AG Pro Liquidity Heatmap [AGPro Series]AG Pro Liquidity Heatmap
Overview / What it does
AG Pro Liquidity Heatmap is a visual liquidity-mapping tool designed to project areas where resting stop interest is more likely to be concentrated. Instead of focusing on a single pattern or a one-bar signal, this script builds a forward-looking heatmap from clustered pivot behavior and displays that information as persistent horizontal liquidity bands on the chart.
The core idea is simple: repeated reactions around similar price levels often create zones where traders place stops, breakout orders, or defensive exits. When those levels begin to cluster, they can become structurally important. This script converts that clustering behavior into a heat score and renders it as layered Fire / Ice bands so traders can quickly identify where liquidity concentration may be building above or below current price.
The script is not built as a prediction engine, and it does not attempt to claim where price must go next. Its purpose is to help traders organize the chart, monitor the nearest active liquidity bands, and understand which nearby levels appear more saturated, more persistent, or already mitigated. In that sense, it is best used as a market-structure context tool rather than as a standalone entry model.
This script is also intentionally different from traditional support/resistance overlays, breakout detectors, and liquidity sweep labels. It does not merely mark recent highs and lows. It clusters pivot-derived levels, weights them into a dynamic heat score, extends them cleanly to the right side of the chart, and then updates or extinguishes them as price interacts with those zones.
Unique Edge
The unique edge of this script is that it treats liquidity as a developing field rather than a static line. A normal horizontal level script may show one prior high or one prior low. AG Pro Liquidity Heatmap instead tracks repeated pivot concentration, merges nearby levels into composite zones, scores those zones, and then visualizes the result as a layered heat structure.
A second differentiator is the lifecycle logic. Once a band has been interacted with, the script does not leave every level unchanged forever. Depending on the selected behavior, a zone can fade or be removed after liquidity is taken. This helps reduce visual clutter and keeps the chart focused on currently relevant liquidity structures rather than a permanently accumulating archive of old levels.
A third differentiator is presentation. The script is designed to produce a clean forward projection area with right-extending heat bands, readable labels, Fire / Ice theme control, a functional heatmap panel, and an optional EQ Magnet line that tracks the balance area between the nearest active upper and lower liquidity bands. The goal is not only analytical clarity, but also a chart layout that remains readable during live use.
Methodology
1) Pivot detection
The script first identifies pivot highs and pivot lows using user-defined left and right pivot lengths. These pivots are treated as candidate liquidity reference points.
2) Cluster merging
If a new pivot forms close enough to an existing level, based on an ATR-driven merge distance, the script merges that information into the existing zone rather than creating unnecessary duplication. This allows nearby pivots to accumulate into a stronger composite band.
3) Heat scoring
Each zone receives a heat score. Repeated clustering increases that score. When volume weighting is enabled, pivots formed with relatively stronger volume can contribute more heavily to the final score. This does not reveal actual order book liquidity, but it can provide a useful proxy for where market attention and stop concentration may be stronger.
4) Layered rendering
Each active zone is rendered as a multi-layer horizontal band. The band thickness and saturation scale with heat score, which makes stronger zones visually heavier than weaker ones. This helps the chart communicate intensity without requiring the user to read every value manually.
5) Liquidity lifecycle
When price reaches a zone, the script can either fade it or remove it depending on the selected extinguish mode. Optional mitigation tracking can leave a visual reminder of where liquidity was taken. This behavior is important because it keeps the heatmap adaptive rather than static.
6) Balance tracking
When both upper and lower active liquidity bands are available, the script can display an EQ Magnet line between the nearest bands. This is not a target call. It is a contextual balance reference that can help visualize the midpoint of the currently nearest active liquidity field.
States & Visual Elements
- Fire bands represent upper liquidity concentration derived from pivot highs.
- Ice bands represent lower liquidity concentration derived from pivot lows.
- Stronger zones become visually denser and more prominent as heat score rises.
- Zone labels display side, heat score, and price information in either compact or detailed mode.
- The Heatmap Panel summarizes active band count, nearest zones, strongest zones, heat balance, last sweep information, and the current extinguish behavior.
- The EQ Magnet line highlights the midpoint between the nearest active upper and lower bands when enabled.
- Optional mitigation tracks can remain on the chart after liquidity is taken.
How to use it
This script is generally most useful as a context layer.
Many traders may choose to use it in one of three ways:
- to map where price may interact with nearby liquidity concentration,
- to judge whether the closest active field is above or below current price,
- to avoid taking impulsive decisions directly into dense opposing liquidity.
The script can also be useful for chart organization. Traders who already use trend tools, structure tools, or trigger models may use the heatmap as a location filter. For example, a setup forming directly into a strong opposing liquidity band may deserve more caution than a setup developing in cleaner space.
Key Inputs
Pivot Left / Right Bars
Controls how pivots are detected. Smaller values can produce more frequent zones; larger values can make the structure more selective.
Cluster Merge Distance (ATR)
Defines how close pivots must be to merge into the same liquidity band. Lower values keep zones more separated; higher values create broader clustering.
Volume-Weighted Mode
Allows higher-volume pivots to contribute more strongly to heat score. This is a proxy weighting mechanism, not direct order-flow confirmation.
Minimum Heat Score To Show
Filters out weaker zones from the visual display.
Visual Saturation Score
Controls how quickly the visual intensity reaches its maximum appearance.
Base Band Height and Horizontal Band Density
Shape the visual footprint of each zone and determine how rich or minimal the rendered band structure appears.
Label controls
Allow the user to choose label mode, font size, theme, label offsets, and label density.
Panel controls
Allow the user to change panel visibility, location, theme, and font size.
Liquidity Taken Behavior
Determines whether mitigated zones fade or are removed.
Limitations & Transparency
This script does not access order book data, exchange liquidation feeds, or hidden liquidity information. The displayed heatmap is derived from chart-based pivot clustering and optional volume weighting. For that reason, the bands should be understood as technical liquidity proxies rather than direct measurements of real resting orders.
The heat score is also relative to the script's own internal logic. It is a ranking mechanism inside this model, not an absolute market-wide score. A higher score means a zone has accumulated more structural weight within the selected settings; it does not guarantee a reaction.
Like any chart tool based on pivots, the behavior of the script depends on the chosen timeframe, the selected sensitivity inputs, and the structure of the instrument being analyzed. Lower timeframes can create more noise, while higher timeframes can produce fewer but broader zones.
The EQ Magnet line is a contextual midpoint reference only. It should not be interpreted as a fixed target, a required destination, or a directional forecast.
Risk Disclosure
This script is a visual analysis tool for chart study and trade planning. It is not financial advice, not an execution system, and not a promise of future price behavior. Liquidity zones can fail, be overrun, or be ignored by price entirely.
No indicator should be used in isolation. Traders should consider market structure, volatility, risk management, execution quality, and their own process before making trading decisions. Always test settings carefully and use position sizing appropriate to your own risk tolerance.
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AG Pro Trend Continuation Quality [AGPro Series]AG Pro Trend Continuation Quality
Overview / What it does
AG Pro Trend Continuation Quality is an overlay built to evaluate whether a pullback is behaving like a healthy retracement inside an active trend, or whether the move is losing structural quality before continuation can develop.
Instead of treating every dip in an uptrend or every pop in a downtrend as equally important, the script isolates pullback sequences and scores them through a continuation-quality framework. The goal is not to predict every next candle. The goal is to help traders judge whether the market is showing disciplined retracement behavior that often precedes trend continuation.
The model combines trend alignment, pullback depth, pullback duration, relative volume behavior during the retracement, and the strength of the bounce candle that attempts to resume the trend. These conditions are translated into a compact quality score so the user can quickly separate cleaner continuation structures from weaker ones.
On the chart, the script highlights pullback zones, tracks the retracement box, displays a continuation-quality label, and maintains an information panel that summarizes trend state, recent quality readings, best quality, average quality, and internal distribution data. The result is a workflow-oriented continuation map rather than a simple trend-following overlay.
Unique Edge
The distinctive part of this script is that it does not label trend continuation from trend direction alone. A bullish EMA stack or bearish EMA stack is not enough by itself. The script specifically evaluates the quality of the retracement before the continuation attempt is scored.
That makes it meaningfully different from basic EMA trend tools, pullback highlighters, or single-condition continuation signals. Many tools can say that price is above or below an average. Fewer tools attempt to measure whether the internal anatomy of the pullback remains constructive for continuation.
The scoring engine focuses on five practical questions:
1. Is the broader trend aligned?
2. Is the pullback still structurally controlled rather than excessively deep?
3. Did the retracement last a reasonable number of bars?
4. Did volume contract during the pullback instead of expanding aggressively against trend?
5. Did the bounce show enough intent to suggest renewed directional participation?
This creates a cleaner framework for evaluating continuation setups in a way that is visual, systematic, and easier to compare across multiple pullbacks on the same chart.
Methodology
The script first determines directional context using EMA alignment and, when needed, swing-structure logic. This creates a working trend state that frames whether the script should be looking for bullish or bearish pullback behavior.
Once a directional leg is active, the script begins tracking a pullback when price retraces against that trend. During the retracement, it measures:
- how far the pullback travels relative to the prior trend leg,
- how many bars the pullback lasts,
- how pullback volume compares with the prior expansion leg,
- and whether the bounce candle shows convincing re-engagement.
These components are translated into a 0 to 10 quality score. Higher scores represent more orderly and structurally coherent pullbacks. Lower scores represent weaker or more suspect retracements.
The visual output is designed to make those evaluations easier to read in real time:
- pullback boxes frame the retracement zone,
- optional fib-depth line shows the deepest retracement point tracked inside the pullback,
- labels display score, quality grade, depth, duration, and relative volume,
- panel metrics summarize the current continuation environment.
Signals & Alerts
The script is designed as a quality-mapping tool, not as an automatic trade system.
Its event logic revolves around the completion of a pullback and the appearance of a bounce candle that attempts to resume the trend. When that bounce qualifies, the script calculates the final continuation-quality score and can display the setup if it meets the user-defined minimum score threshold.
Available workflow signals include:
- active bullish or bearish trend state,
- pullback in progress,
- completed pullback with scored continuation attempt,
- high-quality continuation events when the score reaches stronger thresholds.
Optional alerts can be used for:
- high-quality continuation conditions,
- or any scored pullback event, depending on user preference.
Because alerts are tied to the script’s scoring and confirmation logic, they are intended to support chart review and decision-making rather than act as guaranteed execution instructions.
Key Inputs
EMA Fast Length / EMA Mid Length / EMA Slow Length
These define the trend stack used to frame directional bias.
Swing Pivot Length
Controls the swing-structure sensitivity used in secondary trend detection.
Max Pullback Depth (%)
Defines how strict the script is when assessing whether a retracement remains healthy relative to the prior trend leg.
Min Pullback Bars / Max Pullback Bars
Controls the acceptable pullback duration window.
Volume Decline Ratio
Helps determine whether the retracement is occurring on lighter activity relative to the prior directional leg.
Minimum Score to Display
Filters weaker continuation events from the chart.
Label Size / Label Offset / Reduce Label Overlap
Lets the user adapt chart readability to their own zoom level and instrument volatility.
Panel Position / Panel Font Size / Panel Theme
Allows the continuation dashboard to be integrated into different chart layouts without dominating screen space.
Limitations & Transparency
This script does not know future market intent. It evaluates observable price and volume behavior after conditions form on the chart.
A high score does not guarantee continuation. It only indicates that the completed pullback meets the script’s internal definition of stronger continuation quality relative to other pullbacks.
