger approach combining all methodologies
Advanced Technical Arsenal
When enabled, the strategy analyzes 8+ additional indicators for confluence:
Volume Price Trend (VPT): Measures volume-weighted price momentum
On-Balance Volume (OBV): Tracks cumulative volume flow
Accumulation/Distribution Line: Identifies institutional money flow
Williams %R: Momentum oscillator for entry timing
Rate of Change Suite: Multi-timeframe momentum analysis (5, 14, 18 periods)
Commodity Channel Index (CCI): Cyclical turning points
Average Directional Index (ADX): Trend strength measurement
Parabolic SAR: Dynamic support/resistance levels
🛡️ Risk Management System
Position Sizing
Risk-based position sizing (default 1% per trade)
Maximum position limits (default 25% of equity)
Daily loss limits with automatic position closure
Multiple Profit Targets
Target 1: 1.5% gain (50% position exit)
Target 2: 2.5% gain (30% position exit)
Target 3: 3.6% gain (20% position exit)
Configurable exit percentages and target levels
Stop Loss Protection
ATR-based or percentage-based stop losses
Optional trailing stops
Dynamic stop adjustment based on market volatility
📊 Technical Specifications
Primary Indicators
EMAs: 9 (Fast), 16 (Medium), 50 (Long)
VWAP: Volume-weighted average price filter
RSI: 6-period momentum oscillator
MACD: 8/13/5 configuration for faster signals
Volume Confirmation
Volume filter requiring 1.6x average volume
19-period volume moving average baseline
Optional volume confirmation bypass
Market Structure Analysis
Bollinger Bands (20-period, 2.0 multiplier)
Squeeze detection for breakout opportunities
Fractal and pivot point analysis
⏰ Trading Hours & Filters
Time Management
Configurable trading hours (default: 9:30 AM - 3:30 PM EST)
Weekend and holiday filtering
Session-based trade management
Market Condition Filters
Trend alignment requirements
VWAP positioning filters
Volatility-based entry conditions
📱 Visual Features
Information Dashboard
Real-time display of:
Current entry method and signals
Bullish/bearish signal counts
RSI and MACD status
Trend direction and strength
Position status and P&L
Volume and time filter status
Chart Visualization
EMA plots with customizable colors
Entry signal markers
Target and stop level lines
Background color coding for trends
Optional Bollinger Bands and SAR display
🔔 Alert System
Entry Alerts
Customizable alerts for long and short entries
Method-specific alert messages
Signal confluence notifications
Advanced Alerts
Strong confluence threshold alerts
Custom alert messages with signal counts
Risk management alerts
⚙️ Customization Options
Strategy Parameters
Enable/disable long or short trades
Adjustable risk parameters
Multiple entry method selection
Advanced indicator on/off toggle
Visual Customization
Color schemes for all indicators
Dashboard position and size options
Show/hide various chart elements
Background color preferences
📋 Default Settings
Initial Capital: $100,000
Commission: 0.1%
Default Position Size: 10% of equity
Risk Per Trade: 1.0%
RSI Length: 6 periods
MACD: 8/13/5 configuration
Stop Loss: 1.1% or ATR-based
🎯 Best Use Cases
Day Trading: Designed for intraday opportunities
Swing Trading: Adaptable for longer-term positions
Momentum Trading: Excellent for trending markets
Risk-Conscious Trading: Built-in risk management protocols
⚠️ Important Notes
Paper Trading Recommended: Test thoroughly before live trading
Market Conditions: Performance varies with market volatility
Customization: Adjust parameters based on your risk tolerance
Educational Purpose: Use as a learning tool and customize for your needs
🏆 Performance Features
Detailed performance metrics
Trade-by-trade analysis capability
Customizable risk/reward ratios
Comprehensive backtesting support
This strategy is for educational purposes. Past performance does not guarantee future results. Always practice proper risk management and consider your financial situation before trading.
Institutional Levels (CNN) - [PhenLabs]📊Institutional Levels (Convolutional Neural Network-inspired)
Version : PineScript™v6
📌Description
The CNN-IL Institutional Levels indicator represents a breakthrough in automated zone detection technology, combining convolutional neural network principles with advanced statistical modeling. This sophisticated tool identifies high-probability institutional trading zones by analyzing pivot patterns, volume dynamics, and price behavior using machine learning algorithms.
The indicator employs a proprietary 9-factor logistic regression model that calculates real-time reaction probabilities for each detected zone. By incorporating CNN-inspired filtering techniques and dynamic zone management, it provides traders with unprecedented accuracy in identifying where institutional money is likely to react to price action.
