Wskaźnik

Strategia

Professional Anchored VWAP with Multi Level Standard Bands
一、指标概述
本指标是一款基于成交量加权的进阶量化分析工具,核心功能是将 VWAP 的计算起点“锚定”到您自行选择的任意历史时间点,并围绕该基准自动生成六级标准差概率通道(±0.5σ、±1.0σ、±1.5σ、±2.0σ、±2.5σ、±3.0σ),形成完整的市场价格分布监测体系。
与每日开盘重置的传统 VWAP 不同,锚定 VWAP 将计算起点固定在某个具有战略意义的时间节点——例如重大宏观事件(FOMC 决议、CPI 发布)、公司基本面事件(财报披露)、技术结构节点(趋势起点、摆动高点/低点、突破点)或任何您认为值得跟踪的时点。这种设计让您能够持续追踪“自该事件发生以来,市场真正的平均成本”,从而更精准地识别机构级支撑阻力、评估趋势健康度、捕捉均值回归机会。
本指标适用于股票、ETF、期货、加密货币等所有具备真实成交量数据的品种,并且可加载于任意时间框架(1分钟、5分钟、日线、周线等)。
二、核心理念与设计逻辑
从每日重置到事件锚定的升级
传统 VWAP 在每个交易日开盘时重新计算,对日内交易者非常实用,但对于持仓数日、数周甚至更长的波段或趋势交易者,每日重置意味着关键历史参考的丢失。AVWAP 通过固定锚点,解决了这一局限,让您能够以特定事件为原点,持续衡量市场参与者的平均成本变化。
从价格位置到统计概率的跃迁
单一的 VWAP 线只能告诉您价格在基准线上方还是下方,而本指标引入“成交量加权标准差”,将价格偏离转化为具有统计意义的概率度量。±1σ 通道覆盖约 68% 的价格分布,定义常态波动区间;±2σ 通道覆盖约 95%,反映显著偏离;±3σ 通道覆盖约 99.7%,触及此区域通常意味着极端情绪定价,均值回归的概率显著升高。这使得价格分析从“高低判断”升级为“价格在统计分布中的位置判断”,为决策提供可量化的概率依据。
三、计算方法简述
AVWAP 的计算采用典型价格(即最高价、最低价、收盘价的算术平均值)与成交量的乘积进行累加,再除以累计成交量,得到自锚点以来的成交量加权平均价格。标准差则基于价格平方与成交量的加权累加,结合方差公式 E(P²)‑E(P)² 计算得出,整个过程仅需单次数据遍历,确保在大时间窗口下的计算效率。各通道带即为 AVWAP 数值加上或减去对应倍数(0.5、1.0、1.5、2.0、2.5、3.0)的标准差值。
四、实战应用指南
趋势方向判断
当价格持续运行于 AVWAP 上方,表明自锚点以来多头占据主导,市场平均成本低于现价,多头持仓整体盈利;反之,价格持续运行于 AVWAP 下方,则空头占据主导。若价格频繁穿越 AVWAP,则市场处于震荡均衡状态。
动态支撑与阻力
AVWAP 线本身是最重要的动态支撑/阻力位。上升趋势中,价格回踩 AVWAP 并获得支撑,往往是趋势延续的信号;下降趋势中,价格反弹至 AVWAP 并遇阻,往往意味着趋势延续。各标准差通道带同样构成次级支撑/阻力区域,可作为分批建仓或止盈的参考位置。
均值回归交易
当价格延伸至外层通道(如 ±2.5σ 或 ±3.0σ)时,价格已显著偏离成交量加权公允值,历史上表现出强烈的回归倾向。触及上轨极端区域可考虑短线做空或获利了结;触及下轨极端区域可考虑短线做多或回补仓位。需注意,在强单边趋势中,价格可能在极端区域停留较长时间,建议结合其他趋势指标进行过滤。
趋势延续确认
价格在突破 +1σ 上轨后持续运行于该通道之上,并伴随成交量放大,确认强势多头趋势;反之,价格跌破 -1σ 下轨后持续运行于下方并放量,确认强势空头趋势。
多时间框架共振
建议在日线级别确定主要锚点和长期趋势方向,在小时或分钟级别寻找精确入场时机。当短周期 AVWAP 与长周期 AVWAP 方向一致时,信号可靠性显著增强。
五、锚点选择建议
良好的锚点选择是 AVWAP 有效性的前提。以下为推荐的锚点类型及示例:
宏观事件型:适用于重大政策或数据发布后的市场重定价,例如 FOMC 决议日、CPI 或非农数据发布日。
公司事件型:适用于基本面催化剂后的趋势跟踪,例如财报发布日、并购公告日。
技术结构型:适用于趋势跟踪与结构分析,例如显著摆动高点/低点、趋势起点、关键突破点。
时间节点型:适用于周期性基准参考,例如年初、月初、周初。
核心原则:锚点应选择对标的资产具有显著价格影响且市场参与者广泛关注的时间节点。
六、参数配置说明
您可以通过以下输入参数灵活控制指标显示:
锚定日期:分别设置年、月、日(默认为 2024 年 9 月 24 日)。
显示控制:您可以选择独立开启或关闭每一级标准差通道(±0.5σ、±1.0σ、±1.5σ、±2.0σ、±2.5σ、±3.0σ),按需保持图表简洁。
颜色编码体系:
蓝色基准线:AVWAP 主参考线。
绿色通道(±0.5σ、±1.0σ):常态波动区间。
橙色通道(±1.5σ、±2.0σ):中等级别偏离区间。
红色通道(±2.5σ、±3.0σ):极端偏离 / 均值回归关注区间。
七、适用交易者类型
- 日内交易者:可将锚点设为当日开盘,利用 AVWAP 作为日内公允值参考与均值回归信号。
- 波段交易者:将锚点设为关键事件或摆动点,识别中期支撑/阻力区域。
- 趋势交易者:将锚点设为趋势起点,持续跟踪趋势健康度与方向。
- 机构与专业交易者:追踪市场平均成本,识别机构级买卖区域。
八、注意事项与风险提示
- 成交量数据质量直接影响 AVWAP 的参考价值,在低流动性品种上建议谨慎使用。
- 锚点选择必须基于合理逻辑(如重大事件),随机选取的日期可能导致指标失去参考意义。
- 标准差通道基于历史数据计算,不构成对未来走势的确定性预测,通道边界是概率参考而非硬性边界。
- 均值回归策略在强劲单边市场中可能面临较大风险,建议结合趋势强度指标进行过滤。
- 本指标仅供技术分析参考,所有交易决策应由您独立判断并自行承担风险。
九、开源说明
本指标以开源方式发布在 TradingView 社区。所有代码均可供您审阅、验证功能逻辑,并基于自身需求进行修改与优化。欢迎在评论区分享使用心得、改进建议或问题反馈。
价格告诉你发生了什么,成交量告诉你谁在推动它,AVWAP 告诉你市场的真实成本在哪里。
1. Indicator Overview
This indicator is an advanced quantitative analysis tool based on volume weighting. Its core functionality is to anchor the starting point of VWAP calculation to any historical timestamp you choose, and automatically generate six levels of standard deviation probability bands (±0.5σ, ±1.0σ, ±1.5σ, ±2.0σ, ±2.5σ, ±3.0σ) around that benchmark, forming a complete market price distribution monitoring system.
Unlike the traditional VWAP which resets at the open of each trading day, the Anchored VWAP fixes the calculation origin at a strategically significant point in time – for example, major macroeconomic events (FOMC decisions, CPI releases), company‑specific events (earnings announcements), technical structure nodes (trend starts, swing highs/lows, breakout points), or any moment you consider worth tracking. This design allows you to continuously monitor "the true average cost of the market since that event occurred," enabling more precise identification of institutional support/resistance, assessment of trend health, and capturing mean‑reversion opportunities.
This indicator is suitable for all instruments with genuine volume data, including stocks, ETFs, futures, cryptocurrencies, and can be applied on any timeframe (1‑minute, 5‑minute, daily, weekly, etc.).
2. Core Concepts & Design Logic
Upgrade from Daily Reset to Event Anchoring
Traditional VWAP recalculates at the open of each trading day, which is highly useful for intraday traders. However, for swing or trend traders who hold positions for days, weeks, or longer, the daily reset means the loss of critical historical context. AVWAP overcomes this limitation by fixing the anchor, allowing you to measure the evolution of market participants’ average cost from a specific event onwards.
From Price Position to Statistical Probability
A single VWAP line only tells you whether price is above or below the benchmark. This indicator introduces "volume‑weighted standard deviation," converting price deviations into statistically meaningful probability measures. The ±1σ band covers approximately 68% of the price distribution, defining the normal fluctuation range; ±2σ covers about 95%, reflecting significant deviations; ±3σ covers about 99.7%, and touches at this level typically indicate extreme sentiment pricing, with mean‑reversion probability rising markedly. This elevates price analysis from a simple "high/low" judgment to a "position within the statistical distribution" framework, providing quantifiable probabilistic grounds for decision‑making.
3. Brief Calculation Methodology
