Order Flow Microstructure Engine# Order Flow Microstructure Engine
**Order Flow Microstructure Engine** condenses a full stack of order-flow and market-microstructure measures into a single decision: one confidence %, one tier, and one action with entry/stop levels — shown in an adaptive on-chart dashboard. It is built to answer one question on every bar: *are aggressive buyers or aggressive sellers in control, and how convinced should you be?*
This is not a bundle of unrelated indicators placed on one chart. Every component measures a **different facet of the same process** — the buy/sell auction happening inside each bar — and they are combined inside **one probabilistic model**. The reason for the mashup, and how the parts interact, is described below as the guidelines require.
**Why these components are combined (mashup justification)**
No single order-flow measure is reliable alone: raw delta misleads during absorption, CVD drifts, footprint imbalances appear in chop, and toxicity rises at both reversals and breakouts. Because these weaknesses are *partially independent*, fusing the measures correctly cancels noise that any one of them carries. The original element is **how** the fusion is done — not what is plotted.
**How it works (the pipeline)**
1. *Reconstruction.* Lower-timeframe sub-bars are pulled and each is classified buy/sell with a tick-rule cascade (after Lee & Ready). Where the data plan exposes native volume footprint, real bid/ask is used and aggregated into the same price bins. The dashboard always shows whether it is running on reconstructed (`RECON`) or native (`NATIVE`) data.
2. *Factors.* From that base it derives Aggressor Imbalance Ratio, Cumulative Volume Delta, footprint imbalances/POC, auction Value-Area efficiency (acceptance vs rejection), integrated multi-level Order-Flow Imbalance (depth-weighted), VPIN-style flow toxicity, Kyle's lambda price-impact/liquidity, a directional self-exciting (Hawkes) intensity, and a square-root-law absorption measure.
3. *Fusion (the original part).* Each factor is mapped to a probability and combined in Bayesian log-odds. Crucially, the flow-derived factors are **decorrelated before fusion** using an effective-sample-size (design-effect) shrinkage, so factors that are really the *same evidence* (AIR, delta, CVD, footprint, OFI) cannot inflate confidence just by agreeing. Structurally independent factors (auction efficiency, MOC, Hawkes, absorption, cross-instrument) enter at full weight. The posterior is then gated by multi-timeframe and multi-horizon consensus and damped by a regime-thrash (chop) penalty, producing one confidence → a 5-tier ladder → an action.
Without this combination you would get several conflicting opinions; the value is the **correlation-aware fusion** that turns them into one calibrated read.
**How to use it**
- Apply to a liquid instrument on an intraday timeframe (1m–1h). Defaults are tuned for index futures on 5-minute charts with 5-second sub-bars.
- Read the Compact dashboard top-down: ACTION + confidence %, Tier (position-size guidance), Entry/Stop, then CO-FIRE confluence, multi-timeframe and regime/stability. Switch "Table view mode" to Full for a complete factor-by-factor breakdown.
- On-chart triangles mark Tier-1/Tier-2 long/short signals across history; footprint boxes show the intrabar buy/sell distribution.
- For other markets: change the **Market preset** (group 01). Choose **CUSTOM** to set your own session, MOC window, footprint bin sizing and CVD reset — making it usable on any instrument in any market.
- The dashboard theme auto-adapts to a light or dark chart background.
**What makes it original**
Correlation-aware decorrelated Bayesian fusion of order-flow factors; a native-footprint seam that uses real bid/ask when available and transparently falls back to reconstruction; layered multi-horizon + multi-timeframe + cross-instrument confirmation on a microstructure base; and a regime-stability filter that penalizes only genuine directional reversals, not same-direction intensity changes.
**Honesty / limitations**
On most retail feeds, order flow here is reconstructed from lower-timeframe data via the tick rule (~75–80% trade-sign accuracy), not true exchange bid/ask, unless your plan provides native footprint data. The data source is shown in the dashboard. This is an analytic and educational tool, not financial advice and not a guarantee of results.
**Concept credits**
Lee & Ready (trade sign); Kyle (price impact / lambda); Easley, López de Prado & O'Hara (VPIN); Cont, Kukanov & Stoikov and Xu, Gould & Howison (OFI / multi-level OFI); Hawkes and Bacry–Muzy (self-exciting intensity); Almgren and Tóth–Bouchaud (square-root impact law); Kaufman (Efficiency-Ratio adaptation); Steidlmayer (Market Profile / Value Area); Kish (design effect). All Pine implementations are original re-derivations; no external script code is used.
**Disclaimer**
For research and educational purposes only. Nothing here is financial advice. Markets carry risk and past behaviour does not guarantee future results. Always do your own research and manage risk.
Indikator
Liquidity Map & Execution Cost# Liquidity Map & Execution Cost
## What this script does
LMX answers three execution questions most indicators ignore: **how expensive is it to get in and out right now, how hard would it be to move size, and where on the chart will price struggle versus travel freely.** It reads only the chart's own price and volume — no symbol is hardcoded, so it runs on any asset and any market (equities, futures, FX, crypto, indices) — and turns the answers into a plain-language trade check: liquidity state, suggested position size, order type, estimated slippage, and a colour-coded map of support, resistance, walls and open gaps.
## Why these components are combined (mashup justification)
This is not several indicators stacked together — it is one liquidity model whose parts each answer a question the others cannot, and they are designed to be read together. Removing any one leaves a specific blind spot:
1. **Cost to cross — effective spread.** Estimated with the EDGE estimator (Ardia, Guidotti & Kroencke 2024) from open/high/low/close, cross-checked against Abdi-Ranaldo (2017) and Corwin-Schultz (2012). This tells you the round-trip cost of entering, which spread-blind tools cannot show. Alone, it says nothing about moving size or about levels.
2. **Cost to move size — price impact.** The Amihud (2002) illiquidity ratio with a high-low refinement, plus a rolling Kyle (1985) lambda computed as a true regression slope. This tells you how far your own order would push price — the question that matters for sizing, and one a spread estimate cannot answer.
3. **Direction of pressure — order imbalance.** A close-location signed-volume imbalance and its persistence. This tells you which side is leaning now, adding direction that the cost measures lack.
4. **The spatial map — volume at price.** A time-decay-weighted, range-distributed volume profile that yields the Point of Control and Value Area (standard 70% method), rendered as directional zones: green support below price, red resistance above, solid = a wall price struggles at, faint = an open gap price slides through. This converts the abstract cost/impact numbers into *locations* on the chart.
5. **Anchored VWAP — fair value.** A volume-weighted average anchored to your chosen reference (last major swing by default; or session/week/month open, or the highest-volume bar), drawn as a trend-coloured line. It is the dynamic counterpart to the static profile: where the average participant is positioned, and whether price is rich or cheap versus that.
Together they form one decision: the spread and impact set the **cost and size**, the imbalance and VWAP set the **direction and fair value**, and the map sets the **location** — so the output is "trade full size with market orders, buyers in control, room to run up to the gap above," not five separate readings.
## How a reading is produced
Each estimator is normalised to a percentile of its own history so thresholds adapt to every symbol and timeframe. The inverted spread, inverted impact and depth combine into a 0–100 **Liquidity Score**, classified as Deep / Normal / Thin / Stressed (a sudden impact spike forces Stressed). The score drives the suggested size multiplier, the order-type advice and the slippage estimate. The map is rebuilt on the last bar from the volume-at-price profile.
## How to use it
- Apply to any symbol. Set the price source and, if you trade very low intraday timeframes, optionally fix the calc timeframe (e.g. Daily) so the spread estimators stay stable. On symbols without real volume the volume modules disable automatically and the score leans on the spread estimators (the panel shows "price-only").
- **Simple mode (default)** gives plain-language guidance: Liquidity, Trade cost, Pressure, Position size, Orders, Watch-out, Fair value, and a one-line verdict. **Pro mode** exposes the full readout (spread in bps, Amihud and Kyle percentiles, depth, imbalance, flow persistence, value-area levels).