🚀Points of Innovation
● CNN-Inspired Pivot Analysis - Advanced binning system using convolutional neural network principles for superior pattern recognition
● Real-Time Probability Engine - Live reaction probability calculations using 9-factor logistic regression model
● Dynamic Zone Intelligence - Automatic zone merging using Intersection over Union (IoU) algorithms
● Volume-Weighted Scoring - Time-of-day volume Z-score analysis for enhanced zone strength assessment
● Adaptive Decay System - Intelligent zone lifecycle management based on touch frequency and recency
● Multi-Filter Architecture - Optional gradient, smoothing, and Difference of Gaussians (DoG) convolution filters
🔧Core Components
● Pivot Detection Engine - Advanced pivot identification with configurable left/right bars and ATR-normalized strength calculations
● Neural Network Binning - Price level clustering using CNN-inspired algorithms with ATR-based bin sizing
● Logistic Regression Model - 9-factor probability calculation including distance, width, volume, VWAP deviation, and trend analysis
● Zone Management System - Intelligent creation, merging, and decay algorithms for optimal zone lifecycle control
● Visualization Layer - Dynamic line drawing with opacity-based scoring and optional zone fills
🔥Key Features
● High-Probability Zone Detection - Automatically identifies institutional levels with reaction probabilities above configurable thresholds
● Real-Time Probability Scoring - Live calculation of zone reaction likelihood using advanced statistical modeling
● Session-Aware Analysis - Optional filtering to specific trading sessions for enhanced accuracy during active market hours
● Customizable Parameters - Full control over lookback periods, zone sensitivity, merge thresholds, and probability models
● Performance Optimized - Efficient processing with controlled update frequencies and pivot processing limits
● Non-Repainting Mode - Strict mode available for backtesting accuracy and live trading reliability
🎨Visualization
● Dynamic Zone Lines - Color-coded support and resistance levels with opacity reflecting zone strength and confidence scores
● Probability Labels - Real-time display of reaction probabilities, touch counts, and historical hit rates for active zones
● Zone Fills - Optional semi-transparent zone highlighting for enhanced visual clarity and immediate pattern recognition
● Adaptive Styling - Automatic color and opacity adjustments based on zone scoring and statistical significance
📖Usage Guidelines
● Lookback Bars - Default 500, Range 100-1000, Controls the historical data window for pivot analysis and zone calculation
● Pivot Left/Right - Default 3, Range 1-10, Defines the pivot detection sensitivity and confirmation requirements
● Bin Size ATR units - Default 0.25, Range 0.1-2.0, Controls price level clustering granularity for zone creation
● Base Zone Half-Width ATR units - Default 0.25, Range 0.1-1.0, Sets the minimum zone width in ATR units for institutional level boundaries
● Zone Merge IoU Threshold - Default 0.5, Range 0.1-0.9, Intersection over Union threshold for automatic zone merging algorithms
● Max Active Zones - Default 5, Range 3-20, Maximum number of zones displayed simultaneously to prevent chart clutter
● Probability Threshold for Labels - Default 0.6, Range 0.3-0.9, Minimum reaction probability required for zone label display and alerts
● Distance Weight w1 - Controls influence of price distance from zone center on reaction probability
● Width Weight w2 - Adjusts impact of zone width on probability calculations
● Volume Weight w3 - Modifies volume Z-score influence on zone strength assessment
● VWAP Weight w4 - Controls VWAP deviation impact on institutional level significance
● Touch Count Weight w5 - Adjusts influence of historical zone interactions on probability scoring
● Hit Rate Weight w6 - Controls prior success rate impact on future reaction likelihood predictions
● Wick Penetration Weight w7 - Modifies wick penetration analysis influence on probability calculations
● Trend Weight w8 - Adjusts trend context impact using ADX analysis for directional bias assessment
✅Best Use Cases
● Swing Trading Entries - Enter positions at high-probability institutional zones with 60%+ reaction scores
● Scalping Opportunities - Quick entries and exits around frequently tested institutional levels
● Risk Management - Use zones as dynamic stop-loss and take-profit levels based on institutional behavior
● Market Structure Analysis - Identify key institutional levels that define current market structure and sentiment
● Confluence Trading - Combine with other technical indicators for high-probability trade setups
● Session-Based Strategies - Focus analysis during high-volume sessions for maximum effectiveness
⚠️Limitations
● Historical Pattern Dependency - Algorithm effectiveness relies on historical patterns that may not repeat in changing market conditions
● Computational Intensity - Complex calculations may impact chart performance on lower-end devices or with multiple indicators
● Probability Estimates - Reaction probabilities are statistical estimates and do not guarantee actual market outcomes
● Session Sensitivity - Performance may vary significantly between different market sessions and volatility regimes
● Parameter Sensitivity - Results can be highly dependent on input parameters requiring optimization for different instruments
💡What Makes This Unique
● CNN Architecture - First indicator to apply convolutional neural network principles to institutional-level detection
● Real-Time ML Scoring - Live machine learning probability calculations for each zone interaction
● Advanced Zone Management - Sophisticated algorithms for zone lifecycle management and automatic optimization
● Statistical Rigor - Comprehensive 9-factor logistic regression model with extensive backtesting validation
● Performance Optimization - Efficient processing algorithms designed for real-time trading applications
🔬How It Works
● Multi-timeframe pivot identification - Uses configurable sensitivity parameters for advanced pivot detection
● ATR-normalized strength calculations - Standardizes pivot significance across different volatility regimes
● Volume Z-score integration - Enhanced pivot weighting based on time-of-day volume patterns
● Price level clustering - Neural network binning algorithms with ATR-based sizing for zone creation
● Recency decay applications - Weights recent pivots more heavily than historical data for relevance
● Statistical filtering - Eliminates low-significance price levels and reduces market noise
● Dynamic zone generation - Creates zones from statistically significant pivot clusters with minimum support thresholds
● IoU-based merging algorithms - Combines overlapping zones while maintaining accuracy using Intersection over Union
● Adaptive decay systems - Automatic removal of outdated or low-performing zones for optimal performance
● 9-factor logistic regression - Incorporates distance, width, volume, VWAP, touch history, and trend analysis
● Real-time scoring updates - Zone interaction calculations with configurable threshold filtering
● Optional CNN filters - Gradient detection, smoothing, and Difference of Gaussians processing for enhanced accuracy
💡Note
This indicator represents advanced quantitative analysis and should be used by traders familiar with statistical modeling concepts. The probability scores are mathematical estimates based on historical patterns and should be combined with proper risk management and additional technical analysis for optimal trading decisions.
