Sessions & VP with prev session VP & daily/weekly opensThis indicator combines two fully independent volume profile pipelines into a single overlay — one tracking the current session in real time, and one tracking the previous session — along with optional forex session boxes and daily/weekly open levels.
Both volume profiles are built from lower-timeframe intraday bar data (request.security_lower_tf), meaning each profile reflects the true distribution of volume across the session's price range rather than a single-bar approximation. The session range is divided into equal price bins, and each bin's volume is split into bullish and bearish components using a proportional wick/body weighting method. The Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL) are calculated using standard Market Profile methodology.
The previous session VP is displayed as an overlay across the current session's bar range, making it easy to compare where the prior session's volume clustered against current price action without cluttering historical candles.
WHAT IT SHOWS
Current session: a live-updating volume profile drawn across the current session as it builds, with POC, VAH, VAL, and an optional session box.
Previous session overlay: the most recently completed session's volume profile, drawn across the current session's bar range. Levels are prefixed with "P:" to distinguish them from current session levels (prefixed "C:").
Forex session boxes: optional high/low range boxes for the Tokyo, London, and New York sessions. These show the range only — no volume profile is calculated for forex sessions.
Open levels: a 6 PM ET daily open line and a 6 PM Sunday weekly open line, both extending forward from the open price. These mark the start of the futures trading day and trading week respectively, which are commonly used reference levels in US equity index and futures trading.
HOW THE VOLUME PROFILE IS CALCULATED
Each session's price range (high to low) is divided into a user-defined number of equal bins. For every intraday bar within the session, volume is distributed across the bins it touches. Volume is further split into bullish (up-close) and bearish (down-close) by weighting the body and wick portions of each bar separately. This approach gives a more accurate picture of buyer and seller activity at each price level than simply assigning all of a bar's volume to a single bin.
The POC is the bin with the highest total volume. The Value Area expands outward from the POC, adding the next highest adjacent bin on either side, until cumulative volume reaches the user-defined percentage (default 70%).
Three display modes control how the histogram bars are rendered:
- Mode 1: bullish volume only, extending right from the session left edge
- Mode 2: bullish and bearish stacked left-to-right (standard side-by-side view)
- Mode 3: bullish extending right and bearish extending left from the session edge (mirrored)
SETTINGS
--- Current Session ---
Session Type — the period the current session covers. Options: Tokyo, London, New York, Daily, Weekly, Monthly, Quarterly, Yearly.
Show Volume Profile — toggle the histogram bars on/off.
Show POC — toggle the Point of Control line.
Show VAH and VAL — toggle the Value Area boundary lines.
Show Value Area Box — draws a filled rectangle covering the Value Area range.
Show Live Zone — when on, the current session profile updates in real time on every bar. When off, profiles are only drawn for completed sessions.
Show Session Box — draws a dashed outline box around the full session range.
Show Session Label — displays the session type name at the top of the session.
Resolution (default 30, min 5) — number of equal price bins. More bins gives finer detail. Note that each bin uses up to 2 boxes (one green, one red). With 30 bins and both current and previous sessions visible, up to 120 boxes are used, well within TradingView's 500-box limit.
Value Area % (default 70) — percentage of total session volume that defines the Value Area.
Bar Mode — controls the histogram layout. Mode 1 (bulls only), Mode 2 (side-by-side), Mode 3 (mirrored).
Profile Data — Volume uses standard bar volume. Open Interest uses the change in open interest (futures only).
Smooth Volume — applies a 5-period EMA to volume before building the profile.
--- Current Session Appearance ---
Up Volume color — fill color for bullish bins.
Down Volume color — fill color for bearish bins.
Value Area Box color — fill color for the Value Area Box if enabled.
POC, VAH, VAL — line color and thickness for each level.
Box — session box outline color and thickness.
--- Current Level Labels ---
Show Level Labels — toggles the POC/VAH/VAL text labels on/off.
POC Label, VAH Label, VAL Label — customise the text shown next to each level. Current session labels are prefixed "C:".
Label Size — tiny, small, normal, or large.
Label Text color.
--- Previous Session ---
All settings mirror the Current Session group above, with the following differences:
Show Overlay — when on, the previous session's volume profile is drawn across the current session's bar range. When off, no previous session profile is shown.
Previous session level labels are prefixed "P:" to distinguish them from current session levels.
--- Forex Sessions ---
Show Forex Session Boxes — when on, draws high/low range boxes for the Tokyo (midnight-9 UTC), London (7-16 UTC), and New York (13-22 UTC) sessions as each one closes. No volume profile is calculated for these — range only.
--- Open Levels ---
6 PM Daily Open — draws a horizontal line at the open price of the 6 PM ET bar, which marks the start of the US futures trading day. Line color, thickness, and style (solid, dotted, dashed) are configurable. Label toggle included.
Weekly Open (6 PM Sunday) — same as above but fires only on the Sunday 6 PM ET bar, marking the weekly futures open. Independently configurable color, thickness, style, and label.
IMPORTANT NOTES
- Best used on intraday timeframes (1m to 4H) so that lower-timeframe data is available to build accurate profiles. On daily or higher timeframes the profile will use only one bar per session and will be approximate.
- The previous session overlay requires at least two completed sessions of history before it appears.
- The current and previous session types are set independently and can be different (e.g. current = Daily, previous = Weekly).
- Open levels use America/New_York timezone regardless of chart timezone settings.
- Forex session boxes use UTC-based session detection. Results may vary on symbols with non-standard trading hours.
Credits: @LeviathanCapital for the excellent market sessions and volume profiles indicator on which this is based インジケーター
VP History WidgetVP History Widget plots a user-defined number of completed Volume Profiles (VPs) directly to the right of your price chart in real price coordinates. Each profile is calculated from the actual intraday bars that made up that session — giving an accurate picture of where volume was distributed across the price range of each past session. The sessions available are daily, weekly and monthly volume profiles.
Unlike volume profiles drawn on top of historical candles, this widget repositions all profiles into future bar space to the right of the current price, keeping your chart clean and uncluttered. Because everything is drawn in real price coordinates there is no distortion — profiles appear at exactly the correct size and price level relative to your chart.
HOW IT WORKS
Volume profiles are built using lower-timeframe intraday bar data (request.security_lower_tf), so the profile reflects the actual volume distribution across the session rather than a single-bar approximation. The session's price range is divided into a user-defined number of equal bins. For each bin, volume is split into bullish and bearish components using a proportional wick/body weighting method — the same approach used in professional volume profile tools. This data is stored in a rolling buffer and drawn on the last bar as a side-by-side histogram.
The Point of Control (POC) is the bin with the highest total volume. The Value Area High (VAH) and Value Area Low (VAL) are calculated by expanding outward from the POC until cumulative volume reaches the user-defined Value Area percentage (default 70%), following standard Market Profile methodology.
WHAT IT SHOWS
- Green histogram bars: volume from bullish (up-close) bars per price bin
- Red histogram bars: volume from bearish (down-close) bars per price bin
- POC line: price level with the highest volume for that session
- VAH / VAL lines: upper and lower boundaries of the Value Area
- Session labels: identify which session each profile belongs to (e.g. Daily -1, Daily -2)
TYPICAL USE CASES
- Identifying high-volume nodes (HVNs) and low-volume nodes (LVNs) from prior sessions as potential support and resistance
- Comparing volume distribution across multiple sessions to gauge market acceptance at price levels
- Spotting sessions where price moved quickly through a range — thin profiles indicate low acceptance and potential reversion zones
- Keeping your chart clean by comparing N previous session VPs without overlapping historical candles
SETTINGS
Show Widget — master on/off toggle.
Offset from price (default 10, range 1-50) — bars of space between the last candle and the first VP. Increase if profiles overlap your candles when zoomed out.
VP Width (default 10, range 3-40) — horizontal width of each volume profile in bars. Wider makes individual bins easier to read.
Gap between VPs (default 3, range 1-10) — spacing in bars between adjacent profiles.
Number of Sessions (default 5, range 1-10) — how many completed sessions to display. The most recent is on the right (marked with a triangle), oldest on the left.
Session Timeframe (Daily / Weekly / Monthly) — the period each volume profile covers.
VP Bins (default 50, range 5-50) — number of equal price buckets the session range is divided into. More bins gives finer resolution. With 5 sessions the maximum is 50 bins (5 x 50 x 2 = 500 boxes, TradingView's limit). With 10 sessions keep bins at 20 or below.
Value Area % (default 70, range 1-100) — percentage of total session volume that defines the Value Area. 70 is the standard Market Profile convention.
