ابدأ الآن

Relativevolume

Advanced Volume Profile Pro Delta + POC + VAH/VAL# Advanced Volume Profile Pro - Delta + POC + VAH/VAL Analysis System ## WHAT THIS SCRIPT DOES This script creates a comprehensive volume profile analysis system that combines traditional volume-at-price distribution with delta volume calculations, Point of Control (POC) identification, and Value Area (VAH/VAL) analysis. Unlike standard volume indicators that show only total volume over time, this script analyzes volume distribution across price levels and estimates buying vs selling pressure using multiple calculation methods to provide deeper market structure insights. ## WHY THIS COMBINATION IS ORIGINAL AND USEFUL **The Problem Solved:** Traditional volume indicators show when volume occurs but not where price finds acceptance or rejection. Standalone volume profiles lack directional bias information, while basic delta calculations don't provide structural context. Traders need to understand both volume distribution AND directional sentiment at key price levels. **The Solution:** This script implements an integrated approach that: - Maps volume distribution across price levels using configurable row density - Estimates delta (buying vs selling pressure) using three different methodologies - Identifies Point of Control (highest volume price level) for key support/resistance - Calculates Value Area boundaries where 70% of volume traded - Provides real-time alerts for key level interactions and volume imbalances **Unique Features:** 1. **Developing POC Visualization**: Real-time tracking of Point of Control migration throughout the session via blue dotted trail, revealing institutional accumulation/distribution patterns before they complete 2. **Multi-Method Delta Calculation**: Price Action-based, Bid/Ask estimation, and Cumulative methods for different market conditions 3. **Adaptive Timeframe System**: Auto-adjusts calculation parameters based on chart timeframe for optimal performance 4. **Flexible Profile Types**: N Bars Back (precise control), Days Back (calendar-based), and Session-based analysis modes 5. **Advanced Imbalance Detection**: Identifies and highlights significant buying/selling imbalances with configurable thresholds 6. **Comprehensive Alert System**: Monitors POC touches, Value Area entry/exit, and major volume imbalances ## HOW THE SCRIPT WORKS TECHNICALLY ### Core Volume Profile Methodology: **1. Price Level Distribution:** - Divides price range into user-defined rows (10-50 configurable) - Calculates row height: `(Highest Price - Lowest Price) / Number of Rows` - Distributes each bar's volume across price levels it touched proportionally **2. Delta Volume Calculation Methods:** **Price Action Method:** ``` Price Range = High - Low Buy Pressure = (Close - Low) / Price Range Sell Pressure = (High - Close) / Price Range Buy Volume = Total Volume × Buy Pressure Sell Volume = Total Volume × Sell Pressure Delta = Buy Volume - Sell Volume ``` **Bid/Ask Estimation Method:** ``` Average Price = (High + Low + Close) / 3 Buy Volume = Close > Average ? Volume × 0.6 : Volume × 0.4 Sell Volume = Total Volume - Buy Volume ``` **Cumulative Method:** ``` Buy Volume = Close > Open ? Volume : Volume × 0.3 Sell Volume = Close ≤ Open ? Volume : Volume × 0.3 ``` **3. Point of Control (POC) Identification:** - Scans all price levels to find maximum volume concentration - POC represents the price level with highest trading activity - Acts as significant support/resistance level - **Developing POC Feature**: Tracks POC evolution in real-time via blue dotted trail, showing how institutional interest migrates throughout the session. Upward POC migration indicates accumulation patterns, downward migration suggests distribution, providing early trend signals before price confirmation. **4. Value Area Calculation:** - Starts from POC and expands up/down to encompass 70% of total volume - VAH (Value Area High): Upper boundary of value area - VAL (Value Area Low): Lower boundary of value area - Expansion algorithm prioritizes direction with higher volume **5. Adaptive Range Selection:** Based on profile type and timeframe optimization: - **N Bars Back**: Fixed lookback period with performance optimization (20-500 bars) - **Days Back**: Calendar-based analysis with automatic timeframe adjustment (1-365 days) - **Session**: Current trading session or custom session times ### Performance Optimization Features: - **Sampling Algorithm**: Reduces calculation load on large datasets while maintaining accuracy - **Memory Management**: Clears previous drawings to prevent performance degradation - **Safety Constraints**: Prevents excessive memory usage with configurable limits ## HOW TO USE THIS SCRIPT ### Initial Setup: 1. **Profile Configuration**: Select profile type based on trading style: - N Bars Back: Precise control over data range - Days Back: Intuitive calendar-based analysis - Session: Real-time session development 2. **Row Density**: Set number of rows (30 default) - more rows = higher resolution, slower performance 3. **Delta Method**: Choose calculation method based on market type: - Price Action: Best for trending markets - Bid/Ask Estimate: Good for ranging markets - Cumulative: Smoothed approach for volatile markets 4. **Visual Settings**: Configure colors, position (left/right), and display options ### Reading the Profile: **Volume Bars:** - **Length**: Represents relative volume at that price level - **Color**: Green = net buying pressure, Red = net selling pressure - **Intensity**: Darker colors indicate volume imbalances above threshold **Key Levels:** - **POC (Blue Line)**: Highest volume price - major support/resistance - **VAH (Purple Dashed)**: Value Area High - upper boundary of fair value - **VAL (Orange Dashed)**: Value Area Low - lower boundary of fair value - **Value Area Fill**: Shaded region showing main trading range **Developing POC Trail:** - **Blue Dotted Lines**: Show real-time POC evolution throughout the