Indicateur
Indicateur
Weis Wave with Main Pane Renko Volume LabelsWeis Wave with Renko Peak/Trough Volume Labels
This script is an amended/forked version of the original “Weis Wave Volume” indicator published by modhelius.
Full credit is given to modhelius for the original Weis Wave Volume calculation, Renko assignment methodology and histogram implementation. The original calculation has been retained, converted to Pine Script v6 and extended with automatic price-chart labels and connector lines.
OVERVIEW
The indicator accumulates volume, or True Range where selected, into directional Weis Waves. The completed wave values are displayed as columns in the lower indicator pane.
This amended version additionally places each completed Weis Wave value on the main Renko price chart at the corresponding wave peak or trough.
Up-wave values are displayed using green labels and down-wave values using red labels by default.
PEAK AND TROUGH LABELS
When a directional wave is completed:
• The script identifies the Renko box containing the actual peak or trough of that wave.
• The completed Weis Wave volume value is placed above or below that box, according to the user settings.
• A vertical connector line links the centre of the relevant Renko box to its value label.
• The label is positioned retrospectively at the completed wave extreme once the subsequent change of direction confirms the wave.
The labels therefore identify the completed wave rather than the first brick of the new opposing wave.
CURRENT UNCOMPLETED WAVE
An optional provisional label displays the accumulated value of the current uncompleted wave.
The provisional label:
• Moves when the current wave makes a new peak or trough.
• Updates as additional volume is accumulated.
• Uses a translucent label and dashed connector line to distinguish it from confirmed wave values.
• Remains subject to change until an opposing wave confirms completion.
The provisional label can be disabled independently.
USER SETTINGS
The script provides controls for:
• Renko assignment method: ATR, Traditional or Part of Price.
• Renko assignment value.
• Price source.
• Use of volume or True Range.
• Oscillating histogram display.
• Normalised wave values.
• Completed-wave labels on or off.
• Current uncompleted-wave label on or off.
• Peak-label placement above or below the peak.
• Trough-label placement above or below the trough.
• Independent peak and trough vertical distances.
• Distance measured in Renko boxes, minimum ticks or price units.
• Label font size.
• Connector lines on or off.
• Connector-line thickness.
• Volume-value divisor.
• Number of decimal places.
• Maximum number of historical labels retained.
TIMEFRAME
The indicator calculates using the current chart timeframe. It does not use a separate indicator timeframe because the Weis Wave calculation, Renko structure and price-chart labels must remain aligned.
RENKO CHART NOTE
Renko charts are synthetic charts constructed from price movement rather than fixed time intervals. Wave boundaries and accumulated volume values may therefore change when the chart timeframe, Renko method or Renko box size is changed.
For consistent comparisons, use the same Renko configuration and indicator settings.
This indicator is intended as an analytical visualisation tool. It does not generate trading entries, exits or investment recommendations.
CREDIT
Original Weis Wave Volume script and core calculation:
modhelius
Pine Script v6 conversion and extensions:
Automatic Renko peak/trough labels, adjustable positioning, connector lines and provisional current-wave display. Indicateur
Liquidity Zones Liquidity Zones automatically identifies and displays potentially significant support and resistance zones formed around confirmed local price highs and lows.
The indicator helps traders analyze:
• market structure;
• areas where price may react;
• repeated returns into a zone;
• trading volume associated with candles overlapping the zone;
• zone invalidation or loss of relevance;
• the position of the current price relative to nearby structural areas.
Within this indicator, the term “liquidity zone” refers to a structural price area formed around a confirmed pivot.
The indicator does not use order book data, does not detect the actual number of resting limit orders, and does not display real order book liquidity.
Liquidity Zones does not generate Buy or Sell signals and is not a complete trading system.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🧠 INDICATOR CONCEPT
A traditional horizontal level represents a single price. In practice, however, market reactions rarely occur at one exact price.
For this reason, the indicator works with price ranges rather than isolated horizontal levels. Each range is derived from the candle that formed a confirmed local pivot.
Every zone follows its own lifecycle:
It originates from a local high or low.
It is confirmed after the required number of candles has closed.
Its price range is calculated.
Information about retests and overlapping volume is accumulated.
It remains active until it is broken or replaced by a newer zone.
It remains visible as part of the historical market structure.
The user therefore sees not only the location of a zone, but also its current state.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📍 HOW LOCAL PIVOTS ARE IDENTIFIED
The calculations are based on confirmed Pivot Highs and Pivot Lows.
The Pivot Lookback setting defines the number of candles used on each side of a potential pivot.
A Pivot High is confirmed when the high of the candidate candle remains a local high relative to the selected number of candles on both its left and right sides.
A Pivot Low is confirmed when the low of the candidate candle remains a local low relative to the selected number of candles on both its left and right sides.
For example, with Pivot Lookback set to 15, the indicator uses:
• 15 candles to the left of the potential pivot;
• the pivot candle itself;
• 15 candles to the right of the potential pivot.
The zone becomes known only after all candles required to confirm the pivot have closed.
A higher Pivot Lookback generally identifies larger and less frequent structural pivots.
A lower value makes the algorithm more sensitive and produces more local zones.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🧱 HOW THE ZONE RANGE IS CALCULATED
The Swing Area setting provides two methods for defining the zone.
🔹 Wick Extremity
This mode uses the part of the pivot candle located between its body and the outer end of its wick.
For a resistance zone, the range is formed between:
• the upper edge of the pivot candle body;
• the high of the pivot candle.
For a support zone, the range is formed between:
• the low of the pivot candle;
• the lower edge of the pivot candle body.
This mode creates narrower zones around the wicks of pivot candles.
🔹 Full Range
This mode uses the complete range of the pivot candle:
• from its low;
• to its high.
It creates a wider zone that includes both the candle body and its wicks.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🔴 RESISTANCE ZONES
A resistance zone is formed from a confirmed Pivot High.
Its outer boundary is the high of the pivot candle.
Resistance zones are displayed in red by default.
The user can:
• enable or disable resistance zones;
• change the level line color;
• change the zone fill color.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🟢 SUPPORT ZONES
A support zone is formed from a confirmed Pivot Low.
Its outer boundary is the low of the pivot candle.
Support zones are displayed in green by default.
The user can:
• enable or disable support zones;
• change the level line color;
• change the zone fill color.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
♻️ ZONE LIFECYCLE
The indicator separately tracks:
• one current resistance zone;
• one current support zone.
When a new Pivot High is confirmed, the previous active resistance zone is retired.
When a new Pivot Low is confirmed, the previous active support zone is also retired.
This preserves historical market structure while keeping the latest confirmed zone of each type visually relevant.
Active zones extend to the right of the latest chart candle.
Broken or retired zones stop extending and are displayed with reduced visual intensity.
The algorithm distinguishes between two separate states.
💥 Broken
Price has violated the outer boundary of the zone according to the selected break confirmation method.
🕰 Retired
The zone has not necessarily been broken, but it is no longer the current zone because a newer confirmed zone of the same type has appeared.
Separating these states allows the user to distinguish an actual boundary break from a normal update in market structure.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
✅ BREAK CONFIRMATION
The Break Confirmation setting determines when a zone is considered broken.
🔹 Close
A resistance zone is considered broken when a completed candle closes above the upper zone boundary.
A support zone is considered broken when a completed candle closes below the lower zone boundary.
In this mode, a wick crossing the boundary is not sufficient.
🔹 Wick
A resistance zone is considered broken when the high of a completed candle moves above the upper boundary.
A support zone is considered broken when the low of a completed candle moves below the lower boundary.
This mode is more sensitive because even a temporary wick movement beyond the boundary can invalidate the zone.
Zone state changes are processed only after the relevant candle has completed.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🔁 HOW RETESTS ARE COUNTED
When Filter By = Retests is selected, zones are evaluated by the number of separate price returns.
A retest is recorded only after the following sequence occurs:
Price leaves the zone.
Price remains outside the zone.
Price later returns into the zone.
After this return, the retest counter increases by one.
Several consecutive candles remaining inside the same zone are not counted as several separate retests.
The original pivot candle that formed the zone is also not counted as a retest.
When price has not yet left and returned to the zone, the zone is marked as:
Fresh
The Minimum setting defines the minimum number of retests required before a zone is displayed.
For example:
• Minimum = 0 displays both fresh and retested zones;
• Minimum = 1 hides zones without a confirmed return;
• Minimum = 2 displays only zones with at least two separate retests.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📊 OVERLAP VOLUME FILTERING
When Filter By = Overlap Volume is selected, the indicator measures the cumulative volume of candles whose price ranges overlap the zone.
A candle is considered to overlap a zone when:
• its high is not below the lower zone boundary;
• its low is not above the upper zone boundary.
The full volume of every overlapping candle is added to the calculation.
The volume of the original pivot candle is also included in Overlap Volume.
It is important to understand that Overlap Volume is not a volume profile and does not show the exact distribution of transactions within the price zone.
The algorithm does not determine which portion of a candle’s volume was traded specifically inside the zone. It adds the full volume of every candle whose range partially or fully overlaps the zone.
In this mode, the Minimum setting defines the minimum accumulated Overlap Volume required for a zone to be displayed.
On instruments without available or representative volume data, this filtering method may provide limited information.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
⏳ STATE RECONSTRUCTION AFTER PIVOT CONFIRMATION
A pivot becomes known only after the required number of candles to its right has closed.
During the period between the original pivot candle and its confirmation, price may already have:
• left the future zone;
• returned into it;
• crossed its range several times;
• accumulated trading volume;
• broken its outer boundary.
To avoid ignoring these events, the indicator reconstructs the zone lifecycle after the pivot is confirmed.
It processes the candles between the original pivot candle and the confirmation candle in chronological order.
During this reconstruction, the algorithm evaluates:
• price exits from the zone;
• separate returns into the zone;
• accumulated Overlap Volume;
• possible zone breaks;
• the resulting zone state.
As a result, the newly confirmed zone immediately reflects the price behavior that has already occurred instead of starting its calculations only from the confirmation candle.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
💎 ORIGINALITY AND PRACTICAL VALUE
Liquidity Zones is not a mechanical combination of unrelated indicators.
All components of the script operate as parts of one unified model describing the lifecycle of a structural price zone.
The algorithm combines:
• confirmed local pivot detection;
• zone construction from the pivot candle;
• a choice between wick-based and full-range zones;
• reconstruction of events that occurred before pivot confirmation;
• counting separate price returns instead of every overlapping candle;
• accumulation of volume from candles overlapping the zone;
• two independent break confirmation methods;
• separation of broken and retired zones;
• preservation of historical market structure;
• visual emphasis on the latest active zone of each type;
• direct display of zone information on the chart.
The practical value of this approach is that the user receives more than a static support or resistance line.
The indicator provides information about:
• the full zone range;
• the zone type;
• its current state;
• the number of separate retests;
• accumulated Overlap Volume;
• distance from the current price;
• zone age;
• the selected break confirmation method;
• the pivot confirmation period.
This allows the zone to be evaluated as an evolving structural object rather than as a fixed horizontal level.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🏷 ACTIVE ZONE LABELS
The Show Active Zone Labels setting enables or disables labels for current active zones.
The following abbreviations are used:
• R — Resistance zone;
• S — Support zone;
• Fresh — a zone without a separate confirmed return;
• retest or retests — the number of recorded price returns.
🔹 Compact
Displays:
• the zone type;
• the value of its outer boundary;
• the number of retests.
🔹 Detailed
Additionally displays accumulated Overlap Volume.
When the user hovers over a label, the tooltip provides:
• zone type and status;
• full price range;
• outer boundary value;
• zone width as a percentage;
• number of retests;
• accumulated Overlap Volume;
• zone age in bars;
• distance from the current price to the nearest zone edge;
• selected break confirmation method;
• Pivot Lookback value;
• explanations of the Retests and Overlap Volume calculations.
Labels are displayed only for active zones that pass the selected filter.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
⚙️ INDICATOR SETTINGS
🔸 Pivot Lookback
The number of candles used on each side of a potential local pivot.
Higher values identify larger and less frequent structural pivots.
Lower values increase the sensitivity of the algorithm.
🔸 Swing Area
Defines the width of the zone:
• Wick Extremity — the wick area of the pivot candle;
• Full Range — the complete range of the pivot candle.
🔸 Filter By
Selects the filtering method:
• Retests;
• Overlap Volume.
🔸 Minimum
The minimum value of the selected filtering metric required before the zone is displayed.
🔸 Break Confirmation
Selects the zone break method:
• Close;
• Wick.
🔸 Show Active Zone Labels
Enables or disables labels for active zones.
🔸 Label Detail
Selects the compact or detailed label format.