- On the chart: trade toward green support, expect resistance at red, size down where the map is thin (price moves fast there), and read the trend-coloured fair-value line for rich/cheap context.
- Alerts: liquidity-state change and sudden liquidity withdrawal.
## Originality
The combination is the original contribution: a single overlay that fuses low-frequency **spread**, **impact** and **imbalance** estimators with a **time-decay, range-distributed volume profile** and an anchored fair-value line, then translates all of it into sizing/order/slippage decisions in plain language. The building blocks are public-domain methods (EDGE, Abdi-Ranaldo, Corwin-Schultz, Amihud, Kyle, volume-profile Value Area, anchored VWAP), each used for the specific job described above and cited in the script header.
## Limitations (please read)
- These are **low-frequency estimators** of quantities normally measured from quote/tick data. They approximate — they do not measure — the true spread, depth, or dealer book.
- Volume-based modules require a real volume feed; they disable on symbols without one.
- Spread estimators were validated on daily-type bars; on very fast intraday timeframes they are noisier — use the calc-timeframe option if needed.
- The on-panel statistics are computed on the loaded chart history.
- This is an analysis tool, **not financial advice.** Test before use and trade at your own risk.
Indikator
Indikator
Indikator
Volume Profile AnalysisVolume Profile Analysis 📊
Advanced horizontal volume profile with order size analysis, buy/sell split, POC, and Value Area — all calculated from real tick-level volume delta.
Core Features:
🔹 Bidirectional Volume Profile Horizontal histogram showing volume distribution across price levels. Buy volume extends RIGHT, sell volume extends LEFT from candles. Delta is proportionally distributed across each bar's price range — no inflation.
🔹 Order Size Analysis Automatically categorizes volume into Large (>1.5× SMA) and Small orders using real volume data. Color-coded so you can see institutional vs retail activity at each price level.
🔹 Point of Control (POC) Yellow line marking the price level with the highest volume — the "fair value" where most trading occurred.
🔹 Value Area (VA) Gray zone containing 68% of total volume around the POC. Price tends to revert to this zone. Trading above/below VA indicates imbalance.
🔹 Buy/Sell Split Each profile level shows separate bars for buying and selling pressure. Labels display exact volumes (e.g., "4.5K | 3.2K").
🔹 Large Order Detection Highlights price levels where >75% of volume comes from large orders — potential institutional accumulation/distribution zones.
🔹 Real-Time Dashboard POC, VA High/Low, distance from POC in ATR units, position (Above/Inside/Below VA), current delta, and profile range.
How to Use:
Signal Meaning
Price at POC Fair value — range-bound market
Price above VA Bullish imbalance — may mean-revert down
Price below VA Bearish imbalance — may mean-revert up
High large order % Institutional activity — watch for reversals
Buy >> Sell at level Buyers absorbed selling at that price
Sell >> Buy at level Sellers absorbed buying at that price
Recommended Settings:
Timeframe: 1S (most precise delta)
Price Levels: 30 (good balance of detail)
Lookback: 100 bars (captures recent session)
Order Size: Enabled (see institutional activity)
Best For: Order flow traders, volume profile traders, identifying support/resistance, detecting institutional activity, understanding where value is established. Indikator
Volume Aggregation Bars [TradingIQ]Hello Traders!
🔹 Volume Aggregation Bars
Volume Aggregation Bars is a volume-based candle visualization tool designed to show how price moves after a fixed amount of trading activity has occurred.
Instead of building candles from fixed time intervals, this tool builds candles from fixed volume thresholds.
That means each displayed bar represents a comparable amount of participation, helping traders study price movement through the lens of activity, effort, efficiency, and participation-based structure .
builds candles from volume instead of time
supports automatic or custom volume thresholds
optional dollar-volume aggregation
uses lower-timeframe volume data for improved accuracy
shows developing volume-bar progress in real time
displays directional candles with optional wicks
includes a volume progress table
🔹 What the tool shows
🔸 Volume-based candles
Traditional candles are built from time.
For example, a 5-minute candle closes every 5 minutes whether the market was active or quiet.
Volume Aggregation Bars work differently.
A new candle is created only after the selected amount of volume has traded.
This helps normalize each candle around market participation rather than time.
In simple terms:
high activity creates new candles faster
low activity creates new candles slower
each candle reflects a more comparable amount of traded volume
price movement can be studied relative to actual participation
🔸 Auto or custom volume thresholds
The script can automatically estimate a useful volume threshold, or traders can manually define their own required volume amount.
You can choose between:
Auto
Required Volume
Auto mode uses recent volume behavior to create a dynamic aggregation threshold.
Required Volume mode lets you choose the exact volume needed to form each new candle.
This gives flexibility for traders who want either an adaptive setting or a fixed, repeatable volume model.
🔸 Dollar-volume mode
The tool can also treat the required volume setting as a dollar amount.
When enabled, the script converts traded volume into dollar-volume when appropriate.
This is useful because raw volume can vary heavily between assets.
Dollar-volume can help normalize activity across different markets by focusing on the value traded rather than only the number of units traded.
🔸 Lower-timeframe volume aggregation
Volume Aggregation Bars can use lower-timeframe data to build more accurate volume candles.
Instead of relying only on the chart timeframe, the script can request lower-timeframe volume and price data to better track when the volume threshold is reached.
This helps improve the accuracy of each volume-based candle, especially on higher chart timeframes.
🔸 Directional candle coloring
Each completed volume candle is colored based on whether price closed above or below the prior completed volume candle.
This makes it easy to see whether each block of market participation resulted in upward or downward price movement.
green candles show upward movement
red candles show downward movement
optional wicks can display the high and low within each volume block
🔸 Efficiency-based transparency
The script also adjusts candle transparency based on movement efficiency.
Efficiency compares how much price moved from the previous close relative to the total high-low range of that volume block.
A cleaner directional move will appear stronger.
A choppier or less efficient move will appear more faded.
This helps separate:
clean directional movement
choppy movement
weak movement inside a wider range
high-volume activity with limited directional progress
🔸 Developing current candle
The current unfinished volume candle is displayed separately while it is still forming.
The script shows the current progress toward the next completed volume bar.
This lets traders see how close the market is to completing the next volume aggregation candle.
The developing candle can help answer:
how much volume has already accumulated
how much volume remains before the next bar forms
whether the current volume block is moving price meaningfully
whether activity is speeding up or slowing down
🔸 Volume progress table
The built-in table shows real-time volume progress information.
Depending on your settings, it can display:
current cumulative volume
volume required to create the next bar
remaining volume before the next aggregation candle completes
This gives a quick reference for how close the current candle is to completion.
🔹 How to read it
Each component gives a different layer of market context:
Volume candle → price movement after a fixed amount of activity
Green candle → price moved higher after the volume block completed
Red candle → price moved lower after the volume block completed
Wick → high and low reached during the volume block
Transparency → directional efficiency of the move
Current candle → unfinished volume block in progress
Volume table → remaining activity needed before the next bar forms
🔹 Why this tool is useful
It gives you:
a cleaner way to study price movement by participation
an alternative to fixed-time candles
a way to see whether volume is producing meaningful movement
better context during high-volume and low-volume conditions
a visual map of activity-based price movement
a framework for comparing effort versus result
🔹 Best use cases
studying price movement after fixed volume thresholds
analyzing high-volume market activity
identifying efficient directional moves
comparing active and inactive market periods
observing how price reacts as participation builds
filtering out some of the distortion created by fixed-time candles
building context around effort versus result
🔹 Important note
This tool is based on historical volume and price movement.