The model is also sensitive to market regime. Trend continuation behavior tends to be clearer in directional markets and less reliable in highly compressed, erratic, or news-driven conditions.
Volume behavior can vary across instruments and data feeds. On some assets, especially where volume data is synthetic, limited, or structurally uneven, the volume component should be interpreted with caution.
Like other structure-based tools, this script can produce different practical usefulness depending on timeframe, instrument, volatility regime, and chart cleanliness. Users should calibrate inputs based on the market they are studying rather than treating defaults as universal settings.
This script should not be viewed as:
- a prediction engine,
- a standalone trade system,
- a replacement for risk management,
- or a guarantee that a bounce will develop into a full continuation leg.
Risk Disclosure
This script is for chart analysis and educational use. It is designed to help users study pullback quality inside established trends, not to provide financial, investment, or trading advice.
All trading and investing involve risk. Market conditions can change quickly, and even high-quality continuation structures can fail. Users should apply their own confirmation process, position sizing rules, and risk controls before acting on any market observation.
Use the script as a structured continuation framework, not as certainty.
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AG Pro Reversal Pattern Quality Scanner [AGPro Series]AG Pro Reversal Pattern Quality Scanner
Overview / What it does
AG Pro Reversal Pattern Quality Scanner is an overlay tool designed to detect and visualize selected classical reversal structures directly on the chart while adding a structured quality layer to each valid setup. The script focuses on four widely recognized reversal formations: Double Top, Double Bottom, Head & Shoulders, and Inverse Head & Shoulders.
Instead of marking every possible structural resemblance, the script applies a filtered detection workflow based on pivot structure, pattern width, peak or trough equality, pullback depth, neckline logic, and an internal quality model. The goal is not simply to identify a shape, but to highlight formations that display more balanced structure and more usable context.
Each detected pattern can be displayed with a pattern box, a projected neckline, and a quality label that summarizes the pattern type, directional bias, quality score, and grade. This makes the script suitable for traders who want a structured visual map of potential reversal zones rather than a raw pattern-highlighting tool with no ranking logic.
The indicator is built for chart reading and workflow support. It does not attempt to forecast future price movement with certainty, and it should not be interpreted as a standalone trade system. Its role is to help users organize reversal structures, compare them visually, and focus on higher-quality formations when reviewing price action.
Unique Edge
The main distinction of this script is that it does not treat all reversal patterns as equivalent. A detected pattern is further evaluated through a composite quality framework that considers structural symmetry, pullback depth, and volume behavior during formation and break conditions.
For Double Top and Double Bottom structures, the script checks whether the two peaks or troughs remain sufficiently close to each other within a defined tolerance and whether the intermediate pullback is large enough to make the structure meaningful. For Head & Shoulders and Inverse Head & Shoulders structures, the script evaluates shoulder symmetry, time symmetry, and relative positioning of the head against the shoulders.
The volume component is not used as a promise of confirmation. It is used as an additional contextual factor inside the quality score. In general terms, contracting volume during formation and stronger participation during the break candidate can improve the overall score when those conditions are present.
Another important part of the design is visual prioritization. The script does not only draw the structure. It also attempts to keep the chart readable by organizing labels, neckline extensions, and pattern boxes in a way that preserves interpretation. The result is a cleaner reversal-pattern map that aims to be more practical than a simple shape detector.
Methodology
The script begins with swing pivot detection. These pivots act as the structural foundation for all pattern candidates. Once enough pivot highs and lows are available, the script evaluates whether recent pivot sequences fit the requirements of one of the supported reversal structures.
For Double Top detection, the script checks whether two recent highs are similar enough, whether the interim low forms a valid neckline reference, whether the pattern width stays within defined limits, and whether price has broken below the neckline. For Double Bottom detection, the logic is mirrored on the bullish side through two similar lows, an interim high as the neckline reference, and a bullish break condition above that neckline.
For Head & Shoulders detection, the script evaluates a sequence of three pivot highs where the middle high must exceed the two shoulders. It then estimates neckline structure from the lows between those highs and applies symmetry and pullback checks before accepting the setup. Inverse Head & Shoulders applies the same structural concept in reverse using pivot lows.
After a valid break condition is detected, the script calculates a composite quality score. This score is based on user-controlled weights for volume behavior, symmetry, and pullback depth. The final output is normalized into a 1 to 10 quality scale, then translated into a grade label for easier scanning.
Signals & Alerts
The script can generate pattern-based alert conditions for:
- Double Top
- Double Bottom
- Head & Shoulders
- Inverse Head & Shoulders
These alerts are tied to the script’s internal structural conditions and neckline break logic. As with any chart-based alert workflow, users should confirm that the selected settings match their market, timeframe, and execution style.
Visual output can include:
- Pattern boxes
- Neckline lines
- Neckline labels
- Pattern quality labels
- Break candle highlighting
- Information panel with detection statistics
The quality label is intended to summarize the detected structure, not to guarantee outcome quality. A higher score means the pattern aligned more closely with the script’s internal criteria. It does not mean the setup must succeed.
Key Inputs
The script includes adjustable inputs for both detection behavior and presentation. Key controls include:
- Swing Pivot Length
- Peak / Trough Equality tolerance
- Minimum Pullback Between Peaks or Troughs
- Minimum and Maximum Pattern Width
- Minimum Quality to Display
- Weighting of volume, symmetry, and pullback depth inside the quality score
- Box, neckline, and pattern-label visibility
- Global label size
- Panel font size
- Panel position
- Neckline extension length
- Pattern-specific alert toggles
These controls make it possible to adapt the scanner to different chart densities, volatility profiles, and personal visual preferences.
Limitations & Transparency
This indicator is a rule-based pattern scanner. It is not a predictive engine, and it does not claim that all detected formations will lead to continuation or reversal. Classical chart structures can fail, invalidate, or behave differently depending on volatility, trend strength, liquidity conditions, timeframe, and broader market context.
Pattern recognition on live charts is inherently sensitive to pivot settings and bar structure. Small changes in pivot length, equality tolerance, or minimum pullback can materially change how many formations appear. Because of that, users should treat the script as a configurable analytical framework rather than a universal template.
The quality score is an internal ranking model built from the script’s own criteria. It is meant to help compare setups inside the same framework. It should not be interpreted as an objective probability model, a performance promise, or a substitute for independent trade management.
Volume analysis also depends on the reliability and characteristics of the symbol’s reported data. On some instruments, volume may be less informative or behave differently than expected. Users should evaluate this in the context of their own market.
Risk Disclosure
This script is provided for chart analysis, workflow organization, and educational use. It does not provide financial advice, investment advice, or guaranteed trade signals. All trading and investment decisions remain the sole responsibility of the user.
Reversal patterns can fail even when they appear clean and well-structured. Breaks can reverse, neckline moves can trap participants, and high-scoring formations can still underperform. Risk management, confirmation process, position sizing, and overall strategy design remain essential.
Use this tool as a structured visual aid inside a broader decision-making process, not as a standalone reason to enter or exit a position. Wskaźnik
AG Pro Inside Bar Breakout Quality [AGPro Series]AG Pro Inside Bar Breakout Quality
Overview / What it does
AG Pro Inside Bar Breakout Quality is an overlay tool built to study one of the market’s most familiar compression structures: the inside bar. Instead of stopping at simple detection, the script evaluates what happens after the pattern forms and grades the breakout attempt with a structured quality model. The result is a workflow-oriented view of inside bar compression, breakout strength, and failed continuation behavior.
The script first identifies a strict inside bar condition, where the current bar remains fully contained within the previous bar’s range. That parent range becomes the active reference zone. From there, the script monitors whether price resolves above or below the structure, whether the move is confirmed by close, whether volume supports the breakout, and whether the breakout later fails and re-enters the range within a user-defined window.
This is not designed as a generic “any breakout” marker. Its purpose is narrower and more specific: it focuses on a compact volatility contraction event, then measures how decisively price leaves that compression. In practical chart work, this helps separate a low-commitment range poke from a more convincing expansion move.
The visual presentation is intentionally structured. Inside bar zones are boxed, breakout direction is marked, quality is scored, and fakeouts are labeled when the breakout reverses back into the monitored range. This makes the script suitable for traders who want a cleaner way to inspect inside bar behavior without manually drawing every structure.
Unique Edge
The main difference here is that the script does not treat every inside bar break as equally meaningful. Many tools stop at “pattern detected” or “level broken.” This script adds a second layer: breakout quality. That layer is derived from close position, volume context, candle body participation, and alignment with the parent candle’s directional bias.
A second differentiator is the built-in fakeout logic. After a breakout is detected, the script continues to watch price for a limited number of bars. If the move quickly returns back through the breakout boundary, the event is tagged as a fakeout. This adds post-event context instead of only marking the first directional move.
Another distinction is that the methodology is deterministic and chart-native. The logic is rule-based, visible, and reproducible from bar to bar. Users can decide whether to require close confirmation beyond the inside bar range, whether to require volume confirmation, and how strict they want the displayed threshold to be through the minimum score filter.
In short, this script is not only about finding compression. It is about ranking the quality of the expansion attempt that follows the compression, while also acknowledging that some breakouts fail quickly and should be read differently.
Methodology
1) Inside Bar Detection
An inside bar is identified when the current bar’s high is lower than the previous bar’s high and the current bar’s low is higher than the previous bar’s low. This creates a strict containment definition based on the previous candle’s full range.
2) Reference Zone
Once an inside bar is detected, the prior candle becomes the parent reference bar. Its high and low define the active breakout boundaries. That range can be visualized as a box, with an optional midpoint line to make the compression zone easier to read on chart.
3) Breakout Confirmation
A bullish breakout occurs when price moves above the parent high. A bearish breakout occurs when price moves below the parent low. Users can choose whether breakout confirmation should be based on close beyond the range or on a less restrictive intrabar break condition.
4) Quality Score
Each breakout can be scored on a 0–10 scale. The score is built from multiple components:
- close position relative to the inside bar boundary
- volume ratio versus the selected moving average
- body participation within the breakout candle’s total range
- directional alignment between the breakout and the parent candle bias
This scoring model is designed to estimate how committed the breakout candle appears, rather than assuming all breaks have equal informational value.
5) Fakeout Detection
If enabled, the script monitors a user-defined number of bars after breakout. A bullish breakout that returns back below the upper boundary within that window is labeled as a bull trap / fakeout. A bearish breakout that returns back above the lower boundary within that window is labeled as a bear trap / fakeout.
6) Visual Layer
The script can display the inside bar zone, midpoint, breakout arrows, score labels, and fakeout markers. A summary panel tracks aggregate statistics such as total inside bars, total breakouts, breakout direction counts, fakeouts, and the latest breakout score.
Signals & Alerts
The script can provide alert conditions for:
- bullish inside bar breakout
- bearish inside bar breakout
- fakeout detection
- high-quality breakout events
- any breakout event
These alerts are intended to help users monitor the pattern and its resolution more efficiently. They do not replace trade planning, confirmation from broader market context, or independent risk management.
Key Inputs
Min Score to Show Breakout
Filters displayed breakout labels by quality threshold. This can be useful for reducing low-quality visual noise.
Volume Confirmation Required
When enabled, breakout evaluation requires volume to be above its moving average threshold. This can help remove low-participation breaks.
Volume MA Period
Defines the lookback length for average volume comparison.
Require Close Beyond IB
When enabled, breakout confirmation depends on bar close beyond the parent range. This creates a more conservative and more stable breakout definition.
