CME Institutional Order Flow & AMT Lens📜 Attribution & Open-Source Lineage
Mandatory Lineage Notice: This script is an open-source technical derivative and mathematical expansion building upon the continuous Gaussian volume-at-price decomposition architecture created by @ata_sabanci.
Original Script: Volume Footprint: Measuring Classical Indicators by Math & Geometry, Introduction by @ata_sabanci (Licensed under Mozilla Public License 2.0).
We gratefully attribute and cite the foundational works underpinning this suite:
• 🏛️ J. Peter Steidlmayer (CBOT, 1985) & James Dalton (Mind Over Markets, 1990; Markets in Profile, 2007): Pioneers of Market Profile and modern Auction Market Theory (AMT), establishing the classical profile distribution archetypes ( Balanced, Buying Drive, Liquidation Drive, and Double Distribution), the 80% Rule, and Value Area boundary analysis.
• 📐 @ata_sabanci (Ata Sabanci): Author of the open-source continuous Gaussian kernel density decomposition on TradingView under MPL 2.0. His dual-curve probability density function framework is integrated to project smooth buyer/seller volume distributions cleanly on the right chart margin.
• 🔬 Richard D. Wyckoff: The Law of Effort vs. Result, Volume Spread Analysis (VSA), stopping volume, and institutional limit order absorption of aggressive market sweeps at key structural boundaries.
• 🧮 Milton Abramowitz & Irene Stegun (Handbook of Mathematical Functions, National Bureau of Standards Applied Mathematics Series 55, 1964, Formula 7.1.26): High-precision rational Chebyshev polynomial approximation of the complementary error function erfc(x) (|ε(x)| ≤ 1.5 × 10⁻⁷), enabling O(1) constant-time calculation of the Normal Cumulative Distribution Function (CDF) without iterative series loops.
• 🌐 CME Group (Chicago Mercantile Exchange): Level 3 Market-By-Order (MBO) futures microstructure specifications, standardized tick sizes, and 24-hour session conventions across E-mini and Micro index futures (NQ, ES, YM, RTY, MBT, GC).
1. The Core Problem & Philosophy
Retail trading charts are overwhelmingly burdened by lagging moving averages, unpartitioned 24-hour volume histograms, and noisy retail footprint price ladders.
Squinting at hundreds of tiny numbers across individual candle bars creates cognitive fatigue and obscures what institutional algorithms are doing in real time. Furthermore, conventional volume indicators suffer from the "Candle Color Fallacy": if a bar closes green, 100% of its volume is labeled "buying", completely blinding the trader to passive institutional absorption (e.g. smart money absorbing aggressive market sellers on limit bids during a down bar).
The CME Institutional Order Flow & AMT Lens replaces this fragmentation with an integrated, high-performance visual cockpit:
• ⚡ Tick-Precision Footprint Tape Delta (request.footprint): Directly accesses exchange trade tape execution at tick granularity to separate actual ask-lifted buys from bid-hit sells.
• 🧱 True Stacked Imbalance Shelves with Native Footprint Parity: Automatically scans consecutive price tiers for 300%+ diagonal order flow imbalances, with strict zero-ignoring parity matching TradingView's native footprint engine.
• 📈 Right-Margin Continuous Gaussian Volume Profiles: Decomposes buyer and seller volume curves into smooth, continuous mathematical distributions projected cleanly on the right margin with zero price obstruction.
• 🏛️ Dalton Auction Market Theory Archetypes: Automatically classifies auctions into D-Shape, P-Shape, b-Shape, and B-Shape profiles with live Value Area High/Low (VAH/VAL) and Virgin Point of Control (VPOC) tracking.
• ⚖️ Structural Macro Pivots: Visualizes the Overnight Half-Back (50% midpoint equilibrium), Prior Day Cash Value Area, and Multi-Session Confluent Iron POC zones.
2. Order Flow & Auction Engine Pipeline
│ Pine Script v6 Native Footprint (request.footprint)
├── 🟢 True Ask-Lifted Buy Volume (Aggressive Market Buyers)
└── 🔴 True Bid-Hit Sell Volume (Aggressive Market Sellers)
│
▼
│ Ata Sabanci Dual-Curve Analytical Mathematics
├── 🧮 Rational Chebyshev Error Function Integration (Abramowitz & Stegun 7.1.26)
└── 📈 Right-Margin Continuous Volume Decomposition (Buyer Curve vs. Seller Curve)
│
▼
├── 🏛️ Dalton Profile Archetype Classification ( , , , )
├── 🧱 300% Stacked Imbalance Shelves with Native Footprint Parity ("Ignore Zeroes")
├── 🌌 Low Volume Node (LVN) Liquidity Vacuum Corridors & Forward Retests
├── ⚖️ Overnight Half-Back (50% Range) & Multi-Session Confluent Iron POCs
└── 🕯️ Wyckoff Effort vs. Reward Candlesticks (Buyer/Seller Absorption vs. Drives)
3. Visual Anatomy & Signal Guide
Quick reference for identifying real-time order flow and auction structures on your chart:
• 🟡 Buyer Absorption (Demand Exhaustion):
Color / Style: Gold Candle & Outer Glow
Order Flow Meaning: Aggressive market sellers absorbed by passive institutional limit bids at swing lows.
Tactical Interpretation: Trapped sellers; look for bullish reversal or long defense.
• 🟣 Seller Absorption (Supply Exhaustion):
Color / Style: Purple Candle & Outer Glow
Order Flow Meaning: Aggressive market buyers absorbed by passive institutional limit asks at swing highs.
Tactical Interpretation: Trapped buyers; look for bearish reversal or short defense.
• 🟢 Initiative Bull Drive:
Color / Style: Neon Green Bar
Order Flow Meaning: High-volume directional expansion (RVOL ≥ 1.50, Body ≥ 70%).
Tactical Interpretation: Active institutional buyers driving price; align with trend.
• 🔴 Initiative Bear Drive:
Color / Style: Vivid Red Bar
Order Flow Meaning: High-volume directional liquidation (RVOL ≥ 1.50, Body ≥ 70%).
Tactical Interpretation: Active institutional sellers pressing tape; align with trend.
• 🌫️ Dead Volume / Chop:
Color / Style: Dark Slate Candle
Order Flow Meaning: Low relative volume (RVOL < 0.70) or micro-range consolidation.
Tactical Interpretation: Low-liquidity chop; avoid initiating new breakout trades.
• 🧱 Bullish Imbalance Shelf:
Color / Style: Gold Horizontal Ribbon
Order Flow Meaning: 300%+ stacked aggressive buying across ≥ 2 consecutive tiers.
Tactical Interpretation: Institutional demand shelf; serves as high-probability support retest.
• 🧱 Bearish Imbalance Shelf:
Color / Style: Purple Horizontal Ribbon
Order Flow Meaning: 300%+ stacked aggressive selling across ≥ 2 consecutive tiers.
Tactical Interpretation: Institutional supply shelf; serves as high-probability resistance retest.
• ⚪ Prior Cash VPOC:
Color / Style: White Horizontal Ray
Order Flow Meaning: Highest volume price node of prior Regular Trading Hours (09:30–16:00 EST).
Tactical Interpretation: Primary mean-reversion gravity target (revisited in >70% of sessions).
• 🧊 Cash VAH / VAL (Value Area):
Color / Style: Ice Cyan Solid Lines
Order Flow Meaning: Value Area High and Low containing 70% of prior cash session volume.
Tactical Interpretation: Key institutional auction boundaries. Fade in range; follow on breakout.
• ⚖️ Overnight Half-Back (50% Range):
Color / Style: Cyan Dashed Ray
Order Flow Meaning: Exact 50% midpoint of the Overnight Globex range (18:00–09:30 EST).
Tactical Interpretation: Master equilibrium line; early directional bias barometer at cash open.
• ⚡ Confluent Iron POC Cluster:
Color / Style: Soft Orchid Line / Zone
Order Flow Meaning: Prior Day Cash VPOC and Overnight VPOC clustering within tight tolerance.
Tactical Interpretation: Powerful multi-session institutional price agreement and heavy defense wall.
• 🌌 LVN Vacuum Corridor (B-Shape):
Color / Style: Magenta Shaded Corridor
Order Flow Meaning: Low Volume Node valley separating twin distributions in B-Shape profiles.
Tactical Interpretation: Liquidity void; price accelerates rapidly through the corridor.
• 🎯 Unfinished Auction Magnets:
Color / Style: Dotted Horizontal Ray
Order Flow Meaning: Poor High or Poor Low where non-zero volume traded at the outer tick.
Tactical Interpretation: Incomplete auction magnet; high probability of future sweep and repair.
4. Mathematical & Algorithmic Foundations
A. Continuous Gaussian Kernel Density Estimation (Right-Margin Curves)
Rather than discretizing volume into arbitrary rectangular histogram bars that jump abruptly between price levels, volume at price is treated as a continuous probability density function:
text
f(p) = (1 / (σ * √(2π))) * exp(-(p - μ)² / (2σ²))
To calculate cumulative volume integrals in constant O(1) time without performance-draining numerical loops, the cumulative distribution function is solved via Abramowitz & Stegun Formula 7.1.26:
text
P(Z ≤ z) = 1 - (1 / √(2π)) * exp(-z² / 2) * (a1*t + a2*t² + a3*t³ + a4*t⁴ + a5*t⁵) + ε(z)
where t = 1 / (1 + p*z) and |ε(z)| ≤ 1.5 × 10⁻⁷. This enables the indicator to project smooth, mathematically rigorous buyer and seller curves on the chart's right margin with zero execution lag.
B. True Footprint Diagonal Imbalance Parity
Institutional order flow imbalances occur when aggressive market orders lifting the ask at price tier P overwhelm passive limit orders on the bid at price tier P by a specified dominance ratio (e.g. 3:1 or 300%):
text
Buy Imbalance: Ask_Volume(P_i+1) >= Ratio * Bid_Volume(P_i)
Sell Imbalance: Bid_Volume(P_i) >= Ratio * Ask_Volume(P_i+1)
• 🎯 Strict "Ignore Zeroes" Parity: In TradingView's native footprint engine, when "Ignore zeroes" is active, any diagonal pair where either side has 0 traded contracts is strictly disqualified from being an imbalance. The indicator enforces this parity rule by default, eliminating false edge-of-candle anomalies at highs and lows.
• 🎯 Calibrated Contract Floors: The volume floor is calibrated to 1.0 contract on CME futures to capture genuine institutional prints on smaller-lot contracts like RTY and YM, and 10.0 shares on US Equities to filter retail odd-lot dust.
• 🎯 Bounded Tier Span Geometry: Caps shelf thickness strictly to the stack depth span imbDepth * tick_group_pts, preventing shelves from expanding into giant monolithic slabs.
C. Dalton Profile Shape Archetypes & Empirical Resolutions
Audited across continuous CME index futures sessions, daily auctions resolve into four distinct structural shapes:
• 🏛️ Rotational Balance (25.1% frequency): Symmetrical bell curve indicating institutional consensus on fair value. High mean-reversion probability between Value Area High (VAH) and Value Area Low (VAL).
• 🚀 Initiative Buying Drive (14.1% frequency): Top-heavy volume distribution with a thin lower tail, signaling aggressive short-covering or institutional buying drives. Reversals into b-shape occur in less than 5% of sessions; edge lies in buying pullbacks to developing VPOC.
• 🩸 Initiative Liquidation Drive (8.5% frequency): Bottom-heavy volume distribution with a thin upper tail, signaling long liquidation or aggressive selling. Reversals into P-shape occur in less than 5% of sessions; edge lies in selling rallies to developing VPOC.