That means:
volume bars do not predict future price direction
strong volume does not guarantee continuation
low efficiency does not automatically mean reversal
high efficiency does not automatically mean trend strength will continue
volume aggregation should be used as context, not certainty
🔹 Inputs you can customize
The script includes flexible controls such as:
lower-timeframe volume source
automatic volume aggregation mode
custom required volume threshold
optional dollar-volume setting
wick display
number of volume blocks shown
time label display options
time label size
candle border width
volume progress table
table position
Closing Notes
Volume Aggregation Bars is built to shift the focus from asking what did price do after a fixed amount of time to asking what did price do after a fixed amount of market activity .
It helps traders visualize price movement through participation, volume efficiency, and activity-based structure.
Thank you for checking it out! Indikator
Velocity Breakout Strategy (VBS)Overview
The Velocity Breakout Strategy (VBS) is a comprehensive, institutional-grade swing trading system designed to identify high-probability momentum shifts. Rather than relying on a single lagging indicator, VBS synthesizes five distinct dimensions of market data: Macro Trend, Market Structure, Smart Money Concepts (SMC) valuation, Volatility (ATR/ADX), and Intrabar Volume Delta.
The goal of VBS is to filter out low-probability "chop" and only trigger entries when structural momentum aligns with aggressive buying volume.
Core Mechanics & Underlying Logic
1. Trend & Gradient Cloud Baseline The foundation of VBS is a multi-timeframe moving average system utilizing a Micro (9), Fast (20), and Slow (50) EMA. The relationship between the Fast and Slow EMAs paints a dynamic Gradient Cloud, instantly visualizing the macro trend.
2. Intrabar Volume Delta Estimation Standard volume tells you how much was traded, but not who was in control. VBS includes a custom Volume Delta Estimation engine. It approximates buying vs. selling pressure within a single candle by analyzing where the candle closes relative to its total high-to-low range.
The Filter: VBS can be configured to strictly block any buy signals if the current candle exhibits negative Delta (where estimated selling pressure outweighs buying pressure), preventing entries into hidden institutional distribution.
3. Smart Money Concepts (SMC) Valuation Zones VBS calculates a rolling 100-bar Dealing Range to map out institutional liquidity. It splits this range to identify "Premium" (overvalued) and "Discount" (undervalued) zones. The strategy actively looks for pullback entries (Reloads) when the asset drops into the Discount zone.
4. Volatility & Dynamic ATR Trailing Stops Risk management is handled by a responsive ATR Trailing Stop that adapts to the Average Directional Index (ADX).
During trending phases, the ATR multiplier is wide to let the trade breathe.
When the ADX detects a volatility "Squeeze" (ADX < 20), VBS dynamically tightens the ATR multiplier, protecting profits before a sudden volatile expansion occurs.
5. Master Candle Consolidation VBS scans for extreme volatility contraction using a "Master Candle" concept. If the price prints 4 consecutive bars entirely within the High/Low bounds of a previous Master Candle, the system arms a Breakout Trigger.
Entry Signals (When to Buy)
VBS generates specific, visual entry signals on the chart:
A+ Buy (Lime Triangle): A Golden Cross (20/50 EMA) occurs simultaneously with a verified Higher Low in market structure, backed by positive volume delta.
Risky Buy (Orange Triangle): A Golden Cross occurs, but the strict Higher Low market structure is not yet confirmed.
Bullish Reload (Blue Arrow): A zero-lag pullback entry. Price dips into the SMC Discount zone, touches the Fast EMA, and sweeps liquidity (long lower wick), closing with positive delta.
Consolidation Breakout (Purple Arrow): Price violently breaks the bounds of a 4-bar Master Candle consolidation in the direction of the macro trend.
Exit Strategy (When to Sell)
ATR Trail Exit (Red Down Triangle): The primary exit. Triggers when price closes below the dynamic ATR Trailing Stop.
Macro Break: A failsafe exit triggered if a Death Cross (20 EMA crossing under 50 EMA) occurs while holding a position.
The Strategy Manual: How to Use the Settings
We have built a professional-grade algorithm, which means it has "levers" designed to adapt to almost any market condition. Think of these settings as the steering wheel, gas pedal, and brakes for your strategy. Here is your complete manual on exactly what each setting does, when to change it, and how to use it.
1. Moving Averages & Trend These define the "macro environment." They tell the algorithm whether it is allowed to look for long setups or if it needs to stay out.
Micro EMA Length (Default: 9): The fast-moving trigger line. Decrease to 5 if you are scalping on a 1-minute chart. Increase to 12 if you want to ignore tiny 1-bar pullbacks.
Fast/Slow EMA Length (Default: 20/50): The core trend cloud. If you are swing trading daily charts and want to catch massive, long-term trends, change these to the traditional 50 and 200.
2. Smart Triggers & Structure This is the "Brain" of the algorithm that filters out bad setups.
Real-Time Lookback (Micro) (Default: 12): How many candles backward the script looks to verify a recent "Higher Low" was made before a crossover. If the script is missing valid entries because the pullback was long and drawn out, increase this to 20.
Pivot Lookback/Forward (Macro) (Default: 5): Purely visual. It dictates how many candles are needed to confirm the HH/LL text labels on the chart.
Require Higher Low for A+ Entry (Default: Checked): The strictest safety filter. Uncheck this if you are trading highly volatile assets (like Crypto) that often V-bottom and explode upward without stopping to form a higher low.
Max Run-up % (Chase Filter) (Default: 10.0): Stops the algorithm from buying if the price has already pumped 10% from the bottom. If you are trading Small Caps that regularly pump 30% in a single candle, you must increase this to 20 or 30.
Block Entries in Gray Chop Zone (Default: Checked): The anti-whipsaw filter. Uncheck only if you are actively trying to buy at the absolute bottom of a sideways consolidation box before the momentum officially kicks in.
3. Master Candle Consolidation Your custom logic for catching coiled breakouts.
Required Follow-up Bars (Default: 4): How many candles must get trapped inside the Master Candle. Reduce to 3 on high-timeframes (Daily/Weekly) where 4 days of resting is rare. Increase to 6 or 8 on 5-minute charts to ensure the consolidation is truly exhausted.
Use Master High/Low Bounds (Default: Checked): If unchecked, it only uses the candle body (Open to Close). Uncheck this on highly volatile, "wicky" charts where a single stray wick keeps ruining your consolidation count.
Require Bull Trend & Green ATR for Breakout (Default: Checked): Uncheck this if you want to trade "Reversal Breakouts" (buying an upward breakout before the macro trend has officially flipped bullish).
4. Smart Money Concepts (SMC) Ensures you are buying at a wholesale price.
Dealing Range Lookback (Default: 100): Decrease to 50 for faster, more aggressive zone shifting during rapid market regimes.
Require SMC Zone for Reloads (Default: Checked): Uncheck this during a raging, parabolic bull market where price never pulls back deep enough to hit the discount zone.
5. Dynamic ATR Exits (ADX Squeeze) Your trailing stop-loss manager.
Base ATR Multiplier (Trend) (Default: 3.0): Change to 2.0 for tighter risk management on large-cap stocks. Increase to 4.0 or 5.0 for highly erratic Crypto assets.
Tight ATR Multiplier (Chop) (Default: 1.5): The "choke" stop. Keep this very tight (1.0 to 1.5) to protect profits when momentum dies.
ADX Squeeze Threshold (Default: 20): Increase to 25 if you want the algorithm to aggressively lock in profits the second a trend shows minor weakness.
6. Volume Analysis & POC (Visuals)
Volume Lookback & StDev Multiplier: These dictate when the Fuchsia (Distribution) and Blue (Accumulation) diamonds appear. If you are getting too many diamond alerts, increase the Multiplier to 4.0 so it only flags true anomaly volume.
POC Profile Rows (Default: 40): Resolution of the Volume Profile calculation that draws the yellow Point of Control line. Increase to 100 for a more precise POC line. Decrease to 20 if your TradingView app is lagging.
