Volume Flow and Delta Analysis [MarkitTick]💡This comprehensive technical indicator is designed for traders who require a granular view of market participation that goes beyond standard volume bars. By leveraging the advanced "Intrabar Analysis" capabilities of Pine Script, this tool deconstructs every single price candle on your chart into its constituent lower-timeframe components. It effectively "X-rays" the market to determine whether the volume inside a bar was primarily driven by aggressive buying or aggressive selling, providing a definitive read on market sentiment and institutional control.
● Originality and Utility
Most standard volume indicators display a simple aggregate total—a single block of volume that fails to distinguish between buying pressure and selling pressure. A high-volume candle could represent a strong breakout, or it could represent a "selling tail" where buyers were absorbed. This script solves that ambiguity. It is not a standard oscillator; it is a quantitative flow analyzer. It reconstructs the "Delta" (the net difference between buying and selling volume) by querying lower-timeframe data (e.g., analyzing 1-minute data inside a 60-minute bar). This allows traders to spot "Hidden Accumulation" (where price is flat but Delta is rising) or "Exhaustion" (where price rises but Delta falls), offering a significant edge in identifying reversals and trend continuations.
● Methodology
The script operates through a sophisticated three-stage quantitative process:
• Intrabar Data Acquisition
The script uses the security_lower_tf function to fetch granular price and volume data from a lower timeframe (automatically detected or user-defined). This allows the script to see what happened "inside" the current chart's bar.
• Directional Flow Distribution
For every lower-timeframe interval, the script assigns volume to either "Bullish Flow" or "Bearish Flow." If the close is higher than the open on the lower timeframe, the volume is credited to buyers. If the close is lower, it is credited to sellers. This logic is far more accurate than simple "Up/Down" tick data, as it respects price action.
• Statistical Volatility Normalization
To filter out noise, the script calculates a dynamic baseline using an Exponential Moving Average (EMA) of the absolute Delta values. It then compares the current bar's Delta against this baseline. This generates an "Intensity Score" (measured in Sigma or Standard Deviations). This ensures that a "High Volume" signal is relevant to the current market volatility, rather than relying on fixed, arbitrary thresholds.
● How to Use
This tool is designed to be a complete decision-support system. Here is how to interpret its various components:
• The Volume Histogram
The background histogram displays Total Volume, while the foreground bars show the split between Buying (Teal) and Selling (Red) flow. Use this to gauge the "quality" of a move. A price rally accompanied by high Teal volume is healthy; a rally on low volume or high Red volume is suspect.
• The Delta Histogram
This plots the net difference.
Strong Positive (Green) Delta: Indicates aggressive market buy orders are hitting the ask.
Strong Negative (Red) Delta: Indicates aggressive market sell orders are hitting the bid.
Divergence: If Price makes a New High but the Delta Histogram makes a Lower High, this is a classic signal of exhaustion and potential reversal.
• The Heads-Up Display (HUD)
A dashboard table pinned to the chart provides real-time metrics:
Session Delta: The cumulative buy/sell pressure for the current trading day.
Flow Regime: Clearly states if the market is in "ACCUMULATION" or "DISTRIBUTION."
Intensity: Shows how statistically significant the current volume is (e.g., "2.5x" means the volume is 2.5 times the standard deviation, indicating an anomaly).
• Visual Signals
The script plots triangle markers on top of the chart when the Delta Intensity exceeds the user-defined threshold.
Up Triangle (Green): Signals strong institutional buying pressure (Delta > Threshold).
Down Triangle (Red): Signals strong institutional selling pressure (Delta < Threshold).
● Inputs and Configuration
Lower Timeframe: By default, the script auto-selects the best resolution (e.g., 1-minute data for hourly charts). Users can override this to fine-tune the granularity.
Volume MA Length: Defines the lookback period for the volume moving average.
Delta Volatility Threshold (Sigma): This is the sensitivity filter for signals. A higher value (e.g., 2.0) results in fewer but more significant signals. A lower value (e.g., 1.0) provides more frequent alerts.
Visual Logic: Users can toggle the Dashboard, Delta Histogram, and Moving Averages on or off to suit their charting aesthetic.
● Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
X-volume
High Volume Nodes HVNWhat Are High Volume Nodes (HVNs)?
In a volume profile or chips distribution indicator, a high volume node is a price level where a large amount of traded volume has accumulated. This means a lot of “chips” (trading activity) took place at that price.
In simple terms:
HVNs mark prices where buyers and sellers agreed the most, creating heavy trading congestion.
Why Are HVNs Important?
1. Strong Support or Resistance Zones
Because many trades occurred at an HVN, market participants often view that price as “fair value.”
Price tends to slow down, pause, or reverse at HVNs.
2. Mean Reversion Behavior
HVNs tend to act like magnets:
If price moves far away, it often returns to HVN levels to retest them.
3. Balance Areas
An HVN signals that the market spent a lot of time trading at that price, indicating consensus or balance.
How to Use HVNs in Trading
1. Identify Support/Resistance
HVNs often mark durable S/R levels.
Price frequently retests or bounces from HVNs.
2. Detect Trading Ranges
Multiple HVNs clustered together indicate balance zones or accumulation/distribution areas.
3. Target Zones
When price moves away from an HVN, it often:
revisits the HVN (mean reversion), or
moves toward the next HVN in the profile.
Settings
Timeframe (Slices) (Lookback) (Label %)
Daily (50) (80-250) (0.60)
Weekly (40) (180) (0.65)
Monthly (30) (120) (0.70)
Quarterly (25) (70) (0.75)
No financial advice, no buy/sell recommendation. Only for educational purposes
Currency VolumeShows the volumes in the currency of the chart including a custom moving average for noise attenuation.
Volume vs Range Imbalance DetectorDescription :-
Concept :-
This indicator is designed to identify "Effort vs. Result" anomalies in the market using Volume Spread Analysis (VSA) concepts. It highlights specific candles where high trading activity (Volume) is occurring, but the price movement (Range) is restricted. This behavior often signals the presence of heavy absorption by buyers or sellers ("Smart Money" activity) before a potential reversal or continuation.
How It Works :-
The script combines two distinct methods of volume analysis into a single view
1. Structural Imbalance (Lime & Red Signals)
This logic detects major market anomalies by comparing the current candle against a 50-period average context.
The Logic: A signal is generated if the Volume is significantly higher than the average (default 1.618x the 50 SMA) AND the Price Range is significantly smaller than the average (default 1.272x the 50 ATR).
Lime Candle/Dot (Bullish Absorption): Massive volume with small range, closing in the upper 50% of the bar. This suggests sellers are dumping, but buyers are absorbing all orders, preventing the price from dropping.
Red Candle/Dot (Bearish Blockade): Massive volume with small range, closing in the lower 50% of the bar. This suggests buyers are pushing, but sellers are absorbing the demand, preventing the price from rising.
2. Hidden Activity (Orange Signals)
This logic is more sensitive and compares the current candle only to the previous candle.
The Logic: A signal is generated if the current Volume is higher than the previous bar's volume, but the current Range is smaller than the previous bar's range.
Orange Candle/Dot: This indicates "Churn." Effort is increasing, but the result (movement) is decreasing. It is often an early warning sign of congestion or a pending breakout.
Visual Guide
Lime Dot (Below Bar): Strong Buying Pressure (Bullish Imbalance).
Red Dot (Above Bar): Strong Selling Pressure (Bearish Imbalance).
Orange Dot (Above Bar): Hidden Activity / Churn (Warning).
Settings
Context Length: The lookback period for the moving averages (Default: 50).
Volume/Range Multipliers: Determine how strict the "Imbalance" signals are. Higher numbers result in fewer, more significant signals.
Show Hidden Activity: Toggle the orange signals on or off.
Disclaimer
This tool is for educational purposes only. Volume analysis is subjective and should be used in conjunction with other form
SNIPER ORB V4SNIPER ORB V4
### What It Does
Draws 5/15/30 minute Opening Range Breakout levels with confirmation patterns.