session - **Migration Patterns**: Upward trail indicates bullish accumulation, downward trail suggests bearish distribution - **Early Signals**: POC movement often precedes price movement, providing advance warning of institutional activity - **Institutional Footprints**: Reveals where smart money concentrated volume before final POC establishment ### Trading Applications: **Support/Resistance Analysis:** - POC acts as magnetic price level - expect reactions - VAH/VAL provide intermediate support/resistance levels - Profile edges show areas of low volume acceptance **Developing POC Analysis:** - **Upward Migration**: POC moving higher = institutional accumulation, bullish bias - **Downward Migration**: POC moving lower = institutional distribution, bearish bias - **Stable POC**: Tight clustering = balanced market, range-bound conditions - **Early Trend Detection**: POC direction change often precedes price breakouts **Entry Strategies:** - Buy at VAL with POC as target (in uptrends) - Sell at VAH with POC as target (in downtrends) - Breakout plays above/below profile extremes **Volume Imbalance Trading:** - Strong buying imbalance (>60% threshold) suggests continued upward pressure - Strong selling imbalance suggests continued downward pressure - Imbalances near key levels provide high-probability setups **Multi-Timeframe Context:** - Use higher timeframe profiles for major levels - Lower timeframe profiles for precise entries - Session profiles for intraday trading structure ## SCRIPT SETTINGS EXPLANATION ### Volume Profile Settings: - **Profile Type**: Determines data range for calculation - N Bars Back: Exact number of bars (20-500 range) - Days Back: Calendar days with timeframe adaptation (1-365 days) - Session: Trading session-based (intraday focus) - **Number of Rows**: Profile resolution (10-50 range) - **Profile Width**: Visual width as chart percentage (10-50%) - **Value Area %**: Volume percentage for VA calculation (50-90%, 70% standard) - **Auto-Adjust**: Automatically optimizes for different timeframes ### Delta Volume Settings: - **Show Delta Volume**: Enable/disable delta calculations - **Delta Calculation Method**: Choose methodology based on market conditions - **Highlight Imbalances**: Visual emphasis for significant volume imbalances - **Imbalance Threshold**: Percentage for imbalance detection (50-90%) ### Session Settings: - **Session Type**: Daily, Weekly, Monthly, or Custom periods - **Custom Session Time**: Define specific trading hours - **Previous Sessions**: Number of historical sessions to display ### Days Back Settings: - **Lookback Days**: Number of calendar days to analyze (1-365) - **Automatic Calculation**: Script automatically converts days to bars based on timeframe: - Intraday: Accounts for 6.5 trading hours per day - Daily: 1 bar per day - Weekly/Monthly: Proportional adjustment ### N Bars Back Settings: - **Lookback Bars**: Exact number of bars to analyze (20-500) - **Precise Control**: Best for systematic analysis and backtesting ### Visual Customization: - **Colors**: Bullish (green), Bearish (red), and level colors - **Profile Position**: Left or Right side of chart - **Profile Offset**: Distance from current price action - **Labels**: Show/hide level labels and values - **Smooth Profile Bars**: Enhanced visual appearance ### Alert Configuration: - **POC Touch**: Alerts when price interacts with Point of Control - **VA Entry/Exit**: Alerts for Value Area boundary interactions - **Major Imbalance**: Alerts for significant volume imbalances ## VISUAL FEATURES ### Profile Display: - **Horizontal Bars**: Volume distribution across price levels - **Color Coding**: Delta-based coloring for directional bias - **Smooth Rendering**: Optional smoothing for cleaner appearance - **Transparency**: Configurable opacity for chart readability ### Level Lines: - **POC**: Solid blue line with optional label - **VAH/VAL**: Dashed colored lines with value displays - **Extension**: Lines extend across relevant time periods - **Value Area Fill**: Optional shaded region between VAH/VAL ### Information Table: - **Current Values**: Real-time POC, VAH, VAL prices - **VA Range**: Value Area width calculation - **Positioning**: Multiple table positions available - **Text Sizing**: Adjustable for different screen sizes ## IMPORTANT USAGE NOTES **Realistic Expectations:** - Volume profile analysis provides structural context, not trading signals - Delta calculations are estimations based on price action, not actual order flow - Past volume distribution does not guarantee future price behavior - Combine with other analysis methods for comprehensive market view **Best Practices:** - Use appropriate profile types for your trading style: - Day Trading: Session or Days Back (1-5 days) - Swing Trading: Days Back (10-30 days) or N Bars Back - Position Trading: Days Back (60-180 days) - Consider market context (trending vs ranging conditions) - Verify key levels with additional technical analysis - Monitor profile development for changing market structure **Performance Considerations:** - Higher row counts increase calculation complexity - Large lookback periods may affect chart performance - Auto-adjust feature optimizes for most use cases - Consider using session profiles for intraday efficiency **Limitations:** - Delta calculations are estimations, not actual transaction data - Profile accuracy depends on available price/volume history - Effectiveness varies across different instruments and market conditions - Requires understanding of volume profile concepts for optimal use **Data Requirements:** - Requires volume data for accurate calculations - Works best on liquid instruments with consistent volume - May be less effective on very low volume or exotic instruments This script serves as a comprehensive volume analysis tool for traders who need detailed market structure information with integrated directional bias analysis and real-time POC development tracking for informed trading decisions.