• 🗜️ Double Distribution (52.3% frequency): Two distinct high-volume distributions separated by a Low Volume Node (LVN) liquidity vacuum corridor. Price rapidly traverses the central LVN void (spending < 12% of session time inside it) moving from one balance area to the other.
5. Comprehensive Settings Dictionary (Explaining Every Parameter)
The settings dialog is cleanly divided into 10 structured groups matching the on-screen hierarchy:
⚙️ Group 0: Execution Performance & Replay Mode
• ⚡ Fast Replay / Lightweight Mode:
Purpose: Optimizes the indicator for TradingView Bar Replay and lower-memory systems.
How it works: Switches the calculation from tick-precision native footprint sampling to instantaneous Geometric Proxy delta (zero network/memory latency), reduces profile lookback to 300 bars, and streamlines profile bins to 30.
Default: false (keep unchecked for live charts with sub-bar tick precision).
🎨 Group 1: Candle Display & Visual Palette
• Candle Display Style:
Purpose: Selects the visual presentation of candlesticks on the chart.
Options:
Ghost Glow (Semi-Transparent Body + Solid Wicks): 75% body transparency allows underlying native TradingView footprint numbers and delta grids to remain 100% visible while keeping solid wicks for price action analysis.
Full Solid HD Candlestick: Opaque, vibrant institutional candles for standard charting.
Hollow (Wicks & Solid Borders Only): Outlined borders with 100% transparent centers.
Direct Native Barcolor: Applies colors directly to TradingView's default candle series.
Disabled: Hides custom candle rendering completely.
Default: Ghost Glow.
• Color Effort vs. Reward Candles:
Purpose: Toggles Wyckoff-based candle coloring (Demand, Supply, Initiative, Muted).
Default: true.
• Buyer Absorption (Demand) Color:
Purpose: Highlights bullish buyer absorption at lows (aggressive sellers absorbed on limit bids). Also styles bullish imbalance shelves and buyer volume profiles.
Default: Gold (#FFD700).
• Seller Absorption (Supply) Color:
Purpose: Highlights bearish seller absorption at highs (aggressive buyers absorbed on limit asks). Also styles bearish imbalance shelves and seller volume profiles.
Default: Purple (#AB47BC).
• Initiative Bull & Bear Colors:
Purpose: Highlights high-volume directional expansion drives (body ≥ 70%, RVOL ≥ 1.50).
Defaults: Neon Green (#00E676) and Vivid Red (#FF1744).
• Standard Bull & Bear Bar Colors:
Purpose: Colors standard non-absorption bars.
Defaults: Green (#00E676) and Red (#FF1744).
• Dead Volume / Chop Color:
Purpose: Colors candles that occur during micro-range consolidation or low relative volume (RVOL < 0.70). Gated strictly to confirmed bars to prevent premature shading on live candles.
Default: Slate (#373C4B).
• Show Unfinished Auction Magnets (Poor Highs / Lows):
Purpose: Projects horizontal dotted rays from candle extremes where volume executed at the outer tick with zero excess, representing unfinished inventory magnets.
Default: true.
• Auto-Suppress Intraday Overlays on Macro/HTF:
Purpose: Automatically cleans Daily and Weekly charts by hiding intraday rays, overnight boxes, and micro-shelves, preventing WebGL stutter.
Default: true.
🧱 Group 2: Stacked Imbalance Shelves
• Project Stacked Imbalance Shelves:
Purpose: Projects forward-extending support/demand shelves from stacked order flow imbalances until price retests or penetrates the zone.
Default: true.
• Ratio Multiplier:
Purpose: Diagonal volume dominance ratio required to trigger an imbalance.
Default: 3.0 (300% dominance, matching standard institutional footprint configurations).
• Stack Depth:
Purpose: Number of consecutive price tiers required to confirm an institutional shelf.
Default: 2 tiers.
• Ticks Per Row (Tier Size, 0 = Auto):
Purpose: Price tier bucket size in ticks. Set to 0 for Auto-Adaptive (automatically matches optimal row density across all assets and timeframes). Set to any positive integer (e.g. 8 for 2.00 pt on NQ, 4 for 4.00 pt on YM, 2 for 0.20 pt on RTY, 20 for 20 cents on NVDA) to force a fixed tier size.
Default: 0 (Auto).
• Ignore Zeroes (Native Footprint Parity):
Purpose: When enabled, price tiers with 0 volume on the opposite side are ignored, strictly matching TradingView native footprint behavior. Disable to allow trades against 0 to trigger imbalances.
Default: true.
• Shelf Line Width & Line Transp (%):
Purpose: Controls the thickness (1–4px) and opacity of the shelf baseline price ray.
Default: Width 1, Transp 100% (hides the harsh line for an ultra-clean ribbon).
• Shelf Box Transp (%):
Purpose: Controls background opacity of the shelf rectangle.
Default: 84% (soft background ribbon).
• Max Active Retest Shelves:
Purpose: Caps the maximum number of unmitigated imbalance shelves preserved across historical peaks, guaranteeing peak chart performance.
Default: 30.
🏛️ Group 3: Key Institutional Levels & Styling
• Show Prior Cash Levels (VAH / VAL / VPOC):
Purpose: Displays Prior Day RTH Cash (09:30–16:00 EST) Value Area High, Value Area Low, and Point of Control.
Default: true.
• VPOC Color, Width, Style, and Transp (%):
Purpose: Full visual customization of the Point of Control line.
Default: White (#FFFFFF), Width 2, Style Solid, Transp 0%.
• VAH & VAL Color, Width, Style, and Transp (%):
Purpose: Full visual customization of Value Area boundary lines.
Default: Ice Cyan (#00E5FF), Width 1, Style Solid, Transp 35%.
• Prior Level Origin Anchoring:
Purpose: Controls where historical levels start. Cash Open (New Day Only) starts cleanly at the 09:30 cash open; Session Origin (Full Span) anchors back to historical bars.
Default: Cash Open (New Day Only).
• Show Overnight Half-Back (50% Midpoint):
Purpose: Projects the exact 50% midpoint of the overnight range (18:00 to 09:30 EST), serving as a primary structural equilibrium balance line during the Cash Open.
Default: true, Cerulean Cyan (#00E5FF), Width 2, Dashed.
• Highlight Confluent Iron POC Cluster:
Purpose: Automatically detects when Prior Day Cash VPOC and Overnight VPOC cluster closely together, indicating powerful multi-session institutional price agreement.
Default: true, Soft Orchid (#CE93D8), Width 2, Solid.
• Show Overnight Shaded Box (18:00 - 07:00 EST):
Purpose: Renders a muted box preserving overnight inventory territory.
Default: false.
• Extend to 08:30 Pre-Market:
Purpose: Extends the overnight box cutoff from 07:00 EST to 08:30 EST to capture pre-market macroeconomic releases.
Default: false.
🔬 Group 4: Volume Delta Engine & Lower Timeframe
• Tick Grouping Mode:
Purpose: Enforces the Row-Density Invariance Law across all timeframes and assets, dynamically targeting 11–16 rows per candle.
Options: Auto-Adaptive (Row-Density Invariance) or Manual Ticks.
Default: Auto-Adaptive.
• Manual Ticks (if Selected):
Purpose: Fixed tick count when Manual Ticks mode is active.
Default: 4.
• Use Time-of-Day RVOL on 1-Hour Charts:
Purpose: Normalizes 1h volume against the historical average for that specific hour (0–23 EST), eliminating diurnal bias where morning bars appear artificially high and overnight bars appear low.
Default: true.
• Volume Engine (when Replay Mode is Off):
Purpose: Selects volume delta calculation when Fast Replay is unchecked:
Native Footprint (Tick Precision): Pine Script v6 native request.footprint() for true tick-level trade tape execution without lower-timeframe interpolation.
Geometric Proxy: Instant mathematical proxy for Bar Replay.
Intrabar (1m Low Memory): Fast 1-minute sub-bar sampling.
Intrabar (Sub-Minute): Sub-minute granularity for live intraday trading.
Default: Native Footprint (Tick Precision).
• Intrabar Lower Timeframe:
Purpose: Sub-bar resolution when Intrabar mode is active (Auto, 1S, 5S, 15S, 30S, 1, 5).
Default: Auto.
🌐 Group 5: Session Volume Profiles & AMT Scope
• Show Session Volume Profiles (Right Margin & Anchor):
Purpose: Enables the developing volume profile on the right margin and completed historical profile succession.
Default: true.
• Profile Scope Horizon:
Purpose: Controls the institutional auction cycle:
Auto-Adaptive: Sub-Session (<= 15m), Daily Full Cycle (30m–4h), Weekly (Daily charts), Monthly (Weekly charts).
Or force fixed Sub-Session, Daily Full Cycle, Weekly, or Monthly.
Default: Auto-Adaptive.
• Completed Sessions to Display:
Purpose: Number of completed historical session profiles to render across the chart (e.g. 10 sessions = 5 Full Trading Days of Cash + Overnight).
Default: 15.
• Show Session VAH / VAL Lines:
Purpose: Toggles session Value Area High and Value Area Low boundary lines.
Default: true.
• Show Dalton Profile Shape Badges ( , , , ):
Purpose: Identifies and stamps Dalton profile shape badges at session extremes.
Default: true.
• Extend Completed Virgin POC to Live Bar:
Purpose: Extends unvisited Virgin POCs forward as horizontal attractor lines until retested.
Default: true.
• Wait for 1 Bar Close on Session Open:
Purpose: Waits for the opening candle of a new session to fully close before initiating the developing profile on the right margin. Prevents opening-tick jitter, zero-range artifacts, and profile flashing.
Default: true.
📐 Group 6: Profile Curve Geometry & Shading
• Profile Width Scaling:
Purpose: Controls how far volume profiles expand horizontally into the session.
Options: Expressive (50% Span), Balanced (35% Span), Wide (65% Span), Compact (20% Span), or Fixed Bars.
Default: Expressive (50% Span).
• Fixed Width (Bars) & Offset off Candle:
Purpose: Fine-tunes profile width in fixed-bar mode and right-margin clearance off the live candle.
Defaults: 36 bars and 3 bars offset.
• Profile Shading Style:
Purpose: Selects visual color treatment for volume profile curves (Bid/Ask Dual-Tone, Monochrome Slate, Monochrome Gold, Monochrome Cyan).
Default: Bid/Ask Dual-Tone.
• Buy Vol Curve & Sell Vol Curve Colors:
Purpose: Independent palette selectors for buyer and seller curves.
Defaults: Gold (#FFD700) and Purple (#AB47BC).
• Fill Transp (%) & Outline Transp (%):
Purpose: Controls background fill opacity (default 92% provides a soft watermark) and contour outline opacity (default 5% gives a crisp border).
Defaults: Fill 92%, Outline 5%.
• Profile Label Size:
Purpose: Scales font size of session shape badges and POC price labels (Tiny, Small, Normal, Large).
Default: Small.
🏷️ Group 7: Level Labels & Dark Knockout Shield
• Level Labels Style:
Purpose: Visual presentation of VAH, VAL, and POC text:
Subtle Acronym (On Line): Clean, transparent floating text (POC 29484.75, VAH 29550.00) sitting directly on the line without bulky background badges.
Session Acronym (C-POC / ON-POC): Prepends session identifier.
Compact Acronym Only: Shows only the letters (POC, VAH, VAL) without price.
Bulky Badges: Legacy high-contrast opaque pill badges.
Hidden: Suppresses text for pure minimalist lines.
Default: Subtle Acronym (On Line).