BOCS Adaptive🚀 BOCS Adaptive - Advanced Dynamic Volatility Breakout Channel System
Enhanced version of AlgoAlpha's Smart Money Breakout Channels with adaptive ATR-based risk management for professional-grade trading signals.
📜 CREDITS & ATTRIBUTION:
This indicator is based on the original "Smart Money Breakout Channels" by AlgoAlpha (). Full credit goes to AlgoAlpha for the innovative breakout channel detection methodology. This enhanced version adds adaptive ATR-based TP/SL functionality and advanced volume analysis features.
🔬 THE BOCS METHODOLOGY EXPLAINED:
What is BOCS?
BOCS (Breakout Channel System) is AlgoAlpha's sophisticated algorithm that identifies high-probability breakout opportunities by analyzing normalized price volatility patterns. Unlike traditional support/resistance methods, BOCS uses mathematical normalization to detect when markets are consolidating before explosive moves.
📊 HOW THE CHANNEL DETECTION WORKS (Original AlgoAlpha Method):
Step 1: Price Normalization
Calculates the highest high and lowest low over a specified period (default 100 bars)
Normalizes current price position within this range: (close - lowest) / (highest - lowest)
This creates a 0-1 scale that works across all markets and timeframes
Step 2: Volatility Analysis
Applies standard deviation to the normalized price over 14 periods
Identifies volatility peaks and troughs using specialized algorithms
Tracks volatility cycles to predict consolidation phases
Step 3: Channel Formation
Detects when volatility crosses from high to low (consolidation begins)
Creates dynamic channels using the highest/lowest points during consolidation
Channels automatically expand/contract based on price action
Minimum 10-bar duration ensures meaningful consolidation patterns
Step 4: Breakout Detection
Strong Closes Mode: Requires >50% of candle body outside channel (reduces false signals from wicks)
Any Touch Mode: Triggers on any price movement outside channel boundaries
Volume confirmation analysis validates breakout strength
🆕 ENHANCED FEATURES (This Version):
⚡ Adaptive ATR Risk Management:
Revolutionary Volatility-Based TP/SL System:
Traditional fixed pip/tick stops don't account for changing market conditions. This enhanced version adds ATR (Average True Range) multipliers to create dynamic TP/SL levels that automatically adjust to current volatility.
ATR Calculation Process:
Select any timeframe for ATR source (1min, 5min, 15min, etc.)