Max IBs to Display
Controls how many recent structures and related objects remain visible on chart.
Show IB Box / Midline / Breakout Arrow / Score Label
Lets users decide how much visual detail they want to keep on screen.
Glow Effect on High Score
Adds emphasis to stronger breakout events without changing the underlying logic.
Fakeout Window
Defines how many bars after breakout the script should continue monitoring for a return back through the breakout boundary.
Limitations & Transparency
This script studies inside bar compression and subsequent breakout behavior. It does not claim to identify all meaningful consolidations, and it does not attempt to classify every market regime. The methodology is intentionally focused on one structure.
The score is a rule-based quality model, not an objective measure of future outcome. A high score does not guarantee continuation, and a lower score does not guarantee failure. It simply reflects how the breakout candle and its context behave according to the script’s internal criteria.
Volume-based interpretation may vary across symbols and markets. On some instruments, especially those with inconsistent or synthetic volume data, volume confirmation may be less informative than on others. Users should evaluate whether volume filtering is appropriate for the asset they are studying.
Fakeout detection is also definition-dependent. The script labels a fakeout when price returns through the breakout boundary within the selected lookback window. Different traders may prefer a different timing window or a different failure definition.
As with any overlay, chart readability depends on market volatility, timeframe, and user settings. On lower timeframes or during highly active periods, more visual events may appear. The built-in filters and display controls are there to help manage that density.
Risk Disclosure
This script is an analytical tool for chart study. It is not financial advice, not a trade recommendation, and not a promise of future results.
Inside bar breakouts can behave differently across timeframes, instruments, and market regimes. Users should not rely on a single pattern, score, or alert in isolation. Context still matters, including trend condition, liquidity environment, nearby structure, volatility regime, and execution discipline.
Before using this script in any live decision process, it should be reviewed in the specific market and timeframe relevant to the user’s own approach. Testing, observation, and risk controls remain essential.
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AG Pro Pin Bar Quality Filter [AGPro Series]AG Pro Pin Bar Quality Filter
Overview / What it does
AG Pro Pin Bar Quality Filter is a price-action overlay built to detect pin bar candles and then separate higher-quality rejection candles from weaker or noisier ones.
The script does not treat every long-wick candle as equally meaningful. Instead, it evaluates the internal candle structure first, then applies a compact quality framework around volume, recent momentum, and local support/resistance context. The result is a filtered pin bar workflow designed for traders who want cleaner chart annotation rather than a raw pattern dump.
This tool focuses on one specific job: identifying rejection candles with a measurable structure and presenting them with a readable quality label directly on the chart. It is intended to help users inspect potential reaction points, not to replace broader market context or execution rules.
The visual design is intentionally simple at the core: pin bar body highlighting, wick emphasis, directional markers, and compact quality labels. This makes the script suitable for traders who want candle-based context without converting the chart into a full market-structure dashboard.
Unique Edge
The distinctive feature of this script is that it does not stop at pattern detection.
A standard pin bar script often marks candles only because they have a long wick. This script goes further by checking whether the wick is large enough relative to the body, whether the body itself is small enough relative to the full candle range, and whether one wick clearly dominates the other. That combination helps reduce ambiguous candles that visually resemble pin bars but do not express clean rejection.
After the structural test, the script applies a three-part quality model:
- volume confirmation
- momentum context
- support/resistance proximity
This creates a practical quality hierarchy rather than a binary pattern label. In other words, the script is not only asking “Is this a pin bar?” but also “How much contextual support does this pin bar have?”
An optional piercing check is also available for users who want stricter validation. This adds another layer of selectivity by requiring the candle body to show stronger positional behavior relative to the prior bar.
Methodology
The script starts by measuring the current candle:
- candle body size
- full candle range
- upper wick length
- lower wick length
- dominant wick versus body ratio
A raw pin bar candidate requires:
- a minimum wick/body ratio
- a maximum body percentage of full range
- directional wick dominance
This helps define whether the candle is a legitimate bullish or bearish rejection structure.
Bullish pin logic is based on lower-wick dominance.
Bearish pin logic is based on upper-wick dominance.
Once a raw pin bar is detected, the script evaluates three contextual filters.
1) Volume filter
The current volume can be compared against a moving average of volume. This helps identify candles that form with relatively stronger participation.
2) Momentum confirmation
The script can check whether recent candles were moving in the opposite direction of the current pin bar. For example, a bullish pin bar becomes more meaningful when it forms after short-term downward pressure, while a bearish pin bar becomes more meaningful after short-term upward pressure.
3) Support / resistance proximity
The script tracks pivot-based reference levels and checks whether the pin bar forms close to a recent local support or resistance area, using an ATR-based distance threshold.
Each passed filter contributes to the final quality score. This produces a compact tiered output instead of a single undifferentiated signal stream.
Signals & Alerts
The script can identify:
- bullish pin bars
- bearish pin bars
- higher-quality pin bars based on the selected minimum score
Visual elements may include:
- body highlighting on detected pin bars
- wick emphasis
- directional arrow markers
- quality labels with contextual details
- an information panel summarizing the active state
The quality label can display the signal tier and relevant confirmations such as:
- wick/body ratio
- volume confirmation
- momentum confirmation
- support/resistance proximity
Alert conditions are available for:
- bullish pin bars
- bearish pin bars
- prime-quality pin bars
- any valid pin bar that meets the selected score threshold
This allows users to align alerts with their own strictness settings rather than monitoring every possible candle manually.
Key Inputs
Important user controls include:
- minimum wick/body ratio
- maximum body percentage of full range
- wick dominance threshold
- optional piercing requirement
- volume filter enable/disable
- momentum filter enable/disable
- support/resistance filter enable/disable
- minimum quality score
- label size
- panel display
- maximum number of displayed signals
These settings make the script adaptable across different instruments and chart styles. Users who prefer a broader scan can lower the strictness, while users who want fewer but cleaner signals can raise the thresholds.
Limitations & Transparency
This script is a rule-based candle-quality filter. It is not a market prediction engine, and it does not attempt to classify broader trend structure, liquidity behavior, or macro regime by itself.
A pin bar can still fail even when all filters pass. A visually strong rejection candle is not automatically a durable reversal. Context such as higher-timeframe structure, trend state, volatility regime, session behavior, and instrument-specific character still matters.
Support and resistance detection in this script is pivot-based and proximity-based. It is designed as a practical contextual filter, not as a complete structural mapping model.
Volume behavior also varies by asset and market type. On some instruments, especially where centralized volume data is limited or interpreted differently, the volume filter should be treated as a supplementary input rather than a universal truth test.
The momentum check is intentionally compact and local. It is meant to improve candle context, not to replace broader directional analysis.
For these reasons, the script is best used as a chart-reading assistant within a larger process, not as a standalone decision framework.
Risk Disclosure
This script is provided for technical analysis and chart annotation purposes only.
It highlights selected pin bar conditions based on user-defined structural and contextual rules. It does not provide financial advice, investment advice, or guaranteed trade outcomes. Markets can remain irrational, trend continuation can invalidate rejection candles, and false positives can occur in all timeframes and asset classes.
Users should validate the script on their own instruments, timeframes, and risk models before relying on it in live conditions. Position sizing, stop placement, execution discipline, and overall trade management remain the responsibility of the user.
In summary, AG Pro Pin Bar Quality Filter is designed to help traders study rejection candles with more structure, more selectivity, and cleaner on-chart presentation than a basic pin bar marker, while remaining transparent about what the script does and does not do.
Wskaźnik
Live HTF Volume POC - ChartDNAThis indicator displays a real-time volume profile with a dynamic Point of Control (PoC) line on any higher timeframe, from 15-minute sessions up to 3-month periods.
HOW IT WORKS
The script divides the selected timeframe's price range into configurable bins and accumulates normalized volume at each level. The bin with the highest volume is highlighted as the PoC. A stepping PoC line tracks how the highest-volume level shifts as the session develops in real time.
When a new HTF session begins, the previous session's profile is frozen on the chart, building a visual history of volume distribution across sessions.
FEATURES
- Flexible timeframe selector supporting intraday (15m, 30m, 1h, 2h, 4h, 8h, 12h) through higher timeframes (Daily, Weekly, Monthly)
- Dynamic PoC plotted as a stepline showing real-time PoC migration
- 8 profile color styles: Default, Monochrome, Blue, Cyan, Green, Red, Orange, Purple (all gradient-based)
- Adjustable bin count and PoC line width
- Clean overlay with minimal chart clutter
HOW TO USE
- Use on lower timeframes (e.g., 5m or 15m chart) with a higher session timeframe (e.g., 1D or 1W) to see where volume is concentrating
- The PoC level often acts as a magnet for price, useful for identifying support/resistance and mean-reversion zones
- Combine with your existing price action or order flow analysis
LIMITATIONS
- Volume data quality depends on your broker/exchange feed
- On very low-liquidity instruments, the profile may appear sparse
- The indicator uses request.security() with a offset and lookahead to detect HTF boundaries; this does not introduce future data
CREDITS
Based on "Real-Time HTF Volume Footprint" by BigBeluga (open-source, CC BY-NC-SA 4.0). Modified with added timeframe flexibility, multiple gradient color styles, PoC line customization, and UI cleanup.
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AG Pro Engulfing Candle Quality [AGPro Series]AG Pro Engulfing Candle Quality
Overview / What it does
AG Pro Engulfing Candle Quality is a price action overlay designed to detect bullish and bearish engulfing candles and then grade them through a structured quality framework instead of treating every engulfing event as equally important.
Rather than marking all engulfing candles with the same visual weight, this script evaluates whether the candle shows characteristics that may make the event more meaningful in context. The goal is to reduce low-value pattern noise and help the user focus on engulfing candles that display stronger internal structure and better surrounding conditions.
The script can color qualifying candles, display score labels directly on the chart, add optional background emphasis, and summarize recent signal state through an information panel. This makes it suitable for traders who want a cleaner way to review engulfing behavior without turning the chart into a generic pattern map.
In practical use, the script is not intended to predict direction on its own. It is designed as a filtering and chart-reading aid for users who already work with structure, liquidity, support/resistance, trend context, or discretionary execution rules.
Unique Edge
Many engulfing tools stop at pattern detection. This script takes a different approach by treating engulfing candles as a quality event rather than a binary event.
Its core difference is the scoring model. Each qualifying candle is evaluated through a multi-factor framework that can include relative volume behavior, body-to-range efficiency, prior directional context, engulf strength, and optional support/resistance proximity. This creates a 1-10 quality score that helps separate weaker engulfing events from stronger ones.
The result is a more selective workflow:
- detect the pattern,
- evaluate the candle quality,
- display only the events that meet the user’s threshold,
- and keep the chart focused on higher-interest formations.
This makes the script different from simple engulfing markers, basic candlestick libraries, or broad pattern collections. Its purpose is not to label everything. Its purpose is to rank and filter.
Methodology
The script identifies bullish and bearish engulfing conditions using configurable detection logic. Users can choose a stricter close-based interpretation or a broader wick-based interpretation depending on how selective they want the pattern engine to be.
Once an engulfing candle is detected, the script evaluates the event with a weighted quality framework. The conceptual components include:
1. Relative volume
The candle is compared against a moving average of volume. A candle that forms with stronger-than-normal participation can receive a higher quality contribution than one forming on ordinary or weak activity.
2. Body efficiency
The candle body is evaluated relative to the full range. A larger, more decisive body may indicate stronger commitment than a candle with excessive wick noise and a relatively small real body.