• Level Labels Position:
Purpose: Horizontal placement along the level line (Right Edge Inside Box, Right Edge Outside Box, Center of Session, Left Edge Inside Box).
Default: Right Edge (Inside Box).
• Dark Knockout Shield Pill:
Purpose: Wraps acronym labels in a dark cutout container (#0C0F18) to shield text from candle wicks passing through the level.
Default: true.
• Shield Opacity (%):
Purpose: Background shield opacity (0% = solid dark container, 15% = subtle dark glass).
Default: 15%.
🔲 Group 8: Session Framing Outlines & LVN Corridors
• Show Session Framing Outlines:
Purpose: Frames each completed and developing Cash RTH and Overnight auction in a clean, high-contrast outline that connects seamlessly to the next session.
Default: true.
• Frame Border Style & Width:
Purpose: Border style (Solid/Dashed/Dotted) and width (1–3px).
Default: Dotted, Width 1.
• Cash Frame & ON Frame Colors:
Purpose: Distinct frame border colors for Cash RTH (Gold) vs. Overnight Globex (Purple).
• Outline Transp (%) & Fill Transp (%):
Purpose: Opacity of outer frame border (30%) and internal session shading (98% = transparent wireframe with zero candle tinting).
Defaults: Outline 30%, Fill 98%.
• Show LVN Vacuum Corridor (B-Shape):
Purpose: Displays the Low Volume Node (LVN) liquidity vacuum corridor for B-Shape (Double Distribution) profiles.
Default: true.
• LVN Presentation:
Purpose: Visual style (Both Corridor Box + Centerline, Shaded Corridor Box, or Inflection Line Only).
Default: Inflection Line Only.
• LVN Forward Extension:
Purpose: Extend Until Mitigated projects the corridor forward until retested or penetrated; Session Span Only confines it within session boundaries.
Default: Extend Until Mitigated.
• LVN Color, Style, and Box Fill Transp (%):
Purpose: Visual customization of the LVN corridor.
Defaults: Magenta (#E040FB), Dotted, 92% box fill transparency.
📊 Group 9: Institutional Heads-Up Display & Educational Table
• HUD Display Mode:
Purpose: Selects dashboard presentation (Full Educational Dashboard, Compact Status Pill, or Disabled).
Default: Full Educational Dashboard.
• Dashboard Position:
Purpose: Screen corner placement (Bottom Right, Bottom Left, Top Right, Top Left).
Default: Bottom Right.
• Detect Imbalances at Key Levels:
Purpose: Real-time audio/visual alert scanning active order flow imbalance shelves and alerting when stacked absorption coincides with key levels (VAH, VAL, VPOC, or Overnight Half-Back).
Default: true.
6. Tactical Execution Playbook
1. Pre-Market Balance Orientation (08:30 – 09:30 EST)
• ⚖️ Identify the position of price relative to the Overnight Half-Back (50%).
• ⚡ Scan for Confluent Iron POC alignments between yesterday's Cash VPOC and the Overnight VPOC.
• 🏛️ Check the prior session's Dalton archetype badge: Is the market balanced ( ) or trending ( or )?
2. Opening Drive & Judas Swing Mitigation (09:30 – 10:00 EST)
• 🛑 Stand aside during the opening 15 minutes to protect capital from opening whipsaws and liquidity gaps.
• 🪤 Watch for a false opening drive (Judas Swing) sweeping overnight extremes into an unmitigated Stacked Imbalance Shelf.
• 🟡🟣 Confirm absorption via Effort vs. Reward Candle Colors (Gold for Buyer Absorption, Purple for Seller Absorption).
3. High-Confluence Setups by Dalton Archetype
• 🔄 Rotational Days: Fade Value Area boundaries (VAH and VAL) targeting the VPOC mean.
• 🌌 Double Distribution Days: Trade the breakout through the LVN Vacuum Corridor, capturing rapid price displacement toward the secondary distribution's POC.
• 🚀 Initiative Days: Never fade the morning drive. Align with trend pullbacks into the developing right-margin VPOC and stacked imbalance shelves.
7. Educational & Compliance Disclaimer
This indicator is published under the Mozilla Public License 2.0 (MPL 2.0) strictly for educational, research, and analytical purposes. It does not provide trade recommendations, signals, or financial advice. Trading futures, equities, and options carries substantial risk of capital loss. Past performance and quantitative models do not guarantee future market outcomes. Always exercise rigorous risk management. مؤشر
MOYA Sessions & Volume Profile [RealSebastianMoya]Hello traders!
Introducing: "MOYA Sessions and Volume Profile"
This script rebuilds a full Volume Profile for any session length you choose — from a single Tokyo/London/New York session up to a full Yearly cycle — and layers on POC, Value Area High/Low, a live in-progress profile, and (new) real futures volume normalization for Forex/CFD charts.
But before getting into the settings, it's worth explaining where this way of reading the market comes from, because the indicator has no real value if you don't know what questions it's actually answering.
The Underlying Theory: Auction Market Theory
The market isn't a line going up or down. It's a continuous auction. At every moment, buyers and sellers are negotiating a "fair" price, and price moves searching for the level where both sides are willing to transact in volume.
This theory — originally developed for Market Profile by J. Peter Steidlmayer at the CBOT — starts from a simple idea:
Price tells you where the market moved. Volume tells you how much conviction was behind that move.
A regular candlestick chart only shows you the time sequence of price. A Volume Profile rotates that information 90 degrees and asks a different question at every price level: "how much actually traded here?"
The level with the most activity is the Point of Control (POC) — the price the market has "voted" for most often as fair.
The Two Market Regimes
Under this theory, the market constantly alternates between two regimes:
Balance / Equilibrium
Technical name: Balance, Rotational Value Area
What it means: Buyers and sellers accept a range and price rotates inside it without clear direction
Profile shape: Bell curve (D-Shape) — POC centered
Imbalance / Trend
Technical name: Imbalance, Trend Day, Directional Auction
What it means: One side (buyers or sellers) dominates and price refuses to rotate, moving away from the range
Profile shape: Spike (P-Shape or b-Shape) — POC at one extreme
Knowing which regime the market is in completely changes what a touch of the POC or a Value Area edge should mean to you. This is what many newer traders miss: they apply the same rule ("buy at VAL, sell at VAH") regardless of regime, and end up fading strong trends as if they were reversions.
Correct Terminology — What Each Thing Is Actually Called
Here's the real vocabulary used when trading with Volume Profile, so you know exactly which term to use and what each one means:
Levels
POC (Point of Control): the price with the highest traded volume in the session. It's the center of gravity of price.
VAH (Value Area High): the upper boundary of the zone where 70% (adjustable) of volume occurred.
VAL (Value Area Low): the lower boundary of that same zone.
Value Area (VA): the full range between VAH and VAL — the fair price zone accepted by the market.
Naked POC: a POC from a previous session that price has not yet returned to touch. These act as strong magnets because they represent unresolved business.
Price Behaviors
Mean Reversion: when price moves away from the POC but returns to it because the market is in balance. This is the dominant behavior inside an equilibrium regime.
Continuation: when price breaks a Value Area extreme and keeps moving in that direction without returning, because the market is in imbalance.
Rejection: price touches a level (VAH, VAL, or POC) and snaps back quickly, leaving a wick — a sign that level was defended.
Acceptance: price enters a zone and stays there, building new volume — a sign the market considers that new range fair.
Excess: a long, thin wick with no volume behind it — a sign of violent rejection of a price, typical at range extremes.
Breakout: when price exits the Value Area with force and increasing volume. If acceptance follows the breakout, it confirms as a trend start; if there's no acceptance, it's a false breakout (fakeout) and price returns to the range (this is mean reversion after a failed breakout attempt).
Double Distribution (B-Shape): when the profile shows two high-volume zones separated by a low-volume zone — indicates the market was in two distinct price agreements during the session, typical of a trend that paused midway.
On Buyers and Sellers
Classic Volume Profile doesn't directly measure who bought or sold (that's what Delta/CVD does, not part of pure profile reading), but dominance can be inferred by observing:
If the POC shifts upward session after session, buyers are defending higher prices, buyer control.
If the POC shifts downward session after session, seller control.
If the POC stays relatively fixed while volume grows, both sides are actively negotiating without ceding ground, balance, indecisive market.
How the Indicator Works Within This Theory
The script tracks session boundaries using exact timeframe change detection and rebuilds the price/volume grid every time a new session starts.
Each candle's volume is distributed across the price levels its high-low range actually touched (body/wick weighted model), so the profile reflects where price genuinely spent time and volume — not just where it closed.
Once a session closes, the script locates the POC and expands outward, level by level, until the configured percentage of total volume (default 70%) is captured — that boundary becomes your Value Area.
Rather than just showing you where price moved, this helps you answer:
Where did volume concentrate during the session?
Was the session accepted (balance) or rejected (imbalance)?
Where is the fair price zone for this period?
How does that zone line up against higher or lower timeframe context?
While a session is still forming, the script keeps its profile, POC, and Value Area updating in real time (Live Zone) — not just the last closed session — so you can react to developing structure instead of only analyzing it afterward.
Trading Scenarios — How This Is Actually Traded
These are the real scenarios where this reading applies. You add the chart; here's the logic behind each one.
Scenario 1 — Mean Reversion Inside Balance
Regime context: The previous session's profile shows a bell-curve shape (D-Shape), POC centered, and a wide Value Area that has stayed stable across several sessions. This indicates a market in balance.
What you see on the Volume Profile: Current price is drifting away from the POC toward the VAH without growing volume behind it (little real push).
Reading: Since we're in a balance regime, the move toward VAH is likely testing the edge of the range, not the start of a trend.
How it's traded: Look for a short on rejection at the VAH, targeting the POC. Stop above the VAH with a small buffer. This is the classic fade trade — and it only makes sense because the regime is balance; the same signal in a trending regime would be a trap.
Scenario 2 — Continuation After a Breakout With Acceptance
Regime context: Price breaks above the previous session's VAH. Instead of falling back, price stays above that level for several candles, and the new forming profile (Live Zone) starts building its own POC above the old VAH.
What you see on the Volume Profile: Acceptance — the market is actively trading in the new price range, not just passing through it.
Reading: This is evidence of directional imbalance — control shifted hands (likely to buyers) and a new Value Area is forming higher up.
How it's traded: Look for a long entry on the first pullback into the old VAH (which now acts as support — the classic resistance-to-support flip), targeting the next significant volume level from a higher timeframe (e.g., the weekly POC if you're trading on Daily). Stop below the old POC.
Scenario 3 — False Breakout (Fakeout) — Reversion, Not Continuation
Regime context: Price breaks below the VAL with a strong candle, but in the following session (or in the indicator's Live Zone) price returns inside the original Value Area without building new volume below.What you see on the Volume Profile: No acceptance — the new profile forming outside the range has very little volume compared to the prior profile, a sign nobody is defending that price.
Reading: The breakout was a liquidity grab, not a real regime change. The market is still in balance.How it's traded: Look for a long entry on the return inside the Value Area, targeting the POC and potentially the opposite VAH. This is the scenario where confusing "breakout" with "continuation" costs the most money — which is why the indicator's Live Zone is key: it lets you see in real time whether the new profile is gaining volume (real continuation) or staying empty (fakeout).
Scenario 4 — Double Distribution (B-Shape) — A Pause Inside a TrendRegime context: The session's profile shows two separate high-volume zones with a thin low-volume "neck" between them.
What you see on the Volume Profile: The market traded heavily in one range, then migrated and traded heavily again in another range, without spending much time in the middle.Reading: This typically occurs inside a trend that paused — two distinct price agreements in the same session, usually connected by a fast directional move (the low-volume "neck" is where price moved without resistance).
