Volumetric Tensegrity🧮 Volumetric Tensegrity unifies two of the Leading Indicator suite's critical engines — ZVOL ( volume anomaly detection ) and OBVX ( directional conviction ). Originally designed as a structural economizer for traders navigating strict indicator limits (e.g. < 10 slots per chart), it was forced to evolve beyond that constraint simply to fulfill it, albeit with a difference. The fatal flaw of traditional fusion, where two metrics are blended mathematically, is that they lose scale integrity (i.e. meaning). VTense encodes optical tensegrity to scale the amplitude of the ZVOL histogram and the slope of the OBVX spread independently, so that expansion and direction may coexist without either dominating the frame.
🧬 Tensegrity , by definition, is an intelligent design principle where elements in compression are suspended within a network of continuous tension, forming a stable, self-supporting structure . Originally conceived in esoteric biomorphology (c.f. Da Vinci, Snelson, Casteneda), tensegrity balances force through opposition, not rigidity. Applied to financial markets, Volumetric Tensegrity captures this same principle: price compresses, volume expands, conviction builds or fades — yet structure holds through the interplay. The result is not a prediction engine, but a pressure field — one that visualizes where structure might bend, break, or rebound based on how volume breathes.
🗜️ Rather than layering multiple indicators and consuming precious chart space, VTense frees up room for complementary overlays like momentum mapping, liquidity tiers, or volatility phase detection — making it ideal for modular traders operating in tight technical real estate.
🧠 Core Logic - VTense separates and preserves two essential structural forces:
• ZVOL Histogram : A Z-score-based expansion map that measures current volume deviation from its historical average. It reveals buildup zones, dormant stretches, and breakout pressure — regardless of price behavior.
• OBVX Spread : A directional conviction curve that tracks the difference between On-Balance Volume and its volume-weighted fast trend. It shows whether the crowd is leaning in (accumulation/distribution) or backing off.
🔊 ZVOL controls the amplitude of the histogram, while OBVX controls the curvature and slope of the spread. Without sacrificing breathing behavior or analytical depth, VTense provides a compact yet dynamic lens to track both expansion pressure and directional bias within a single footprint.
🌊 Volumetric Tensegrity forecasts breakout readiness, trend fatigue, and compression zones by measuring the volatility within volume . Unlike traditional tools that track volatility of price, this indicator reveals when effort becomes unstable — signaling inflection points before price reacts. Designed to decode rhythm shifts at the volume level, it operates as a pre-ignition scanner that thrives on low-timeframe charts (15m and under) while scaling effectively to 1H for validation.
🪖 From Generals to Scouts
👀 When used jointly, ZVOL + OBVX act as the general : deep-field analysts confirming stress, commitment, or exhaustion. VTense , by contrast, functions as a scout — capturing subtle buildup and alignment before structure fully reveals itself. The indicator aims to be a literal vanguard, establishing a position that can be confirmed or flexibly abandoned when the higher authority arrives to evaluate.
🥂 Use the ZVOL + OBVX pair when :
• You need independent axis control and manual dissection
• You’re building long-form confluence setups
• You have more indicator slots than you need
🔎 Use VTense when :
• You need compact clarity across multiple instruments
• You’re prioritizing confluence _detection_ over granular separation
• You’re building efficient multi-layered systems under slot constraints
🏗️ Structural Behavior and Interpretation
🫁 Z VOL Respiration Histogram : Structural Effort vs Baseline
🔵 Compression Coil – volume volatility is low and stable; the market is coiling
🟢 Steady Rhythm – volume is healthy but unremarkable; balanced participation
🟡 Passive/Absorbed Effort – expansion failing to manifest; watch for reversal
🟠 Clean Expansion – actionable volatility rise backed by structure
🔴 Volatile Blowout – chaos, climax; likely end-phase or fakeout
⚖️ ZVOL Respiration measures how hard the crowd is pressing — not just that volume is rising, but how statistically abnormal the surge is. Because it is rescaled proportionally to OBVX, the amplitude of the histogram reflects structural urgency without overwhelming the visual field.
🖐️ OBVX Spread : Real-Time Directional Conviction Behind Price Moves
🔑 The curvature of the spread reveals not just directional bias but crowd temp o: sharp slopes = urgent transitions; gradual slopes = building structural shifts. Curvature is key: sharp OBVX slope = urgency; gentle arcs = controlled drift or indecision.
• Green Rising : Accumulation — upward pressure from real buyers
• Red Falling : Distribution — sell pressure, downward slope
• Flat Curves : Transitional → uncertainty, microstructure digestion
🎭 Synchronized vs Divergent Behavior
⏱️ Synchronized (high-confluence) : often precedes structural breakouts, with internal conviction clearly visible before price resolves.
• ZVOL expands (yellow/orange/red) and OBVX climbs steeply green = strong bullish pressure
• ZVOL expands while OBVX steepens red = growing sell-side intent
🪤 Divergent (conflict tension) : flags potential traps, fakeouts, and liquidity sweeps.
• ZVOL expands sharply, but OBVX flattens or opposes → reactive expansion without crowd commitment
⛔️ Latent Drift + Structural Holding Patterns : tensegrity in action — the market holds tension without directional release.
• ZVOL compresses (blue) + OBVX meanders near zero → structure is resting, building up energy
• After prolonged drift, expect violent asymmetry when balance finally breaks
📚 Phase Interpretation: Dynamic Structural Read
• 1️⃣ Quiet Coil : Histogram flat, OBVX flat → no urgency
• 2️⃣ Initial Pulse : Yellow bars, OBVX slope builds → actionable tension
• 3️⃣ Structural Breath : Synchronized expansion and slope → directional commitment
• 4️⃣ Disagreement : Spike in ZVOL, flattening OBVX → exhaustion risk or false signal
💡 Suggested Use
• Run on 15m charts for breakout anticipation and 1H for validation
• Pair with ZVOL + OBVX to confirm crowd conviction behind the tension phase
• Use as a rhythm filter for the suite's trend indicators (e.g., RDI , SUPeR TReND 2.718 , et. al.)