🔸 Resistance
Enables, disables, and customizes resistance zone colors.
🔸 Support
Enables, disables, and customizes support zone colors.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🧩 EXAMPLE SETUP AND USAGE
1️⃣ Select a chart timeframe that corresponds to your analysis horizon.
2️⃣ Configure Pivot Lookback.
A higher value helps identify larger structural pivots.
A lower value provides a more sensitive view of local price movements.
3️⃣ Select Swing Area.
Wick Extremity creates narrower zones around candle wicks.
Full Range uses the complete pivot candle range.
4️⃣ Select the filtering method.
Retests evaluates the number of separate price returns.
Overlap Volume evaluates the accumulated volume of candles that crossed or touched the zone.
5️⃣ Set the Minimum value.
This setting hides zones that have not yet reached the required filter threshold.
6️⃣ Select Break Confirmation.
Close requires a completed candle to close beyond the zone boundary.
Wick detects a boundary violation based on the wick of a completed candle.
7️⃣ Use the zones as analytical context together with:
• market structure;
• trend direction;
• volatility;
• trading volume;
• price action;
• personal risk management rules.
A touch of a zone does not mean that price will necessarily reverse.
A zone break also does not guarantee that price will continue moving in the same direction.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
⚠️ INDICATOR LIMITATIONS
• A zone is confirmed with a delay equal to the Pivot Lookback value.
• On historical charts, the zone begins at the original pivot candle, although in real time it becomes known only after the required candles to the right have closed.
• If a zone passes the selected filter at a later point, its visual display still begins from the original pivot candle.
• The displayed areas are a mathematical interpretation of price structure and not information about actual resting limit orders.
• Overlap Volume uses the full volume of an overlapping candle and does not determine the portion traded specifically inside the zone.
• The quality and meaning of volume data depend on the market, instrument, and data source.
• Only the latest confirmed support zone and the latest confirmed resistance zone remain active at the same time.
• Settings require adjustment for the selected instrument, timeframe, and current volatility.
• The indicator does not calculate the probability of a price reaction.
• The indicator does not predict the direction of future price movement.
• The indicator does not contain entry or exit rules.
• The indicator does not determine Stop Loss, Take Profit, or position size.
• The indicator is not a strategy and does not perform historical testing of a trading system.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🛡 RISK DISCLAIMER
Liquidity Zones is an analytical tool designed to assist with the study of price structure.
It should not be used as the sole basis for making a trading decision.
All trading decisions, parameter selection, zone interpretation, and risk management remain the responsibility of the user.
Past price behavior around the displayed zones does not guarantee a similar reaction in the future. Indicateur
AlgoPro V1 | PropTraderz A comprehensive all-in-one trading system combining trend detection, multi-timeframe analysis, risk management, and a real-time dashboard —
built for serious futures and equity traders.
Dashboard (11 timeframes, live)
The built-in dashboard shows at a glance:
- Current strategy & sensitivity settings
- Current Position (Buy/Sell)
- Trend direction & strength
- Volume, Volatility, Momentum readings
- Multi-timeframe trend alignment: 1min → Daily (11 timeframes)
Signal Engine
🔹 3 modes: Normal (crossover), Confirmed (trend + MACD + EMA alignment), Trend Scalper (HA-based)
🔹 Smart Signals — filters signals below/above 200 EMA
🔹 Consolidation filter — avoids signals in choppy, low-ADX markets
🔹 High Volume filter — signals only on volume expansion
Risk Management
🔹 Trailing Stop-Loss (ATR-based or % based)
🔹 3 Take Profit levels with visual areas
🔹 Swing High/Low markers
🔹 Support & Resistance auto-levels (pivot-based)
Visual Tools
🔹 Trend Cloud (Short/Long term or New — EMA150/250 based)
🔹 Auto Trendlines (linear regression channel)
🔹 Consolidation Zones (colored boxes)
🔹 Order Blocks with demand zone tracking
🔹 Elite Volume Profile overlay
Alerts: 15 configurable alert conditions — any signal, buy, sell, smart buy/sell, TP levels, S&R breaks, trend cloud.
Works on all markets and timeframes. Optimized for NQ, ES, MNQ, MES futures. Indicateur
VWAP Deviation Trend [BackQuant]VWAP Deviation Trend
Overview
VWAP Deviation Trend is a volume-weighted trend-following overlay that transforms VWAP and its surrounding price distribution into a directional trailing structure.
Rather than using VWAP only as a fair-value line, the indicator calculates:
A configurable anchored or rolling VWAP.
The volume-weighted standard deviation of price around that VWAP.
Adaptive upper and lower deviation bands.
One-sided trailing boundaries used to confirm bullish and bearish regimes.
The indicator is designed to identify when price has moved far enough away from accepted volume-weighted value to establish a meaningful directional shift.
Unlike a simple VWAP crossover, price can move through VWAP without immediately changing the active trend. A new regime requires price to break the opposite trailing deviation boundary, optionally with confirmation from the direction of VWAP itself.
The updated visual engine also measures trend strength and uses it to control:
Gradient intensity.
Trail glow width.
Post-flip bloom effects.
The visual separation between price and the active trail.
Core concept
VWAP represents the average price paid over a selected period, weighted by trading volume.
The basic formula is:
VWAP = Sum of Price × Volume / Sum of Volume
Prices associated with greater volume contribute more heavily to the final value. This makes VWAP a useful approximation of:
Volume-weighted fair value.
The center of traded activity.
The average position of market participants.
An institutional execution benchmark.
However, VWAP alone does not explain how widely price has been distributed around that value.
VWAP Deviation Trend treats VWAP as the center of a volume-weighted price distribution and measures the dispersion around it. That dispersion is then used to create trailing trend boundaries.
VWAP calculation modes
The indicator supports five VWAP windows:
4 Hours
Daily
Weekly
Rolling Lookback Bars
Rolling Lookback Days
4 Hours
Resets VWAP at fixed four-hour intervals.
This can be useful for:
Cryptocurrency markets.
Intraday futures.
Continuously traded markets.
Shorter fair-value regimes.
Daily
Resets at the beginning of each calendar day.
This is the traditional intraday VWAP structure and is useful for:
Session bias.
Intraday mean reversion.
Day-trading trend confirmation.
Weekly
Accumulates volume and price across the current week.
This creates a slower structural anchor suited to:
Swing trading.
Weekly positioning.
Broader accepted-value analysis.
Rolling Lookback Bars
Calculates VWAP over a fixed number of candles.
The window moves forward continuously and does not reset at a calendar boundary.
This is useful for:
Systematic trend models.
Consistent multi-timeframe analysis.
Markets where daily sessions are less important.
Rolling Lookback Days
Includes bars that fall within a selected number of calendar days.
This keeps the analytical window tied to elapsed time instead of a fixed candle count.
Anchored versus rolling VWAP
Anchored modes begin at a fixed boundary and accumulate until the next reset.
Rolling modes continually remove old observations as new observations arrive.
Anchored VWAP is useful when a particular session or week has structural meaning. Rolling VWAP is useful when the trader wants a stable and continuously adapting lookback.
Volume-weighted deviation
The indicator calculates more than the VWAP mean.
It also measures volume-weighted price variance using:
Weighted Mean Square = Sum of Price² × Volume / Sum of Volume
Weighted Variance = Weighted Mean Square - VWAP²
Weighted Deviation = Square Root of Weighted Variance
This measures how widely prices associated with meaningful trading volume are distributed around VWAP.
A small deviation suggests:
Trading is concentrated near fair value.
The market is relatively balanced.
Price acceptance is narrow.
A large deviation suggests:
Trading is spread across a wider range.
Price discovery is more active.
The market is less tightly centered around VWAP.
Because the calculation is volume weighted, high-volume prices influence the bands more than low-volume excursions.
Fallback when volume is unavailable
If usable volume is not available, the indicator falls back to an unweighted arithmetic mean and variance.
This allows it to function on synthetic or limited-volume symbols, although the result should then be interpreted as a rolling or anchored mean rather than a true VWAP.
Deviation bands
The raw width is calculated as:
Deviation Width = Weighted Deviation × Deviation Multiplier
The upper and lower raw bands are:
Upper Band = VWAP + Band Width
Lower Band = VWAP - Band Width
Higher deviation multipliers create wider bands and fewer trend changes.
Lower multipliers create tighter bands and faster, more frequent flips.
ATR minimum width
During low-dispersion periods, volume-weighted deviation can become extremely narrow.
This can cause small and insignificant movements to trigger repeated reversals.
The optional ATR floor calculates:
ATR Floor = ATR × ATR Minimum Multiplier
The final width becomes:
Band Width = Maximum of Deviation Width and ATR Floor
This preserves volume-weighted deviation as the primary band engine while preventing the channel from collapsing below a practical volatility threshold.
Trailing-band construction
The raw deviation bands move freely with VWAP and dispersion.
The indicator converts them into one-sided trailing levels.
Lower trail
While the selected trigger remains above the lower trail:
The trail can rise.
It cannot move downward.
This creates a ratcheting support structure.
Upper trail
While the trigger remains below the upper trail:
The trail can fall.
It cannot move upward.
This creates a ratcheting resistance structure.
The active trend trail is:
The lower trail during bullish regimes.
The upper trail during bearish regimes.
Why trailing logic matters
A raw VWAP band can move toward price and create unstable signals.
The one-sided trail preserves trend structure and creates hysteresis.
Hysteresis means the threshold required to enter a bullish regime is different from the threshold required to enter a bearish regime.
This allows price to rotate around VWAP without constantly changing the active trend.
Trend initialization
When the first valid VWAP is available:
The trend initializes bullish if the trigger is at or above VWAP.
The trend initializes bearish if the trigger is below VWAP.
After initialization, a full break of the opposite trail is required to change regimes.
Bullish trend flip
A bullish flip requires:
The selected trigger to move above the upper trailing band.
The current trend not already to be bullish.
VWAP slope confirmation to pass if enabled.
Once confirmed:
The trend becomes bullish.
The active trail moves beneath the market.
A bullish signal marker is displayed.
Bearish trend flip
A bearish flip requires:
The selected trigger to move below the lower trailing band.
The current trend not already to be bearish.
VWAP slope confirmation to pass if enabled.
Once confirmed:
The trend becomes bearish.
The active trail moves above the market.
A bearish signal marker is displayed.
Flip trigger
The trend can be triggered using:
Close
The selected VWAP price source
Close is the more conventional option.
Using the price source, such as HLC3, can produce a slightly smoother trigger because it reflects more of the bar than the close alone.
VWAP slope confirmation
Optional slope confirmation requires VWAP itself to move in the direction of the proposed new trend.
For a bullish flip:
Current VWAP must be above VWAP from the selected lookback.
For a bearish flip:
Current VWAP must be below its prior value.
This can help reject:
Temporary band breaks.
Low-volume price spikes.
Liquidity sweeps against flat fair value.
The tradeoff is additional confirmation delay.
Breaking the trail on flips
The active trail changes from one side of the market to the other during a regime transition.
The Break Trail On Flips option inserts a visual gap on the flip bar so the previous and new trails are not connected by a misleading line segment.
This affects presentation only.
Visual trend-strength engine
The updated script includes a visual-strength model that controls the intensity of the gradient and glow.
It combines two measurements:
Distance between price and the active trail.
Slope of VWAP relative to the current band width.
Distance strength
The script measures:
Absolute Distance = |Close - Trend Trail|
This is normalized by the current band width.
A larger distance indicates stronger separation between price and the structural trail.
Slope strength
VWAP movement across the slope lookback is also normalized by the band width.
This measures whether volume-weighted fair value itself is moving meaningfully relative to the size of the current deviation structure.
Combined trend strength
The final visual strength is weighted:
70% price-to-trail distance.
30% VWAP slope strength.
This produces a value between zero and one.
It does not change trend logic or signals. It controls the visual intensity of the indicator.
Layered gradient fill
Instead of using one flat gradient, the updated indicator divides the space between the trail and price into six visual layers.
The levels are placed progressively between:
The active trend trail.
The current closing price.
The gradient is:
Most concentrated near the structural trail.
Progressively softer toward price.
The opacity adapts to trend strength.
When price is strongly separated from the trail and VWAP is moving with the regime:
The gradient becomes more vivid.
When the trend is weak:
The fill becomes softer and more transparent.
This makes the visual ribbon encode more than direction. It also reflects the current strength of the price-to-structure relationship.
Flip bloom
After a confirmed trend flip, the indicator creates a temporary bloom around the new trail.
The bloom is strongest immediately after the transition and fades over the following bars.
Its intensity follows this general sequence:
First bar after flip: strongest bloom.
Second bar: reduced bloom.