3. Prior directional context
The script reviews recent directional pressure over a user-defined lookback window. This helps distinguish engulfing candles that appear after a more meaningful opposing move from those that form in flatter or less informative conditions.
4. Engulf strength
The script can incorporate how convincingly the current candle overtakes the prior candle structure, adding another layer beyond simple pattern recognition.
5. Optional support/resistance proximity
Users can enable an additional contextual bonus when the engulfing event forms near pivot-derived support or resistance areas.
These components are normalized into a score from 1 to 10. The score is then used for chart display, filtering, and alerts. This means the script is not simply asking whether an engulfing candle exists. It is asking whether the engulfing candle appears to have enough internal and contextual quality to deserve attention.
Signals & Alerts
The script can display:
- bullish engulfing events,
- bearish engulfing events,
- candle coloring for qualified signals,
- optional score labels,
- optional background highlights,
- and a chart panel summarizing recent signal state.
Alerts are deterministic and based on confirmed rule conditions inside the script. Users can create alerts for:
- bullish engulfing events,
- bearish engulfing events,
- high-quality bullish engulfing events,
- high-quality bearish engulfing events,
- or any engulfing event that meets the selected minimum score threshold.
As with any chart tool, users should understand that alerts reflect the script’s rules, not an outcome guarantee. An alert means the selected condition has been satisfied according to the methodology. It does not imply that the next market move will be favorable.
Key Inputs
The script includes several controls so users can adapt the tool to different symbols and timeframes.
Important inputs include:
- minimum score required for display,
- label cooldown to reduce visual clustering,
- trend-strength lookback,
- strict close-based or broader wick-based engulf logic,
- bullish and bearish visibility toggles,
- optional support/resistance bonus,
- support/resistance pivot length,
- ATR-based proximity setting,
- scoring weights for volume, body efficiency, trend context, and engulf strength,
- volume average threshold,
- body/range threshold,
- color controls for bullish, bearish, and score states,
- label size,
- background highlight toggle,
- candle-coloring toggle,
- score label visibility,
- panel visibility, position, font size, and theme,
- and minimum score required for alerts.
These inputs allow the user to keep the script conservative and selective, or make it more permissive when reviewing more active charts.
Limitations & Transparency
This script is a rule-based visual analysis tool. It does not know future price action, and it does not confirm trade quality on its own.
Several points are important:
- An engulfing candle is still a local pattern. It can fail, especially in noisy or low-liquidity environments.
- Strong scores do not guarantee continuation or reversal.
- The support/resistance context is approximate and derived from pivot logic, not from a universal market map.
- Volume behavior can vary across markets and data feeds.
- Different timeframes can produce very different signal density and quality distribution.
- The script is designed for confirmation and filtering, not for fully automated decision-making.
Users should treat the score as a structured quality estimate, not as a promise. In many workflows, the script is most useful when combined with broader context such as market structure, trend bias, higher-timeframe levels, session behavior, or risk management rules.
Risk Disclosure
This script is provided for chart analysis and educational use. It is not financial advice, not an execution system, and not a guarantee of performance.
All trading and investing involve risk. Market conditions can change quickly, and any pattern, score, or alert can fail. Users are responsible for their own analysis, entries, exits, and risk controls.
Use the script as a decision-support tool, not as a substitute for judgment.
Wskaźnik
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Wskaźnik
OutsiderEdge - Intrabar X-Ray⚠ This script uses request.footprint() and request.security_lower_tf(), which require a TradingView Premium plan or higher. The script will not load on Free or Plus plans.
Overview — What is X-Ray?
X-Ray is an open-source overlay indicator that dissects every candle into its sub-candle components, footprint data, effort-vs-result dynamics, and trap detection — all in one tool. Instead of guessing what happened inside a bar, X-Ray shows you.
It combines lower-timeframe candle decomposition with native footprint volume profiling, then layers on analytical modules that classify each bar's auction quality and warn for potential traps. Think of it as a bar-by-bar microscope that turns a single candle into a full story.
🔹 FEATURES
Tooltip Sub-Candle Viewer
Hover over any bar to see its internal structure: all lower-timeframe candles rendered as text-based charts inside the tooltip, with OHLC values, volume, bull/bear ratio, and summary statistics. Choose between a Colored or Black/White theme.
X-Ray Candle Coloring
Recolors your chart candles based on the bull/bear ratio of the sub-candles inside each bar. A bar that closed green but was internally 80% bearish sub-candles will show up differently than a uniformly bullish bar — exposing hidden weakness or strength at a glance.
Mini-Chart
Draws a real candlestick mini-chart to the right of the current bar, showing all lower-timeframe candles as actual visual candles with wicks and bodies. Gives you an instant intra-bar picture without switching timeframes.
Native Footprint Dashboard
A full volume footprint table rendered in the top-right corner using TradingView's native request.footprint() data. Displays buy and sell volume per price row, POC highlight, Value Area boundaries (VAH/VAL), delta, total volume, imbalance markers, and heatmap-style cell coloring — all without leaving your chart.
Effort vs Result Analysis
Classifies each bar by comparing volume effort against price result:
High Effort / Low Result — big volume, small body. Possible absorption or exhaustion.
Low Effort / High Result — small volume, large body. Vacuum/low-liquidity move.
Efficient Auction — delta-aligned, strong body, healthy volume. Clean price discovery.
Inefficient Move — delta opposed to direction with notable volume. Divergence warning.
Trap Detector
Scans each bar for structural trap patterns using delta, wick ratios, and body proportions:
Long Trap Risk — positive delta but bearish close with dominant upper wick.
Short Trap Risk — negative delta but bullish close with dominant lower wick.
Breakout Failed — wide range, tiny body, wicks dominate. Likely a fake move.
Continuation Likely — aligned delta, strong body, minimal wicks. Trend integrity intact.
Tutor Mode
An educational panel (bottom-right) that walks through each bar step by step: aggression direction, price reaction, imbalance stacking, POC location, volume context, and a final conclusion. Designed to help traders learn how to read order flow by seeing the reasoning broken down in real time.
🔹 HOW TO USE
Add X-Ray to your chart. Make sure your TradingView plan supports request.footprint() (Premium or higher).
Hover over any bar — the tooltip reveals the full sub-candle breakdown.
Check the candle coloring for quick internal sentiment at a glance.
Open the footprint dashboard (top-right) for row-by-row buy/sell volume, POC, and imbalance markers.
Look at the chart markers for Effort vs Result classifications and Trap signals.
Enable Tutor Mode to see a step-by-step explanation of the current bar's auction dynamics.
🔹 SETTINGS SUMMARY
① Tooltip: Bar width, number of candles, theme (Colored / B&W), marker style, OHLC/volume/summary toggles.
② X-Ray: Enable candle coloring, bull/bear/neutral colors.
③ Mini-Chart: Enable, offset, candle width, colors.
④ Footprint Dashboard: Enable, ticks per row, Value Area %, imbalance threshold, max rows, colors, totals, imbalance markers.
⑤ Data: Lower timeframe selection (Auto or manual), LTF calculation bars.
⑥ Effort vs Result: Enable, volume/body MA lengths, classification colors.
⑦ Trap Detector: Enable, trap type colors.
⑧ Tutor Mode: Enable, panel colors.
🔹 LOWER TIMEFRAME AUTO-DETECTION
When set to "Auto", X-Ray selects an appropriate sub-timeframe based on your chart:
Daily chart → 1h sub-candles
4h chart → 30m sub-candles
1h chart → 15m sub-candles
30m chart → 5m sub-candles
15m chart → 3m sub-candles
5m and below → 1m sub-candles
You can override this with a fixed timeframe in the Data settings.
🔹 GOOD PRACTICES
Use the tooltip and mini-chart to understand what happened inside a bar before making decisions based on its outer shape.
Effort vs Result works best when combined with context — a "High Effort / Low Result" bar at a key support level tells a very different story than one in the middle of a range.
Trap signals are most useful near structure (S/R, swing highs/lows, session opens). A trap in the middle of nowhere carries less weight.
Tutor Mode is great for learning but adds visual clutter — consider disabling it once you're comfortable reading the other modules independently.
The footprint dashboard shows the last bar only . Scroll through bars to compare footprints over time.
🔹 LIMITATIONS / DISCLAIMER
Requires TradingView Premium, Expert, or Ultimate plan for full functionality ( request.footprint() and request.security_lower_tf() ).
Footprint data availability depends on the exchange and instrument — not all symbols provide tick-level volume.
Sub-candle data is limited by the calc_bars_count parameter (default 300). Very high values may slow chart loading.
The Trap Detector and Effort vs Result modules use heuristic thresholds — they are probability tools, not certainties.
Trading involves substantial risk. This tool is for educational purposes only and is not financial advice. Past performance does not guarantee future results. You are solely responsible for your trading decisions and risk management.
Release Notes
v1.0 — Open-source release with: sub-candle tooltip viewer, X-Ray candle coloring, mini-chart, native footprint dashboard, Effort vs Result classification, Trap Detector, and Tutor Mode.
Wskaźnik
Wskaźnik
Pulse Heatmap [LB]
Pulse Reaction Heatmap
Overview
The Pulse Reaction Heatmap is a high-precision contextual price-reading indicator. It fuses an adaptive liquidity pulse with a dynamic volume density heatmap . Its core goal: reveal the "Market Footprint" —visually pinpointing price levels of institutional activity, liquidity absorption, and trend re-accumulation.
It delivers no mechanical signals; it spotlights zones primed for market reactions, defenses, or transitions .
Core Mechanism: The Pulse Line
Anchored by the Pulse , a hybrid trend-tracking line:
Adaptive Logic: Blends a Fast EMA ( 18 ) and Anchor EMA ( 34 ) to capture market equilibrium.
"Stickiness" Factor: ATR-based filter keeps it "glued" to price in consolidation, fluidly adapting during breakouts—eliminating the "lagging float" of standard MAs.
Dynamic Window: Pulse-centered workspace via multi-ATR , keeping the heatmap volatility-relevant.
Heatmap Construction & Scoring
Weighted scoring algorithm per bar in the lookback:
Conviction Weighting: Volume filtered by Body-to-Range ratio —large-body candles (low wicks) add max "conviction" density.
Positional Distribution: Weights across Full Range , Close (Acceptance) , and Wick Extremes (Test Levels) .
Temporal Decay: Older data fades mathematically (factor 0.978 ), prioritizing recent "hot" interest.
Visual Interpretation (Color Logic)
Gradient shows Market Interest Intensity :
Cold Zones (Blues/Greys): "Thin" liquidity; price slices through fast.
Intermediate Zones (Yellows/Oranges): Market Rotation —active order book equilibrium.
Hot Zones (Bright Red/Orange): Peak density; highly probable "accepted" prices for reactions/defenses.
Practical Trading Application
Confluence for AMT: Dynamic high-volume nodes and value areas as trends evolve.
Filtering Pullbacks: Target retraces into "Hot" zones for institutional defense confirmation.
Breakout Validation: Break + heatmap "re-densification" above = New Price Acceptance .
Important: The Pulse Reaction Heatmap is a Contextual Analysis Tool , not automated signals. Pair with Market Structure and Price Action to target true zones. Wskaźnik
AG Pro Relative Volume Pressure Map [AGPro Series]AG Pro Relative Volume Pressure Map
Overview / What it does
AG Pro Relative Volume Pressure Map is designed to evaluate whether relative volume is translating into efficient bullish pressure, efficient bearish pressure, inefficient two-way absorption, or possible climax behavior.