مؤشر Pine Script®
من ‎DeltaSpeedEdge‎
Buy & Sell Volume (OWI)📊 Buy & Sell Volume (OWI) Indicator Guide The Buy & Sell Volume (OWI) indicator is designed to provide a visual breakdown of buying and selling pressure in each candle, helping traders identify volume surges and potential market moves. It also includes a time filter to focus analysis during key trading hours. ⚙️ Setup & Inputs When adding the indicator to your chart, you'll see several configurable inputs: SMA Length : Sets the period for the Simple Moving Average (SMA) of total volume. Enable Time Filter : Toggles whether to restrict analysis to US market hours (Eastern Time). | Start Hour/Minute : Defines the beginning of the time filter window (default: 9:45 ET). | End Hour/Minute : Defines the end of the time filter window (default: 16:15 ET). | 📈 How It Works 🔍 Volume Breakdown Buy Volume: Estimated volume attributed to buyers, calculated based on candle position. Sell Volume: Estimated volume attributed to sellers. Total Volume SMA: A moving average of total volume to benchmark current activity. ⏰ Time Filter (Optional) When enabled, the indicator only highlights volume spikes during the specified US market hours. This helps filter out noise from pre-market or after-hours trading. 🚨 Highlight Conditions The indicator flags significant volume spikes with labels above the volume bars: | Label | Condition | | V+ | Volume is between 1.5× and 2× the SMA, during market hours (if enabled). | | V++ | Volume exceeds 2× the SMA, during market hours (if enabled). | 💡 Tips - Use shorter SMA lengths for more reactive volume analysis. - Change the time filter if you're trading outside US market hours. - Combine with candlestick patttern to confirm breakout or reversal signals.
مؤشر Pine Script®
من ‎onewayinvestment_hk‎
Relative Volume + Z-score + Normal Volume + Avg. VolumeA statistical way to visualize volume analytically compared to traditional volume. All Lookback Periods and Colors can be changed so user can make it feel personalized - Relative Volume (RVOL) visualizer with the color of the histogram bar changing to represent exceeding a threshold specified by the user For example --> (1.5 = Orange Bar) & (2 = Red Bar) - Toggle View between RVOL visualization of volume vs. normal view of volume plot - Z score lookback for volume across specified lookback per what user wants (dot/symbol above the bar) - Average Volume Plot
مؤشر Pine Script®
من ‎ranger089‎
Volume Statistics - IntraweekVolume Statistics - Intraweek: For Orderflow Traders This tool is designed for traders using volume footprint charts and orderflow methods. Why it matters: In orderflow trading, you care about the quality of volume behind each move. You’re not just watching price; you’re watching how much aggression is behind that price move. That’s where this indicator helps. What to look at: * Current Volume shows you how much volume is trading right now. * Central Volume (median or average over 24h or 7D) gives you a baseline for what's normal volume VS abnormal volume. * The Diff vs Central tells you immediately if current volume is above or below normal. How this helps: * If volume is above normal, it suggested elevated levels of buyer or seller aggression. Look for strong follow-through or continuation. * If volume is below normal, it may signal low interest, passive participation, a lack of conviction, or a fake move. * Use this context to decide if what you're seeing in the footprint (imbalances, absorption, traps) is actually worth acting on. Extra context: * The highest and lowest volume levels and their timestamps help you spot prior key reactions. * Second and third highest bars help you see other major effort points in the recent window. Comment with any suggestions on how to improve this indicator.
مؤشر Pine Script®
من ‎Witnessing_Soul‎
4
ICT Order Blocks HTFICT Order Blocks HTF (with Parent Swing Confirmation) This indicator is a powerful tool designed to identify high-probability Higher-Timeframe (HTF) Order Blocks by confirming them with significant liquidity sweeps on your trading chart. It combines two core ICT (Inner Circle Trader) concepts to filter out noise and highlight only the most sensitive areas. The Core Concept: A High-Probability Model The most powerful trading setups often occur when a significant event on a lower timeframe happens at a key area on a higher timeframe. This indicator automates that analysis by looking for a specific confluence: A Liquidity Sweep (LTF): First, it identifies a "Parent Swing" on your current chart. This is a significant swing high (BSL - Buy Side Liquidity) or swing low (SSL - Sell Side Liquidity) that has been validated by a market structure shift. These are the key liquidity pools the market targets. An Order Block (HTF): Separately, it looks at a higher timeframe of your choice (e.g., 15m, 1H) to find institutional order blocks—the last up or down candle before a strong move. The Confluence: The magic happens here. The indicator will only draw an HTF order block on your chart if it forms at the exact moment the price is interacting with one of the BSL or SSL liquidity pools from your current chart. This dual confirmation provides a refined, high-probability signal, indicating that a major liquidity event is fueling a reaction from a significant HTF level. What the Indicator Does Identifies Parent Swings: In the background, it constantly tracks and identifies BSL (red lines) and SSL (green lines) on your chart. Finds HTF Order Blocks: It looks for bullish (last down-candle) and bearish (last up-candle) order blocks on the higher timeframe you select. Draws Confirmed Zones: It draws a Bullish OB (Blue Box) only when an HTF bullish order block forms at an SSL level. It draws a Bearish OB (Orange Box) only when an HTF bearish order block forms at a BSL level. Marks Key Levels: Each order block is automatically drawn with dashed lines marking its high, low, and midpoint (50% level) for precise entry and risk management. Real-Time Invalidation: The order blocks extend into the future and are tracked in real-time. If price closes through a block a specified number of times, the zone is considered invalid and will be dimmed, keeping your chart clean. How to Use This Indicator The primary use for this indicator is to identify high-probability entry zones. When a Bullish Order Block (Blue) appears, it signals a potential area of demand where you might look for long entries. When a Bearish Order Block (Orange) appears, it signals a potential area of supply where you might look for short entries. The internal lines (high, low, midpoint) can be used for more precise entries or for setting stop-loss levels. Settings Higher Timeframe for Order Blocks: Choose the HTF you want the indicator to analyze for order blocks (e.g., 15m, 1H, 4H). OB Invalidation Threshold: Set how many times price must close fully through an order block before it is considered invalid. Parent Swing Settings: You can adjust the lookback periods and invalidation threshold for the BSL/SSL detection to match your trading style. A larger lookback will find more significant liquidity pools. Disclaimer: This indicator is a tool to assist in technical analysis. It is not a standalone trading system and does not provide financial advice. Always use proper risk management and combine this tool with your own analysis and trading strategy.
