PVSRA Auto [PhantomCipher]PVSRA Auto
PVSRA Auto colours volume by how unusual it is, using the PVSRA (Price, Volume, Support and Resistance Analysis) method. Candles with unusually high volume, often called "vector candles", stand out from ordinary ones, so you can see where larger participants may be active.
SNAPSHOT: a 15m chart with the indicator in its pane, showing green, red, blue and fuchsia vector volume among grey normal volume
Shown on the 15-minute chart
The snapshots use the 15-minute timeframe. The indicator works on any timeframe, because each candle is always compared with the 10 candles before it on the same chart.
How it works
Each candle's volume is compared with the average volume of the previous 10 candles:
Peak (200%): volume is at least twice that average, or volume multiplied by the candle's range (high minus low) is the highest of the last 10 candles. Green for bullish, red for bearish.
Rising (150%): volume is at least 1.5 times that average. Blue for bullish, fuchsia for bearish.
Normal: everything else. Light grey for bullish, dark grey for bearish.
A candle counts as bullish when it closes above its open, and bearish otherwise.
The two tests behind a Peak candle:
volume >= averageVolume * 2 or volume * (high - low) >= highest10_hl_weightedVolume
SNAPSHOT: a 15m close-up of a Peak vector candle, with its volume column and candle colour side by side
Volume Source Settings
Use Vol of the equivalent BINANCE PERP Chart: on by default. On crypto symbols, the indicator reads volume and prices from the matching Binance perpetual (for example BINANCE:BTCUSDT.P), which usually has deeper volume than a single spot exchange. If that perpetual doesn't exist, it uses the chart's own data.
Force Symbol: off by default. When checked, every calculation uses the symbol you pick instead, on any market.
Candle Colours
Set PVSRA candle colours on chart: off by default. When checked, the chart's candles take the same colours as the volume columns. Turning off candle borders in the chart settings makes the colours easier to read.
All six colours (Peak, Rising and Normal, each bullish and bearish) can be changed in the same section.
Alerts
Any Vector Candle
Any Volume Peak(200%) Vector Candle
Any Volume Rising(150%) Vector Candle
Volume Peak(200%) Bullish / Bearish Vector Candle
Volume Rising(150%) Bullish / Bearish Vector Candle
Create alerts with Once Per Bar Close . Volume keeps building while a candle is open, so a candle can become a vector candle, or change class, before it closes.
Limitations
When volume comes from a Binance perpetual or a forced symbol, the colours describe that market's volume and candle direction, which can differ slightly from the chart you're viewing.
The symbol, or the source it reads from, must have volume data.
Example chart: BYBIT:BTCUSDT.P
This indicator highlights unusual volume. It's not a trading signal on its own, so combine it with your own analysis and risk management.
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SMA20 Tail Reversal📌 Description:
The SMA20 Tail Reversal indicator is an upgraded, highly customizable tool designed to identify high-probability counter-trend reversals. Rather than signaling every minor pullback, this advanced version filters for stronger confirmation by tracking consecutive signals and requiring a "Higher Low" structure before triggering a "Strong Buy."
📌 What's New & Different from the Previous Version (SMA7 to SMA20):
Customizable Inputs: You can now adjust the SMA Length (default 20), Volume SMA Length, and Wick Ratio Threshold directly in the settings without editing the code.
Trend Shift (SMA7 → SMA20): The default moving average has been expanded to 20, filtering out market noise and focusing on more significant structural divergences.
Stricter Wick Condition: The default wick ratio has been tightened from 50% to 10% (0.1), ensuring only the cleanest, most decisive candles are considered.
"Strong Buy" & Higher Low Logic (Major Update): The script no longer prints every single signal. Instead, it internally tracks base signals. A Strong Buy is only triggered if the current base buy signal forms a higher low than the previous base buy signal.
Visual Overhaul: Bar coloring and the dotted connecting line have been completely removed for a cleaner chart. Signals are now displayed as highly visible "★ BUY" labels below the triggering candle.
Alerts Added: Built-in alerts allow traders to receive notifications exactly when a "Strong Buy" (consecutive & higher low) occurs.
📌 How It Works:
1. Moving Average & Volume Filters:
Calculates a Simple Moving Average (SMA) of length 20 (adjustable) as the primary threshold.
Requires the current candle's volume to be higher than the 20-period volume SMA.
2. Strict Candle Classification:
Bullish Candle: Close > Open, and the upper wick is extremely small (less than 10% of the body size by default).
Bearish Candle: Close < Open, and the lower wick is extremely small.
3. Base Signal Generation (Internal):
Base Long: High & Low are strictly below the SMA20 + Volume condition met + Bullish Candle detected.
Base Short: High & Low are strictly above the SMA20 + Volume condition met + Bearish Candle detected (used internally to break buy flows).
4. Consecutive Signal Confirmation:
When a Base Long occurs, the script checks the previous signal. If the previous signal was also a Base Long, and the current candle's low is higher than the previous signal's low, it confirms a Strong Buy.
📌 Visual Representation:
Blue Cross Shape (★ BUY): Appears below the candle only when the strict "Strong Buy" (Higher Low) conditions are met. (You can toggle this visibility in the settings).
📌 Usage:
Best applied to find exhaustion in downtrends where price has detached from the SMA20 and is beginning to form higher lows.
Designed to reduce false positives by requiring secondary confirmation (a consecutive setup with a higher low) rather than jumping in on the very first dip.
Can be hooked up to automated trading bots or mobile notifications using the built-in alert system. Indicador
Volume Delta [PhantomCipher]Volume Delta
Volume Delta shows each candle's volume together with an estimate of whether buyers or sellers were in control of it. The delta (buying volume minus selling volume) is drawn inside the volume column, so you can compare the two at a glance.
SNAPSHOT: a 15m chart with the indicator in its pane, showing volume columns with delta columns inside them
Shown on the 15-minute chart
The snapshots use the 15-minute timeframe. On that chart, each candle's delta is built from its fifteen 1-minute candles, which gives enough detail to separate real buying or selling pressure from noise while staying readable.
How it works
Volume column: the full volume of the candle. It's green when the candle closed at or above its open and red when it closed below.
Delta column: drawn inside the volume column. Its height is the size of the delta, and its colour is the side that won: green when buying volume was greater and red when selling volume was greater.
How delta is estimated: each candle is broken into smaller candles from a lower timeframe. The volume of each smaller candle is counted as buying or selling according to its direction, and the delta is the difference between the two totals.
A large delta column means one side clearly dominated the candle. A small one inside a tall volume column means buying and selling were close to balanced, even though a lot traded.
Lower timeframe used
Seconds charts: 1 second
Minute and hour charts, including 15m: 1 minute
Daily charts: 5 minutes
Weekly and monthly charts: 1 hour
The lower timeframe is picked for you from the chart's timeframe:
= ta.requestVolumeDelta(lowerTimeframe)
SNAPSHOT: a 15m close-up where a tall volume column has a small delta column, next to one where the delta fills most of the column
Settings
Render Mode: Delta Highlight (default) draws volume with the delta inside it. Standard draws volume columns only.