How it's traded: The low-volume neck (the thin part of the profile) is a low-liquidity zone — if price returns there, it tends to cut through quickly in either direction, not stay. It's not a zone to trade reversion; it's a zone to wait for price to cross through and react at the POC of whichever side it's heading toward.
Scenario 5 — Multi-Timeframe Confluence (the Indicator's Most Powerful Use)Regime context: You run the indicator on Weekly and see current price touching the weekly VAL. You switch to Daily and see a daily POC also forming right at that same level.
What you see on the Volume Profile: Two different timeframes coinciding at the same price — the "why" (weekly context) and the "when" (daily execution) are aligned.Reading: This confluence across timeframes is the highest-probability signal in the whole system, because it doesn't depend on a single profile — it depends on the market respecting the same level from two different time perspectives.
How it's traded: Take the entry on Daily (precise execution), with directional bias given by the weekly regime (if weekly price is in balance, trade the reversion toward the weekly POC; if weekly is in imbalance, trade continuation toward the next relevant volume level). Stop goes outside the daily Value Area; target is the weekly POC or the opposite VAH/VAL, depending on the identified regime.
Scenario 6 — Using Real Futures Volume to Confirm Regime on Forex/CFDRegime context: You're trading XAUUSD on your CFD broker. Your broker's tick volume is synthetic (it counts price changes, not real contracts), so a profile built on that volume can show a different shape than actual market activity.
What you see on the Volume Profile: With External Futures Volume enabled and auto-detect pointing to COMEX:GC1! (Gold futures), the profile now reflects real futures market participation, while price levels still come from your XAUUSD chart.
Reading: This matters especially when your broker's tick volume gives you a POC in one place and real futures volume gives you a POC somewhere else — the difference tells you that real institutional market activity sits at a different level than what your broker is showing.
How it's traded: Prioritize the POC/VA calculated with real futures volume over native tick volume when the two diverge, because regulated futures volume (CME/COMEX/NYMEX) is auditable and reflects real participation, while tick count only reflects your specific broker's activity.Summary — Why Use This IndicatorThis script is designed for traders who read the market through:Volume Profile and Point of Control / Value Area (Auction Market Theory)Market regime identification (balance vs. imbalance)Multi-timeframe confluenceReal vs. synthetic volume on Forex/CFD instruments
Because you can run the same profile logic across completely different session lengths — from a single hourly cycle to a full year — you can compare how conviction built across timeframes: does the Daily POC sit inside last week's Value Area? Is price accepted or rejected at last month's VAH? That layered context is where this script earns its keep.Note: every scenario assumes you identify the market regime (balance vs. imbalance) first before deciding whether to trade reversion or continuation — trading the wrong signal for the wrong regime is the most common cause of losses when using Volume Profile.
Features
56 Session Lengths — 1 to 55 Minutes (1m, 2m, 3m, 4m, 5m, 6m, 7m, 8m, 9m, 10m, 12m, 15m, 20m, 25m, 30m, 35m, 40m, 45m, 50m, 55m), Tokyo, London, New York, 1 Hour through 12 Hours, Daily through 7 Days, Weekly through 5 Weeks, Monthly through 7 Months, Quarterly, Yearly.
POC, VAH, VAL with lines and text labels.
HVN/LVN — detects multiple volume peaks and valleys per session, not just the single POC.
External Futures Volume — auto-detects the real related futures contract for your symbol (metals, forex, indices, energy, crypto).
Live Panel — POC, VAH, VAL, distance, VA position, active volume source.
Configurable Styling — independent colors, widths, and sizes for every element.
Open Source Attribution and Credits
In strict compliance with TradingViews House Rules regarding open-source code reuse, I explicitly credit and thank the original developer @LeviathanCapital for their open-source script "Market sessions and Volume profile - By Leviathan", which served as the structural foundation for the session isolation and baseline volume array logic in this indicator.
Significant Algorithmic Enhancements and Added Value:
While the primary mathematical grid expansion retains architectural roots from open source, this script introduces massive procedural improvements, structural upgrades, and new calculations developed entirely by me to transform it into an institutional-grade utility:
Automated External Futures Volume Normalization (Forex/CFD Context): Implemented a dictionary algorithm (getAutoFuturesTicker) to auto-detect and scale native tick charts against centralized futures markets (e.g., CME:6E1!, COMEX:GC1!, CME_MINI:NQ1!). This replaces synthetic broker data with authentic trading volume while maintaining local price scales.
Volume Nodes Engine (Multi-Peak HVN / LVN Detection): Developed an array scanning filter that runs on closed sessions to automatically isolate contiguous high/low volume anomalies. This effectively flags multiple supply/demand zones (like the humps of a double-distribution profile) beyond the baseline single POC.
Real-Time Live Zone Tracking: Integrated a dynamic recalculation engine for ongoing unclosed trading sessions, updating developing POCs, VAHs, and VALs seamlessly on the active bar state.
Interactive Live Dashboard Panel: Programmed a comprehensive on-screen status table displaying absolute values for POC/VAH/VAL, current distance from point of control, value area boundary status, and status indicators of the active volume feed.
Expanded Graphical and Period Customization: Redesigned aesthetic configurations, text label sizing, box boundary styles, and added resolution adjustments alongside line right-extensions.
Open Source Attribution and Credits
In strict compliance with TradingViews House Rules regarding open-source code reuse, I explicitly credit and thank the original developer LeviathanCapital for their work.
The original script "Market sessions and Volume profile - By @LeviathanCapital served as the logical foundation for the session isolation and baseline volume array logic in this indicator. All rights and original logical baselines remain under their respective ownership.
مؤشر
Chaikin Fisher Transform Divergence & Early Reversal# 📌 CFisherDiv — Chaikin Fisher Transform Divergence & Early Reversal
## Purpose of the Indicator
This indicator combines the **Chaikin Oscillator**, a volume-based momentum oscillator, with **Fisher Transform** mathematics, which converts price/momentum extremes into sharp turning points. The goal is to take the "soft" and lagging signals produced by the classic Chaikin Oscillator and make them earlier and clearer through the Fisher transform's sharp peak/trough structure, which approximates a Gaussian distribution.
On its own, the indicator addresses:
- Removing the ambiguity in interpreting the raw Chaikin Oscillator (by offering a normalized oscillation line with defined boundaries via the Fisher transform)
- Catching trend exhaustion early through **pivot-based divergence** detection, in addition to classic crossover signals
- Giving advance notice of reversals from overbought/oversold zones with **"early reversal"** signals, before a full crossover forms
## Attribution for Methods Used
This indicator is an original synthesis of two independent, well-known technical analysis methods:
- **Chaikin Oscillator**: Developed by Marc Chaikin, this classic volume-momentum oscillator takes the difference between short- and long-period EMAs of the Accumulation/Distribution line. In this indicator it's calculated via the built-in `ta.accdist` function.
- **Fisher Transform**: Developed by John F. Ehlers, this mathematical method compresses any oscillating series into the -1 to +1 range and then applies a logarithmic transform to produce a sharp, approximately Gaussian-distributed signal. Originally applied to price, this technique is applied here to the classic Chaikin Oscillator's output instead.
The pivot-based divergence detection and "early reversal" logic are additional layers designed originally for this script; no third-party code was used as a base.
## How Is It Calculated?
1. **Chaikin Oscillator**: `ema(accdist, fast length) - ema(accdist, slow length)`
2. **Fisher Normalization**: The oscillator value is normalized into the -0.5 to +0.5 range based on the highest/lowest values within the chosen period, then smoothed with a weighted average and clamped to ±0.999.
3. **Fisher Transform**: The normalized value is logarithmically transformed via `0.5 × ln((1+x)/(1-x))`, then weighted with the previous bar's value. The result is the Fisher line (`fish`) and its one-bar-lagged trigger (`trigger`).
## Parameters
**Chaikin Oscillator**
- *Fast Length* (default 3): The short EMA period of the Accumulation/Distribution line
- *Slow Length* (default 10): The long EMA period of the Accumulation/Distribution line
**Fisher Transform**
- *Fisher Normalization Length* (default 10): The lookback window over which the oscillator's highest/lowest values are calculated. Shortening it speeds up the signal but increases noise.
- *Overbought Level* (default 1.5) / *Oversold Level* (default -1.5): Horizontal thresholds defining the Fisher line's extreme zones.
**Divergence**
- *Show Divergences*: Toggles divergence lines and labels on/off.
- *Pivot Left Bars / Pivot Right Bars* (default 4/4): The number of bars required on each side of a peak or trough for it to be confirmed as a pivot. Increasing this produces more reliable but more delayed pivots.
- *Max Bars Between Pivots* (default 60): The maximum bar distance over which divergence is searched for between two pivots; prevents meaningless pairing of pivots that are too far apart.
**Early Reversal**
- *Show Early Reversal Signals*: Toggles early signals that form on exit from an extreme zone.
- *Signal Cooldown (Bars)* (default 5): The mandatory minimum bar distance between consecutive early signals (prevents excessive signal repetition).
## How to Interpret the Signals
- **Green/Red triangle (Long/Short Crossover)**: The Fisher line crossing its own trigger up/down — a classic momentum reversal signal.
- **RegBull / RegBear (Regular Divergence)**: Price makes a new low/high while the Fisher line fails to confirm it — indicates the current trend is losing steam, a potential trend reversal.
- **HidBull / HidBear (Hidden Divergence)**: Price makes a shallower low/high while the Fisher line makes a deeper low/high — a confirmation signal that the current trend is likely to continue.
- **Cyan/Orange diamond (Early Bullish/Bearish Reversal)**: A leading signal triggered when the Fisher line begins to turn while still in the oversold/overbought zone, before a full crossover forms. Earlier than the other signals but carries a higher risk of false signals; confirmation with price action or another indicator is recommended.
## Usage Note
Since the indicator relies on volume data, it will not work on symbols that don't provide volume information (some forex pairs, indices, etc.) and will report this with an error message on the chart. The signals are designed to be used for trend following and confirmation alongside other technical/fundamental analysis tools, not as standalone buy/sell decisions. Past performance is not a guarantee of future results. مؤشر
Coasyn Directional Order BlocksCoasyn Directional Order Blocks
Coasyn Directional Order Blocks identifies directional supply and demand zones created around market-structure breaks with displacement.
The indicator is designed to help traders visualize potential areas of prior institutional participation without turning those zones into automatic trade signals.
It tracks both:
Demand Order Blocks
Supply Order Blocks
Each block remains active until it is touched, invalidated, or removed according to the settings selected by the user.
How blocks are created
A new block requires two things:
1. A structure break
The indicator tracks recent swing highs and swing lows using the configured Structure Swing Length.
A demand block requires price to break above the most recent tracked swing high.
A supply block requires price to break below the most recent tracked swing low.
2. Displacement
The structure break must occur with a directional displacement candle.
The displacement filter uses:
ATR-relative candle range
minimum candle-body percentage
bullish direction for demand
bearish direction for supply
This helps prevent every minor structure break from automatically becoming an order block.
Origin candle
After a valid structure break, the indicator searches backward for the opposing candle that preceded the move.
For a Demand Block, it searches for a bearish candle.
For a Supply Block, it searches for a bullish candle.
The number of candles searched is controlled by:
Origin Candle Search
Order Block Zone
The Order Block Zone setting determines how much of the origin candle becomes the displayed zone.
Available options:
Full Candle
Uses the full high-to-low range of the origin candle.
Body
Uses only the candle body.
Refined
Uses a directional refinement of the candle range.
For demand, the refined zone uses the candle low through the top of the body.