• Ideal during low-volume regimes to detect pressure buildup before triggers
🧏🏻 Volumetric Tensegrity doesn’t signal. It breathes , and listens to pressure shifts before they speak in price. As a scout, it lets you see structural posture before signals align — helping you front-run resolution with clarity, not prediction.
Volume
Aggregated Open Interest [Alpha Extract]The Aggregated Open Interest indicator provides a comprehensive view of open interest across multiple cryptocurrency exchanges, allowing traders to monitor institutional positioning and market sentiment. By aggregating data from major exchanges like Binance, BitMEX, and Kraken, this indicator offers valuable insights into potential price movements and market shifts.
🔶 CALCULATION
The indicator processes open interest data through multiple analytical methods:
Exchange Aggregation: Collects and normalizes open interest data from multiple exchanges (Binance, BitMEX, Kraken) with proper currency normalization.
Multi-Mode Analysis: Calculates various metrics including raw open interest values, OI change, OI delta, volume-weighted delta, and OI RSI.
Divergence Detection: Uses pivot point analysis to identify divergences between price action and open interest movements.
Activity Assessment: Tracks bullish and bearish activity patterns by correlating open interest changes with price movements.
Formula:
Aggregate OI = Sum of normalized open interest from selected exchanges
OI Change = Current OI - Previous OI
OI Delta = Net change in open interest across timeframes
OI Delta × Volume = OI Delta weighted by relative volume
OI RSI = Relative Strength Index applied to open interest values
OI Heatmap = Multi-timeframe visualization of OI changes across 7 distinct periods
🔶 DETAILS
Visual Features:
Open Interest: Candlestick representation of aggregated open interest
OI Change: Histogram showing period-to-period changes
OI Delta: Histogram displaying net OI movements
OI Delta × Volume: Volume-weighted OI delta for enhanced signals
OI RSI: Oscillator showing overbought/oversold OI conditions
OI Heatmap: Multi-timeframe visualization showing OI changes across 7 periods (3, 5, 8, 13, 21, 34, and 55 days)
Divergence Detection: Color-coded markers (teal for bullish, red for bearish) highlighting significant divergences between price and open interest
Analysis Table: Real-time summary of key metrics including aggregate OI, recent changes, and bullish/bearish activity.
Interpretation:
Increasing Open Interest + Rising Price: Strong bullish trend confirmation
Increasing Open Interest + Falling Price: Strong bearish trend confirmation
Decreasing Open Interest + Rising Price: Weak bullish trend (potential reversal)
Decreasing Open Interest + Falling Price: Weak bearish trend (potential reversal)
Divergences: Signal potential trend exhaustion and reversals when price moves in one direction while open interest moves in the opposite direction
Heatmap: Provides at-a-glance insight into open interest trends across multiple timeframes, with green bars indicating rising OI and red bars indicating falling OI
🔶 EXAMPLES
Trend Confirmation: Rising open interest accompanying a price increase confirms strong bullish momentum with institutional backing.
Example: During January-February 2025, rising OI during price advances confirms institutional participation in the uptrend.
Bearish Divergence: Price makes a higher high while open interest makes a lower high, signaling potential trend reversal.
Example: Red markers appear at market tops where price continues higher but open interest fails to confirm, preceding significant corrections.
Bullish Divergence : Price makes a lower low while open interest makes a higher low, indicating potential bottoming.
Example: Teal markers appear at market bottoms where price continues lower but open interest fails to confirm, preceding significant rallies.
OI Heatmap Analysis : Multiple timeframes showing consistent red signals across short to long-term periods indicate strong institutional selling pressure.
Example: When all 7 periods (3-55 days) show red during a price uptrend, this signals institutional selling into retail strength, often preceding major corrections.
🔶 SETTINGS
Customization Options:
Data Sources: Toggle different exchanges (Binance USDT/USD/BUSD, BitMEX USD/USDT, Kraken USD)
Display Mode: Choose between Open Interest, OI Change, OI Delta, OI Delta × Volume, OI RSI, and OI Heatmap
Currency Units: Display in USD or base cryptocurrency (COIN)
Analysis Tools: Moving Average (length and color), RSI (length and color)
Divergence Detection: Enable/disable signals, adjust lookback period and threshold percentage, customize bullish/bearish divergence colors
OI Heatmap Colors: Customize bullish (green) and bearish (red) signal colors for the multi-timeframe heatmap visualization
The Aggregated Open Interest indicator provides traders with comprehensive insights into institutional positioning across major exchanges, helping identify potential trend continuations, reversals, and key market turning points driven by smart money movements. The addition of the OI Heatmap feature enables traders to quickly visualize open interest trends across multiple timeframes, providing valuable context for institutional positioning over different market cycles.
3 Zero Lag + 3 Moving Averages + 3 RVWAPThe "3 Zero Lag + 3 Moving Averages + 3 RVWAP" (ZMR) indicator combines three groups of tools for technical analysis.
1. Three Customizable Moving Averages (MAs):
Configuration for Each MA:
Choice of 7 types (SMA, EMA, WMA, HMA, VWMA, LSMA, SMMA).
Independent periods and price sources for each line.
Visualization:
MA1 (Blue), MA2 (Red), MA3 (Green).
2. Three Zero Lag EMAs (ZLEMA) with Individual Settings:
Lag Reduction: Corrects traditional EMA lag using:
Adjusted Price = 2 * Current Price - Price .