Limitations
Delta is an estimate built from lower-timeframe candles, not from individual trades, so it can differ from order-flow tools that use tick data.
TradingView limits how much lower-timeframe data a script can load, so delta may be missing on older candles, especially on higher timeframes.
The symbol must have volume data. If the data vendor provides none, the indicator shows an error instead of an empty pane.
Example chart: BYBIT:BTCUSDT.P
This indicator estimates buying and selling pressure. It's not a trading signal on its own, so combine it with your own analysis and risk management.
Indicador
Bitcoin CME Gaps [PhantomCipher]Bitcoin CME Gaps
Bitcoin trades around the clock, but CME Bitcoin futures stop trading over the weekend. When CME reopens, its chart often opens away from Friday's close, leaving a "CME gap". This indicator draws the CME closing level on your Bitcoin chart for the whole weekend, so you can see how far price has moved from it while CME is closed.
SNAPSHOT: a 15m Bitcoin chart over one weekend, with the blue CME line and the shading between it and price
Recommended timeframe: 15 minutes
The weekend window is worked out from each candle's opening time, so the line needs candles small enough to start when CME closes and end when it reopens. The 15-minute chart is what this indicator is designed and tested for.
How it works
Weekend window: from Friday 21:00 UTC to Sunday 22:00 UTC. That matches CME Bitcoin futures hours while US daylight saving time is in effect. In winter, CME closes and reopens one hour later.
CME line: a blue line at the price where the weekend began. It's drawn only during the weekend and stops when CME reopens.
Shading: the area between the line and price is green while price is above the line and pink while it's below, so you can see the direction of the gap as it forms.
The weekend window check, with the day and hour in the chart's timezone (UTC for crypto):
(hour >= 21 and dayofweek == 6) or (dayofweek == 7) or (hour < 22 and dayofweek == 1)
SNAPSHOT: close-up of Sunday's reopen, with the line ending where CME resumes trading
Settings
Chart Price | CME Price: on by default, and the line uses your chart's own price at the start of the weekend. Turn it off to use CME:BTC1!'s last price instead, which can differ from spot or perpetual prices.
Only Show Weekend Gaps: on by default, and the line appears only in the weekend window above. Turn it off to draw a line whenever CME:BTC1! has no candle, which also covers CME's daily one-hour break and exchange holidays, at the cost of a busier chart.
Show +/-1% From Close: off by default. Adds yellow lines 1% above and 1% below the CME line.
Limitations
With "Only Show Weekend Gaps" on, lines appear only on crypto charts, index charts and charts in the UTC timezone.
The weekend window uses fixed UTC hours, so in winter it starts and ends one hour before CME's actual close and reopen.
The line marks the level while CME is closed. It does not keep drawing gaps that are still unfilled after CME reopens.
Example chart: BYBIT:BTCUSDT.P
This indicator marks where CME closed. It's not a trading signal on its own, and a gap is not guaranteed to fill, so combine it with your own analysis and risk management.
Indicador
Monday Candles [PhantomCipher]Monday Candles
Monday Candles colours every candle that opens on a Monday, so the start of each trading week is easy to spot. Many traders mark Monday's range and watch how price reacts to it through the rest of the week.
SNAPSHOT: the indicator on a clean daily chart, with several Mondays highlighted
How it works
Spot and perpetual markets: a candle is highlighted when it opens on a Monday in UTC.
Futures: a candle is highlighted when it opens on a Sunday in UTC. Futures sessions open on Sunday evening, and that session belongs to Monday's trading day.
Timeframes: on the daily chart the Monday candle is highlighted. On intraday charts every candle that opens during Monday (UTC) is highlighted, so the whole day stands out.
The check for a spot or perpetual chart is:
dayofweek(time, 'UTC') == dayofweek.monday
SNAPSHOT: an intraday chart (for example 1h) showing the full Monday session highlighted
Settings
Highlight Monday? Turns the highlighting on or off.
Highlight Color: the colour used for Monday candles (yellow by default).
Limitations
The day is always worked out in UTC. On markets with their own session times, such as gold (XAUUSD), silver (XAGUSD), some other commodities and some forex pairs, the highlighted candles may not line up with the market's actual Monday. The indicator is also not meant for weekly or higher timeframes, where one candle covers the whole week.
Example chart: BYBIT:BTCUSDT.P
This indicator marks days of the week. It's not a trading signal on its own, so combine it with your own analysis and risk management.
Indicador
EMA Cloud [PhantomCipher]EMA Cloud
EMA Cloud shows the trend as a shaded band between two exponential moving averages, with a third EMA drawn as a longer-term reference line.
SNAPSHOT: the indicator on a clean chart, with the cloud in both colours and the 200 EMA line visible
How it works
Cloud: the area between a fast EMA (50 by default) and a slow EMA (100 by default) is filled. It's green while the fast EMA is at or above the slow EMA (uptrend) and red while it's below (downtrend).
EMA lines: the fast and slow EMAs are also drawn as lines that change colour with the trend.
Reference line: a separate EMA (200 by default) is drawn as a single line. It's not part of the cloud and its colour doesn't change with the trend. Use it to see where price sits against the longer-term trend.
Settings
Inputs tab: the length of each EMA, grouped into "EMA Cloud" (fast and slow) and "EMA Line" (the reference EMA).
Style tab: every colour, line width and on/off switch, including separate uptrend and downtrend colours for the cloud and for each EMA line.
Alerts
EMA Trend Up: fires when the fast EMA crosses above the slow EMA.
EMA Trend Down: fires when the fast EMA crosses below the slow EMA.
Create the alert with Once Per Bar Close . A cross that happens part-way through a bar can reverse before the bar closes.
The trend flip comes from comparing the two EMAs:
EMA_UpTrend = ta.ema(close, 50) >= ta.ema(close, 100)
SNAPSHOT: close-up of a trend flip, with the cloud changing colour where the two EMAs cross
How to use it
A change in cloud colour marks a shift in trend between the two EMAs. The 200 EMA adds context. For example, you might take only uptrend signals while price is above it, and only downtrend signals while price is below it.
Example chart: BYBIT:BTCUSDT.P
This indicator shows trend conditions. It's not a trading signal on its own, so combine it with your own analysis and risk management.
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Elliott Wave StructureElliott Wave Structure is a visual market-structure tool that identifies potential Elliott Wave sequences using confirmed swing highs and lows.
The indicator connects confirmed pivots to create a clear wave structure and labels the most recent sequence as 1–2–3–4–5 and A–B–C when sufficient swing points are available.
Impulse Waves
Wave 1 — The initial move that begins a potential new trend.
Wave 2 — A corrective retracement of Wave 1 that does not completely invalidate the new trend.