### Session Times
| Session | Hours (ET) |
|---------|------------|
| London | 3:00 - 9:30 |
| New York | 9:30 - 17:00 |
### Levels Drawn
| Level | Color Default | Purpose |
|-------|---------------|---------|
| 5m ORB H/L | Blue | Scalp levels |
| 15m ORB H/L | Cyan | Swing levels |
| 30m ORB H/L | Purple | **Primary levels** |
| Targets 1x-3x | Green/Red | Profit targets |
### Signals
| Signal | Meaning | Priority |
|--------|---------|----------|
| `ORB↑` | Confirmed breakout up | ⭐⭐ |
| `ORB↓` | Confirmed breakout down | ⭐⭐ |
| `RT↑` | Retest long entry | ⭐⭐⭐ **BEST** |
| `RT↓` | Retest short entry | ⭐⭐⭐ **BEST** |
| `FVG↑` | FVG zone long | ⭐⭐⭐ |
| `FVG↓` | FVG zone short | ⭐⭐⭐ |
| `ABS` | Absorption (caution) | ⚠️ Warning |
| `FK!` | Fakeout detected | ❌ Avoid |
### FVG Zones (Blue Boxes)
- **Bullish FVG** = Gap below price → Support zone
- **Bearish FVG** = Gap above price → Resistance zone
- **Best Entry** = Price touches FVG + Engulfing candle
### Bar Colors
| Color | Meaning |
|-------|---------|
| Bright Green | Bullish breakout confirmed |
| Bright Red | Bearish breakout confirmed |
| Light Green | Bullish retest entry |
| Light Red | Bearish retest entry |
### Info Table Key
| Field | Green = Good | Yellow/Orange = Caution |
|-------|--------------|-------------------------|
| Volume | HIGH VOL | Normal |
| Body | STRONG (70%+) | Normal/Weak |
| Status | BROKE HIGH/LOW | IN RANGE |
### Quick Trade Plan
```
LONG:
1. Wait for 30m ORB to complete
2. Watch for ORB↑ breakout
3. WAIT for pullback to ORB High
4. Enter on RT↑ or FVG↑ signal
5. SL = Below 30m ORB Low
6. TP = Target 1x or 2x
SHORT:
1. Wait for 30m ORB to complete
2. Watch for ORB↓ breakout
3. WAIT for pullback to ORB Low
4. Enter on RT↓ or FVG↓ signal
5. SL = Above 30m ORB High
6. TP = Target 1x or 2x
```
---
Adaptive Volume Profile [by Oberlunar]Adaptive Volume Profile of Oberlunar is built to solve a practical limitation I’ve found in many volume profile scripts: they don’t truly adapt to the chart’s visible range, so you lose readability when you zoom in for microstructure or zoom out for macro context.
This indicator stays usable across zoom levels, keeping the profile informative and visually consistent whether you’re studying fine detail or the bigger picture.
On top of that, it highlights something I’ve always wanted to read at a glance: how bullish vs bearish pressure behaves inside convex and concave volumetric structures — the bumps (high participation nodes - yellow area) and the bottlenecks (low participation nodes where price often travels fast - violet area).
You can quickly spot whether a bump is dominated by positive or negative flow, then zoom in to validate if the pressure is confirmed by subsequent price action. Missing this kind of clarity can easily lead to wrong assumptions and bad decisions — this tool is designed to make that read immediate and attractive.
Zoom In - Zoom Out example
For example, this is a "zoom in":
It looks bearish...
yeah... let's see the whole picture by a zoom out:
The bearish volumetric pressure is evident in the last bottleneck.
Bearish setup
Before
After
Bullish setup
Before
After
— Oberlunar 👁★
Relative Volume: Bull/Bear Bars + Strength IntensityThis indicator:
- Plots volume bars in a separate pane under the ticker's chart.
- Computes and displays RVOL as a decimal (e.g., 1.37), based on current bar volume ÷ average volume over a lookback length (lookback length is customizable).
- Shows the RVOL value in the indicator’s “Values” line (the “ticker” area at the top-left of the pane) by plotting it as a line (and you can also optionally show a label).
- Colors volume bars:
- green on bullish candles
- red on bearish candles
- also reflects RVOL strength via intensity (stronger RVOL = less transparent / more vivid)
Volume Profile Lite [JOAT]
Volume Profile Lite — Simplified Volume-at-Price Analysis
Volume Profile Lite creates a histogram showing volume distribution across price levels using a proprietary lightweight calculation method. It identifies the Point of Control (POC), Value Area High, and Value Area Low—key concepts from auction market theory—in an optimized, easy-to-read format that won't slow down your charts.
Why This Script is Protected
This script is published as closed-source to protect the proprietary volume distribution algorithm and the optimized Value Area calculation methodology from unauthorized republishing. The specific implementation of volume allocation across price rows, the buy/sell volume separation logic, and the efficient POC detection system represents original work that provides a unique lightweight alternative to standard volume profile implementations.
What Makes This Indicator Unique
Unlike heavy volume profile indicators that can slow down charts, Volume Profile Lite:
Uses an optimized algorithm designed for performance
Separates buying and selling volume for additional insight
Provides clean visual presentation without chart clutter
Includes extending reference lines for key levels
Features a dashboard with price position relative to POC
What This Indicator Does
Distributes volume across price rows to create a visual profile histogram
Identifies the Point of Control (highest volume price level)
Calculates Value Area (where specified percentage of volume traded)
Separates buying and selling volume for each price level
Extends key levels as reference lines on the chart
Highlights the POC row with a distinct border
Core Methodology
The indicator uses a proprietary approach to volume-at-price analysis:
Price Row Division — The lookback range is divided into configurable price rows (default: 24 rows)
Volume Distribution — Each bar's volume is allocated to the price rows it touches. If a bar spans multiple rows, volume is distributed proportionally.
Buy/Sell Separation — Volume is classified based on bar direction (close >= open = buying volume, close < open = selling volume)
POC Detection — The row with maximum accumulated volume is identified as the Point of Control
Value Area Calculation — Starting from POC, expands outward (alternating up and down) until target volume percentage is captured
Key Concepts Explained
Point of Control (POC) — The price level with the highest volume concentration. Often acts as a magnet for price and represents "fair value" for the analyzed period. Price tends to return to POC.
Value Area High (VAH) — Upper boundary of the value area zone. Acts as resistance when price is below, support when price is above.
Value Area Low (VAL) — Lower boundary of the value area zone. Acts as support when price is above, resistance when price is below.
Value Area — Price range containing specified percentage (default 70%) of total volume. This is where most trading activity occurred.
Visual Features
Volume Histogram — Horizontal bars showing volume at each price level
Buy/Sell Coloring — Green portions show buying volume, red shows selling volume
POC Highlight — The POC row has a distinct orange border and fill
POC Line — Horizontal line extending from POC (optional extension to right)
Value Area Lines — Dashed blue lines at VAH and VAL
Value Area Fill — Subtle blue fill between VAH and VAL
Color Scheme
Up Volume Color — Default: #26A69A (teal) — Buying volume
Down Volume Color — Default: #EF5350 (red) — Selling volume
POC Color — Default: #FF9800 (orange) — Point of Control
Value Area Color — Default: #2196F3 (blue) — VAH/VAL lines and fill
Dashboard Information
The on-chart table (bottom-right corner) displays:
POC price level
Value Area High price level
Value Area Low price level
Current price position relative to POC (ABOVE POC, BELOW POC, or AT POC)
Distance from current price to POC as percentage
Inputs Overview
Calculation Settings:
Lookback Period — Number of bars to analyze (default: 100, range: 20-500)
Number of Rows — Price level divisions for the profile (default: 24, range: 10-50)
Value Area % — Percentage of volume for value area calculation (default: 70%, range: 50-90%)
Visual Settings:
Up/Down Volume Colors — Customizable buy/sell colors
POC Color — Point of Control highlighting
Value Area Color — VAH/VAL line and fill color
Profile Width — Visual width of histogram in bars (default: 30, range: 10-100)
Show POC Line — Toggle POC horizontal line
Show Value Area — Toggle VAH/VAL lines and fill
Show Dashboard — Toggle the information table
Extend Lines — Project POC and VA lines further right
How to Use It
For Support/Resistance:
Use POC as a potential support/resistance reference point
Price often gravitates back to POC (mean reversion)
VAH acts as resistance when approaching from below
VAL acts as support when approaching from above
For Trend Analysis:
Price above POC suggests bullish control
Price below POC suggests bearish control
Breaking out of Value Area often leads to trending moves
Returning to Value Area suggests failed breakout
For Entry/Exit:
Enter longs near VAL with stops below
Enter shorts near VAH with stops above
Target POC for mean-reversion trades
Use POC as a trailing stop reference in trends
Alerts Available
VPL Cross Above POC — Price crosses above Point of Control
VPL Cross Below POC — Price crosses below Point of Control
VPL Cross Above VAH — Price breaks above Value Area High
VPL Cross Below VAL — Price breaks below Value Area Low
Best Practices
Use longer lookback periods for more significant levels
Increase row count for more precise level identification
POC from higher timeframes is more significant
Combine with other indicators for confirmation
This indicator is provided for educational purposes. It does not constitute financial advice. Past performance does not guarantee future results. Always conduct your own analysis and use proper risk management before making trading decisions.