Profile Data (Volume / Open Interest) — Volume uses standard bar volume. Open Interest uses the change in OI, which requires a futures symbol with an OI feed.
Smooth Volume (default off) — applies a 5-period EMA to volume before building the profile, smoothing out single-bar spikes.
Up Volume color — fill color for bullish volume bins.
Down Volume color — fill color for bearish volume bins.
POC Line color — color of the Point of Control line.
VAH / VAL color — color of the Value Area boundary lines.
Separator color — color of the thin vertical line on the left edge of each VP slot.
Show POC — toggle the POC line and label on/off.
Show VAH / VAL — toggle Value Area boundary lines and labels on/off.
Show Labels — toggle all text labels on/off for a minimal look.
BOX LIMIT REFERENCE
TradingView limits indicators to 500 boxes. Each bin draws up to 2 boxes (green + red). Use this as a guide:
5 sessions — max 50 bins (500 boxes, at the limit)
6 sessions — max 40 bins (480 boxes)
7 sessions — max 35 bins (490 boxes)
8 sessions — max 30 bins (480 boxes)
9 sessions — max 27 bins (486 boxes)
10 sessions — max 24 bins (480 boxes)
If you see profiles with missing bars, reduce VP Bins or Number of Sessions.
IMPORTANT NOTES
- Best used on intraday chart timeframes (1m to 4H). When the chart timeframe equals the session timeframe, only a single candle is available and the profile will be approximate.
- The widget requires at least N+1 completed sessions of history to populate. On first load it may take a moment to build.
- Open Interest mode will silently fall back to volume on symbols without an OI feed. インジケーター
Swing Profile [BigBeluga]🔵 OVERVIEW
Swing Profile is a dynamic swing-based volume profiling tool that builds a complete volume profile for each completed market swing.
Instead of using fixed sessions or time ranges, the indicator anchors its profile strictly between confirmed swing highs and swing lows, allowing traders to analyze where volume accumulated inside each directional leg.
The profile updates in real time while a swing is still forming and finalizes once the swing direction flips, giving both historical and live insight into volume behavior.
🔵 CONCEPTS
Swing-Anchored Profiling — Volume is calculated only between confirmed swing highs and lows detected by the Swing Length input.
Directional Legs — Each bullish or bearish swing leg gets its own independent volume profile.
ATR-Adaptive Bins — Profile bin size is automatically scaled using ATR, keeping resolution consistent across volatility regimes.
Real-Time Rebuild — While a swing is still active, the profile continuously recalculates and redraws.
Finalized Profiles — Once direction flips, the profile is locked and marked as a completed swing.
🔵 FEATURES
Swing Volume Profile — Displays horizontal volume distribution for each swing leg.
Point of Control (PoC) — Highlights the price level with the highest traded volume inside the swing.
Buy / Sell Volume Separation — Tracks bullish (buy) and bearish (sell) volume inside each profile.
Delta Volume Calculation — Shows net buying vs selling pressure as a percentage.
Profile Outline — A polyline traces the outer shape of the volume distribution.
HeatMap Mode — Optional heatmap visualization showing volume intensity by color gradient.
ZigZag Swing Connector — Visual connection between swing highs and lows for structure clarity.
Custom Label Sizing — Adjust label size (Tiny → Huge) for clean chart scaling.
🔵 HOW TO USE
Identify High-Interest Zones — Use the PoC to locate price levels where the market spent the most time during a swing.
Trend Strength Analysis — Strong directional swings often show volume skewed toward one side of the profile.
Pullback Zones — Profiles help identify areas where price may react during retracements.
Continuation vs Reversal — Delta volume reveals whether buying or selling dominated the swing.
Live Monitoring — While a swing is forming, watch the real-time profile to anticipate where structure may complete.
🔵 DATA LABELS
T — Total traded volume inside the swing.
B — Buy volume (bullish candles).
S — Sell volume (bearish candles).
D — Delta volume (% difference between buy and sell volume).
🔵 CONCLUSION
Swing Profile delivers a precise, structure-aware view of volume by anchoring profiles directly to market swings.
By combining real-time profiling, PoC detection, delta analysis, and adaptive resolution, it provides deep insight into where participation truly occurred — making it a powerful tool for swing traders, structure traders, and volume-focused strategies. インジケーター
Value Area Levels [crlmx]Calculated from native volume-at-price data vaLevels shows Value Area
levels (VAH, POC, VAL) across three independently configurable timeframes.
Requires TradingView Premium or above plan for Footprint data access,
Short of that refere to Lite version (coming soon).
Key Features
- Three independent VA slots with on/off toggles
- Timeframe selection: D, W, M, 30min, 1H, 4H, 8H, 12H
- Session-based VA on slot 3: NYC, London, Asia, Custom
- Custom session with user-defined time window and label prefix
- Auto-calculated row resolution per instrument type
- Manual ticks-per-row override for fine-tuning
- Configurable Value Area percentage (default 68%)
- Individual VAH, POC, VAL toggles per slot
- Optional price display in labels
- Requires TradingView Premium or Ultimate plan
- Streamlined input / UI brought to you by crlmx
Trading Applications
- Map previous day area against weekly and session VAs to identify confluence zones
- Track VAH/VAL as breakout triggers when price moves outside the prior value area
- Compare session VA (NYC/LDN) against daily VA to for reactions
- When daily and weekly VAs overlap, expect stronger reactions at the shared boundary
- Combine with prLevels for a complete prior-level picture (price levels + volume levels)
- Recommended Settings
Intraday S/R: D + W + NYC | Chart: 1-15 min
Session Trading: D + 4H + LDN | Chart: 1-5 min
Swing Reference: D + W + M | Chart: 30 min - 4H
Version History
- v0.10: Initial release
インジケーター
インジケーター
インジケーター
Quantum Adaptive Session Profile v4Quantum Adaptive Session Profile (SVP) - The Dynamic Roadmap
Overview Traditional Volume Profiles and anchored VWAPs are incredibly useful, but they suffer from rigidity. When a market abruptly accelerates—like the New York session open on Gold or the Nasdaq—standard VWAP levels lag behind the true mean, leaving traders looking for pullbacks that never arrive. The Quantum Adaptive Session Profile (SVP) solves this by calculating a "Dynamic VWAP" using an Efficiency Ratio engine. The Point of Control (POC) and Value Areas automatically speed up to track explosive momentum, giving you real-time structural levels that actually respect the current market velocity.
Key Highlights
• The Adaptive Point of Control (POC): This acts as the session's dynamic fair value. During chop, it remains steady. When a breakout occurs, the alpha logic catches the volatility shift and aggressively pulls the POC to trail the new trend.
• Dynamic Value Areas (VAH / VAL): The Value Area High and Value Area Low expand and contract around the POC based on real-time standard deviations, mapping out the true "value" zone of the active session.
• Session Automation: Set your custom session hours in the inputs (e.g., London Open to NY Close). The indicator will automatically draw, track, and cleanly reset itself at the start of each new session to prevent historical data from polluting your current intraday levels.
• Fully Customizable Visuals: Take complete control over the colors and thickness of the POC, VAH, VAL, and background fill to match your personal chart aesthetic perfectly.
How to Trade It
1. The Range Market (Mean Reversion): When the Value Area bands are relatively flat, treat the VAH as resistance and the VAL as support. Fade the edges back toward the POC.
2. The Trend Market (Break & Retest): When price breaks strongly outside the VAH or VAL and the bands begin to aggressively angle upward/downward, the market is in price discovery mode. Do not fade this. Instead, wait for a pullback to the VAH (in an uptrend) or the VAL (in a downtrend) for continuation entries.
3. The Session Shift: Pay close attention to how price reacts to the POC during the first hour of your defined session. Staying above it implies buyer control for the day; staying below implies seller dominance.
The Quantum Ecosystem Integration
The Adaptive SVP is your structural roadmap on the main chart. It is designed to be paired with the Quantum sub-chart indicators for absolute precision:
1. Quantum Confluence : When price retraces to your Adaptive POC, look at Trendilo. If Trendilo flashes a Regular Divergence or glows Neon in the direction of the macro trend, you have a high-probability entry right off the structural level.
2. Quantum Z-Score : Combine VAH/VAL touches with extreme Z-Score readings (+2.0 / -2.0) to validate true exhaustion and snipe the reversal.
3. Quantum Main Chart Divergence: Use this to spot immediate structural momentum shifts exactly as price taps your SVP levels.
