Anchored VWAP PercentageINDICATOR: ANCHORED VWAP PERCENTAGE (AVWAP)
1. Overview
The Anchored VWAP Percentage (AVWAP) is a quantitative momentum and mean-reversion tool. It measures the percentage distance between the current price and a Volume Weighted Average Price (VWAP) that resets automatically based on specific time cycles. It allows traders to identify overextended market conditions relative to institutional value.
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2. Core Logic & Calculation
The script tracks the relationship between price and volume starting from a specific Anchor Point .
* Volume-Weighted Foundation: Unlike simple moving averages, this indicator uses the VWAP formula: sum(Volume * Price) / sum(Volume) .
* Automatic Anchoring: The starting point (Anchor) resets automatically depending on the chart timeframe (e.g., resets weekly on a 15m chart, or yearly on a Daily chart).
* Percentage Deviation: It calculates the precise gap between the price and the VWAP, plotted as an oscillator: ((Price - VWAP) / VWAP) * 100 .
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3. Adaptive Intelligence (Multi-Asset & Multi-TF)
The AVWAP is built with an internal database of 85th Percentile (P85) volatility thresholds. It recognizes that different assets have different "stretching" limits:
1. Asset-Specific Calibration: It includes optimized data for Bitcoin, Ethereum, Altcoins, Forex, and Indices .
2. Dynamic Timeframe Mapping: The anchor period and the exhaustion thresholds adjust automatically. For example:
* Intraday (1m-5m): Anchors to an 8-hour (480 min) cycle.
* Mid-Term (15m-60m): Anchors to a Weekly (W) cycle.
* Swing (Daily): Anchors to a Yearly (12M) cycle.
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4. Visual Anatomy
The indicator is designed for high-speed decision-making:
* The Histogram:
* Green: Price is trading above the VWAP (Bullish premium).
* Red: Price is trading below the VWAP (Bearish discount).
* P85 Threshold Lines:
* These lines represent the 85th percentile of historical deviations . Historically, the price stays within these boundaries 85% of the time.
* Background Highlighting: When the histogram crosses the P85 line, the background glows, signaling a Statistical Exhaustion Zone where a retracement to the mean is highly probable.
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5. How to Trade with AVWAP
* Mean Reversion: When the histogram reaches the P85 Zone , the price is "statistically overextended." This is a prime area to look for reversals or to take profits on existing trends.
* Trend Strength: If the histogram stays near the Zero Line while the price moves, the trend is supported by healthy volume.
* Value Area: The Zero Line represents the Fair Value . Buying near the Zero Line during a bullish histogram (Green) offers a high-probability entry with low risk.
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6. Technical Parameters
* Asset Selection: A dropdown to switch between Crypto, Forex, and Indices.
* Color Customization: User-defined colors for bullish and bearish sentiment.
* Precision Control: 4-decimal precision for accurate tracking of thin-margin assets like Forex.
Volume
Stop Loss Hunting Zones This Pine Script indicator identifies and visualizes potential "stop loss hunting zones" on charts. It marks price levels where institutional traders or market makers might trigger retail stop losses before reversing direction, helping traders avoid false breakouts and better time their entries.
Key Features:
Four Types of Detection Zones-
1.Swing Zones (Red/Green): Identifies swing highs and lows using pivot point analysis where stop losses typically cluster above resistance and below support levels.
2.Breakout Zones (Orange): Detects consolidation periods and marks levels where false breakouts might occur, trapping traders who enter too early.
3.Wick Trap Zones (Purple): Highlights candles with disproportionately large wicks relative to body size, indicating potential stop loss raids with quick reversals.
4.Volume Reversal Zones (Blue): Identifies high-volume reversal patterns where price briefly touches a level before sharply reversing, suggesting stop loss absorption.
Customizable Parameters:
Swing Lookback: Period for pivot point detection (5-100 bars)
Swing Threshold: Minimum percentage move to qualify as a swing (0.5-10%)
Volume Threshold: Multiplier for detecting unusual volume (1-5x average)
Wick Ratio: Minimum wick-to-total range ratio for trap detection (0.3-0.9)
ATR Settings: Length and multiplier for zone buffer calculation
Zone Management: Maximum zones per type and minimum distance between zones
Display Options: Toggle individual zone types, heatmap intensity, labels, and transparency
Visual Features:
Heatmap Mode: Colour intensity reflects how often price has tested each zone
Smart Zone Management: Prevents chart cluttering by limiting zones and removing those too close together
Dynamic Labels: Clear zone identification with customizable display
Adjustable Transparency: Control zone visibility (10-90%)
How It Works:
The indicator uses ATR-based buffers to create zones around detected levels. It tracks price history to calculate "intensity" scores for the heatmap feature, helping identify the most significant hunting zones. The algorithm ensures zones are meaningful by enforcing minimum distances and limiting total zones displayed.