مؤشر Pine Script®
من ‎DropkingICT‎
Previous VWAP Levels by Riotwolftrading The "Previous VWAP" indicator calculates and displays the previous session's Volume Weighted Average Price (VWAP) for five timeframes (Daily, Weekly, Monthly, Quarterly, Yearly). Each VWAP is plotted as a horizontal line extending to the right edge of the chart, with customizable labels at the right to identify each level. The indicator is designed for traders who want to visualize key price levels from prior periods without cluttering the chart with current VWAPs or additional metrics like standard deviations. **Functionality**: - **Calculates Previous VWAPs**: Computes the VWAP for the previous session of each timeframe (Daily, Weekly, Monthly, Quarterly, Yearly) based on the input source (default: `hlc3`) and volume. - **Visual Style** : Uses `line.new` to draw horizontal lines from five bars back to the current bar, ensuring the lines extend to the right edge of the chart. Labels are placed at the right edge using `label.new` for clear identification. - **Customization** : Allows users to toggle visibility, adjust line styles, widths, colors, and label sizes, and choose between abbreviated or full label text. - **Minimalist Design**: Focuses solely on previous VWAPs, omitting current VWAPs, rolling VWAPs, and standard deviation bands to keep the chart clean. **Intended Use**: This indicator is useful for traders who rely on historical VWAP levels as support/resistance or reference points for trading decisions, particularly in strategies involving mean reversion or breakout trading. --- ### Rules and Features *VWAP Calculation**: - The VWAP is calculated as the cumulative sum of price (`src`) multiplied by volume (`sumSrcVol`) divided by the cumulative volume (`sumVol`) for each timeframe. - The "previous VWAP" is the VWAP value from the prior session, captured when a new session begins (e.g., new day, week, month, etc.). - The indicator uses the `hlc3` (average of high, low, close) as the default source, but users can modify this in the settings. **Timeframes**: - **Daily**: Previous day's VWAP. - **Weekly**: Previous week's VWAP. - **Monthly**: Previous month's VWAP. - **Quarterly**: Previous quarter's VWAP (3 months). - **Yearly**: Previous year's VWAP (12 months). - New sessions are detected using `ta.change(time(period))` for each timeframe. **Line Drawing**: - Lines are drawn using `line.new` from `time ` (five bars back) to the current bar (`time`), ensuring they extend to the right edge of the chart. - Lines are updated only on the last confirmed bar (`barstate.islast`) to optimize performance and avoid repainting. - Previous lines are deleted (`line.delete`) to prevent overlapping or clutter. **Labels**: - Labels are drawn at the right edge (`x=time`, `xloc=xloc.bar_time`) with `label.new`. - Users can choose between abbreviated labels (e.g., "pvD" for Previous Daily VWAP) or full labels (e.g., "Prev Daily VWAP"). - Label sizes are customizable (`tiny`, `small`, `normal`, `large`, `huge`). - Labels are deleted (`label.delete`) on each update to maintain a clean chart. 5. **Customization Options**: - **Visibility**: Toggle each VWAP (Daily, Weekly, Monthly, Quarterly, Yearly) on or off. - **Colors**: Individual color settings for each VWAP line and label (default colors: Daily=#E12D7B, Weekly=#F67B52, Monthly=#EDCD3B, Quarterly=#3BBC54, Yearly=#2665BD). - **Line Style**: Choose from `solid`, `dotted`, or `dashed` lines. - **Line Width**: Adjustable from 1 to 4 pixels. - **Label Settings**: Enable/disable labels, abbreviate text, and select label size. - **Source**: Customize the price source (default: `hlc3`). **Performance Optimization**: - The indicator only updates lines and labels on the last confirmed bar to minimize computational overhead. - Uses `var` to initialize variables and avoid unnecessary recalculations. - Deletes previous lines and labels to prevent chart clutter. --- ### Usage Instructions 1. **Add to Chart**: - In TradingView, go to the Pine Editor, paste the script, and click "Add to Chart." - The indicator will overlay on the price chart, showing previous VWAP lines and labels. 2. **Configure Settings**: - Open the indicator settings to customize: - Toggle visibility of each VWAP timeframe. - Adjust colors, line style, and width. - Enable/disable labels, choose abbreviation, and set label size. - Modify the source if needed (e.g., use `close` instead of `hlc3`). 3. **Interpretation**: - **Previous VWAPs**: Act as dynamic support/resistance levels based on the prior session's volume-weighted price. - **Timeframes**: Use shorter timeframes (Daily, Weekly) for intraday/swing trading, and longer timeframes (Monthly, Quarterly, Yearly) for positional trading. - **Labels**: Identify each VWAP level at the right edge of the chart for quick reference. 