The VBS Dashboard
The script features a built-in, non-intrusive HUD (Heads Up Display) utilizing a "Lazy-Draw" architecture to prevent memory buffer crashes. It provides a real-time readout of:
Current Macro Trend & Market Structure (HH/HL/LL/LH)
Intrabar Delta State (Positive/Negative)
Volatility State (Expanding vs. ADX Squeeze)
Current SMC Zone (Premium vs. Discount)
Real-time Stop Risk (%)
Usage & Backtesting Notes
By default, the strategy is optimized for comprehensive backtesting. It utilizes a fixed quantity size (qty=1) and allows pyramiding. This ensures the Strategy Tester captures and records the success rate of every single signal generated by the engine, providing a pure, unclouded view of the strategy's mathematical edge.
Disclaimer: VBS is an educational tool designed for analyzing market structure and volume dynamics. It does not guarantee profits. Always use proper risk management and test extensively on paper before deploying real capital.
Strategi
Volume Profile Composite, Naked POC & Value-AreaVolume Profile — Composite, Naked POC & Value-Area
==================================================
WHAT IT IS
A volume-at-price profile built for depth and decisions. It measures where trade
actually concentrated across the loaded history, distils that distribution into
the levels traders use — Point of Control (POC), Value Area (VAH/VAL), High and
Low Volume Nodes (HVN/LVN), and untested "naked" prior-session POCs — and then
converts those levels into a plain-language read of where price sits in the
auction (premium, discount, or inside value; balancing or migrating).
It is a study for chart analysis and education. It plots levels and context; it
does not place orders and does not output buy/sell signals.
HOW IT WORKS (ENGINE)
Volume is accumulated bar by bar into a price-keyed map on a fine grid (the
symbol's minimum tick multiplied by a user factor), then re-aggregated to the
chosen number of display rows. Because the engine uses a map rather than a fixed
lookback array, the profile can span every loaded bar instead of only a recent
window, and it is not limited by the historical bar-reference ceiling.
Each bar's volume is distributed across that bar's high-low range over a capped
number of samples, and tagged buy or sell by bar direction, producing a two-tone
histogram and a per-level delta. Where intrabar (lower-timeframe) data is
available, recent history can optionally be refined from it; older bars fall back
to the bar-range method. The Value Area is grown outward from the POC bin until
the chosen percentage of total volume is captured. Prior-day, prior-week and
full-history composite levels reuse the same value-area routine on their own maps.
The heavy redraw runs on bar open/close rather than on every realtime tick, to
keep live charts responsive.
WHY THESE COMPONENTS ARE COMBINED (MASHUP JUSTIFICATION)
This is one volume-profile engine, not a stack of independent indicators. Every
layer is computed FROM THE SAME accumulated volume map, and each one exists to
remove a specific blind spot of the raw histogram. A bare histogram only answers
"where did volume happen"; it cannot tell you whether price is rich or cheap,
which level matters next, or whether the market is balancing or trending. The
combined layers answer those questions, and they work together as follows:
- POC and Value Area transform the raw distribution into a fair-value frame, so
every other reading can be expressed as premium, discount, or inside value.
- HVN and LVN classify each price level produced by that same distribution as
acceptance (a volume shelf where reactions are more likely) or a thin gap
(where price tends to move quickly). This tells you how a level is likely to
behave, which the POC/Value Area alone do not.
- Naked prior-session POCs carry acceptance forward in time: they are POCs from
earlier sessions that price has not yet traded back through, derived from the
same per-session maps, and they act as revisit references.
- Value migration is simply the sequence of those session POCs read as a
direction, turning the profile history into a balancing-versus-trending read.
- The composite overlay keeps the full-history POC and Value Area in view while
you work a shorter, more legible recent window, so context is never lost.
- VWAP, Initial Balance, an expected-move band, and cumulative-volume-delta
divergence are confluence layers. They are optional and each degrades
gracefully if its data is absent. They are included because volume-profile
levels are used in context: VWAP gives the session's volume-weighted mean,
Initial Balance gives the opening reference, the expected-move band frames a
realistic day's range, and CVD-versus-price flags exhaustion. Each one answers
"does independent volume/price information agree with what the profile shows
here?", which is exactly how these levels are traded in practice.
- The Auto-Read is the synthesis step: it does not add new data, it ranks the
levels the engine already produced by distance to price and states the auction
context in words.
In short, the histogram is the raw material and every other element is a
transformation of that same data into a level, a classification, a confluence
check, or a written read. That shared derivation is the reason they belong in a
single script rather than as separate indicators.
WHAT IT PLOTS
- Buy/sell two-tone histogram, drawn in the clear space to the right of price so
candles stay visible.
- POC, Value Area (VAH/VAL, adjustable percentage), HVN/LVN nodes.
- Naked daily POCs, with a creation-time check that skips levels already traded
through and an optional age-out so the list stays meaningful.
- Polarity flip: a prior-day Value Area edge that price closes decisively beyond
and holds changes role (broken VAH becomes support; broken VAL becomes
resistance) and feeds the support/resistance read.
- Prior-day and prior-week POC/Value Area, full-history composite overlay,
developing POC.
- VWAP with standard-deviation bands, Initial Balance, expected-move band,
cumulative-volume-delta divergence, buy/sell imbalance shelves, poor highs/lows,
single-print gaps.
- Higher-timeframe POC bias (a light proxy — see Limitations).
- Auto-Read dashboard (full or compact), one-line headline, and an on-chart
identity strip showing the script name, symbol and timeframe.
HOW TO USE
1. Choose a scope: Rolling (default), Composite (all history), From date, or
Fixed range. The composite overlay keeps the big-picture levels visible.
2. Read location first from the headline or dashboard: inside value, premium, or
discount, and whether value is migrating up, down, or flat.
3. Treat the levels as a map, not a signal. POC acts as a mean-revert magnet;
Value Area edges are balance boundaries; HVN suggests stalls; LVN suggests
fast moves; a naked POC is a revisit reference.
4. Look for confluence with VWAP, Initial Balance, and prior-session levels, and
treat CVD divergence as a caution flag.
5. Detail presets (Simple / Standard / Pro) gate how much is shown. A compact
dashboard toggle trims the table to the key decision fields.
WHAT MAKES IT ORIGINAL
- Full-history depth via the price-keyed map, beyond a fixed lookback window.
- A built-in, past-only calibration of the profile's own claims: it logs
value-edge and POC-stretch reversion events against the prior-day Value Area
(which exists on every bar, so the measurement backfills over history), waits a
fixed horizon, and reports the realised hit-rate with a 95% confidence
interval. This is descriptive of past behaviour on the specific instrument; it
is explicitly not a backtest and not a forecast.
- A decision-ordered, plain-language Auto-Read derived entirely from the engine's
own levels.
DATA SOURCE AND ANY-MARKET USE
The volume source is user-selectable (Settings > Data source), so the profile can
be built from the symbol's own volume or from any other series your feed
provides. For symbols that report no native volume (some cash indices and FX
feeds), an optional "borrow volume" field lets you supply a volume-bearing proxy
for the same instrument; it only activates when the charted symbol genuinely has
no volume. The volatility-index symbol for the expected-move band is also
user-set and falls back to a daily-ATR band when left blank. An optional
asset-class auto-tune adapts the grid and node percentiles to the detected class.
All of these are blank or off by default, so nothing is tied to one market.
CALIBRATION NOTE
The calibration panel is descriptive only. It reports how often, in the past, on
the current symbol, price followed through after the logged events. Small samples
are flagged. It is not a probability of future results.
LIMITATIONS (HONEST)
- This uses a BAR-RANGE volume distribution (optionally refined by lower-timeframe
bars). It approximates where volume traded within each bar. It is NOT exchange
price-by-price volume, tick data, or order-flow/footprint, and it cannot see
bid/ask.
- It needs real volume. Cash indices often report none — use the matching future
or continuous contract, or the borrow-volume field.