⚠️ DISCLAIMER: STRICTLY FOR EDUCATIONAL PURPOSES The information, scripts, and concepts provided in this publication are for educational and informational purposes only and do not constitute financial, investment, or trading advice. Trading in financial markets (including Forex, Crypto, Stocks, and Commodities) carries a high level of risk and may not be suitable for all investors. You could lose some or all of your initial investment. Past performance is not indicative of future results. Always conduct your own due diligence, backtest any strategy thoroughly, and consult with a certified financial advisor before making any trading decisions. By using this script, you acknowledge that you are solely responsible for your own trading actions and outcomes.
インジケーター
BK AK-Ghost Ladder👻 BK AK–Ghost Ladder — FVG Zones, Volume Profile, Confluence, Lifecycle 👻
🙏 All glory to G-d.
Built with standards and discipline passed down by my mentor — thank you for the relentless insistence on structure over noise, and for sharing real knowledge with generosity — no gatekeeping, no cheapness, no games.
Update / Record
A previous version of this publication was hidden due to insufficient description. This republish is a complete explanation of what the script does, how it works, how to use it, and what its limits are.
What this script does
Ghost Ladder is an overlay indicator that detects Fair Value Gaps (FVGs) and manages them as “living” support/resistance zones. It doesn’t just draw rectangles — it tracks each zone’s behavior (touches, breaks, role flips), grades strength (0–100), optionally builds an in-zone volume profile with POC, and adds confluence layers like pivots, MTF alignment, Fibonacci proximity, delta imbalance, sessions, and divergence warnings.
The goal is not prediction — it’s structured context: which zones matter, why they matter, and how price is interacting with them now.
Core features (what you’ll see on chart)
1) FVG detection (bull + bear)
Uses classic 3-bar gap logic:
Bullish FVG: low > high and gap size > ATR threshold
Bearish FVG: high < low and gap size > ATR threshold
Includes timeframe-adaptive distance filters (different settings under 1H vs ≥1H).
2) Zone lifecycle management
Each zone is stored and managed over time:
Expiration by max age (bars)
Optional “reset age on touch”
Optional overlap prevention / “keep strongest”
Optional proximity rules (minimum bars between zones)
“Clean mode” display (shifts/extends boxes for cleaner viewing)
3) Strength score (0–100) + ★ rating
Each zone gets a composite Strength Score that can include:
Volume vs average (optionally using lower timeframe volume aggregation)
Gap size vs ATR
Pivot confluence count
MTF confluence (additional timeframes)
Session weighting (Asia / London / NY / overlap)
Order block + imbalance checks
VWAP proximity/extreme bonus
Fib confluence
Delta divergence
Clustering / consolidation bonus
Role reversal bonus (support flips to resistance and confirms)
The star label displays score tiers (configurable thresholds):
★★, ★★★, ★★★★, ★★★★★
4) In-zone Volume Profile + POC (optional)
For each zone, Ghost Ladder can compute a lower-TF volume profile proxy inside the zone:
Configurable bins (resolution)
POC line (most volume concentration in-zone)
Optional total zone volume label
Optional delta coloring on POC (buy vs sell pressure)
Note: this is a practical proxy using lower-TF bar volumes/close locations — it is not exchange-level true volume-at-price.
5) Smart positioning / role logic (S/R behavior)
Optional “Smart Positioning” modes:
Show All
Hide Wrong Side
Auto Role Flip (support ↔ resistance based on price location + buffer)
Role reversal tracking:
Break detection (body break optional)
Break confirmation bars
Broken-zone persistence for N bars
Reactivation badge when zone becomes relevant again
6) Real-time divergence warnings (optional)
When price is interacting with a zone, it can flag divergence/weakness conditions using:
RSI divergence thresholding
OBV divergence (optional)
ADX weak-momentum check (optional)
You can choose how it displays:
Border only / icon only / both / color change
7) Fibonacci confluence (optional)
Computes fib levels from a lookback swing (highest/lowest over period), then counts if fib levels fall inside/near a zone (tolerance %). Optional fib lines + labels (with “only current fib” cleanup).
8) Adaptive learning + backtesting (optional)
Zones can be evaluated after touches:
“Success” if price moves away by a threshold
“Failure” if price violates beyond a threshold
Tracks wins/losses per zone
Updates an adaptive weight periodically
Optional ML-style confidence badge when sample size is meaningful
This is not a machine-learning model in the academic sense — it’s a performance-based weighting and confidence heuristic.
9) Info Table (optional)
A compact “war room” table on the last bar summarizing:
Active zone counts (bull vs bear)
Current market posture (near support/resistance, above/below, neutral)
Nearest S/R levels
Bias estimate
Active session
Risk assessment
10) Alerts
Built-in alert conditions include:
Magnetic pull active (price entering magnetic range of a strong zone)
Strong bullish FVG / strong bearish FVG (high strength score)
Divergence detected while price touches a zone
How to use (simple workflow)
Start with the stars: focus on ★★★★–★★★★★ zones first.
Trade the edges, not the middle: entries are usually better at zone boundaries with defined invalidation.
Respect role flips: a broken zone that flips and confirms can become a higher-quality level than a fresh gap.
Use divergence as a brake: divergence-at-zone = reduce size, wait for confirmation, or stand down.
Let filters remove excuses: tune distance filters, minimum stars, institutional-only mode, session weighting to match your market + timeframe.
Badge / icon legend (labels)
Depending on enabled features, labels may include:
🔥 = cluster / stacked zones
🎯 = pivot confluence
⚡ = MTF confluence
📐 = fib confluence
⚠ = delta divergence / warning
🔗 = merged / consolidated
📈 = upgraded to “institutional” classification
🤖 = confidence badge (sample-size based)
🔄 = reactivated zone
Repaint / reliability notes (important)
FVG zones: detected from past bars ( reference) → does not require future bars.
Pivot markers: use ta.pivothigh/ta.pivotlow → pivots confirm after pivotPeriod bars. That’s normal and means pivot signals are delayed/confirmed, not “future-looking.”
Lower-TF volume profile: depends on available lower timeframe data; can be heavier and may vary slightly by broker/feed.
Scores/labels: update as new touches, breaks, and confirmations occur (expected “living” behavior).
Performance / chart limits
This script uses many drawing objects (boxes/lines/labels) and can be resource-heavy:
Reduce profile bins, disable volume profile, or increase filters if you hit object limits or slowdowns.
“Clean Mode” can simplify the on-chart clutter.
Disclaimer
This indicator is for educational and analytical purposes only. It does not provide financial advice and does not guarantee outcomes. All “institutional / smart money / confidence” terminology is heuristic scoring, not a claim of certainty.
🙏 All glory to G-d — may He bless your vision, patience, and discipline at the boundary. インジケーター
KDE Value Clouds [LuxAlgo]The KDE Value Clouds indicator is a quantitative tool that uses Kernel Density Estimation (KDE) to visualize the statistical distribution of price action, identifying high-density "Value Clouds" where the market has spent the most time.
🔶 USAGE
The indicator highlights areas of price " fair value " by calculating the probability density of price across a user-defined lookback period. Traders can use these density clusters to identify significant support and resistance levels that are often invisible to standard trend-following indicators.
🔹 Value Clouds
The " Value Clouds " appear directly on the price chart as gradient boxes. These clouds highlight regions where the density of price action exceeds the 50th percentile of the total distribution.
High Density (Bright Colors): Indicates a "Balance Area" where the market has reached a temporary equilibrium. These often act as magnets for price.
Low Density (Gaps): Indicates "Inefficiency" or fast moves where the market did not spend much time. These areas are often revisited or "filled" later.
🔹 KDE Profile & POC
On the right side of the chart, a smooth horizontal profile represents the continuous density function. The KDE POC (Point of Control) is the single price level with the highest calculated density within the lookback period, serving as the ultimate "anchor" for the current market regime.
🔹 How to use
Traders can look for price to "stall" or range within the bright Value Clouds, as these represent accepted price levels. When price moves into a "Gap" (a low-density area), it often moves quickly until it reaches the next cloud.
The KDE POC can be used as a primary support or resistance level; a breakout above a high-density cloud often signals a shift in market sentiment, while a rejection at the edge of a cloud suggests the market is still in a balanced state.
🔶 DETAILS
🔹 KDE vs. Volume Profile
A standard Volume Profile relies on "bins" (rectangles) to count volume at specific price steps. This can create "jagged" profiles that change drastically depending on the chosen row size.
The KDE Value Clouds approach is different because it uses a continuous probability function. Every price point in the lookback period contributes a small "bell curve" of influence to the total profile. This allows for a much smoother and more mathematically sound representation of where " Value " actually resides, regardless of arbitrary bin sizes.
The core of this indicator relies on two primary mathematical concepts:
Gaussian Kernel Estimation: Instead of simply counting occurrences, the script applies a Gaussian weight to every price point. This results in a "smooth" profile that captures the true shape of the price distribution.