Flexibility:
Unique lengths (20, 50, 70) and individual price sources for each ZLEMA (HLC3, HL2, Close, etc.).
Colors:
ZLEMA1 (Yellow), ZLEMA2 (Orange), ZLEMA3 (Purple).
3. Three Rolling VWAPs with Custom Parameters:
Volume-Weighted Average Price (VWAP):
Calculated for three periods (20, 50, 100) with dedicated price sources for each VWAP.
Colors:
VWAP1 (Pink), VWAP2 (Light Blue), VWAP3 (Neon Green).
EXODUS EXODUS by (DAFE) Trading Systems
EXODUS is a sophisticated trading algorithm built by Dskyz (DAFE) Trading Systems for competitive and competition purposes, designed to identify high-probability trades with robust risk management. this strategy leverages a multi-signal voting system, combining three core components—SPR, VWMO, and VEI—alongside ADX, choppiness filters, and ATR-based volatility gates to ensure trades are taken only in favorable market conditions. the algo uses a take-profit to stop-loss ratio, dynamic position sizing, and a strict voting mechanism requiring all signals to align before entering a trade.
EXODUS was not overfitted for any specific symbol. instead, it uses a generic tuned setting, making it versatile across various markets. while it can trade futures, it’s not currently set up for it but has the potential to do more with further development. visuals are intentionally minimal due to its competition focus, prioritizing performance over aesthetics. a more visually stunning version may be released in the future with enhanced graphics.
The Unique Core Components Developed for EXODUS
SPR (Session Price Recalibration)
SPR measures momentum during regular trading hours (RTH, 0930-1600, America/New_York) to catch session-specific trends.
spr_lookback = input.int(15, "SPR Lookback") this sets how many bars back SPR looks to calculate momentum (default 15 bars). it compares the current session’s price-volume score to the score 15 bars ago to gauge momentum strength.
how it works: a longer lookback smooths out the signal, focusing on bigger trends. a shorter one makes SPR more sensitive to recent moves.
how to adjust: on a 1-hour chart, 15 bars is 15 hours (about 2 trading days). if you’re on a shorter timeframe like 5 minutes, 15 bars is just 75 minutes, so you might want to increase it to 50 or 100 to capture more meaningful trends. if you’re trading a choppy stock, a shorter lookback (like 5) can help catch quick moves, but it might give more false signals.
spr_threshold = input.float (0.7, "SPR Threshold")
this is the cutoff for SPR to vote for a trade (default 0.7). if SPR’s normalized value is above 0.7, it votes for a long; below -0.7, it votes for a short.
how it works: SPR normalizes its momentum score by ATR, so this threshold ensures only strong moves count. a higher threshold means fewer trades but higher conviction.
how to adjust: if you’re getting too few trades, lower it to 0.5 to let more signals through. if you’re seeing too many false entries, raise it to 1.0 for stricter filtering. test on your chart to find a balance.
spr_atr_length = input.int(21, "SPR ATR Length") this sets the ATR period (default 21 bars) used to normalize SPR’s momentum score. ATR measures volatility, so this makes SPR’s signal relative to market conditions.
how it works: a longer ATR period (like 21) smooths out volatility, making SPR less jumpy. a shorter one makes it more reactive.
how to adjust: if you’re trading a volatile stock like TSLA, a longer period (30 or 50) can help avoid noise. for a calmer stock, try 10 to make SPR more responsive. match this to your timeframe—shorter timeframes might need a shorter ATR.
rth_session = input.session("0930-1600","SPR: RTH Sess.") rth_timezone = "America/New_York" this defines the session SPR uses (0930-1600, New York time). SPR only calculates momentum during these hours to focus on RTH activity.
how it works: it ignores pre-market or after-hours noise, ensuring SPR captures the main market action.
how to adjust: if you trade a different session (like London hours, 0300-1200 EST), change the session to match. you can also adjust the timezone if you’re in a different region, like "Europe/London". just make sure your chart’s timezone aligns with this setting.
VWMO (Volume-Weighted Momentum Oscillator)
VWMO measures momentum weighted by volume to spot sustained, high-conviction moves.
vwmo_momlen = input.int(21, "VWMO Momentum Length") this sets how many bars back VWMO looks to calculate price momentum (default 21 bars). it takes the price change (close minus close 21 bars ago).
how it works: a longer period captures bigger trends, while a shorter one reacts to recent swings.
how to adjust: on a daily chart, 21 bars is about a month—good for trend trading. on a 5-minute chart, it’s just 105 minutes, so you might bump it to 50 or 100 for more meaningful moves. if you want faster signals, drop it to 10, but expect more noise.
vwmo_volback = input.int(30, "VWMO Volume Lookback") this sets the period for calculating average volume (default 30 bars). VWMO weights momentum by volume divided by this average.
how it works: it compares current volume to the average to see if a move has strong participation. a longer lookback smooths the average, while a shorter one makes it more sensitive.
how to adjust: for stocks with spiky volume (like NVDA on earnings), a longer lookback (50 or 100) avoids overreacting to one-off spikes. for steady volume stocks, try 20. match this to your timeframe—shorter timeframes might need a shorter lookback.
vwmo_smooth = input.int(9, "VWMO Smoothing")
this sets the SMA period to smooth VWMO’s raw momentum (default 9 bars).
how it works: smoothing reduces noise in the signal, making VWMO more reliable for voting. a longer smoothing period cuts more noise but adds lag.
how to adjust: if VWMO is too jumpy (lots of false votes), increase to 15. if it’s too slow and missing trades, drop to 5. test on your chart to see what keeps the signal clean but responsive.
vwmo_threshold = input.float(10, "VWMO Threshold") this is the cutoff for VWMO to vote for a trade (default 10). above 10, it votes for a long; below -10, a short.
how it works: it ensures only strong momentum signals count. a higher threshold means fewer but stronger trades.
how to adjust: if you want more trades, lower it to 5. if you’re getting too many weak signals, raise it to 15. this depends on your market—volatile stocks might need a higher threshold to filter noise.