— Made with passion by officialjackofalltrades
PowerWave Oscillator Suite [BOSWaves]PowerWave Oscillator Suite - Multi-Dimensional Momentum & Trend Oscillator with Adaptive Divergence Insight
Overview
PowerWave Oscillator Suite is a cutting-edge analytical toolkit designed to provide traders with a sophisticated understanding of momentum, trend strength, and divergence behavior in financial markets. Unlike conventional oscillators that rely solely on price-based calculations, PowerWave combines adaptive, multi-dimensional computation engines with advanced visualization tools and divergence detection systems. The suite offers a unique blend of trend-following, mean-reversion, and contrarian trading insights, allowing users to analyze markets from multiple angles simultaneously. Each module within the suite has been designed to offer precision, clarity, and adaptability, ensuring that traders of all levels - from novice to professional - can extract actionable intelligence without unnecessary chart clutter or signal ambiguity.
PowerWave Oscillator Suite focuses on three primary trading paradigms: momentum measurement, volume-based filtering, and smoothed trend oscillation. These paradigms are accessible via three core modules - Aroon Oscillator, Adaptive Volume Filter, and HyperSmooth Oscillator - each equipped with advanced smoothing, dynamic source selection, reduced-lag computation, and divergence detection, offering a comprehensive approach to market analysis. By leveraging the full capabilities of this toolkit, traders can identify market turning points, confirm trend strength, detect hidden divergences, and refine entries and exits, all within a single integrated framework.
Configuration Panel and Customization Options
At the heart of PowerWave is a robust configuration panel that allows users to tailor the suite to their individual trading preferences and market conditions. The first level of customization is the Module Selection, allowing users to toggle between the Aroon Oscillator, Adaptive Volume Filter, or HyperSmooth Oscillator. Each module is designed with a distinct analytical purpose:
Aroon Oscillator : Measures trend strength and provides early signals for trend reversals or continuation.
Adaptive Volume Filter : Uses volume-based filtering to highlight momentum shifts, smoothing out noise from price fluctuations.
HyperSmooth Oscillator : Delivers finely smoothed oscillations, designed to capture micro-trend shifts and acceleration patterns.
Users can enhance the responsiveness and filtering behavior of each module via the Enhancement Level setting, a numeric input that applies a series of multi-stage exponential smoothing layers, ensuring signals are robust against market noise without introducing excessive lag. Additionally, the Source Type option allows traders to determine the price input methodology - ranging from adaptive combinations of open, high, low, and close values to more traditional sources - granting flexibility to align the indicator with preferred strategies or asset characteristics.
Engineered Visual Intelligence and Module-Specific Color Systems
PowerWave employs purpose-built, module-specific color systems that are tightly integrated with each oscillator’s underlying computation model. Rather than treating color as a cosmetic layer, the suite uses color as an informational channel, encoding state, momentum bias, and structural context directly into the visual output.
Each module operates with a dedicated color logic aligned to its analytical role:
The Aroon Oscillator uses polarity-driven gradients to express time-based trend dominance and directional strength.
The Adaptive Volume Filter applies contrasting color states to distinguish expanding versus contracting volume pressure.
The HyperSmooth Oscillator utilizes a dynamic HSV-based color spectrum that continuously maps momentum acceleration and deceleration into the oscillator line itself.
These color systems are reinforced through coordinated visual elements, including bar coloring, background state highlighting, histogram fills, and cross-condition shading. Users can further tune visual intensity and emphasis through enhanced mode and opacity controls, allowing the same engineered color logic to be amplified or subdued depending on chart density and personal workflow.
By designing color behavior as an extension of the calculation engine - rather than an arbitrary styling choice - PowerWave ensures that visual cues remain consistent, data-driven, and immediately interpretable across assets, timeframes, and market regimes.
Dynamic Source and Zero-Lag Computation
A defining characteristic of PowerWave Oscillator Suite is its Dynamic Source Calculation engine, which adjusts the input price series according to the trader’s chosen source type and enhancement level. This system ensures that signals are computed from a refined, noise-filtered base, enhancing reliability across asset classes and timeframes. Each stage of the multi-level smoothing hierarchy incrementally reduces erratic price fluctuations while preserving meaningful structural movement, allowing traders to differentiate between minor price noise and genuine momentum shifts.
Complementing this is the Adaptive Reduced-Lag Filter, a highly specialized algorithm that minimizes lag inherent in traditional moving averages or oscillators. This filter uses a gain-optimized EMA structure that continuously self-adjusts based on recent price dynamics, providing traders with fast yet reliable signals. By incorporating zero-lag calculations, PowerWave ensures that trend reversals and momentum inflections are detected in near real-time, allowing for earlier entries, faster confirmations, and more accurate exits. The reduced-lag filter also dynamically adjusts its internal gain coefficients, minimizing error while accounting for varying market volatility.
Aroon Oscillator Module
The Aroon Oscillator module within PowerWave is designed to quantify trend strength and identify emerging directional shifts. Utilizing a dual-period calculation, the module compares the relative timing of recent highs and lows, producing a normalized oscillation that reflects the market’s current momentum. Advanced zero-lag filtering ensures that even minor reversals or trend accelerations are captured with minimal delay, while additional smoothing can be applied via the configuration panel to match the trader’s preferred sensitivity.
The module includes trend and mean-reversion signal detection:
Trend Signals : Generated when the oscillator crosses the zero line, indicating potential trend continuation or initiation.
Reversion Signals : Triggered by crossovers between the oscillator and its internal signal line, highlighting potential pullbacks or temporary counter-trend behavior.
Visual overlays, including bar coloring and gradient plots, highlight bullish and bearish momentum zones, making it immediately apparent whether the market is in a trending or consolidating state. By combining trend and reversion insights with divergence detection, traders gain a multi-layered understanding of market structure, allowing for well-timed entries and exits.
Use Case:
Use the Aroon Oscillator when your primary objective is identifying real trend shifts early and staying aligned with structure. This model excels in markets transitioning from consolidation into expansion, where timing matters more than micro-entries. Zero-line crosses define directional regime changes, while signal-line crossovers expose mean-reversion pullbacks within a dominant trend. Divergences here are high-quality because Aroon measures time-based strength, not just price movement - making this ideal for swing traders and intraday trend followers who want confirmation before committing size.
Adaptive Volume Filter Module
The Adaptive Volume Filter takes a fundamentally different approach, analyzing volume-driven market behavior. By transforming price inputs with volume-weighted calculations and applying an adaptive multi-stage smoothing engine, this module emphasizes genuine buying and selling pressure while suppressing noise caused by small, indecisive bars.
Key features include:
Dynamic Thresholding : Traders can set threshold levels to define oversold or overbought regions based on relative volume patterns.
Multi-tiered Signal Generation : Local trend signals identify moderate momentum shifts, while oversold/overbought conditions trigger stronger trade opportunities.
Volume-Cycle Adaptation : The filter adapts to cyclical volume patterns, ensuring that signals remain valid during periods of high or low market participation.
This module is particularly effective for spotting institutional accumulation/distribution, validating trends, and detecting early inflection points where price action alone might be misleading.
Use Case:
Select the Adaptive Volume Filter when you want to validate price movement with participation, not guess momentum in a vacuum. This oscillator shines during breakouts, distribution phases, and deceptive price moves where volume tells the real story. Overbought and oversold zones highlight statistically stretched volume conditions, while the adaptive smoothing engine filters short-term noise caused by small, indecisive bars. This is the model you use to confirm whether a move is being supported or starved - making it lethal for spotting exhaustion, fake breakouts, and accumulation/distribution zones.
HyperSmooth Oscillator Module
The HyperSmooth Oscillator represents the most sophisticated module in the suite, combining adaptive smoothing, dual-cycle EMA differentiation, and volatility-normalized scaling. It calculates momentum by comparing fast and slow EMA cycles of a dynamically smoothed price series and then normalizes this difference using ATR-based volatility adjustments. This ensures that the oscillator is sensitive to micro-momentum changes while remaining robust against extreme volatility spikes.
Additional innovations in this module include:
Hyper-smoothing and acceleration detection : Captures micro-trend shifts and identifies momentum acceleration or deceleration, providing early insight into potential trend reversals.
Dynamic color mapping : Uses HSV-based gradient calculations to indicate the intensity and direction of momentum, enhancing immediate visual interpretation.
Threshold-based cross-validation : Ensures that only meaningful crossovers are flagged as buy or sell signals, reducing false positives in noisy markets.
Combined, these mechanisms give traders access to both subtle and strong market moves, allowing nuanced position sizing and timing strategies.