For supply, the refined zone uses the bottom of the body through the candle high.
Block states
Each block begins as a fresh active zone.
The indicator then tracks whether price returns to the zone.
The Touched When setting controls when a block is considered touched.
Available options:
First Contact
The block becomes touched as soon as price reaches the outer edge of the zone.
50% Reached
Price must reach the midpoint of the order block.
Full Fill
Price must travel completely through the block to its opposite boundary.
Keeping touched blocks
Enable:
Keep Touched Blocks
to leave previously contacted blocks visible.
Touched blocks are displayed with increased transparency so they can be visually distinguished from fresh zones.
Disable this setting if you want a block removed after its first qualifying interaction.
Invalidation
The Invalidated When setting determines when a block is considered structurally broken.
Available options:
Close Beyond
A candle must close beyond the invalidation boundary.
Wick Beyond
Any wick through the invalidation boundary is sufficient.
For demand blocks, invalidation occurs below the zone.
For supply blocks, invalidation occurs above the zone.
Keeping invalidated blocks
Enable:
Keep Invalidated Blocks
if you want failed blocks to remain visible for review.
Invalidated blocks are converted to a neutral gray appearance and stop extending forward.
When disabled, invalidated blocks are removed from the chart.
Maximum active blocks
Maximum Active Blocks per Direction controls how many demand and supply zones can remain active at once.
Older blocks are removed automatically when the configured maximum is exceeded.
Demand and supply limits are tracked independently.
Forward projection
Forward Projection determines how far active order blocks extend to the right of the chart.
The zone continues updating forward while it remains active.
50% midline
Enable:
Show 50% Line
to display the midpoint of each order block.
This provides a visual reference for traders who use partial mitigation or midpoint interaction as part of their own process.
Structure break markers
Enable:
Show Structure Break Marker
to mark the candle where a valid displacement-driven structure break created a new order block.
These markers are optional and are disabled by default.
Labels
Enable:
Show Demand / Supply Label
to display the directional identity of each block directly inside the zone.
Colors
Demand and supply colors are fully configurable.
Users can also adjust:
fresh-block transparency
touched-block transparency
invalidated-block color
Alerts
The indicator includes alert conditions for:
New Demand Order Block
New Supply Order Block
Demand Order Block Entered
Supply Order Block Entered
Demand Order Block Invalidated
Supply Order Block Invalidated
Alerts must still be configured by the user through TradingView's alert system.
Example workflow
A trader may use the indicator to identify a demand zone created after a strong bullish displacement through prior structure.
The trader can then observe whether price:
remains away from the block → returns to the block → reaches the selected touch threshold → holds or invalidates
The indicator reports the state of the zone.
It does not determine whether the trader should enter.
Important
Coasyn Directional Order Blocks is a market-structure visualization tool.
It does not provide:
automatic entries
buy or sell recommendations
targets
stop placement
position sizing
automated execution
Order blocks should be interpreted within the trader's own market structure, risk, and strategy framework.
A displayed block is a reference zone, not a guarantee of future support, resistance, reversal, or continuation.
Built by Coasyn Market Systems. مؤشر
Three-Session Volume ProfileOverview
Three-Session Volume Profile divides intraday trading into three independently configurable sessions: Asia, London, and New York. Instead of combining the entire trading day into one profile, the indicator resets its calculations at the beginning of each session and displays a separate Volume Profile, Point of Control, Value Area, VWAP, and optional deviation bands for each period.
This structure is intended for traders who analyze how price and volume distribution change as market participation moves between global trading sessions. Each session is treated as its own auction, making it possible to compare where volume was accepted during one session with how price behaves during the next.
The default schedules use the America/New_York time zone:
Asia: 18:00–03:00
London: 03:00–09:30
New York: 09:30–16:00
All schedules and the time zone are configurable. The America/New_York setting automatically accounts for daylight-saving changes.
Why the components are combined
The Volume Profile, session VWAP, and deviation bands are not calculated as unrelated indicators. They all use the same independently resetting session windows.
The Volume Profile describes how the session’s volume was distributed across price. VWAP provides the session’s volume-weighted mean price, while the deviation bands describe dispersion around that mean. Together, they provide two complementary views of the same session:
Volume Profile identifies price areas with relatively high or low participation.
POC identifies the profile row containing the most allocated volume.
VAH and VAL define the boundaries of the selected value area.
VWAP represents the session’s volume-weighted average price.
Deviation bands provide context for how far price is trading from the session’s weighted mean.
The purpose of this combination is to provide a consistent session-based framework rather than merge unrelated studies.
Volume Profile calculation
For each active session, the indicator tracks the session high, low, and volume. The complete session range is divided into a configurable number of equally sized price rows.
Because standard chart data does not provide the exact price of every transaction, each chart bar’s volume is allocated across the profile rows intersected by that bar’s high-low range. The allocation is proportional to the amount of the bar’s range overlapping each row. A bar with no measurable range has its volume assigned to the row containing its representative price.
The profile is recalculated when the session’s price range expands. This keeps the rows distributed across the complete developing session range.
The Rows setting controls profile resolution and supports values from 12 to 200. More rows provide finer price segmentation but also increase calculation requirements. The profile is based on chart bars rather than tick-by-tick or lower-timeframe transaction data, so changing the chart timeframe can change the resulting distribution.
POC and Value Area calculation
The Point of Control , or POC, is the midpoint of the profile row containing the greatest allocated volume.
The Value Area begins at the POC row. The calculation then compares the next available row above and below the current Value Area and adds the side containing more volume. This process continues until the selected percentage of total session volume has been included.
The resulting levels are:
VAH: Upper boundary of the Value Area
VAL: Lower boundary of the Value Area
POC: Midpoint of the highest-volume profile row
The default Value Area contains 70% of session volume, but this percentage can be adjusted.
Developing and completed levels
While a session is active, the developing VAH , VAL , and POC can be displayed. These levels update as new price and volume information enters the session.
When the session ends, the final profile and levels are stored as completed session values. The number of completed profiles retained for each session can be controlled from the settings.
Developing values are expected to move. A new session high or low changes the profile range and can cause all rows to be redistributed. Completed levels remain fixed unless the chart data, timeframe, symbol, session schedule, or indicator settings are changed.
Session VWAP and deviation bands
The optional VWAP calculation resets independently at the beginning of each session. It uses HLC3 as the representative bar price and weights it by volume.
The session VWAP is calculated as:
Volume-weighted price sum ÷ Session volume sum
The standard deviation calculation is also volume-weighted. The selected multiplier is applied above and below VWAP to produce the upper and lower bands.
These bands are descriptive measurements of session dispersion. They are not automatic overbought or oversold signals.
Profile placement
Each profile can be positioned on either side of its own session:
Left: Anchors the profile to the session opening edge and extends it to the right.
Right: Anchors the profile to the session closing or current edge and extends it to the left.
This setting refers to the boundaries of each session, not the far-left or far-right edge of the visible chart.
The Maximum width setting controls the profile’s horizontal display width in chart bars. It changes only the visual width and does not affect the underlying volume calculations.
How to use the indicator
1. Configure the time zone
Select the time zone used to interpret all three schedules. America/New_York is suitable when session times should follow Eastern Time and adjust automatically for daylight saving.
Use a fixed UTC offset only when daylight-saving adjustment is not desired.
2. Configure the sessions
Set the opening and closing time for Asia, London, and New York. Overnight schedules, such as 18:00–03:00, are supported.
The sessions may overlap if desired. When they overlap, each session continues to calculate independently.
3. Select profile resolution
Increase the number of rows for more detailed price segmentation. Lower values produce broader profile levels and require fewer calculations.
Profile precision also depends on the chart timeframe. Lower chart timeframes generally provide more granular source bars, while higher timeframes provide a broader approximation.
4. Select the Value Area percentage
The standard default is 70%. Increasing the percentage produces a wider Value Area, while reducing it produces a narrower area around the POC.
5. Choose completed or developing levels
Developing levels can be used to observe how the current session’s distribution changes. Completed levels provide fixed references from prior sessions.
Traders may examine whether price:
Accepts or rejects a previous session’s Value Area
Rotates around a prior POC
Moves from one session’s value region toward another
Holds above or below a prior VAH or VAL
Trades near or away from the active session VWAP
These are contextual observations rather than predefined entry or exit signals.
6. Enable VWAP and deviation bands if needed
VWAP can provide a session-weighted reference price alongside the distribution-based profile. Deviation bands can be enabled to visualize dispersion around that reference.
Interpretation
A wide section of the profile represents a row receiving relatively more allocated volume. A narrow section represents relatively less allocated volume.
POC and Value Area levels identify areas of historical participation, but they do not guarantee future support or resistance. Their interpretation depends on market structure, volatility, liquidity, instrument type, and the trader’s broader methodology.
On centralized futures markets, the script uses the exchange-reported volume available on the chart. On markets where only tick volume is available, the profile reflects that data instead of centralized transaction volume.
Recalculation and limitations
The indicator does not request future data or use lookahead calculations. Completed sessions are based only on bars belonging to those sessions.
Developing profiles and levels update during the active bar as its high, low, and volume change. This is normal real-time recalculation and should not be interpreted as a fixed signal.
The profile is an approximation created from chart-bar ranges and volume. It is not a tick-level bid/ask profile, footprint chart, or reconstruction of individual transactions. Results can differ from volume-profile tools that use lower-timeframe or transaction-level data.
This indicator is an analytical tool and does not provide trade entries, exits, profit projections, or guarantees of future performance. مؤشر
TPO State Reader (TPO-STATE)TPO State Reader doesn't draw a volume profile — it reads one. It is meant to sit on top of the built-in Volume Profile or any TPO script and turn the distribution into a few plain answers.
What it shows
Value Area (VAH / VPOC / VAL) — a rolling composite, built by spreading each bar's volume across its high-low range and expanding out from the POC until 70% of volume is covered.
Naked POC — daily POCs that price has never traded back through. Treat them as targets, not entries.
LVN vacuum zones — consecutive price bins with volume below 35% of the mean. Price tends to move quickly through these, so a vacuum right outside the value area means a breakout has little to slow it down.
POC drift — compares the last three daily POCs: Flat (balanced), Rising (buyers) or Falling (sellers).
Day range — the current UTC day's range as a percentage of the daily ATR. Below 50% means compressed; above 150% means the day's move is probably done.
How to read it
Check the table. Inside VA means range conditions; above or below VA means trend conditions.
Treat VAH and VAL as places where conditions change, not as support and resistance. Go by closes, not wicks.
Look beyond the edge. A vacuum means price can move quickly; a naked POC shows where it may head.
Settings
Everything is automatic by default. The lookback adjusts to the timeframe (4H = 96 bars, 1H = 192, 15m = 288), and bin size is the actual price range ÷ 40, so you don't need to change anything when you switch symbols. Every setting can still be overridden by hand.
Alerts: Close above VAH, Close below VAL, VPOC cross.
Notes: The table and lines are recalculated on the latest bar, so this is a live reading, not a history of signals. VPOC is less precise on higher timeframes. Drop to 1H if you need an exact level. Structure only: it gives no buy or sell signals.
Works on 5m to 1D; not intended for weekly or monthly charts, where daily calculations break down. The table and lines are recalculated on the latest bar, so this is a live reading, not a history of signals. On higher timeframes the VPOC is approximate — compare against 1H for a precise level. Structure only: it gives no buy or sell signals. مؤشر
VP/CD Active Relevance RadiusVolume Profile/Chip Ddistribution/Pressure Rails
The Volume Profile / Chip Distribution (VP/CD) indicator maps volume memory, price acceptance, overhead supply, downside memory, and low-volume transition areas across liquid large caps, volatile stocks, microcaps, gap-driven names, limited-history stocks, and multiple timeframes.