- The higher-timeframe POC is a light single-bar proxy (the price of the
highest-volume higher-timeframe bar over a lookback), not a full higher-
timeframe profile.
- All readings are probabilistic context, not predictions.
DISCLAIMER
This script is a study/indicator for chart analysis and education only. It is NOT
a strategy, NOT a recommendation, and NOT financial advice. It places no orders
and guarantees no result. Trading involves substantial risk; a level's past
behaviour does not assure future behaviour. Do your own research and manage your
own risk.
Indikator
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Indikator
Secure BTC 5m Scalper Pro V6 Dynamic Institutional FlowOverview
Secure BTC 5m Scalper Pro V6 is an institutional-grade, high-probability scalping engine engineered specifically for low-timeframe environments (3m/5m). Built on top of a secured trend-following framework, this version introduces the "5-Star Combo Block"—a real-time data matrix that mathematical scans the last 20 candles to filter out low-volume weekend traps, false breakouts, and retail noise.
Equipped with a highly responsive, custom-built HUD (Heads-Up Display), this tool delivers complete market context at a single glance without cluttering your workspace.
Key Features
Secured Momentum Engine: Utilizes an optimized Supertrend filter combined with a major 200 EMA baseline to trade strictly in the direction of the institutional trend.
The 20-Candle Multi-Metric Scanner: Automatically runs 5 algorithmic checks in the background on every single tick:
Market Flux: Quantifies buyer vs. seller control by checking candle close distribution ratios.
Volatility Impulsion: Measures current body size expansions against a localized ATR baseline to detect explosive breakouts.
Structure Tracker: Implements Dow Theory principles to immediately flag whether the immediate price action is Bullish, Bearish, or stuck in a horizontal Range.
Volume Delta: Approximates localized buying/selling order book pressure by cross-referencing price spreads against volume nodes.
Zone Value (VWAP): Identifies premium vs. discount pricing relative to the institutional volume-weighted average price.
Anti-Wick Risk Management: Dynamically places custom Stop Loss targets by scanning the extreme structural pivots over the last 3 candles and adding localized volatility padding.
Fully Modulable Dashboard: Change positioning (Top, Bottom, Middle) and scale down font sizing dynamically directly from the UI settings menu—fully optimized for iPad, laptop, and multi-screen setups.
How to Use the 5-Star Combo HUD
The script features a live-updating section titled --- LIVE 20b ACTUEL ---. The dashboard fields will dynamically switch background colors based on market conditions:
🟢 Bright Green Cell: Immediate bullish confirmation.
🔴 Bright Red Cell: Immediate bearish confirmation.
⚪ Dark Gray Cell: Flat, neutral, or non-trending market context.
🎯 The Confirmation Rule
When a flashing "GO" signal prints on your chart:
For a LONG Signal: Verify that the live section shows a strong dominance of Green Cells (Bullish Structure, High Volume Delta, Over 55% Buyer Flux).
For a SHORT Signal: Verify that the live section shows a heavy confluence of Red Cells (Bearish Structure, Seller Volume Delta, Under 45% Buyer Flux).
The Filter: If you see a cluster of Gray Cells (Range / Neutral / Mou / Flat), the algorithm is identifying a low-liquidity environment or typical weekend chop. Stay out and preserve capital.
Settings & Configuration
Trend Sensitivity: Tweak the Supertrend factors and baseline EMA lengths to fit your personal execution style.
ADX Threshold Filter: Set your minimum directional index threshold (Recommended: 18) to ensure the engine only fires during real trend expansions.
Execution Modes: Toggle between a localized Fibonacci Extension target (1.618) for aggressive trending days or a strict Manual Risk-to-Reward ratio for mechanical, consistent scalp compounding.
UI Customization: Shift position and scale table parameters inside the "4. Design Tableau" section.
*** ### Disclaimer
Past performance does not guarantee future results. Scalping involves high execution speed and precise risk control. Always test strategy parameters on a demo account before risking live capital. Indikator
Fixed Volume Range Profile - FVRPA Fixed Volume Range Profile (FVRP) is a powerful technical analysis tool that shows the trading activity (volume) over a specific, user-selected time period at specific price levels.
Unlike traditional volume indicators that show volume by time (at the bottom of your chart), a volume profile shows volume by price (on the side of your chart).
Here is a simple way to use it, breaking down what to look for and a practical step-by-step example of this hourly CHWY chart as of 6/6/2026.
Option 1: The Pullback Entry at the Value Area Low (Aggressive / Front-Running)
If you look at the bottom of your volume profile range, there is a clear boundary marked VAL 20.19 (Value Area Low).
The Entry: Right around $20.19 to $20.20.
Why: The stock is currently sliding down toward the bottom of its value range. Notice how the price just put in a small bottom wick right near that lower white line before a tiny bounce. Buying near the VAL gives you a highly defined, tight risk-to-reward ratio. Your stop-loss would go just below that lower white line (around $20.10), meaning if the trade fails, your loss is minimal.
Option 2: The Breakthrough Entry at the POC (Conservative / Momentum)
The most prominent feature on your profile is that bright red horizontal line with the pink label reading POC 21.37. This indicates that $21.37 is the absolute Point of Control—the heavy-weight zone where the most shares changed hands.
The Entry: Wait for price to reclaim and break above $21.37, then buy either the breakout or the immediate retest of it.
Why: Right now, CHWY is trading below the POC in this example. In volume profile trading, when price is underneath the POC, that massive volume shelf acts as a heavy ceiling of overhead resistance. Buyers who bought at $21.37 are currently losing money and might sell to break even if the price touches it. Waiting for the price to actively cross above $21.37 proves that the buyers have regained control of the asset.
Summary Recommendation
If you want to catch the absolute bottom of this current range with a very tight stop-loss, watch how price reacts to $20.19. If it holds there, that's your entry.
If you prefer confirmation that the downtrend is over before putting your money to work, keep your hands off it until it clears the $21.37 resistance level.
1. The Upside Potential (Your Take-Profit)
Because the POC at $21.37 is the highest volume node, it acts like a magnet. Once the price bounces off the bottom of the value area, it naturally wants to gravitate back to that high-density comfort zone. Riding it from ~$20.20 up to $21.37 gives you a solid move of roughly 5.8%.
2. The Clean Risk Management (Your Stop-Loss)
The beauty of this setup is that your risk is incredibly small. Because $20.19 is the floor of the value area, if the price drops and closes below that level (say, around $20.05), the trade is immediately invalidated. You can cut the loss quickly for a tiny 0.7% hit.
💡 One Important Caveat to Watch For
If you take this trade, treat $21.37 as a hard target to lock in profits, not a place to hold and hope for more.
Because it is the POC, price will almost certainly stall, chop sideways, or reject fiercely the first time it hits it from underneath. If you choose to ride it up there, a wise move is to sell most (or all) of your position at $21.37, or at least move your stop-loss up to your entry price to guarantee a risk-free trade. Indikator
Indikator
Anchored VWAP ChannelAnchored VWAP Channel — Regime, Confluence & Reversals
What it is
This is a single overlay that builds a complete read of price around one Anchored VWAP. Instead of just drawing a VWAP line, it wraps the VWAP in a volatility channel and then layers the context a discretionary trader normally checks by eye — where price sits versus fair value, whether the move is trending or stretched, where high-volume and Fibonacci levels line up, and where the edges are getting rejected. Everything is derived from the same anchor and measured in the same volatility unit (one standard deviation, σ), so the pieces describe one structure rather than competing with each other.
It runs on any asset class and any timeframe. On instruments that carry real volume (stocks, futures, crypto, etc.) the VWAP, the channel, and the volume profile are fully volume-weighted; on feeds without real volume it falls back gracefully and flags the change in the table (see "Notes and limitations").