Silverman’s Rule of Thumb: To prevent the clouds from being too noisy or too blurry, the indicator uses Silverman’s rule to calculate an optimal " Bandwidth ." This bandwidth adapts based on the standard deviation of the price data, ensuring the visualization stays relevant across different volatility regimes.
🔶 SETTINGS
🔹 Main Settings
Lookback Period: The number of bars used to calculate the price density. A higher lookback provides a "macro" view of value, while a lower lookback focuses on recent rotations.
Bandwidth Multiplier: Adjusts the "smoothness" of the KDE curve. Increasing this value will make the clouds broader and smoother; decreasing it will make them more granular.
Precision (Steps): Defines the vertical resolution of the density calculation. Higher values result in a more detailed profile.
🔹 Visualization
High/Low Density Colors: Customizes the gradient used for both the side profile and the on-chart clouds.
Profile Width (%): Controls how far the KDE profile extends horizontally across the right side of the chart.
Show Value Cloud on Chart: Toggles the visibility of the background "clouds" that highlight high-density price zones.
インジケーター
Anchored Clusters Volume Profile [LuxAlgo]The Anchored Clusters Volume Profile indicator utilizes K-Means clustering to categorize historical price action into distinct groups within a user-defined range and generates individual volume profiles for each detected cluster. This tool provides a unique perspective on volume distribution by isolating price behaviors based on proximity rather than strictly chronological order.
🔶 USAGE
The indicator identifies "clusters" of price activity within a selected range defined by a starting and ending date. Each cluster is assigned a unique color and its own horizontal volume profile, allowing traders to see where liquidity is most concentrated within specific price regimes.
🔹 Identifying Institutional Zones
Traders can use the Point of Control (POC) of high-volume clusters to identify significant institutional interest. Because the K-Means algorithm groups price action by density rather than time, a cluster's POC often represents a "fair value" level where significant exchange occurred. These dashed POC lines frequently act as robust support or resistance levels when price returns to them in the future.
🔹 Market Regime Detection
By observing the vertical distribution and overlap of clusters, traders can identify market phases. Overlapping clusters with high volume often indicate accumulation or distribution phases (sideways markets), whereas distinct, vertically separated clusters with lower volume gaps between them suggest a trending environment. A shift from multiple overlapping clusters to a new, isolated cluster can signal a breakout or the start of a new trend.
🔹 Precision Entry & Exits
Cluster boundaries and POC lines provide concrete levels for trade management. An entry can be sought when price retests a high-volume cluster POC, while stops can be placed outside the total price range of that specific cluster (the area covered by its volume profile). Conversely, targets can be set at the POC of the next major cluster above or below current price action.
🔹 Volume Conviction
The tool provides specific volume metrics that allow traders to gauge conviction. By comparing the "Total" volume label of one cluster against another, a trader can determine which price regime had more participation. A breakout into a price zone with a high-volume cluster suggests stronger conviction and a higher probability of the level holding compared to a zone with low total volume.
🔶 DETAILS
Unlike traditional anchored volume profiles that provide a single histogram, this script employs a K-Means clustering algorithm to segment the range. This process involves:
Identifying the specific range of bars between the user-selected Start Time and End Time .
Initializing "centroids" across the price range of that period.
Iteratively assigning each price bar to the nearest centroid based on the HLC2 (median) price.
Recalculating centroids based on the volume-weighted average price of the assigned bars.
Finalizing assignments after the specified number of iterations to ensure stable clusters.
By separating price action into these clusters, the tool helps identify high-interest zones that might be obscured by a single, traditional Volume Profile.
🔶 SETTINGS
🔹 Anchor Settings
Start Time / End Time : Sets the beginning and end of the analysis range. These use the "Confirm" feature, allowing you to select the range directly on the chart after adding the indicator or changing settings.
Range Highlight : Adjusts the color and transparency of the background shading that identifies the analyzed range.
🔹 Clustering Settings
Number of Clusters : Sets how many distinct price groups the algorithm should attempt to find (2 to 10).
K-Means Iterations : Controls the number of times the algorithm refines the cluster centers. Higher values can lead to more stable results.
🔹 Volume Profile Settings
Rows per Cluster VP : Defines the vertical resolution (number of bins) for each individual cluster's profile.
Max VP Width (Bars) : Sets the maximum horizontal length of the volume profile histograms.
VP Offset : Adjusts the horizontal spacing between the current bar and the start of the volume profiles.
Highlight Price Dots : Toggles the visibility of the colored dots on the price action to identify cluster assignments.
Dot Size : Adjusts the size of the cluster assignment dots on the chart, ranging from tiny to huge.
インジケーター
Volume Anchored Price Map [LuxAlgo]The Volume Anchored Price Map indicator is a sophisticated institutional-grade tool designed to visualize where the highest concentration of trading activity is occurring relative to current price action.
By combining statistical volume analysis through dynamic "Bubbles" with a retrospective Volume Profile, it allows traders to identify high-interest liquidity zones and potential institutional support/resistance levels.
🔶 USAGE
The indicator provides a multi-layered view of market activity, helping traders distinguish between standard price movement and high-conviction institutional participation.
🔹 Identifying Institutional S/R
The projected dashed lines with TIER labels act as a roadmap for liquidity. Institutions often defend positions at these high-volume price points. When price returns to a TIER I level, traders should expect a significant reaction, either in the form of a strong reversal or a high-momentum breakout.
🔹 Spotting Absorption and Exhaustion
Large bubbles often signal the end of a move or the beginning of a major shift:
Exhaustion : Large red bubbles at the end of a downtrend suggest sellers are throwing in the towel (climax).
Absorption : Large green bubbles at the top of an uptrend can indicate institutional absorption of supply or a "blow-off" top.
🔹 Market Speed and the Value Area
The Price Map profile reveals the "thickness" of the market at specific prices:
High Volume Nodes (Wide/Bright Bars) : Expect price to slow down and consolidate. These are "sticky" areas where the market is comfortable.
Low Volume Areas (Thin Bars) : Price often moves through these zones rapidly due to a lack of historical interest, facilitating fast breakouts.
🔶 HOW TO USE
Traders can utilize the Volume Anchored Price Map to identify high-probability entries based on where "smart money" has previously transacted.
Filter Price Action : Look for TIER I or TIER II levels that align with the widest bars (High Volume Nodes) of the Price Map Profile. These confluences mark the strongest historical "Fair Value" zones.
Wait for Mean Reversion : If price deviates far from the High Volume Nodes into a "Low Volume Area" and a large Volume Bubble appears, it often indicates an exhaustion point where price is likely to snap back toward the high-volume center.
Breakout Confirmation : Use the levels as a breakout filter. A candle closing decisively above or below a projected TIER level—accompanied by a new Volume Bubble—suggests institutional participation in the new direction.
🔶 DETAILS
🔹 Price Map (The Gradient Histogram)
The tool looks back at a user-defined lookback window and calculates the total volume traded at every price bin. It displays this as a heatmap anchored to the right. Brighter, wider bars represent High Volume Nodes (HVN) where the market has found significant value or spent considerable time.
🔹 Volume Bubbles (Z-Score Analysis)
Instead of using raw volume, the script utilizes a Z-Score (a statistical measure of standard deviations from the mean). When volume spikes significantly above the average, a bubble is placed on the price action. The bubble size scales dynamically based on its statistical intensity (Z-Score), ranging from "Tiny" to "Huge."
🔹 Projected Anchor Levels
When a significant volume bubble is detected, the script "anchors" that price level and projects it forward. These levels are categorized by importance:
TIER I (Extreme) : Massive liquidity events (> 6 standard deviations). Major structural significance.
TIER II (High) : Strong institutional interest (4 to 6 standard deviations).
TIER III (Significant) : Noteworthy volume spikes (2 to 4 standard deviations).
🔶 SETTINGS
🔹 Price Map Profile
Lookback Length : Determines the historical window used to calculate the volume profile and identify bubbles.
Price Bins : The vertical resolution of the profile. Higher values create a more detailed histogram.
Show Price Map Profile : Toggles the visibility of the volume heatmap.
Profile Color : Sets the base color for the volume profile gradient.
🔹 Volume Bubbles
Show Volume Bubbles : Toggles the visibility of the Z-Score based circles.
Bubble Sensitivity (Z-Score) : The threshold at which a volume spike is considered significant enough to display.
Project Levels from Bubbles : Enables the projection of horizontal dashed lines from significant bubbles.
Max Projected Levels : Limits the number of active anchor levels displayed on the chart.