Use Case:
Use HyperSmooth when you need speed, sensitivity, and volatility-aware momentum detection. This model is built for fast markets, aggressive entries, and momentum continuation plays where standard oscillators lag. By normalizing momentum with ATR and dynamically adjusting signal thresholds, HyperSmooth filters weak crosses and only reacts when momentum actually matters. Color-shifted acceleration highlights when force is increasing or decaying, making this the go-to mode for scalpers and momentum traders hunting explosive continuation or sharp reversals with minimal delay.
Enhanced Divergence Detection System
PowerWave includes a robust divergence detection engine, capable of identifying regular and hidden bullish and bearish divergences across all modules. Divergences are detected by analyzing oscillator pivots against corresponding price highs and lows, ensuring that traders can spot structural weaknesses or strengths in trend continuation.
Key enhancements include:
Pivot-based analysis with lookback control : Allows customization of sensitivity to short-term vs. long-term divergences.
Priority system : Regular divergences are highlighted first, while hidden divergences are only displayed if no regular divergence is present, reducing chart clutter.
Visual representation : Divergences are drawn on both the oscillator and price chart using solid or dashed lines with opacity gradients, enabling clear interpretation of potential reversal zones.
This system equips traders to anticipate trend exhaustion points, early reversals, and high-probability pullbacks, a critical advantage in both trending and range-bound markets.
Visualization and Chart Interpretation
Every module in PowerWave is accompanied by enhanced visual aids, including histogram fills, line overlays, bar coloring, and shape-based trade markers. These features provide instant clarity on:
Trend direction : Bullish vs. bearish zones are highlighted via gradient fills and bar color overlays.
Signal strength : Minor, regular, and strong trade setups are distinguished using shape markers (triangles, circles, diamonds).
Momentum confirmation : Histogram fills indicate whether the oscillator is accelerating or decelerating relative to its signal line.
By integrating these visualizations, PowerWave transforms complex calculations into immediately actionable chart insights, enabling both manual and automated strategies to be executed with confidence.
General Use Cases and Trading Applications
Trend-following : Combine oscillator zero-line crossovers with divergence confirmation for disciplined entries.
Counter-trend trading : Utilize hidden divergence signals to identify potential reversal points before visible trend exhaustion.
Volume-sensitive trades : Adaptive Volume Filter highlights accumulation/distribution phases, providing context for institutional participation.
Scalping and swing strategies : HyperSmooth Oscillator captures micro-momentum changes, ideal for both short-term scalping and multi-day swing trades.
The suite is designed for flexibility and adaptability, allowing traders to integrate multiple modules, fine-tune parameters, and create customized signals aligned with personal strategies or specific market conditions.
Final Notes
PowerWave Oscillator Suite is designed as an analytical decision-support system. It provides structured market insight based on historical price and volume behavior and does not constitute predictive or outcome-guaranteed functionality. Its core design philosophy emphasizes clarity, adaptability, and risk-aware decision-making. Every calculation, filter, and visual cue is intended to provide insight, not guarantees. Traders are encouraged to combine the suite’s outputs with proper risk management, contextual market awareness, and disciplined strategy execution.
Risk Disclaimer
This indicator is provided for educational and informational purposes only and does not constitute financial advice. Trading involves significant risk, and past performance is not indicative of future results. Users are responsible for their own analysis, risk management, and execution decisions.
Rolling Cumulative Volume Delta (N bars)Rolling CVD, not anchored to a date and reset after anchor+period reached
VOLD RatioThis indicator calculates the ratio between NYSE Up Volume and Down Volume (USI:UVOL / USI:DVOL).
It helps assess market participation and short-term buying vs. selling pressure.
Higher values indicate dominant buying volume, while lower values suggest increasing selling pressure.
Useful as a breadth and confirmation tool alongside index price action.
Money VolThe indicator displays the trading volume in monetary terms and its ratio to the average trading volume over 100 periods. It highlights volumes that are 2x, 5x, 10x, or less than 2x the average.
Индикатор показывает объем торгов в денежном выражении, отношение к среднему объему торгов за 100 периодов, подсвечивает х2, х5, х10 и меньше более чем х2
Volume OscillatorDescription
The Volume Oscillator measures the momentum of trading volume by calculating the percentage difference between a fast and a slow Simple Moving Average (SMA) of daily volume. It helps traders identify periods of increasing or decreasing market participation, often signaling potential trend strength or exhaustion.
Key Features:
Adaptive to Trading Session:
Automatically adjusts SMA periods based on the actual trading session length (default: 8.5 hours for FTSEMIB, customizable for any market — e.g., 6.5h for US stocks, 24h for crypto).
Fast & Slow SMAs:
Compares a short-term SMA (default 10 days) with a longer-term SMA (default 25 days) of volume.
Oscillator Formula:
100 × (Fast SMA / Slow SMA - 1)
→ Positive values = increasing volume momentum (bullish)
→ Negative values = decreasing volume momentum (bearish)
Signal Line (optional):
A moving average of the oscillator (default 7 days) for smoother trend identification and crossover signals.
Overbought/Oversold Levels:
User-defined horizontal lines (default +40 / -40) to highlight extreme volume conditions.
Customizable Colors:
Change the oscillator and signal line colors to match your chart style.
How to Interpret:
Bullish Conditions:
Oscillator crosses above the zero line
Oscillator crosses above the signal line
Readings near or above +40 may indicate strong buying pressure (watch for possible exhaustion if too extreme)
Bearish Conditions:
Oscillator crosses below the zero line
Oscillator crosses below the signal line
Readings near or below -40 may indicate selling pressure or capitulation
Divergences:
Look for divergences between price and the Volume Oscillator (e.g., price makes new highs but oscillator fails to confirm with higher highs) — a classic sign of weakening momentum.
Best Use Cases:
Indices (FTSEMIB, DAX, CAC, SPX, etc.), stocks and futures with defined trading hours, crypto (set session duration to 24 hours).
Works well on intraday (e.g., 15m, 30m, 1h) and daily charts.
Customization Tips:
- Shorten fast/slow lengths for faster signals (more noise)
- Lengthen them for smoother, longer-term analysis
- Adjust session duration for non-standard market hours
- Enable/disable the signal line in the settings
Note: Volume data quality can vary by symbol and exchange. Always combine this indicator with price action and other tools. Use proper risk management.
Volume ROC (smoothed)Description
The Volume ROC (Rate of Change) indicator is designed to measure the momentum of trading volume over a user-defined period, adjusted for the trading session length of the symbol (e.g., 8.5 hours for the FTSEMIB index). This makes it particularly useful for intraday charts where standard daily calculations might not align with actual trading days.
By focusing on volume changes rather than price, it helps identify potential shifts in market participation, such as accumulation, distribution, or unusual activity that could precede price movements.
How It Works:
Session Adjustment:
The indicator calculates the number of candles per trading day based on the input session duration (in hours) and the chart's timeframe. This ensures that the ROC and other calculations are based on "trading days" rather than calendar days, making it adaptable to markets with non-standard hours like European indices (e.g., FTSEMIB).
Daily Data Fetch:
It retrieves daily high, low, close, and volume data using "request.security" to ensure consistency across timeframes.
ROC Calculation:
The Rate of Change (ROC) is computed on volume using "ta.change" over the specified length (in days), multiplied by the candles-per-day factor for timeframe independence. By chosing the subtraction method instead of the division method we avoid distortions of the ROC below the zero line (method ok for timespans inferior to two years).
Smoothing with SMA:
A Simple Moving Average (SMA) is applied to the ROC to reduce noise and highlight trends in volume momentum.
Standard Deviation Bands:
The standard deviation of the smoothed ROC is calculated over a lookback period. Bands are plotted at +2σ (overbought) and -2σ (oversold) to provide context for extreme volume changes, similar to Bollinger Bands but applied to volume ROC.
Key Plots:
SMA Line (Orange): The smoothed ROC value. Positive values indicate increasing volume momentum; negative values suggest decreasing momentum.
Zero Line (Black Dotted): A reference line at 0, separating positive and negative ROC territories.
+2σ Band (Red Dotted): Upper overbought threshold. Crossings above this may signal excessive buying volume.
-2σ Band (Green Dotted): Lower oversold threshold. Dips below this could indicate capitulation or low interest.
Usage and Interpretation:
Trend Confirmation:
Use the SMA crossing above/below zero to confirm price trends with volume backing. For example, a rising price with positive Volume ROC suggests strong conviction.
Divergences:
Look for divergences between price and Volume ROC (e.g., price making new highs but ROC weakening), which can signal reversals.
Overbought/Oversold Signals:
The ±2σ bands act as dynamic levels. Volume ROC spiking above +2σ might precede pullbacks, while below -2σ could indicate buying opportunities.