Current baseline: VP/CD v3.0 — M6A.3b. Its role is a market-memory and inventory-map evidence layer, answering key questions about accepted prices, volume memory, overhead supply, downside memory, low-acceptance zones, structural priority, and map reliability without providing automated buy/sell signals.
1. Pressure Rails
Calculates a Pressure Score for qualifying inventory levels and applies Pareto-style filtering to reduce clutter. Rail lengths reflect structural strength (longer rail = stronger surviving pressure structure).
2. Nearest UP and DN Pressure
Identifies nearest surviving pressure structures: UP (above price) and DN (below price). E.g., UP 174.19 | P26 indicates qualifying overhead pressure at 174.19 with a score of 26 (not an automatic resistance line).
3. Pressure Release — REL UP / REL DN
Marks REL UP or REL DN (e.g., REL UP 171.89 | P30) when price closes through a rail. This signifies inventory-pressure release in that direction rather than a guaranteed breakout or auto-entry.
4. Pareto Filtering
Evaluates candidate rails multi-dimensionally and eliminates dominated structures, reducing clutter while preserving key multi-factor historical levels.
5. Map Confidence
Classifies chart quality via environment states (High, Medium, Low, Event, Sparse) and numerical confidence scores. Accounts for structure variations between deep liquid assets versus IPOs, microcaps, gap events, or reverse splits.
6. Microstructure-Aware Calibration
Receives a profile from its companion adapter to categorize environments (Stable/Normal/Volatile Liquid, Limited Liquidity, Thin Stable, Thin Event-Driven, Gap Dominated, Limited History) to tune calculation conservativeness rather than direction.
7. Adaptive PM Evidence
Adjusts reaction counts based on market quality: stable liquid (3 reactions), thin stable (4 reactions), gap/event or limited history (5 reactions). Lower-quality structure requires stricter evidence.
8. Adaptive Event Sensitivity
Scales ATR sensitivity to shock candles based on market stability: stable (4.0 ATR), moderate instability (3.5 ATR), gap/event-driven (3.0 ATR) to avoid map contamination.
9. Adaptive Profile Resolution
Adapts Volume Profile rows to structure: highly liquid/gap-heavy uses finer rows (44 → 50), while thin stocks consolidate nearby inventory into coarser rows (44 → 34) for meaningful grouping.
10. Adaptive Profile Lookback
Modulates historical profile windows (e.g., stable stocks keep 252 days; gap/event-heavy use 189 days). Limited-history stocks retain full available history (252 days) but apply stricter confidence/resolution filters.
11. Adaptive Relevance Radius
Applies three historical relevance radii to prevent stale inventory from dominating: Normal (100%), Elevated Volatility (90%), Extreme/Erratic (80%).
12. Current Battle Map
Provides rapid visual identification of: Current Zone, Support Below, Resistance/Memory Above, AIR Path, Map Confidence, and Guard/Context warnings.
13. AIR / LVN Has a More Precise Meaning
AIR/LVN represents low-acceptance corridors (not direct support/resistance). Combines with Price Memory to form concepts like AIR+PM (thin volume with repeated price reactions).
14. Better Separation of Evidence
Separates distinct evidence categories: VP (traded volume), Chip Distribution (modeled cost basis), VP+Chip (confluence), PM (price memory), STRUCT (pivot memory), DEV (developing memory), and AIR (low-volume transitions).
15. Chip Distribution — Important Clarification
Chip Distribution estimates turnover migration over time. It is a model and does not track actual shareholder positions, tax lots, options exposure, or dark pool data.
16. Better Handling of Thin Stocks
Includes a Sparse Lower-Timeframe Current-Bar Fallback using current chart bar data if lower-timeframe data is missing, ensuring profile continuity without altering historical calculations.
17. Rail Endpoint Prices
Displays exact rail prices directly at the terminal end of each rail regardless of anchor orientation.
18. Cleaner REL Labels
Eliminates duplicate overlapping labels by prioritizing informative REL states over redundant nearest-level text.
19. Diagnostic Audit Improvements
Aligns Diagnostic audit ranking directly with production output: Candidate → Pressure Score filter → Pareto filtering → Surviving rails → Ranking → Displayed rails.
20. Multi-Timeframe Calibration
Scales baselines dynamically across timeframes (1D: 252d/44 rows; 2D: 504d/48 rows; 1W: 1825d/55 rows) to avoid stretched daily profiles.
What has NOT changed
VP/CD remains a structured evidence provider rather than an automatic buy/sell signal, entry trigger, or predictive guarantee.
How I use it
Recommended workflow: check Map Confidence → Current Zone → Support Below → Resistance Above → AIR Path → Pressure Rails → UP/DN → REL, then integrate with overall technical context.
Current Development Status
Baseline baseline VP/CD v3.0 — M6A.3b integrates Volume Profile, Chip Distribution, multi-layered memory, adaptive filters, and microstructure calibration into an analytical mapping framework.
مؤشر
PVSRA Auto [PhantomCipher]PVSRA Auto
PVSRA Auto colours volume by how unusual it is, using the PVSRA (Price, Volume, Support and Resistance Analysis) method. Candles with unusually high volume, often called "vector candles", stand out from ordinary ones, so you can see where larger participants may be active.
SNAPSHOT: a 15m chart with the indicator in its pane, showing green, red, blue and fuchsia vector volume among grey normal volume
Shown on the 15-minute chart
The snapshots use the 15-minute timeframe. The indicator works on any timeframe, because each candle is always compared with the 10 candles before it on the same chart.
How it works
Each candle's volume is compared with the average volume of the previous 10 candles:
Peak (200%): volume is at least twice that average, or volume multiplied by the candle's range (high minus low) is the highest of the last 10 candles. Green for bullish, red for bearish.
Rising (150%): volume is at least 1.5 times that average. Blue for bullish, fuchsia for bearish.
Normal: everything else. Light grey for bullish, dark grey for bearish.
A candle counts as bullish when it closes above its open, and bearish otherwise.
The two tests behind a Peak candle:
volume >= averageVolume * 2 or volume * (high - low) >= highest10_hl_weightedVolume
SNAPSHOT: a 15m close-up of a Peak vector candle, with its volume column and candle colour side by side
Volume Source Settings
Use Vol of the equivalent BINANCE PERP Chart: on by default. On crypto symbols, the indicator reads volume and prices from the matching Binance perpetual (for example BINANCE:BTCUSDT.P), which usually has deeper volume than a single spot exchange. If that perpetual doesn't exist, it uses the chart's own data.
Force Symbol: off by default. When checked, every calculation uses the symbol you pick instead, on any market.
Candle Colours
Set PVSRA candle colours on chart: off by default. When checked, the chart's candles take the same colours as the volume columns. Turning off candle borders in the chart settings makes the colours easier to read.
All six colours (Peak, Rising and Normal, each bullish and bearish) can be changed in the same section.
Alerts
Any Vector Candle
Any Volume Peak(200%) Vector Candle
Any Volume Rising(150%) Vector Candle
Volume Peak(200%) Bullish / Bearish Vector Candle
Volume Rising(150%) Bullish / Bearish Vector Candle
Create alerts with Once Per Bar Close . Volume keeps building while a candle is open, so a candle can become a vector candle, or change class, before it closes.
Limitations
When volume comes from a Binance perpetual or a forced symbol, the colours describe that market's volume and candle direction, which can differ slightly from the chart you're viewing.
The symbol, or the source it reads from, must have volume data.
Example chart: BYBIT:BTCUSDT.P
This indicator highlights unusual volume. It's not a trading signal on its own, so combine it with your own analysis and risk management.
مؤشر
SMA20 Tail Reversal📌 Description:
The SMA20 Tail Reversal indicator is an upgraded, highly customizable tool designed to identify high-probability counter-trend reversals. Rather than signaling every minor pullback, this advanced version filters for stronger confirmation by tracking consecutive signals and requiring a "Higher Low" structure before triggering a "Strong Buy."
📌 What's New & Different from the Previous Version (SMA7 to SMA20):
Customizable Inputs: You can now adjust the SMA Length (default 20), Volume SMA Length, and Wick Ratio Threshold directly in the settings without editing the code.
Trend Shift (SMA7 → SMA20): The default moving average has been expanded to 20, filtering out market noise and focusing on more significant structural divergences.
Stricter Wick Condition: The default wick ratio has been tightened from 50% to 10% (0.1), ensuring only the cleanest, most decisive candles are considered.
"Strong Buy" & Higher Low Logic (Major Update): The script no longer prints every single signal. Instead, it internally tracks base signals. A Strong Buy is only triggered if the current base buy signal forms a higher low than the previous base buy signal.
Visual Overhaul: Bar coloring and the dotted connecting line have been completely removed for a cleaner chart. Signals are now displayed as highly visible "★ BUY" labels below the triggering candle.
Alerts Added: Built-in alerts allow traders to receive notifications exactly when a "Strong Buy" (consecutive & higher low) occurs.
📌 How It Works:
1. Moving Average & Volume Filters:
Calculates a Simple Moving Average (SMA) of length 20 (adjustable) as the primary threshold.
Requires the current candle's volume to be higher than the 20-period volume SMA.
2. Strict Candle Classification:
Bullish Candle: Close > Open, and the upper wick is extremely small (less than 10% of the body size by default).
Bearish Candle: Close < Open, and the lower wick is extremely small.
3. Base Signal Generation (Internal):
Base Long: High & Low are strictly below the SMA20 + Volume condition met + Bullish Candle detected.
Base Short: High & Low are strictly above the SMA20 + Volume condition met + Bearish Candle detected (used internally to break buy flows).
4. Consecutive Signal Confirmation:
When a Base Long occurs, the script checks the previous signal. If the previous signal was also a Base Long, and the current candle's low is higher than the previous signal's low, it confirms a Strong Buy.
📌 Visual Representation:
Blue Cross Shape (★ BUY): Appears below the candle only when the strict "Strong Buy" (Higher Low) conditions are met. (You can toggle this visibility in the settings).
📌 Usage:
Best applied to find exhaustion in downtrends where price has detached from the SMA20 and is beginning to form higher lows.
Designed to reduce false positives by requiring secondary confirmation (a consecutive setup with a higher low) rather than jumping in on the very first dip.
Can be hooked up to automated trading bots or mobile notifications using the built-in alert system. مؤشر
TF: Smooth Trend Follower with Volume Sparks (STF)TradingFlow: Smooth Trend Follower with Volume Sparks (STF)
STF keeps the active trend visible with a trailing dotted line and a soft shadow between the line and price. Optional Volume Sparks add a second gradient that brightens when volume becomes unusually active during the trend.
Use STF to read trend direction, follow pullbacks toward the trailing boundary, and spot changes in market participation without adding more panels to the chart.
The Trend Line
• Smoothed range distance: STF smooths each bar's high-low range with a Hull moving average. This creates a responsive price distance while filtering short-term noise.
• Fixed or adaptive factor: the range distance is multiplied by the Base Factor. With ATR adaptation enabled, the factor rises or falls with current ATR relative to its average, within the selected minimum and maximum limits.
• Trailing bands: upper and lower bands ratchet behind price. A close through the opposite band changes the trend direction.
• Visual offset: the dotted line and start marker can be moved away from candles by an ATR-based distance. The offset changes the display, not the trend calculation.
Reading STF
• Green line below price: an active uptrend. Pullbacks toward the line show how closely price is testing the trailing boundary.
• Red line above price: an active downtrend. Rallies toward the line show the same test from the opposite direction.