Instead of treating relative volume as a standalone “high volume” condition, this script maps how that volume is interacting with candle structure, close location, wick behavior, and short-term pressure efficiency. The result is a rules-based pressure framework built to help organize active price-volume interaction directly on the chart.
This script is not built as a basic RVOL meter, a generic volume spike detector, or a standalone entry engine. Its purpose is to classify whether elevated relative volume is being accepted as directional pressure, being absorbed into unstable churn, or appearing late enough to justify caution.
The visual design is intentionally chart-facing. Pressure events, backdrop zones, memory trails, and the summary panel are meant to help traders read whether volume is supporting directional intent or fading into friction. It is a decision-support map, not a prediction model.
Unique Edge
The main difference of this script is simple:
It does not ask only whether volume is above average.
It asks whether above-average volume is producing usable directional pressure.
That distinction matters.
Many relative volume tools stop at “volume is elevated.” This script goes further and evaluates whether that elevated participation is accompanied by efficient body structure, strong close positioning, limited opposing wick pressure, and acceptable short-horizon follow-through context. In other words, it attempts to separate meaningful pressure from noisy activity.
This also makes the script materially different from several other AG Pro tools:
- It is not a Volume Profile framework. It does not map acceptance, rejection, POC interaction, or value-area structure.
- It is not a VWMA extension tool. It does not measure dislocation from a volume-weighted moving anchor.
- It is not a money-flow proxy. It does not attempt to infer broader accumulation or distribution from flow-style formulas.
- It is not a breakout-quality map. It does not judge level breaks, retests, or structural invalidation around support/resistance rails.
- It is not a trend regime meter. It focuses on active pressure quality around current bars rather than broad market-state classification.
Its niche inside the AG Pro lineup is more specific:
AG Pro Relative Volume Pressure Map focuses on whether current relative volume is being converted into directional pressure efficiently, inefficiently, or excessively.
Methodology
The script starts with relative volume. Current volume is compared against its recent average so the tool can determine whether participation is dry, normal, elevated, or extreme.
From there, the script evaluates how price is behaving inside the same bar:
- Body efficiency: how much of the total range is being expressed through the real body.
- Close location: whether the bar is closing with directional conviction or fading into the middle of its range.
- Opposing wick pressure: whether the active side is being challenged by rejection.
- Stretch versus ATR: whether the move is becoming extended relative to recent volatility.
- Optional one-bar follow-through filter: whether short-horizon continuation is present when pressure is classified.
These components are combined into a pressure logic model that classifies price-volume behavior into five chart states:
1. Bull Pressure
Elevated relative volume is aligned with an efficient bullish body, strong close placement, limited upper-wick resistance, and acceptable follow-through context.
2. Bear Pressure
Elevated relative volume is aligned with an efficient bearish body, strong close placement, limited lower-wick resistance, and acceptable follow-through context.
3. Absorption
Relative volume is elevated, but directional efficiency is weak, conflicted, or unstable. This often reflects churn, friction, or two-way participation where raw activity does not cleanly convert into directional pressure.
4. Climax Risk
Relative volume is extreme and the bar is stretched enough to justify caution. The script uses this state to identify situations where pressure may be arriving in a late or inefficient form rather than in a fresh, clean expansion phase.
5. Passive
No major pressure condition is active. Participation is comparatively dry, mixed, or below the threshold required for the more expressive states above.
States / Alerts
This script is organized around states rather than trade commands.
Available state logic includes:
- Bull Pressure
- Bear Pressure
- Absorption
- Climax Risk
- Pressure State Change
These alerts are intended to reflect changes in price-volume character, not guaranteed opportunity. They can be used as workflow events, review prompts, or contextual filters inside a broader chart process.
The panel summarizes the active environment through fields such as:
- RVOL state
- Current pressure state
- Pressure side
- Quality
- Strength
- Efficiency
- Absorption risk and short-horizon bias
The chart layer complements this with event labels, backdrop zones, and pressure memory trails so the user can see not only what state is active now, but how recent pressure has evolved across the visible structure.
Why this is different from the other AG Pro scripts
AG Pro Relative Volume Pressure Map was intentionally designed to avoid overlap with the existing AG Pro publication line.
Where some AG Pro tools are built around breakout structure, moving-average displacement, equilibrium logic, profile interaction, or directional survival around a specific technical framework, this script stays centered on one narrower question:
Is current relative volume producing efficient pressure, inefficient absorption, or late-stage risk?
That makes it different in both concept and use case.
For example:
- A breakout-quality tool is asking whether a level event is structurally convincing.
- A profile-based tool is asking whether price is accepting or rejecting volume-defined areas.
- A reclaim/dislocation tool is asking whether price is stretching away from or reclaiming a known reference.
- This script is asking whether participation itself is translating into directional pressure cleanly enough to matter.
So even when the chart user applies multiple AG Pro tools together, this one is not meant to duplicate them. It fills a different layer of analysis: active pressure efficiency around relative volume.
Key Inputs
Relative Volume Length
Controls the lookback used to normalize current volume versus its recent baseline.
ATR Length
Used for stretch evaluation and several visual placement rules.
Pressure Smoothing
Smooths the relative volume component to reduce one-bar noise.
Use 1-Bar Follow-Through Filter
Adds a simple continuation requirement so pressure states can be made more selective.
Elevated RVOL Threshold
Defines the point at which participation becomes meaningfully above normal.
Extreme RVOL Threshold
Defines the threshold used for more exceptional activity and climax-style conditions.
Minimum Body Efficiency
Controls how much real-body participation is required before a pressure bar is considered efficient.
Strong Close Location
Controls how strongly price must close toward the active side of the range.
Opposing Wick Ceiling
Limits how much opposing rejection can be present before directional pressure quality degrades.
Climax Stretch vs ATR
Controls how extended a bar must be, relative to ATR, before the script considers late-stage risk more seriously.
Visual controls are also included for panel visibility, panel theme, panel font size, label density, candle coloring, backdrop display, and pressure-trail presentation.
Limitations & Transparency
This script does not predict future direction.
It does not identify hidden order flow.
It does not classify fundamental volume intent.
It does not replace execution rules, risk management, or higher-timeframe context.
Relative volume can expand for many reasons, and elevated participation does not guarantee continuation. In the same way, absorption or climax-style behavior can persist longer than expected before price resolves clearly.
All state classifications in this tool are rules-based interpretations of chart behavior. They are useful as structured context, but they are still abstractions built from price and volume features. Users should expect false positives, missed events, and market-specific variation depending on volatility regime, instrument behavior, and timeframe selection.
This script should be treated as an analytical overlay. It is designed to improve chart organization and pressure reading, not to promise outcomes.
Risk Disclosure
This script is provided for educational and informational purposes only.
It is not financial advice, not investment advice, and not a solicitation to buy or sell any instrument.
Trading and investing involve risk. Losses can exceed expectations, especially in volatile markets. Any decision made using this script should be confirmed with independent analysis, sound risk controls, and a workflow appropriate to the user’s own objectives and experience.
This tool is best used as one layer inside a broader decision process, not as a standalone reason to enter, exit, or size a position.
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Volume Profile█ VOLUME PROFILE
Volume-at-Price Analysis with POC, VAH & VAL
A powerful volume-at-price analysis overlay that calculates and visualizes the Point of Control (POC) , Value Area High (VAH) , and Value Area Low (VAL) directly on your chart. It reveals where the most trading activity occurred and provides real-time price position analysis — helping you identify high-probability support/resistance levels and mean-reversion zones.
Free and Open Source.
█ THE CONCEPT: WHY VOLUME PROFILE MATTERS
Price charts show when trading happened. Volume Profile shows where it happened. The distribution of volume across price levels reveals the market's true valuation zones:
Point of Control (POC) — The price with the highest accumulated volume. Acts as a magnet for price and the strongest single S/R level.
Value Area (70%) — The range containing 70% of all traded volume. Defines what the market considers "fair value."
Above/Below VA — Price outside the value area signals potential overextension or breakout.
Institutional traders, market makers, and algorithmic systems all reference volume profile levels.
█ CORE FEATURES
1. Volume Profile Engine
Distributes each bar's volume proportionally across the price rows it spans, building a precise volume-at-price histogram:
POC — Highest volume row = strongest support/resistance
VAH — Upper boundary of the 70% value area = resistance
VAL — Lower boundary of the 70% value area = support
Row count is configurable (10-50 levels).
2. Profile Anchoring
Three anchor modes control how the profile is built:
Rolling — Continuously recalculated over the last N bars. Best for real-time analysis.
Session — Resets every new trading day. Best for intraday context.
Week — Resets every new trading week. Best for swing context.
3. Price Position Analysis
Real-time classification of price relative to the value area:
ABOVE VA — Potential overextension or breakout
BELOW VA — Potential undervaluation or breakdown
AT POC — High-probability mean-reversion zone
IN VA — Normal trading range
4. Bounce & Rejection Signals
Automatic detection of price interaction with key volume levels:
POC Bounce Up/Down — Price touches POC and reverses
VAL Rejection — Price tests VAL and bounces up (bullish)
VAH Rejection — Price tests VAH and bounces down (bearish)
5. Volume Histogram Visualization
A horizontal bar chart displayed directly on the price chart showing the volume distribution. POC row highlighted with a distinct color.
█ AUTO-TIMEFRAME ADAPTATION
All parameters automatically adjust based on the chart timeframe:
1-5 min → Lookback 30, 18 Rows, Histogram Width 8
15-30 min → Lookback 40, 20 Rows, Histogram Width 10
1 Hour → Lookback 50, 24 Rows, Histogram Width 15
4 Hour → Lookback 70, 28 Rows, Histogram Width 18
Daily → Lookback 100, 32 Rows, Histogram Width 22
Weekly+ → Lookback 150, 40 Rows, Histogram Width 30
█ DASHBOARD
A compact, dark-themed info panel displaying:
POC — Current Point of Control price level
VAH / VAL — Value Area boundaries
Position — Current price position (ABOVE VA / BELOW VA / AT POC / IN VA)
To POC — Distance from current price to POC in percent
Anchor — Active profile anchor mode
VA Range — Width of the value area in price units
█ ALERTS (4 CONDITIONS)
POC Bounce Up — Bullish bounce off the Point of Control
POC Bounce Down — Bearish bounce off the Point of Control
VAL Rejection — Bullish rejection at Value Area Low
VAH Rejection — Bearish rejection at Value Area High
█ NON-REPAINTING
The volume profile is calculated from confirmed bar data only. Rolling mode recalculates the full lookback window on each bar using historical high/low/volume — no future data is used. Session and Week modes accumulate incrementally within the anchor period. No repainting.
█ WORKS ON
Crypto, Forex, Stocks, Futures, Indices — any timeframe from 1 minute to Monthly.
█ DISCLAIMER
This indicator is for educational and informational purposes only. It does not constitute financial advice. Always do your own research and manage your risk. Past performance does not guarantee future results. Trading involves substantial risk of loss.
Wskaźnik
CVD Profiles [TradingIQ]Hello Traders!
🔹 CVD Profiles
CVD Profiles is a profile-based order flow visualization tool designed to show how participation distributes across price levels - not just over time, but through price itself .
Think volume profile data + TPO time segmenting!
Instead of looking at cumulative delta as a single line, this tool breaks it down into a price-based structure , revealing where activity, imbalance, and participation actually occurred within the session.