Best Applied To:
European indices (like FTSEMIB or DAX), stocks, or futures with defined session hours. Test on intraday (e.g., 2h) and combine with price-based indicators like RSI or MACD for confluence.
Customization:
Adjust the ROC/SMA lengths for sensitivity (shorter for scalping, longer for swings). The STDEV lookback affects band width—longer periods create smoother bands.
Limitations:
Volume data can be noisy in low-liquidity symbols. This indicator assumes consistent session lengths; irregular holidays may affect accuracy. Always backtest and use with risk management.
This indicator is original and built for educational/trading purposes.
DTR + ATR + OR + VWAP PRO (Merged Model)This indicator combined
Day Trading Range
ATR
VWAP
Open Rang for the selected time frame
BT Session VP & VolatilityBT Session VP v0.6 is a professional-grade Session Volume Profile designed for futures, index, and intraday traders who need clean, accurate session structure without clutter.
This tool builds a true volume distribution for each trading session using lower-timeframe data, detects high- and low-volume nodes, and tracks a dynamic Point of Control (POC) to help traders identify balance, acceptance, and trend conditions in real time.
• Index futures, session-based crypto trading
• Intraday equity index trading
• Momentum scalping with session context
• Auction market theory workflows
Features
• True session-based volume profile (RTH or ETH)
• Futures-correct ETH handling (18:00–17:00 session)
• Hard session fencing — no volume bleed between sessions
• Lower-timeframe volume aggregation for accuracy
• Dynamic Point of Control (POC) tracking
• High Volume Nodes (HVN) and Low Volume Nodes (LVN)
• Live session and prior session profiles
• Optional volatility-weighted volume
• Fully customizable colors, opacity, and labels
**Volatility-Weighted Volume** is an optional feature that adjusts how volume contributes to the session profile based on current market volatility.
Instead of treating all volume equally, BT Session VP can weight volume more heavily during periods of expansion and less during periods of compression.
When volatility weighting is enabled:
• If volatility is above its recent average, volume is amplified; below volume is dampened
• The strength of this effect is controlled by a user-defined multiplier
• Volatility weighting does not change price levels, Iit does not introduce signals or repainting. It only affects how volume contributes to the distribution
• The feature can be disabled at any time for a traditional volume profile
The Point of Control is calculated dynamically as the session evolves.
• If the POC remains stable for N bars, the market is considered balanced
• If the POC shifts upward, it reflects bullish acceptance
• If the POC shifts downward, it reflects bearish acceptance
• POC color changes automatically based on these conditions
This allows traders to quickly distinguish between balance, rotation, and trend days.
• HVN represent price levels where the market previously accepted value
• LVN represent areas of rejection or inefficiency
Nodes are filtered using:
• Local dominance logic
• Minimum separation (prevents clustering)
These levels often act as:
• Support / resistance
• Acceptance or rejection zones
• Rotation targets during balance
How traders use BT Session VP
• Identify balance vs trend days early
• Use POC direction to confirm market regime
• Trade rotations between HVNs during balance
• Fade LVNs during rejection
• Use prior session nodes as reaction levels
• Combine with momentum tools for confirmation
This indicator is designed to provide context , not signals.
It works best when combined with execution tools, order flow, or momentum confirmation.
VWAP Multi-Timeframe Pro═══════════════════════════════════════════════════════════════════════════════
VWAP Multi-Timeframe Pro - 6 VWAP + Dynamic Levels - Alphaomega18
📝 COMPLETE DESCRIPTION
═══════════════════════════════════════════════════════════════════════════════
🎯 THE MOST COMPLETE VWAP INDICATOR ON THE MARKETPLACE
VWAP Multi-Timeframe Pro simultaneously displays 6 different VWAPs (Asia/London/NY Sessions + Daily/Weekly/Monthly) with key price levels and intelligent dynamic color for complete institutional market vision.
Designed for professional traders: futures, forex, crypto, stocks. Compatible all timeframes.
🔥 WHY THIS INDICATOR IS UNIQUE
Other VWAP indicators display 1 or 2 VWAPs maximum.
**VWAP MTF Pro gives you EVERYTHING in one indicator:**
✅ **6 Simultaneous VWAPs**: Asia, London, NY, Daily, Weekly, Monthly
✅ **3 Key Price Levels**: Previous VWAP, Daily Open, Previous Close
✅ **Dynamic Color**: GREEN line if price above, RED if below
✅ **Standard Deviation Bands**: ±1σ, ±2σ, ±3σ for extreme deviations
✅ **10 Configurable Alerts**: Crossovers and extreme zones
✅ **100% Customizable**: Colors, styles, selective display
One indicator = Complete 24/7 institutional flow vision!
📊 THE 6 DISPLAYED VWAPS
🔷 **1. VWAP ASIA SESSION** (Yellow default)
→ Customizable Asian session (00:00-08:00 default)
→ Visible only during Asia session
→ Identifies key Asian trading levels
🔷 **2. VWAP LONDON SESSION** (Cyan default)
→ European session (08:00-16:00 default)
→ Visible only during London session
→ Captures European institutional flow
🔷 **3. VWAP NY SESSION** (Orange default)
→ American session (15:30-22:00 default)
→ Visible only during NY session
→ Highest volume of the day
🔷 **4. VWAP DAILY** (Blue default)
→ Full day VWAP
→ Most important level for day traders
→ Major support/resistance
🔷 **5. VWAP WEEKLY** (Purple default)
→ Weekly VWAP
→ Medium-term trend
→ Key level for swing traders
🔷 **6. VWAP MONTHLY** (Fuchsia default)
→ Monthly VWAP
→ Long-term vision
→ Major institutional levels
📍 3 ESSENTIAL PRICE LEVELS (NEW)
🔷 **PREVIOUS DAY VWAP CLOSE** (Dashed line - Dynamic color!)
**The Revolutionary Feature:**
→ Displays previous day's VWAP Daily close
→ **GREEN line** when price ABOVE = Bullish signal ✅
→ **RED line** when price BELOW = Bearish signal ❌
→ Changes color in real-time at crossover!
**Why it's powerful:**
```
If you're trading LONG and line is GREEN:
→ You're on right side of market
→ Institutions are with you
→ Hold trade with confidence
If line turns RED:
→ EXIT immediately
→ Momentum has changed
→ Institutions selling now
```
🔷 **DAILY OPEN** (White dotted default)
→ Current day's opening price
→ Major psychological level
→ Intraday support/resistance
🔷 **PREVIOUS DAY CLOSE** (Purple dotted default)
→ Previous day's close
→ Gap analysis (up/down/none)
→ Critical institutional level
📏 STANDARD DEVIATION BANDS
**3 Bands on each side of VWAP:**
→ ±1σ (68% of distribution)
→ ±2σ (95% of distribution)
→ ±3σ (99.7% of distribution)
**VWAP selection for bands:**
Choose from: Asia / London / NY / Daily / Weekly / Monthly
**Usage:**
```
Price reaches +3σ:
→ Extreme overbought
→ Reversal or consolidation likely
→ Take LONG profits or prepare SHORT
Price reaches -3σ:
→ Extreme oversold
→ Reversal or consolidation likely
→ Take SHORT profits or prepare LONG
Price between ±1σ:
→ "Normal" zone
→ Trading range
→ Wait for breakout
```
🎯 REAL USE CASES
📌 **CASE 1: MNQ Day Trading with Dynamic Color**
**Morning Setup:**
```
08:00 - Market opens
→ Price at 16,300
→ Prev Day VWAP Close at 16,250
→ Line = GREEN ✅ (price above)
→ Signal: Bullish sentiment confirmed
Action: Look for LONG setups only
Avoid: SHORT trades against trend
```
**Momentum Change:**
```
10:30 - Price drops rapidly
→ Price drops to 16,240
→ Line turns RED ❗
→ Signal: Momentum changed!
Action: EXIT LONG positions immediately
Look for: SHORT setups now
```
**Result:**
→ You stay on right side of market permanently
→ No fighting institutions
→ Profits maximized, losses minimized
📌 **CASE 2: Gap Analysis with Daily Open + Prev Close**
**Gap UP:**
```
Daily Open (white): 16,320
Prev Day Close (purple): 16,280
Gap = +40 points
Analysis:
→ Bullish gap
→ If VWAP prev line = GREEN = Continuation
→ If price retests Prev Close (purple) and bounces = LONG entry
```
**Gap DOWN:**
```
Daily Open (white): 16,240
Prev Day Close (purple): 16,280
Gap = -40 points
Analysis:
→ Bearish gap
→ If VWAP prev line = RED = Continuation
→ If price rallies to Prev Close (purple) and rejects = SHORT entry
```
📌 **CASE 3: Multi-Timeframe Confirmation**
**LONG Setup Maximum Conviction:**
```
✅ Price > VWAP Monthly (fuchsia) → Long-term bullish trend
✅ Price > VWAP Weekly (purple) → Medium-term bullish trend
✅ Price > VWAP Daily (blue) → Short-term bullish trend
✅ Prev Day VWAP = GREEN → Today's momentum bullish
✅ Price > Daily Open (white) → Positive opening
Signal: ALL timeframes aligned LONG!