AVWAP is computed by accumulating the product of the typical price (arithmetic average of high, low, and close) and volume, then dividing by the cumulative volume to obtain the volume‑weighted average price since the anchor. The standard deviation is derived from the volume‑weighted accumulation of squared prices, combined with the variance formula E(P²)‑E(P)². The entire process requires only a single pass through the data, ensuring computational efficiency even over large time windows. Each band is simply the AVWAP value plus or minus the corresponding multiple (0.5, 1.0, 1.5, 2.0, 2.5, 3.0) of the standard deviation.
4. Practical Application Guide
Trend Direction Bias
When price consistently trades above AVWAP, it indicates that bulls have been dominant since the anchor, as the average market cost is below the current price and long positions are in profit. Conversely, sustained trading below AVWAP suggests bearish dominance. Frequent crossovers of AVWAP imply a range‑bound/equilibrium state.
Dynamic Support & Resistance
The AVWAP line itself is the most important dynamic support/resistance level. In an uptrend, a pullback that finds support at AVWAP often signals trend continuation; in a downtrend, a bounce that meets resistance at AVWAP also indicates continuation. The standard deviation bands also serve as secondary support/resistance zones, useful for scaling entries or taking partial profits.
Mean‑Reversion Trading
When price extends to the outer bands (e.g., ±2.5σ or ±3.0σ), it has significantly deviated from the volume‑weighted fair value, historically exhibiting a strong tendency to revert. Touching the upper extreme zone may be considered for short‑term selling or profit‑taking; touching the lower extreme zone may suggest short‑term buying or covering shorts. Note that in strong trending markets, price may linger in extreme zones for extended periods; it is advisable to combine with other trend‑strength filters.
Trend Continuation Confirmation
If price breaks above the +1σ upper band and continues trading above it with rising volume, it confirms a strong bullish trend. Conversely, if price breaks below the -1σ lower band and continues below it with volume expansion, it confirms a strong bearish trend.
Multi‑Timeframe Confluence
It is recommended to determine the primary anchor and longer‑term trend direction on the daily chart, and then seek precise entry signals on hourly or minute charts. When the shorter‑timeframe AVWAP aligns with the longer‑timeframe AVWAP, signal reliability increases significantly.
5. Anchor Selection Recommendations
Proper anchor selection is a prerequisite for AVWAP effectiveness. Below are recommended anchor types with examples:
Macro‑Event Type: Suitable for market re‑pricing after major policy/data releases, e.g., FOMC decision days, CPI or Non‑Farm Payroll release days.
Company‑Event Type: Suitable for trend following after fundamental catalysts, e.g., earnings release days, M&A announcement days.
Technical‑Structure Type: Suitable for trend‑following and structural analysis, e.g., significant swing highs/lows, trend starting points, key breakout levels.
Time‑Based Type: Suitable for periodic benchmark references, e.g., start of the year, month, or week.
Core Principle: The anchor should be chosen at a point in time that had a notable price impact on the asset and is widely observed by market participants.
6. Input Parameter Settings
You can flexibly control the indicator display with the following inputs:
Anchor Date: Set year, month, and day separately (default is 2024‑09‑24).
Display Controls: You can independently enable or disable each standard deviation band (±0.5σ, ±1.0σ, ±1.5σ, ±2.0σ, ±2.5σ, ±3.0σ) to keep your chart as clean as needed.
Color Coding System:
Blue baseline: AVWAP main reference line.
Green bands (±0.5σ, ±1.0σ): Normal fluctuation range.
Orange bands (±1.5σ, ±2.0σ): Moderate deviation range.
Red bands (±2.5σ, ±3.0σ): Extreme deviation / mean‑reversion focus zone.
7. Suitable Trader Types
- Day traders: Can set the anchor to the day's open, using AVWAP as an intraday fair‑value reference and mean‑reversion signal.
- Swing traders: Anchor to key events or swing points to identify intermediate support/resistance areas.
- Trend traders: Anchor to the trend’s starting point to continuously monitor trend health and direction.
- Institutional / professional traders: Track the average market cost to identify institutional‑grade accumulation/distribution zones.
8. Important Notes & Risk Disclaimers
- The quality of volume data directly affects the reference value of AVWAP; use with caution on low‑liquidity instruments.
- Anchor selection must be based on sound logic (e.g., significant events); randomly chosen dates may render the indicator meaningless.
- Standard deviation bands are computed from historical data and do not constitute a deterministic prediction of future price movements; band boundaries are probabilistic references, not hard edges.
- Mean‑reversion strategies carry higher risk in strong trending markets; it is advisable to incorporate trend‑strength filters.
- This indicator is for technical analysis reference only. All trading decisions should be made independently by the user, who bears full responsibility for their actions.
9. Open Source Statement
This indicator is published as open source in the TradingView community. All code is available for you to review, verify its functional logic, and modify or optimise according to your own needs. Feedback, usage experiences, and suggestions for improvement are warmly welcomed in the comments section.
*“Price tells you what happened, volume tells you who is driving it, and AVWAP tells you where the market’s true cost lies.”*
Wskaźnik