Why these components are combined (and how they work together)
This is intentionally a mashup, and the parts are chosen because they answer different questions about the same reference point:
• The Anchored VWAP is the fair-value anchor — the volume-weighted average price since a chosen pivot.
• The channel turns dispersion around that anchor into a measurable unit: the bands are the AVWAP ± k·σ, where σ is the volume-weighted standard deviation of price about the VWAP. This converts "how far is price from fair value" into a number (σ-distance) every other module can reuse.
• The regime read uses that σ-distance together with the VWAP slope and the band behaviour to label continuation vs reversal — so the same channel that draws the bands also tells you whether to trust a band tag or fade it.
• The volume profile (Point of Control + Value Area) is computed over the same anchored window, so the high-volume price and the value range are measured on exactly the data the VWAP is built from — not an arbitrary separate lookback.
• The Fibonacci grid is drawn on the active swing leg and is only emphasised where a level coincides with the VWAP, a band, or the POC. The channel and profile are what make a fib level meaningful here; on their own the fib levels would be just lines.
• The reversal signals fire on outer-band rejections, and the optional confluence filter suppresses them while the regime is strongly trending (when band tags tend to continue) — i.e. one module gates another.
In short: the channel produces a σ-distance, and the regime, profile, fib confluence, reversal logic, divergence and squeeze modules all consume that single shared measurement. That shared plumbing is the reason these are bundled into one script instead of run as six separate indicators.
What it plots
• Anchored VWAP centerline with a glow halo, colored by slope direction.
• Channel bands at ±1σ and ±2σ. The fill can be a "reversion heat" gradient (denser toward the outer band, red above the VWAP, green below) or a neutral glow, or off.
• Volume profile drawn as a translucent Value Area box (VAL→VAH) with a distinct POC line — kept visually and positionally separate from the fib lines so the two are never confused.
• Fibonacci grid (active-leg retracement, plus optional swing-to-swing), with confluence levels marked by a star and a brighter tone.
• Signals: trend-shift triangles on VWAP reclaim/loss; solid reversal labels on band rejections; diamonds and connecting lines for σ-distance divergence; a marker on volatility-squeeze release.
• Status table (single panel): regime, bias, σ-distance, AVWAP, POC, Value Area, squeeze state, divergence, a reversion stop/target/RR template, a data-health row, multi-timeframe regime agreement, and a built-in legend.
• Optional forward projection cone and an optional self-calibration panel that scores how past signals resolved.
Anchor modes
Rolling (fixed bar window), Swing Low, Swing High, or Dual (auto — anchors to the more recent significant pivot). Pivot detection uses bar-count lookbacks (8/13/21/34/55/89), so the entire tool self-scales to any timeframe.
How to use it
1. Read the table first: regime + σ-distance tell you whether price is trending or stretched, and how far from fair value it is.
2. Use the bands as context — near the centerline is fair value; the ±2σ edge is where reversion risk is highest (and the heat fill shades it).
3. Treat reversal labels as fade-the-stretch signals, strongest when the regime is not trending and when a divergence diamond agrees.
4. Use trend-shift triangles (VWAP reclaim/loss) for continuation context.
5. Use fib-confluence stars and the Value Area box / POC as the levels most likely to react.
6. Check multi-timeframe agreement in the table before acting.
7. Optionally turn on the calibration panel to see, on your own symbol and timeframe, how often each signal type has historically followed through.
What makes it original
• A single shared σ framework: bands, regime, divergence, reversals and risk template all read from one volume-weighted standard-deviation measurement around one anchor, rather than bolting unrelated indicators together.
• Reversion-heat channel fill that encodes reversion risk as color density.
• Confluence-filtered reversals — band rejections gated by regime/divergence.
• Volume profile rendered as a separated zone so it never blends into the fib levels.
• A transparent self-calibration panel that scores the script's own signals against a follow-through threshold (descriptive, not a backtest).
Key settings
• Calculation Source — works on any asset/market; default hlc3, switchable to close, hl2, ohlc4, etc.
• Anchor mode and pivot/rolling length.
• Inner/outer band multipliers and fill style.
• Signal sensitivity, session-open filter, reversal-confirmation strictness.
• Table position / text size / legend, and toggles for every module.
Notes and limitations
• Signals are evaluated on closed bars; the σ-distance divergence confirms a few bars after a pivot by design, so it prints late (this is normal for pivot-based divergence and is not repainting of confirmed history).
• Last-bar drawings (profile, fib, projection cone) are redrawn on each new bar and will shift forward — that is expected.
• Asset classes / volume: runs on any market and any timeframe. On instruments that carry real volume (stocks, futures, crypto, etc.) the Anchored VWAP, the volume-weighted σ channel, and the Volume Profile (POC / Value Area) are all fully volume-weighted as intended. On feeds with no real volume (e.g. spot forex, some indices / CFDs) the script still works but degrades gracefully: the VWAP becomes a simple anchored mean, the channel uses an unweighted standard deviation, and the profile becomes a time-at-price distribution. The Data row in the table flags this state as "no-vol / DEGRADED" so you always know which mode you are in.
• The multi-timeframe dashboard uses higher-timeframe requests; you can turn it off to reduce load.
• This is an analysis/visualization tool, not a strategy — it does not place orders and is not optimized or backtested for entries/exits.
Disclaimer
This script is provided for educational and informational purposes only and is not financial, investment, or trading advice. It does not predict future prices. Markets carry risk and you can lose money. Past behaviour of any signal (including the calibration panel) does not guarantee future results. Always do your own research and consider consulting a licensed financial professional before trading. You are solely responsible for your decisions and their outcomes.
Indikator
Volume Spike LevelsVolume Spike Levels detects abnormal volume candles, draws their price range as boxes or levels, and confirms whether the volume was resolved upward or downward.
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Volume Spike Levels is a clean volume spike indicator designed for visual price action analysis and intraday scalping.
Unlike a basic volume spike indicator that only places a marker on the candle where abnormal volume appears, this script first detects a volume spike candle and then draws the full price range of that candle as a box or horizontal levels.
The idea is simple:
when unusual volume appears, the range of that candle becomes important. Instead of only marking the volume candle, the indicator watches how price behaves around that range afterward.
If price breaks and confirms above the volume spike range, the indicator can mark it as VOL BUY.
If price breaks and confirms below the volume spike range, the indicator can mark it as VOL SELL.
This makes it easier to see whether the volume was actually absorbed, continued, inverted, or used as a reaction zone.
The indicator has two main marker modes:
Confirmed Direction mode:
The box or levels are drawn when the volume spike appears, but the directional marker appears only later, after price confirms above or below the spike range. Confirmation can be based on Wick, Body, or Close, depending on your settings.
Neutral Fast mode:
The indicator marks the volume spike immediately with a neutral marker. In this mode, the trader visually decides the direction based on price action around the box or levels.
Level display options:
You can display the volume spike range as a box, horizontal high/low levels, both, or turn the levels off and use markers only.
Volume strength:
The script supports weak, medium, and strong volume spike thresholds. These settings should be adjusted for your broker, symbol, and timeframe.
The screenshot shows XAUUSD on the 5-minute chart. The example settings were adjusted for OANDA gold data:
Weak Spike Multiplier: 1.9
Medium Spike Multiplier: 2.2
Strong Spike Multiplier: 3.0
Because volume data can differ between brokers and instruments, you should tune these multipliers so the number of signals on your chart feels useful and not overcrowded.
Alerts:
The indicator includes alerts for neutral volume spikes, bullish confirmed volume spikes, bearish confirmed volume spikes, and strong volume spikes only.
This tool can be useful for scalping, intraday trading, reaction zones, volume absorption, and identifying when volume appears in one area but price later confirms in the opposite direction.
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HTF Profile Projection | Rainbow MatrixGENERAL OVERVIEW
HTF Profile Projection is a live higher-timeframe X-ray. It takes the current, still-forming candle of a higher timeframe (for example the 4H or Daily candle) and projects it to the right of live price, then fills it with a horizontal profile that shows what is happening INSIDE that candle: where volume is concentrating, where buyers or sellers are dominating each price zone, and where price moved through empty space.