• Start marker: a circle marks a confirmed direction change at the close of the bar.
• Trend shadow: the pale fill makes the distance between price and the active boundary easy to see.
When price and the line move together with a steady gap, the trend is progressing cleanly. A fast move back toward the line deserves attention, especially near a prior high, low, breakout level, or other visible structure.
Volume Sparks
Volume Sparks rank each bar's volume within the selected lookback. Because the reading is relative, it adapts to the symbol and timeframe automatically.
• Sparks mode: highlights bars above the selected volume percentile. The strongest readings produce the brightest pulses.
• Continuous mode: keeps a light participation layer visible and varies its intensity with the volume rank.
• Gradient: the pulse is strongest at the dotted trend line and fades toward price. Green or red continues to show trend direction; brightness shows volume intensity.
Volume Sparks measure activity, not trade direction. Read a bright pulse together with the candle and nearby structure. On symbols with missing, sparse, or unchanging volume, the layer switches itself off while STF continues normally.
A Simple Reading Process
1. Read the line's color and position to establish the current direction.
2. Check whether price is extending, tracking the line, or pulling back toward it.
3. Use a Volume Spark to locate bars where participation expanded.
4. At a direction change, compare the confirmed marker with nearby price structure.
5. Set the alert that matches the trend event you want to follow.
---
TradingFlow: Smooth Trend Follower with Volume Sparks (STF)
STF 用一條會跟著趨勢推進的虛線，加上價格與虛線之間的淡色陰影，讓目前方向一眼就能看懂。開啟 Volume Sparks 後，趨勢區內會多一層量能漸層；成交量明顯升溫時，顏色也會跟著變亮。
STF 適合拿來看趨勢方向、觀察價格拉回追蹤線的深度，也能直接在主圖上看到量能何時突然放大，不必一直切換到副圖。
趨勢線
• 平滑波幅： 先用 Hull 移動平均處理每根 K 棒的高低差，濾掉短線雜訊，同時保留對波動變化的反應速度。
• 固定或自適應倍數： 平滑波幅會乘上 Base Factor。開啟 ATR 自適應後，倍數會跟著目前 ATR 相對於平均 ATR 的高低調整，並限制在設定的上下限之間。
• 追蹤軌道： 上、下軌道會沿著價格單向推進。收盤價穿過另一側軌道時，趨勢方向切換。
• 視覺偏移： 可用 ATR 距離把虛線和起始圓點移離 K 棒。這項設定只改變畫面，不會改變訊號。
STF 怎麼看
• 價格下方的綠色虛線： 目前是上升趨勢。價格拉回虛線時，可以直接看出這次回測有多深。
• 價格上方的紅色虛線： 目前是下降趨勢。反彈靠近虛線時，也是同樣的觀察方式。
• 起始圓點： K 棒收盤確認方向切換後，圓點會標出新趨勢的起點。
• 趨勢陰影： 淡色區塊把價格到追蹤線的距離直接畫出來。
價格和虛線維持穩定距離、一起往同一方向推進，通常是比較順的走法。價格快速回到虛線附近時，就要多看一眼，尤其是剛好碰到前高、前低、突破位或其他明顯結構的位置。
Volume Sparks（量能脈衝）
量能脈衝會把每根 K 棒的成交量放進指定回看區間，計算它目前落在哪個百分位。用相對排名取代固定數字後，不同商品和週期都能用同一套邏輯判讀。
• Sparks 模式： 只有成交量超過設定的百分位門檻才會亮起。排名越高，脈衝越明顯。
• Continuous 模式： 持續保留一層淡淡的量能顯示，再依成交量排名調整深淺。
• 漸層方向： 顏色在虛線附近最強，往價格方向逐漸淡出。綠色和紅色負責表示趨勢方向，亮度則表示量能強弱。
量能脈衝看的是活躍程度，不是買賣方向。看到明顯脈衝時，搭配當根 K 棒和附近結構一起看就好。遇到沒有成交量、資料太零散或成交量長期不變的商品，這一層會自動隱藏，STF 趨勢線照常運作。
實際看圖流程
1. 先看虛線顏色和它在價格的哪一側，確認目前方向。
2. 看價格是在加速遠離、沿著虛線推進，還是拉回測試虛線。
3. 量能脈衝亮起時，留意參與度放大的 K 棒。
4. 方向切換時，把收盤確認圓點和附近價格結構放在一起看。
5. 依照想追蹤的事件設定提醒。
---
TradingFlow: Smooth Trend Follower with Volume Sparks (STF)
STFは、トレンドを追う点線と、価格との間を埋める薄いシェードで現在の方向を見やすくします。Volume Sparksをオンにすると、トレンド領域に出来高のグラデーションが重なり、普段より商いが活発なバーが明るく表示されます。
トレンド方向、ラインへの押し・戻り、出来高の盛り上がりをメインチャートだけでまとめて確認できます。
トレンドライン
• 平滑化した値幅： 各バーの高値と安値の差をHull移動平均でならし、細かなノイズを抑えながら値動きの変化を捉えます。
• 固定または適応ファクター： 平滑化した値幅にBase Factorを掛けます。ATR適応をオンにすると、現在のATRと平均ATRの比率に合わせてファクターが動き、設定した上下限の範囲に収まります。
• トレーリングバンド： 上下のバンドは価格の後ろを一方向に追います。終値が反対側のバンドを抜けると、トレンド方向が切り替わります。
• 表示オフセット： ATRベースの距離で点線と開始マーカーをローソク足から離せます。変わるのは表示位置だけで、シグナルには影響しません。
STFの見方
• 価格の下にある緑の点線： 上昇トレンドです。押しがラインへどこまで近づいたかを確認できます。
• 価格の上にある赤の点線： 下降トレンドです。戻りがラインへ近づく場面も同じように見ます。
• 開始マーカー： 終値で方向転換が確定すると、丸印が新しいトレンドの始まりを示します。
• トレンドシェード： 価格とトレーリングラインの距離を薄い色で表示します。
価格とラインが一定の間隔を保ちながら同じ方向へ進むと、トレンドの流れがつかみやすくなります。価格が急にラインへ戻る場面では、直近の高値・安値やブレイク水準など、周辺の値動きも合わせて確認します。
Volume Sparks（出来高ハイライト）
出来高ハイライトは、各バーの出来高が設定した期間内でどの水準にあるかをパーセンタイルで表示します。固定値ではなく相対順位なので、銘柄や時間足が変わっても同じ考え方で使えます。
• Sparksモード： 出来高が設定したパーセンタイルを超えたバーだけを強調します。順位が高いほど明るくなります。
• Continuousモード： 薄い出来高レイヤーを常時表示し、順位に合わせて濃さを変えます。
• グラデーション： 点線の近くで最も濃く、価格へ向かって薄くなります。緑と赤はトレンド方向、明るさは出来高の強さを表します。
この表示が見ているのは出来高の活発さです。強く光ったバーは、そのローソク足と周辺の値動きと合わせて読みます。出来高がない、データがまばら、または出来高が変化しない銘柄では自動的に非表示になり、STFのトレンドラインはそのまま動作します。
基本の見方
1. 点線の色と位置から現在の方向を確認します。
2. 価格がラインから離れているか、ラインに沿っているか、ラインへ戻っているかを見ます。
3. 出来高ハイライトが強まったバーで、市場参加が増えた場所を確認します。
4. 方向転換では、終値確定のマーカーと周辺の価格構造を合わせて見ます。
5. 追いたいトレンドイベントに合わせてアラートを設定します。
مؤشر
COD - Discount - Reclaim# COD - Discount - Reclaim (v3.1) — Institutional Market Structure, Value Area & Discount Engine
**Script Type:** Overlay Indicator (Pine Script v6)
**Best For:** Crypto, Futures, Forex, Equities (All Timeframes: 1m Scalping → 4H Swing → Daily/Weekly Macro)
---
## 📌 Overview
**COD - Discount - Reclaim** is an institutional market structure and auction market framework designed to eliminate FOMO breakout chases and replace them with high-expectancy discount reclaims.
Instead of buying highs or chasing breakout candles, this indicator combines three institutional disciplines:
1. **Market Structure (Craig Percoco Model):** Dynamic Higher Highs/Lows (HH/HL) and Lower Highs/Lows (LH/LL), strict single-fire **Change of Character (CHoCH)** trend shifts, and symmetrical **Break of Structure (BOS)** trend continuations.
2. **Auction Market Theory (Peter Steidlmayer Model):** Session-based and rolling 70% Volume Profiles mapping **Value Area High (VAH)**, **Value Area Low (VAL)**, and the **Point of Control (POC)**.
3. **Smart Money Concepts / ICT Retrace Engine:** 3-candle imbalance **Fair Value Gaps (FVG)** with auto-mitigation, alongside the **0.705–0.886 Macro Discount Pocket**.
It includes an interactive, customizable on-chart **HUD Status Dashboard** that translates complex orderflow and auction theory into clear, real-time market reads.
---
## 🎯 The Core Philosophy: "BOS vs. CHoCH"
* **CHoCH (Change of Character):** Fires **only on the first decisive break against the prevailing trend** (the trend reversal). It flips market bias from Bearish to Bullish or Bullish to Bearish.
* *Rule:* Never market-buy or FOMO the CHoCH breakout candle. A CHoCH is institutional confirmation that the cycle has shifted—the high-probability entry comes on the subsequent pullback.
* **BOS (Break of Structure):** All subsequent structural breaks **in the direction of the established trend** (the trend continuation).
* In a Downtrend: Breaking below the prior Lower Low (`lastLL`) prints a red **BOS ↓**.
* In an Uptrend: Breaking above the prior Higher High (`lastHH`) prints a green **BOS ↑**.
---
## 📊 Chart Visuals: How to Read the Zones
### 1. The Blue Box — Value Area (Normal Fair Price)
* **Boundaries:** Value Area Low (VAL) to Value Area High (VAH).
* **Meaning:** Represents the Steidlmayer 70% volume bell curve where the majority of trading volume occurred.
* **Interpretation:**
* **Price inside the Blue Box:** Fair Value / Market Equilibrium. Expect rotational chop around POC.
* **Price above VAH:** Macro Premium (Expensive / Overbought). Risky area for new long entries.
* **Price below VAL:** Macro Auction Discount (Bargain territory).
### 2. The Green Box — Deep Discount Pocket (The Bargain Zone)
* **Boundaries:** Fibonacci 0.705 to 0.886.
* **Meaning:** The sweet spot institutional accumulation pocket anchored from the cycle sweep low to the impulse peak.
* **Interpretation:** High-probability zone to hunt for reclaim reversals. If price closes a full candle below the 0.886 floor, the setup is invalidated.
### 3. Fair Value Gaps (FVGs) & Auto-Claim Lifecycle
* Dynamic 3-candle imbalances plotted as translucent rectangular zones.
* **Reclaimed:** Highlights orange/teal when price re-enters discount and prints a reversal candle.
* **Claimed & Cleaned:** Once price pierces or completely exits the opposite side of the gap, the box turns neutral gray, freezes, and tags as **"Claimed"** to prevent chart clutter.