It focuses on answering a more important question:
Where did participation concentrate… and how did it distribute across price/time?
cumulative delta distributed by price level
buy vs sell activity mapped into profiles
imbalance and dominance across structure
value areas and point of control
activity concentration (volume, USD, or delta-based)
how participation builds within a session
🔹 What the tool shows
🔸 CVD Profile (price-based structure)
Instead of viewing delta as a time series, this tool distributes it across price levels - forming a profile of participation .
This allows you to see:
where buying pressure accumulated
where selling pressure dominated
which price levels attracted the most activity
🔸 Imbalance Ratio (dominance structure)
Imbalance mode shifts the focus from raw participation to relative dominance between buyers and sellers at each price level.
Each level reflects the ratio between buy and sell activity, highlighting where one side clearly outweighed the other.
This allows you to see:
where buyers strongly dominated sellers
where sellers overwhelmed buying pressure
areas of clear directional conviction
High imbalance levels often represent:
aggressive participation
momentum-driven behavior
one-sided control at specific prices
Balanced areas, on the other hand, suggest:
indecision
two-sided trade
lack of conviction
🔸 Activity Mode (participation intensity)
Activity mode focuses on how much trading activity occurred at each price level, regardless of direction.
Instead of separating buyers and sellers, this mode aggregates total participation to reveal:
high interest zones
areas of heavy interaction
where the market spent the most effort
This helps identify:
key auction areas
high liquidity regions
zones where price is likely to react
Low activity areas often indicate:
inefficient movement
thin liquidity
potential for fast price movement
This mode is about effort - not direction.
🔸 USD Volume Mode (capital-weighted activity)
USD Volume mode builds on activity by incorporating price-weighted participation .
Instead of just counting volume, it measures:
“where was the most capital traded?”
This highlights:
price levels with the highest notional value traded
areas of significant financial commitment
where larger participants may be involved
Compared to raw activity, this mode emphasizes:
higher-priced transactions
capital concentration rather than trade count
This is especially useful for:
spotting institutional interest
identifying meaningful participation zones
filtering out low-value noise
This mode is about capital — not just volume.
www.tradingview.com
🔸 Multiple profile models
The script supports different ways to interpret participation:
CVD → raw cumulative delta distribution
Imbalance Ratio → relative dominance (buy vs sell strength)
Activity → total participation intensity
USD Volume → capital-weighted activity
Each model answers a slightly different question about the market.
🔸 Value Area & POC
The tool automatically calculates:
Point of Control (POC) → highest participation level
Value Area High (VAH)
Value Area Low (VAL)
This helps identify:
fair value
high liquidity regions
areas where price is most accepted
These levels often act as key reference points for structure and reaction.
🔸 Initial Balance (IB)
The script tracks the initial balance range.
This highlights:
early session structure
range expansion vs containment
where price begins its auction
It provides context for how the session develops relative to its starting range.
🔸 Profile stacking (time progression)
Profiles are built over time and stacked horizontally, showing how participation evolves.
This allows you to observe:
shifts in dominance over time
expansion of participation into new price zones
whether activity is building or fading
Instead of a static snapshot, you get a dynamic structural progression .
🔸 Gradient-based intensity
Color gradients represent the magnitude of activity.
This helps highlight:
high participation nodes
low interest areas
extreme dominance zones
Stronger colors = stronger participation.
🔸 CVD Delta / Acceleration histogram
An off-chart histogram shows:
CVD Delta → change in participation
CVD Acceleration → change in momentum of participation
CVD Delta represents the amount of buying vs selling pressure added during the current bar.
In simple terms:
positive delta → more buying than selling
negative delta → more selling than buying
This tells you who was in control during that bar .
CVD Acceleration takes it one step further.
It measures how quickly delta itself is changing:
increasing acceleration → pressure is building
decreasing acceleration → pressure is slowing
sharp shifts → potential transitions in control
This helps answer a deeper question:
“Is participation just present… or is it expanding?”
Together, they give you a clearer read on:
whether buying/selling is increasing
whether momentum is building or fading
when participation is strengthening vs weakening
Think of it like this:
CVD Delta = current pressure
CVD Acceleration = change in pressure
Strong trends are often accompanied by:
consistent delta in one direction
positive acceleration early in the move
While weakening moves often show:
falling delta
negative or declining acceleration
🔹 How to read it
Each component provides a different layer:
Profile → where participation occurred
POC / VA → where value is established
Model selection → what type of participation you're measuring
Histogram → how participation is changing
🔹 Example interpretations
high activity at a level → strong interest / potential reaction zone
thin profile areas → low liquidity / fast movement zones
POC holding → acceptance
POC shifting → changing value
expanding profile → active auction
contracting profile → consolidation
🔹 Why this tool is useful
It gives you:
price-based participation mapping
clear visualization of where trading actually occurred
context for value and liquidity
insight into dominance and imbalance
a structural view of order flow instead of just time-based data
🔹 Best use cases
identifying key reaction levels
analyzing auction behavior
tracking value shifts across sessions
confirming strength or weakness at price
enhancing liquidity-based or structure-based strategies
🔹 Important note
This tool uses lower timeframe data to reconstruct participation.
This means:
it is an approximation of order flow
accuracy depends on available intrabar data
lower timeframe selection impacts precision
🔹 Important consideration
CVD and participation:
can drive price
can fail to move price
can be absorbed by opposing liquidity
Location matters just as much as magnitude.
🔹 Inputs you can customize
The script includes flexible controls such as:
profile model selection
lower timeframe input
profile resolution (tick size)
value area percentage
fixed start vs rolling sessions
color customization
histogram mode (delta vs acceleration)
Closing Notes
This tool is built to shift your perspective from time-based indicators to price-based participation analysis .
It helps you understand not just what the market did — but where it mattered most .
It may receive updates based on feedback - stay tuned!
Thank you TradingView as always! Wskaźnik
Wskaźnik
AG Pro Volume Profile Acceptance Ladder [AGPro Series]AG Pro Volume Profile Acceptance Ladder
Overview / What it does
AG Pro Volume Profile Acceptance Ladder is a volume-structure indicator designed to monitor whether price is building acceptance, holding acceptance, or losing acceptance inside a rolling volume-defined band. Instead of treating volume profile as a static reference snapshot, this script tracks acceptance as a progressive process. The goal is not to predict where price must go next, but to help the user read whether the market is spending enough time and participation inside a value zone to justify calling that area accepted.
The script builds a rolling profile window, estimates the active acceptance band, and then classifies current behavior into states such as Probe, Build, Accept, Shift Watch, Shift Confirmed, and Fail. This creates a ladder-style framework for reading when the market is stabilizing within one value region and when that acceptance may be migrating toward another region. In practice, that makes it useful for users who want a structured way to distinguish temporary interaction from more durable volume-based acceptance.
A key design goal of this script is to separate acceptance progression from simple attraction-to-level logic. Some tools are built around whether price is pulled back toward a reference such as a POC or another central level. This script focuses on a different question: is the market actually building and holding acceptance inside a rolling value zone, and is that acceptance stable enough to be treated as an active auction area rather than a temporary touch.
Because of that framing, the indicator is best read as a market-structure context tool. It maps an evolving acceptance zone, estimates a directional ladder bias, and provides state transitions that can be used to organize chart reading, scenario planning, or alert workflows. It is not an execution engine, not a broker-grade order book product, and not a substitute for independent trade management.
Unique Edge
The distinguishing feature of this script is that it treats acceptance as a staged process rather than a single level event. The output is not limited to a profile center or a value-area drawing. Instead, the script evaluates how price behaves relative to a rolling volume-defined band and converts that behavior into a progression model.
That matters because a market can interact with a value area in very different ways. It can briefly probe it, begin building around it, hold it in a more stable manner, shift acceptance upward or downward, or fail to maintain acceptance altogether. By organizing those conditions into a ladder of states, the script attempts to make the auction process easier to read in real time.
This also makes the indicator materially different from a standard POC-centered interpretation. The emphasis here is not on magnetic pull toward one volume reference. The emphasis is on whether acceptance is forming, strengthening, or migrating. In that sense, the script is better understood as an acceptance progression map than as a simple volume anchor display.
Methodology
The script uses a rolling lookback window and distributes bar-based volume across a defined number of bins in order to approximate a local volume profile. From that rolling profile it derives the active central reference, the current acceptance band, and the relative participation of that band within the profile window.
Using those profile components, the script calculates several internal measures. These include how often price remains inside the band over a recent hold window, how often price re-enters the band after leaving it, how stable the band center is relative to recent values, and whether the active center appears to be migrating in a meaningful way. These measures are then blended into an aggregate acceptance score and a ladder bias.
The state engine uses those components to classify behavior into the following progression states:
- Reject
- Probe
- Build
- Accept
- Shift Watch
- Shift Confirmed
- Fail
These states should not be read as guarantees of continuation or reversal. They are condition labels describing how the script currently interprets interaction with the active acceptance band.
Signals & Alerts
The script includes deterministic state-based alerts so users can build workflows around changes in acceptance conditions.
Available alert events:
- Acceptance Building
- Acceptance Confirmed
- Upward Ladder Migration Confirmed
- Downward Ladder Migration Confirmed
- Acceptance Failed
- Acceptance Lost
These alerts are designed to reflect state transitions inside the indicator logic. They do not imply expected profitability, win rate, or directional certainty.
Key Inputs
- Profile Window: Defines the rolling lookback used for the local profile estimate.
- Bin Count: Controls the profile resolution.
- Value Area %: Defines how much of the rolling profile volume is used to construct the active acceptance band.
- Migration Sensitivity: Controls how easily the script classifies center shifts as migration activity.
- Probe Band Multiplier: Expands the outer interaction zone around the active acceptance band.
- Hold Lookback: Defines the window used for hold and re-entry style calculations.
- Theme / Panel Location / Panel Font Size / Label Font Size: Presentation controls for chart readability.
- Show Previous Acceptance Band / Show State Markers / Forward Extension Bars: Visual controls for context and labeling.
Limitations & Transparency
This script does not use exchange-native tick-by-tick volume profile data. It uses a bar-based approximation built from the information available to Pine Script on the chart. As a result, the acceptance band and profile structure shown by the indicator should be interpreted as a model of local volume distribution, not as a perfect reconstruction of exchange-level auction detail.
The ladder states are also model outputs, not objective market facts. Small changes in lookback, resolution, or volatility regime can influence how the script classifies the same area. Users should therefore treat the states as structured analytical context rather than as standalone instructions.
The indicator is also not intended to replace broader market analysis. Trend structure, liquidity conditions, volatility regime, higher-timeframe context, and instrument-specific behavior can all affect how useful an acceptance reading is in practice.
Risk Disclosure
This script is for chart analysis and educational use only. It does not provide financial advice, investment advice, or trade recommendations. All markets involve risk, and no indicator can guarantee outcome, timing, or future performance. Users should apply independent judgment, test settings carefully, and use risk management appropriate to their own methodology.
What this script is not
- It is not a promise of continuation or reversal.
- It is not a broker-grade volume profile engine.
- It is not a substitute for execution planning or risk control.
- It is not a claim that acceptance automatically leads to trend persistence. Wskaźnik
Volume Bubble Levels [BackQuant]Volume Bubble Levels
Overview
Volume Bubble Levels is a volume-expansion and liquidity-mapping tool designed to identify statistically significant participation events and project them forward as actionable structural levels.
Instead of treating volume as a secondary confirmation metric, this indicator treats volume spikes as primary events and builds a framework around them:
Detect abnormal volume relative to a rolling baseline.
Classify those events into tiers based on intensity.