Third bar: light residual bloom.
Afterward: bloom disappears.
This visually emphasizes fresh regime changes without permanently increasing chart brightness.
The bloom is cosmetic and does not affect calculation.
Adaptive trail glow
The glow surrounding the trail also changes with trend strength.
The base width is ATR-scaled, then increases slightly as the visual trend-strength score rises.
This creates:
A broader glow during stronger regimes.
A narrower glow when trend structure is weaker.
The glow contains:
An inner, more visible layer.
A wider, softer outer layer.
Visual interpretation
The updated presentation provides several pieces of information simultaneously:
Color shows the active trend direction.
The trail shows the structural regime boundary.
Gradient intensity reflects trend strength.
Glow width reinforces structural conviction.
The bloom highlights fresh regime transitions.
How to use the indicator
Trend regime filter
Use the active color and trail position as directional context:
Favor longs during bullish regimes.
Favor shorts during bearish regimes.
Pullback structure
In a bullish regime:
VWAP represents volume-weighted fair value.
The lower trail represents deeper structural support.
In a bearish regime:
VWAP represents the mean-reversion anchor.
The upper trail represents deeper structural resistance.
Trend-strength context
A vivid gradient and broader glow suggest:
Price is well separated from the trail.
VWAP is moving in the trend direction.
The regime has stronger structural momentum.
A weak or faded gradient suggests:
Price is closer to the trail.
VWAP slope is weaker.
The trend may be consolidating or losing strength.
Fresh transitions
The bloom helps identify newly established regimes.
A fresh flip with:
Strong bloom.
Growing price separation.
VWAP slope alignment.
generally represents stronger early trend structure than a flip that immediately loses visual intensity.
Dynamic risk management
The active trail may be used as:
A trailing stop reference.
A regime invalidation boundary.
A position-management guide.
Because the trail responds to both volume-weighted dispersion and volatility, it adjusts as market conditions change.
How this differs from a standard VWAP
A standard VWAP:
Plots only volume-weighted mean price.
Usually resets once per session.
Does not maintain trend state.
VWAP Deviation Trend:
Supports anchored and rolling windows.
Calculates volume-weighted dispersion.
Creates adaptive raw bands.
Converts them into directional trailing boundaries.
Maintains persistent bullish and bearish regimes.
Adds a strength-reactive visual system.
How this differs from Supertrend
A traditional Supertrend normally uses a central price such as HL2 and ATR-based bands.
VWAP Deviation Trend uses:
Volume-weighted fair value as the center.
Volume-weighted standard deviation as the primary width.
ATR only as an optional minimum floor.
This means the trail responds not only to range volatility, but also to where trading volume has been concentrated.
How this differs from Bollinger Bands
Bollinger Bands normally use:
A moving average.
Unweighted standard deviation.
Symmetrical non-trailing bands.
This indicator uses:
A volume-weighted mean.
Volume-weighted variance.
One-sided trailing bands.
Persistent trend-state logic.
It is therefore a trend-regime model rather than a standard mean-reversion envelope.
Input guide
VWAP Mode
Selects the anchored or rolling calculation window.
Deviation Multiplier
Controls the width of the statistical bands.
Higher values produce wider, slower regimes. Lower values produce tighter and faster regimes.
ATR Minimum Width
Prevents excessive narrowing during compressed conditions.
VWAP Slope Confirmation
Requires volume-weighted fair value to move with the proposed trend.
Flip Trigger
Selects whether close or the chosen price source must cross the trail.
Visual settings
Allow the trader to display:
The trend trail.
VWAP.
Raw deviation bands.
Layered gradient.
Adaptive glow.
Signals.
Trend candles.
Strengths
Combines fair value, dispersion, and trend structure.
Uses volume-weighted mean and variance.
Supports multiple anchored and rolling VWAP windows.
Uses ATR protection against narrow-band whipsaws.
Creates persistent regimes with hysteresis.
Provides optional VWAP slope confirmation.
Includes a trend-strength-reactive visual system.
Clearly emphasizes fresh trend transitions.
Limitations
Volume quality varies between instruments.
Anchored VWAP modes may be unstable immediately after a reset.
Long windows can react slowly to sudden regime changes.
Tight settings can increase whipsaws.
Wide settings can delay reversals.
Slope confirmation can add additional lag.
Visual strength is contextual and is not a separate trading signal.
Alerts
The indicator includes alerts for:
Confirmed bullish trend flips.
Confirmed bearish trend flips.
These represent complete VWAP deviation regime changes, not ordinary crosses of VWAP.
Summary
VWAP Deviation Trend converts volume-weighted fair value and price dispersion into a directional trend trail.
It calculates VWAP over a configurable anchored or rolling window, measures volume-weighted standard deviation around that VWAP, and builds upper and lower deviation bands. An optional ATR floor prevents the structure from becoming excessively narrow during quiet conditions.
The raw bands are transformed into one-sided trails. The lower trail ratchets upward during bullish regimes, while the upper trail ratchets downward during bearish regimes. Trend changes occur only when price breaks the opposite trail, optionally with confirmation from the slope of VWAP.
The updated visual engine measures price separation and VWAP slope to dynamically control the layered gradient, trail glow, and temporary post-flip bloom. This creates a clearer representation of direction, structural strength, and fresh regime transitions without changing the underlying signal logic. Indicateur
Time Price Opportunity Gravity Grid [ALT_analyst]Time Price Opportunity Gravity Grid
■ Description
This script executes a strictly quantified market structure analysis by integrating Time Price Opportunity (TPO) profiling, dynamic Value Area (70%) boundaries, POC Migration matrices, and Z-Score volatility anomaly detection.
By overriding standard OHLC data limitations via lower-timeframe data injection (request.security_lower_tf), it constructs an uncompromisingly high-resolution price-density profile. Trend definitions and signal thresholds are stripped of subjective bias, executing purely on the spatial shift of accepted value and mathematical volatility expansion.
■ Core Architecture & Mechanical Edge
The algorithm mandates the simultaneous confluence of three independent mathematical variables. This relentless confluence acts as a strict mechanical filter, systematically rejecting ranging environments and isolating only mathematically significant structural shifts.
1. Value Area Calculation (70% Auction Density)
Mechanics:
Computes the absolute TPO block count per session, isolating the exact price range containing 70% of execution density (approximating 1 standard deviation).
Expansion originates strictly from the POC (maximum density node) and iteratively absorbs adjacent price rows based on relative volume weight, capturing the absolute center of the market auction.
Visualization:
Deployed as modern, semi-transparent filled boxes (Value Area Box) to eliminate visual noise, obsoleting legacy dashed-line renderings.
Application:
Price action within the Value Area is mathematically defined as balance.
A confirmed close outside this boundary signals structural imbalance. To mathematically neutralize low-volume fakeouts, breakouts are strictly invalidated unless simultaneously confirmed by both POC Migration and Volatility expansion.
2. POC Migration (Structural Trend)
Mechanics:
Evaluates the spatial shift of accepted value across consecutive sessions using a discrete step-function.
// Bullish Migration (+1):
Current_POC > Previous_POC and Current_VAL > Previous_VAL
// Bearish Migration (-1):
Current_POC < Previous_POC and Current_VAH < Previous_VAH
Application:
By demanding the simultaneous directional shift of both the peak density (POC) and the boundary floor/ceiling (VAL/VAH), the script verifies that the core market consensus has definitively relocated.
3. Volatility Z-Score (Anomaly Detection)
Mechanics & Equation:
Z_Score = (ATR(14) - SMA(ATR(14), 100)) / StDev(ATR(14), 100)
Calculation Rationale:
To measure exactly how many standard deviations the current volatility deviates from its 100-period baseline, standardizing volatility spikes across all asset classes regardless of absolute price.
Expected Output Example:
If current ATR is 1.5, 100-period mean is 1.0, and standard deviation is 0.2, the Z-Score outputs 2.5 (+2.5 standard deviations above the mean).
Application:
A Z-Score strictly > 2.0 flags a statistical outlier (top ~2.2% of historical occurrences). The algorithm enforces this threshold to ensure breakouts are driven by aggressive, statistically significant kinetic expansion, rejecting market noise.
4. Gaussian Liquidity Grid Distortion
Mechanics & Equation:
Pull_Factor = Math.exp(-(Distance_Y^2) / (2 * Pull_Radius^2))
Calculation Rationale:
Utilizes a Gaussian decay function to translate historical price congestion into a gravitational pull on the background grid, mathematically quantifying market memory.
Expected Output Example:
If price is 100 ticks away with a radius of 200, the function outputs a multiplier of ~0.882, pulling the visual grid line 88.2% closer to the price center.
Application:
Distorted grid zones visually map historical liquidity pools (high probability of deceleration/mean reversion). Smooth grids indicate liquidity vacuums for rapid price discovery.
■ Signal Execution Rules
Signals execute ONLY upon total alignment:
Long Entry: Close strictly > active POC, Structural Trend = +1, Z-Score > 2.0.
Short Entry: Close strictly < active POC, Structural Trend = -1, Z-Score > 2.0.
Risk Management: Invalidations must mathematically reside outside the active Value Area (below VAL for longs, above VAH for shorts).
Disclaimer
This script provides objective mathematical analysis for educational purposes. It does not constitute financial advice.
Indicateur
VSA TrailEffort-Displacement VSA Trail
Effort-Displacement VSA Trail is a scalping-oriented VSA-style indicator built around a custom effort-result signal gate.
The script uses common technical-analysis building blocks such as ATR, SMA, volume, candle body, and trailing-stop direction, but the signal logic and the way these parts are combined are original to this script.
The core idea is simple: a directional signal should not appear only because price crossed a trailing stop, and it should not appear only because volume increased.
A Buy or Sell label is printed only when three things align on the same bar:
1. ATR trailing-stop direction confirms the active side.
2. Volume expands above its own baseline.
3. Price displacement expands above its own baseline.
The displacement layer is calculated as:
body = abs(close - open)
gap = abs(open - previous close)
displacement = body + gap
This is the main design difference of the script.
Instead of measuring only candle body size, the script also includes the opening gap from the previous close.
This creates a stricter effort-result model: volume must be accompanied by real directional displacement before a signal is allowed.
The ATR trailing stop acts as the directional regime layer.
The volume condition acts as the effort layer.
The displacement condition acts as the result layer.
Only when direction, effort, and result confirm each other does the script print a Buy or Sell signal.
This is not a generic volume spike tool and it is not a plain ATR trailing-stop indicator.
It is a combined VSA-style confirmation model designed to reduce weak signals where volume increases but price movement does not meaningfully follow.
Public / common components used:
- ATR calculation with ta.atr()
- SMA baselines with ta.sma()
- ATR-style trailing-stop direction logic
Original elements:
- Body-plus-gap displacement confirmation
- Same-bar effort-result validation
- Signal gating that requires ATR direction, volume expansion, and displacement expansion together
- Stateful Buy/Sell logic that avoids repeating the same-side signal until direction changes
This script does not include copied third-party script code.
It was built as an original combination of standard Pine Script functions and custom signal logic.
Use case:
This indicator is intended for short-term chart analysis where the trader wants to see only those directional moments where trailing-stop bias, volume expansion, and displacement expansion confirm each other.
Limitations:
The script is not a complete trading system.
It does not include position sizing, take-profit rules, slippage modeling, spread handling, or full risk management.
Signals can still fail in choppy, illiquid, or news-driven market conditions.
Disclaimer:
This script is for educational and informational purposes only.
It is not financial advice, investment advice, or a recommendation to buy or sell any asset.
Trading involves risk.
Past signals do not guarantee future results.
Always use your own analysis and risk management. Indicateur
Market Structure MTF Dashboard v6.3 [SMC]Tired of cluttering your charts with manual lines, missing high-probability setups, and getting trapped by low-volume fakeouts?
Market Structure MTF Dashboard v6.3 is a institutional-grade analytical engine engineered for traders utilizing Smart Money Concepts (SMC) and Price Action. This script completely automates your technical analysis by scanning market structure, validating breaks with raw volume metrics, tracking institutional liquidity sweeps, and filtering micro-noise—all condensed into a beautiful, ultra-compact graphical dashboard.
Whether you trade Crypto, Forex, or Indices, this tool does the heavy lifting in the background, shifting your focus from tedious chart drawing to executing razor-sharp setups.
🛠️ Core Engine Features & Built-in Logic
1. High-Precision Swing & BOS Engine
Dynamic Pivot Detection: Automatically maps swing structure using adjustable left/right structural wings (leftBars / rightBars).
True Break of Structure (BOS): Choose between conservative body-close confirmation (breakByClose) or aggressive wick breaches.