Label Horizontal Offset : Adjusts the position of the TIER labels to prevent overlap with the profile.
🔹 Dashboard
Enable Dashboard : Toggles the data table showing lookback, POC (Max Vol Level), and current Z-Score.
Position/Size : Controls the visual placement and scale of the dashboard on the chart. インジケーター
Gaussian Volume Profile [LuxAlgo]The Gaussian Volume Profile indicator is a sophisticated volume analysis tool that uses the Levenberg-Marquardt optimization algorithm to fit a Sum of Gaussians model to historical volume distribution.
This approach transcends traditional discrete volume profiles by providing a continuous, noise-reduced representation of liquidity clusters, allowing for the precise identification of high-volume nodes and their respective price boundaries.
🔶 USAGE
The indicator projects a lateral volume density map to the right of the current price action. Users can utilize this tool to identify "fair value" zones where the Gaussian peaks are most concentrated. Unlike standard profiles that show jagged horizontal bars, this tool provides a smooth "fit" line that highlights the true center of gravity for volume at specific price levels.
🔹 Identifying High-Volume Nodes
The script automatically detects local maxima (peaks) within the fitted Gaussian model. These peaks represent the most significant price levels where the highest density of trading occurred. Horizontal dashed lines are drawn at these apexes, color-coded to match the specific Gaussian component that is most dominant at that price.
🔹 Zone Width and Volatility
By observing the width (standard deviation) of the individual Gaussian components (the dotted curves), traders can gauge the "breadth" of a value area. A narrow, sharp peak suggests a very specific price level of agreement, while a wide, shallow curve indicates a broad range where volume was distributed less precisely.
🔶 DETAILS
This tool represents a scientific advancement over regular Volume Profiles by applying a Gaussian Density model to market data:
Noise Reduction: Discrete profiles are often "noisy," with small volume gaps between price ticks. The Sum of Gaussians model acts as a sophisticated filter, smoothing out insignificant variances to reveal the underlying structural liquidity.
Levenberg-Marquardt Optimization: The script utilizes the LM algorithm, a standard in non-linear least squares problems, to iteratively refine the fit of multiple Gaussian pulses. This ensures the model converges on the most mathematically accurate representation of the volume data.
Precise Liquidity Centers: While a standard profile bin might be several ticks wide, the Gaussian apex provides a mathematically derived "center" ($\mu$) for liquidity, often offering more precise support and resistance levels.
Continuous Distribution: Because it models volume as a continuous function, it can estimate volume density between discrete price bins, providing a more fluid view of market interest.
The visual output combines a lateral histogram with a bold Gaussian density curve, color-coded components, and auto-detected peak levels for a comprehensive view of institutional interest.
🔶 SETTINGS
🔹 Profile Settings
Lookback Window: The number of historical bars used to calculate the volume profile distribution.
Number of Bins: Determines the vertical resolution of the profile. More bins provide more detail but require more computation.
🔹 Gaussian Settings
Max Potential Peaks: The maximum number of Gaussian components (nodes) the algorithm will attempt to fit to the data.
Max Iterations: Controls how many times the LM optimizer refines the fit. Higher values improve accuracy but may impact performance.
Initial Lambda: The damping factor for the optimization algorithm, affecting the early steps of the fitting process.
🔹 Visuals
Histogram Resolution: The maximum horizontal length of the projected histogram and fit line, measured in bar widths.
Highlight Window Range: Toggles a visual background box covering the historical lookback area for context.
Highlight Detected Peaks: Detects local maxima in the final fit and draws horizontal dashed levels at those price points.
Fit Color: Sets the static color for the main density curve.
Auto: When enabled, the fit color automatically adapts to your chart's foreground color (e.g., white on dark backgrounds).
インジケーター
Volume Grid Heatmap [LuxAlgo]The Volume Grid Heatmap indicator provides a two-dimensional visualization of volume distribution across both price and time, allowing traders to identify areas of high liquidity and intense trading activity within a specific lookback period.
By partitioning the historical price action into a customizable grid, this tool maps volume data onto specific price-time coordinates, using heatmap color gradients to highlight "hot zones" where the most significant market participation has occurred.
🔶 USAGE
The indicator is primarily used to identify institutional activity, support/resistance zones, and liquidity clusters that might not be visible on a standard volume histogram.
🔹 Identifying High Activity Zones
Brightly colored cells in the heatmap represent areas where a high volume of shares or contracts changed hands at a specific price during a specific time interval. These zones often act as significant magnets for future price action or areas where price may find temporary friction.
🔹 Volume Distribution
Unlike a standard Volume Profile which only shows volume by price, the Grid Heatmap shows how that volume was distributed over time. Users can see if a high-volume price level was formed by a single massive spike (a single bright cell) or by consistent trading over a longer duration (a horizontal row of highlighted cells).
🔶 DETAILS
The script operates by dividing the recent price range (Highest High to Lowest Low over the lookback period) into a user-defined number of rows and columns.
For every bar within the lookback:
The script calculates the volume for that bar.
It distributes that volume across the grid rows based on the price overlap of the bar's high and low relative to the grid cell boundaries.
The volume is then aggregated into the corresponding time column.
Finally, the grid is normalized against the maximum volume found in any single cell, and colors are applied using professional perceptually uniform colormaps.
🔶 SETTINGS
🔹 Grid Settings
Lookback Bars: Determines the historical window of bars used to calculate the price range and volume data.
Rows (Price): Defines the vertical resolution of the grid. More rows provide more precise price-level analysis.
Columns (Time): Defines the horizontal resolution of the grid. More columns provide more precise timing of volume spikes.
🔹 Visuals
Heatmap Theme: Selects the color palette used for the gradient (Viridis, Inferno, Magma, Plasma, Cividis, or Turbo).
Transparency: Adjusts the visibility of the grid cells to ensure the underlying price action remains clear.
インジケーター
Key Price Levels Daily Ver [structJCWL]As an independent developer and active trader, I built this tool to address a personal frustration: the lack of precision in standard session-level indicators. For those who trade based on market micro-structure, a level that is "approximately" correct is a logic error.
Key Price Levels Daily Ver is an engineering implementation focused on reconstructing session data with surgical accuracy. It is designed for traders who require reliable, noise-filtered benchmarks to anchor their daily execution.
THE ENGINEERING LOGIC:
1-Second (1S) Intrabar Reconstruction : Standard scripts often rely on daily-bar data, which can be imprecise. This tool re-aggregates the session using 1-Second (1S) granularity . By processing every sub-candle, it ensures that POC, Value Area, and Extremes are anchored to the true weight of capital commitment.
The 15-Minute Threshold (Technical Rationale) : To maintain the high fidelity of 1S data aggregation, this indicator is optimized for timeframes ≤ 15 minutes . Calculating micro-structure on higher timeframes leads to data thinning and reduced precision—limitations I refuse to accept in my personal trading setup.
Adaptive Visual Hierarchy (Fade & Limits) : To prevent visual clutter, I’ve integrated Fade Strength and Timeframe Limits . Lines automatically adjust their transparency or visibility based on your current timeframe, ensuring that the most relevant levels remain clear while secondary noise recedes.
Reliability by Design : In 24/7 markets, script stability is paramount. I have implemented defensive programming (including a 98,000-unit memory circuit breaker ) to prevent overflows during extreme volatility. I strive for absolute dependability; if you encounter any issues, your feedback is highly welcome as we refine and improve this tool together.
作为一名独立开发者与实战交易者，我构建此工具是为了解决一个长期的困扰：标准时段指标精度的缺失。对于基于市场微观结构进行交易的人来说，“大约准确”的水位本身就是一种逻辑错误。
Key Price Levels Daily Ver 是我对日内关键水位线的个人工程化实现，专注于以“外科手术式”的精度重构时段数据。它专为那些需要可靠、过滤噪音的基准位来锚定日内执行的交易者而设计。
核心设计逻辑：
1秒级微观重构 (1S Precision) ：我不满足于直接调用现成的日线数据。脚本通过扫描 1秒 (1S) 微观颗粒度数据 来重构整个交易时段，确保 POC 和价值区的计算基准来自于最真实的成交细节。
15分钟周期硬限制 ：为了保证 1S 数据聚合的极致精度，本脚本仅限在 15分钟及以下周期 运行。在更长周期调用微观数据会导致精度大幅下降。作为开发者，我不允许“大约准确”的逻辑存在于我的系统里。
自适应视觉层级 (Fade & Limits) ：通过内置的 淡化强度 (Fade) 与 周期限制 (Limits) ，水位线会根据你当前的图表周期自动调节透明度或可见性。
可靠性设计 ：在 24/7 不间断的交易中，脚本的稳定性至关重要。我在代码底层加入了防御性设计（包括 98,000 数组容量熔断机制 ），旨在防止极端行情下的计算溢出或图表崩溃。我追求的是一个能让人放心的工具，若你在使用中发现任何问题，欢迎随时反馈，我们共同完善。
Feedback & Interaction:
As a personal project, this script is continuously refined. I welcome any bug reports or suggestions for improvement to make this tool even more robust for the community.