Uses customizable period length (default 14) for smoothing
Calculates: TP Distance = ATR × Multiplier
Updates continuously as market volatility changes
Example Setup:
Chart: 5-minute NQ futures
ATR Source: 1-minute timeframe
Current 1min ATR: 4.36 points
TP1 Multiplier: 2.0 → TP1 = 8.72 points from entry
TP2 Multiplier: 3.5 → TP2 = 15.26 points from entry
SL Multiplier: 1.0 → SL = 4.36 points from entry
📈 ENHANCED VOLUME ANALYSIS SYSTEM:
Three Advanced Volume Modes (Enhanced from Original):
1. Volume Mode:
Displays total volume relative to 20-period moving average
Visual transparency indicates volume strength
Helps identify accumulation/distribution phases
2. Comparison Mode:
Separates up volume (green) vs down volume (red)
Shows buying vs selling pressure within channels
Critical for breakout direction bias
3. Delta Mode:
Calculates net volume delta (up volume - down volume)
Positive delta = buying pressure (above midline)
Negative delta = selling pressure (below midline)
Uses multi-timeframe data for granular analysis
🎯 VOLUME CONFIRMATION ALGORITHM (Enhanced):
Breakout Validation System:
Compares breakout volume to 20-period average
CONFIRMED: Volume >120% of average (strong breakout)
WEAK: Volume 80-120% of average (proceed with caution)
FAILED: Volume <80% of average (likely false breakout)
Volume Gauge Feature (New):
Real-time volume delta visualization
Color-coded pressure indicator (red to green spectrum)
Shows current positioning within high/low volume range
Updates continuously during active channels
📊 COMPREHENSIVE TRADE MONITORING (Enhanced):
Real-Time Analysis Table:
Trade status and direction
Channel formation status
Current ATR value and timeframe
Calculated TP/SL distances with multipliers
Last breakout analysis with volume confirmation
Current vs average volume comparison
Volume strength rating (Very High/High/Normal/Low)
🔔 INTELLIGENT ALERT SYSTEM (Enhanced):
Six Alert Types:
New Channel Formation - Consolidation pattern detected
Bullish Breakout - Upward channel break with entry price
Bearish Breakout - Downward channel break with entry price
Take Profit 1 Hit - First target reached (New)
Take Profit 2 Hit - Second target reached (New)
Stop Loss Hit - Risk management triggered (New)
🎨 VISUAL FEATURES (Enhanced):
Channel Visualization (Original AlgoAlpha Design):
Semi-transparent main channel box
Colored upper/lower zones (red=resistance, green=support)
Dashed center line for reference
Volume bars within channels
Real-time volume gauge (new)
TP/SL Display (New Enhancement):
White entry line with price label
Green TP lines with distance calculations
Red SL line with distance calculation
Customizable line lengths and colors
Shows both price levels AND point distances
⚙️ ADVANCED CUSTOMIZATION (Enhanced):
Original AlgoAlpha Settings:
Nested channels (multiple overlapping) or single channel mode
Strong closes only vs any touch breakouts
Normalization and detection lengths
Volume analysis timeframe selection
New ATR Risk Management Settings:
Independent ATR timeframe selection
Customizable ATR calculation period
Separate multipliers for TP1, TP2, and SL
Toggle TP2 on/off as needed
Enhanced Display Options:
Four table positions with offset controls
Three table sizes (Small/Normal/Large)
Volume text sizing and positioning
Complete color customization
Show/hide individual components
📈 OPTIMAL USE CASES:
Scalping (1-5 minute charts):
Use 1-minute ATR for responsive risk management
Enable strong closes mode for cleaner signals
Monitor volume confirmation closely
Day Trading (5-30 minute charts):
Use 5-minute ATR for balanced approach
Enable nested channels for multiple setups
Focus on volume delta for direction bias
Swing Trading (1-4 hour charts):
Use 15-30 minute ATR for stable levels
Longer detection periods for significant channels
Emphasize volume confirmation for major moves
📊 COMPATIBLE MARKETS:
✅ Forex pairs (EUR/USD, GBP/USD, USD/JPY, etc.)
✅ Stock indices (SPY, QQQ, IWM, DIA)
✅ Futures (ES, NQ, YM, RTY, CL, GC)
✅ Individual stocks (AAPL, TSLA, GOOGL, etc.)
✅ Cryptocurrencies (BTC, ETH, altcoins)
✅ Commodities (Gold, Silver, Oil, etc.)
🙏 ACKNOWLEDGMENTS:
Special thanks to AlgoAlpha for creating the original Smart Money Breakout Channels indicator and sharing it with the TradingView community. Their innovative approach to breakout detection formed the foundation for this enhanced version. Please support the original creator by checking out their other excellent indicators.
⚠️ RISK DISCLAIMER:
This indicator is designed for educational and analytical purposes only. Trading involves substantial risk of loss and is not suitable for all investors. Past performance does not guarantee future results. The BOCS Adaptive system, while sophisticated, should be used as part of a comprehensive trading strategy that includes proper risk management, position sizing, and market analysis. Always conduct your own due diligence and consider consulting with a qualified financial advisor before making trading decisions. No system can guarantee profitable trades, and users should never risk more than they can afford to lose.
VOLUME Full [Titans_Invest]VOLUME Full
Designed for traders who want to take volume analysis to the next level.
This version delivers deeper insight into volume activity, integrating multiple customizable filters to highlight key buying and selling pressure. It's a comprehensive solution for volume-based decision-making.
⯁ WHAT IS THE VOLUME❓
The Volume indicator is a fundamental technical analysis tool that measures the number of shares or contracts traded in a security or market during a given period. It helps traders and investors understand the strength or weakness of a price movement, confirm trends, and predict potential reversals. Volume is typically displayed as a histogram below a price chart, with each bar representing the volume traded during a specific time interval.
⯁ HOW TO USE THE VOLUME❓
The Volume indicator can be used in several ways to enhance trading decisions:
• Trend Confirmation: High volume during a price move confirms the strength of that trend, while low volume can indicate a weak or unsustainable trend.
• Breakouts: A price breakout from a pattern or range accompanied by high volume is more likely to be valid and sustainable.