RVOL Filtering: Eliminates low-liquidity fakeouts. A structure break is only considered validated if the breakout candle is backed by expansion volume exceeding the 20 SMA.
2. Smart Money Footprints: Sweeps & FVGs
Liquidity Sweep Tracking: Detects false breakouts at key major highs/lows. If the price spikes past an old extreme but closes back inside the range, the engine instantly highlights a liquidity grab—one of the most powerful reversal signals in trading.
Adaptive Fair Value Gaps (FVG): Tracks institutional inefficiencies. FVGs are dynamically filtered based on a minimum percentage size of the asset price (fvg_min_size) to avoid noise, and they remain live until fully mitigated (tested) by price action.
3. Multi-Timeframe (MTF) Context & Premium/Discount Matrix
HTF Core Scanning: Fetches 4-Hour and Daily structural trends directly in the background.
Equilibrium 0.5 Line: Plots the crucial midline of the 4H trading range.
Value Assessment: Instantly updates whether price is inside the Premium Zone (expensive — look for Shorts) or Discount Zone (cheap — look for Longs) relative to the HTF range.
4. Next-Gen Smart UI (Dashboard Layout)
Real-time Context Trigger (Top Row): Shows active Fibonacci expansion targets (T1 / T2) with exact real-time prices, live unmitigated FVG levels, or flashing institutional confirmations (⚡ SWEEP L / SWEEP H).
Market Sentiment Histogram: A clean visual matrix (🟩/🟥) aggregating multi-timeframe weights to score total buyer vs. seller control.
Chronological Session Tracker: Fully optimized single-row display.
Left tile: Color-coded active session (Asia, London, NY) or overlaps (e.g., LON+NY).
Right tile: Displays the exact local opening time of the upcoming session based on your custom tzOffset. No confusing countdowns—you know exactly when volatility is hitting the clock.
📘 How to Trade It: Official Rules (Trading Rules)
This script is designed to act as an educational market assistant, providing pure mechanical logic and potential structural entry points rather than blind commercial trading signals. For maximum probability, follow these two systematic setups:
🟩 The Institutional Long Setup
HTF Trend Alignment: The 4H matrix block must be green (Bullish structure).
Premium/Discount Context: Current price must be trading in the Discount Zone (below the yellow dashed Equilibrium line).
The Trigger: The dashboard prints a flashing ⚡ SWEEP L: CONFIRMED LONG signal, showing that retail sell-stops were hunted and price recovered.
Targets: Take profit at T1 / T2 prices printed on the dashboard, with the ultimate target being the high of the 4H range.
🟥 The Institutional Short Setup
HTF Trend Alignment: The 4H matrix block must be red (Bearish structure).
Premium/Discount Context: Current price must be trading in the Premium Zone (above the yellow dashed Equilibrium line).
The Trigger: The dashboard prints a flashing ⚡ SWEEP H: CONFIRMED SHORT signal, showing that retail buy-stops were grabbed before a sudden drop.
Targets: Take profit at T1 / T2 short target prices, aiming down toward the low of the 4H range.
📅 Smart Weekend Protection Filter
No more distorted charts or broken session calculations during illiquid market closures.
Forex & Indices: The session tracker automatically freezes on Saturdays and Sundays, displaying a clean ⏸️ WEEKEND status tile.
Crypto Markets: The filter automatically detects asset types, bypassing the weekend pause to ensure continuous 24/7/365 live session mapping.
Disclaimer: Past performance is not indicative of future results. Use proper risk management and treat this tool as a systematic structural assistant to streamline your confluence. Indicateur
TIDEFORGE [ThrowMaster]TIDEFORGE — Adaptive WaveTrend Confluence Context
════════════════════════════════════════════
WHAT IT IS
════════════════════════════════════════════
TIDEFORGE Free is a context and confluence oscillator built on the classic WaveTrend engine, redesigned around one idea: fixed overbought/oversold numbers do not travel. A level that means "exhausted" on BTC 4H means nothing on a low-cap altcoin on 15m — yet most WaveTrend-family tools hard-code the same numbers for every market and every era.
This tool replaces every fixed threshold with self-calibrating percentile bands, reads the market through five independent dimensions, and fuses them into a single 0–100 confluence score. It does not print buy/sell signals and has no TP/SL. Instead it prints hints — attention markers that light up when several independent conditions align at once — so you look at the right place at the right moment and make your own decision.
════════════════════════════════════════════
HOW IT WORKS
════════════════════════════════════════════
1. WaveTrend core — the proven momentum engine (channel 9 / average 12 / smooth 3 on hlc3), kept exactly as the classic.
2. Adaptive bands — overbought/oversold are percentiles of WT2 (85th/96th and 15th/4th by default) over a rolling calibration window (300 bars). The zones breathe with each symbol and timeframe instead of forcing one number onto every chart. The bands you see are the actual live thresholds.
3. Real money flow — a true volume-based Money Flow Index, not a candle-body imitation. On symbols without volume data the script automatically falls back to a body-flow proxy mapped onto the same 0–100 scale and keeps working. The engine also detects absorption (new price low while flow refuses to make a new low) and distribution (the bearish mirror).
4. Regime awareness — a Kaufman Efficiency Ratio, percentile-ranked over the same calibration window, classifies conditions as RANGE / MID / TREND, so mean-reversion evidence is weighted with context instead of being trusted blindly inside strong trends.
5. Higher-timeframe anchor — WaveTrend bias from a higher timeframe of your choice, read strictly from the last completed HTF bar (lookahead off).
6. Structure — regular and hidden divergences detected on WT2 only. One source, one voice: no double counting the same momentum information across multiple correlated oscillators. Each divergence contributes to the score with linear decay over a memory window, then expires.
Each dimension contributes points — Zone 30 · Flow 20 · Divergence 25 · HTF 15 · Regime 10. Nothing vetoes anything: evidence votes. When WaveTrend crosses on a confirmed bar, the score is sampled:
• Hint (small circle) — moderate confluence.
• Strong hint (diamond, with a soft background flash) — high confluence.
════════════════════════════════════════════
GOLD MARKERS
════════════════════════════════════════════
The community-famous "gold circle" concept, re-engineered adaptively. A GOLD Bull prints when a confirmed regular bullish divergence has its origin pivot inside the extreme oversold percentile zone (capitulation territory) and money flow confirms (absorption or rising flow). GOLD Bear is the exact mirror on the extreme overbought side.
Because all three ingredients — extreme zone, divergence, flow — must coincide, GOLD markers are rare by construction. They are the strongest "look here" this tool can give. They are context, not commands.
════════════════════════════════════════════
NON-REPAINT POLICY & LIMITATIONS
════════════════════════════════════════════
• All events fire on confirmed bars only. Nothing flickers intra-bar.
• Higher-timeframe values come exclusively from completed HTF bars (lookahead off).
• Divergence connector lines are drawn back to their pivots for visual context — structure is only knowable in hindsight. The event, its marker, and its score contribution fire at the confirmation bar, never earlier. A pivot confirms Pivot-Right bars after it forms; this delay is the honest price of a non-repainting divergence.
• The first ~300 bars are a calibration period. Markers intentionally stay silent until the percentile bands are statistically meaningful.
• The dashboard updates live by design (display layer only, not a signal).
• This is an educational context tool. It makes no predictions and no performance claims. Markets carry risk — always do your own analysis and manage your own risk.
════════════════════════════════════════════
HOW TO USE
════════════════════════════════════════════
Load it on any symbol and timeframe and let it calibrate. Read the dashboard: WT2 value with its live percentile and zone, flow state, regime, HTF direction, last divergence, last GOLD, and the live long/short scores. Treat hints as invitations to analyze, GOLD as rare high-context moments, and combine everything with your own structure, levels, and risk plan. A Compact Mode is included for TradingView on mobile.
All thresholds are exposed as inputs with tooltips, but the defaults are deliberate — resist the urge to tune before you have watched enough live bars to know what you are tuning.
════════════════════════════════════════════
WHAT MAKES IT ORIGINAL
════════════════════════════════════════════
• Self-calibrating percentile bands replacing fixed overbought/oversold levels — the thresholds adapt per symbol and timeframe, and you can see them breathe on the chart.
• Orthogonal evidence design: one momentum voice (WaveTrend), one flow voice (real volume MFI with automatic fallback), one regime voice (Efficiency Ratio), one HTF voice, one structure voice — instead of stacking correlated oscillators that repeat each other.
• Additive confluence scoring with decaying divergence memory, sampled at confirmed crosses — no all-conditions-must-align gates.
• The gold-circle concept rebuilt on adaptive percentile logic with flow confirmation, plus a bearish mirror.
• Strict non-repaint discipline across every layer, disclosed honestly above.
════════════════════════════════════════════
CREDITS
════════════════════════════════════════════
Ground-up Pine Script v6 re-engineering inspired by "VuManChu B Divergences" by VuManChu, which itself builds on LazyBear's WaveTrend Oscillator, with concepts from dynausmaux, falconCoin, RicardoSantos, LucemAnb and andreholanda73. Published open-source with respect and gratitude to that lineage.
Indicateur
Volume Structure 📊 Volume Structure is a market volume structure indicator that combines a horizontal volume profile, the level of maximum volume concentration, and automatically calculated volume-based support and resistance levels.
All components of the indicator are derived from the same volume distribution. This is not a simple combination of several independent tools: the volume profile serves as the underlying calculation model, while the Max Volume Level, support levels, and resistance levels are extracted directly from that model.
The indicator helps traders identify the price areas where the highest trading activity was concentrated during the selected period and locate additional significant volume zones relative to the current price.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🎯 Purpose of the Indicator
A standard horizontal volume profile shows how trading volume is distributed across different price areas. However, when many price rows are displayed, interpreting the profile and identifying its most important concentrations may become difficult.
Volume Structure expands the traditional profile by automatically identifying:
• the price area containing the highest total calculated volume;
• up to two significant volume areas above the current price;
• up to two significant volume areas below the current price.
Together, these areas form a structural market map and help traders evaluate the position of the current price relative to important volume concentrations.
The indicator does not generate independent Buy or Sell signals and does not predict whether a specific level will hold or be broken.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
⚙️ How the Volume Profile Is Calculated
The indicator first determines the highest and lowest prices reached during the selected calculation period.
The resulting price range is then divided into a user-defined number of horizontal price rows called Rows.
The volume of each candle is distributed among the price rows intersected by its body and wicks.
The calculation follows these steps:
The body volume of a bullish candle is assigned to the estimated up-volume component.
The body volume of a bearish candle is assigned to the estimated down-volume component.
The upper and lower candle wicks are calculated separately from the candle body.
The estimated wick volume is divided equally between the up-volume and down-volume components.
The volume of each candle component is distributed proportionally according to how much of the body or wick overlaps each horizontal price row.
The estimated up-volume and down-volume components are then added together to calculate the total volume of each price area.
🟢 The green section of the profile represents estimated up volume.
🔴 The red section of the profile represents estimated down volume.
It is important to understand that this is an OHLCV-based volume distribution model. It is not a true Bid/Ask profile, order-flow delta, or an exact separation of market buying and selling volume.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🔴 Max Volume Level
The Max Volume Level represents the midpoint of the price row containing the highest total calculated volume during the selected period.
It is displayed as a solid red horizontal line.
This level identifies the price area with the greatest concentration of calculated volume within the current profile and can be used as a reference for the strongest area of price acceptance during the selected calculation window.
Because the line is plotted at the midpoint of a horizontal price row, it represents the central price of a volume area rather than the exact price of an individual transaction.
The Max Volume Level does not determine the direction of the next market movement by itself.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🧱 Volume Support and Volume Resistance
Using the same volume distribution, the indicator analyzes price rows located above and below the current closing price.
A potential volume node is initially considered significant when:
• its total volume is equal to or greater than the volume of the adjacent rows;
• its volume reaches the user-defined minimum proportion of the Max Volume Level volume;
• it is sufficiently separated from the Max Volume Level;
• it is sufficiently separated from another already selected structure level;
• its distance from the current price does not exceed the user-defined maximum.
A significant volume area above the current price is classified as Volume Resistance.
A significant volume area below the current price is classified as Volume Support.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🔎 Level Selection Logic
The indicator first searches for the nearest qualifying local volume peak above and below the current price.
After the first level has been selected, the algorithm searches for a second level that:
• is located on the same side of the current price;
• is sufficiently separated from the first selected level;
• is sufficiently separated from the Max Volume Level;
• satisfies the configured distance and strength requirements.
When no qualifying local volume peak is available, the indicator applies a fallback procedure.
In this case, it selects the strongest eligible volume row on the corresponding side of the current price while preserving the distance and separation requirements.