Compliance & Credits:
Author: structJCWL (Independent Developer & Trader)
License: Mozilla Public License 2.0 (MPL 2.0)
Attribution: Core data aggregation and state-machine logic are 100% original implementations インジケーター
インジケーター
インジケーター
Volume Profile S/R Zones (Peaks)Volume Profile S/R Zones (Peaks) is a volume-profile based support/resistance tool that converts significant volume nodes into tradable zones, then ranks them by how consistently price respected them over the selected lookback.
The script builds a rolling Volume Profile over a user-defined window (default 81 days) using a fixed number of price bins (default 33 rows). For each price bin it accumulates:
Total volume traded inside that price region
Bullish volume (lower-timeframe bars that close above open)
Bearish volume (implied as total − bullish)
The profile is plotted on the left side of the chart. All profile elements and zones are intentionally forced to a single clean style: white at 20% opacity (labels keep the chart’s default text color styling).
What it detects
1) High Volume Nodes (Peaks)
The script scans the profile rows and detects local maxima (HVNs). To prevent noisy “micro peaks,” a peak must pass two quality filters:
Relative-to-Max filter: peak volume must be at least a % of the largest node’s volume
Prominence filter: peak volume must exceed the average of nearby nodes by a minimum ratio
These filters remove weak nodes and keep only meaningful price areas where the market traded heavily.
2) Optional Low Volume Nodes (Troughs / LVNs)
When enabled, the script also detects local minima (LVNs). LVNs can behave like “barrier” areas where price rejects or moves quickly through.
Zones instead of lines
Each detected node becomes a zone, not a single price line.
Zone center = middle of the profile row
Zone thickness is adaptive:
Zone Half-Width = max(price bin size, ATR × fraction)
This makes zones robust to volatility and reduces “false breaks” caused by small wicks.
Zone merging (reduces clutter)
Nodes close to each other are merged into a single zone if their centers are within:
Merge Distance = ATR × fraction
The merged zone center becomes volume-weighted, so stronger nodes dominate.
Reliability scoring (the core feature)
Every zone is scored by replaying price interaction over the lookback window:
Events
Touch: candle range intersects the zone
Valid rejection: touch + close exits the zone in the expected direction
Confirmed break: close outside the zone, confirmed by:
distance beyond the zone (ATR-based), or
a minimum number of consecutive closes outside
Scoring
Touch adds points
Rejection adds more points
Confirmed break subtracts points
A decay factor is applied each bar so older interactions matter less than recent ones
This produces a practical ranking: zones that get repeatedly respected score high; zones that fail score low.
What you see on the chart
Left-side Volume Profile (white 20% opacity)
Top N strongest zones (ranked by score), drawn as horizontal bands across the chart
Right-side price labels showing each zone’s center price
Label tooltip includes:
zone center price
reliability score
current “role” (support-side vs resistance-side)
polarity bias (bull/bear/neutral based on volume delta)
Inputs and how to tune
Volume Profile
Profile Lookback (Days): defines market memory (short = tactical, long = structural)
Rows: resolution of price bins (higher = more detailed, lower = smoother)
Profile Width: visual width of the profile histogram
POC mode: optional regular or developing POC line
Zones
Top N Zones: limits clutter by plotting only the strongest zones
ATR Length / Zone Half-Width: controls how wide zones are
Prominence / Relative-to-Max: controls strictness of peak detection
Merge Distance: merges nearby zones into one
Scoring
Touch / Rejection / Break points
Decay factor (higher = longer memory)
Break confirmation settings (ATR distance + consecutive closes)
How to use (practical framework)
This indicator is designed to treat volume nodes as acceptance/rejection areas, not perfect lines:
Focus on high-score zones (they have the most recent evidence of being respected)
Use zones as:
potential accumulation/defense areas (support-side)
potential supply/ceiling areas (resistance-side)
Break confirmation is ATR-based to reduce false breakdowns/breakouts
For investing, many users run two instances:
long lookback (e.g., 252 days) for macro zones
shorter lookback (e.g., 81 days) for tactical entries
Notes / Limitations
The script is a historical structure tool, not a predictor.
Zones can shift gradually as the rolling lookback window updates.
Different assets (high volatility vs low volatility) may require different row counts and filter strictness.
License / Credits
Based on LuxAlgo’s Volume Profile foundation and heavily modified to add zone construction, merging, and reliability scoring.
Licensed under CC BY-NC-SA 4.0 (Attribution–NonCommercial–ShareAlike). インジケーター
Apex / ChartFanatics Bubbles + Clusters + SweepsApex / ChartFanatics Bubbles + Clusters + Sweeps
This open-source indicator combines four visual elements — Volume Bubbles, Volume Clusters, Liquidity Sweep Markers, and Dynamic Supply/Demand Zones — into a single overlay tool. The goal is to provide traders with a unified view of volume intensity, aggressive price action, and key institutional reference levels on any timeframe or instrument.
Why this combination?
Many volume and structure tools exist separately, but combining them creates synergy:
- Volume Bubbles highlight relative volume strength instantly (quick glance at participation level).
- Volume Clusters emphasize high-volume bars as potential support/resistance areas.
- Liquidity Sweep markers flag classic "fakeout" or stop-hunt behavior (aggressive wicks that fail to sustain).
- Supply/Demand zones provide context for where price is likely to react after sweeps or clusters form.
Together, these elements help traders spot:
- Areas of high institutional interest (clusters + zones)
- Potential reversals after liquidity grabs (sweeps + zones)
- Confirmation of momentum via volume size and candle direction (bubbles + clusters)
This mashup is not random — it follows a logical Smart-Money / Order-Flow inspired workflow: detect volume → identify aggressive liquidity raids → map reaction zones → visualize everything for fast decision-making.
Core Features & How They Work
1. Volume Bubbles (Quantile-Based)
- Volume is ranked against a rolling lookback (default 200 bars).
- Dynamic quantiles divide the volume range into buckets (default 10 levels).
- Bubble size scales with quantile rank (tiny → huge).
- Color: bright green (bullish close) or bright red (bearish close), with adjustable opacity.
- Only shown when volume exceeds 1.2× the lookback minimum (avoids noise).
- Tooltip shows exact volume, delta (close-open), and quantile position.
2. Volume Clusters
- Draws semi-transparent boxes around bars exceeding a user-defined minimum volume.
- Width adjustable (default 4 bars forward) to highlight clusters visually.
- Same bullish/bearish coloring as bubbles for consistency.
3. Liquidity Sweeps
- Detects classic sweep patterns on the previous bar:
→ Bullish sweep: high > previous high, but close < previous high AND bearish candle
→ Bearish sweep: low < previous low, but close > previous low AND bullish candle
- Marked with a bright yellow star (★) label + tooltip.
- Useful for identifying potential stop hunts or failed breakouts.
4. Supply & Demand Zones
- Uses pivot high/low (default lookback 20 left/right) to detect swing points.
- Supply zone: from pivot high downward by 2× ATR(14).
- Demand zone: from pivot low upward by 2× ATR(14).
- Zones extend rightward dynamically (up to +30 bars) and remain visible until new pivots form.
- Brownish for supply (resistance), greenish for demand (support).
Inputs & Customization
- Bubble Quantiles (3–15): more levels = finer volume grading
- Bubble Opacity: controls transparency
- Volume Lookback: historical window for quantile calculation
- Cluster settings: toggle, min volume, width
- Sweeps & Zones: individual toggles
- Zone Pivot Lookback: sensitivity of swing detection
How to Use
- Best on lower timeframes (1m–15m) for scalping/day trading or higher (1h–4h) for swing setups.
- Look for confluence:
→ Large green bubble + cluster + demand zone + bullish sweep = strong support area
→ Large red bubble + cluster + supply zone + bearish sweep = strong resistance area
- Use sweeps as early warning of potential reversal when price approaches a zone.
- Combine with your own price action or structure analysis — this is a visual aid, not a signal generator.
- Keep chart clean: toggle off unused features if cluttered.
Publishing Notes
- Publish with a clean chart (only this indicator active, no other overlays/drawings).
- Recommended symbols: volatile instruments (forex majors, indices, crypto, gold).