4. **Best Practices**: - Use on charts with sufficient volume data, as VWAP relies on volume (a warning is triggered if no volume data is available). - Combine with other indicators (e.g., moving averages, RSI) for confirmation in trading strategies. - Adjust line styles and colors to avoid visual overlap with other chart elements. --- ### Example Use Case A trader using a 1-hour chart can add the "Previous VWAP" indicator to identify key levels from the prior day, week, or month. For example: - The Previous Daily VWAP might act as a support level for a bullish trend. - The Previous Weekly VWAP could serve as a target for a swing trade. - Labels at the right edge make it easy to identify these levels without cluttering the chart. This indicator provides a clean, customizable way to visualize previous VWAPs, making it ideal for traders who want historical price context with minimal chart noise. For the complete Pine Script code, refer to the artifact provided in the previous response.
مؤشر Pine Script®
من ‎anarkiacapital‎
Pristine Volume AnalysisThe Pristine Volume Analysis indicator organizes volume, liquidity, and share structure data, allowing users to quickly gauge the relative volume a security is trading on, and whether it is liquid enough to trade🏆 Volume is an important metric to track when trading, because abnormally high volume tends to occur when a new trend is kicking off, or when an established trend is hitting a climax. Track only the most important metrics, reducing mental clutter and noise: ▪ Volume run rate - Candle volume/ Avg candle volume ▪ Security liquidity - Average volume and average dollar volume ▪ Float rotation - Candle volume/ Float This script automatically detects and flags the following conditions on volume bars: ▪ High volume run rate buying/selling based on user-defined thresholds ▪ HVE (highest volume ever) & HVY (highest volume in a year) ▪ High float rotation based on user-defined thresholds Settings and Preferences Customize this script based by setting preferred colors and thresholds: Custom Alerts on HVE and HVY Set custom alerts on a single equity or an entire watchlist to receive notifications when volume hits HVE or HVY. Screen for HVE or HVY Using the Pine Screener, scan watchlists for equities that have reached HVE or HVY. Note: The Pine Screener is limited to calculations on the last 500 bars. If a symbol has less than 500 bars and has reached HVE, it will be included in the screener results. All symbols with more than 500 historical bars will not be included in the scan. Volume Analysis Use Case : Confirming a breakout (1/3) A high volume run rate as a stock breaks out to new highs can confirm a change of character and increase the odds of success on long setups. SMCI put in an HVE candle in January '24, sparking a super-performance run. 1-Month follow-through +137% SMCI had plenty of gas left in the tank after putting in it's first HVE candle. The rest is history! Volume Analysis Use Case : Gauging sentiment (2/3) When a stock advances on repeated high run rate volume and an increasing angle of ascent (parabolic) , it can be a good indication that sentiment is overheated and it is time to reduce exposure to the stock. Note:25% is the default float rotation threshold. This value can be customized based on your own trading style and preferences. Following the parabolic ascent on high volume run rate and float rotation, HIMS topped, falling ~67% over the next two months! Volume Analysis Use Case : Passing on a meme stock (3/3) High float rotation often goes hand-in-hand with high stock volatility. One might opt out of trading a stock if it is outside their risk tolerance.
مؤشر Pine Script®
من ‎pristinecap‎
1
JHW Volume Based Buy and Sell MomentumThe JHW Volume-Based Buy and Sell Momentum indicator is a custom momentum oscillator designed to capture market sentiment based on volume dynamics and price rate of change (ROC). It aims to identify bullish or bearish momentum by analyzing how price reacts to increasing or decreasing trading volume. Core Logic: The indicator calculates the Rate of Change (ROC) of the closing price. It then accumulates this ROC separately based on whether the current volume is lower or higher than the previous bar: If volume decreases, the ROC is added to a "negative volume index" accumulator. If volume increases, the ROC is added to a "positive volume index" accumulator. These two accumulators are combined to form a net momentum line. Smoothing: A Simple Moving Average (SMA) is applied to both accumulators over a user-defined period (default: 25 bars). The sum of these smoothed values forms the signal line. Visualization: The indicator plots: The net momentum line (yellow). The smoothed signal line (blue). The area between the two lines is filled with color: Yellow when momentum is above the signal (bullish). Blue when momentum is below the signal (bearish). Bar colors are also adjusted to reflect the current momentum state. Use Case: This indicator helps traders: Detect volume-driven momentum shifts. Identify potential buy or sell zones based on volume behavior. Confirm trends or spot early reversals.