Avoid placing stop losses at obvious levels where hunting is likely
Identify potential reversal points for counter-trend trades
Recognize false breakout patterns before they complete
Time entries after stop loss hunts are absorbed
Technical Details:
Maximum 500 boxes, lines, and labels for comprehensive zone tracking
Compatible with all timeframes
Works on any market (stocks, forex, crypto, futures)
Real-time detection as new bars confirm
This indicator is designed for traders who want to understand where institutional players might target retail stop losses and use that information to their advantage. Please boost & follow for more. Happy trading !!
Disclaimer: This indicator is for educational and informational purposes only. It should not be considered financial advice. Always perform your own analysis and risk management before trading.
Liquidation Map [Alpha Extract]A sophisticated liquidity distribution visualization system that identifies potential liquidation zones through pivot-based detection and renders them as an interactive histogram with cumulative distance-to-liquidation curves. Utilizing multi-exchange volume aggregation and ATR-scaled pocket detection, this indicator delivers institutional-grade liquidity mapping with real-time histogram display showing relative concentration of long and short liquidation levels across configurable price ranges. The system's box-based rendering architecture combined with cumulative distribution overlays provides comprehensive visual assessment of asymmetric liquidity positioning for strategic trade planning.
🔶 Advanced Multi-Exchange Aggregation Framework
Implements intelligent ticker detection and multi-source volume aggregation across major exchanges including Binance, Bybit, KuCoin, OKX, and MEXC for accurate liquidity weight calculations. The system automatically identifies base currency (BTC, ETH, SOL) from chart ticker, retrieves volume data from matching perpetual contracts across multiple venues, and aggregates into composite volume metric for enhanced pocket weighting accuracy.
🔶 Pivot-Based Liquidation Pocket Detection
Features sophisticated swing point identification using configurable pivot width with ATR-scaled vertical zone construction for volatility-adaptive pocket sizing. The system detects pivot highs for short liquidation zones (placed above swing) and pivot lows for long liquidation zones (placed below swing), applying 200-period ATR with percentage multipliers to determine pocket heights that adjust to market volatility conditions.
🔶 Interactive Histogram Visualization Engine
Provides real-time box-based histogram rendering in indicator pane with configurable bin counts (up to 400 columns) and adjustable height, displaying liquidity concentration across fixed percentage range above and below current price. The system calculates bin sizes from view range, accumulates pocket weights into price bins, and renders vertical bars with gradient color intensity reflecting relative liquidity concentration at each price level.
🔶 Cumulative Distance Overlay System
Implements innovative cumulative distribution curves showing aggregate liquidity distance from current price for both long (left) and short (right) positions. The system calculates running totals of pocket weights from current price outward in both directions, normalizes against maximum span, and overlays line segments showing how much total liquidity exists at various distances, enabling instant assessment of liquidation cascade potential.
🔶 Dynamic Price Range Adaptation
Features fixed percentage-based view window that maintains consistent price range visualization across all timeframes and instruments, automatically centering histogram on current price with configurable +/- percentage bounds. The system recalculates histogram bins and pocket distributions on each bar close, ensuring visualization adapts to price movement while maintaining interpretable scale regardless of volatility regime.
🔶 Touch Detection and Weight Adjustment
Provides intelligent pocket state tracking that identifies when price trades through liquidation zones and applies configurable weight multipliers to touched pockets for historical context. The system monitors price interaction with pocket midpoints, marks pockets as "hit" when violated, and optionally increases their visual weight (default 5x) to emphasize historical liquidation levels while distinguishing from untouched future zones.
🔶 Gradient Intensity Color System
Implements sophisticated color gradient engine that modulates bar opacity from transparent to opaque based on relative liquidity concentration within each bin. The system normalizes bin values against maximum liquidity, applies color interpolation from faded to vivid hues, and distinguishes long liquidation zones (cyan) from short liquidation zones (yellow/gold) with current price column highlighted in red for instant orientation.
🔶 Performance-Optimized Rendering Architecture
Utilizes efficient box and line object management with dynamic allocation based on histogram configuration, implementing intelligent cleanup and reuse to maintain smooth performance. The system includes adaptive line budget calculations that adjust segment density for cumulative curves based on available object limits, ensuring consistent operation even with maximum histogram resolution settings.