- Max labels/boxes set high (500) to handle long histories — reduce if performance issues occur.
This script is fully open-source for transparency and learning. It is provided for educational purposes — no guarantees of profitability. Trading involves risk.
Feedback welcome — happy charting! インジケーター
Trend Matrix: Institutional Confluence EngineTrend Matrix: Institutional Confluence Engine
The Institutional Confluence Engine is a professional-grade diagnostic tool designed to solve the two biggest problems in technical analysis: market noise and false breakouts.
Unlike standard lagging indicators, the Institutional Confluence Engine uses a sentient resolution engine to adapt its logic based on whether you are scalping or swing trading. It provides a real-time "Efficiency Grade" for the market, allowing you to ignore "C-Grade" chop and focus exclusively on "A-Grade" institutional trends.
Institutional Confluence and Alerts: Notifies you only when the Local, HTF1, and HTF2 timeframes all align at an "A-Grade" efficiency—the hallmark of a major structural move.
How to Trade It
Identify Confluence: Look for the Status Hub in the top right. When all three grades turn Green (A), institutional alignment is at its peak. This is also visible on the chart.
Monitor Trend Core: The ribbon acts as dynamic support/resistance. "Trend Flares" (brightening of the ribbon) indicate significant volume spikes entering the trend.
Profit Targets: Use the dynamic Green/Red expansion lines. These are volatility-adjusted targets that stretch or contract based on market energy (ATR).
Volume Intelligence
1. The Big Money Heatmap (Volume Intelligence)
Institutional players leave footprints in the form of volume. This engine visualizes these footprints using a dynamic Volume Profile integrated directly into your price action.
Big Money Clusters: These are price levels where massive institutional orders are being "filled." They represent high-conviction zones that act as magnets for price.
Major Buy/Sell Zones (POC): This marks the Point of Control—the exact price where the highest volume has transacted. It represents "Fair Value." Breakouts away from this zone often lead to the most explosive moves.
Gap Prediction: The engine analyzes the sentiment within volume nodes to predict if the market is preparing for an institutional "Gap Up" or "Gap Down."
2. The Golden Bridge (Structural Confluence)
The system calculates the Golden Bridge—a dynamic threshold based on the 0.618 Fibonacci ratio between major structural pivots.
The Logic: In institutional finance, the 0.618 level is the "Line in the Sand." If a rally holds above the Golden Bridge, the trend is structurally sound.
Golden Cluster Stronghold: When the Golden Bridge aligns perfectly with a Big Money Cluster, the system identifies a "Stronghold." This is the highest-probability support or resistance level generated by the engine.
3. MTF Efficiency Grading (A/B/C)
The Trend Matrix doesn't just show direction; it calculates Efficiency.
Grade A (High Efficiency): Price is tracking the trend core with minimal deviation. This is where institutional momentum is strongest.
Grade B (Moderate Efficiency): Healthy trending with standard pullbacks.
Grade C (Low Efficiency/Chop): Price is oscillating. The system will automatically "dim" the interface during these periods to prevent you from over-trading.
4. Status Hub & Intelligent Alerts
The Status Hub provides a real-time cockpit of your trading environment, displaying the "Trend Reliability Score" (0-100%) and Multi-Timeframe grades.
Confluence Alerts: Get notified when the Local, HTF1, and HTF2 timeframes all reach "A-Grade" status simultaneously.
Exhaustion Pillars: Vertical pillars on your chart highlight "Volume Spikes," warning you of potential trend exhaustion before the reversal happens.
How to Use
Check the Hub: Ensure the Trend Reliability is above 75%.
Verify Grade: Look for "A-Grade" efficiency on your local timeframe.
Find the Stronghold: Enter trades where the Golden Bridge and Big Money Clusters overlap for the highest-probability entries.
Target Expansion: Follow the dynamic Green/Red target lines for volatility-adjusted take-profits.
Disclaimer: Trading involves significant risk. This tool is designed for educational and diagnostic purposes and should be used as part of a comprehensive trading plan. インジケーター
Orderflow GapThis is the **Orderflow Gap (OG)** analyzer.
It goes beyond standard price gap detection by integrating
**Market Structure (Dow/SMC)** and **Intra-Bar Orderflow**
to classify the quality and intent behind price discontinuities.
Key Features:
1. **Advanced Gap Detection & Lifecycle:**
- **Flexible Definition:** Users can define gaps based on
market psychology:
- **Body (Open-Close):** Focuses on the "True Gap" between
sessions or candles, ignoring wicks.
- **Full (High-Low):** Focuses on total price dislocation
where no trading occurred at all.
- **Lifecycle Tracking:** The indicator persistently tracks
open gaps and visually marks them as **Filled** once price
mitigates the area by a user-defined percentage.
2. **Intra-Bar Orderflow Profiling (Pre & Post Analysis):**
- **Context:** Standard tools treat a gap merely as empty price space.
This indicator analyzes the **Micro-Auction** immediately surrounding
the event to understand the mechanics of the move.
- **Reconstruction:** Using high-resolution lower timeframe data, it
builds detailed Volume Profiles for the **Pre-Gap Candle** (The Origin)
and the **Post-Gap Candle** (The Reaction).
- **Flow Validation:** This allows the user to verify **Orderflow Continuity**:
Does the aggressive buying/selling that caused the gap continue
immediately after, or is the move fading into absorption?
3. **Statistical Volume Profile Engine:** For each bar in the anchored
period, the indicator builds a complete volume profile on a lower
'Intra-Bar Timeframe'. Instead of simple tick counting, it uses
**statistical models ('PDF' allocation)** to distribute volume
across price levels and **advanced classifiers ('Dynamic' split)**
to determine the buy/sell pressure within that profile.
4. **Structural & Volumetric Context:**
- **Vacuum (Density):** Calculates the "Volume Density" per
tick. A low density indicates a **Liquidity Vacuum** (price
slipped due to lack of orders), while high density indicates
aggressive fighting.
- **Commitment:** Compares the volume surrounding the gap
to the historical average to determine if big players
are backing the move.
- **Trend Alignment:** Filters signals based on the underlying
trend using either **Dow Theory** or **Smart Money Concepts**.
5. **Gap Classification Engine:**
The indicator automatically classifies gaps into four
structural types based on the metrics above:
- **Breakaway:** A high-conviction move that breaks structure,
showing **Initiative** (breaking previous Value Area) and
**Commitment** (High Volume).
- **Runaway:** A continuation gap within an established trend,
aligned with the Orderflow Delta.
- **Exhaustion:** A gap that occurs late in a trend, often
characterized by a **Liquidity Vacuum** (low density) despite
high volume, signaling potential reversal.
- **Common:** Standard volatility gaps lacking significant structural
or volumetric backing.
**Volume Fallback:** If no volume data is provided by the
exchange (e.g., certain CFDs or Indices), the classification
logic automatically defaults to **Common** to ensure strict
signal integrity without Orderflow verification.
6. **Visual Orderflow Insight:**
- **Profile Visualization:** Plots the reconstructed volume
profile as a polyline directly adjacent to the gap, allowing
you to see the "Injection" of volume that caused the move.
- **Color Coding:** Gaps are color-coded based on their
classification (Breakaway/Runaway/Exhaustion) and direction
(Bullish/Bearish).
7. **Multi-Metric Profiling (Volume, Time, Velocity):** Unlike standard
tools, this indicator allows you to switch between three critical
dimensions of market activity:
- **VOLUME (The "Where"):** Shows standard acceptance levels.
- **TIME (The "How Long"):** Measures duration at price (similar to TPO),
indicating fair value (High Time) or rejection (Low Time).
- **VELOCITY (The "How Fast"):** Measures the speed of trading (Contracts
per Second) to reveal intent. **High Velocity** suggests aggression
(initiative buying/selling), while **Low Velocity** despite volume
indicates absorption (passive limit orders).
8. **Integrated Alerts:** Includes granular alerts for:
- Detection of specific gap types (e.g., "Bullish Breakaway Gap").
- General gap formation.
**Caution: Real-Time Data Behavior (Intra-Bar Repainting)**
This indicator uses high-resolution intra-bar data. As a result, the
values on the **current, unclosed bar** (the real-time bar) will
update dynamically as new intra-bar data arrives. This includes
the values used for real-time alerts in 'Structure' and
'Delta' modes.
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**DISCLAIMER**
1. **For Informational/Educational Use Only:** This indicator is
provided for informational and educational purposes only. It does
not constitute financial, investment, or trading advice, nor is
it a recommendation to buy or sell any asset.
2. **Use at Your Own Risk:** All trading decisions you make based on
the information or signals generated by this indicator are made
solely at your own risk.