NeuPortal Empirical Range - measured bands, honest sample sizeMost volatility bands are drawn the same way: per-bar sigma times the square root of the horizon. That rule assumes returns are independent draws from one fixed distribution. Crypto returns are neither — volatility clusters, tails are fat at short horizons, and the shape of the distribution changes as the horizon grows.
This script measures instead, and draws the assumption next to the measurement so you can see the gap on your own symbol.
An example of why that matters. On BTCUSDT 4h with a 24-bar horizon, the empirical band comes out 0.95x the textbook one — slightly narrower. But at 48 bars the measured width is 1.70x the 24-bar width where root-t predicts 1.41x, and at 72 bars it is 2.03x against a predicted 1.73x. The formula is roughly right at one horizon and badly wrong at another, on the same symbol. On ETHUSDT the pattern is the opposite. You cannot know which case you are in without measuring.
WHAT IT PLOTS
- core 50% zone: the interquartile range of how this market has actually moved over your horizon
- wide 80% band: the 10th to 90th percentile, as risk context
- median of the measured distribution
- the textbook sigma x root-t band, for contrast
The band is drawn FLAT on purpose. It describes one moment in the future, not a path to it. A diagonal would be a claim about the route, and this makes no claim about the route.
WHAT IT DOES THAT OTHER BANDS DO NOT
Conditional bands. An unconditional band averages today's market with every regime the symbol has ever been in. Switch conditioning on and only windows whose starting volatility resembled today's are counted. The table shows how many windows survived, because a conditional band on 20 windows is worse than an unconditional one on 500.
Touch versus close probability. Type a price and get two numbers: the share of historical windows that FINISHED beyond it, and the share that TOUCHED it at any point on the way. These differ a lot. If you are asking whether a stop gets hit, the second number is the answer and the first is misleading. Both come from actual highs and lows of real windows, not from a closed-form approximation.
The honest sample size. Overlapping windows flatter a sample: 3,000 rolling 24-bar returns come from 125 genuinely independent windows, and quantile standard errors scale with the second number. Both are printed, and the small one is flagged when it gets thin.
Out-of-sample coverage. The band is fitted on the older part of the chart and tested on the newer part it never saw. Target 50% for the core, 80% for the wide. Both directions are marked as failures: a band that contains everything is not skill, and that is the failure mode that flatters the author. On some symbols this script will tell you its own band is too wide. That is the point.
Multi-horizon widths at 1x, 2x and 3x your horizon with the observed ratio against root-t's prediction, plus skew and excess kurtosis so you can see how far from Gaussian this symbol is at this horizon.
Alerts fire when price leaves the zone that was supposed to hold it half the time.
HOW TO USE IT
Set the horizon in bars — it means whatever your timeframe means. 24 bars on 1H is a day, 30 bars on 1D is a month. Give it as much history as the chart has. Then read the independent window count before you read anything else.
Works on any symbol and any timeframe. Nothing is hard-coded to a particular market.
WHAT IT DOES NOT DO
It says nothing about direction. There is no signal here and no entry. It is a description of uncertainty, measured rather than assumed.
Educational content - not financial advice. Wskaźnik