🔶 Asymmetric Distribution Analysis
Calculates separate cumulative distributions for long and short liquidation zones split at current price, enabling identification of imbalanced liquidity positioning. The system normalizes distributions against respective maximums and overlays both curves on single histogram, allowing traders to instantly assess whether more liquidation risk exists above (shorts vulnerable) or below (longs vulnerable) current price levels.
🔶 Configurable Label and Scale System
Provides price axis labeling with adjustable frequency to reduce clutter while maintaining reference points, displaying price values at regular column intervals with configurable offset positioning. The system includes current price label showing exact value and percentile position within view range, offering both absolute price reference and relative positioning context for distribution interpretation.
🔶 Historical Pocket Persistence Framework
Maintains rolling window of liquidation pockets up to 3000 bars with automatic expiration management and optional preservation of touched zones for historical analysis. The system tracks pocket creation time, monitors age against lookback limits, and manages array cleanup to prevent memory overflow while retaining relevant historical liquidation levels for pattern recognition and support/resistance validation.
This indicator delivers sophisticated liquidity distribution analysis through histogram visualization and cumulative distance curves that reveal asymmetric positioning of potential liquidation levels. Unlike simple liquidation heatmaps that show absolute levels, the Liquidation Map's cumulative distribution overlays instantly communicate how much total liquidity exists at various distances from current price, enabling assessment of cascade potential. The system's multi-exchange volume aggregation, touch-weighted historical zones, and fixed-range visualization make it essential for traders seeking strategic positioning around institutional liquidity clusters in cryptocurrency futures markets. The histogram format enables instant identification of price levels where concentrated liquidations may trigger significant volatility or reversal events, while the asymmetric distribution curves reveal whether market structure favors upside or downside cascades.
Rolling Volume Structure: HVN & SentimentTitle:
Rolling Volume Structure: HVN & Sentiment
Description:
This indicator visualizes the distribution of volume over price levels for a user-defined rolling period. It is designed to identify structural market nodes (HVN/LVN) and correlate them with Pivot Points to filter out market noise.
NOTE: This script utilizes a mathematical array binning algorithm to calculate the profile efficiently on the chart timeframe, avoiding the runtime timeouts often associated with standard iterative volume profiles.
How it works (Technical Methodology)
Binning Algorithm: The script calculates the price range (Highest High - Lowest Low) of the lookback period and divides it into a fixed number of vertical bins defined by the Resolution input.
Volume Allocation: It iterates through historical bars once. The volume of each bar is assigned to the corresponding price bin based on the bar's closing price.
Sentiment Approximation: Since tick-level Bid/Ask data is not available for historical bars in standard Pine Script strategies, this indicator estimates directional volume based on candle polarity:
If Close > Open: Volume is categorized as "Up Volume" (Buying Sentiment).
If Close < Open: Volume is categorized as "Down Volume" (Selling Sentiment).
Disclaimer: This is a standard approximation for structural analysis and does not represent true tick-data delta.
Why this Combination? (Originality & Synergy)
This script addresses the problem of validating structural levels. Traders often use Pivots and Volume Profiles separately. This script combines them programmatically to provide context:
Pivot Confluence: A Pivot Point is only plotted if it aligns with significant volume structure.
HVN Validation: A pivot occurring within a High Volume Node (HVN) suggests a high-liquidity reversal zone, whereas a pivot in a Low Volume Node (LVN) may indicate a liquidity void or a "weak" high/low.
The Dashboard summarizes these metrics (Position relative to Value Area, Net Sentiment, and Trend), removing the need for multiple separate indicators.
Educational Use for Beginners
If you are new to Volume Profile, think of the market structure in these simple terms:
Value Area (VA): This is the "Fair Price" zone where 70% of trading happened. If price is inside here, the market is balanced. If price breaks out, it may be starting a trend.
HVN (High Volume Nodes - Colored Boxes): Think of these as "Traffic Jams". Price often slows down, bounces, or gets stuck here because there are many orders. They act as Support or Resistance.
LVN (Low Volume Nodes - Gray Strips): Think of these as "Empty Highways". Because there is little volume here, price tends to move through these zones very quickly to get to the next HVN.
Features
HVN (High Volume Nodes): Colored boxes highlighting areas of high accumulation.
LVN (Low Volume Nodes): Gray strips highlighting gaps or acceleration zones.
Value Area (VA): Displays the VAH, VAL, and PoC (Point of Control).