مؤشر Pine Script®
من ‎jwindeler‎
1
Relative Volume Pulse [Asa]Relative Volume Pulse is a powerful intraday tool designed to help you instantly spot volume surges and anomalies compared to recent history. It highlights how today’s volume at each bar time compares to the typical volume observed at the same time over your chosen number of previous days. With intuitive color-coding and threshold logic, you can quickly identify both significant and extreme spikes in buying or selling activity—ideal for day traders, scalpers, and anyone who cares about real-time volume dynamics. Key Features Smart Intraday Volume Benchmarking: Compares today’s volume to the average volume at the exact same time over the past X days, automatically adapting to typical intraday volume waves. Dynamic Color Coding: Up/Down Volume Bars: Uses different colors for bullish and bearish candles. Threshold Highlights: Volume bars that exceed user-defined multiples of average (“Large” and “Extreme” thresholds) are highlighted with stronger colors, making true surges pop visually. Configurable Visualization: Choose to view today’s volume as columns, histogram, or line—whatever fits your workflow best. Average Volume Overlay: Plots the rolling intraday average as a reference line, so you can see at a glance what’s “normal” for any bar in the session. Extreme Event Marker: Optional marker flags bars that cross your “Extreme” volume threshold. How It Works For each bar, the script calculates the average volume at this exact time using your selected number of previous days (e.g., 5 days). Today’s volume is compared to this average: If volume exceeds your “Large” threshold (e.g., 1.5× average), the bar is colored with a more intense highlight. If volume exceeds your “Extreme” threshold (e.g., 2× average), the bar is colored with the strongest highlight and optionally flagged with a marker. Separate color controls for up and down candles let you instantly see whether surging volume is driven by buyers or sellers. Typical Uses Spotting Breakouts: Quickly identify bars where volume is truly unusual for the time of day—filtering out routine open/close surges and focusing on real-time activity. Scalping & Day Trading: Use threshold-based color alerts to time entries or exits, especially when sudden volume accompanies price moves. Volume-Based Confirmation: Validate signals from other indicators by requiring confirmation from large or extreme relative volume. Parameters Number of Past Days for Average: How many previous days to use for the time-matched average. Large / Extreme Thresholds: Customize what constitutes a notable or extreme volume event, as multiples of the average. Up/Down & Highlight Colors: Choose your preferred colors for all volume and threshold levels. Display Style: Select columns, histogram, or line to match your charting style. Why Use This Indicator? Most “relative volume” tools compare only to simple session averages, which miss the real ebb and flow of intraday trading. Relative Volume Pulse gives you contextually accurate volume analysis—helping you spot the bars that matter, not just those that look big on paper. Stop guessing what’s “high” volume—see it, and act on it.
مؤشر Pine Script®
من ‎Asa666‎
Volume-Based Candle ShadingThe Volume Shading indicator dynamically adjusts the color brightness of each price bar based on relative volume levels. It helps traders quickly identify whether a candle formed on low, average, or high volume without needing to reference a separate volume pane. Candles are shaded dynamically as they form, so you can watch volume flow into them in real time. This indicator is designed to be as minimally intrusive as possible, allowing you to visualize volume levels without extra clutter on your charts. The additional volume indicator in the preview above is there just for a point of reference to allow you to see how the shading on the bars correlates to the volume. ⸻ SETTINGS: Bullish and bearish base colors — These serve as the midpoint (average volume) for shading. Brightness mapping direction — Optionally invert the shading so that either high volume appears darker or lighter. Volume smoothing length — Defines how many bars are averaged to determine what constitutes “normal” volume. Candles with volume above average will appear darker or lighter depending on user preference, while those with average volume will be painted the chosen colors, giving an intuitive gradient that enhances volume awareness directly on the chart. ⸻ USES: Confirming price action: Highlight when breakout candles or reversal bars occur with high relative volume, strengthening signal conviction. Spotting low-volume moves: Identify candles that lack volume support, potentially signaling weak continuation or false breakouts. Enhancing visual analysis: Overlay volume dynamics directly onto price bars, reducing screen clutter and aiding faster decision-making. Custom visual workflows: Adapt the visual behavior of candles to your trading style by choosing color direction and base tones.