• Divergence: When the price moves in one direction and volume moves in the opposite direction, it can signal a potential reversal.
• Overbought/Oversold Conditions: Extreme volume levels can sometimes indicate that an asset is overbought or oversold, though this is less straightforward than with oscillators like the RSI.
⯁ ENTRY CONDITIONS
The conditions below are fully flexible and allow for complete customization of the signal.
______________________________________________________
🔹 CONDITIONS TO BUY 📈
______________________________________________________
▪︎ Signal Validity: The signal will remain valid for X bars .
▪︎ Signal Sequence: Configurable as AND or OR .
🔹 volume Positive
🔹 volume Negative
🔹 volume > volume
🔹 volume < volume
🔹 volume > volume_MA
🔹 volume > volume_MA * Trigger Signal (close > open)
🔹 volume > volume_MA * Trigger Signal (Keep State P)
🔹 volume > volume_MA * Trigger Signal (close < open)
🔹 volume > volume_MA * Trigger Signal (Keep State N)
______________________________________________________
______________________________________________________
🔸 CONDITIONS TO SELL 📉
______________________________________________________
▪︎ Signal Validity: The signal will remain valid for X bars .
▪︎ Signal Sequence: Configurable as AND or OR .
🔸 volume Positive
🔸 volume Negative
🔸 volume > volume
🔸 volume < volume
🔸 volume > volume_MA
🔸 volume > volume_MA * Trigger Signal (close > open)
🔸 volume > volume_MA * Trigger Signal (Keep State P)
🔸 volume > volume_MA * Trigger Signal (close < open)
🔸 volume > volume_MA * Trigger Signal (Keep State N)
______________________________________________________
______________________________________________________
🤖 AUTOMATION 🤖
• You can automate the BUY and SELL signals of this indicator.
______________________________________________________
______________________________________________________
⯁ UNIQUE FEATURES
______________________________________________________
Signal Validity: The signal will remain valid for X bars
Signal Sequence: Configurable as AND/OR
Condition Table: BUY/SELL
Condition Labels: BUY/SELL
Plot Labels in the Graph Above: BUY/SELL
Displays Positive & Negative Volume.
Automate and Monitor Signals/Alerts: BUY/SELL
Signal Validity: The signal will remain valid for X bars
Signal Sequence: Configurable as AND/OR
Table of Conditions: BUY/SELL
Conditions Label: BUY/SELL
Plot Labels in the graph above: BUY/SELL
Displays Positive & Negative Volume.
Automate & Monitor Signals/Alerts: BUY/SELL
______________________________________________________
📜 SCRIPT : VOLUME Full
🎴 Art by : @Titans_Invest & @DiFlip
👨💻 Dev by : @Titans_Invest & @DiFlip
🎑 Titans Invest — The Wizards Without Gloves 🧤
✨ Enjoy!
______________________________________________________
o Mission 🗺
• Inspire Traders to manifest Magic in the Market.
o Vision 𐓏
• To elevate collective Energy 𐓷𐓏
Clean Volume BarsAs it says, simple clean volume indicator.
I could find what I wanted so I created this using AI.
Here is the script:
//@version=5
indicator("Clean Volume Bars", shorttitle="Clean Vol", overlay=false)
vma = ta.sma(volume, 20)
col = close>open? color.new(color.green,0) : close
Volume ClusteringThis Volume Clustering script is a powerful tool for analyzing intraday trading dynamics by combining two key metrics: volume Z-Score and Cumulative Volume Delta (CVD). By categorizing market activity into distinct clusters, it helps you identify high-conviction trading opportunities and understand underlying market pressure.
How It Works
The script operates on a simple, yet effective, premise: it classifies each trading bar based on its statistical significance (volume Z-Score) and buying/selling pressure (CVD).
Volume Z-Score
The volume Z-Score measures how far the current bar's volume is from its average, helping to identify periods of unusually high or low volume. This metric is a powerful way to spot when institutional or large players might be entering the market. A high Z-Score suggests a significant event is taking place, regardless of direction.
Cumulative Volume Delta (CVD)
CVD tracks the net buying and selling pressure across different timeframes. The script uses a lower timeframe (e.g., 1-minute) and anchors it to a higher timeframe (e.g., 1-day) to capture intraday pressure. A positive CVD indicates more buying pressure, while a negative CVD suggests more selling pressure.
Cluster Categories
The script analyzes the confluence of these two metrics to assign a cluster to each bar, providing actionable insights. The clusters are color-coded and labeled to make them easy to interpret:
🟢 High Conviction Bullish: Unusually high volume (high Z-Score) combined with significant buying pressure (high CVD). This cluster suggests strong bullish momentum.
🔴 High Conviction Bearish: Unusually high volume (high Z-Score) coupled with significant selling pressure (low CVD). This cluster suggests strong bearish momentum.
🟡 Low Conviction/Noise: Low to moderate volume and mixed buying/selling pressure. This represents periods of indecision or consolidation, where market noise is more prevalent.