Volume-Filtered Pivots: Plots pivots only when supported by the profile structure.
Sentiment Coloring: The profile bins are colored based on the net bullish/bearish candle volume.
Settings
Rolling Period: The lookback window size (default 150 bars).
Resolution: Precision of the profile bins (higher = more detail, lower = smoother).
HVN Thresholds: Percentage of PoC volume required to identify a node.
Global Text Size: Adjusts labels and dashboard for 4K or standard screens.
Credits: The core binning logic is adapted from generic open-source array management concepts for custom volume profiles.
deKoder | Whale Prints [WP]deKoder | Whale Prints | Large Trade Orderflow Detection
This open-source indicator is a clean, precision tool for revealing hidden large-volume activity directly on your chart. By scanning ultra-low timeframes while you view higher ones, it projects statistically significant volume spikes as intuitive markers giving you a clear window into institutional orderflow without visually overwhelming the price action.
Key Features & Strengths
True Intra-Bar Detection | Monitors lower timeframes down to 1-second bars, catching aggressive block trades and absorption that occur within a single higher-TF candle.
Accurate Trade Levels | Markers are placed at the actual hl2 price of the aggressive lower-TF bar, providing a far more accurate estimate of where the large trade executed than typical mid-candle approximations.
Multiple Trades Per Bar | If several significant volume spikes occur inside one higher-TF candle, all qualifying levels are displayed individually – offering greater granularity and context.
Adaptive Thresholding | Uses higher-TF volume standard deviation (stable baseline) intelligently scaled to the lower timeframe, reducing noise in quiet markets while remaining sensitive to genuine outliers.
Clean Visual Hierarchy | Three tiers (Small 🞉 / Medium ⏣ / Large 🞊) with dynamic symbol size, line thickness, transparency, and user-definable bullish/bearish coloring based on LTF candle direction.
How to Use It as an Orderflow Tool
Large volume spikes often mark the footprints of institutional players. This indicator helps you read those footprints in real time.
Small (🞉) | Moderate excess volume: early interest, probing, or building positions.
Medium (⏣) | Strong spike: increasing conviction, potential momentum shift.
Large (🞊) | Extreme outlier: frequently climactic volume signalling exhaustion or major absorption.
Why Price Often Reverses at These Levels
Large players frequently place limit orders in areas rich with liquidity – commonly just beyond recent highs/lows where retail stop-losses cluster. When price sweeps those zones:
Stop hunts trigger a cascade of forced exits, creating liquidity for larger participants to fill their limit orders.
Breakout traders who entered on the move are trapped offside and become forced buyers/sellers when price reverses.
Institutions use this liquidity to execute large orders at favorable prices with minimal immediate market impact.
The result is aggressive volume at the extreme, followed by reversal as smart money finishes filling and price returns toward fair value. Clusters of medium/large markers at swing points are classic signs of this dynamic.
Practical Analysis Tips
Reversals/Absorption | Clusters of large markers at swing highs/lows (especially opposing-color spikes) signal potential turns – buyers or sellers stepping in aggressively.
Level Defense | Trades piling up at key support/resistance suggest institutions protecting or building positions.
Trapped Traders | Large spikes beyond range pivots followed by reversal back into the range often highlight trapped breakout traders who add fuel to a move when they are forced to liquidate their positions.
Use Offset (-3 to +3) to shift markers away from current price for clearer viewing.
Pro tip: Zoom into the lower TF occasionally to see how these projected levels align exactly with aggressive candles.
Recommended Pairings
This is designed as a pure orderflow overlay to be layered with your existing setup:
Support & Resistance (horizontals, pivots, Volume Profile POC/VAH/VAL)
Market Structure tools (swing points, order blocks, fair value gaps)
Trend filters (EMAs, SuperTrend, higher-TF bias)
Momentum oscillators for timing confluence
Best Suited For
Scalping & day trading (1–15 min charts with 5–30S lower TF)
Swing trading entries (1H–4H charts with 1–5 min lower TF)
High-liquidity markets: crypto perpetuals, forex majors, volatile stocks
Add this indicator to start seeing the hidden aggression driving price and expose the hidden edges beyond the noise.
☠ FR33FA11 | deKoder ☠
Released January 2025 | Open Source
Apex ICT Delivery & Session Flow ProDescription
The Apex ICT Delivery & Session Flow Pro is a high-precision technical analysis indicator designed for inner-circle traders who prioritize a clean, institutional-grade chart. This script specializes in identifying real-time liquidity levels and displacement zones while utilizing an automated "Cleanup Engine" to ensure that only the most relevant, unmitigated data remains visible.