Wave 3 — Typically the strongest impulse phase, as participation in the developing trend increases.
Wave 4 — A corrective pause following Wave 3 before the potential final impulse.
Wave 5 — The final impulse wave of the sequence, often occurring with weaker momentum than Wave 3.
Corrective Waves
Wave A — The initial move against the preceding five-wave trend.
Wave B — A temporary counter-move that attempts to resume the previous trend.
Wave C — The final leg of the correction, completing the potential A–B–C structure.
How It Works
The indicator uses confirmed pivot points to identify significant market swings. The **Pivot Length** input controls how sensitive the swing detection is:
* Lower values detect smaller and more frequent swings.
* Higher values focus on larger and more significant swings.
Because pivots require confirmation, the most recent wave structure can change as new price action develops.
Important Note
Elliott Wave analysis involves interpretation and multiple valid wave counts can exist on the same market. This indicator provides a **visual representation of potential wave structure** based on confirmed market swings; it does not determine the definitive Elliott Wave count.
Disclaimer
This indicator is provided for **educational and informational purposes only**. It does not constitute financial, investment, trading, or other professional advice.
Past market behavior does not guarantee future results. Trading financial markets involves substantial risk, and you should conduct your own research and use appropriate risk management before making any trading decisions.
The author makes no guarantee regarding the accuracy, completeness, or future performance of any signals, wave counts, or interpretations generated by this indicator.
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Estratégia
Trding Session Levels + Pre-Market H/LA clean, visual mapping tool for intraday session structure.
Marks pre-market, regular (RTH), and after-hours session boundaries
with vertical dashed dividers, then plots the pre-market High and
Low as horizontal reference lines that extend through the regular
session. Also draws an opening-range High/Low (first N minutes of
RTH · default 30 min) and yesterday's close as reference lines.
FEATURES
- Vertical dashed dividers at pre-market open, RTH open, RTH close,
and after-hours close (each independently toggleable)
- Pre-market High and Low lines · captured during pre-market,
frozen at RTH open, held through RTH close
- Opening-range High/Low · configurable window (1-120 minutes)
- Yesterday's close reference line
- Configurable timezone (America/New_York default · 6 zones supported)
- Full brand palette · matches the rest of the Trding.ai script family
HOW TO USE
1. Set your timezone (default America/New_York for US equities)
2. Toggle which session dividers and reference lines you want visible
3. Adjust the opening-range window if 30 min isn't your rhythm
Pairs naturally with any VWAP, ATR-based risk planner, or entry
system. Educational only · not financial advice · does not generate
buy/sell signals. Indicador
ATK/DEF Temporal Equilibrium HierarchyATK/DEF - Temporal Equilibrium Hierarchy is a multi-timeframe market analysis framework that organizes LMA-based market structure into hierarchical temporal layers.
The framework uses Weekly, Daily, 4H, and 1H LMA layers. Each layer is derived from a liquidity-weighted moving-average calculation using a selectable volatility definition based on True Range, High-Low range, or absolute price change.
### Core Framework
* **Temporal LMA Layers**
Weekly, Daily, 4H, and 1H LMA structures provide separate temporal layers.
* **LMA-Based Structure**
Each layer includes LMA direction, price position relative to the LMA, and slope transition states.
* **Layer Pressure**
Relative ordering between 1H, 4H, Daily, and Weekly LMAs defines Full, Partial, or Neutral pressure states.
* **LMA Compression**
The spread between the four LMA layers is measured relative to their average to classify Compression, Expansion, or Neutral states.
* **Push Validation**
The relationship between price and the 1H LMA, together with 1H LMA slope, defines the displayed push state.
* **Trend State**
The 1H LMA slope provides the defined Uptrend, Downtrend, or Sideways classification.
* **Session Context**
Asia, Europe, and America session windows are displayed alongside the temporal LMA structure.
### Temporal Decision Architecture
The framework organizes multiple timeframes into a layered structure rather than relying on a single moving average.
The LMA layers provide the primary output for temporal direction, structure, pressure, compression, push state, and trend classification. These defined states are presented together to form a multi-dimensional market analysis view.
All classifications are generated from the mathematical conditions defined within the script.
### Analytical Purpose
This script is intended solely for **market observation, quantitative analysis, and user-defined decision-making**.
**Market observation, quantitative analysis, and user-defined decision-making only.**
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ORB 15 minuteORB Indicator
A compact Opening Range Breakout (ORB) tool that automatically captures a user‑defined opening session (default 06:30–06:45 PT) and plots the range as a box plus key reference lines to help spot early breakouts and targets. It draws the ORB high, low, and mean, optional breakout, target, and deviation levels, and can fill the zone for quick visual context. All elements are fully toggleable and the session time is customizable.
Key features
Default session: 06:30–06:45 PT; manual session option.
Visuals: ORB box, high/low/mean lines, optional filled zone.
Breakout & targets: Breakout lines, 50% target levels, and deviation levels.
Persistence: Lines extend for a configurable 20 bars after the session.
Use cases: Identify opening breakout levels, intraday support/resistance, and short‑term targets for entries and exits. Indicador
ATK/DEF Session Equilibrium State ATK/DEF - Session Equilibrium State is a session-based market analysis framework built around three defined market sessions: Asia, London, and New York.
The core structure consists of three independent session moving averages. Each moving average is assigned to a specific market session and calculated according to the selected moving-average type and length.
### Core Structure
* **Asia Session MA**
Independent moving average for the Asia session.
* **London Session MA**
Independent moving average for the London session.
* **New York Session MA**
Independent moving average for the New York session.
* **Session-Based MA Structure**
Three independent moving averages representing the three defined market sessions.
* **Global MA Reference**
Optional global moving average for additional structural reference.
* **Breakout / Fakeout State**
Records Break Up, Break Down, and Fakeout conditions based on the relationship between price and the corresponding session moving average.
* **Session State Panel**
Displays the defined state, direction, and result for each session.
### Session Equilibrium Framework
The framework uses independent moving-average structures to observe the relationship between price and the corresponding market session.
Asia, London, and New York are treated as separate session layers, with each layer maintaining its own moving-average structure and defined state conditions.
Breakout and Fakeout classifications are generated from the price and moving-average conditions defined within the script.
### Analytical Purpose
This script is intended solely for market observation, quantitative analysis, and defined decision-making.
Market direction and structural interpretation remain subject to the own analysis and decision-making.
**Market observation, quantitative analysis, and defined decision-making only.**
Indicador
ORB PRO by John K ORB PRO — Liquidity Sweeps & Breakout Retests
ORB PRO identifies four price-action setups using the Opening Range, external swing liquidity, and an EMA. It includes configurable sessions, candle filters, alerts, and optional stop-loss and take-profit boxes.
The default Opening Range is 09:30–09:45, with signals enabled from 09:45–12:00, New York time. Both sessions are adjustable.