Action: LONG entry with strong conviction
Stop: Below VWAP Daily
```
**SHORT Setup Maximum Conviction:**
```
✅ Price < VWAP Monthly (fuchsia) → Long-term bearish trend
✅ Price < VWAP Weekly (purple) → Medium-term bearish trend
✅ Price < VWAP Daily (blue) → Short-term bearish trend
✅ Prev Day VWAP = RED → Today's momentum bearish
✅ Price < Daily Open (white) → Negative opening
Signal: ALL timeframes aligned SHORT!
Action: SHORT entry with strong conviction
Stop: Above VWAP Daily
```
📌 **CASE 4: Session Trading (London/NY Overlap)**
**15:30 - NY Session Opens:**
```
Before 15:30:
→ Price in VWAP London (cyan)
→ Consolidation, range
15:30 - NY opens:
→ VWAP NY (orange) appears
→ Volume explodes
→ Price breaks above VWAP Daily (blue)
→ Prev Day VWAP = GREEN ✅
Action:
→ LONG entry on breakout
→ Stop below VWAP Daily
→ Target +3σ upper band
```
⚙️ COMPLETE CUSTOMIZATION
🎨 **EACH VWAP IS CONFIGURABLE:**
**For each VWAP (6 groups):**
→ Show/Hide (On/Off)
→ Customizable color
→ Line thickness (1-5)
**Asia/London/NY Sessions:**
→ Configurable start/end hours
→ Adapt to your timezone
→ Customize per market
**Forex Example:**
```
Asia: 00:00-08:00 (Tokyo)
London: 08:00-16:00 (London)
NY: 13:00-20:00 (New York)
```
**US Futures Example:**
```
Asia: 18:00-02:00 (overnight)
London: 02:00-08:30
NY: 08:30-15:00 (RTH)
```
🎨 **PREVIOUS DAY VWAP - Dynamic Color:**
→ **Dynamic Color (Green/Red)**: On/Off
• ON = Line changes color (GREEN/RED)
• OFF = Fixed color
→ **Color Above**: Color when price above (default: Green)
→ **Color Below**: Color when price below (default: Red)
→ **Static Color**: If Dynamic Color OFF (default: White)
→ **Line Width**: Thickness (1-5)
→ **Line Style**: Solid / Dashed / Dotted
🎨 **DAILY PRICE LEVELS:**
**Daily Open:**
→ Show/Hide
→ Color (default: White)
→ Thickness
→ Style (Solid/Dashed/Dotted)
**Previous Day Close:**
→ Show/Hide
→ Color (default: Purple/Fuchsia)
→ Thickness
→ Style (Solid/Dashed/Dotted)
📏 **STANDARD DEVIATION BANDS:**
→ **Show Bands**: On/Off
→ **Bands Timeframe**: Choose VWAP (Asia/London/NY/Daily/Weekly/Monthly)
→ **Standard Deviation 1/2/3**: σ values (default: 1.0 / 2.0 / 3.0)
→ **Upper Colors**: Customizable
→ **Lower Colors**: Customizable
👁️ **DISPLAY:**
→ **Show Labels**: Display price labels (On/Off)
→ **Label Size**: Tiny / Small / Normal / Large
🔔 COMPLETE ALERTS (10 ALERTS)
**VWAP Daily Crossovers:**
1. Price > VWAP Daily
2. Price < VWAP Daily
**Extreme Bands:**
3. Price reaches +3σ
4. Price reaches -3σ
**Previous Day VWAP:**
5. Price > Previous Day VWAP
6. Price < Previous Day VWAP
**Daily Open:**
7. Price > Daily Open
8. Price < Daily Open
**Previous Day Close:**
9. Price > Previous Close
10. Price < Previous Close
💡 MARKETS AND TIMEFRAMES
✅ **ALL markets compatible:**
• Futures (ES, NQ, YM, RTY, MNQ, MES, etc.)
• Forex (EUR/USD, GBP/USD, USD/JPY, etc.)
• Crypto (BTC, ETH, altcoins - 24/7)
• Stocks (Tesla, Apple, Nvidia, etc.)
• Indices (S&P 500, Nasdaq, Dow Jones)
• Commodities (Gold, Oil, etc.)
✅ **All timeframes:**
• Scalping: 1min, 5min
• Day Trading: 15min, 30min, 1H ⭐ (optimal!)
• Swing Trading: 4H, Daily
• Position Trading: Weekly
Note: More reliable with real volume data
→ TradingView Premium recommended for tick data
🏆 UNIQUE ADVANTAGES
✅ **6 Simultaneous VWAPs**: Complete multi-timeframe vision
✅ **Dynamic color**: GREEN/RED for instant vision
✅ **3 Price levels**: Prev VWAP + Open + Prev Close
✅ **Standard deviation bands**: ±3σ for extreme zones
✅ **Customizable sessions**: Asia/London/NY adaptable
✅ **10 alerts**: All key crossovers
✅ **100% customizable**: Colors, styles, display
✅ **Automatic labels**: Real-time price display
✅ **Optimized code**: Light, fast, no lag
✅ **No repaint**: Reliable and stable signals
📊 RECOMMENDED CONFIGURATION
**For MNQ/ES Day Trading (15min):**
```
═══ VWAP Sessions ═══
Asia: ✅ ON (Yellow)
London: ✅ ON (Cyan)
NY: ✅ ON (Orange)
═══ VWAP Timeframes ═══
Daily: ✅ ON (Blue)
Weekly: ✅ ON (Purple)
Monthly: ❌ OFF (too long-term)
═══ Previous Day VWAP ═══
Show: ✅ ON
Dynamic Color: ✅ ON (CRITICAL!)
Color Above: Green
Color Below: Red
Width: 2-3
═══ Daily Price Levels ═══
Daily Open: ✅ ON (White dotted)
Prev Day Close: ✅ ON (Purple dotted)
═══ Bands ═══
Show Bands: ✅ ON
Timeframe: Daily
σ: 1.0 / 2.0 / 3.0
═══ Display ═══
Labels: ✅ ON
Size: Small
```
**For Scalping (1-5min):**
```
Sessions: Asia/London/NY by hour
Daily/Weekly: ON
Monthly: OFF
Prev Day VWAP: ON with Dynamic Color
Bands: Daily, ±2σ max
Labels: Small or Tiny
```
**For Swing Trading (4H-Daily):**
```
Sessions: OFF (not relevant)
Daily: ON
Weekly: ON
Monthly: ON
Prev Day VWAP: ON
Bands: Weekly, ±3σ
Labels: Normal or Large
```
🎓 QUICK USAGE GUIDE
**Simple Rules for Day Traders:**
1. **Prev VWAP Line Color = Day Direction**
→ GREEN = Trade LONG only
→ RED = Trade SHORT only
2. **Price above ALL VWAPs = Maximum bullish**
→ Look for LONG setups only
→ No SHORT counter-trend
3. **Price below ALL VWAPs = Maximum bearish**
→ Look for SHORT setups only
→ No LONG counter-trend
4. **Price between VWAPs = Neutral zone**
→ Wait for clear breakout
→ Range-bound, careful scalp
5. **±3σ bands = Extreme zones**
→ Take profits
→ Or wait for reversal
💪 TRADER PSYCHOLOGY
**What this indicator solves:**
❌ "I don't know if trend continues"
→ Check prev VWAP line color: GREEN = continues
❌ "I take profits too early from fear"
→ As long as line GREEN, hold LONG with confidence
❌ "I hold my losses too long"
→ Line turns RED? EXIT immediately!
❌ "I trade counter-trend"
→ 6 VWAPs visible = Impossible to mistake direction
❌ "I don't know where to put stop"
→ Stop below VWAP Daily for LONG, above for SHORT
**Result:**
✅ Increased confidence
✅ Reinforced discipline
✅ Maximized profits
✅ Trading with institutions
🔗 PERFECT COMPLEMENT
**Combine VWAP MTF Pro with:**
• **Order Flow Signals** → Institutional absorptions (💎▲🚀)
• **Order Flow CVD** → Real-time order flow
• **Fair Value Gaps** → Inefficiency zones
• **Market Profile** → POC/VPOC
**VWAP MTF Pro** = Institutional price levels
**Order Flow** = Flow confirmation
→ Complete trading system!