NeuPortal - Forecast: sealed distributions, not pathsDraws a forecast as a DISTRIBUTION at a stated horizon, never as a path.
What it plots, from values you enter yourself:
— median for the horizon
— core 50% zone (25th–75th percentile of the asset's own historical moves over the same horizon)
— wide 80% band (10th–90th percentile)
— the seal: a vertical line at the bar the forecast was fixed on, so left of it is observed and right of it was unknown
— an explicit invalidation level
— a computed daily read (ADX, DI, RSI, MACD, %B, EMA structure, ATR) taken from the chart itself, so the table cannot drift from the price it sits on
There is deliberately no diagonal anywhere. A line drawn from today's price to a future price is read as a claimed route, and a distribution at a horizon is not a route. The size of the expected move is stated as a vertical dimension bracket instead.
Free, open source, no gating, no signals, no DMs.
Educational content — not financial advice. Wskaźnik

Wskaźnik

Gabriel UCS 31 Timeframes Scanner Game ChangerThis is a separate companion indicator — add it to the same chart alongside the strategy. It scans 31 timeframes simultaneously using the identical 10-factor confluence engine:
What it shows: A color-coded table with one row per timeframe — 10s through 1M — each showing:
• Net P&L % (simulated cumulative return)
• Trade count
• Win rate %
• Verdict: ✓ PROFIT (green) or ✗ LOSS (red)
How it works: Each timeframe gets its own request.security() call running the full confluence engine + a simplified trade simulator (entry at signal, exit at ATR stop or target). It's not identical to the Strategy Tester (no commission, no scale-out), but it correctly identifies which intervals have positive expectancy for your threshold setting.
Usage: Load it on chosen Symbol, glance at the table — every green row is worth backtesting with the full strategy. Saves you from manually clicking through 60+ intervals.
Caveat: TradingView may limit some sub-minute timeframes depending on your plan and the symbol's data availability. If a row shows 0 trades, that timeframe likely has no data.
only accepts time-based intervals (seconds, minutes, hours, days, weeks, months). It cannot request tick or range chart data. Those chart types are proprietary to TradingView's charting engine and have no timeframe string you can pass programmatically.
What you can do for ticks/ranges: The scanner covers everything from 10s to 1M automatically. For tick and range intervals, you'd still need to manually switch the strategy (not the scanner) to each one — but the scanner narrows your search dramatically. If 25 of 31 time-based intervals are red, the odds of tick/range being profitable are low for that symbol.
Wskaźnik

ORB Precision v1.0ORB Precision is a Opening Range Breakout indicator designed primarily for 1-minute NQ and MNQ execution.
The indicator builds a selectable 15-, 30-, or 60-minute opening range, then waits for a confirmed higher-timeframe candle close outside the range. Instead of signaling the initial breakout, it waits for price to return to the broken ORB boundary and confirms the first valid retest.
Features include:
ORB High, Low, Midline, and shaded range
Bullish and bearish first-retest signals
Selectable breakout-confirmation timeframe
Optional bullish or bearish confirmation candle
One-signal-per-session control
Configurable signal cutoff
Live setup-status dashboard
ATR-based stop-distance and estimated dollar-risk display
Alerts for range completion, breakouts, and confirmed retests
ORB Precision is designed to encourage patience, reduce breakout chasing, and keep execution focused on one structured New York session opportunity.
For educational and analytical purposes only. This indicator does not execute trades or guarantee market outcomes. Wskaźnik