**Liquidity Sweeps — LQ BUY / SELL**
Price sweeps a confirmed swing low below the ORB or a swing high above it, then closes back inside the range with a bullish candle for buys or a bearish candle for sells.
By default, the sweep and confirmation must occur on separate candles. An optional filter restricts liquidity to swings confirmed before 09:45. Liquidity inside the ORB is excluded.
**ORB Rejections — ORB BUY / SELL**
Price tests the ORB low as support or the ORB high as resistance. The signal candle must close inside the range, match the trade direction, and have a body strictly larger than the previous candle.
Wicks through the boundary are allowed. A prior close through that boundary, or an external liquidity sweep on that side, disables its ORB rejection signals for the session.
**Breakout Retests — BO BUY / SELL**
After an ORB breakout, price retests the broken boundary. Confirmation can occur on a qualifying directional retest candle or immediately after an opposite-colored retest:
• Buy: red retest followed immediately by a larger green candle closing above ORB high.
• Sell: green retest followed immediately by a larger red candle closing below ORB low.
Optional close tolerance permits a small retest close inside the range, but the entry must still close outside the actual ORB. A deeper failed close locks both ordinary BO directions for the session.
**EMA Breakout Retests — EMA BO BUY / SELL**
Price breaks the ORB and EMA, then retests the EMA and confirms with a larger directional candle beyond both levels.
An optional filter requires the EMA to be outside the ORB when the range forms. A wrong-side EMA close before confirmation locks both EMA BO directions for the session.
**Filters and Visual Tools**
• Adjustable ORB retest, BO close, and EMA retest tolerances: 0–100 ticks.
• Optional minimum body-to-range filter to reduce doji-like signals.
• Optional red stop-loss and green take-profit boxes.
• Stops based on the signal candle, ATR, opposite ORB boundary, or confirmed swing.
• Targets include 1R, 2R, custom R, ORB boundaries where applicable, and ORB extensions.
• Approximate ORB volume profile with highlighted point of control.
• Individual and combined buy/sell alerts.
Signals confirm at candle close. This is an indicator, not an automated trading or backtesting strategy. SL/TP boxes are visual references, and signals do not guarantee profitable outcomes. Indicador
Minawesome's Best v2Minawesome's Best V2
A lightweight, timeframe-adaptive overlay combining four structural concepts into one indicator. Ships in a signal-first configuration: the underlying reference levels are calculated continuously but hidden from the chart by default, so what you actually see is the zones and markers those levels produce — not a chart full of extra lines. Every layer can be switched on or shown independently in the indicator's settings.
WHAT IT PLOTS
- CRT / PO3 Range — tracks the previous higher-timeframe candle's high and low (default 4H, adjustable to any timeframe) and flags when price sweeps outside that range and closes back inside it — the manipulation-then-reversal pattern the CRT/PO3 model is built around. The range itself is hidden by default; only the resulting signal marker is shown.
- Fair Value Gaps (FVG) & Inverse FVGs (IFVG) — detects standard 3-candle imbalances and tracks their full lifecycle. An FVG that gets closed through flips into an IFVG (its role inverts from support to resistance or vice versa), and an IFVG that itself gets reclaimed is removed from the chart entirely — so only zones whose thesis hasn't been disproven stay visible. Zones age out automatically after a configurable number of trading sessions (not bars), so the lifetime means the same thing on a 1-minute chart as it does on a 1-hour chart.
- SMT Divergence — compares swing highs/lows on your chart against a correlated symbol (default ES for NQ/MNQ charts, configurable to anything) and flags when the two disagree — e.g. your symbol makes a new high while the correlated symbol fails to confirm it.
- Prior Day High/Low & Session VWAP — standard reference levels, calculated only on intraday timeframes since they don't apply on daily+ charts, and hidden by default alongside the CRT range.
Every marker carries a hover tooltip with the specific detail behind that signal, and the color scheme is deliberately restrained to just three hues — one neutral tone for structural levels, one for bullish signals, one for bearish — so confluence between layers (e.g. an SMT divergence lining up with a fresh IFVG) is easy to spot at a glance.
DESIGNED FOR
Built and tested against NQ/MNQ futures, but the underlying logic (FVG/IFVG, SMT, CRT) is instrument-agnostic and works on any liquid symbol with a reasonable correlated pair for the SMT layer.
DISCLAIMER
This indicator is provided for educational and informational purposes only. It does not constitute financial advice, and nothing it plots — including FVG/IFVG zones, SMT divergence, or CRT signals — is a guarantee of future price direction or trading profitability. These are discretionary technical-analysis concepts (Fair Value Gaps, Inverse FVGs, SMT divergence, and the CRT/PO3 model originate from the ICT/Smart Money Concepts framework) and should be combined with your own risk management, not traded mechanically or in isolation. Past patterns are not indicative of future results. Trade at your own risk. Indicador
ATK/DEF Session Volume Magnitude & Distance EngineATK/DEF - Session Volume Magnitude & Distance Engine is a session-based volume analysis framework designed to observe activity across three defined market sessions: Asian, European, and US.
The script calculates the accumulated volume of each session independently and compares the completed session volumes within the same daily cycle. This creates a relative session-volume structure that allows the volume magnitude of each session to be observed within the same framework.
### Core Framework
* **Three-Session Volume Structure**
Separate volume calculations for the Asian, European, and US sessions.
* **Session Volume Acmulation**
Each session independently accumulates the volume of its confirmed bars.
* **Relative Session Volume Magnitude**
Completed session volume is normalized against the highest completed session volume within the daily cycle.
* **Session Open / Close Structure**
Each session records its opening and closing prices alongside its accumulated volume.
* **Session Volume Visualization**
Relative volume magnitude is displayed through proportional session bars with corresponding volume values.
* **Independent Session Calculation**
Asian, European, and US sessions are calculated separately using their defined session windows and time zones.
### Quantitative Session Analysis
The framework focuses specifically on the relationship between **session activity and session volume magnitude**.
Each session is treated as an independent calculation layer, while the completed sessions are compared within the same daily sequence.
The displayed volume values and relative magnitudes are derived directly from the volume data and calculation rules defined in the script.
### Analytical Purpose
This script is intended for **market observation, quantitative analysis, and -defined decision-making**.
The displayed session volume data and relative volume structure are analytical references only.
**Market observation, quantitative analysis, and -defined decision-making only.**
Indicador
VPCI & AVSL - Volume AnalysisDescription:
This indicator implements two volume-analysis techniques from Buff Dormeier's book "Investing with Volume Analysis" (FT Press, 2011, chapter 17):
1. VPCI (Volume Price Confirmation Indicator) — measures whether volume is CONFIRMING or CONTRADICTING the current price trend, plotted as a histogram in its own panel, with a smoothed line and adjustable alert thresholds.