⚠️ DISCLAIMER
Technical indicators are decision support tools. No indicator guarantees profits. Always use:
• Appropriate risk management
• Stop loss on every trade
• Proper position sizing
• Demo account testing first
VWAP MTF Pro improves your analysis but doesn't replace a complete strategy with money management.
🚀 INSTALLATION
1. Copy the Pine Script code
2. Open Pine Editor in TradingView
3. Paste the code
4. Click "Add to Chart"
5. Indicator displays on chart (overlay)
6. Configure parameters to your preferences
7. Activate desired alerts
8. Trade with complete institutional vision!
💡 PRO TIP
**The Golden VWAP Rule:**
"NEVER trade against ALL aligned VWAPs"
If Monthly + Weekly + Daily ALL point down:
→ Bearish market on ALL timeframes
→ Trade SHORT only
→ No LONG = Suicide
If Monthly + Weekly + Daily ALL point up:
→ Bullish market on ALL timeframes
→ Trade LONG only
→ No SHORT = Lost money
This simple rule can **save your account**!
📞 CONTACT AND SUPPORT
Created by Alphaomega18
For questions, bugs or suggestions:
Find my other indicators:
• Order Flow Signals (institutional signals)
• Order Flow Dashboard (CVD oscillator)
• Order Flow CVD Simple (trend vision)
• Fair Value Gap Detector
• Volume & Volatility Crisis Detector
Order Flow Pro - CVD - Alphaomega18═══════════════════════════════════════════════════════════════════════════════
ORDER FLOW CVD SIMPLE - TRADINGVIEW PUBLICATION
Created by Alphaomega18
═══════════════════════════════════════════════════════════════════════════════
📝 COMPLETE DESCRIPTION
═══════════════════════════════════════════════════════════════════════════════
🎯 FOLLOW INSTITUTIONAL TREND AT A GLANCE
Order Flow CVD is an ultra-simple and ultra-effective indicator that displays CVD (Cumulative Volume Delta) with a colored fill zone to instantly identify order flow trend.
No complexity, no clutter: just 2 lines and 1 colored zone to know if you should HOLD or EXIT your trade.
🔥 THE GOLDEN RULE OF TRADING
The secret of professional traders:
→ "Let your winners run, cut your losses"
But how do you know WHEN to hold and WHEN to exit?
**The answer: CVD (Cumulative Volume Delta)**
As long as institutional flow goes your way, HOLD the trade.
As soon as flow changes, EXIT.
This is exactly what this indicator does: it shows you the flow in real-time with ultra-clear visualization.
📊 HOW IT WORKS
🔷 **2 SIMPLE LINES**
**WHITE Line** = CVD (Cumulative Volume Delta)
→ Cumulative sum of volume delta
→ Rises when buying > selling
→ Falls when selling > buying
**YELLOW Line** = CVD Moving Average (20 periods default)
→ Smooths CVD to see trend
→ Filters noise
→ Reference for trend
🔷 **COLORED FILL ZONE**
🟢 **GREEN ZONE** = White CVD ABOVE yellow CVD
→ BULLISH trend
→ Institutions are BUYING
→ HOLD your LONG trades
→ Avoid SHORT
🔴 **RED ZONE** = White CVD BELOW yellow CVD
→ BEARISH trend
→ Institutions are SELLING
→ HOLD your SHORT trades
→ Avoid LONG
⚡ **CROSSOVER** = Zone changes color
→ Trend change
→ Exit or reverse position
→ Clear and sharp signal
🎯 USAGE RULES
📌 **RULE #1: HOLD A LONG TRADE**
You're in a LONG:
→ ✅ As long as ZONE IS GREEN → HOLD
→ ❌ As soon as ZONE TURNS RED → EXIT
Real example:
```
LONG entry: 16,500
Zone stays green for 2 hours
Price climbs to 16,650 (+150 points)
Zone turns red → EXIT
You pocket +150 points instead of giving back 50 points!
```
📌 **RULE #2: HOLD A SHORT TRADE**
You're in a SHORT:
→ ✅ As long as ZONE IS RED → HOLD
→ ❌ As soon as ZONE TURNS GREEN → EXIT
Real example:
```
SHORT entry: 16,500
Zone stays red for 1 hour
Price drops to 16,350 (-150 points)
Zone turns green → EXIT
You pocket +150 points!
```
📌 **RULE #3: DON'T ENTER COUNTER-TREND**
Green zone visible:
→ ❌ Do NOT enter SHORT
→ ✅ Look for LONG setups only
Red zone visible:
→ ❌ Do NOT enter LONG
→ ✅ Look for SHORT setups only
📌 **RULE #4: CROSSOVERS = CHANGE**
White CVD crosses yellow CVD:
→ Zone changes color
→ Institutional flow reverses
→ Exit or reverse position
💡 REAL USE CASES
📊 **CASE 1: MNQ Scalping 5min**
Setup:
→ Price breaks resistance
→ CVD zone is GREEN
→ You enter LONG
Management:
→ Price rises, pulls back, rises again
→ Zone STAYS GREEN → You hold
→ +30 points, +40 points, +50 points...
→ Zone turns RED → You exit at +52 points
Without CVD:
→ You would have exited at +15 points out of fear
→ You lose 37 points of gain!
📊 **CASE 2: ES Day Trading 15min**
Setup:
→ Price in range
→ CVD zone RED for 1 hour
→ Price touches top of range
→ You enter SHORT
Management:
→ Zone STAYS RED during decline
→ Price makes -20 points, -30 points, -40 points
→ Zone turns GREEN → You exit at +42 points
Without CVD:
→ You would have exited at +20 points (fear)
→ Or held too long and gave back gains
📊 **CASE 3: Avoid Losing Trade**
Perfect technical setup:
→ Triangle breakout
→ Supportive VWAP
→ FVG below
BUT... CVD zone is RED!
Decision:
→ You DON'T ENTER LONG
→ Price rises 10 points then collapses -30 points
→ Losing trade avoided thanks to CVD!
⚙️ CUSTOMIZABLE PARAMETERS
🔧 **CVD Moving Average Length** (default: 20)
→ Yellow moving average length
→ Shorter (10-15) = More reactive, more signals
→ Longer (30-50) = Smoother, fewer false signals
Recommendations by style:
• Scalping (1-5min): 10-15
• Day Trading (15min-1H): 20 (default)
• Swing Trading (4H-Daily): 30-50
🎨 **Show Fill Between CVD and MA** (On/Off)
→ Show/hide colored zone
→ OFF = Just 2 lines
→ ON = Lines + green/red zone
🎨 **Bullish Fill Color** (Customizable)
→ Bullish zone color
→ Default: Transparent green (80%)
→ Change to blue, cyan, or other
🎨 **Bearish Fill Color** (Customizable)
→ Bearish zone color
→ Default: Transparent red (80%)
→ Change to orange, pink, or other
💡 **Transparency Tip:**
→ 90% transparent = Very subtle
→ 80% transparent = Balanced (recommended)
→ 60% transparent = Well visible
→ 40% transparent = Very visible
📊 RECOMMENDED CONFIGURATIONS
**Scalping (1-5min) - Reactive**
```
CVD MA Length: 10
Show Fill: ✅ ON
Bullish Color: Green 70% transparent
Bearish Color: Red 70% transparent
```
**Day Trading (15min-1H) - Balanced** ⭐
```
CVD MA Length: 20
Show Fill: ✅ ON
Bullish Color: Green 80% transparent
Bearish Color: Red 80% transparent
```
**Swing Trading (4H-Daily) - Smooth**
```
CVD MA Length: 30
Show Fill: ✅ ON
Bullish Color: Green 85% transparent
Bearish Color: Red 85% transparent
```
**Minimalist - Lines only**
```
CVD MA Length: 20
Show Fill: ❌ OFF
(Just white and yellow, no zone)
```
💡 MARKETS AND TIMEFRAMES
✅ **ALL markets compatible:**
• Futures (ES, NQ, YM, RTY, MNQ, MES, etc.)
• Forex (EUR/USD, GBP/USD, USD/JPY, etc.)
• Crypto (BTC, ETH, altcoins)
• Stocks (Tesla, Apple, Nvidia, etc.)
• Indices (S&P 500, Nasdaq, Dow Jones)
✅ **All timeframes:**
• Scalping: 1min, 5min
• Day Trading: 15min, 30min, 1H ⭐ (optimal!)