Wskaźnik

Wskaźnik

Wskaźnik

BK AK-BallisticsBK AK-Ballistics
Order flow measured. Auction pressure exposed. Context made visible.
The “AK” in BK AK-Ballistics is not branding—it is honor. It stands for my mentor, A.K.—the man whose guidance shaped my discipline, patience, market judgment, and respect for clean execution. I dedicate every indicator I build to his honor, and his standard sits behind every decision built into this system.
BK AK-Ballistics is an order-flow and auction-intelligence dashboard designed to show which side is controlling the current bar, whether price is responding to that pressure, and how the present activity fits within the developing session.
The indicator combines:
Footprint buy and sell volume
Volume delta
Buy and sell participation percentages
Point of Control
Value Area High and Value Area Low
Footprint imbalance
Session-resetting Cumulative Volume Delta
Buy and sell dominance streaks
Positive and negative delta streaks
Session participation
POC migration
Price location within the session range
Contextual hover explanations
The objective is not simply to display volume numbers. Ballistics organizes those measurements into a structured interpretation of control, confirmation, absorption, divergence, persistence, and auction location.
Footprint and fallback data
When TradingView footprint data is available, Ballistics reads:
Buy volume
Sell volume
Delta
Point of Control
Value Area High
Value Area Low
The Ticks Per Row setting controls footprint price aggregation, while the Value Area % setting controls the portion of analyzed volume included within the value area.
When native footprint information is unavailable, the indicator uses a transparent fallback estimate based on where the candle closes within its high-low range.
A close nearer the high assigns more volume to estimated buying, while a close nearer the low assigns more volume to estimated selling.
The fallback model is not actual bid-and-ask execution data. It is a directional volume estimate intended to preserve dashboard continuity when native footprint information cannot be retrieved.
POC, Value Area, and native footprint imbalance require valid footprint data.
Buy and sell dominance
Ballistics calculates the percentage of analyzed volume attributed to buyers and sellers.
The dashboard displays:
Buy percentage
Sell percentage
Buy volume
Sell volume
Dominant side
Relative volume ratio
The stronger side is visually illuminated while the weaker side is reduced. This provides an immediate distinction between control and opposition.
The volume ratio adds context to the percentage split. A narrow 51% versus 49% advantage does not represent the same pressure as a 70% versus 30% split.
Dominance identifies the stronger side of the current bar. It does not independently establish continuation or reversal.
Volume delta and price response
Volume delta is calculated as:
Buy Volume − Sell Volume
Positive delta indicates greater analyzed buying volume.
Negative delta indicates greater analyzed selling volume.
Ballistics then compares delta direction with price movement.
Positive delta with rising price
Buying pressure and price direction agree.
Negative delta with falling price
Selling pressure and price direction agree.
Positive delta with falling price
Buying pressure is present, but price is not responding upward. This can indicate absorption, trapped aggression, or unresolved buying activity.
Negative delta with rising price
Selling pressure is present, but price continues higher. This can indicate absorption of selling, trapped shorts, or a squeeze condition.
These classifications provide auction context. They are not automatic entry signals and require confirmation from subsequent price behavior.
Footprint imbalance
When footprint information is available, Ballistics measures delta as a percentage of total analyzed volume.
The user-defined Imbalance % threshold determines whether the current bar is classified as:
Buy imbalanced
Sell imbalanced
Balanced
This is an aggregate bar-level imbalance calculation. It is not a diagonal or stacked price-level imbalance detector.
The imbalance reading should be interpreted alongside price direction, CVD, session persistence, and value location.
Cumulative Volume Delta
Ballistics maintains a session-resetting Cumulative Volume Delta.
Each bar’s delta is added to the running session total. The indicator also tracks:
Current CVD
CVD direction
Session CVD high
Session CVD low
Current CVD location within its session range
CVD helps determine whether current pressure is isolated or part of a broader accumulation of buying or selling activity.
Price and CVD moving together indicate stronger internal agreement.
Price and CVD moving in opposite directions can indicate absorption, divergence, trapped aggression, or weakening efficiency.
When native footprint information is unavailable, CVD is built from the fallback delta estimate and inherits the limitations of that estimate.
Session intelligence
The indicator tracks the developing session rather than evaluating each bar in isolation.
Session measurements include:
Total session bars
Buy-dominant bars
Sell-dominant bars
Cumulative session buy volume
Cumulative session sell volume
Consecutive buy-dominant bars
Consecutive sell-dominant bars
Consecutive positive-delta bars
Consecutive negative-delta bars
Session high
Session low
Session CVD extremes
This makes it possible to distinguish a single-bar pressure event from persistent participation.
For example, the current bar may be buyer-dominant while the broader session remains seller-controlled. That difference can help identify a temporary retracement, countertrend pressure, or a developing change in control.
Session values reset when TradingView identifies the first bar of a new session.
POC and Value Area
When footprint data is available, Ballistics displays the Point of Control, Value Area High, and Value Area Low.
The Point of Control represents the footprint price row containing the highest analyzed volume concentration.
The dashboard also compares the current POC with the previously stored POC.
POC movement is classified as:
Migrating upward
Migrating downward
Unchanged
Upward migration can indicate that accepted volume is developing at higher prices.
Downward migration can indicate that accepted volume is developing at lower prices.
Value Area provides additional auction context:
Price inside Value Area suggests trade within the calculated region of accepted volume.
Price above Value Area indicates upside exploration.
Price below Value Area indicates downside exploration.
Failure back inside the area can indicate rejected exploration.
These readings are contextual observations, not guaranteed breakout or reversal signals.
Session-range location
Ballistics measures the current close between the session high and session low.
This shows whether price is trading:
Near the session high
Near the session low
Near the middle of the session range
Order flow has different meaning depending on location.
Strong buying near the session high may support continuation or warn of exhaustion.
Strong selling near the session low may support continuation or indicate capitulation.
Pressure near the center of the session range may be less useful because the auction remains rotational.
Dashboard and tooltips
The visible dashboard is intentionally compact.
Hovering over its elements provides expanded context including:
Exact volume values
Buy and sell percentages
Volume ratio
Price-versus-delta interpretation
Dominance streaks
Delta streaks
Session participation
CVD positioning
POC relationship
POC migration
Value Area location
Session-range position
Five meter modes are available:
Power
Dominant
Blackout
Split
Surge
The meter selection changes presentation only. It does not alter the calculations.
The indicator also includes five visual themes:
Zenith
Arctic
Phantom
Signal
Ember
Themes change the dashboard appearance but do not affect order-flow measurements.
Suggested use
Apply the indicator to a standard OHLC chart.
Confirm whether native footprint information is available.
Select an appropriate Ticks Per Row value.
Review the current buy and sell percentages.
Compare delta direction with price direction.
Check whether the pressure is part of a continuing streak.
Compare the current bar with the broader session split.
Review CVD direction and session position.
Review POC and Value Area when available.
Place the pressure within the current session range.
Require price follow-through before treating the condition as confirmed.
A stronger continuation environment may include aligned price and delta, persistent same-side control, supportive session participation, confirming CVD, and value migrating in the same direction.
A weaker environment may include a narrow volume split, alternating dominance, price and delta disagreement, conflicting session pressure, and price rotating near the middle of value.
Realtime behavior and limitations
Ballistics updates while the current candle is forming.
Buy and sell volume, delta, imbalance, CVD, dominance, POC, Value Area, streaks, and auction interpretations can change before the bar closes.
Users who rely on closed-candle confirmation should wait for the active candle to complete.
Additional limitations include:
Footprint information may not be available on every symbol.
Fallback volume is an estimate, not actual bid-and-ask execution data.
CVD inherits the limitations of its delta source.
POC and Value Area depend on footprint settings.
Session resets depend on TradingView’s session identification.
The indicator does not display the order book or resting liquidity.
It does not reconstruct tick-by-tick execution sequencing.
Absorption and divergence labels are contextual interpretations, not proof of institutional activity.
Original framework
Footprint volume, delta, CVD, POC, Value Area, and imbalance are established market-analysis concepts.
The distinctive contribution of BK AK-Ballistics is the architecture connecting them into one operational dashboard:
Native-footprint and fallback-data handling
Buy and sell dominance visualization
Price-versus-delta interpretation
Session participation tracking
Dominance and delta streaks
Session CVD positioning
POC migration
Value Area location
Session-range context
Configurable meter systems
Strategic hover explanations
Unified visual themes
The indicator follows one connected process:
Pressure → price response → persistence → session context → cumulative flow → value location → auction interpretation.
Risk disclosure
BK AK-Ballistics is provided for analytical and educational purposes.
It does not provide investment advice, guarantee results, predict future market direction with certainty, or eliminate trading risk.
Positive delta does not guarantee rising prices. Negative delta does not guarantee falling prices. Order-flow conditions can change rapidly.
Users remain responsible for their own trade selection, position sizing, risk management, entries, exits, and execution.
Pressure is measured. Price provides the response. Context determines the meaning. Wskaźnik