3. **No Guarantee of Performance:** Past performance is not an
indicator of future results. The author makes no guarantee
regarding the accuracy of the signals or future profitability.
4. **No Liability:** The author shall not be held liable for any
financial losses or damages incurred directly or indirectly from
the use of this indicator.
5. **Signals Are Not Recommendations:** The alerts and visual signals
(e.g., crossovers) generated by this tool are not direct
recommendations to buy or sell. They are technical observations
for your own analysis and consideration. インジケーター
Clusters Volume Profile [LuxAlgo]The Clusters Volume Profile indicator utilizes K-Means clustering to categorize historical price action into distinct groups and generates individual volume profiles for each detected cluster. This tool provides a unique perspective on volume distribution by isolating price behaviors based on proximity rather than strictly chronological order.
🔶 USAGE
The indicator identifies "clusters" of price activity within a user-defined lookback period. Each cluster is assigned a unique color and its own horizontal volume profile, allowing traders to see where liquidity is most concentrated within specific price regimes.
🔹 Identifying Institutional Zones
Traders can use the Point of Control (POC) of high-volume clusters to identify significant institutional interest. Because the K-Means algorithm groups price action by density rather than time, a cluster's POC often represents a "fair value" level where significant exchange occurred. These dashed POC lines frequently act as robust support or resistance levels when price returns to them in the future.
🔹 Market Regime Detection
By observing the vertical distribution and overlap of clusters, traders can identify market phases. Overlapping clusters with high volume often indicate accumulation or distribution phases (sideways markets), whereas distinct, vertically separated clusters with lower volume gaps between them suggest a trending environment. A shift from multiple overlapping clusters to a new, isolated cluster can signal a breakout or the start of a new trend.
🔹 Precision Entry & Exits
Cluster boundaries and POC lines provide concrete levels for trade management. An entry can be sought when price retests a high-volume cluster POC, while stops can be placed outside the total price range of that specific cluster (the area covered by its volume profile). Conversely, targets can be set at the POC of the next major cluster above or below current price action.
🔹 Volume Conviction
The tool provides specific volume metrics that allow traders to gauge conviction. By comparing the "Total" volume label of one cluster against another, a trader can determine which price regime had more participation. A breakout into a price zone with a high-volume cluster suggests stronger conviction and a higher probability of the level holding compared to a zone with low total volume.
🔶 DETAILS
The script employs a K-Means clustering algorithm. This process involves:
Initializing "centroids" across the price range of the lookback period.
Iteratively assigning each price bar to the nearest centroid based on the HLC2 (median) price.
Recalculating centroids based on the volume-weighted average price of the assigned bars.
Finalizing assignments after the specified number of iterations to ensure stable clusters.
By separating price action into these clusters, the tool helps identify high-interest zones that might be obscured by a single, traditional Volume Profile.
🔶 SETTINGS
🔹 Clustering Settings
Lookback Period: Determines the number of recent bars used for the clustering analysis.
Number of Clusters: Sets how many distinct price groups the algorithm should attempt to find (2 to 10).
K-Means Iterations: Controls the number of times the algorithm refines the cluster centers. Higher values can lead to more stable results.
🔹 Volume Profile Settings
Rows per Cluster VP: Defines the vertical resolution (number of bins) for each individual cluster's profile.
Max VP Width (Bars): Sets the maximum horizontal length of the volume profile histograms.
VP Offset: Adjusts the horizontal spacing between the current bar and the start of the volume profiles.
Highlight Price Dots: Toggles the visibility of the colored dots on the price action to identify cluster assignments.
Dot Size: Adjusts the size of the cluster assignment dots on the chart, ranging from tiny to huge.
インジケーター
Bollinger Bands with 3SD Volume SegmentationPurpose
This script provides a structured way to analyze how real traded volume distributes across the different volatility zones defined by Bollinger Bands with three standard deviations, it reveals where activity concentrates, how pressure shifts between buyers and sellers, and how market participation behaves as price moves through expanding or contracting volatility regimes. The tool turns the bands into a mechanical segmentation system that exposes the microstructure hidden inside each volatility layer.
How it works
The script calculates Bollinger Bands at one, two, and three standard deviations, then assigns every bar’s volume to the correct volatility zone based on where price closed, it reconstructs buy and sell volume from candle behavior, computes delta as the difference between them, and aggregates these values over the chosen lookback window. Each zone displays total volume, delta, and a dominance percentage that expresses how strongly buyers or sellers controlled that region, all updated dynamically on the most recent bar. For example, if the Mid–U1 zone shows 28,450 contracts with a –2,728 delta and –9.59% dominance, that indicates mild seller control in a normally balanced rotation area, while the L1–Mid zone showing 10,606 contracts, +1,816 delta, and 17.12% dominance signals buyers absorbing pressure and defending the pullback.
Rationale
Volatility zones behave like natural boundaries where liquidity concentrates, where traders commit, hesitate, or get trapped, and where expansions or reversals often originate, so segmenting volume and delta by these zones provides a clearer picture of intent and pressure than raw volume alone. By quantifying how much buying or selling occurred in each volatility layer, the script helps identify continuation, absorption, exhaustion, and imbalance, giving traders a mechanical, objective map of market behavior rather than relying on subjective interpretation.
インジケーター
Precision Market Entropy Heatmap [LuxAlgo]The Precision Market Entropy Heatmap indicator provides a high-resolution visualization of volume distribution and market activity within specific anchor intervals using intrabar data.
By utilizing lower timeframe (LTF) precision, it maps out where the most significant trading activity occurred, allowing traders to identify institutional interest zones and "fair value" areas through a dynamic heat-mapped profile.
🔶 USAGE
The indicator segments the chart into blocks based on the selected Anchor Interval. Within each block, a vertical distribution of volume is calculated using the Intrabar Precision setting to ensure the heatmap accurately reflects market participation at specific price levels.
Heatmap Blocks : Brighter colors represent higher volume concentrations (high entropy). These areas often act as significant support or resistance zones where the market has previously found "fair value" or high liquidity.
Identifying Institutional Interest : High-volume "bright" nodes represent price levels where heavy institutional participation occurred. These nodes act as powerful magnets or barriers for future price action.
Navigating Liquidity Voids : Darker areas indicate low volume nodes (low entropy). Price often "slips" through these gaps quickly. Traders can use these zones to anticipate fast-moving price action or set targets beyond the void.
Trend Direction via POC : Observe the slope and shifts of the Developing POC polyline. An ascending POC confirms bullish value migration, while a descending one suggests bearish value migration.
Mean Reversion : Significant price deviations from the largest high-volume node, when the POC remains static, can signal that the market is overextended and likely to return to "fair value."
Breakout Validation : Use the blocks to identify compression zones. A breakout is more reliable when the POC shifts into the new range, confirming that the move is backed by volume and accepted by the market.
POC Extensions : Dashed lines extend the session's final POC. These are dynamically colored based on their relationship to the current price: Green if the POC is below the current price (potential support) and Red if above (potential resistance).
🔶 DETAILS
Unlike standard Volume Profiles that look at fixed ranges, this script focuses on "Entropy" by visualizing the density of distribution across a user-defined grid.
By requesting security data from lower timeframes, it provides a much more granular view of price action than what is visible on the current chart timeframe alone.
The indicator uses a gradient-based coloring system to distinguish between low-activity areas and high-volume nodes, making it easier to spot "Liquidity Voids" (darker areas) and "High Volume Nodes" (brighter areas).
🔶 SETTINGS
🔹 Heatmap Settings
Anchor Interval : Sets the timeframe that defines each heatmap block (e.g., "D" for Daily blocks).
Intrabar Precision : Determines the lower timeframe used to calculate the volume distribution. Lower values (like "1m") provide higher precision but are limited by available historical data.
Number of Rows : Controls the vertical price resolution of the heatmap grid. Higher values create a more detailed but computationally heavier profile.
🔹 Style Settings
Heatmap Intensity : A three-color gradient selector that defines the color transition from low to high volume areas.
Heatmap Transparency : Adjusts the visibility of the heatmap blocks on the chart.
POC Extension (Bull/Bear) : Sets the colors for the dashed POC lines based on whether they are currently below (Bull) or above (Bear) the market price.
Show Developing POC : Toggles the visibility of the real-time POC polyline.
Auto : When enabled, the developing POC color automatically syncs with your chart theme's foreground color.
🔹 Display Settings
Max Sessions to Show : Limits the number of historical heatmap blocks rendered on the chart to maintain performance.
Extend POCs to Current Bar : When enabled, historical POC lines will extend to the far right of the chart until they are replaced by newer sessions.
インジケーター