Core Functionalities
Multi-Timeframe Displacement Engine: The script scans across multiple timeframes (1m, 5m, 15m, 1H) to identify Fair Value Gaps (FVG) created by high-displacement price action. It automatically plots the FVG boxes and the 50% Consequent Encroachment (CE) line for precise entry and target mapping.
Dynamic Session Liquidity: Automatically identifies and tracks the Highs and Lows of the Asia, London, and New York sessions. These levels are explicitly labeled and extended to act as magnet levels for price or points of liquidity reversal.
CISD (Change in State of Delivery): Visualizes shifts in order flow by marking the opening prices of the last opposite candle when price action confirms a change in delivery state. This provides immediate visual feedback on market sentiment shifts.
NY-Specific VWAP: Features a strict New York Session VWAP that resets daily at the NY open (08:00). This serves as the "Mean" for the session, helping traders identify premium and discount zones specifically within the high-volume New York hours.
The "Clean Chart" Cleanup Engine: Unlike standard indicators that clutter the screen with historical data, this script features an intelligent removal system:
FVGs & Order Blocks: Automatically deleted once price trades through them or if they move too far from current price (Proximity Filter).
Broken Session Levels: Highs and Lows are instantly removed once they are breached by price.
Temporal Decay: CISD markers are automatically cleared after 20 candles to keep the focus on immediate delivery.
CCI Stoch Chikou + Rolling CVD
Signal Tool Using CCI, Stochastics, Lagging Span, and Delta Threshold
CCI, Stochastics, Lagging Span, Delta Threshold Signal Tool
Do not use this tool alone. Confirm support from rising moving averages and pivots (such as the midline) before entering.
For buys, the entry timing is when it dips below 20 and then crosses above the 20 line, but it might be okay if supported by moving averages or similar.
We recommend not changing the Lagging Span to 25.
The default settings exclude the Delta Threshold (%) setting, but check the box if you want to filter.
Ratio (% Value):
If this value exceeds +10%, it means that out of the last 20 trades, 10% net were “buy” trades.
Conversely, -10% indicates “sell” trades are overwhelmingly dominant. When this value is strong, breakouts tend to succeed more easily. Not that I'm taking responsibility for it, though.
Good luck.
Wyckoff v1.3: Effort vs ResultThis script helps a trader know the actions of smart money - clearly differentiating between valid and in-valid price moves. It is a not script that'll give you buy/sell signals, but in a very Wyckoff way give you the essentials of tape reading of the current chart.
Code Algo: From current candle to previous N candles (N is variable), it calculates a parameter called R = (high-low)/volume; for each candle, hence forming a distribution of R's. Hence, parameter R takes into account the price-volume relationship together, combined which is paramount for Wyckoff reading. Then it calculates mean (M) and standard deviation (sigma) of all those R's. Hence, M denotes the regular price movements expected from a given volume, which will also be a 'valid' move. Then we calculate ranges M-x*sigma and M+x*sigma (where x is a constant) for 3 values of x: 0.5, 1.5 and 2.2. These ranges give us deviations from M, split into 3 different levels. 1st range (E1) is closer to M, 2nd range (E2) is slightly more deviated from M, 3rd range (E3) includes large deviations and 4th range (E4) gives us largest deviations (highest Wyckoff invalidation). Henceforth, we can assess the current candles R value and check which range does it fall into. This gives us the validation degree of this current candle's move in perspective of how the market behaved previously. We assign symbol '+' for this current candle if R>M (hence showing exhaustion) or '-' if R
GCM Price Volume Trend with BB [Dual Signal]Title:
GCM Price Volume Trend with BB
Description:
This script presents an advanced variation of the Price Volume Trend (PVT) indicator, enhanced with a Dual-Signal system and Bollinger Bands to provide a complete volume-momentum analysis tool.
The Concept:
Standard PVT can often produce jagged, noisy signals that make trend identification difficult. To solve this, this script integrates three distinct technical concepts into a single "Volume Dashboard":
Trend Baseline (Signal 1 - SMA): A standard Simple Moving Average (Length 21) acts as the slow-moving baseline to filter out minor volume noise.
Volume-Weighted Trigger (Signal 2 - VWMA): We utilize a Volume Weighted Moving Average (VWMA) (Length 9) as the fast signal. Applying a Volume-Weighted average on top of a Volume indicator (PVT) provides a double-confirmation of volume momentum, making the signal highly sensitive to significant volume spikes while ignoring low-volume drift.