ATR Chandelier StopTrade Control Adaptive ATR Chandelier Stop
The Trade Control Adaptive ATR Chandelier Stop is a volatility based trailing stop designed for swing and position traders who want a more objective way to manage exits and protect gains.
Instead of applying the same fixed percentage stop to every stock, the indicator uses Average True Range, or ATR, to account for how much each symbol typically moves. More volatile stocks receive wider stop levels, while lower volatility stocks receive tighter stop levels.
How it works
For long positions, the trailing stop is calculated as:
Highest high over the selected lookback period minus ATR multiplied by the selected multiplier
With the default settings, the calculation is:
22 bar highest high minus 3 times the 14 bar ATR
This creates a stop that hangs below the stock’s recent high, which is why it is called a Chandelier stop.
As the stock makes new highs, the stop can move higher. During normal pullbacks, the stop generally does not move lower while the bullish trend remains intact.
When price closes below the trailing stop, the indicator changes to a bearish state and begins plotting the corresponding stop above price.
Default settings
ATR Length: 14
Price Lookback: 22
ATR Multiplier: 3.0
Automatic Volatility Adjustment: Off by default
These settings are intended as a balanced starting point for swing and position traders using the daily chart and holding trades for several weeks to several months.
Adaptive volatility option
The optional adaptive setting adjusts the ATR multiplier based on ATR as a percentage of the stock price.
When enabled, the indicator gives highly volatile stocks additional room and may tighten the stop for lower volatility stocks. The standard 3 ATR setting remains the default for traders who prefer a simpler and more consistent approach.
Best uses
The indicator is designed for:
• Swing trading
• Position trading
• Trend following
• Managing profitable trades
• Reducing emotional exit decisions
• Monitoring individual stocks or watchlists
It is generally most useful on the daily timeframe.
Alert condition
The script includes an alert condition for a confirmed daily close below the trailing stop.
Recommended TradingView alert settings:
Condition: Daily Close Below ATR Stop
Interval: 1D
Trigger: Once per bar close
The alert is designed to trigger when the trend first changes from bullish to bearish. It does not repeatedly alert every day while price remains below the stop.
Important considerations
The Trade Control Adaptive ATR Chandelier Stop is a trade management tool, not a complete trading strategy.
Traders should also consider technical support and resistance, entry price, position size, maximum acceptable loss, earnings risk, gap risk, and overall market conditions.
A stock can gap below the plotted stop, particularly around earnings or major news. The indicator does not guarantee execution at the displayed price. Wskaźnik