VEI (Velocity Efficiency Index)
VEI measures market efficiency and velocity to filter out choppy moves and focus on strong trends.
vei_eflen = input.int(14, "VEI Efficiency Smoothing") this sets the EMA period for smoothing VEI’s efficiency calc (bar range / volume, default 14 bars).
how it works: efficiency is how much price moves per unit of volume. smoothing it with an EMA reduces noise, focusing on consistent efficiency. a longer period smooths more but adds lag.
how to adjust: for choppy markets, increase to 20 to filter out noise. for faster markets, drop to 10 for quicker signals. this should match your timeframe—shorter timeframes might need a shorter period.
vei_momlen = input.int(8, "VEI Momentum Length") this sets how many bars back VEI looks to calculate momentum in efficiency (default 8 bars).
how it works: it measures the change in smoothed efficiency over 8 bars, then adjusts for inertia (volume-to-range). a longer period captures bigger shifts, while a shorter one reacts faster.
how to adjust: if VEI is missing quick reversals, drop to 5. if it’s too noisy, raise to 12. test on your chart to see what catches the right moves without too many false signals.
vei_threshold = input.float(4.5, "VEI Threshold") this is the cutoff for VEI to vote for a trade (default 4.5). above 4.5, it votes for a long; below -4.5, a short.
how it works: it ensures only strong, efficient moves count. a higher threshold means fewer trades but higher quality.
how to adjust: if you’re not getting enough trades, lower to 3. if you’re seeing too many false entries, raise to 6. this depends on your market—fast stocks like NQ1 might need a lower threshold.
Features
Multi-Signal Voting: requires all three signals (SPR, VWMO, VEI) to align for a trade, ensuring high-probability setups.
Risk Management: uses ATR-based stops (2.1x) and take-profits (4.1x), with dynamic position sizing based on a risk percentage (default 0.4%).
Market Filters: ADX (default 27) ensures trending conditions, choppiness index (default 54.5) avoids sideways markets, and ATR expansion (default 1.12) confirms volatility.
Dashboard: provides real-time stats like SPR, VWMO, VEI values, net P/L, win rate, and streak, with a clean, functional design.
Visuals
EXODUS prioritizes performance over visuals, as it was built for competitive and competition purposes. entry/exit signals are marked with simple labels and shapes, and a basic heatmap highlights market regimes. a more visually stunning update may be released later, with enhanced graphics and overlays.
Usage
EXODUS is designed for stocks and ETFs but can be adapted for futures with adjustments. it performs best in trending markets with sufficient volatility, as confirmed by its generic tuning across symbols like TSLA, AMD, NVDA, and NQ1. adjust inputs like SPR threshold, VWMO smoothing, or VEI momentum length to suit specific assets or timeframes.
Setting I used: (Again, these are a generic setting, each security needs to be fine tuned)
SPR LB = 19 SPR TH = 0.5 SPR ATR L= 21 SPR RTH Sess: 9:30 – 16:00
VWMO L = 21 VWMO LB = 18 VWMO S = 6 VWMO T = 8
VEI ES = 14 VEI ML = 21 VEI T = 4
R % = 0.4
ATR L = 21 ATR M (S) =1.1 TP Multi = 2.1 ATR min mult = 0.8 ATR Expansion = 1.02
ADX L = 21 Min ADX = 25
Choppiness Index = 14 Chop. Max T = 55.5
Backtesting: TSLA
Frame: Jan 02, 2018, 08:00 — May 01, 2025, 09:00
Slippage: 3
Commission .01
Disclaimer
this strategy is for educational purposes. past performance is not indicative of future results. trading involves significant risk, and you should only trade with capital you can afford to lose. always backtest and validate any strategy before using it in live markets.
(This publishing will most likely be taken down do to some miscellaneous rule about properly displaying charting symbols, or whatever. Once I've identified what part of the publishing they want to pick on, I'll adjust and repost.)
About the Author
Dskyz (DAFE) Trading Systems is dedicated to building high-performance trading algorithms. EXODUS is a product of rigorous research and development, aimed at delivering consistent, and data-driven trading solutions.
Use it with discipline. Use it with clarity. Trade smarter.
**I will continue to release incredible strategies and indicators until I turn this into a brand or until someone offers me a contract.
2025 Created by Dskyz, powered by DAFE Trading Systems. Trade smart, trade bold.
Order Block StrategyStrategy Overview
Key Features
Order Block Detection: Utilizes the LuxAlgo Order Block Detector to identify bullish (support) and bearish (resistance) order blocks based on volume peaks and price action.
Position Size: $3,000 per trade, reflecting $300 capital with 10x leverage.
Risk Management:
Stop Loss: Below the bottom of bullish order blocks for longs, above the top of bearish order blocks for shorts.
Take Profit: 5%, 15%, and 50% from the entry price, each closing 33.33% of the position.
Webhook Compatibility: Uses strategy.entry() and strategy.exit() for TradingView alert integration.
Buy and Sell Conditions
Buy:
Triggered when the price low enters the most recent unmitigated bullish order block (low ≤ bull_top ) and closes above it (close > bull_top ), indicating a bounce from support.
Sell:
Triggered when the price high enters the most recent unmitigated bearish order block (high ≥ bear_btm ) and closes below it (close < bear_btm ), indicating a rejection from resistance.
Risk Management
Stop Loss:
Long: Set at bull_btm (low of the bullish order block).