Because of this fallback logic, a displayed support or resistance level is not always a strict local maximum of the volume distribution.
The indicator can display a maximum of:
• two Volume Resistance levels;
• two Volume Support levels.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
💎 What Makes the Indicator Different
The volume profile, Max Volume Level, and structural levels are consecutive stages of one calculation process:
Candle volume is distributed across horizontal price rows.
The estimated up-volume and down-volume components form the horizontal profile.
The total volume of every price row is calculated.
The row with the highest total volume becomes the Max Volume Level.
Additional significant volume rows are evaluated as potential support and resistance levels.
The indicator therefore does more than display several volume-related components together.
It transforms the underlying volume distribution into a more readable structural market map while preserving the complete profile on the chart. Traders can see both the extracted levels and the volume model from which those levels were derived.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🧭 How to Interpret the Indicator
Horizontal Volume Profile
The longer a horizontal profile row is, the greater the amount of calculated volume assigned to that price area during the selected period.
The green and red sections should not be interpreted as an exact measurement of aggressive buyers and sellers.
Max Volume Level
The solid red line marks the midpoint of the price row containing the highest total calculated volume.
It serves as a reference for the strongest volume concentration within the current calculation window.
Volume Resistance
The red dashed lines represent selected volume concentrations above the current price.
When price approaches these areas, increased market activity may occur. However, the indicator does not guarantee that price will stop, reverse, or be rejected.
Volume Support
The green dashed lines represent selected volume concentrations below the current price.
They identify potentially significant price areas but do not guarantee a reversal or a successful support reaction.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📌 Practical Applications
The indicator can be used to:
• evaluate the position of the current price relative to significant volume concentrations;
• observe price behavior around the Max Volume Level;
• identify price areas that may require additional analysis;
• study price acceptance and rejection;
• analyze consolidation around high-volume areas;
• observe breakouts from significant volume zones;
• define areas of interest within an existing trading strategy;
• provide additional context for an already established trading scenario.
Volume-based levels should be used together with trend analysis, price structure, volatility assessment, trade confirmation rules, and risk management.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🎛️ Indicator Settings
Bars for Calculation
Defines the number of recent candles included in the volume profile calculation.
A lower value makes the structure more responsive to recent market activity.
A higher value includes a longer historical period and generally produces a broader, slower-changing structure.
Default value: 120 bars.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Rows (Horizontal Bands)
Defines the number of horizontal price rows used to divide the calculation range.
A higher number of rows increases price resolution but may make the calculated levels more sensitive to small market changes.
A lower number of rows produces a smoother and more aggregated volume structure.
Default value: 24 rows.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Up Volume Color / Down Volume Color
Controls the colors of the estimated up-volume and down-volume sections of the profile.
These settings affect only the visual appearance and do not change the calculation.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Show Max Volume Level Label
Enables or disables the price label for the Max Volume Level.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Max Volume Level Color / Line Width
Controls the color and thickness of the Max Volume Level line.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Show Volume Support and Resistance
Enables or disables the automatically calculated volume support and resistance levels.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Volume Resistance Color / Volume Support Color
Controls the colors of the corresponding structure lines and labels.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Structure Line Width
Defines the thickness of the Volume Support and Volume Resistance lines.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Labels Offset to the Right
Controls the horizontal position of the level labels to the right of the current candle.
This setting changes only the visual placement of the labels and does not affect the calculation.
Default value: 25 bars.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Maximum Level Distance, %
Defines the maximum permitted percentage distance between the current closing price and a structural level.
If a volume area is located farther away than the selected percentage, it is not displayed as support or resistance.
Default value: 20%.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Minimum Volume Node Strength
Defines the minimum strength of a local volume node relative to the volume of the Max Volume Level.
For example, a value of 0.20 means that during the initial selection process, a qualifying local node must contain at least 20% of the volume of the Max Volume Level.
Default value: 0.20.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🔄 Dynamic Recalculation
Volume Structure uses a rolling calculation window.
When a new candle appears, the oldest candle may leave the selected calculation period. At the same time, the highest and lowest prices, horizontal row boundaries, and volume distribution may change.
As a result, the following elements may change over time:
• the shape of the volume profile;
• the Max Volume Level;
• Volume Support levels;
• Volume Resistance levels.
The current unfinished candle is also included in the calculation. While that candle is forming, its volume and price range may change, causing the calculated levels to move, appear, or disappear.
The indicator displays the current structure derived from the latest calculation window. It does not preserve historical versions of previously calculated levels.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
⚠️ Limitations
• The up-volume and down-volume distribution is an OHLCV-based estimate, not actual Bid/Ask volume.
• The indicator does not have access to the exact amount of volume executed at every individual price inside a candle.
• Volume is distributed proportionally across the candle body and wicks.
• Every displayed level represents the midpoint of a horizontal price row rather than the exact price of an individual transaction.
• Results depend on the quality and completeness of the volume data available for the selected instrument.
• Increasing the number of horizontal rows improves visual resolution but also makes the profile more sensitive to changes in the calculation range.
• The levels are dynamic and may change while the current candle is forming.
• A fallback structure level may represent the strongest eligible volume area without being a strict local volume peak.
• A high-volume area may act as support, resistance, consolidation, price acceptance, or a breakout zone.
• The indicator cannot determine in advance which market scenario will occur.
• The script does not calculate entry points, stop-loss levels, profit targets, or trading performance statistics.
• The indicator does not guarantee profitable results.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🛡️ Important Information
Volume Structure is designed to provide analytical market context and is not a standalone trading system.
All trading decisions should be based on the user’s own analysis, trading plan, and risk management rules.
The indicator does not constitute financial or investment advice. Indicateur
DTC Intra - Intraday Momentum and Context for Day TradersWhat it does
DTC Intra+ is an intraday momentum tool for day traders working the regular session. Its job is to surface momentum days early and keep the day's context in view while a move develops. The core is a set of readings that judge whether today is a real momentum day — a strict gap-and-hold flag, relative volume, an unusual-move profile, and time-of-session structure — supported by the moving averages, volume-weighted average price and a multi-market minicharts panel you use to trade once a momentum day is confirmed.
The parts that are specific to this tool
- Strong Start (gap and hold). Instead of a raw gap-up alert, this flags a day only when the stock gaps up and then holds the gap: the open is above the prior close and the day's low never breaks back below that prior close by more than a tolerance you set. A gap that holds behaves very differently from one that fills, so this is a stricter and more actionable read than a plain gap alert.
- Burst ranker. Counts how many large single-day moves (up 5%, 10% and 17% or more) a stock has produced over a chosen lookback and summarizes the result as a Great / Good / Low read on a daily chart. This describes the stock's momentum regime — whether it is the kind of name that produces the explosive days an intraday momentum trader is looking for — rather than just its state today.
- Multi-market minicharts panel. Up to three mini candlestick panels of any symbols and timeframes you choose are drawn on the chart, so you can watch an index, a sector benchmark or a related market without leaving your main chart. Each mini panel is rescaled to fit its own compact frame, so a very different price scale never distorts your main chart's axis, and each can show its own moving average and volume-weighted average price. The panel is off by default; turn it on with its master switch. If you enable it on a higher timeframe than a panel's own setting (for example viewing a Daily chart with a panel set to 5 minutes), the panel automatically falls back to the chart's timeframe instead of loading excessive intrabar data.
Credit: this panel is adapted from the open-source "Minicharts Multi Market" engine by TradingView user helman13 (Herman Trading), used under its Mozilla Public License 2.0. Several markets side by side with trend and value context on each — which is what an intraday trader watching related instruments needs. Credit for the minicharts engine goes to helman13; the rest of the tool is original to DTC Intra.
Momentum and context readings
A single, repositionable table gathers the numbers that tell you whether today matters:
- Relative volume — today's volume against its historical average.
- Daily average range percentage — a quick read on the stock's typical daily travel.
- The burst ranking and Strong Start flag described above.
- Sector/industry lookup and a session-in-progress readout.
Session structure and volume behavior
- Intraday session boxes (morning, mid-day and afternoon by default, matched to NSE trading hours) with fully editable time ranges, timezone and colors, so you can see at a glance which part of the session a move happened in — participation and reliability differ sharply between the open, the lunch lull and the close.
- Volume-based candle coloring that flags candles trading at 150% and 200%-plus of a configurable average volume, split by direction, so you can see whether a move has participation behind it without a separate pane.
- Daily divider labels to separate trading days on an intraday chart.
Trading tools (used once a momentum day is confirmed)
- Four configurable moving averages (10/20/50/200, choice of simple, exponential, weighted or Hull) and a session volume-weighted average price for intraday trend and mean-reversion reference.
How to use it
- Add it to an intraday chart.
- At the open, watch the Strong Start flag and the relative-volume reading: a held gap on above-average volume early in the session is the setup this tool is built to surface, and the burst ranking tells you whether the stock is the type that follows through.
- Use the session boxes to set expectations for the current window, and the volume candle colors to confirm participation before acting.
- Use the moving averages and volume-weighted average price to time entries and stops, and enable the multi-market minicharts panel to keep an index or related market in view for confirmation.
- Every block has its own on/off toggle, so you can reduce the tool to only the parts you use.
Notes
- Volume-based readings depend on the symbol having reliable intraday volume and are weaker where that data is poor.
- Session times default to NSE market hours in the Asia/Kolkata timezone and are meant to be edited to your own market and location.
- Tables and colors adapt to a light or dark chart automatically.
- Open source. Every input has a plain-language label and tooltip, so you do not need to read Pine to use it.
- For educational and informational purposes only. Not financial advice.
Indicateur
Auto Session Volume Profile By Shofman Legacy Auto Session Volume Profile — Perfil de Volumen por Sesión (estilo nativo TradingView)
Este indicador dibuja automáticamente un perfil de volumen para cada sesión de trading, replicando visualmente el estilo del Volume Profile nativo de TradingView, pero recalculado en tiempo real barra a barra sin necesidad de dibujarlo manualmente.
¿Qué hace?
Detecta el inicio de cada sesión automáticamente y construye un histograma horizontal de volumen distribuido en filas de precio.
Separa el volumen en alcista (velas de cierre ≥ apertura) y bajista (velas de cierre < apertura), mostrando ambos lados con colores distintos.
Calcula y traza el POC (Point of Control — el nivel de precio con más volumen negociado de la sesión).
Calcula y traza el Value Area (VAH/VAL) según el porcentaje que definas (70% por defecto), es decir, el rango de precio donde se concentró ese porcentaje del volumen total.
Resalta los nodos de mayor volumen (HVN) de cada sesión con un color de acento y un pequeño "brillo" en la punta, para identificar rápido las zonas de mayor interés dentro del perfil.
Mantiene visibles las últimas N sesiones (configurable) y va purgando automáticamente las más antiguas para no saturar el gráfico.
Incluye un panel de fondo semitransparente detrás del histograma, igual al look nativo de TradingView.
Inputs configurables:
Número de filas (resolución del perfil)
Ancho máximo del histograma
% de Value Area
Cantidad de sesiones visibles
Mostrar/ocultar POC y Value Area
Colores y opacidad de: volumen alcista, volumen bajista, POC, VA, panel de fondo y picos de volumen
Cantidad de filas a resaltar como pico y extensión del brillo
¿Para quién es útil?
Para traders que operan basándose en zonas de acumulación/distribución de volumen, subastas de mercado (auction market theory), o que simplemente quieren ver dónde se concentró la actividad real de compra/venta en cada sesión sin tener que dibujar el Volume Profile a mano en cada una.
Nota: este indicador usa volumen tick/reportado por el bróker de tu feed de datos; en instrumentos donde el volumen no es representativo (como algunos CFDs de forex/metales), interpretalo como proxy de actividad, no como volumen real de contratos. Indicateur
Indicateur
BK AK-BallisticsBK AK-Ballistics
Order flow measured. Auction pressure exposed. Context made visible.
The “AK” in BK AK-Ballistics is not branding—it is honor. It stands for my mentor, A.K.—the man whose guidance shaped my discipline, patience, market judgment, and respect for clean execution. I dedicate every indicator I build to his honor, and his standard sits behind every decision built into this system.
BK AK-Ballistics is an order-flow and auction-intelligence dashboard designed to show which side is controlling the current bar, whether price is responding to that pressure, and how the present activity fits within the developing session.
The indicator combines:
Footprint buy and sell volume
Volume delta
Buy and sell participation percentages
Point of Control
Value Area High and Value Area Low
Footprint imbalance
Session-resetting Cumulative Volume Delta
Buy and sell dominance streaks
Positive and negative delta streaks
Session participation
POC migration
Price location within the session range
Contextual hover explanations
The objective is not simply to display volume numbers. Ballistics organizes those measurements into a structured interpretation of control, confirmation, absorption, divergence, persistence, and auction location.