2. AVSL (Anti-Volume Stop Loss) — a stop-loss/support-resistance zone that adapts to each instrument's own volatility and volume, plotted directly on the price chart (works on any market: forex, gold, crypto, stocks).
V-bottom / V-top pattern: the indicator also plots a Bollinger Band around the VPCI line itself and flags the specific pattern the book describes as its strongest signal — VPCI diving below the lower band and then crossing back above it (a "V-bottom"), which the author uses to mark intermediate-term lows. A symmetric "V-top" case (VPCI spiking above the upper band then crossing back below) is the script author's own extension for the opposite side, not something explicitly described in the book. Both are marked on the chart with shapes and have dedicated alerts.
All formulas were re-implemented from scratch in Pine Script — no code was copied from any other public script. Toggle "Show summary table only" in settings to hide all plots and keep just a compact 5-row status table (VPCI value, status, AVSL buy/sell levels, latest V-pattern).
This script is for educational purposes only and does not constitute financial advice. Always combine with your own risk management. Indicador
RSI Divergences - Candle Iron CoreRSI Divergences - Candle Iron Core expands the traditional Relative Strength Index by providing an objective and configurable framework for identifying three different categories of RSI divergence:
Regular Divergence
Hidden Divergence
Exaggerated Divergence
Each divergence type can be enabled or disabled independently, allowing traders to display only the structures relevant to their analysis or all divergence types simultaneously.
The indicator preserves the traditional RSI calculation while expanding the divergence-detection logic beyond Regular Divergence.
RSI Calculation
The Relative Strength Index is a momentum oscillator that compares the magnitude of recent bullish and bearish price movements.
For each bar, the indicator compares the current Close with the previous Close.
Positive changes contribute to the bullish movement series.
Negative changes contribute to the bearish movement series using their absolute magnitude.
These movements are smoothed using Wilder's Moving Average (RMA) over the selected RSI Length.
The default RSI Length is 14 periods.
The Relative Strength is then calculated as:
RS = Average Bullish Movement / Average Bearish Movement
The RSI converts this relationship into a bounded scale between 0 and 100.
A higher RSI therefore indicates that bullish movements have had greater relative magnitude, while a lower RSI indicates greater relative bearish magnitude.
The traditional 70, 50 and 30 levels are visual reference levels and do not determine divergence detection.
Pivot Detection
Divergences are identified by comparing confirmed pivots in the RSI with the corresponding price highs or lows.
A Pivot Low represents a confirmed local minimum in the RSI.
A Pivot High represents a confirmed local maximum in the RSI.
By default, the indicator uses:
Pivot Lookback Left: 5
Pivot Lookback Right: 5
This means that a pivot is evaluated relative to five bars on each side.
Because bars to the right are required for confirmation, a pivot cannot be confirmed on the exact bar where it initially forms.
For example, with Pivot Lookback Right set to 5, the indicator requires five subsequent bars before confirming the pivot.
The divergence label is plotted back on the original pivot bar once confirmation becomes available.
The plotted pivot represents where the structure occurred. It does not represent the bar where the divergence first became available in real time.
Regular Bullish Divergence
A Regular Bullish Divergence is detected when:
Price forms a Lower Low while the RSI forms a Higher Low.
Price therefore reaches a new lower extreme, while the RSI does not confirm that move with a corresponding Lower Low.
This represents a loss of confirmation between price and bearish momentum.
Regular Bearish Divergence
A Regular Bearish Divergence is detected when:
Price forms a Higher High while the RSI forms a Lower High.
Price reaches a new higher extreme, while the RSI does not confirm that move with a corresponding Higher High.
This represents a loss of confirmation between price and bullish momentum.
Hidden Bullish Divergence
A Hidden Bullish Divergence is detected when:
Price forms a Higher Low while the RSI forms a Lower Low.
Price maintains a structurally higher low even though the RSI temporarily records a lower momentum low.
Hidden Bullish Divergence can be studied in the context of bullish trend continuation rather than exclusively as a reversal structure.
Hidden Bearish Divergence
A Hidden Bearish Divergence is detected when:
Price forms a Lower High while the RSI forms a Higher High.
Price maintains a structurally lower high even though the RSI temporarily produces a higher momentum high.
Hidden Bearish Divergence can be studied in the context of bearish trend continuation.
Exaggerated Bullish Divergence
An Exaggerated Bullish Divergence is detected when:
Price forms two approximately equal lows while the RSI forms a Higher Low.
Because two market lows are rarely mathematically identical, the indicator uses a configurable percentage tolerance to determine when two price lows can be considered approximately equal.
The default tolerance is:
Exaggerated Price Tolerance: 0.10%
For example, if two price lows differ by less than the configured tolerance, the indicator can classify them as approximately equal.
If the RSI simultaneously forms a Higher Low, the structure is classified as an Exaggerated Bullish Divergence.
Exaggerated Bearish Divergence
An Exaggerated Bearish Divergence is detected when:
Price forms two approximately equal highs while the RSI forms a Lower High.
If the difference between the two price highs remains within the configured percentage tolerance while the RSI forms a Lower High, the structure is classified as an Exaggerated Bearish Divergence.
Divergence Classification
The indicator separates Exaggerated Divergence from Regular and Hidden Divergence using the configured price tolerance.
When two price extremes fall within the Exaggerated Price Tolerance, they are treated as approximately equal.
This prevents the same comparison from being simultaneously classified as both an Exaggerated Divergence and another divergence category merely because one price extreme is mathematically a fraction higher or lower than the other.
Pivot Distance
The indicator also controls how far apart two RSI pivots may be before they can form a valid divergence.
Default values:
Minimum Pivot Distance: 5 bars
Maximum Pivot Distance: 60 bars
This limits divergence comparisons to pivots that fall within the configured distance range.
Both values are configurable.
Divergence Selection
Each divergence family can be independently enabled or disabled:
Show Regular Divergences
Show Hidden Divergences
Show Exaggerated Divergences
All three categories can also remain enabled simultaneously.
The labels identify the specific structure detected:
Regular Bull Div
Regular Bear Div
Hidden Bull Div
Hidden Bear Div
Exaggerated Bull Div
Exaggerated Bear Div
Exaggerated Price Tolerance
The Exaggerated Price Tolerance determines the maximum percentage difference allowed between two price extremes for them to be treated as approximately equal.
A smaller tolerance requires the two price levels to be more similar.
A larger tolerance permits a wider difference between the two levels.
This parameter makes the definition of an approximately equal High or Low objective and configurable instead of relying exclusively on visual interpretation.
RSI Reference Levels
The traditional RSI levels are displayed as visual references:
70 — Upper Band
50 — Middle Band
30 — Lower Band
These levels do not determine whether a divergence exists.
The divergence algorithm searches for confirmed RSI pivots independently of the 70, 50 and 30 levels.
Therefore, a valid divergence can occur above 70, below 30 or anywhere between those levels.
Important Interpretation Notes
A divergence represents a disagreement between price structure and RSI momentum.