The goal is to let a trader read the internal structure of the higher-timeframe candle without leaving the current chart. Instead of seeing the 4H candle as a single block, you see its anatomy — the price levels that hold the most activity, the zones controlled by buyers versus sellers, and the thin gaps the candle ran through quickly. Every bar in the profile is built from real chart-bar data accumulated since the higher-timeframe candle opened, not drawn manually.
WHAT IS THE THEORY BEHIND THIS INDICATOR?
A higher-timeframe candle is a summary. A single 4H or Daily candle compresses hours of two-sided auction into one open, high, low, and close — and in doing so it hides where the volume actually traded and which side was in control at each price. Two candles with an identical body and identical range can have completely different internal structures: one built on heavy buying absorbed near the lows, the other on distribution near the highs. The standard candle cannot show that difference.
Most tools that try to surface this are built around the wrong constraint. Single-timeframe volume profiles describe the visible range, not the live higher-timeframe candle. Intrabar dissection tools that read true sub-candle data depend on functions that require additional data subscriptions and will not load on standard plans.
HTF Profile Projection takes a different route: it accumulates the chart's own bars since the higher-timeframe candle opened, and distributes each bar's activity across the price range it actually traversed. This reconstructs the internal volume and directional balance of the forming higher-timeframe candle using only standard data feeds — and projects it forward as a single, readable object.
The practical value: when price returns to a higher-timeframe candle later, the levels that mattered inside it — the high-volume node, the buyer- or seller-dominated zones, the empty imbalance gaps — are common revisit and reaction areas. Seeing them while the candle is still forming gives structural context that the candle body alone cannot.
HTF PROFILE PROJECTION FEATURES
The indicator includes these main components: a projected higher-timeframe candle, a range-spread movement profile, automatic resolution, a buy/sell dominance read, imbalance zones, a Point of Control marker, and a live info panel. Multilingual interface and full visual customization.
PROJECTED HTF CANDLE
🔹 What It Does
Reads the live, still-forming higher-timeframe candle and draws it (body + wicks) to the right of live price, color-coded by its direction. The horizontal profile attaches inside its price range.
🔹 Method
The higher-timeframe OHLCV is read via request.security() with lookahead=barmerge.lookahead_off, so no future information is used. The candle and its profile update in real time as the higher-timeframe bar forms — the intended live behavior — and reset cleanly when a new higher-timeframe period opens. If the chart timeframe is at or above the selected higher timeframe, the profile is hidden and a guard note is shown, because one chart bar covering the whole period cannot produce a meaningful internal read.
RANGE-SPREAD MOVEMENT PROFILE
🔹 What It Does
Splits the higher-timeframe candle's range into horizontal price buckets and fills each with the activity that occurred there.
🔹 Method
Since the higher-timeframe candle opened, each chart bar's volume and signed direction are accumulated, then distributed across every bucket the bar's low–high range spans — not dumped at a single midpoint. This range-spread approach makes both the per-zone volume and the per-zone buy/sell balance reflect where price actually traded inside the candle, rather than collapsing onto one level.
AUTOMATIC RESOLUTION
🔹 What It Does
The number of price buckets is chosen automatically from volatility. The higher-timeframe range is divided by the average chart-candle size (ATR), so each fraction of the profile corresponds to roughly one typical move of the chart timeframe.
🔹 Why It Matters
Calmer markets produce a finer profile; volatile markets produce a coarser one. The resolution matches the instrument and timeframe automatically, bounded between 4 and 50 buckets to keep the chart readable.
BUY/SELL DOMINANCE (DELTA MODE)
🔹 What It Does
In Delta mode (the default), each zone is colored by which side dominated: green for net buyers, red for net sellers, and gray for balanced zones where heavy two-way trade produced no clear winner. Bar length shows the magnitude of the imbalance.
🔹 Method
Each chart bar is classified by the sign of close versus open and contributes its volume as signed activity (+ for an up bar, − for a down bar). The net per zone is a direction-based proxy for buy/sell pressure, computed locally on standard data feeds — it is not exchange order-flow data, which Pine cannot access without additional subscriptions.
🔹 Volume Mode
Switching Source Metric to Volume colors the profile by a cold-to-hot intensity gradient instead, showing how much traded at each price regardless of direction.
IMBALANCE ZONES
🔹 What It Does
Price zones with little or no activity render distinctly. A contiguous run of empty buckets marks an imbalance — a price range the higher-timeframe candle moved through quickly with little participation.
🔹 Why It Matters
These gaps are not drawn as separate boxes; they emerge from the ABSENCE of activity in the profile. They are common revisit targets, since price often returns to fill ranges it previously skipped.
POINT OF CONTROL MARKER
🔹 What It Does
A horizontal marker tags the dominant bucket — the price level with the most activity (Volume mode) or the strongest net dominance (Delta mode). A label reports that level's share of the period's total.
LIVE INFO PANEL
🔹 What It Shows
A compact corner panel reports the higher timeframe in use, the percentage of the period elapsed, the Point of Control price, the number of imbalance zones, and the total higher-timeframe volume. When the chart-timeframe guard is active, the panel collapses to a single notice so the user always gets feedback.
🔹 Customization
The panel can be placed in any of the four chart corners and rendered in several font sizes. The display language is controlled by the System Language input.
HOW TO USE
This indicator is not a signal generator. It is a structural X-ray: it shows the internal anatomy of the forming higher-timeframe candle.
🔹 Setup
Set the Higher Timeframe input above your current chart timeframe (for example chart 15m, HTF 4H). The forward candle appears to the right of live price. If the chart timeframe is at or above the HTF, the profile hides and the guard note appears.
🔹 Reading Delta Mode (default)
Green zones mark prices where buyers dominated, red where sellers dominated, gray where the auction was balanced. The Point of Control marks the most decisive level inside the candle.
🔹 Reading Volume Mode
The rainbow profile shows where the most volume traded. Long bars are high-activity nodes; gaps are low-volume imbalance zones.
🔹 Tactical Reading
◇ A high-activity node is a price the higher timeframe has accepted — a common reaction level on revisit.
◇ A buyer- or seller-dominated zone shows which side controlled that price during the period.
◇ An imbalance gap is a range price ran through quickly — a frequent magnet for later revisits.
INPUTS EXPLAINED
🔹 System Language
Display language for the panel and labels. Options: English (default), Português, Español, Русский, 中文 (Chinese).
🔹 Higher Timeframe
The higher timeframe to project. Must be above the chart timeframe.
🔹 Show Forward HTF Candle
Toggle for the projected candle body and wicks.
🔹 Auto-Resolution ATR Length
Lookback for the average chart-candle size used to pick the bucket count.
🔹 Source Metric
Volume (intensity gradient) or Delta (buy/sell dominance, default).
🔹 Projection Offset / Profile Width
Position and maximum horizontal length of the profile to the right of price.
🔹 Spike Threshold / Imbalance Threshold
Controls for what counts as a high-activity node and what counts as an empty/imbalance zone.
🔹 Palette Mode
Intensity (cold-to-hot) or Bull-Bear (dominance coloring, default).
🔹 Profile Transparency / Show POC Marker
Visual styling for the profile and the Point of Control line.
🔹 Info Panel / Position / Font Size
Toggle, corner, and size for the live panel.
IMPORTANT NOTES
HTF Profile Projection works on any chart timeframe below the selected higher timeframe. It is built for liquid instruments with reliable volume data: crypto perpetual contracts, large-cap equities, futures, major forex pairs. On low-volume instruments the profile becomes less reliable.
This is a real-time tool. The forming higher-timeframe candle and its profile update intra-period by design; the profile resets when a new higher-timeframe period opens. It uses only request.security() and chart-bar accumulation, so it runs on standard data feeds without footprint() or request.security_lower_tf().