Visualize them directly on price using scalable “bubble” markers.
Project their high and low as forward levels (“naked levels”).
Track whether those levels remain untouched, get retested, or are invalidated.
The result is a system that highlights where meaningful participation occurred , and more importantly, whether the market has returned to those areas .
This shifts the focus from “what price did” to “where size traded and what has or hasn’t been revisited since.”
Core idea
Markets move through phases of normal participation and abnormal participation . Most bars are noise. Occasionally, a bar prints with volume significantly above its baseline, indicating:
Aggressive positioning,
Large order execution,
Liquidity events,
Absorption or distribution,
Forced flows (liquidations, stops, news reactions).
These events often leave behind structural footprints.
Volume Bubble Levels captures those footprints and answers:
Where did abnormal participation occur?
How strong was it relative to recent history?
Have those levels been revisited?
Are there still “untouched” zones where liquidity may remain?
Volume baseline and normalization
The first step is establishing what “normal” volume looks like.
The script computes a rolling moving average of volume:
volMa = MA(volume, volMaLen, volMaType)
You can choose the type:
SMA for stable baseline,
EMA for faster adaptation,
RMA for smoother response,
WMA for weighted emphasis on recent bars.
Then the script computes a ratio:
volRatio = volume / volMa
This is the key metric.
Interpretation:
volRatio ≈ 1 → normal participation.
volRatio > 1 → above-average participation.
volRatio >> 1 → abnormal participation.
Everything in the script is built off this ratio.
Tiered volume classification
Instead of treating all volume spikes equally, the script classifies them into three tiers:
Tier 1 — Elevated : moderate expansion above baseline.
Tier 2 — High : strong participation.
Tier 3 — Extreme : major volume event.
Defined as:
Tier 1: volRatio ≥ t1Mult
Tier 2: volRatio ≥ t2Mult
Tier 3: volRatio ≥ t3Mult
Each higher tier overrides the lower:
Tier 3 > Tier 2 > Tier 1
This creates a hierarchy of importance:
Tier 1 = “noticeable”
Tier 2 = “significant”
Tier 3 = “structural”
Directional context (bull vs bear volume)
Each volume event is also classified directionally:
Bull = close ≥ open
Bear = close < open
This matters because:
Bull volume spikes often represent aggressive buying or short covering.
Bear volume spikes often represent aggressive selling or long liquidation.
So every event carries two dimensions:
Magnitude (Tier 1 / 2 / 3)
Direction (bull / bear)
Bubble visualization (what the circles mean)
Volume events are plotted directly on price as circular “bubbles.”
Key properties:
Position: plotted at the closing price of the bar.
Color: determined by tier and direction.
Size: determined by how far the volume exceeds the threshold within its tier.
Size bucketing within tiers
Each tier is subdivided into five size buckets:
Tiny
Small
Normal
Large
Huge
This is done by splitting each tier’s range into equal steps.
Example:
Tier 1 spans from t1Mult → t2Mult.
That range is divided into 5 segments.
Higher volRatio within that tier = larger bubble.
So a large Tier 1 bubble may still be smaller than a small Tier 2 bubble, preserving hierarchy.
What bubbles represent in practice
Each bubble is a localized participation event .
Interpretation:
Cluster of bubbles → sustained participation.
Single large bubble → isolated liquidity event.
Tier 3 bubble → major structural event, often worth tracking.
They are not signals by themselves. They are markers of where something important happened .
Naked levels: projecting volume events forward
The core feature of this script is not the bubbles themselves, but what happens after them.
For every qualifying volume event, the script creates:
A horizontal line at the bar’s high.
A horizontal line at the bar’s low.
These are called naked levels .
Why both high and low:
High captures the upper boundary of the event.
Low captures the lower boundary.
Together, they define the full price range where abnormal volume occurred.
What “naked” means
A level is “naked” if:
Price has not yet traded back through it.
These are important because:
They represent unresolved areas.
Liquidity may still be resting there.
Market participants involved in the original event may still be positioned around that level.
Level lifecycle
1) Creation
On a volume event:
High line and low line are created.
Stored with metadata:
- price
- tier
- direction
- creation bar
2) Extension
Each level extends forward in time:
Updated every bar.
Projected to the right until resolved.
3) Takeout (resolution)
A level is considered “taken” when price trades through it:
High level taken when: high > level price
Low level taken when: low < level price
Once taken:
The line is terminated.
Removed from active tracking.
4) Expiry
Levels also expire after a fixed number of bars:
If (current bar - birth bar) > extendBars → level is removed.
This prevents infinite clutter and ensures relevance.
Why naked levels matter
These levels act like:
Liquidity magnets,
Revisit zones,
Areas of unfinished business.
In practice:
Price often returns to high-volume zones.
Untouched levels can act as targets.
Revisits can trigger reactions, pauses, or reversals.
This aligns with auction market theory:
Markets seek to revisit areas of high participation.
Unfinished auctions tend to get completed.
Tier-aware level significance
Not all levels are equal:
Tier 1 levels = weaker, more frequent.
Tier 2 levels = meaningful.
Tier 3 levels = major structural zones.
The script reflects this visually:
Tier 3 lines are thicker.
Colors differ by tier and direction.
So you can quickly identify:
Which levels matter most.
Color system
Each tier has separate bull/bear colors.
This allows:
Bullish volume zones vs bearish volume zones.
Visual distinction between accumulation-type and distribution-type activity.
Because:
A high-volume bullish bar and a high-volume bearish bar represent very different order flow contexts.
Line styling
You can choose:
Dotted
Dashed
Solid
This does not affect logic, only readability.
What this indicator is NOT
It is important to understand what this tool is not doing:
It is not a volume profile.
It does not aggregate volume by price level.
It does not measure cumulative delta.
It does not predict direction directly.
Instead, it is:
Event-based , not distribution-based.
Forward-projecting , not historical summarizing.
Structure-focused , not signal-focused.
How to use it
1) Identify important zones
Focus on:
Tier 2 and Tier 3 bubbles.
Clusters of bubbles.
These represent areas of significant participation.
2) Track naked levels
Watch:
Untouched levels ahead of price.
Levels near current price.
These often act as:
Targets,
Reaction zones,
Liquidity pools.
3) Watch level interactions
When price approaches a level:
Rejection → confirms level relevance.
Clean break → invalidates it.
Chop around level → absorption.
4) Combine with structure
This tool works best with:
Trend context,
Support/resistance,
Market structure,
Other flow indicators.
Example interpretations
Scenario 1: Strong bullish bubble cluster
Multiple Tier 2–3 bullish bubbles form.
Price moves away without revisiting.
Interpretation:
Strong accumulation zone.
Untouched lows may act as future support or targets.
Scenario 2: Price returns to naked level
Price revisits a previously untested level.
Interpretation:
Liquidity is being re-engaged.
Potential reaction point.
Scenario 3: Level invalidation
Price blows through a level with strong continuation.
Interpretation:
That level no longer holds structural significance.
Market has repriced beyond that participation zone.
Strengths
Highlights meaningful participation events.
Projects actionable forward levels.
Separates noise from structural volume.
Works across assets and timeframes.
Limitations
Depends on volume quality (less reliable on low-liquidity assets).
Does not indicate direction by itself.
Can produce many levels in volatile environments.
Requires interpretation, not plug-and-play signals.
Summary
Volume Bubble Levels transforms abnormal volume events into forward-projected structural levels. By measuring volume relative to its own baseline, classifying it into tiers, and projecting both the high and low of those events, the indicator builds a dynamic map of where meaningful participation occurred and whether those areas remain unresolved. The bubbles highlight the event, but the real value comes from the naked levels, which act as evolving liquidity zones that can influence future price behavior. Wskaźnik
AG Pro Volume Delta Imbalance Map [AGPro Series]AG Pro Volume Delta Imbalance Map
OVERVIEW / WHAT IT DOES
AG Pro Volume Delta Imbalance Map is an overlay-style volume pressure tool designed to visualize directional participation asymmetry directly on the price chart. Instead of presenting volume as a standalone histogram or reducing the analysis to a single cumulative line, this script maps estimated directional imbalance into a chart-native structure built around a basis line, a flow spine, and an adaptive ribbon. The result is a cleaner view of whether recent participation is leaning bullish, bearish, or balanced, while keeping the analysis anchored to actual price movement.
The script is built for traders who want a more visual interpretation of directional volume pressure without relying on a separate lower-pane oscillator. The main purpose is not to predict tops, bottoms, or reversals in isolation. Its role is to help users read where directional pressure is expanding, where it is fading, and where the current state remains neutral or low-conviction. By placing the analysis directly on the chart, the script aims to make flow conditions easier to compare with market structure, pullbacks, trend continuation attempts, and local regime shifts.
A key design objective of this script is practical readability. Many volume-based tools either become too abstract for quick chart work or too visually dense to remain useful during live decision-making. Here, the imbalance model is translated into a compact overlay with a smoothed directional spine, a ribbon that adapts to pressure intensity, optional burst labels, optional zone-start labels, and a summary panel that reports the current state, bias, strength, persistence, label mode, and exhaustion condition. This keeps the output interpretable across multiple markets and timeframes without forcing the user to decode a complicated dashboard.
This script should be understood as a directional-volume map, not as a trade automation engine. It is intended to support chart reading, context building, and workflow discipline. It can help highlight when directional participation is broadening, when pressure alignment is improving, or when a previously strong move begins to lose quality. Those observations can then be combined with price structure, support and resistance, volatility context, and the user’s own execution framework.
UNIQUE EDGE
The main differentiator of this script is that it does not approach volume pressure in the same way as classic cumulative-flow or oscillator-style tools. Traditional cumulative tools such as OBV compress volume behavior into a running line, while money-flow oscillators often frame the analysis around momentum-style expansion and contraction in a lower pane. AG Pro Volume Delta Imbalance Map takes a different route: it transforms estimated directional pressure into an on-chart flow structure that is designed to be read alongside candles, pullbacks, transitions, and continuation attempts.
Another differentiating element is the emphasis on flow state rather than raw volume magnitude alone. The script is not simply asking whether volume is high or low. It is asking whether directional participation is leaning to one side strongly enough to create an interpretable imbalance state, whether that pressure is stabilizing or intensifying, and whether that condition is durable enough to remain relevant across several bars. This creates a more structural view of participation rather than a purely reactive one.
The visual architecture is also intentionally distinct. The flow ribbon is not only cosmetic. It is designed to express directional pressure breadth around the spine, while the spine itself provides a simpler anchor for the prevailing flow direction. Optional labels then mark either stronger burst moments or the beginning of a new directional zone, depending on user preference. This allows the script to serve different chart-reading styles without changing the core methodology.
Finally, transparency matters. This script does not claim to be a true bid/ask footprint, a tape-reading engine, or an exact institutional order-flow detector. It uses an estimated directional-volume proxy derived from price-location and candle-structure behavior. That distinction is important. The objective is to provide a disciplined, readable directional-pressure framework within the constraints of standard chart data, not to imply access to information the script does not use.
METHODOLOGY
The model begins with a directional-pressure proxy built from three components: close location within the bar, candle body dominance relative to the full range, and directional sign reinforcement from candle structure. These inputs are blended into a bounded hybrid bias value intended to estimate whether recent volume participation was more likely to have leaned bullish or bearish within the bar. That estimate is then scaled by the bar’s volume to produce directional volume estimates and a delta-style imbalance reading.