It does not guarantee that price will reverse or continue in any particular direction.
Regular, Hidden and Exaggerated Divergences describe different relationships between price and momentum and should be evaluated within the broader market context and within objectively defined trading rules.
Confirmation and Historical Display
This indicator uses confirmed RSI pivots.
Because pivot confirmation requires bars to the right of the pivot, divergence signals become known only after the required confirmation bars have formed.
For example:
If Pivot Lookback Right = 5 , the algorithm must receive five additional bars before it can confirm the earlier RSI pivot.
Once confirmed, the indicator displays the divergence on the historical bar where the pivot actually occurred.
The divergence label shows where the pivot occurred, not when the signal became available in real time.
Increasing Pivot Lookback Right requires more bars for confirmation and generally produces more selective pivot structures.
Reducing Pivot Lookback Right confirms pivots sooner and makes pivot detection more sensitive.
Original Functionality
The standard Relative Strength Index calculation is a classic technical-analysis calculation.
RSI Divergences - Candle Iron Core extends this foundation with a configurable divergence-classification framework.
The additional functionality includes:
Regular Bullish and Bearish Divergence detection
Hidden Bullish and Bearish Divergence detection
Exaggerated Bullish and Bearish Divergence detection
Independent visibility controls for each divergence family
Configurable RSI pivot confirmation
Configurable minimum and maximum pivot distance
Objective percentage-based tolerance for approximately equal price extremes
Mutually separated Exaggerated Divergence classification
Descriptive labels identifying the detected divergence type
The purpose of the indicator is to provide a consistent and objective framework for studying multiple forms of RSI divergence from a single tool.
Divergence represents a relationship between price structure and momentum. It should not be interpreted as a guaranteed prediction of future price movement. Indicador
ATK /DEF Super Temporal Session Sequence State EngineATK/DEF Super Temporal Session Sequence State Engine is a multi-dimensional quantitative market analysis framework combining multi-timeframe structure, multi-session sequencing, price position, volume relationships, volatility structure, swing references, and rule-based market-state classification.
The framework integrates multiple temporal layers across Monthly, Weekly, Daily, 4H, and 1H structures, together with Asian, London, and New York session data.
### Core Framework
* **Multi-Timeframe Structure** — Monthly, Weekly, Daily, 4H, and 1H market data.
* **Multi-Session Structure** — Asian, London, and New York session ranges and state relationships.
* **Session High / Low Reference** — Session-based structural boundaries and break conditions.
* **AVG Telescope** — Multi-period price-position aggregation across different temporal layers.
* **Volume Relationship** — Relative volume relationships across multiple periods.
* **Volatility Structure** — ATR-based volatility measurement and state classification.
* **Market-State Classification** — Rule-based classification derived from defined mathematical conditions.
* **Swing Structure** — Swing High and Swing Low structural references.
### Multi-Dimensional Architecture
The framework combines time, session structure, price position, volume, volatility, statistical relationships, and structural references into a unified analytical layer.
Rather than reducing market conditions to a single value, it presents multiple calculated dimensions and their relationships within the same framework.
All displayed values, states, classifications, and structural references are generated from the mathematical rules defined within the script.
### Analytical Purpose
Designed for market observation, quantitative analysis, and-defined decision-making..
**Market observation, quantitative analysis, and-defined decision-making only.**
Indicador
Indicador
COD - Discount - Reclaim# COD - Discount - Reclaim (v3.1) — Institutional Market Structure, Value Area & Discount Engine
**Script Type:** Overlay Indicator (Pine Script v6)
**Best For:** Crypto, Futures, Forex, Equities (All Timeframes: 1m Scalping → 4H Swing → Daily/Weekly Macro)
---
## 📌 Overview
**COD - Discount - Reclaim** is an institutional market structure and auction market framework designed to eliminate FOMO breakout chases and replace them with high-expectancy discount reclaims.
Instead of buying highs or chasing breakout candles, this indicator combines three institutional disciplines:
1. **Market Structure (Craig Percoco Model):** Dynamic Higher Highs/Lows (HH/HL) and Lower Highs/Lows (LH/LL), strict single-fire **Change of Character (CHoCH)** trend shifts, and symmetrical **Break of Structure (BOS)** trend continuations.
2. **Auction Market Theory (Peter Steidlmayer Model):** Session-based and rolling 70% Volume Profiles mapping **Value Area High (VAH)**, **Value Area Low (VAL)**, and the **Point of Control (POC)**.
3. **Smart Money Concepts / ICT Retrace Engine:** 3-candle imbalance **Fair Value Gaps (FVG)** with auto-mitigation, alongside the **0.705–0.886 Macro Discount Pocket**.
It includes an interactive, customizable on-chart **HUD Status Dashboard** that translates complex orderflow and auction theory into clear, real-time market reads.
---
## 🎯 The Core Philosophy: "BOS vs. CHoCH"
* **CHoCH (Change of Character):** Fires **only on the first decisive break against the prevailing trend** (the trend reversal). It flips market bias from Bearish to Bullish or Bullish to Bearish.
* *Rule:* Never market-buy or FOMO the CHoCH breakout candle. A CHoCH is institutional confirmation that the cycle has shifted—the high-probability entry comes on the subsequent pullback.
* **BOS (Break of Structure):** All subsequent structural breaks **in the direction of the established trend** (the trend continuation).
* In a Downtrend: Breaking below the prior Lower Low (`lastLL`) prints a red **BOS ↓**.
* In an Uptrend: Breaking above the prior Higher High (`lastHH`) prints a green **BOS ↑**.
---
## 📊 Chart Visuals: How to Read the Zones
### 1. The Blue Box — Value Area (Normal Fair Price)
* **Boundaries:** Value Area Low (VAL) to Value Area High (VAH).
* **Meaning:** Represents the Steidlmayer 70% volume bell curve where the majority of trading volume occurred.
* **Interpretation:**
* **Price inside the Blue Box:** Fair Value / Market Equilibrium. Expect rotational chop around POC.
* **Price above VAH:** Macro Premium (Expensive / Overbought). Risky area for new long entries.
* **Price below VAL:** Macro Auction Discount (Bargain territory).
### 2. The Green Box — Deep Discount Pocket (The Bargain Zone)
* **Boundaries:** Fibonacci 0.705 to 0.886.
* **Meaning:** The sweet spot institutional accumulation pocket anchored from the cycle sweep low to the impulse peak.
* **Interpretation:** High-probability zone to hunt for reclaim reversals. If price closes a full candle below the 0.886 floor, the setup is invalidated.
### 3. Fair Value Gaps (FVGs) & Auto-Claim Lifecycle
* Dynamic 3-candle imbalances plotted as translucent rectangular zones.
* **Reclaimed:** Highlights orange/teal when price re-enters discount and prints a reversal candle.