Wskaźnik

NeuPortal - Forecast: sealed distributions, not pathsDraws a forecast as a DISTRIBUTION at a stated horizon, never as a path.
What it plots, from values you enter yourself:
- median for the horizon
- core 50% zone (25th to 75th percentile of the asset's own historical moves over the same horizon)
- wide 80% band (10th to 90th percentile)
- the seal: a vertical line at the bar the forecast was fixed on, so left of it is observed and right of it was unknown
- an explicit invalidation level
- a computed daily read (ADX, DI, RSI, MACD, %B, EMA structure, ATR) taken from the chart itself, so the table cannot drift from the price it sits on
There is deliberately no diagonal anywhere. A line drawn from today's price to a future price is read as a claimed route, and a distribution at a horizon is not a route. The size of the expected move is stated as a vertical dimension bracket instead.
Two ways to feed it. Fill the inputs by hand, or paste a single line into "Today's line" in the first settings group, in the form key=value;key=value - useful if you generate forecasts programmatically and do not want to retype twenty fields daily. Pasted values win, missing ones fall back to the manual inputs.
Free, open source, no gating, no signals, no DMs.
Educational content - not financial advice. Wskaźnik

Wskaźnik

Year of Jubilee - Chart SetupA free, visuals-only indicator built for gold (XAUUSD) day trading, though it works on any symbol.
This does not generate entries, alerts, or trade signals. It exists so every trader's chart shows the same reference points: trend direction, fair value gaps, supply and demand, market structure, and the New York opening range.
What it draws:
- Fast/slow EMA trend lines with a trend cloud between them
- Fair Value Gap zones (bullish and bearish)
- Supply and demand zones based on swing structure
- Market structure breaks (BOS) and structure reversals (MSB), with HH/HL/LH/LL swing labels
- 9:30-9:45 AM ET Opening Range box
- Adjustable AM session background highlight
- All times run on ET (New York) regardless of your chart's timezone
Every element has its own on/off toggle and color settings, so you can turn off what you don't need. Built for beginners who want a clean, consistent chart before they start reading price action on their own.
No repainting logic, no hidden signals, no proprietary strategy. What you see is what it does. Wskaźnik