Short: Set at bear_top (high of the bearish order block).
Take Profit:
Long: 5% (entry * 1.05), 15% (entry * 1.15), 50% (entry * 1.50).
Short: 5% (entry * 0.95), 15% (entry * 0.85), 50% (entry * 0.50).
Each level closes approximately one-third of the position.
Buy/Sell Signal Indikator (EMA + StochRSI + Volumen) v3This buy and sell indicator works with the EMA 20, EMA 50, EMA 200, Stochastic RSI, Vol and Vol MA indicators in the background and is primarily intended for scalping trading on the 1-minute timeframe.
Buy Signal: EMA 50 is above EMA 200 + EMA 20 is above EMA 50 + Stochastic RSI is below 15 + Vol is at least 15% above Vol MA + Current price is within 0.2% of EMA 50 + Between 2:00 AM and 1:30 PM (UTC-4 NYC)
Sell Signal : EMA 50 is below EMA 200 + EMA 20 is below EMA 50 + Stochastic RSI is above 85 + Vol is at least 15% above Vol MA + Current price is within 0.2% of EMA 50 + Between 2:00 AM and 1:30 PM (UTC-4 NYC)
Volume towers by GSK-VIZAG-AP-INDIAVolume Towers is a visual volume sentiment tool that plots bullish and bearish volumes above and below a zero line — allowing instant insight into market conviction.
🎯 Features:
Color Scheme – Clear differentiation:
🔵 Blue for high volume buying
🟣 Purple for high volume selling
⚫ Black for low-volume (both sides)
🟢/🔴 Green/Red for weak conviction (below avg)
Zero-line polarity for quick visual sentiment detection
Includes volume moving average line for context
Alerts for high and below-average volume by coloring
30-Day VWAP with StdDev Bands30-day VWAP script with ±1, ±2 standard deviation bands and shading between them. You can also customize the number of deviations if you like.
Arrow's Flexible MA Cross Strategy [API Ready]Arrow's High-Frequency MA Cross Scalper By: © ArrowTrade
=== OVERVIEW ===
This strategy is engineered for high-frequency trading and scalping opportunities, utilizing rapid Moving Average (MA) crossovers coupled with essential filters and precise risk management tools. Developed by ArrowTrade, it's specifically designed for seamless integration with automated trading systems via API (webhooks, etc.), enabling swift execution of short-term signals.
While adaptable, its core design favors capturing small, quick price movements typical of scalping approaches.
=== CORE LOGIC ===
Entry Signal: Primary entries are triggered by the crossover/crossunder of a Fast MA and a Slow MA. Configurable MA types (EMA, SMA, WMA, HMA, VWMA) and periods allow fine-tuning signal sensitivity for different market rhythms.
Trend Filter (Optional): A longer-term MA acts as a regime filter. When enabled, entries are only permitted in the direction of this broader trend, aiming to avoid counter-trend scalps in strongly directional markets.
Confirmation Filters (Optional):
ATR Volatility Filter: Designed to pause entries during extremely flat or "dead" markets where volatility drops below a dynamic threshold (based on average ATR). This helps prevent whipsaws in non-trending, low-energy conditions.
Volume Filter: Validates entry signals by requiring a minimum level of market participation (volume compared to its moving average). This helps avoid entries based on low-liquidity spikes or insignificant price action.
=== RISK MANAGEMENT SUITE (Crucial for Scalping) ===
Initial Volatility Stop: An ATR-based initial stop provides an objective starting point for risk definition on each trade, adapting to recent volatility. Tighter multipliers are often preferred for scalping.
ATR Trailing Stop: Essential for dynamic markets. Trails the stop loss behind favorable price action, aiming to protect profits on successful scalps while cutting losses relatively quickly if the move reverses. Fine-tune the ATR period and multiplier for desired responsiveness.
Break-Even Stop (Optional): Can be configured to automatically move the stop to entry (plus buffer) once TP1 is hit or price travels a specific ATR distance. Useful for quickly neutralizing risk on a trade that has shown initial promise.
Dual Take Profit Levels:
TP1: Designed for rapid, partial profit-taking. Set a tight percentage target and define the portion (%) of the position to close (e.g., 50%). This secures initial gains quickly, a key element in many scalping systems.
TP2: Target for the remaining portion of the position, aiming for a slightly larger move if the initial momentum continues.
Fixed Quantity Sizing: Enables precise control over position size per trade, crucial for consistent risk application in high-frequency environments and straightforward API command generation.
=== INTENDED USE: HIGH-FREQUENCY & API AUTOMATION ===
This strategy is purpose-built for traders leveraging API automation for high-frequency scalping.
Parameter Tuning for Scalping: Achieve higher signal frequency by using:
Shorter Fast MA Period and Slow MA Period.
Faster MA Types like EMA or HMA.
Tighter Initial Stop ATR Multiplier and Trailing ATR Multiplier.
Smaller TP1 Target (%) and potentially TP2 Target (%).
Careful adjustment of ATR Volatility Filter and Volume Filter thresholds to balance signal frequency with noise reduction.
API Integration: The strategy's clear entry (MA Cross + Filters OK) and exit logic (SL Hit, TP Limit Hit) generates unambiguous signals. Use TradingView alerts (alertcondition or native strategy alerts) configured with webhook URLs to trigger your external trading bot (e.g., 3Commas, PineConnector, custom solutions) for near-instantaneous order execution. The fixed quantity simplifies the payload sent to your API endpoint.
=== RISK MANAGEMENT FOR SCALPING ===
High-frequency trading requires extremely disciplined risk management:
Position Size (qtyValue): CRITICAL. Calculate this based on a small, fixed percentage of your capital risked per trade (e.g., 0.25% - 1%) relative to your initial stop distance. Due to the high number of trades, even small consistent losses can accumulate rapidly if sizing is too large.