Footprint and fallback data
When TradingView footprint data is available, Ballistics reads:
Buy volume
Sell volume
Delta
Point of Control
Value Area High
Value Area Low
The Ticks Per Row setting controls footprint price aggregation, while the Value Area % setting controls the portion of analyzed volume included within the value area.
When native footprint information is unavailable, the indicator uses a transparent fallback estimate based on where the candle closes within its high-low range.
A close nearer the high assigns more volume to estimated buying, while a close nearer the low assigns more volume to estimated selling.
The fallback model is not actual bid-and-ask execution data. It is a directional volume estimate intended to preserve dashboard continuity when native footprint information cannot be retrieved.
POC, Value Area, and native footprint imbalance require valid footprint data.
Buy and sell dominance
Ballistics calculates the percentage of analyzed volume attributed to buyers and sellers.
The dashboard displays:
Buy percentage
Sell percentage
Buy volume
Sell volume
Dominant side
Relative volume ratio
The stronger side is visually illuminated while the weaker side is reduced. This provides an immediate distinction between control and opposition.
The volume ratio adds context to the percentage split. A narrow 51% versus 49% advantage does not represent the same pressure as a 70% versus 30% split.
Dominance identifies the stronger side of the current bar. It does not independently establish continuation or reversal.
Volume delta and price response
Volume delta is calculated as:
Buy Volume − Sell Volume
Positive delta indicates greater analyzed buying volume.
Negative delta indicates greater analyzed selling volume.
Ballistics then compares delta direction with price movement.
Positive delta with rising price
Buying pressure and price direction agree.
Negative delta with falling price
Selling pressure and price direction agree.
Positive delta with falling price
Buying pressure is present, but price is not responding upward. This can indicate absorption, trapped aggression, or unresolved buying activity.
Negative delta with rising price
Selling pressure is present, but price continues higher. This can indicate absorption of selling, trapped shorts, or a squeeze condition.
These classifications provide auction context. They are not automatic entry signals and require confirmation from subsequent price behavior.
Footprint imbalance
When footprint information is available, Ballistics measures delta as a percentage of total analyzed volume.
The user-defined Imbalance % threshold determines whether the current bar is classified as:
Buy imbalanced
Sell imbalanced
Balanced
This is an aggregate bar-level imbalance calculation. It is not a diagonal or stacked price-level imbalance detector.
The imbalance reading should be interpreted alongside price direction, CVD, session persistence, and value location.
Cumulative Volume Delta
Ballistics maintains a session-resetting Cumulative Volume Delta.
Each bar’s delta is added to the running session total. The indicator also tracks:
Current CVD
CVD direction
Session CVD high
Session CVD low
Current CVD location within its session range
CVD helps determine whether current pressure is isolated or part of a broader accumulation of buying or selling activity.
Price and CVD moving together indicate stronger internal agreement.
Price and CVD moving in opposite directions can indicate absorption, divergence, trapped aggression, or weakening efficiency.
When native footprint information is unavailable, CVD is built from the fallback delta estimate and inherits the limitations of that estimate.
Session intelligence
The indicator tracks the developing session rather than evaluating each bar in isolation.
Session measurements include:
Total session bars
Buy-dominant bars
Sell-dominant bars
Cumulative session buy volume
Cumulative session sell volume
Consecutive buy-dominant bars
Consecutive sell-dominant bars
Consecutive positive-delta bars
Consecutive negative-delta bars
Session high
Session low
Session CVD extremes
This makes it possible to distinguish a single-bar pressure event from persistent participation.
For example, the current bar may be buyer-dominant while the broader session remains seller-controlled. That difference can help identify a temporary retracement, countertrend pressure, or a developing change in control.
Session values reset when TradingView identifies the first bar of a new session.
POC and Value Area
When footprint data is available, Ballistics displays the Point of Control, Value Area High, and Value Area Low.
The Point of Control represents the footprint price row containing the highest analyzed volume concentration.
The dashboard also compares the current POC with the previously stored POC.
POC movement is classified as:
Migrating upward
Migrating downward
Unchanged
Upward migration can indicate that accepted volume is developing at higher prices.
Downward migration can indicate that accepted volume is developing at lower prices.
Value Area provides additional auction context:
Price inside Value Area suggests trade within the calculated region of accepted volume.
Price above Value Area indicates upside exploration.
Price below Value Area indicates downside exploration.
Failure back inside the area can indicate rejected exploration.
These readings are contextual observations, not guaranteed breakout or reversal signals.
Session-range location
Ballistics measures the current close between the session high and session low.
This shows whether price is trading:
Near the session high
Near the session low
Near the middle of the session range
Order flow has different meaning depending on location.
Strong buying near the session high may support continuation or warn of exhaustion.
Strong selling near the session low may support continuation or indicate capitulation.
Pressure near the center of the session range may be less useful because the auction remains rotational.
Dashboard and tooltips
The visible dashboard is intentionally compact.
Hovering over its elements provides expanded context including:
Exact volume values
Buy and sell percentages
Volume ratio
Price-versus-delta interpretation
Dominance streaks
Delta streaks
Session participation
CVD positioning
POC relationship
POC migration
Value Area location
Session-range position
Five meter modes are available:
Power
Dominant
Blackout
Split
Surge
The meter selection changes presentation only. It does not alter the calculations.
The indicator also includes five visual themes:
Zenith
Arctic
Phantom
Signal
Ember
Themes change the dashboard appearance but do not affect order-flow measurements.
Suggested use
Apply the indicator to a standard OHLC chart.
Confirm whether native footprint information is available.
Select an appropriate Ticks Per Row value.
Review the current buy and sell percentages.
Compare delta direction with price direction.
Check whether the pressure is part of a continuing streak.
Compare the current bar with the broader session split.
Review CVD direction and session position.
Review POC and Value Area when available.
Place the pressure within the current session range.
Require price follow-through before treating the condition as confirmed.
A stronger continuation environment may include aligned price and delta, persistent same-side control, supportive session participation, confirming CVD, and value migrating in the same direction.
A weaker environment may include a narrow volume split, alternating dominance, price and delta disagreement, conflicting session pressure, and price rotating near the middle of value.
Realtime behavior and limitations
Ballistics updates while the current candle is forming.
Buy and sell volume, delta, imbalance, CVD, dominance, POC, Value Area, streaks, and auction interpretations can change before the bar closes.
Users who rely on closed-candle confirmation should wait for the active candle to complete.
Additional limitations include:
Footprint information may not be available on every symbol.
Fallback volume is an estimate, not actual bid-and-ask execution data.
CVD inherits the limitations of its delta source.
POC and Value Area depend on footprint settings.
Session resets depend on TradingView’s session identification.
The indicator does not display the order book or resting liquidity.
It does not reconstruct tick-by-tick execution sequencing.
Absorption and divergence labels are contextual interpretations, not proof of institutional activity.
Original framework
Footprint volume, delta, CVD, POC, Value Area, and imbalance are established market-analysis concepts.
The distinctive contribution of BK AK-Ballistics is the architecture connecting them into one operational dashboard:
Native-footprint and fallback-data handling
Buy and sell dominance visualization
Price-versus-delta interpretation
Session participation tracking
Dominance and delta streaks
Session CVD positioning
POC migration
Value Area location
Session-range context
Configurable meter systems
Strategic hover explanations
Unified visual themes
The indicator follows one connected process:
Pressure → price response → persistence → session context → cumulative flow → value location → auction interpretation.
Risk disclosure
BK AK-Ballistics is provided for analytical and educational purposes.
It does not provide investment advice, guarantee results, predict future market direction with certainty, or eliminate trading risk.
Positive delta does not guarantee rising prices. Negative delta does not guarantee falling prices. Order-flow conditions can change rapidly.
Users remain responsible for their own trade selection, position sizing, risk management, entries, exits, and execution.
Pressure is measured. Price provides the response. Context determines the meaning. Indicateur
Indicateur
Indicateur
Best Order Block Finder - Xcelerate TradeThe Best Order Block Finder - Enhanced - Developed by the Xcelerate Trade team.
Advanced Order Block Detection with Smart Visualization
This professional-grade indicator identifies institutional order blocks using sophisticated price action analysis, helping traders spot high-probability reversal and continuation zones.
🎯 Key Features:
Smart Detection Algorithm:
Identifies bullish and bearish order blocks based on volume pivots and price rejection
Configurable period analysis (2-20 bars) for different market conditions ( It can also be used on small timeframes 1m-15m)
Minimum percentage move filter to eliminate noise
Optional wick-based or body-based detection methods
Visual Excellence:
Clean, professional rectangular zones with customizable transparency
Color-coded labels with percentage move information
Compact design with adjustable block length (2-30 bars)
Dual color schemes: DARK and BRIGHT themes
Bullish blocks in GREEN, Bearish blocks in RED for instant recognition
Advanced Controls:
Maximum order blocks limit (5-50) to prevent chart clutter
Automatic cleanup of old/irrelevant blocks
Optional channel lines for latest order blocks
Information panel showing current OB levels
Real-time alerts for new order block formations
📈 How It Works:
Order blocks represent areas where large institutions have placed significant orders, creating imbalances that often lead to price reversals or strong reactions when retested.
Bullish Order Blocks: Form after bearish candles followed by strong bullish momentum
Bearish Order Blocks: Form after bullish candles followed by strong bearish momentum
🔔 Alert System:
New Bullish Order Block detected
New Bearish Order Block detected
Fully customizable alert messages
⚙️ Customization Options:
Adjustable detection sensitivity
Color scheme selection
Transparency controls
Block duration settings
Label visibility toggles
Perfect for:
Swing traders identifying key support/resistance levels
Scalpers looking for high-probability entry zones
Institutional analysis and smart money tracking
Multi-timeframe order block analysis
💡 Pro Tips:
Use on higher timeframes (30m - 4H+) for stronger institutional levels
Combine with volume analysis for confirmation
Watch for price reactions when retesting order blocks
Best used with proper risk management
Transform your trading with institutional-level order block analysis!
May 6
Release Notes
Xcelerate Trade – Order Block Finder (Enhanced)
Overview
A clean, rules-based Order Block tool that highlights bullish and bearish OB zones using a classic “OB candle + consecutive candles” confirmation model. It’s designed for traders who want simple, consistent OB marking without repaint-style guesswork.
How it works
Bullish OB: a bearish OB candle followed by N bullish candles (Relevant Periods) and an optional minimum % move filter.
Bearish OB: a bullish OB candle followed by N bearish candles (Relevant Periods) and an optional minimum % move filter.
OB zones are drawn as boxes and labeled on the chart once confirmation is met.
Key features
Order Block Zone modes
Open→Wick (default, matches the original method)
Body (open↔close)
Full Wick (high↔low)
Noise control via Min. Percent move threshold
Mitigation & invalidation options (optional)
Mitigation: Off / Touch / Close inside
Invalidation: Off / Touch beyond / Close beyond
After mitigation: Keep / Fade / Delete
Object management: configurable maximum OB boxes displayed to keep charts clean.
Alerts
Alert conditions for new Bullish OB and new Bearish OB
Optional alert conditions for mitigation events
Best practices
Use higher timeframes to mark “major” OB zones, then refine entries on lower timeframes.
Combine with structure (HH/HL/LH/LL), key levels, and session context for better confluence.
Developed by the Xcelerate Trade team. Indicateur
Indicateur
Ultravol Matrix - volume spike heatmap [GF4M]Ultravol Matrix - cross-exchange volume spike heatmap
❗️Reason for displaying two indicators together on the main chart:
🔗 Use together for reading volume — Ultravol, Ultravol Matrix are originally built as one indicator, split in two due to Pine's 64-plot limit & multi-pane drawing limit. (same language by UV-scaled color): Ultravol Matrix reads vol spike history, Ultravol reads live.
❗️Per TradingView's policy that each script's description must be self-contained on its own, the Ultravol engine description common to both Ultravol and Ultravol Matrix is repeated across both indicators' descriptions.
───────────────────────────────────────────────
🔶 PROBLEM
On a standard chart, volume is just numbers and bars, so to know how much weight is behind the current candle's move, you have to scan the whole chart yourself and judge relative size. Doing that instantly during live trading takes intuition built through long training. This problem is worse in crypto: since the same asset trades on dozens of exchanges at once, looking at a single exchange's volume alone doesn't show where the real volume spike actually is. I came to think there were two important points.
1. (Common) How much does this volume mean in the market as a whole?