Volatility Context (Bollinger Bands): Standard Bollinger Bands are calculated on the PVT data itself. This allows traders to identify when the volume trend is statistically overextended (touching Upper Band) or oversold (touching Lower Band), which often precedes a price reversal.
Key Features
Dynamic Trend Coloring: The PVT line changes color (Bright Green/Red) based on its immediate slope (Rising vs. Falling), offering instant visual feedback on momentum.
Dual Ribbon System:
Ribbon 1: Fills the space between PVT and the Baseline (SMA) to show the macro trend.
Ribbon 2: Fills the space between PVT and the Fast Trigger (VWMA). By default, this ribbon changes color based on the slope of the PVT, highlighting the strength of the move.
Volatility Bands: A background fill between the Bollinger Bands helps visualize the "normal" operating range of the volume trend.
How to Use
Trend Confirmation: Look for the PVT line to be above the SMA (Signal 1) and the Ribbon to be Green.
Entry Signals: A crossover of the PVT above the VWMA (Signal 2) suggests an immediate influx of buying volume.
Exhaustion: If the PVT line touches or exceeds the Upper Bollinger Band, the volume trend may be overheated, suggesting a potential pause or reversal in price.
Settings
Signal 1: Defaults to SMA (21) for the baseline.
Signal 2: Defaults to VWMA (9) for the fast trigger.
Bollinger Bands: Enabled by default (2.0 Deviation, 20 Length).
Visuals: Fully customizable transparency, colors, and line types.
Weekly Levels: High/Low/Mid/POCThis is a simple indicator that plots each week (up to 4 weeks) with the high,low, mid point and a customizable POC. Weeks can be toggled on and off and it has a developing level for the current week.
I find these levels valuable in day trading and thought automating them would be ideal.
Apex ICT: Proximity & Delivery FlowThis indicator is a specialized ICT execution tool that automates the identification of Order Blocks, Fair Value Gaps, and Changes in State of Delivery (CISD). Unlike standard indicators that clutter the screen, this script uses a Proximity Logic Engine to ensure you only see tradeable levels. It automatically purges old data (50-candle CISD limit) and deletes mitigated zones the moment they are breached, leaving you with a clean, institutional-grade chart.
Daily Volume Event This tool is ideal for traders who want to monitor hundreds of symbols simultaneously for volume shocks. This indicator was developed exclusively by the AI Gemini to precisely identify extraordinary trading volumes. The focus lies on detecting "news events" by comparing the current daily volume with the average of the past five days. Thanks to percentage-based normalization, a single alert value can be used universally across an entire watchlist. he script utilizes multi-timeframe analysis to display the daily volume ratio directly on intraday charts such as the 15-minute timeframe. It eliminates the noise of ordinary market movements and isolates significant institutional activity through customizable thresholds. Users can set alerts to be notified immediately when a stock exceeds its typical volume by 30% or more. The clean visual representation as a histogram allows for quick identification of outliers without manual calculation.
Volume Weighted CandlesVWC Key features:
Volume Scaling: Each candle's body size is multiplied by the volume ratio (current volume vs. average volume)
Maintains Price Accuracy: The candles stay centered around the true midpoint between open and close
Visual Volume Feedback: High-volume candles appear larger, low-volume candles appear smaller
Adjustable Parameters:
Volume Lookback Period (default 20): How many bars to use for calculating average volume
Scale Factor (default 1.0): Adjusts how dramatically volume affects candle size
Show Original Candles: Toggle to see the original candles in the background for comparison
Visual Cues:
Green/red candles for bullish/bearish moves
Background highlighting when volume is exceptionally high (>1.5x avg) or low (<0.5x avg)
Wicks remain at actual high/low prices for accuracy
The indicator helps you quickly identify which price movements had significant volume behind them, making it easier to spot strong momentum moves versus low-conviction price action.
MTF Volume Weighted Average PriceSame Orignal VWAP
Now you can set it to any Time Frame, and see it on that Time Frame While on your current Time Frame.
Apex ICT: Proximity & Delivery FlowSimple Description: This indicator is a specialized ICT execution tool that automates the identification of Order Blocks, Fair Value Gaps, and Changes in State of Delivery (CISD). Unlike standard indicators that clutter the screen, this script uses a Proximity Logic Engine to ensure you only see tradeable levels. It automatically purges old data (50-candle CISD limit) and deletes mitigated zones the moment they are breached, leaving you with a clean, institutional-grade chart.