مؤشر Pine Script®
من ‎TopTradesUA‎
Volume Spike AlertIndicator Features: 📊 Core Functionalities: Exceptional Volume Detection: Calculates volume in USD (volume × price) Compares it against a 90-day average (3 months) Configurable from 1 to 252 days Visual Signals: Green labels for bullish candles with high volume Red labels for bearish candles with high volume Displays excess percentage (e.g., +45.2%) Dual Alert System: AlertCondition: For manual alert configuration in TradingView Alert(): Automated alerts with detailed information ⚙️ Available Settings: Average Period: 1–252 days (default: 90 days) Enable/Disable Alerts: Configurable checkbox Show/Hide Labels: Visual control Label Size: Tiny, Small, Normal, Large Minimum Threshold: Minimum percentage required to trigger a signal 📋 Displayed Information: On Labels: Excess percentage (e.g., +67.3%) Color based on candle direction In the Table: Current volume in millions USD Average volume in millions USD Excess percentage Alert status (ACTIVE/NORMAL) Calculation period In Alerts: Candle type (BULLISH 🟢 / BEARISH 🔴) Symbol and current price Current volume vs. average Timeframe used
مؤشر Pine Script®
من ‎fricci‎
Volume Spike Analyzer(SMA10-Based)📊 **Volume Spike Analyzer (SMA10-Based)** This indicator highlights abnormal volume activity by comparing current volume to the 10-period Simple Moving Average (SMA) of volume. It helps traders visually identify unusual activity that may precede breakouts, reversals, or news-driven moves. --- 🔧 **Features:** • ✅ Colors volume bars:   • Green = Volume > SMA(10)   • Red = Volume ≤ SMA(10) • ✅ Detects and labels spike levels:   • 🔶2x — Volume > 2x SMA(10)   • 🟢3x — Volume > 3x SMA(10)   • 🔴4x — Volume > 4x SMA(10) • ✅ Built-in alerts for all 3 spike levels --- 📈 **Best Use Cases:** • Confirm breakouts with strong volume • Detect accumulation/distribution • Filter low-volume setups • Combine with VWAP/EMA for directional confirmation --- ⏱️ **Recommended Timeframes:** • Intraday: 5m, 15m, 1h • Also works on daily for swing trades --- 🧠 **Pro Tips:** • Use with VWAP or EMA(20/50/200) for confluence • Add SMA(Volume, 10) to your price chart for quick correlation • Combine with candle pattern detection for signal validation ---
مؤشر Pine Script®
من ‎vasireddiramu78‎
Time-Specific Volume AverageA volume indicator based on historic volume. Checks for the average volume in the past few days at the same time of day. This helps you determine when there is truly volume in the markets. We will see often see sustained volume above the average during a clear trend. If you see spikes in volume without it being sustained above the average, it is very likely that the trend will die off quickly. This is very helpful in determining whether to trade based on a trend following system, or a range based system. Settings are below: Days to average: Number of days to look back(tradingview has limits depending on your plan) SMA Length: Number of "volume averages" to look at. Keep this at 1 if you want the average volume at the exact moment in the day. If you increase it, will also average in the past few candles of "volume averages". SMA Multiplier: Multiplies the SMA by this amount(helps to get higher quality trends)
مؤشر Pine Script®
من ‎drop_trades‎
RVOL-TradingCore Functionality 1. Dual RVOL Approach for Entry Confirmation The script calculates two kinds of RVOLs for up to four intraday timeframes: RVOL1 (based on daily average volume): Formula: current intraday volume / 21-day SMA of daily volume RVOL2 (based on same-timeframe average): Formula: current intraday volume / average of past N intraday volumes (default 14) The logic: High RVOL1 → indicates unusual volume relative to daily historical averages. High RVOL2 → indicates volume spike compared to typical activity at that timeframe. 2. Entry Signal – CheckGreen Condition A bullish "Green" condition is triggered if: Gap-up open (Opening_Price > 0) Day’s low remains above previous close (strict lowCheck condition) RVOL1 exceeds set thresholds (default 5% for 3m, 7% for 5m) RVOL2 exceeds set thresholds (default 100%) This is a strict entry filter, ensuring both price action and volume align. 💰 Position Sizing Logic When enabled, the script calculates position size using three stop-loss methods: Fixed SL % (e.g., 3%) Day’s Low (LOD) below entry candle Previous Day’s Low (PDL) below entry candle 🔢 Formula: plaintext Copy Edit Position Size = totalRisk / (entryPrice × stopLoss%) Then it estimates position value as % of ₹1L capital (hardcoded). Outputs include: Number of shares % distance to SL Position size in lakhs (L) 📋 RVOL Table Display Displays in a table on the chart with the following columns: Timeframe RVOL1 (%) RVOL2 (%) % Price Change Price SL % Position LOD-based Position PDL-based Position Color coding helps identify which values meet thresholds. 📌 Customizable Inputs ✅ RVOL Inputs: Days for SMA & historical volume (default: 21 & 14) Timeframes: 3m, 5m, 15m, 60m (all configurable) Thresholds for RVOL1, RVOL2, Gap %, and % price change ✅ Position Size Inputs: Risk capital (default: ₹2500) Enable/disable each SL type (SL %, LOD, PDL) ✅ Table Display: Table size, color, location on chart Enable/disable SL columns 🧩 Visual Elements Draws horizontal levels for 5m/15m candle highs (if enabled) Marks gap-up with a purple 'G' label Color highlights on table cells for high RVOL or negative price moves
مؤشر Pine Script®
من ‎Saurabh_Trade007‎
TA Pressure GaugeThe Pressure Gauge indicator is composed of two main plotted elements in Oscillator Mode: the Up/Down Volume Ratio (UDVR) as a histogram, and the Relative Strength (RS) Score as a continuous line. These two metrics work together to provide real-time insights into both volume momentum and relative performance. The UDVR histogram measures the ratio of buying volume to selling volume. Specifically, if the current close is greater than the previous close, the volume for that bar is classified as up volume. If the current close is lower than the previous close, it’s classified as down volume. Over a 50-bar rolling window (or fewer if limited history exists), the sum of up volume is divided by the sum of down volume to calculate the UDVR. The result is normalized and plotted as vertical bars centered around a baseline value of 50. A UDVR value greater than 1 indicates bullish dominance—more buying than selling—while a value less than 1 indicates bearish pressure. The histogram bars are dynamically color-coded: Lime or Green when the UDVR is rising and remains above 1, signaling increasing buying strength. Red or Maroon when the UDVR is falling and below 1, indicating growing selling pressure. The second component is the Relative Strength Score (RS Score), plotted as a line graph overlaid on the oscillator. This is calculated by dividing the current closing price of the selected asset by the closing price of a benchmark index (e.g., SPX). The result is normalized over a selectable lookback period—63 bars (3 months), 126 bars (6 months), or 251 bars (12 months)—and then converted into a value between 1 and 99. This RS line reflects how well the asset is performing compared to the broader market. When the RS Score is above 70, it indicates strong outperformance and leadership; below 30 suggests underperformance. The true value of Oscillator Mode is in its ability to combine these two readings visually. When both the UDVR histogram is green and elevated, and the RS line is rising and above 70, it often indicates strong institutional accumulation and momentum—key ingredients for high-probability breakout or trend-following trades. This dual-layered confirmation system enables traders to cut through noise and focus on setups that align both in volume strength and market relative performance. The oscillator can be fully customized within the script to change colors, sizing, and input periods, making it flexible for various trading styles and timeframes. Look at this textbook flag forming on ticker symbol WGS. The setup was clean, and the Pressure Gauge was already showing bullish signals. Following the breakout, you can see how the move confirmed what the Pressure Gauge was indicating early on—strong buying pressure and clear relative strength.