The raw imbalance is normalized using a volume baseline so that the output remains more comparable across changing participation environments. The normalized value is then smoothed to reduce excessive noise and to create a more usable state engine. From there, bullish, bearish, and balanced conditions are determined through explicit thresholds. This means the displayed state is not arbitrary. It is driven by a consistent threshold structure that helps separate neutral conditions from more meaningful directional pressure.
The chart overlay is built around three visual elements. First, a basis line offers a stable reference. Second, the flow spine tracks the smoothed imbalance state translated onto price space. Third, an adaptive ribbon expands or contracts around the spine based on imbalance strength, which helps communicate whether directional participation is broadening or losing intensity. Together, these components aim to make flow conditions visible without overwhelming the chart.
The script also tracks persistence and a simplified exhaustion heuristic. Persistence reflects how long the current directional state has remained in force, while exhaustion attempts to highlight cases where imbalance remains strong but starts to weaken while price response underperforms. This is not a reversal guarantee. It is a contextual warning that a previously forceful participation state may be losing efficiency.
SIGNALS & ALERTS
The script can label directional events in two different styles. In Burst Labels mode, labels are reserved for stronger acceleration moments inside an existing directional condition. In Zone Start Labels mode, labels are printed when a new directional zone begins. This distinction matters because some traders prefer confirmation after pressure expansion, while others prefer earlier visual markers at the start of a state change.
Bullish and bearish imbalance burst alerts are available for users who want notification when directional pressure expands beyond the relevant threshold. These alerts are best interpreted as flow acceleration events, not standalone entry signals. In practice, many users will prefer to combine them with local structure, pullback quality, reclaim behavior, or continuation context.
The script also includes bias reversal alerts and imbalance strength expansion alerts. These are useful for monitoring whether a previously balanced or opposing environment is transitioning into a new directional condition, or whether an already active imbalance is strengthening enough to deserve attention. The summary panel helps reinforce these changes by showing state, bias, strength, persistence, label mode, and exhaustion status in a compact format.
A separate exhaustion-risk alert is provided for conditions where the model detects that a strong imbalance may be fading in quality. This should be interpreted as a caution flag, not as a direct call to reverse or exit automatically. In many workflows, it is more useful as a prompt to reassess the context, tighten risk discipline, or watch for weakening continuation quality.
KEY INPUTS
Normalization Lookback controls the volume baseline used in the imbalance normalization process. Larger values can stabilize the model, while smaller values can make the output more reactive. Imbalance Smoothing influences how quickly the directional state responds to changing pressure. Shorter smoothing reacts faster but may increase noise, while longer smoothing can improve stability at the cost of responsiveness.
Map Basis EMA Length affects the visual anchor used for the overlay. ATR Length and Spine ATR Multiplier influence how the spine is translated into price space and how the ribbon behaves around it. Flow Ribbon Width controls the breadth of the visible pressure corridor, while Bull Flow Width Boost allows the bullish side to be widened slightly for visual emphasis when appropriate.
Bullish and Bearish Imbalance Thresholds define when the script considers directional pressure strong enough to move out of the balanced state. Burst Threshold determines when the model treats a move as a more meaningful acceleration event. Extreme Threshold contributes to the exhaustion logic and strength classification. Users can also choose whether labels represent burst moments or zone starts, depending on how early or selective they want the chart annotations to be.
Visual controls allow users to show or hide the basis line, flow ribbon, spine glow, backdrop, burst labels, exhaustion labels, spine tag, and panel. Panel position, panel theme, text sizing, label sizing, and offset controls are included so that the script can be adapted to different chart layouts and personal reading preferences without changing the underlying methodology.
LIMITATIONS & TRANSPARENCY
This script uses an estimated directional-volume model. It does not use order-book data, footprint data, bid/ask tape data, or exchange-level aggressor classification. As a result, the displayed imbalance should be understood as a chart-based directional proxy, not as an exact measurement of true traded delta.
Because the model relies on price-location and candle-structure inputs, the output can behave differently across instruments with different volatility profiles, gap behavior, liquidity conditions, and session structures. It is normal for a setting that looks well balanced on one asset or timeframe to require refinement on another. Users should expect to tune thresholds and visual parameters when moving between markets.
Signals and labels are contextual. A bullish label inside a weak range environment does not carry the same meaning as a bullish label that appears after a reclaim, a pullback stabilization, or a clean continuation structure. Likewise, a bearish label during highly erratic volatility may be less reliable than a similar reading inside a smoother directional sequence. The script is designed to assist interpretation, not to replace it.
No single output from this script should be treated as a guaranteed trade trigger, reversal call, or risk-management rule. The panel, ribbon, spine, and labels are tools for reading participation conditions. They are most useful when integrated with broader chart context, including trend structure, invalidation logic, nearby levels, liquidity conditions, and the user’s own process.
RISK DISCLOSURE
This script is for chart analysis and educational use. It does not provide financial advice, portfolio advice, or guaranteed trade outcomes. All trading and investing involve risk, including the risk of loss. Past market behavior and prior indicator responses do not guarantee future results.
Users remain fully responsible for how they interpret and apply the script. Any signal, label, or state reading should be evaluated within a complete decision process that includes market context, risk definition, and position management. This script should not be used as the sole basis for entering, exiting, or sizing a trade.
If you use this tool in live market conditions, it is sensible to test it across different assets and timeframes and to confirm that its behavior matches your own execution logic before relying on it in a real-money workflow. Wskaźnik
CVD IQ [TradingIQ]Hello Traders!
🔹 CVD IQ
CVD IQ is a delta-driven analytical tool designed to reveal how aggressive buying and selling activity translates into price movement.
Instead of relying purely on price, this indicator reconstructs order flow dynamics using lower timeframe data , allowing you to see:
Where did the pressure come from… and how efficiently did it move price?
It focuses on answering a deeper question:
Was the move driven by real participation, or was it inefficient, absorbed, or divergent?
aggressive buy vs sell activity (CVD)
price vs delta divergences
efficiency of price movement relative to flow
cost of moving price (delta per tick)
absorption and imbalance conditions
multi-scale flow analysis (bar, day, swing)
classic divergence detection (RSI style)
🔹 What the indicator shows
🔸 Cumulative Volume Delta (CVD)
CVD is built using lower timeframe data to approximate aggressive buying and selling.
This allows you to track:
whether buyers or sellers are in control
how much pressure is building over time
when participation is increasing or fading
🔸 IMMEDIATE Divergence detection (Classic & Cost Models)
The indicator detects when price and delta are out of sync .
Classic divergence highlights:
price making new highs while delta weakens
price making new lows while delta strengthens
potential exhaustion or reversal conditions
Cost-based divergence goes further by evaluating:
how much delta was required to move price
whether moves are becoming more or less efficient
hidden weakness in “expensive” price movement
This shifts your perspective from:
“price is moving”
to:
“how much effort did it take to move price?”
🔸 CVD Cost Per Tick (Efficiency Analysis)
One of the most important features.
The indicator measures:
Delta per tick = how much aggressive volume was required to move price
This allows you to identify:
efficient moves (low cost → strong response)
inefficient moves (high cost → weak response)
potential exhaustion when cost rises sharply
Each swing is classified into categories like:
Very High Cost
High Cost
Normal Cost
Low Cost
Very Low Cost
High cost often signals absorption or resistance from opposing liquidity .
🔸 Swing-based flow analysis
The indicator breaks market structure into swings and evaluates:
delta across each swing
cost of movement between pivots
relative efficiency vs previous swings
This helps you understand:
whether trends are strengthening or weakening
if continuation is becoming harder
when liquidity is likely opposing the move
🔸 Delta-Implied Close (Expected Price)
The script estimates where price should have closed based on delta.
This gives insight into:
whether price overperformed or underperformed relative to flow
hidden absorption when price fails to match delta
inefficiencies between participation and result
Important Note
This model is adaptive and continuously updates based on changing market conditions. It is not a predictive engine, but rather a framework for interpreting how order flow is currently interacting with price.
🔸 Delta Analysis Table (Bar / Day / Swing)
A live table provides a structured breakdown of flow and price response across three contexts:
current bar
current day
current swing
It includes:
aggressive buy & sell volume
buy/sell percentages
net delta
imbalance ratios
price movement in ticks
close position within range
delta cost per tick
cost classification
absorption detection
This allows you to quickly answer:
Who is in control, and is price responding properly?
🔹 Table Overview
Metric
Name of the metric shown in each row.
Bar
Value calculated for the current bar only.
Day
Value accumulated from the start of the current day.
Swing
Value accumulated from the start of the current swing.
🔹 Flow
Aggressive Buys
Total buy-side market order volume. Higher values indicate stronger buying pressure.
Aggressive Sells
Total sell-side market order volume. Higher values indicate stronger selling pressure.
Buy %
Percentage of total aggressive volume coming from buyers. Higher values indicate buy-side dominance.
Sell %
Percentage of total aggressive volume coming from sellers. Higher values indicate sell-side dominance.
Net Delta
Aggressive buys minus aggressive sells. Positive values favor buyers, negative values favor sellers.
Imbalance Ratio
Relative dominance between buyers and sellers, expressed as a multiple. Higher values indicate stronger directional control.
🔹 Price Response
Total Aggression
Combined aggressive buy and sell volume. Represents total market participation.
Bar Tick Move
Price movement measured in ticks. Shows how far price moved over the period.
Close Position
Where price closed within its range. Higher values mean the close is nearer the high, lower values nearer the low.
🔹 Efficiency & Cost
Delta Cost / Tick
How much delta was required to move price by one tick. Higher values indicate less efficient movement and potential absorption.
Cost
Classification of how expensive the move is relative to recent conditions. High cost suggests resistance or absorption, low cost suggests efficient movement.
Ticks per 1k Delta
Number of ticks price moved per 1000 delta. Higher values indicate more efficient price movement.
Price Move per 1k Delta
Actual price movement per 1000 delta. Higher values indicate stronger price response to order flow.
🔹 Delta-Based Expectations
Delta-Implied Close
The price level where the bar would be expected to close based on the underlying delta.
Move Ratio
Actual price movement relative to the delta-implied move.
1.0 = expected response
1.0 = stronger than expected
<1.0 = weaker than expected
🔹 How to read it
Each component provides a different layer:
CVD → who is active
Divergence → when price and flow disagree
Cost → how efficient the move is
Table → structured confirmation across contexts
Together, this shifts your thinking from:
“price moved up”
to:
“buyers were aggressive - but did price actually respond?”
🔹 Example interpretations
strong delta + efficient move → clean continuation
strong delta + weak move → absorption
rising cost over time → trend weakening
divergence signals → potential reversal or trap
low cost + expansion → strong directional move
🔹 Why this indicator is useful
It gives you:
participation behind price
context for whether moves are efficient
early detection of exhaustion or absorption
a way to quantify “effort vs result”
multi-timeframe flow insight (bar, day, swing)
🔹 Best use cases
confirming trend strength
identifying weak breakouts
spotting absorption at key levels
analyzing liquidity interaction
enhancing price action or liquidity-based models
🔹 Important note
This script uses lower timeframe data to approximate aggressive volume.
This means:
accuracy depends on data availability
different symbols may behave differently
lower timeframe selection impacts results
🔹 Inputs you can customize
lower timeframe for CVD calculation
divergence models (Classic / Cost / Both)
divergence sensitivity (small, medium, large swings)
cost structure length and thresholds
visual styling and colors
delta analysis table size
Closing Notes
CVD IQ is built to show the relationship between participation and outcome .
As always, thank you TradingView! Wskaźnik
Wskaźnik