* **Claimed & Cleaned:** Once price pierces or completely exits the opposite side of the gap, the box turns neutral gray, freezes, and tags as **"Claimed"** to prevent chart clutter.
---
## 🖥️ Interactive HUD Dashboard
The on-chart dashboard tracks real-time market conditions without requiring manual level checks:
| Row | What it Shows | Simple Meaning |
| :--- | :--- | :--- |
| **Market Trend** | `BULLISH`, `BEARISH`, or `SIDEWAYS (Chop)` | Current market bias and CHoCH/BOS state. |
| **Active Move** | `Swing Low → Swing High` | The active impulse leg anchoring the setup. |
| **Current Price** | `FAIR VALUE`, `DISCOUNT`, or `PREMIUM` | Location relative to the Steidlmayer Blue Box. |
| **Bargain Zone** | `READY`, `INSIDE POCKET`, or `ABOVE VALUE` | Location relative to the Green Discount Box ($76,465–$77,158). |
| **Chart Gap** | `OPEN FVG` or `NONE OPEN` | Status of unmitigated imbalance zones. |
| **Setup Rating** | `★★★ A+ RECLAIM` or `★★ RECLAIM` | **A+:** Retrace into BOTH Green Discount Box and FVG.**Standard:** Retrace into either zone. |
| **Risk to Stop** | Live Stop Loss Distance % | Risk calculated from current close to structural floor. |
| **Trade Health** | `ACTIVE (Floor Safe)` or `DEAD (Invalidated)` | Real-time health of the 0.886 invalidation line. |
| **Normal Fair Range**| ` NYSE:VAL – $VAH` | Boundary coordinates of the Blue Value Area Box. |
---
## ⚙️ Key Settings & Customization
Open **Indicator Settings (⚙️ Gear Icon)**:
### 1. Dashboard Controls (Move & Resize)
* **`Table position (Move around)`:** Position the HUD at any of the 9 anchor points (`bottom_right`, `bottom_left`, `top_right`, `top_left`, `middle_center`, etc.).
* **`Table size (Scale / Resize)`:** Scale font and footprint across 4 sizes:
* `Tiny`: Minimalist footprint for split charts or laptops.
* `Small` *(Default)*: Clean, balanced view.
* `Normal`: Large, clear view.
* `Large`: Presentation mode for 4K / high-res displays.
* **`Table layout`:** Toggle between **`3 Columns (Friendly Guide)`** (includes beginner explanations) and **`2 Columns (Simple Text)`** (slims width by ~35%).
### 2. Chart Box Alignments
* **`Value Area box anchor`:**
* `Next to last HH/LL (Match Fib)` *(Default)*: Aligns the Blue Box horizontally next to the active swing at the exact same bar as the Fib lines and Green Box.
* `Session / Week start`: Stretches the Blue Box across the full week/session history.
* **`Chart zone boxes right offset`:** Adjusts how far both boxes project forward into the right margin.
### 3. Multi-Timeframe (MTF) Automation
* **`Auto from chart`:** Intelligently maps parent context:
* **1m** chart $\rightarrow$ **15m** parent context (Scalping)
* **5m** chart $\rightarrow$ **1H** parent context (Intraday orderflow)
* **4H** chart $\rightarrow$ **Daily (D)** parent context (Swing trades)
* **Daily** chart $\rightarrow$ **Weekly (W)** parent context (Macro trend)
---
## 📋 The 5-Phase Execution Checklist
1. **Sweep & Displacement:** Market sweeps a swing level with strong displacement candles.
2. **CHoCH Confirmation:** Candle body closes beyond the opposing swing (trend state flips).
3. **Retrace into Discount:** Price pulls back into the **0.705–0.886 Green Box** or unmitigated **FVG** below Value Area Low (`< VAL`).
4. **Setup Quality:** Dashboard displays `★★ RECLAIM` or `★★★ A+ RECLAIM`.
5. **Invalidation & Risk:** Stop Loss placed below the swing floor / 0.886 line (`886 Invalidation: VALID`). Targets set toward POC, VAH, and prior HH.
---
## ⚠️ Disclaimer
This indicator is published strictly for educational and informational purposes. It does not provide financial, investment, or trading advice. Past performance and simulated levels do not guarantee future results. Always practice proper risk management, test thoroughly in paper trading, and consult a licensed financial advisor before risking capital. Indicador
EMA Ribbon [prof]# EMA Ribbon —
## Overview
EMA Ribbon plots eight Exponential Moving Averages (EMAs) with staggered periods (default 24 down to 10) stacked on top of each other, forming a visual "ribbon" that reflects the current trend's direction and strength. When the eight lines are spread apart and neatly ordered, it signals a strong, clear trend; when the lines tangle and cross each other, it signals a choppy, range-bound market with no clear direction.
The indicator is designed to run directly on the price chart (overlay) and works on any market (stocks, forex, crypto, indices) and any timeframe.
## Key Features
- Eight EMAs with fully adjustable periods from the settings.
- Selectable price source (Close, High, Low, etc.) — defaults to High.
- "Drop first N candles" option to ignore a chosen number of the earliest candles before calculations start.
- "Offset" option to shift the ribbon left or right on the chart without affecting its underlying calculations.
- Automatic buy/sell signals (circles below/above the bar) triggered when price breaks through the entire ribbon to the upside or downside.
- Bar coloring (green/red) based on whether price is above or below the ribbon's midline, for quick at-a-glance trend reading.
- Full control over each line's color and thickness from the Style tab.
## How to Use It
- **Trend direction:** When price is above the ribbon and the lines are stacked with the shortest EMA on top, it supports a continuing uptrend; the mirror image supports a downtrend.
- **Trend strength:** The wider the gap between the lines, the stronger the momentum behind the move.
- **Dynamic support/resistance:** The ribbon itself can act as a dynamic support zone in an uptrend, or a dynamic resistance zone in a downtrend.
- **Signals:** The buy signal fires when price breaks above the highest point of the entire ribbon; the sell signal fires when price breaks below the lowest point. Treat these as additional confirmation, not standalone trade calls.
- It's best used alongside other tools (volume, support/resistance levels, momentum indicators) rather than relied on in isolation.
## Settings
| Setting | Description | Default |
|---|---|---|
| MA-1 to MA-8 period | Periods of the eight EMAs | 24, 22, 20, 18, 16, 14, 12, 10 |
| Source | Price source used for calculations | High |
| Drop first N candles | Number of leading candles excluded from calculations | 0 |
| Offset (Shift Ribbon) | Shifts the ribbon left/right on the chart | 8 |
| Show Buy/Sell Signals | Toggles the buy/sell signal markers | Enabled |
| Color Candles Above/Below Ribbon | Colors bars based on their position relative to the ribbon | Enabled |
## Disclaimer
This indicator is a technical analysis tool, not investment advice or a recommendation to buy or sell. Past performance does not guarantee future results. Users are solely responsible for their own trading decisions and should always apply independent risk and capital management before acting on any signal. Indicador
Atty Expected Move ConeA 0DTE option prices one thing: how far price can travel between now and this afternoon's settle. That number shrinks all day, because the time it is paying for is running out. This draws it.