Wskaźnik

Wskaźnik

Wskaźnik

Pocket Pivot (Kacher/Morales) - Customsdasd//@version=6
indicator("Pocket Pivot (Kacher/Morales) - Custom", overlay=true)
// ─────────────────────────────────────
// SETTINGS
// ─────────────────────────────────────
smaLength = input.int(
10,
title="SMA Length",
minval=1
)
maxOffset = input.float(
4.0,
title="Max % Offset from SMA",
minval=0.1,
step=0.1
)
lookback = input.int(
10,
title="Lookback Period (Trading Days)",
minval=1
)
// ─────────────────────────────────────
// SMA
// ─────────────────────────────────────
smaValue = ta.sma(close, smaLength)
// ─────────────────────────────────────
// BUY / SELL VOLUME
// Approximation:
// Bullish candle = Buy Volume
// Bearish candle = Sell Volume
// ─────────────────────────────────────
buyVolume = close > open ? volume : 0.0
sellVolume = close < open ? volume : 0.0
// ─────────────────────────────────────
// HIGHEST SELL VOLUME
// Previous 10 candles only
// Current candle is NOT included
// ─────────────────────────────────────
highestSellVolume = ta.highest(
sellVolume ,
lookback
)
// ─────────────────────────────────────
// PRICE DISTANCE FROM SMA
// ─────────────────────────────────────
percentOffset = math.abs(
close - smaValue
) / smaValue * 100
// Price is close enough to SMA
priceNearSMA = percentOffset <= maxOffset
// ─────────────────────────────────────
// POCKET PIVOT CONDITION
// ─────────────────────────────────────
volumeCondition = buyVolume > highestSellVolume
pocketPivot = volumeCondition and priceNearSMA
// ─────────────────────────────────────
// PLOT SMA
// ─────────────────────────────────────
plot(
smaValue,
title="SMA",
color=color.teal,
linewidth=2
)
// ─────────────────────────────────────
// MARK POCKET PIVOT
// ─────────────────────────────────────
plotshape(
pocketPivot,
title="Pocket Pivot",
style=shape.labelup,
location=location.belowbar,
color=color.green,
text="PP",
textcolor=color.white,
size=size.small
)
// ─────────────────────────────────────
// ALERT
// ─────────────────────────────────────
alertcondition(
pocketPivot,
title="Pocket Pivot Detected",
message="Pocket Pivot detected on {{ticker}}"
)//@version=6
indicator("Pocket Pivot (Kacher/Morales) - Custom", overlay=true)
// ─────────────────────────────────────
// SETTINGS
// ─────────────────────────────────────
smaLength = input.int(
10,
title="SMA Length",
minval=1
)
maxOffset = input.float(
4.0,
title="Max % Offset from SMA",
minval=0.1,
step=0.1
)
lookback = input.int(
10,
title="Lookback Period (Trading Days)",
minval=1
)
// ─────────────────────────────────────
// SMA
// ─────────────────────────────────────
smaValue = ta.sma(close, smaLength)
// ─────────────────────────────────────
// BUY / SELL VOLUME
// Approximation:
// Bullish candle = Buy Volume
// Bearish candle = Sell Volume
// ─────────────────────────────────────
buyVolume = close > open ? volume : 0.0
sellVolume = close < open ? volume : 0.0
// ─────────────────────────────────────
// HIGHEST SELL VOLUME
// Previous 10 candles only
// Current candle is NOT included
// ─────────────────────────────────────
highestSellVolume = ta.highest(
sellVolume ,
lookback
)
// ─────────────────────────────────────
// PRICE DISTANCE FROM SMA
// ─────────────────────────────────────
percentOffset = math.abs(
close - smaValue
) / smaValue * 100
// Price is close enough to SMA
priceNearSMA = percentOffset <= maxOffset
// ─────────────────────────────────────
// POCKET PIVOT CONDITION
// ─────────────────────────────────────
volumeCondition = buyVolume > highestSellVolume
pocketPivot = volumeCondition and priceNearSMA
// ─────────────────────────────────────
// PLOT SMA
// ─────────────────────────────────────
plot(
smaValue,
title="SMA",
color=color.teal,
linewidth=2
)
// ─────────────────────────────────────
// MARK POCKET PIVOT
// ─────────────────────────────────────
plotshape(
pocketPivot,
title="Pocket Pivot",
style=shape.labelup,
location=location.belowbar,
color=color.green,
text="PP",
textcolor=color.white,
size=size.small
)
// ─────────────────────────────────────
// ALERT
// ─────────────────────────────────────
alertcondition(
pocketPivot,
title="Pocket Pivot Detected",
message="Pocket Pivot detected on {{ticker}}"
) Wskaźnik

LTF FVGs (Lower Timeframe Fair Value Gaps) [D4A]LTF FVGs - (Lower Timeframe FVGs)
This script draws Fair Value Gaps on the chart that occured on lower timeframe, eg. 1m FVG is drawn on 5 min chart. The script uses request.security_lower_tf to get the lower timeframe data for this. There are several distinct features that make this script unique:
- the script automatically pulls FVGs from the most relevant lower timeframe (this can be manually changed at any time)
- the size of smallest FVGs can be customized based on ATR threshold
- Volume Imbalance can be included as part of FVG
This script can be useful for traders who want to be informed about any gaps created on lower timeframe without switching to lower timeframe chart.
What is FVG?
FVG or Fair Value Gap is a three-candle formation where the middle candle moves so aggressively creating displacement that it leaves a gap between the wick of the prior candle and the wick of the following candle. Price often returns to fill these gaps before continuing — making them useful as targets, entry zones, or invalidation levels.
A bullish forms when the low of the current candle is above the high of two candles ago, with a bullish middle candle. A bearish FVG is the inverse.
FVGs often occur due to sudden market movements triggered by news events, changes in market sentiment, or large orders that move the price significantly. The market tend to return to these unfilled spaces, providing potential opportunities for traders. These areas may serve as either support (bullish FVG) or resistance (bearish FVG). They may also be completely filled by the price and then act as Inversion FVGs but this is outside of scope of this script.
SETTINGS
- Force Manual TF - the user can manually select lower timeframe from which the script can pull FVGs. When this option is not active, the script is pre-programmed to select lower timeframe automatically for FVG discovery which is at least one level below the current timeframe, eg. 15S when on 1m, 1m when on 5m and so on.
- FVG Fill and border transparency - customize the look of FVG boxes
- FVG threshold - set the threshold to eliminate very small gaps
- Volume Imbalance included - include Volume Imbalance as part of FVG. Enabled by default.
- Show LTF Label & Transparency - enable the label which shows from which timeframe is the FVG from
- Extend to Current Bar or by X-bars - customize how the FVG boxes are presented on the chart
- Max FVGs Displayed - how many FVGs should be kept in memory by default
When FVG is fully filled by price, the script removes it from the memory.
Other relevant scripts that are complementary to this script: Candle Displacement
-----------------
Disclaimer
The content provided in this script is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information.
All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs. Wskaźnik

Strategia