مؤشر Pine Script®
من ‎Traders-Agency‎
1
Relative Volume Indicator (RVOL)Relative Volume Indicator (RVOL) is a powerful tool designed for intraday traders who want to quickly identify key areas of interest based on relative volume activity. This indicator compares the current candle’s volume with the historical average volume over a customizable lookback period (default is 20). It highlights when volume is: 🔴 Below average 🟡 Average 🟢 Above average 🟣 Extremely high ⚙️ Customizable Settings: Lookback period for average volume Volume thresholds (average, above average, extreme) Custom colors for each volume zone 🎯 Best suited for: Scalping strategies Breakout confirmation Volume-based entries at key support/resistance levels Spotting unusual or algorithmic trading activity 📈 Works across all timeframes. 🎨 Fully customizable from the settings panel. 🔔 Alerts coming in future versions.
مؤشر Pine Script®
من ‎alvaropozo5‎
VWAP Adaptive (RelVol-Adjusted)This indicator provides an Adaptive VWAP that adjusts volume weighting using RelVol (Relative Volume at Time), offering a more accurate and context-aware price reference during sessions with irregular volume behavior. Classic VWAP calculates the average price weighted by raw volume, without considering the time of day. This becomes a serious limitation during major market events such as CPI releases, FOMC announcements, NFP, or large-cap earnings. These events often trigger massive volume spikes within one or two candles. As a result, the classic VWAP gets pulled toward those extreme prices and becomes permanently skewed for the rest of the session. In such conditions, classic VWAP becomes unreliable. It no longer reflects fair value and often misleads traders relying on it for dynamic support, resistance, or reversion signals. This Adaptive VWAP improves on that by using RelVol, which compares the current volume to the average volume seen at the same time over previous sessions. It gives more weight to price when volume is typical for that moment, and adjusts the influence when volume is statistically abnormal. This reduces the impact of isolated volume spikes and stabilizes the VWAP path, even in high-volatility environments. For example, on SPY 1-minute or 5-minute charts during a CPI release, a massive spike in volume and price can occur within a single candle. Classic VWAP will immediately anchor itself to that spike. Adaptive VWAP using RelVol softens that effect and maintains a more realistic trajectory. Key features: - Adaptive VWAP weighted by time-adjusted Relative Volume (RelVol) - Designed to maintain VWAP reliability during macroeconomic events - Flexible anchoring: Session, Week, Month, Quarter, Earnings, etc. - Optional display of Classic VWAP for comparison - Up to 3 customizable deviation bands (standard deviation or percentage) This tool is ideal for intraday traders who need a VWAP that remains usable and unbiased, even in volatile sessions. It adds robustness to VWAP-based strategies by incorporating time-sensitive volume normalization.
مؤشر Pine Script®
من ‎Julien_Eche‎
2
VOL & AVG OverlayCustom Session Volume Versus Average Volume Description: This indicator will create an overlay on your chart that will show you the following information: Custom Session Volume Average For Selected Session Percentage Comparison Options: Set Custom Time Frame For Calculations Set Custom Time Frame For Average Comparison Set Custom Time Zone Enable / Disable Each Value Change Text Color Change Background Color Change Table location Example: Set indicator to 30 period average. Set custom time frame to 9:30am to 10:30am Eastern/New York. When the time frame for the calculation is closed , the indicator will provide a comparison of the current days volume compared to the average of 30 previous days for that same time frame and display it as a percentage in the table. In this example you could compare how the first hour of the trading day compares to the previous 30 day's average, aiding in evaluating the potential volume for the remainder of the day. Notes: Times must be entered in 24 hour format. (1pm = 13:00 etc.) This indicator is for Intra-day time frames, not > Day. If you prefer data in this format as opposed to a plotted line, check out my other indicator: ADR & ATR Overlay
مؤشر Pine Script®
من ‎abbadon9‎