Stop Loss: NON-NEGOTIABLE. Always use stops. Scalping often benefits from tighter initial stops combined with an aggressive trailing stop to protect small gains.
Commissions & Slippage: Account for these meticulously in settings and backtests. High trade frequency means these costs significantly impact net profitability. Ensure commission_value and slippage inputs reflect your actual trading environment.
Overfitting: Be highly aware of overfitting during optimization, especially with many parameters. Validate results on out-of-sample data or through forward testing.
=== CUSTOMIZATION & OPTIMIZATION ===
Explore different Signal Source options (e.g., hlc3) for potentially smoother MA signals.
Systematically optimize MA lengths, filter parameters, ATR multipliers, and TP percentages using TradingView's Strategy Tester, focusing on metrics like Profit Factor, Sharpe Ratio (or Sortino), and Net Profit while keeping Max Drawdown within acceptable limits.
Test different combinations of the optional filters. Sometimes fewer filters can perform better.
=== DISCLAIMER ===
Trading involves substantial risk. Past performance is not indicative of future results.
This script is provided for educational and informational purposes only and does not constitute financial advice.
© ArrowTrade makes no guarantees regarding the performance or profitability of this strategy.
You are solely responsible for all trading decisions and risk management. Always perform thorough testing and validation before deploying any strategy with real capital. Adjust all settings, especially risk parameters, to your specific needs.
BELOTTO ZONAS DE LIQUIDEZThe indicator can be used to highlight significant swing areas, these can be accumulation/distribution zones on lower timeframes and might play a role as future support or resistance.
Swing levels are also highlighted, when a swing level is broken it is displayed as a dashed line. A broken swing high is a bullish indication, while a broken swing low is a bearish indication.
Filtering swing areas by volume allows to only show significant swing areas with an higher degree of liquidity. These swing areas can be wider, highlighting higher volatility, or might have been visited by the price more frequently.
Long-Term VWAP Mean Reversion SDCACore Idea:
This indicator is designed to support Strategic Dollar Cost Averaging (SDCA) for Bitcoin using a cumulative VWAP-based mean reversion model. It helps long-term investors identify high-conviction buy zones and overbought conditions using statistical deviation from the cumulative VWAP. This indicator evaluates how much price is stretched from the true market average price, weighted by cumulative volume over time.
Core Concepts and Formulas:
Cumulative VWAP (Volume Weighted Average Price):
VWAP cumulative = ∑(Price×Volume) / ∑Volume
A long-term anchor that reflects the average dollar cost of all market participants across all candles. This version does not reset daily, unlike intraday VWAP.
VWAP Deviation % :
Deviation% = Price - VWAP cumulative / VWAP cumulative x 100
Shows how far current price has diverged from the long-term fair value.
Z-Score of VWAP Deviation:
Z= (Price−VWAP)−μ / σ (lookback period: default 200)
SDCA Multiplier Mapping:
*Keep in mind in my Z-Score system, -2 represents the overbought level (white horizontal line) and +2 represents oversold (cyan horizontal line) conditions. So the scores on the Y axis and Z-score in the table are reversed.
| Z-Score Range | SDCA Multiplier |
---------------------------------------------
| ≤ -2 | 0.25×
| -1 to +1 | 1.0×
| > +2 | 2.0×
The pink line plots this multiplier. It’s meant to control buy weight at each time step.
How to Use This for SDCA:
-Buy normally when the multiplier is 1.0× (Z-score between -1 and +1)
-Accelerate buying when Z-score is deeply negative (price far below VWAP)
-Slow or pause buying when Z-score is high (price far above VWAP)
-Use the stats panel to track current Z-score, VWAP level, deviation %, and multiplier
-Watch the red/blue backgrounds as visual confirmation of oversold/overbought zones
Inputs:
Z-Score Lookback Length:
Default: 200 but can be adjusted.
Visuals:
Z-Score Line (cyan): shows current standardized deviation from VWAP
Multiplier Line (bright pink): your SDCA intensity signal
Background Zones: cyan = oversold, white = overbought
Horizontal Lines: +2 and -2 standard deviation thresholds
Stats Panel (bottom right): live values for Z-score, multiplier, price, VWAP, and the deviation formula
Suited For:
-Long-term Bitcoin investors
-SDCA Systems
-Mean reversion systems
-Macro-level buy/sell planning
VWAP / TWAP & Iceberg RadarThe Trend Bias :
15 Mins Time Fram
Bullish Bias > Price above VWAP
Bearish Bias > Price under VWAP
The Signal :
5 Mins Time Fram
Price retrest VWAP and apear Green/Red (Bullish / Bearish)
The Entry :
1 Mins Price Action
BTC Breakout Alert📈 BTC Breakout & Fakeout Detector with Volume, RSI & MACD Filters
This script helps identify high-confidence breakout setups by combining price action, volume spikes, and optional momentum filters (RSI & MACD). It’s designed to alert you when Bitcoin (or any asset) breaks above a defined resistance level with strong conviction — and warns you if that move turns out to be a fakeout.
🔍 Features:
✅ Confirmed Breakout Alerts: Triggers when price closes above your set resistance level with volume ≥ 1.5× the 20-period average.
⚠️ Fakeout Detection: Highlights when price closes back below resistance within a few candles after breakout.
📊 Momentum Filters:
RSI > 50 for bullish confirmation
MACD line > signal line to support breakout momentum
🔔 Custom Alerts: Built-in alert conditions for both breakout and fakeout events.
🔼🔽 Visual Markers: Arrows plotted directly on the chart for clear entry and caution zones.
🕒 Works on all timeframes and any asset that includes volume data.