The cone opens at the current price and reaches the session close. Its width there is the expected move still to come. As the session runs the cone re-anchors to price and the whole thing contracts, arriving at the closing bell with nothing left - the same shape an option's time value traces, for the same reason.
THE CLOCK IT USES
How much of a session's variance is still ahead is not the same as how much of the clock is still ahead. Measured on 997 ES sessions, 2021 to 2025:
first hour 28.0% of the session's variance
12:00 to 14:00 20.9%
last hour 16.0%
a flat clock would say 15.4% per hour
The opening fifteen minutes alone carry 8.5%, more than twice their share. So the cone decays on a variance clock built from that profile, not on the wall clock.
Tested against what actually happened, the variance clock keeps the normalised move far steadier across the day than clock time does - a dispersion of 0.029 against 0.064 over the fitting period, and it still wins on a year held back from the fitting. Clock time is available as an input for comparison, and it is the wrong answer: it draws the cone too wide at midday and too narrow into the close.
WHERE THE LEVEL COMES FROM
The shape is measured here. The level is whatever you feed it.
- 1-day volatility index. VIX1D is 1-day implied volatility on the S&P and is the right instrument for ES and SPX. Converted to a one-session move as index / 100 / sqrt(252).
- Manual expected move. Type the 0DTE straddle, in points or percent, from an options board. One number a morning.
- Realised trailing. Dispersion of the symbol's own open-to-close moves. No options needed, works on anything.
THE PREMIUM IS SHOWN, NOT HIDDEN
The table reports the implied move as quoted, the calibrated one, and the trailing ratio of realised to implied.
On ES that ratio sits near 0.40, and it matters what is inside it. Part is the volatility premium, which is real. Part is simply that VIX1D prices a whole calendar day while this cone spans the regular session only, so the index is answering a wider question than the one being asked. Calibration is therefore on by default: left off against a volatility index the cone is roughly two and a half times too wide for a regular session. A 0DTE straddle typed in by hand does not have that mismatch, since it expires at the settle and prices exactly this window.
I have not decomposed that ratio into its two parts. Doing so needs a history of the volatility index, and until it is done the calibration is an empirical correction that works rather than a number I can claim to understand.
THE BANDS
Drawn at measured containment rather than Gaussian multiples. Over 18,563 observations on the fitting period the 68th percentile of the outcome sits at 0.88 sigma and the 95th at 2.31, against the Gaussian 1.00 and 2.00 - sharply peaked with a long tail. The held-back year returned 0.80 and 2.07. Both are inputs; set them to 1.00 and 2.00 for plain Gaussian bands.
WHAT IS ASSUMED
That the variance profile measured on ES between 2021 and 2025 describes today. It is a four year average and a genuinely unusual session will not obey it. The profile is fixed in the code rather than learned live, so re-measure it before trusting this on another contract.
Nothing here forecasts direction. The cone is centred on the current price because that is the honest centre.
Runs on intraday charts. This measures and draws - there are no entries, stops, targets or signals, and nothing here is evidence of a trading edge. Indicador
Atty Moving POC Average and ProjectionEvery trading session has a point of control: the price where the most volume traded. One session's POC is a single number. This script collects that number from every session on the chart, in order, and runs a moving average through the series. The result is one line - a slow-moving estimate of where a market has been doing its business, and which way that centre of business is drifting.
Two averages are drawn so a short memory and a long memory can be compared on the same chart, POC 20 and POC 200 by default. Session window, both lengths, both average types and both colours are inputs.
WHAT IT IS NOT
The average is not a forecast of the next session's POC, and it should not be traded as a target. Measured on 833 ES sessions, a 20-session POC average misses the next session's POC by an average of 104 points, where the session open alone misses by 21. Prior volume structure was also tested as an attractor in three forms - a composite profile POC, a recency-weighted composite, and the nearest high-volume node to the open - and the strongest of them pulls the POC with a coefficient of 0.09. Read this line as a slow centre of past value, nothing more.
THE PROJECTION AND THE FAN
A moving average of N session POCs moves by a known rule. When the next session closes, an SMA(N) moves by exactly (new POC - dropped POC) / N. The dropped POC is already history; only the incoming one is unknown.
So the forward path is built rather than extrapolated. The average is recomputed forward with each future session's POC set to its expected value, and the drift you see comes from the old POCs rolling off the back of the window - information already in hand.
The fan around that midline is the uncertainty of the incoming POCs passed through the average's own weights, so it is roughly session sigma / N one session out. The weights are measured numerically by perturbing each future value and re-running the average, which makes the same code exact for SMA, WMA and EMA. The fan narrows as a session fills in, closes to a point at the bell, and re-opens from the next session.
MEASURED RATHER THAN ASSUMED
Constants were fitted on ES regular-hours sessions from 2021 to 2025 with the most recent twelve months held back, then applied once, unchanged, to that held-back year.
- Anchor. Early in a session the current price estimates the final POC better than the developing POC does. They cross about 60% through, so the two are blended on a ramp.
- Settle curve. Remaining uncertainty decays as (1 - elapsed) ^ 0.37, not linearly. Half way through a session about three quarters of it is still live. The held-back year refitted this at 0.33.
- Three dispersions. POC-to-POC for future sessions, POC-to-prior-close before the bell, POC-to-open after it. Learning where a session opened removes roughly a third of the uncertainty.
- Day type. Sessions that have already run wide, on heavy volume, finish with their POC further from current price. Sigma scales as (range so far / typical range by this time) ^ 0.77, judged against the same point in the last 20 sessions. On the held-back year this still ranked the eventual distance, rho +0.17 early in the day rising to +0.34 late.
- Band shape. The outcome is sharply peaked with a long tail, so bands are drawn at measured containment rather than Gaussian multiples: 0.47 and 1.48 sigma at a one-session horizon, against the Gaussian 1.00 and 2.00.
WHAT IS STILL ASSUMED
Future POC changes are treated as independent with constant sigma. The containment multipliers drift with time of day - nearer 0.7 in the first hour, nearer 0.45 at midday - and a single pair is used for all of them, so the bands run narrow early in a session. The interpolation toward Gaussian at longer horizons is an argument from the central limit theorem, not a measurement.
NOTES
Profile resolution is the chart timeframe, so run it intraday, 1 to 60 minutes. A US session gives 390 bars to distribute on a 1-minute chart and 78 on a 5-minute chart; on 30 minutes the line still draws but its inputs are coarse. Symbols without volume can be profiled on bar count instead. A session POC is computed at its close and never revised, so the averages do not repaint; the fan is a live forward estimate and updates every tick by design.
This measures and draws. There are no entries, stops, targets or signals, and nothing here is evidence of a trading edge. Indicador
