PINE LIBRARY
Actualizado Synapse_VSync_Lib
V-Sync (Volume Synchronization) is a multi-dimensional macro-confluence engine. It aggregates four objective market truths into a single synchronized bias (0.0 to 1.0) to filter signals and define market regime.
The Four Pillars of V-Sync
1. Base Volume (Temporal Flux)
Engine: Exponentially weighted volume flow.
Logic: up_volume / total_volume with a math.exp(-i/lookback) decay.
Utility: Capturing sustained momentum in raw participation. It filters out low-volume "fakeout" moves that lack broad participation.
2. Footprint (Order Flow Delta)
Engine: Micro-delta tracking (Institutional Tape).
Logic: Normalized ratio of aggressive buy orders vs sell orders, sourced from LTF footprint or synthetic body-to-wick estimation.
Utility: Identifying where "Smart Money" is actively committing capital in real-time.
3. TICK Data (Market Internals)
Engine: Exchange-wide breadth internals.
Index Mapping:
SPX/ES: NYSE:TICK
NQ/NDX: NASDAQ:TICKQ
Fidelity: Processes intrabar HT/LT extremes to capture high-speed institutional sweeps.
Commitment Levels: Benchmarked at 800 (MOO alignment), 1000 (Extreme), and 1200 (Climax).
4. Thermal Map (Structural Binning)
Engine: Range-based volume distribution (Heatmap).
Logic: 30-bin price-range analysis. Identifies if the current price is supported by "Buy Liquidity" below or capped by "Sell Liquidity" above.
Utility: Visualizing structural depth and identifying high-probability zones where price is likely to stick or bounce.
Interaction & Intelligence Modules
5. Interaction Tooltips
Engine: Dynamic string generator.
Logic: Aggregates pillars (V-Sync, TICK, Heatmap) and local interaction (Delta, OB Bias) into a human-readable forensic report.
Utility: Provides instant clarity on why a level is reacting (e.g., "Institutional Defense" vs "Passive Absorption").
6. Delta Aggregation (Defense vs Aggression)
Engine: Decaying session delta sum.
Logic: Tracks footprint delta at discrete price levels. Categorizes bias as:
Aggressive (A): Delta moves in the direction of the break (Push).
Defensive (D): Delta moves against the local price interaction (Absorption/Soaking).
Utility: Standardizing the interpretation of footprint across all Synapse indicators.
7. Universal Plot Auditing
Engine: Kinetic flux interaction logic.
Logic: Allows auditing of any technical plot line (Moving Averages, VWAP, Anchored Levels) for touches, cross-overs, and structural fidelity.
Utility: Enables the entire Synapse forensic suite to be applied to any existing indicator's data lines.
Library Architecture: Synapse_VSync_Lib
Key Functions
f_get_tick_source(): Auto-detects SPX vs NQ for correct internal sourcing.
f_calc_tick_extreme(): High-fidelity internal pressure tracking.
f_vsync_stack(): Blends all pillars into a weighted consensus.
HUD Representation
Indicators utilizing the full stack display V-STACK (instead of V-SYNC), signifying that Market Internals and Structural structural depth are being calculated alongside volume flow.
License: Open Source (MIT License)
The Four Pillars of V-Sync
1. Base Volume (Temporal Flux)
Engine: Exponentially weighted volume flow.
Logic: up_volume / total_volume with a math.exp(-i/lookback) decay.
Utility: Capturing sustained momentum in raw participation. It filters out low-volume "fakeout" moves that lack broad participation.
2. Footprint (Order Flow Delta)
Engine: Micro-delta tracking (Institutional Tape).
Logic: Normalized ratio of aggressive buy orders vs sell orders, sourced from LTF footprint or synthetic body-to-wick estimation.
Utility: Identifying where "Smart Money" is actively committing capital in real-time.
3. TICK Data (Market Internals)
Engine: Exchange-wide breadth internals.
Index Mapping:
SPX/ES: NYSE:TICK
NQ/NDX: NASDAQ:TICKQ
Fidelity: Processes intrabar HT/LT extremes to capture high-speed institutional sweeps.
Commitment Levels: Benchmarked at 800 (MOO alignment), 1000 (Extreme), and 1200 (Climax).
4. Thermal Map (Structural Binning)
Engine: Range-based volume distribution (Heatmap).
Logic: 30-bin price-range analysis. Identifies if the current price is supported by "Buy Liquidity" below or capped by "Sell Liquidity" above.
Utility: Visualizing structural depth and identifying high-probability zones where price is likely to stick or bounce.
Interaction & Intelligence Modules
5. Interaction Tooltips
Engine: Dynamic string generator.
Logic: Aggregates pillars (V-Sync, TICK, Heatmap) and local interaction (Delta, OB Bias) into a human-readable forensic report.
Utility: Provides instant clarity on why a level is reacting (e.g., "Institutional Defense" vs "Passive Absorption").
6. Delta Aggregation (Defense vs Aggression)
Engine: Decaying session delta sum.
Logic: Tracks footprint delta at discrete price levels. Categorizes bias as:
Aggressive (A): Delta moves in the direction of the break (Push).