Ideal for breakout traders who want more than just a price spike — this tool ensures volume and momentum alignment, helping you reduce false signals and react with more confidence.
Intraday NQ - MACD + VWAP + TPO (Short Only from 2025)This intraday Nasdaq futures (NQ) strategy trades based on MACD momentum, VWAP alignment, and TPO breakout simulation. ATR determines dynamic risk and reward. Use the toggles to test long, short, or both strategies from January 1, 2025 onward.
RSI + MACD + OBV Reversal ComboRSI overbought/oversold
MACD crossovers
OBV divergence
…and fires a LONG ✅ or SHORT ✅ signal only when all align.
Volume-Weighted Pivot BandsThe Volume-Weighted Pivot Bands are meant to be a dynamic, rolling pivot system designed to provide traders with responsive support and resistance levels that adapt to both price volatility and volume participation. Unlike traditional daily pivot levels, this tool recalculates levels bar-by-bar using a rolling window of volume-weighted averages, making it highly relevant for intraday traders, scalpers, swing traders, and algorithmic systems alike.
-- What This Indicator Does --
This tool calculates a rolling VWAP-based pivot level, and surrounds that central pivot with up to five upper bands (R1–R5) and five lower bands (S1–S5). These act as dynamic zones of potential resistance (R) and support (S), adapting in real time to price and volume changes.
Rather than relying on static session or daily data, this indicator provides continually evolving levels, offering more relevant levels during sideways action, trending periods, and breakout conditions.
-- How the Bands Are Calculated --
Pivot (VWAP Pivot):
The core of this system is a rolling Volume-Weighted Average Price, calculated over a user-defined window (default 20 bars). This ensures that each bar’s price impact is weighted by its volume, giving a more accurate view of fair value during the selected lookback.
Volume-Weighted Range (VW Range):
The highest high and lowest low over the same window are used to calculate the volatility range — this acts as a spread factor.
Support & Resistance Bands (S1–S5, R1–R5):
The bands are offset above and below the pivot using multiples of the VW Range:
R1 = Pivot + (VW Range × multiplier)
R2 = R1 + (VW Range × multiplier)
R3 = R2 + (VW Range x multiplier)
...
S1 = Pivot − (VW Range × multiplier)
S2 = S1 − (VW Range × multiplier)
S3 = S2 - (VW Range x multiplier)
...
You can control the multiplier manually (default is 0.25), to widen or tighten band spacing.
Smoothing (Optional):
To prevent erratic movements, you can optionally toggle on/off a simple moving average to the pivot line (default length = 20), providing a smoother trend base for the bands.
-- How to Use It --
This indicator can be used for:
Support and resistance identification:
Price often reacts to R1/S1, and the outer bands (R4/R5 or S4/S5) act as overshoot zones or strong reversal areas.
Trend context:
If price is respecting upper bands (R2–R3), the trend is likely bullish. If price is pressing into S3 or lower, it may indicate sustained selling pressure or a breakdown.
Volatility framing:
The distance between bands adjusts based on price range over the rolling window. In tighter markets, the bands compress — in volatile moves, they expand. This makes the indicator self-adaptive.
Mean reversion trades:
A move into R4/R5 or S4/S5 without continuation can be a sign of exhaustion — potential for reversal toward the pivot.
Alerting:
Built-in alerts are available for crosses of all major bands (R1–R5, S1–S5), enabling trade automation or scalp alerts with ease.
-- Visual Features --
Fuchsia Lines: Mark all Resistance (R1–R5) levels.
Lime Lines: Mark all Support (S1–S5) levels.
Gray Circle Line: Marks the rolling pivot (VWAP-based).
-- Customizable Settings --
Rolling Length: Number of bars used to calculate VWAP and VW Range.
Multiplier: Controls how wide the bands are spaced.
Smooth Pivot: Toggle on/off to smooth the central pivot.
Pivot Smoothing Length: Controls how many bars to average when smoothing is enabled.
Offset: Visually shift all bands forward/backward in time.
-- Why Use This Over Standard Pivots? --
Traditional pivots are based on previous session data and remain fixed. That’s useful for static setups, but may become irrelevant as price action evolves. In contrast:
This system updates every bar, adjusting to current price behavior.
It includes volume — a key feature missing from most static pivots.
It shows multiple bands, giving a full view of compression, breakout potential, or trend exhaustion.
-- Who Is This For? --
This tool is ideal for:
Day traders & scalpers who need relevant intraday levels.
Swing traders looking for evolving areas of confluence.
Algorithmic/systematic traders who rely on quantifiable, volume-aware support/resistance.
Traders on all assets: works on crypto, stocks, futures, forex — any chart that has volume.
Volume Profile - Session Display w/ sell & Buy # Volume Profile Right Side
## Description
This enhanced Volume Profile indicator displays a real-time volume distribution analysis on the right side of your TradingView chart, making it easier to identify key trading levels based on actual market participation. By analyzing the distribution of volume across price levels, traders can identify significant support and resistance zones where the most trading activity has occurred.