Pine Script v6. Open-source under Mozilla Public License 2.0.
UNIQUENESS
HTF Profile Projection is unique in how it unifies three reads into one object. Most higher-timeframe context tools stack separate features: a candle outline, fair-value-gap rectangles, and volume-spike markers. This indicator merges them — the forward higher-timeframe candle and its volume-by-price profile are a single object. High-activity zones appear as the profile's longest bars; imbalance zones are not drawn at all, they emerge from the absence of activity in the profile. The buy/sell dominance read is reconstructed from chart-bar direction and distributed across each bar's true price range, so it reflects where the auction was actually contested — and it does this on standard data feeds, without the order-flow subscriptions that comparable intrabar tools require. The combination of a live forward-projected candle, automatic volatility-matched resolution, range-spread accumulation, and dominance-versus-balance coloring produces a structural read that behaves differently from single-timeframe volume profiles and from static fair-value-gap tools. Indikator
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Ribbon Conviction SystemRibbon Conviction System — Trend, Flow, Value and Adaptive Stop
Overview
This is a single decision-support system for intraday traders. It answers three questions on one chart: which way is the trend, how much conviction is behind the current move, and where a logical trailing stop sits. A moving-average ribbon defines direction, a conviction score from 0 to 100% grades every signal, and an adaptive volatility stop marks risk. The components are designed to work together as one filtered signal, not as a loose collection of separate indicators.
Why these components are combined
A moving-average crossover on its own fires constantly in sideways markets and gives no sense of whether a cross is meaningful. Each part added here exists to fix a specific weakness of the part before it, so the result is one filtered signal rather than several indicators stacked on a chart.
Ribbon (direction). Five Fibonacci-length averages — 8, 13, 21, 34, 55 — using a mix of Hull, EMA and Kaufman Adaptive Moving Average (KAMA). The KAMA anchors deliberately flatten in choppy conditions, so the ribbon stops giving direction when there is no trend. Weakness it leaves open: a crossover can still fire on a weak, low-conviction move.
Conviction score (filter). Instead of taking every crossover, each signal is graded 0–100% by blending four independent readings of the same bar, chosen because they measure different things rather than repeat each other:
Buy/sell flow — net buying versus selling pressure, inferred from lower-timeframe price-and-volume behaviour.
Effort vs move — how far price travelled for the volume spent; absorption and churn are penalised.
Trend quality — Kaufman Efficiency Ratio: directional travel divided by total path, separating trend from noise.
Price location — is price on the right side of value? Blends session VWAP slope, a swing-anchored VWAP, the session volume-profile value area (VAH/VAL/POC), and the prior session's VWAP and unfilled POC.
A flow-toxicity proxy (VPIN-style) then lowers the score when flow looks one-sided and unstable. Weakness it leaves open: all four readings come from the chart timeframe, so they can agree for the wrong reason.
Higher-timeframe agreement (independent confirmation). The same volatility-stop direction is computed on 3×, 5× and 15× the chart timeframe and folded in as a multiplier, not a fifth blended input. It is kept separate precisely because it is the one genuinely independent check on the chart-timeframe score: full agreement raises conviction, disagreement lowers it.
Adaptive volatility stop (risk). A Chande-style volatility stop whose ATR period and multiplier adapt through the Efficiency Ratio, so the stop tightens in clean trends and widens in chop. This turns the tool from "where is the signal" into "where is my risk if I take it."
How they work together
Direction (ribbon) decides the side. The conviction score decides whether a crossover on that side is worth showing and how strongly. Higher-timeframe agreement scales that conviction up or down. The adaptive stop shows the exit reference. Every signal is the product of all four stages working in sequence.
What it plots
The five-average ribbon with shaded bands; the 55 line is the bold trend-reference band.
Signal badges at qualifying crossovers, labelled with the band crossed and the conviction percent (for example "21 65%").
Optional value references: session VWAP, swing-anchored VWAP with bands, volume-profile VAH/VAL/POC, and the prior session's VWAP and POC.
The adaptive volatility stop as a step line with a live distance label.
A compact dashboard summarising trend, conviction and each component, higher-timeframe agreement, the stop, and the data mode.
A small higher-timeframe agreement ribbon.
How to use
Add it to an intraday chart. The defaults suit index futures, but direction works on any symbol.
Spot vs futures: many spot indices publish no real volume, which the flow, value-area and toxicity parts depend on. Under "Data source" the script auto-detects this and switches the volume-based parts to a time-at-price method so everything still works; you can also set the mode manually. The dashboard "Data" row shows which mode is active.
Trade in the ribbon's direction. Prefer signals with a higher conviction percent and higher-timeframe agreement, and treat low-conviction crosses as noise. Use "Hide signals weaker than" to suppress them.
Use the adaptive stop as a trailing-risk reference, sized to your own plan.
The "Look & size" group controls signal size, dashboard size and position, a "Minimal" preset (ribbon + signals + stop only), and band lightness.
Originality
The individual techniques — adaptive moving averages, the Efficiency Ratio, effort-versus-result, VWAP, volume profile and volatility stops — are publicly documented. What is original here is the integration: a single conviction score that fuses chart-timeframe flow, effort, efficiency and value, damps it by flow toxicity, and scales it by independent higher-timeframe agreement, then gates an adaptive-stop-aware signal on that score. The components were selected so each covers a distinct weakness, and redundant filters were deliberately left out to keep one clear signal.
Credits
Perry Kaufman — Adaptive Moving Average and Efficiency Ratio. Tushar Chande — Volatility Stop concept. The effort-versus-result component is an original, compact reimplementation inspired by the publicly described effort-versus-result method from the volume-spread-analysis lineage.
Disclaimer
This script is for education and information only. It is not financial, investment or trading advice and does not guarantee any outcome. Signals describe current conditions; they do not predict the future. Markets carry substantial risk of loss. Volume-based readings depend on the data feed and are unreliable on instruments without real volume. Always test on your own market and timeframe, and manage risk with your own stops and position sizing. The author is not a licensed financial advisor; consult a qualified professional before making financial decisions. You are solely responsible for your own trading decisions. Indikator
Indikator
Indikator
Indikator
Volume Flames (hotchkiss)Volume Flames is a volume analysis indicator designed to visualize the intensity and momentum of market volume as a layered flame structure. Rather than displaying raw volume bars, it transforms volume data into a multi-layered heat gradient that rises and falls like fire — making it immediately intuitive to read at a glance how "hot" or "cold" volume pressure is at any given moment.
How it works:
The indicator stacks multiple exponential moving averages of volume on top of each other, each smoothed at a progressively faster rate. This creates a flame body with a dense dark core at the base, rising through deep reds and oranges into bright yellows and a white-hot tip. The outermost layer represents raw unsmoothed volume, giving the flame its sharp reactive spikes on high-volume bars. Gradient fills between each layer produce the signature fire glow effect.
What the signals mean:
White circles appear above the flame tip whenever volume surges significantly above its recent average — these are your burn signals, flagging explosive volume events that often precede sharp price moves. Yellow dots cluster near the base of the flame when volume momentum is building across consecutive bars, giving early warning that heat is rising before a full burn triggers. The dark maroon core columns underneath indicate baseline volume density, helping you distinguish genuine spikes from noise.
How to use it:
Watch for white circles breaking well above the flame body — that's a volume surge worth paying attention to. When yellow dots begin clustering and the flame layers start widening and brightening, it means momentum is accumulating. The taller and brighter the flame, the more volume pressure is building. A sudden spike of the white raw-volume tip far above the smoothed layers signals an aggressive market participant entering or exiting a position.
Best used on: Any liquid asset on any timeframe. Works particularly well on 1m–1h charts for intraday momentum reading, and daily charts for spotting accumulation and distribution phases. Indikator