Every asset has a normal, average scale at which it typically trades. If far more trading is happening than that, the asset is drawing attention right now. Conversely, even when candles look active and volume keeps increasing, if it stays below the whole-market average, it is actually a minor move. In other words, it should be readable instantly against the whole market — not against the immediately preceding period.
2. (Multi-exchange asset) Is this a market-wide event, or a local event on one exchange?
For an asset traded on dozens of exchanges at once, as in crypto, even a very large exchange's volume spike alone won't move the price much — because the remaining exchanges still hold volume that can't be ignored. The same spike means something completely different depending on whether it happens across many exchanges at once or only locally — and neither a single exchange's volume, nor a simple aggregate of them, shows this difference clearly (it ends up buried under the pattern of whichever pair has overwhelming volume, like Binance).
🔷 SOLUTION
1. (Common) The whole chart's accumulated average volume is extracted as a base line, and each bar's ratio to it is standardized into a common UV-scaled color. For crypto, one step further — the volumes of 12 major exchange pairs are each weighted by importance and composited into one Final Synthetic UV volume, used as the main volume. This way, every visual element on the chart can be drawn based on one common scale. This is Ultravol.
2. (Multi-exchange asset) The volume spike history of each of those same 12 sources, before Ultravol composites them into one, is decomposed along the time axis using the same UV-scaled color, so you can see at a glance whether the current spike spans the whole market or is local. This is Ultravol Matrix. (Originally one indicator, but split into two because the number of plots needed exceeded Pine's limit (64-plot) — the core engine is the same.)
Volume can now be perceived instantly. Candles carrying below-average volume stay dark and featureless; candles carrying above-average energy render brighter and more intense. The screen looks quiet when the market is quiet, and busy when it is busy. And this color grammar reads the same way on any asset, any timeframe — because the reference is always that market's own whole-history average. This indicator set can fully replace ordinary candles and volume charts.
🔷 Ultravol Core Engine: Processing Diagram
🟣 Full engine mechanics (Master GATE scheduling, coin-unit correction, per-exchange trust weighting, auto listing-join) are documented in the Appendix — see origin indicator .
───────────────────────────────────────────────
Ultravol Matrix - cross-exchange volume spike heatmap
✨ Gives you an insight into hidden, cross-exchange volume spike flow — by color, instantly!
Across many crypto exchanges, Ultravol Matrix curates 12 pairs (spot + perp) — Each exchange's volume, reverted to native base. → normalized to its own signature. → Rendered on the same UV-defined color scale. → Spike flow patterns (not absolute volume) can be compared directly across history in one matrix.
📘 Strong trends begin with cascading vol spikes across all exchanges.
📗 A perp vol spike with no spot participation (all or a single perp pair) is often just a futures liquidation cascade.
📙 Track vol spike trends by exchange. Who is trending? Alone? User base? Region? Spot or Perp? All together?
📕 Trending vol spike sequence — drop to lower TF (1m or seconds) to read the order in detail.
✨ Ultravol Matrix Engine:
Its own unique method. 12-pair per-exchange UV-scaled color leveling is crypto-exclusive.
🔹 How to read it
🔗 The time-axis extension of Ultravol — same language by UV-scaled color: Ultravol Matrix reads history, Ultravol reads live.
🔹 You can easily spot mass volume that's concentrated in a single exchange.
🔹 All together or single spike trending.
🔹 For altcoins, even on the 5m and 15m timeframes, persistent long spikes tend to occur on only a few individual exchanges. This behavior is less frequent in major cryptocurrencies like BTC or ETH. (It is recommended to familiarize yourself with the volume spike patterns of your specific trading pairs in advance.)
Setup Panel
☑ 📱 : Mobile friendly UI setup
• Source : Ultravol (Auto) fixed
• Rescale : Only for extremes, too 🔥 or too ⚫️
Especially for altcoins, the market heats up significantly during trending phases. Consequently, if the heatmap temperature rises to a point where chart variations become difficult to distinguish, lowering the rescale option by -1 or -2 makes it easier to discern the intensity differences on the screen. (In this case, the adjusted value is temporarily displayed in the bottom-right corner.)
🔸 Hover over the nametag for symbol info.
🔸 Maximize the pane (or drag it taller) for detailed matrix flow.
Matrix's volume spectrum is compressed using a separate log-based clamp to fit within a low-height panel. Read it only as relative magnitude — judge volume spikes by color, not by bar height.
⚠️ Required setting: In order to vertically align the Name tag (on matrix)
⚙︎ > Chart option > Canvas > Margins > Top: 0% Bottom: 0% Rights: 50bars
Indicateur
NQ Engine Health **NQ Engine Health**
NQ Engine Health is a session-aware trade-management and market-confirmation dashboard designed for NQ and MNQ.
During the New York session, it measures whether the current NQ move is supported by six major Nasdaq leaders, NQ price structure, VXN behavior and broader ES market context.
During London and Asia, the indicator switches to a futures-based engine using the active session open, session VWAP, NQ momentum, volume participation and ES confirmation.
The dashboard displays:
* Market direction and directional score
* Engine Health from 0% to 100%
* Strengthening, stable, losing-fuel or diverging conditions
* ES and VXN confirmation
* Individual Nasdaq leader direction and momentum
* Session-adjusted confidence
* Suggested trade-management posture
Management conditions include **Breathing Room, Normal Structure, Protect Profit and Defensive**.
This indicator does not generate trade entries. It is designed to complement a separate entry strategy, important price levels and structured risk management.
Alerts are included for Full Throttle, Losing Fuel, Divergence, Protect Profit and Defensive conditions.
For educational and analytical purposes only. No indicator can predict or guarantee market outcomes.
Indicateur
Ultravol - correct market volume [GF4M]Ultravol - correct market volume
❗️Reason for displaying two indicators together on the main chart:
🔗 Use together for reading volume — Ultravol, Ultravol Matrix are originally built as one indicator, split in two due to Pine's 64-plot limit & multi-pane drawing limit. (same language by UV-scaled color): Ultravol Matrix reads vol spike history, Ultravol reads live.
❗️Per TradingView's policy that each script's description must be self-contained on its own, the Ultravol engine description common to both Ultravol and Ultravol Matrix is repeated across both indicators' descriptions.
───────────────────────────────────────────────
🔶 PROBLEM
On a standard chart, volume is just numbers and bars, so to know how much weight is behind the current candle's move, you have to scan the whole chart yourself and judge relative size. Doing that instantly during live trading takes intuition built through long training. This problem is worse in crypto: since the same asset trades on dozens of exchanges at once, looking at a single exchange's volume alone doesn't show where the real volume spike actually is. I came to think there were two important points.
1. (Common) How much does this volume mean in the market as a whole?
Every asset has a normal, average scale at which it typically trades. If far more trading is happening than that, the asset is drawing attention right now. Conversely, even when candles look active and volume keeps increasing, if it stays below the whole-market average, it is actually a minor move. In other words, it should be readable instantly against the whole market — not against the immediately preceding period.
2. (Multi-exchange asset) Is this a market-wide event, or a local event on one exchange?
For an asset traded on dozens of exchanges at once, as in crypto, even a very large exchange's volume spike alone won't move the price much — because the remaining exchanges still hold volume that can't be ignored. The same spike means something completely different depending on whether it happens across many exchanges at once or only locally — and neither a single exchange's volume, nor a simple aggregate of them, shows this difference clearly (it ends up buried under the pattern of whichever pair has overwhelming volume, like Binance).
🔷 SOLUTION
1. (Common) The whole chart's accumulated average volume is extracted as a base line, and each bar's ratio to it is standardized into a common UV-scaled color. For crypto, one step further — the volumes of 12 major exchange pairs are each weighted by importance and composited into one Final Synthetic UV volume, used as the main volume. This way, every visual element on the chart can be drawn based on one common scale. This is Ultravol.
2. (Multi-exchange asset) The volume spike history of each of those same 12 sources, before Ultravol composites them into one, is decomposed along the time axis using the same UV-scaled color, so you can see at a glance whether the current spike spans the whole market or is local. This is Ultravol Matrix. (Originally one indicator, but split into two because the number of plots needed exceeded Pine's limit (64-plot) — the core engine is the same.)
Volume can now be perceived instantly. Candles carrying below-average volume stay dark and featureless; candles carrying above-average energy render brighter and more intense. The screen looks quiet when the market is quiet, and busy when it is busy. And this color grammar reads the same way on any asset, any timeframe — because the reference is always that market's own whole-history average. This indicator set can fully replace ordinary candles and volume charts.
🔷 Ultravol Engine: Processing Diagram
🟣 Check the Appendix — (16 live feeds/candle · coin-unit correction (1000x-listed coins) · USDT/USDC reference price conversion · Master GATE calc scheduling · per-exchange trust weighting · auto listing-join. Full mechanics + reusable code.)
───────────────────────────────────────────────
Ultravol - correct market volume
✨ Gives you a trained trader's sense for volume — by color, instantly!
📘 Reveal key market energy areas through volume-encoded candles, spectrum layer, v-ray, energy flux, and spike panel by color. A full legacy candle & volume chart replacement.
📗 Final synthetic UV — Across many crypto exchanges, Ultravol curates 12 (spot + perp) — reverted to native base → normalized & weighted by custom criteria, spot summed and perp summed separately (used as Energy Flux source), then combined into one — to read the unified volume flow across the whole market.
📙 Per-exchange UV level on the panel — Each exchange's volume, normalized to its own signature. → Rendered on the same UV-defined color scale. → Current candle's volume spike level (not raw volume) can be compared across exchanges at a glance.
✨ Ultravol engine:
Its own unique method. Synthetic UV (12-pair fusion) and Per-exchange UV-scaled color mark are crypto-exclusive — UV-scaled coloring works on any chart.
🔷 How to read it
It is recommended to check the color reference scheme in the settings panel to understand how candle colors are represented. Once you are familiar with these patterns, you can instantly gauge the intensity of current movements during live trading.
Refer to the historical patterns where rare, massive volume occurred (indicated by sky blue, blue, and purple - When similar volume occurs later, frequently become the Top or Bottom.)
Massive volume spike levels frequently act as strong S/R.
🔷 Basic Screen - check volume by color.
Spike Panel
This panel simultaneously displays the live candle volume in two ways: 1) as an absolute value in the base unit, and 2) as a UV-scaled mark. Users can quickly identify which exchange is experiencing a volume spike based solely on the colored emoji characters.
Status Label
The working mode automatically adjusts based on the selected symbol type and information, with the current status displayed via the label in the bottom-right corner.
Panel setup
☑ 📱 : Mobile friendly UI setup
• Source : Use Ultravol (Auto) normally
• Rescale : Only for extremes, too 🔥 or too ⚫️
☑ V-Ray : Vertical highlight marks on big spike.
☑ Energy Flux : 8 Spot(U), 4 Perp(L)
+ Trending energy balance (Spot vs Perp)
☑ Candles : Chart candle × UV fusion.
Each element—Volume, Volume-encoded Candlesticks (Up/Dn), and Ruler—features its own independent color scheme.
No volume chart color
☑ Spectrum : Synthetic UV from 12 vol src.
+ Instant energy read by UV-scaled color
+ Max height. Move to a pane first.
☑ Panel : Exchange's raw vol (number)
+ Current UV-scaled spike (color mark)
☑ s Smaller UI ☑ ↓ Center-right
☑ ! Wait Long · Act Fast (#1 principle)
🔸 Hover over the panel for detailed info.
Vol src info. & current status notice
Volume spike marking by unique UV-scaled color
Works together as one.
You can see historical spike flow and current spike details at the same time.
🔗 Ultravol Matrix reads vol spike history, Ultravol reads live.
⚠️ Ultravol must be placed at the very front.
(To ensure the correct z-layer order of all graphics, including hybrid override candles, is displayed exactly as intended. )
HELP: Check a tooltip on the setup panel & spike panel.
🟣 APPENDIX — A few notes on what happens inside UV engine.
💊 Master GATE (Calculation scheduling)
This indicator reads 16 external data sources in real time: the volumes of 12 exchange pairs, plus market cap, two stablecoin exchange rates, and the market average price. The computation that follows these calls is substantial. But volume is a simple cumulative value — I do not see immediate tick-by-tick recomputation as essential. So the work is divided into what happens when a candle opens (new), while it is in progress (realtime), and when it closes (confirmed) — and the heavy computation was judged reasonable to run only at fixed intervals during the candle. It is the internal scheduler that keeps the whole indicator responsive, and a precondition for this indicator to work at all.