Volume-Confirmed Trend Thrust IndicatorOVERVIEW
This indicator combines trend strength, momentum & volume analysis to generate high-conviction buy and sell signals. It is based on the "Volume Confirmation for a Trend System" (VCTS) by Buff Pelz Dormeier (TASC August 2024), which I have taken the liberty of 'buffing up' (heh!) by swapping out original VPCI component with the ATR-aware Net Accumulation Flow (NAF) indicator derived from Markos Katsanos' VPN indicator (TASC April 2021).
The result is a system that only triggers buy signals when three independent conditions align:
• A strong trend exists (ADX)
• Momentum is bullish (TTI)
• Institutional accumulation is detected (NAF)
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COMPONENTS
█ ADX (Average Directional Index)
Measures trend strength regardless of direction. A reading above 30 indicates a strong trend worth trading. This filter prevents signals during choppy, sideways markets.
█ TTI (Trend Thrust Indicator)
Dormeier's volume-weighted MACD variant that provides momentum direction. Unlike standard MACD, TTI uses Volume-Weighted Moving Averages (VWMA) and applies a volume multiplier that amplifies signals when volume confirms price movement. When TTI crosses above its signal line, momentum is considered bullish.
█ NAF (Net Accumulation Flow)
The key enhancement - in my humble opinion - over the original VCTS. NAF classifies each bar's volume as:
• Accumulation: Price moved UP more than 10% of ATR
• Distribution: Price moved DOWN more than 10% of ATR
• Neutral: Price movement too small to be meaningful (filtered as noise)
NAF then calculates the net flow (Accumulation Volume - Distribution Volume) over a 30-bar lookback period, normalized and smoothed. This provides a cleaner read on whether institutions are accumulating or distributing.
Perceived benefits of NAF:
• ATR-based noise filtering eliminates false readings from small price movements
• Rolling 30-bar accumulation captures sustained institutional activity
• Empirically calibrated thresholds based on 717 stocks / 360,000 observations
• 3-period EMA smoothing reduces whipsaws
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SIGNAL LOGIC
🟢 BUY SIGNAL
All three conditions must be true simultaneously:
1. ADX > 30 (strong trend)
2. TTI > Signal Line (bullish momentum)
3. NAF > 16 (accumulation)
Signals fire on the first bar where all conditions align, preventing repeated signals during sustained bullish periods.
🔴 SELL SIGNAL
Exit when volume flow turns negative:
• NAF < -9 (below neutral zone, indicating distribution).
This indicator retains Dormeier's asymmetric approach (strict entry, quick exit) to help protect profits when institutional support fades.
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NAF THRESHOLD REFERENCE
Based on proprietary empirical calibration (717 stocks, 360K observations):
>= +35 │ Strong Accumulation (P95, ~5% of days)
>= +28 │ Solid Accumulation (P90, ~10% of days)
>= +16 │ Moderate Accumulation (P75) ← Default Buy Threshold
-9 to +16 │ Neutral Zone (~50% of days)
<= -9 │ Below Neutral ← Default Sell Threshold
<= -22 │ Solid Distribution (P10)
<= -29 │ Strong Distribution (P5)
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SETTINGS
Setting for all 3 variables (ADX, TTI & NAF), alerts and visual conditional formatting are configurable.
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USAGE TIPS
1. Works best on daily timeframe for swing trading
2. More effective on liquid stocks where volume data is meaningful
3. Consider using NAF threshold of 28 (P90) for higher conviction entries
5. Combine with price action analysis (support/resistance, RS, chart patterns)
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MAXIMUM RESPECT:
• VCTS (ADX + TTI + VPCI): Buff Pelz Dormeier, "Volume Confirmation For A Trend System", Technical Analysis of Stocks & Commodities (TASC), August 2024. Pine Script adaptation: PineCoders.
• VPN / NAF: Markos Katsanos, Technical Analysis of Stocks & Commodities (TASC), April 2021. Pine Script adaptation: LevelUp/John Muchow.
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DISCLAIMER
This indicator is for educational and informational purposes only. It does not constitute financial advice. Past performance is not indicative of future results. Always conduct your own analysis and consider your risk tolerance before making trading decisions. Use appropriate position sizing and stop-loss orders to manage risk.
PVSRA High Volume Lines MTF - DailyThis indicator identifies Daily candles with significant volume activity based on the traditional PVSRA calculation.
When a high-volume Daily candle is detected, the indicator plots support and resistance levels at the high and low of that specific candle.