🟣 Other Clusters: The script also identifies other combinations, such as high volume with moderate CVD, or low volume with high CVD, which can provide additional context for understanding market dynamics.
Key Features & Customization
The script offers several customizable settings to tailor the analysis to your specific trading style:
Z-Score Lookback Length: Adjust the lookback period for calculating the average volume. A shorter period focuses on recent volume trends, while a longer period provides a broader context.
CVD Anchor & Lower Timeframe: Define the timeframes used for CVD calculation. You can anchor the analysis to a daily or weekly timeframe while using a lower timeframe (e.g., 1-minute) to capture granular intraday pressure.
High/Low Volume Mode: Toggle between "High Volume" mode (which uses 90th and 10th percentiles for clustering) and "Low Volume" mode (which uses 75th and 25th percentiles). This allows you to choose whether to focus on extreme events or more subtle shifts in market sentiment.
VWAP + Range Breakout (Pre-Signal for Manual Entry)WHAT IT DOES
This tool highlights potential breakout opportunities when price sweeps the previous day’s high or low and aligns with VWAP and short-term range levels. It provides both pre-signals (early warnings) and confirmed signals (breakout closed) so traders can prepare before momentum accelerates.
Works on all timeframes and across markets (indices, forex, crypto). Especially useful during active London and New York sessions.
---
KEY FEATURES
Daily sweep logic: previous day high/low as liquidity reference
VWAP with cumulative calculation
Adjustable range breakout levels
Optional SMA trend filter
Session filter (London / NY trading hours)
Pre-Signal markers (early alert before breakout)
Confirmed LONG/SHORT signals after breakout close
Alerts for Pre-Long, Pre-Short, and Confirmed entries
---
HOW TO USE
1. Wait for price to sweep the previous day high/low.
2. Look for alignment with VWAP and the defined range breakout levels.
3. Use trend/session filters for higher accuracy.
4. Combine with your own risk management rules.
---
SETTINGS TIPS
Adjust range lookback for different timeframes (shorter for fast intraday, longer for higher timeframes).
Enable/disable session filters depending on your market.
Use SMA trend filter to stay aligned with higher-timeframe bias.
---
WHO IT’S FOR
Scalpers, intraday, and swing traders who want early signals when liquidity is taken and price is preparing for a breakout.
---
NOTES
For educational purposes only. No financial advice.
This script is open-source; redistribution follows TradingView rules.
Multi-Period VWAP - SHERLOCKThe Multi-Timeframe VWAP Suite is a comprehensive and highly customizable indicator designed for traders who rely on Volume-Weighted Average Price (VWAP) across multiple timeframes and periods. This tool provides a complete suite of VWAP calculations, including daily, weekly, monthly, quarterly, yearly, and custom VWAPs, allowing traders to analyze price action and volume trends with precision. Whether you're a day trader, swing trader, or long-term investor, this indicator offers unparalleled flexibility and depth for your trading strategy.
Multi-Timeframe VWAPs:
Daily, Weekly, Monthly, Quarterly, and Yearly VWAPs: Track VWAP across various timeframes to identify key support and resistance levels.
NY Anchored VWAP and Auto SMAThis NY Anchored VWAP and Auto SMA script is a powerful combination of two of the most popular technical indicators, designed to help you identify the intraday trend and potential shifts in market momentum. It stands out by automatically adjusting to current volatility, providing more adaptive and reliable signals than standard moving averages.
How It Works
This script combines a New York session-anchored VWAP with a dynamic Simple Moving Average (SMA) that automatically adjusts its length based on market volatility.
New York Anchored VWAP: The VWAP (Volume-Weighted Average Price) resets at the beginning of the New York trading session. This allows it to accurately track the average price paid by traders for the day, providing a key benchmark for identifying whether the price is trading at a premium or a discount relative to the volume-driven trend. The color of the VWAP line itself changes to indicate its slope: green for an upward trend and red for a downward trend.
Auto SMA: The script calculates a Simple Moving Average (SMA) but with a twist. It uses the Average True Range (ATR) to measure market volatility. When volatility is high, the SMA's lookback period automatically shortens to make it more responsive to price changes. Conversely, when volatility is low, the lookback period lengthens to smooth out the data and reduce noise. This dynamic adjustment helps the SMA stay relevant in all market conditions.
Key Features
Adaptive Lookback: The Auto SMA dynamically adjusts to market volatility, providing more responsive signals during volatile periods and smoother, more reliable signals during calm periods.
Color-Coded VWAP: The VWAP line changes color to instantly show the direction of the trend, making it easy to see at a glance if the average price is rising or falling.
Automated Alerts: The script provides automated alerts for when the VWAP crosses above or below the Auto SMA, signaling potential bullish or bearish momentum shifts.
Customizable Settings: You can hide the VWAP on daily or higher timeframes and change the source for the VWAP calculation to suit your specific trading style.