Defensive (D): Delta moves against the local price interaction (Absorption/Soaking).
Utility: Standardizing the interpretation of footprint across all Synapse indicators.
7. Universal Plot Auditing
Engine: Kinetic flux interaction logic.
Logic: Allows auditing of any technical plot line (Moving Averages, VWAP, Anchored Levels) for touches, cross-overs, and structural fidelity.
Utility: Enables the entire Synapse forensic suite to be applied to any existing indicator's data lines.
Library Architecture: Synapse_VSync_Lib
Key Functions
f_get_tick_source(): Auto-detects SPX vs NQ for correct internal sourcing.
f_calc_tick_extreme(): High-fidelity internal pressure tracking.
f_vsync_stack(): Blends all pillars into a weighted consensus.
HUD Representation
Indicators utilizing the full stack display V-STACK (instead of V-SYNC), signifying that Market Internals and Structural structural depth are being calculated alongside volume flow.
License: Open Source (MIT License)
Notas de prensa
v2Added:
f_delta_aggregator(current_sum, new_delta, decay)
f_delta_aggregator
Tracks and decays session delta sum for a specific level.
Parameters:
current_sum (float)
new_delta (float)
decay (float)
f_interpret_bias(is_support, delta)
f_interpret_bias
Categorizes interaction as Aggressive (A) or Defensive (D).
Parameters:
is_support (bool): True if price is above the level.
delta (float): Average or session delta at the level.
Returns: [bias_val, tag] where bias_val is direction and tag is "A" or "D".
f_vsync_tooltip(name, context, v_stack, t_bias, lvl_delta)
f_vsync_tooltip
Generates a standardized forensic tooltip for level interactions.
Parameters:
name (string)
context (string)
v_stack (float)
t_bias (float)
lvl_delta (float)
Notas de prensa
v3Added:
f_audit_interaction(price, level, prox_ticks)
f_audit_interaction
Audits price interaction with any arbitrary level or plot (MA, VWAP, etc.).
Parameters:
price (float): Current price to check against (usually high or low).
level (float): The price level or plot value to audit.
prox_ticks (int)
Returns: [is_touch, is_break_up, is_break_dn]
Notas de prensa
v4Notas de prensa
v5Added:
f_is_cash_session()
f_is_cash_session
Returns true if current time is within NYSE/NASDAQ cash hours (09:30 - 16:00 ET).
Notas de prensa
v6Updated:
f_vsync_stack(base_v, foot_v, heat_v, tick_h, tick_l, tick_c, tick_tier, w_base, w_foot, w_heat)
f_vsync_stack
Multi-source confluence aggregator. Returns [Vol Consensus, TICK Bias].
Parameters:
base_v (float): Base volume bias.
foot_v (float): Footprint delta bias.
heat_v (float): Thermal heatmap bias.
tick_h (float): High of the TICK ticker.
tick_l (float): Low of the TICK ticker.
tick_c (float): Close of the TICK ticker.
tick_tier (int): Normalization threshold.
w_base (float)
w_foot (float)
w_heat (float)
Removed:
f_is_cash_session()
f_is_cash_session
Returns true if current time is within NYSE/NASDAQ cash hours (09:30 - 16:00 ET).
Notas de prensa
v7Added:
f_kernel_smooth(src, h, lookback, useAll, maxBars)
f_kernel_smooth
Gaussian kernel smoothing for non-linear signal processing.
Parameters:
src (float)
h (float)
lookback (int)
useAll (bool)
maxBars (int)
f_kalman_next(src, q, r, prevState, prevCov)
f_kalman_next
State-space filter for dynamic regime tracking.
Parameters:
src (float)
q (float)
r (float)
prevState (float)
prevCov (float)
Returns: [next_state, next_cov]
Biblioteca Pine
Fiel al espíritu de TradingView, el autor ha publicado este código de Pine como biblioteca de código abierto, para que otros programadores de nuestra comunidad puedan reutilizarlo. ¡Enhorabuena al autor! Puede usar esta biblioteca de forma privada o en otras publicaciones de código abierto, pero su reutilización en publicaciones está sujeta a nuestras Normas internas.
Exención de responsabilidad
La información y las publicaciones no constituyen, ni deben considerarse como, asesoramiento o recomendaciones financieras, de inversión, de trading u otro tipo, proporcionadas o respaldadas por TradingView. Obtenga más información en Condiciones de uso.
Biblioteca Pine
Fiel al espíritu de TradingView, el autor ha publicado este código de Pine como biblioteca de código abierto, para que otros programadores de nuestra comunidad puedan reutilizarlo. ¡Enhorabuena al autor! Puede usar esta biblioteca de forma privada o en otras publicaciones de código abierto, pero su reutilización en publicaciones está sujeta a nuestras Normas internas.
Exención de responsabilidad
La información y las publicaciones no constituyen, ni deben considerarse como, asesoramiento o recomendaciones financieras, de inversión, de trading u otro tipo, proporcionadas o respaldadas por TradingView. Obtenga más información en Condiciones de uso.