These Daily-based levels are then projected onto lower timeframes, allowing traders to visualize higher-timeframe support and resistance zones directly on intraday charts.
The indicator focuses only on days with elevated volume, rather than plotting levels for every Daily candle.
Renko Candle X 🔷 Renko Candle X (Close-Based) — Pure Confirmation Renko
Renko Candle X (Close-Based) is a precision-focused Renko indicator designed to eliminate noise, false signals, and premature brick formation. Unlike traditional or wick-based Renko calculations, this indicator builds Renko bricks strictly on candle close price only.
If price touches a Renko level with a wick but does not close beyond it, no brick is formed. This ensures maximum confirmation and disciplined trend structure.
🔹 Key Features
✔ Close-Only Brick Formation
Renko bricks are generated only when the candle closes beyond the defined brick size.
High–low wicks are completely ignored, preventing false or early brick creation.
✔ Fixed Brick Size (Point-Based)
Users define a fixed brick size in points.
Each Renko brick represents a fully confirmed price move, not temporary volatility.
✔ Manual Start Price Control
Renko calculation begins from a user-defined start price, ensuring consistent and repeatable Renko structure across sessions and chart reloads.
✔ Multi-Brick Continuation
When price closes with a move larger than one brick, the indicator can generate multiple Renko bricks within a single candle, replicating true Renko behavior.
✔ 2-Brick Reversal Rule
Trend reversals are confirmed only when price closes at least two bricks in the opposite direction.
This professional-grade rule filters noise and avoids frequent false reversals.
✔ Strict Color Lock System
Brick color changes only after a valid close-based Renko condition is completed.
No flickering, no mid-bar repainting, and no color change from wick movement.
✔ Clean Renko-Style Candles
Candles are plotted using Renko body logic only, without unnecessary wicks, providing a clear and uncluttered trend view.
🔹 Brick Color Logic
🟢 Green Brick — Confirmed Uptrend
🔴 Red Brick — Confirmed Downtrend
Colors change only after full close confirmation.
🔹 Ideal Use Cases
• Rule-based trading systems
• High-confirmation scalping
• Intraday trend following
• Breakout and momentum strategies
• Strategy development without repaint risk
🔹 Important Note
This indicator operates on standard time-based charts, but visually and logically behaves like a true close-based Renko chart.
There is no repainting, no wick-based triggering, and no premature brick formation.
Renko Candle X (Close-Based) delivers disciplined Renko structure, strong trend confirmation, and a noise-free trading environment — built for traders who value precision over speed.
Sentinel CBPV StrategySentinel CBPV – Overshoot Reversion Strategy (50% Candle Rule)
Sentinel CBPV Excess Reversion is a mechanical trading system for taking advantage of price overextension and rapid mean reversion.
The methodology looks for areas where, with respect to recent market action and volume, candle body strength is at an extreme. Those are the extremes, indicating aggressive participation and near-term exhaustion that usually results in a partial price retreat.
SentinelSentinel – Candle Body Percent Volume (CBPV)
Stop trading blind. Start trading pressure.
Sentinel CBPV is a high-frequency momentum and exhaustion indicator that provides an awareness of underlying market imbalances the majority of traders hardly consider.
Where as traditional indicators lag and smooth price and hellity follow often decades behind, Sentinel goes to the source:
body of the candle increased by volume, and was filtered through time.
The output is a fantastic, smoothed histogram that immediately lets you see when trades are stretched unchecked to one side or the other too far.
Why Sentinel Stands Out
volume weighted Power recognition – big candles lack of volume doesn't mean anything
Automatic BUY and SELL zones serve as half auto-optimized zones which adjusts to
Macro Model V2.3 (Enhanced Visual)This strategy is a high-selectivity, macro-aligned execution model designed for traders who prioritize quality over frequency.
The system operates on the 1-minute timeframe while enforcing strict higher-timeframe directional alignment. Trades are only taken when multiple layers of confirmation are present, which intentionally results in fewer but higher-quality setups.
RVOL Intraday TruthShows a snapshot table of key intraday and daily metrics on the chart
Relative Volume (RVOL).
Uses today’s accumulated daily volume
Compared against the average volume of previous completed trading days
Replay-safe: RVOL updates dynamically as Replay progresses on any timeframe
Works consistently on 3m, 5m, 15m, 1D, etc. (same RVOL at the same moment)
Displays Day_Ret → return from yesterday’s close
Displays %_Ret_From_Open → return from today’s open
Shows Vol × Close (Cr) → current candle turnover in Crores
Designed for intraday analysis, back testing, and live trading