This tool is perfect for intraday and swing traders who want a more intelligent and adaptive way to measure trend direction and identify potential trading opportunities.
Turnover & RVOL with MA & VWAP This scrip shows
Turnover for the day
Relative Volume
VWAP
Moving Averages
Special : Just hover the cursor over the historic bars to see the values at that point of time instead of using replay option.
Relative Sector Index Benchmarking by QuantxQuantX Relative Strength helps traders identify whether a stock is outperforming or underperforming NIFTY. It uses a clean histogram with background highlights and a trend line to spot market leaders, laggards, and strength reversals quickly.
FlowSpike ES — BB • RSI • VWAP + AVWAP + News MuteThis indicator is purpose-built for E-mini S&P 500 (ES) futures traders, combining volatility bands, momentum filters, and session-anchored levels into a streamlined tool for intraday execution.
Key Features:
• ES-Tuned Presets
Automatically optimized settings for scalping (1–2m), daytrading (5m), and swing trading (15–60m) timeframes.
• Bollinger Band & RSI Signals
Entry signals trigger only at statistically significant extremes, with RSI filters to reduce false moves.
• VWAP & Anchored VWAPs
Session VWAP plus anchored VWAPs (RTH open, weekly, monthly, and custom) provide high-confidence reference levels used by professional order-flow traders.
• Volatility Filter (ATR in ticks)
Ensures signals are only shown when the ES is moving enough to offer tradable edges.
• News-Time Mute
Suppresses signals around scheduled economic releases (customizable windows in ET), helping traders avoid whipsaw conditions.
• Clean Alerts
Long/short alerts are generated only when all conditions align, with optional bar-close confirmation.
Why It’s Tailored for ES Futures:
• Designed around ES tick size (0.25) and volatility structure.
• Session settings respect RTH hours (09:30–16:00 ET), the period where most liquidity and institutional flows concentrate.
• ATR thresholds and RSI bands are pre-tuned for ES market behavior, reducing the need for manual optimization.
⸻
This is not a generic indicator—it’s a futures-focused tool created to align with the way ES trades day after day. Whether you scalp the open, manage intraday swings, or align to weekly/monthly anchored flows, FlowSpike ES gives you a clear, rules-based signal framework.
tancanxThis indicator works on a single panel, featuring the Gaussian Filter to show price direction, Chandelier Exit-based stop levels, and volume-based strong signals.
One White Soldier & One Black Crow DetectorOne white soldier & one black crow.
Blue and yellow highlights
VWAP + Multi-Timeframe RSI StrategyThis strategy combines VWAP trend direction with confirmation from RSI on a higher timeframe. The idea is to only take trades when both intraday momentum and higher-timeframe trend are aligned, increasing accuracy.
LONG Entry:
Price above VWAP (bullish environment).
RSI on the current timeframe is below overbought (room to rise).
RSI on the higher timeframe (default H1) is above 50 (bullish confirmation).
SHORT Entry:
Price below VWAP (bearish environment).
RSI on the current timeframe is above oversold (room to fall).
RSI on the higher timeframe is below 50 (bearish confirmation).
Exit Rule:
Stop-loss near VWAP.
Take-profit at ~2x risk or when major levels are reached.
Best Timeframes:
Use 15m or 30m chart with H1 RSI for intraday trading.
Use 1H chart with Daily RSI for swing trading.
⚡ The higher-timeframe RSI filter reduces false signals and aligns trades with institutional flow.
VWAP Pullback + RSI ConfirmationThis strategy focuses on trend continuation entries. Instead of betting on reversions, it looks for opportunities when price pulls back to VWAP but the dominant trend remains intact.
Trend Bias:
Price above VWAP = bullish environment → look for BUY pullbacks.
Price below VWAP = bearish environment → look for SELL pullbacks.
Entry Logic:
BUY: Price pulls back near VWAP, RSI stays above oversold (momentum intact).
SELL: Price pulls back near VWAP, RSI stays below overbought (momentum intact).
Exit Rule:
Stop-loss just below/above VWAP.
Take-profit at 1.5–2x risk (default script uses ~2%).
Best Timeframes:
15m–1H → good for intraday trend-following setups.
Daily → captures stronger, longer trends.
⚡ This strategy is powerful in trending markets because VWAP acts as a "magnet" for pullbacks, while RSI prevents overbought/oversold traps.
VWAP + RSI Strategytesting this method, based on RSI combine with Vwap
there is a buy and sell alert, if you like pls comment it, this is a simple method that can surely adapt to any assets,
Golden Cross Master Filter by Carlos ChavezForget noisy Golden/Death Cross signals.
This is the **Golden Cross Master Filter** – built for traders who demand institutional-level confirmation.
✅ Exact EMA cross points with circle markers
✅ ATR / ADX / DI+ / DI- / Volume filters
✅ Gap% detection
✅ Visual OK/X dashboard
✅ Instant BUY/SELL labels & ready-to-use alerts
Cut the noise. Trade only the strongest crosses. 🚀
Golden Cross Master Filter is a professional tool to detect Golden and Death Crosses with institutional-grade filtering.