• Swing Trading: 4H, Daily
Note: More reliable with real volume data
→ TradingView Premium recommended
🏆 UNIQUE ADVANTAGES
✅ **Ultimate simplicity**: 2 lines, 1 zone, 1 rule
✅ **Instant vision**: Green = hold LONG, Red = hold SHORT
✅ **Hold trades longer**: Maximize your gains
✅ **Avoid counter-trend**: Don't trade against flow
✅ **Customizable**: Colors and transparency of choice
✅ **Ultra-light**: Optimized code, no lag
✅ **No repaint**: Reliable signals
✅ **Works everywhere**: All markets, all TF
🎓 QUICK INTERPRETATION
**When zone is GREEN:**
→ Institutions buying
→ Bullish momentum
→ Hold LONG, avoid SHORT
→ Look for buy setups
**When zone is RED:**
→ Institutions selling
→ Bearish momentum
→ Hold SHORT, avoid LONG
→ Look for sell setups
**When zone CHANGES color:**
→ Institutional flow reverses
→ Trend changes
→ EXIT position
→ Or reverse if new setup
**White line volatile:**
→ White CVD zigzags a lot
→ Market indecisive or range
→ Wait for clear zone before trade
💪 TRADER PSYCHOLOGY
What THIS indicator solves:
❌ "I'm afraid, I exit too early" → Green/red zone says WHEN to exit
❌ "I hold my losses too long" → Zone changes = EXIT
❌ "I trade counter-trend" → Zone tells which direction to trade
❌ "I don't know if trend continues" → Green/red zone = answer
Result:
✅ You hold your gains longer
✅ You exit at right time
✅ You avoid counter-trend trades
✅ You trade with institutions
🔗 PERFECT COMPLEMENT
Use with:
• **Order Flow Signals** → Precise signals (💎▲🚀)
• **VWAP** → Institutional price levels
• **Fair Value Gaps** → Inefficiency zones
• **Market Profile** → POC/VPOC
**CVD Simple** tells you WHEN to hold/exit
**Technical analysis** tells you WHERE to enter
⚠️ DISCLAIMER
Technical indicators are decision support tools. No indicator guarantees profits. Always use:
• Appropriate risk management
• Stop loss on every trade
• Proper position sizing
• Demo account testing first
Order Flow CVD improves your trade management but doesn't replace a complete strategy.
🚀 INSTALLATION
1. Copy the Pine Script code
2. Open Pine Editor in TradingView
3. Paste the code
4. Click "Add to Chart"
5. Indicator displays in separate pane (below)
6. Configure colors to your preferences
7. Apply golden rule: Green = LONG, Red = SHORT!
💡 PRO TIP
**CVD Discipline:**
Create this mental rule:
→ "I NEVER exit a position until zone changes color"
This simple discipline will:
✅ Multiply your gains (you hold longer)
✅ Reduce your losses (you exit when flow changes)
✅ Eliminate emotional exits
✅ Align you with institutions
📞 CONTACT AND SUPPORT
Created by Alphaomega18
For questions, bugs or suggestions:
Find my other indicators:
• Order Flow Signals (precise signals on chart)
• Order Flow Dashboard (CVD oscillator + pressures)
• VWAP Multi-Timeframe Pro
• Fair Value Gap Detector
Price Contraction / Expansion1. Introduction
The Price Contraction / Expansion indicator highlights areas of market compression and volatility release by analyzing candle body size and volume behavior. It provides a fast, color-coded visualization to identify potential breakout zones, accumulation phases, or exhaustion movements.
This tool helps traders recognize when price action is tightening before a volatility expansion — a common precursor to strong directional moves.
2. Key Features
Dynamic body analysis: Compares each candle’s body size with a moving average to detect contraction (small bodies) and expansion (large bodies).
Volume confirmation: Measures whether volume is unusually high or low compared to its recent average, helping filter false breaks.
Color-coded system for clarity:
Yellow: Contraction with high volume (potential accumulation or strong activity).
Blue: Contraction with normal volume or expansion with low volume (neutral/reduced participation).
Green: Expansion in bullish candle (buyer dominance).
Red: Expansion in bearish candle (seller dominance).
Customizable parameters: Adjust body and volume averaging periods and thresholds to fit different market conditions or timeframes.
3. How to Use
Identify contraction zones: Look for blue or yellow bars to locate areas of price compression — these often precede breakouts or large movements.
Wait for expansion confirmation: A shift to green or red bars with increasing volume indicates that volatility is expanding and momentum is building.
Combine with context: Use this indicator alongside trend tools, liquidity zones, or moving averages to confirm directional bias and filter noise.
Adapt thresholds: In highly volatile markets, increase the “Threshold multiplier” to reduce false contraction signals.
This indicator is most effective for traders who focus on volatility behavior, market structure, and timing potential breakout opportunities.
Session Relative VolumeSession Relative Volume is an advanced intraday futures volume indicator that analyzes volume separately for Asia, London, and New York sessions - something standard relative volume tools can’t do.
Instead of aggregating the entire day’s volume, the indicator compares current volume to historical averages for the same session and time of day, allowing you to spot true volume strength and meaningful spikes, especially around session opens.
Background
Relative volume helps traders spot unusual activity: high volume often signals institutional participation and trending days, while low volume suggests weak commitment and possible mean reversion. In futures markets, sessions ( Asia, London, New York ) must be analyzed separately, but TradingView’s Relative Volume in Time aggregates the entire day, masking session-specific behavior - especially during the New York open. Since volume can vary by more than 20× between sessions, standard averages struggle to identify meaningful volume spikes when trader conviction matters most.
Indicator Description
The “Session Relative Volume” indicator solves these problems by calculating historical average volume specific to each session and time of day, and comparing current volume against those benchmarks. It offers four display modes and fully customizable session times
Altogether, it provides traders with a powerful tool for analyzing intraday futures volume, helping to better assess market participation, trader conviction, and overall market conditions - ultimately supporting improved trading decisions.
Parameters
Mode – display mode:
R-VOL: Relative cumulative session-specific volume at time
VOL CUM: Cumulative session volume at time compared to historical average cumulative session-specific volume
VOL AVG: Average session intrabar volume at time compared to historical average session-specific intrabar volume
VOL: Individual bars volume, highlighting (solid color) unusual spikes
Lookback period – number of days used for calculating historical average session volume at time
MA Len – length of the moving average, representing average bar volume within a session based on previous periods (different from historical cumulative volume!). Used only in VOL and VOL AVG modes
MA Thresh – deviation from moving average, used to detect bar volume spikes (bar volume > K × moving average)
Start Time – End Time and Time Zone parameters for each session. The time zone must be set using TradingView’s format (e.g., GMT+1).
BTC ETF Average Inflow Cost BasisConcept
Since the historic launch of Bitcoin Spot ETFs on January 11, 2024, institutional flows have become a major driver of price action. This indicator aims to visualize the aggregate Cost Basis (average entry price) of the major Bitcoin ETFs relative to the underlying asset.
It serves as an on-chain proxy for institutional positioning, helping traders identify critical support levels where ETF inflows have historically concentrated.
How it Works
The script aggregates daily volume data from the top Bitcoin ETFs (IBIT, FBTC, ARKB, GBTC, BITB) and compares it against the Bitcoin price (BTCUSDT).
ETF Cost Basis (Pink Line):
This is calculated as a Cumulative Volume-Weighted Average Price (VWAP), anchored specifically to the ETF launch date (Jan 11, 2024).
Formula: It accumulates (BTC Price * Total ETF Volume) and divides it by the Cumulative Total ETF Volume.
This creates a dynamic level representing the "breakeven" price for the aggregate volume traded through these funds.
True Market Mean (Gray Line):
This represents the simple cumulative average of the Bitcoin price since the ETF launch date. It acts as a neutral baseline for the post-ETF market era.
How to Use
Institutional Support: The Cost Basis line often acts as a strong dynamic support level during corrections. When price revisits this level, it suggests the market is returning to the average institutional entry price.
Trend Filter:
Price > Cost Basis: The market is in a net profit state relative to ETF flows (Bullish/Trend continuation).
Price < Cost Basis: The market is in a net loss state (Bearish/Capitulation risk).
Confluence: The intersection of the Cost Basis and the True Market Mean can signal pivotal moments of trend reset.
Features
Data Aggregation: Pulls data from 5 major ETFs via request.security without repainting (using closed bars).
Dashboard: Includes a table in the top-right corner displaying real-time values for Price, Cost Basis, and Market Mean.
Customization: You can toggle individual ETF Moving Averages in the settings (disabled by default due to price scale differences between BTC and ETF shares).
Disclaimer
This tool is for educational purposes only and attempts to estimate institutional cost basis using volume proxies. It does not represent financial advice.