## Key Features
- **Right Side Display**: Shows volume distribution on the right side of your chart for better visibility of current price action against volume context
- **Color-Coded Buy/Sell Signals**: Green bars represent buying volume, red bars represent selling volume for intuitive visual analysis
- **Point of Control (POC)**: Clearly marks the price level with the highest trading volume, often a significant support/resistance area
- **Value Area Visualization**: Highlights the price range where a specified percentage (default 70%) of all trading occurred
- **Session Reset**: Automatically resets with each new trading session to show fresh volume data
- **Customizable Settings**: Adjust bar count, row size, colors, and value area percentage to suit your trading style
## Trading Applications
- Identify high-probability support and resistance levels based on actual trading volume
- Spot price levels that may act as magnets for future price action
- Recognize potential reversal zones at volume clusters
- Verify the strength of trends based on volume distribution
- Plan entries and exits around high-volume price levels
- Determine optimal stop-loss placement using volume voids
## Settings
- **Number of Bars**: Control how many historical bars are analyzed (default: 150)
- **Row Size**: Adjust the granularity of price level analysis (default: 24)
- **Value Area Volume %**: Set the percentage of volume contained in the value area (default: 70%)
- **POC Color and Width**: Customize the Point of Control line appearance
- **Reset Each Session**: Toggle automatic reset for each new trading day
## Notes
This indicator is based on LonesomeTheBlue's original Volume Profile indicator with modifications to display on the right side of the chart with enhanced buy/sell color visualization. The indicator respects TradingView's limitations and is optimized for performance.
2 Multi MA + ZLEMA + Multi-Session + Volume + 50% Body CandlesThis TradingView indicator combines multiple technical analysis tools into one comprehensive overlay. Key features include:
Dual Moving Averages (MA):
Configurable types (SMA, EMA, WMA, HMA, VWMA, LSMA, SMMA) for both MA 1 and MA 2.
Customizable periods and price sources.
Visualized with distinct colors (cyan and white).
Zero Lag EMA (ZLEMA):
Reduces lag using a price adjustment formula.
Multiple price source options (HLC3, HL2, Close, Open, OHLC4).
Purple-shaded fill between ZLEMA and MA 2 for trend clarity.
Multi-Session Zone Highlights:
Customizable New York, London, and Tokyo trading sessions.
Time zones and session hours/minutes adjustable.
Colored backgrounds (blue, red, green) for easy visual identification.
50% Body Candles:
Highlights candles where the body (open-close range) is ≤50% of the total candle range.
White-colored candles indicate low volatility or indecision.
Volume Metrics Table:
Displays real-time volume and moving averages (5, 20, 50, 100, 200 periods).
Color-coded to show which moving average the current volume is closest to.
The Adam Khoo Magic with Williams %RTotally inspired by Adam Khoo's analogy
This is meant for the monthly bar:
Where you try to find the highest point of the average recession/correction time to the bottom:
average correction time to bottom: 4.2months
average bear market time to bottom: 13months (default)
Plot/Fill chart with the 4 tranches recommended:
-8%, -15%, -21% and -35% to gauge entry point
Changed that hardcoded timeframe to follow the dynamic highlength
Added new way of how Adam predicts potential bottom by looking at Williams %R 52 & 13.
Bot Institucional - EMAs + Volumen + SR InternoThis script is a technical trading tool that combines three main features:
EMA Cross Alerts
Uses two Exponential Moving Averages (EMAs): a short-term (default 9) and a long-term (default 21).
Generates alerts and labels when the fast EMA crosses above (bullish) or below (bearish) the slow EMA.
Institutional Volume Detection
Highlights bars where volume exceeds a user-defined multiple (default: 2×) of the 20-bar average volume.
These spikes are marked as potential signs of institutional activity.
Support/Resistance Level Detection (internal only)
Automatically identifies significant pivot highs/lows to estimate strong support/resistance zones.
These levels are tracked internally but not displayed on the chart to keep visuals clean.
The script provides clear visual labels and alert conditions, making it useful for momentum traders, scalpers, and volume-based strategies.
BELOTTO SCALPER Buy/Sell- A combination of volume + simple averages (fast and long) will determine the direction of the current trend and give buy and sell signals while in trend and/or when the trend changes.
- An optional filter using the convergence and divergence of moving averages can be activated to filter out "false" signals.
- The calculation does not request data of a resolution higher or lower than the resolution of the main chart symbol.
However, the filter function does request if another resolution is chosen for the filter.
- Persistent variables are used for bid and ask prices, allowing color coding of the signal.
BELOTTO COLORSPrice action is higher or lower on a STRONG or WEAK VOLUME lookback
* (Strong or Weak Bulls // Strong or Weak Bears)
Candles/Bars indicate the following:
BURISH:
DARK GREEN bullish candle with STRONG VOLUME, STRONG bullish candle confirmed.
GREEN bullish candle, neutral bearish volume, neither strong nor weak.
AQUA bullish candle with WEAK VOLUME.
BEARISH:
Dark Red bearish candle with STRONG VOLUME, STRONG bearish candle confirmed.
RED bearish candle, neutral bearish volume, neither strong nor weak.
ORANGE bearish candle with WEAK VOLUME.
MM Smart Visualizer V2📌 Indicator Description for TradingView:
MM Smart Visualizer V2 – Limited Free Version
This indicator is designed for traders who want to understand Market Maker behavior (MM) and make smarter trading decisions using a multi-layered visual analysis.
🔍 Features:
📊 Multi-timeframe trend detection (4H, 1H, 15m, 5m) – automatically identifies trend direction based on SMA 50/200
💡 Smart Sentiment Analysis – detects strong bullish/bearish candles based on volume and SMA positioning, shown with visual arrows
🚨 Fakeout Detection – identifies liquidity grabs and false breakouts above or below previous swing points
🔵🔴 4H Support & Resistance Levels – draws automatic key S/R lines from higher timeframe
📦 MM Info Panel – displays trend direction, volume strength, price location within range, sentiment, and fakeout signals in one clean box
✅ Ideal for scalpers, intraday, and swing traders looking to catch clean, confirmed entries without noise.
📣 This version is free for a limited time only.
The indicator will soon become invite-only for traders who support the project.
🔒 Enjoy the free access while it lasts. If you like it, follow for updates and future premium tools.
#MMVisualizer #SmartTrading #MarketMakerTools #FakeoutDetector #VolumePower #XAUUSD #PineScript #ScalpingTools