🚀 Features:
- ✅ ATR / ADX / DI+/DI- / Volume conditions
- ✅ Gap% detection (daily gap between yesterday’s close and today’s open)
- ✅ Visual dashboard with OK/X status
- ✅ Exact circle markers at EMA cross points
- ✅ Ready-to-use BUY/SELL labels when filters are confirmed
- ✅ Built-in alerts for easy automation
This indicator is designed for intraday and swing traders who rely on EMA crosses but want to eliminate false signals.
It works across multiple timeframes (10m, 1h, 4h, Daily) and adapts to different trading styles.
Whether you trade CALLs/PUTs or just want stronger confirmation for Golden/Death Crosses, this filter helps you focus only on high-probability setups.
Futures Playbook: VWAP + OR + Cross-Asset TellsFutures Playbook: VWAP + OR + Cross-Asset Tells (with Trade Messages + Coach Panel)
This all-in-one futures trading toolkit combines Opening Range (OR) levels, VWAP, and cross-asset signals to help traders quickly read intraday structure, manage execution, and filter noise.
Core Features
• Opening Range (OR):
• Customizable OR window with High/Low and Midpoint.
• Automatic shading of the OR zone.
• VWAP & Bands:
• Built-in or session-anchored VWAP.
• Optional standard deviation bands for context.
• Cross-Asset Tells:
• Live reads on US 10Y yield, DXY, Crude, and Gold.
• Regime detection: rates risk, USD strength, energy softness, and real-rate easing.
• Confirmations:
• Volume vs. moving average filter.
• Cumulative delta with smoothing.
• ATR-based chop filter to avoid low-quality trends.
Trade Messages + Coach Panel
• Trade Messages (labels): Automatic on-chart prompts for OR completion, VWAP reclaim/loss, long/short setups, and EU close flows.
• Coach Panel (table): Real-time dashboard with regime context, directional bias, execution notes, risk reminders, and key levels (ORH, ORL, VWAP).
Alerts
• OR breakout (long/short with confirmations).
• VWAP reclaim or loss.
• 10Y yield crossing risk threshold.
Use Case
Designed for futures traders and scalpers who rely on VWAP + OR dynamics and need cross-asset confirmation before committing to trades. Great for structuring entries, managing risk, and filtering market noise throughout the session.
EMA & VWAP Precision Overlay📢WELCOME TO FUTURE YOU!
📈 This isn’t your grandma’s moving average script.
This is pure alpha visualization. We're talking 9, 21, 50, and 200 EMAs. Plus VWAP Session AND Anchored VWAP — all dynamically labeled so you know exactly where price is cooking.
🚀 Features:
Toggle lines like a boss
Label everything (or nothing, if you’re into minimalist flexing)
Anchored VWAP for sniper entries (you pick the start)
Labels shift forward so your candles don’t cry
Built for traders who actually care about levels and not just vibes. Whether you’re scalping dog coins or trend-riding BTC, this thing keeps your chart clean, informative, and slightly intimidating.
I use it. It works. You should probably use it too.
If it gives you psychic powers — you're welcome.
If it doesn't — still looks cool.
Turtle Trading by the Nato FinancialsFor the Turtle-style breakout system (with ATR stop, 20-day breakout, 10-day exit, and filters like ADX/volume), I will share the win rates once testing is done.
Multi-Indicator Panel (RSI, Stoch, MACD, VIX Fix, MFI)A versatile single-pane oscillator panel combining RSI, Stochastic, MACD (scaled to 0–100), Williams VIX Fix (normalized & inverted: low value = high fear), and MFI. Each module is toggleable, with reference levels, background highlights, and ready-made alerts.
Key features
Per-indicator toggles: RSI, Stoch %K/%D, MACD (lines + optional histogram), inverted 0–100 VIX Fix, and MFI.
Standard levels & center line at 50; adjustable overbought/oversold thresholds.
Contextual background coloring (optional) for extreme conditions.
Built-in alerts: RSI/Stoch OB/OS, MACD–Signal cross, VIX Fix “High Fear/Low Fear,” and MFI OB/OS.
Unified scale: MACD mapped around 50 to align with other oscillators; VIX Fix normalized to 0–100.
How to use (quick)
Add the indicator → enable needed modules via “Indicator Toggles.”
Tune periods & levels (e.g., RSI 14, Stoch 14/3, MACD 12-26-9, VIX Fix 22/252, MFI 14).
(Optional) Turn on MACD histogram.
Create alerts from “Add alert on…” using the provided conditions.
Interpretation notes
Inverted VIX Fix: low values ⇒ high fear/volatility (potential bounces); high values ⇒ complacency.
Scaled MACD: lines around 50 ≈ MACD zero; line crosses remain valid despite scaling.
Disclaimer
Analysis tool, not financial advice. Test across timeframes/instruments and pair with risk management.