// 🟧🟦🟧🟦🟧🟦🟧🟦🟧🟦🟧🟦🟧🟦🟧🟦🟧🟦🟧🟦🟧🟦🟧🟦🟧🟦🟧🟦🟧🟦
// MASTER GATE - throttling setup
var bool uv_throttleGATE_required = uv_chart_symbol_crypto_basequotetickvol_flg
varip bool bar_NOTLIVE_flg = false
varip bool bar_GATEbypass_flg = false
bar_NOTLIVE_flg := uv_throttleGATE_required
and barstate.isrealtime and (timenow - (time_close + ((time_close - time)*2)) > 0)
bar_GATEbypass_flg := not (uv_throttleGATE_required and barstate.isrealtime and not bar_NOTLIVE_flg)
const int UV_MASTERGATE_RATE_T_VAL = 160 // ms
varip int uv_MasterGATE_last_t = na // Last GATE Open time = LINUX time ms
varip bool uv_MasterGATEopen_flg = false
uv_MasterGATEopen_flg := bar_GATEbypass_flg
or na(uv_MasterGATE_last_t)
or (timenow - uv_MasterGATE_last_t >= UV_MASTERGATE_RATE_T_VAL)
or barstate.isconfirmed
if not bar_GATEbypass_flg and uv_MasterGATEopen_flg
uv_MasterGATE_last_t := timenow
// MASTER GATE - throttling setup End
// 🟧🟦🟧🟦🟧🟦🟧🟦🟧🟦🟧🟦🟧🟦🟧🟦🟧🟦🟧🟦🟧🟦🟧🟦🟧🟦🟧🟦🟧🟦
You can make this simple throttling GATE. After configuring the GATE operating conditions as shown above, you can apply them to the actual indicator calculation section by utilizing uv_MasterGATEopen_flg like below. It is simple yet effective. (Caution: Given how Pine Script executes, this GATE mechanism provides reasonable computational savings rather than perfect scheduling. For precise control, use it alongside barstate.isnew / isrealtime / isconfirmed)
if uv_MasterGATEopen_flg
s1_color_x := f_src_uv_lv_coloring(s1_uv_lv)
s2_color_x := f_src_uv_lv_coloring(s2_uv_lv)
s3_color_x := f_src_uv_lv_coloring(s3_uv_lv)
s4_color_x := f_src_uv_lv_coloring(s4_uv_lv)
s5_color_x := f_src_uv_lv_coloring(s5_uv_lv)
s6_color_x := f_src_uv_lv_coloring(s6_uv_lv)
s7_color_x := f_src_uv_lv_coloring(s7_uv_lv)
s8_color_x := f_src_uv_lv_coloring(s8_uv_lv)
p1_color_x := f_src_uv_lv_coloring(p1_uv_lv)
p2_color_x := f_src_uv_lv_coloring(p2_uv_lv)
p3_color_x := f_src_uv_lv_coloring(p3_uv_lv)
p4_color_x := f_src_uv_lv_coloring(p4_uv_lv)
🏁 Compositing the 12 exchange pairs
The volumes of 8 spot and 4 perpetual pairs are each converted into base-currency units, then merged into a single weighted volume. Ultravol shows the merged value; Ultravol Matrix shows the per-exchange values before merging, on the same color standard. The list stops at 12 because the volume figures of lower-ranked exchanges are often inflated, and would contaminate the result rather than improve it — the top 12 alone carry roughly 80% of real volume. This part is admittedly subjective; it was curated based on general exchange reputation in the market.
🏁 Unifying coin display units
Some coins — 1000PEPE, 1000SATS — are listed by different exchanges at 1000× or 10000× units (typically the case for extremely low-priced assets). Without reverting these to their original common unit, summing volumes across exchanges loses its meaning. There is no published reference for which exchange lists which coin at which multiple, so each case was verified one by one and built into an internal exception table, matched against the crypto name of the current chart. The symbol tickers used to call the 12 volumes are composed in two ways: (a) coins present in the low-volume table use the values defined there; (b) all other coins are composed per-symbol from 12 predefined symbol templates.
💊 This simple function extract crypto-name from any symbols with 1000x 1000000x
f_crypto_symbol_corekey(_tickerid, _basecurrency) =>
_tickerid_upper = str.upper(_tickerid)
_key = str.upper(_basecurrency)
if str.contains(_tickerid_upper, ":1000000BOB")
_key := '1000000BOB'
else
_prefix = str.match(_key, "^(?:1000000|10000|1000)")
_suffix = str.match(_key, "(?:1000000|10000|1000)$")
if _prefix != ''
_key := str.substring(_key, str.length(_prefix))
if _suffix != ''
_key := str.substring(_key, 0, str.length(_key) - str.length(_suffix))
_key
💊 This simple function extract the multiple number from symbol.
f_crypto_symbol_multiple(_fullname, _corekey) =>
_f = str.upper(_fullname)
_k = str.upper(_corekey)
_k_pos = (na(_k) or _k == '') ? na : str.pos(_f, _k)
_multiple = 1.0
if not na(_k_pos)
_colon_pos = str.pos(_f, ':')
_prefix_start = na(_colon_pos) ? 0 : _colon_pos + 1
_between = str.substring(_f, _prefix_start, _k_pos)
_after = str.substring(_f, _k_pos + str.length(_k))
_pre_num = str.match(_between, "^(?:1000000|10000|1000)$")
_suf_num = str.match(_after, "^(?:1000000|10000|1000)")
_raw = _pre_num != '' ? str.tonumber(_pre_num) : _suf_num != '' ? str.tonumber(_suf_num) : 1
_multiple := na(_raw) ? 1.0 : _raw
_multiple
💊 Coin name exceptions
The crypto names used by TradingView's CRYPTO: and CRYPTOCAP: feeds quite often differ from the names exchanges actually use (this happens among smaller coins — SLC → SLCS, HYPE → HYPEH, and the like). Each time one was found, it was manually verified to be the same coin and added to an exception list. That exception table is pre-checked on the actual M.CAP and Avg. Price security calls.
This simple function maps standard exchange crypto names to TradingView's native CRYPTO: , CRYPTOCAP: chart names.
f_crypto_cryptocap_tv_ticker(_uv_chart_crypto_tickerhead_str) =>
// CRYPTO: CRYPTOCAP:
//────────────────────────────────────────────---
// EXCHANGES => CRYPTOCAP // Cypto name
//────────────────────────────────────────────---
result_ticker = switch _uv_chart_crypto_tickerhead_str
'SLC' => 'SLCS' // Silencio
'BABY' => 'BABYL' // Babylon
'HYPER' => 'HYPERL' // Hyperlane
'HYPERL' => 'HYPERL' // 〃
'HYPE' => 'HYPEH' // Hyperliquid
'BOB' => 'BOBBUIL' // Build On Bitcoin
'BOBBOB' => 'BOBBUIL' // 〃
'TAG' => 'TAGG' // Tagger
'TAO' => 'TAOB' // TAO
'TOSHI' => 'TOSHI3' // Toshi
'NEIROCTO' => 'NEIROF' // First Neiro On Ethereum
'NEIRO' => 'NEIROF' // 〃
'NEX' => 'NEXUS5' // Nexus
'RATS' => 'RATS2' // Rats
'CHEEMS' => 'CHEEMSC' // Cheems
'SATS' => 'SATSO' // SATS (Ordinals)
'CAT' => 'CATSI' // Simon's Cat
'TRUMP' => 'TRUMPOF' // Trump official
'USDS' => 'USDS2' // USDS
'MOVE' => 'MOVEM' // Movement
'MOCA' => 'MOCAV' // Mocaverse
'ZORA' => 'ZORA2' // Zora
'BARD' => 'BARDL' // Lombard
'ATH' => 'ATHAE' // Aethir
'SONIC' => 'SONICSV' // Sonic SVM
'KNC' => 'KNC' // Kyber Network
'ZRO' => 'ZROL' // LayerZero
'AMP' => 'AMP2' // AMP
'CHIP' => 'CHIPUS' // USD.AI
'RAVE' => 'RAVED' // RaveDAO
'PROS' => 'PROSPH' // Pharos
=> _uv_chart_crypto_tickerhead_str
result_ticker
💊 G-Index px (Reference market price)
A mix of the current chart's price and the whole-market average price. It is a buffer that keeps the base line from being dragged around by a momentary price jump on a single exchange. G-Index Price operates only when the current chart uses USDT, USDC, or USD as its base unit. -> takes the avg. price provided by TV -> converts it to the current chart's unit by exchange rate.
//⬜🟥⬜🟥⬜🟥⬜🟥⬜🟥⬜🟥⬜🟥⬜🟥⬜🟥⬜🟥⬜🟥⬜🟥⬜🟥⬜🟥⬜🟥⬜
// G-Index PX
//
varip bool g_index_px_works = false
varip float g_index_px = na
var float chart_current_multiple = not uv_chart_symbol_crypto_basequotetickvol_flg ?
1.0 : f_crypto_symbol_multiple(uv_chart_tikerid_str, uv_chart_crypto_tickerhead_str)
var string chart_current_currency = syminfo.currency
float USD2USDT_avg_rate = request.security("CRYPTO:USDTUSD", timeframe.period, ta.sma(hlc3, 3))
float USD2USDC_avg_rate = request.security("CRYPTO:USDCUSD", timeframe.period, ta.sma(hlc3, 3))
bool USDT_is_DEPEG = math.abs(USD2USDT_avg_rate - 1.0) * 100 >= 0.1
bool USDC_is_DEPEG = math.abs(USD2USDC_avg_rate - 1.0) * 100 >= 0.2
var int chart_currency_convert_mode = switch chart_current_currency
'USD' => 1
'USDT' => 2
'USDC' => 3
=> 0
float g_avg_chart_ratio = switch chart_currency_convert_mode
1 => 1.0
2 => (1.0 / USD2USDT_avg_rate)
3 => (1.0 / USD2USDC_avg_rate)
0 => 0.0
var bool chart_currency_convert_no_need = (uv_chart_crypto_tickerhead_str == 'USDT')
or (uv_chart_crypto_tickerhead_str == 'USDC')
or (uv_chart_crypto_tickerhead_str == 'USDS')
or (uv_chart_crypto_tickerhead_str == 'PYUSD')
or (uv_chart_crypto_tickerhead_str == 'USDP')
var string g_index_px_crypto_ticker = 'CRYPTO:' + f_crypto_cryptocap_tv_ticker(uv_chart_crypto_tickerhead_str) + 'USD'
if chart_currency_convert_mode != 0
g_index_px := (request.security(g_index_px_crypto_ticker,timeframe.period, close * g_avg_chart_ratio,gaps=barmerge.gaps_on, ignore_invalid_symbol=true) * chart_current_multiple )
if not g_index_px_works and not na(g_index_px) and uv_volmode_ultravol_task_flg and not chart_currency_convert_no_need
g_index_px_works := true
if g_index_px_works and na(g_index_px) and na(g_index_px )
g_index_px_works := false
//G-Index - end
//⬜🟥⬜🟥⬜🟥⬜🟥⬜🟥⬜🟥⬜🟥⬜🟥⬜🟥⬜🟥⬜🟥⬜🟥⬜🟥⬜🟥⬜🟥⬜
🏁 Listing detection and exception reporting
An exchange that was absent early in the chart and began trading midway is automatically included in the calculation from that point on, and appears on the panel. The top-right panel shows the current bar's volume both as an absolute number (in base units) and as per-pair UV-scaled markings. When an exception occurs — some data not provided on a particular timeframe, for instance — you can hover over the panel to see exactly how the indicator is operating right now. Better to show what is happening than to behave strangely in silence.
🏁 You can check the uv engine (marking area like below) inside code.
// ⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜
// Ultravol Core Engine
// ⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜
Indicateur
NeuPortal - Forecast: sealed distributions, not pathsDraws a forecast as a DISTRIBUTION at a stated horizon, never as a path.
What it plots, from values you enter yourself:
- median for the horizon
- core 50% zone (25th to 75th percentile of the asset's own historical moves over the same horizon)
- wide 80% band (10th to 90th percentile)
- the seal: a vertical line at the bar the forecast was fixed on, so left of it is observed and right of it was unknown
- an explicit invalidation level
- a computed daily read (ADX, DI, RSI, MACD, %B, EMA structure, ATR) taken from the chart itself, so the table cannot drift from the price it sits on
There is deliberately no diagonal anywhere. A line drawn from today's price to a future price is read as a claimed route, and a distribution at a horizon is not a route. The size of the expected move is stated as a vertical dimension bracket instead.
Two ways to feed it. Fill the inputs by hand, or paste a single line into "Today's line" in the first settings group, in the form key=value;key=value - useful if you generate forecasts programmatically and do not want to retype twenty fields daily. Pasted values win, missing ones fall back to the manual inputs.
Free, open source, no gating, no signals, no DMs.
Educational content - not financial advice. Indicateur