---
## 🖥️ Interactive HUD Dashboard
The on-chart dashboard tracks real-time market conditions without requiring manual level checks:
| Row | What it Shows | Simple Meaning |
| :--- | :--- | :--- |
| **Market Trend** | `BULLISH`, `BEARISH`, or `SIDEWAYS (Chop)` | Current market bias and CHoCH/BOS state. |
| **Active Move** | `Swing Low → Swing High` | The active impulse leg anchoring the setup. |
| **Current Price** | `FAIR VALUE`, `DISCOUNT`, or `PREMIUM` | Location relative to the Steidlmayer Blue Box. |
| **Bargain Zone** | `READY`, `INSIDE POCKET`, or `ABOVE VALUE` | Location relative to the Green Discount Box ($76,465–$77,158). |
| **Chart Gap** | `OPEN FVG` or `NONE OPEN` | Status of unmitigated imbalance zones. |
| **Setup Rating** | `★★★ A+ RECLAIM` or `★★ RECLAIM` | **A+:** Retrace into BOTH Green Discount Box and FVG.**Standard:** Retrace into either zone. |
| **Risk to Stop** | Live Stop Loss Distance % | Risk calculated from current close to structural floor. |
| **Trade Health** | `ACTIVE (Floor Safe)` or `DEAD (Invalidated)` | Real-time health of the 0.886 invalidation line. |
| **Normal Fair Range**| ` NYSE:VAL – $VAH` | Boundary coordinates of the Blue Value Area Box. |
---
## ⚙️ Key Settings & Customization
Open **Indicator Settings (⚙️ Gear Icon)**:
### 1. Dashboard Controls (Move & Resize)
* **`Table position (Move around)`:** Position the HUD at any of the 9 anchor points (`bottom_right`, `bottom_left`, `top_right`, `top_left`, `middle_center`, etc.).
* **`Table size (Scale / Resize)`:** Scale font and footprint across 4 sizes:
* `Tiny`: Minimalist footprint for split charts or laptops.
* `Small` *(Default)*: Clean, balanced view.
* `Normal`: Large, clear view.
* `Large`: Presentation mode for 4K / high-res displays.
* **`Table layout`:** Toggle between **`3 Columns (Friendly Guide)`** (includes beginner explanations) and **`2 Columns (Simple Text)`** (slims width by ~35%).
### 2. Chart Box Alignments
* **`Value Area box anchor`:**
* `Next to last HH/LL (Match Fib)` *(Default)*: Aligns the Blue Box horizontally next to the active swing at the exact same bar as the Fib lines and Green Box.
* `Session / Week start`: Stretches the Blue Box across the full week/session history.
* **`Chart zone boxes right offset`:** Adjusts how far both boxes project forward into the right margin.
### 3. Multi-Timeframe (MTF) Automation
* **`Auto from chart`:** Intelligently maps parent context:
* **1m** chart $\rightarrow$ **15m** parent context (Scalping)
* **5m** chart $\rightarrow$ **1H** parent context (Intraday orderflow)
* **4H** chart $\rightarrow$ **Daily (D)** parent context (Swing trades)
* **Daily** chart $\rightarrow$ **Weekly (W)** parent context (Macro trend)
---
## 📋 The 5-Phase Execution Checklist
1. **Sweep & Displacement:** Market sweeps a swing level with strong displacement candles.
2. **CHoCH Confirmation:** Candle body closes beyond the opposing swing (trend state flips).
3. **Retrace into Discount:** Price pulls back into the **0.705–0.886 Green Box** or unmitigated **FVG** below Value Area Low (`< VAL`).
4. **Setup Quality:** Dashboard displays `★★ RECLAIM` or `★★★ A+ RECLAIM`.
5. **Invalidation & Risk:** Stop Loss placed below the swing floor / 0.886 line (`886 Invalidation: VALID`). Targets set toward POC, VAH, and prior HH.
---
## ⚠️ Disclaimer
This indicator is published strictly for educational and informational purposes. It does not provide financial, investment, or trading advice. Past performance and simulated levels do not guarantee future results. Always practice proper risk management, test thoroughly in paper trading, and consult a licensed financial advisor before risking capital. مؤشر
ATK /DEF Super Temporal Session Sequence State EngineATK/DEF Super Temporal Session Sequence State Engine is a multi-dimensional quantitative market analysis framework combining multi-timeframe structure, multi-session sequencing, price position, volume relationships, volatility structure, swing references, and rule-based market-state classification.
The framework integrates multiple temporal layers across Monthly, Weekly, Daily, 4H, and 1H structures, together with Asian, London, and New York session data.
### Core Framework
* **Multi-Timeframe Structure** — Monthly, Weekly, Daily, 4H, and 1H market data.
* **Multi-Session Structure** — Asian, London, and New York session ranges and state relationships.
* **Session High / Low Reference** — Session-based structural boundaries and break conditions.
* **AVG Telescope** — Multi-period price-position aggregation across different temporal layers.
* **Volume Relationship** — Relative volume relationships across multiple periods.
* **Volatility Structure** — ATR-based volatility measurement and state classification.
* **Market-State Classification** — Rule-based classification derived from defined mathematical conditions.
* **Swing Structure** — Swing High and Swing Low structural references.
### Multi-Dimensional Architecture
The framework combines time, session structure, price position, volume, volatility, statistical relationships, and structural references into a unified analytical layer.
Rather than reducing market conditions to a single value, it presents multiple calculated dimensions and their relationships within the same framework.
All displayed values, states, classifications, and structural references are generated from the mathematical rules defined within the script.
### Analytical Purpose
Designed for market observation, quantitative analysis, and-defined decision-making..
**Market observation, quantitative analysis, and-defined decision-making only.**
مؤشر
Waves [LTW] v0.5📊Waves v0.5
Among all the indicators I have used, the most effective one remains the fundamental volume indicator, which represents the aggregate of buy and sell orders through column heights—a tool we are all familiar with. However, traditional volume indicators are often insufficient for detecting Market Maker (MM) intervention. This is because the MMs driving the crypto market typically utilize institutional-grade services (Prime Brokerage), such as Prime, Institutional/VIP, and OTC desks.
Does this render volume indicators obsolete? Ludwig Wittgenstein argued that our everyday language is, in fact, strictly bound to the rigorous rules of a massive 'language game.' From a similar perspective, price charts are bound by the strict rule that movement requires volume. Therefore, I believe volume remains an absolutely crucial metric.
Inspired by the meme "In the beginning, there was a sine wave," this custom indicator averages the heights of volume columns and applies mathematical filters—such as HMA (Hull Moving Average) for minimal lag and smooth curves, and ALMA (Arnaud Legoux Moving Average) for excellent noise reduction. This process visualizes volume as a smooth curve with specific periodic wavelengths and amplitudes. The indicator identifies "meaningful volume" only when a volume column breaches this wave amplitude, making it highly effective for visual analysis.
---
⚙️ Key Features (Concept)
Sine Waves
▪️ Low Volatility (Calm Waves): In consolidation phases where volume is practically nonexistent, the user-defined colored area flattens against the bottom and moves slowly. This can be interpreted as a phase where energy is being compressed for the next expansion. Alternatively, from an MM's perspective, this is an uninteresting zone with zero volume generation. As volume gradually dries up, it implies a higher probability of reverting to the price point where the previous volume peaked, potentially returning to the immediate Point of Interest (POI). In a bear market, meaningful volume typically occurs only when breaking new lows.
▪️ Volume Spike (Rising Wavelength & Amplitude): The visual representation of the wave gradually rising, hitting a peak, and then descending becomes highly distinct. Near this peak, there is a high probability of witnessing a trend climax or a Liquidity Sweep.
▪️ Measuring Momentum via Divergence (Short-term vs. Long-term Volume Waves): You can intuitively gauge the intensity of market intervention through these wave-like forms.
Divergence Analysis: If the price makes a higher high, but the peak (amplitude) of the volume wave is lower than the previous peak (Bearish Divergence), it signals that the volume momentum driving the trend is fading. This allows you to respond more swiftly to common RSI divergence traps and anticipate various variables. (For example, in Constance Brown's RSI, the median value of 50 is often more critical than standard overbought/oversold levels. It is very common for RSI to peak, rapidly revert to 50, and then continue to make new highs. Standard RSI divergence fails to analyze this "cooling down" process, leading to frequent false signals in strong, one-way trending markets.)
Pulse Waves
When a volume column breaches the wave, a horizontal extension line is drawn from the peak value of that column towards the right side of the chart until the next breakout occurs. This makes it easy to visually analyze whether subsequent volume is greater or less than the previous peak volume.
You can analyze market flow by observing how many smaller Pulse Waves form within a larger Pulse Wave. For instance, you can spot if the peak column of a large wave opened and closed as a bullish candle, but the peaks of the smaller inner waves are consistently closing as bearish candles.
The newly updated Pulse Wave label allows you to intuitively check the quantitative difference between the currently forming volume and the previous peak volume.
---
📌 Settings Guide
1. Waves Length: You can adjust the smoothing length in the settings. Entering Fibonacci numbers like 21, 34, or 55 groups the historical volume data and major market volume cycles into wavelengths. Applying a mathematical smoothing filter (e.g., ALMA) to this grouped data (default is 34) trims the noise (spiky volume columns) to create a perfectly smooth curve.
2. Smooth Mode: To accommodate different trading styles, users can select various smoothing methods. This allows for faster detection of divergences or quicker identification of volume inflows at POI (Point of Interest) zones.
3. Multiplier: This setting determines the release range of the extension line (which resembles a pulse wave) from the peak volume to the next peak volume, without decay.
---
🔥 Practical Trading Tips (Cautions)
This indicator does not provide standalone entry signals (Buy/Sell) like those used by indicator sellers. It is designed to be a supplementary tool. For optimal results, cross-verify your entry positions using professional order book and data aggregators like TapeSurf (formerly Okotoki), or slippage analysis indicators like the Kinetic Slippage Index (KSI) by HPotter. Rather than blindly trusting a single indicator, please use this to establish and refine your own unique trading style. مؤشر
Volume Delta [PhantomCipher]Volume Delta
Volume Delta shows each candle's volume together with an estimate of whether buyers or sellers were in control of it. The delta (buying volume minus selling volume) is drawn inside the volume column, so you can compare the two at a glance.
SNAPSHOT: a 15m chart with the indicator in its pane, showing volume columns with delta columns inside them
Shown on the 15-minute chart
The snapshots use the 15-minute timeframe. On that chart, each candle's delta is built from its fifteen 1-minute candles, which gives enough detail to separate real buying or selling pressure from noise while staying readable.
How it works
Volume column: the full volume of the candle. It's green when the candle closed at or above its open and red when it closed below.
Delta column: drawn inside the volume column. Its height is the size of the delta, and its colour is the side that won: green when buying volume was greater and red when selling volume was greater.
How delta is estimated: each candle is broken into smaller candles from a lower timeframe. The volume of each smaller candle is counted as buying or selling according to its direction, and the delta is the difference between the two totals.
A large delta column means one side clearly dominated the candle. A small one inside a tall volume column means buying and selling were close to balanced, even though a lot traded.
Lower timeframe used
Seconds charts: 1 second
Minute and hour charts, including 15m: 1 minute
Daily charts: 5 minutes
Weekly and monthly charts: 1 hour
The lower timeframe is picked for you from the chart's timeframe:
= ta.requestVolumeDelta(lowerTimeframe)
SNAPSHOT: a 15m close-up where a tall volume column has a small delta column, next to one where the delta fills most of the column
Settings
Render Mode: Delta Highlight (default) draws volume with the delta inside it. Standard draws volume columns only.
Limitations
Delta is an estimate built from lower-timeframe candles, not from individual trades, so it can differ from order-flow tools that use tick data.
TradingView limits how much lower-timeframe data a script can load, so delta may be missing on older candles, especially on higher timeframes.
The symbol must have volume data. If the data vendor provides none, the indicator shows an error instead of an empty pane.
Example chart: BYBIT:BTCUSDT.P
This indicator estimates buying and selling pressure. It's not a trading signal on its own, so combine it with your own analysis and risk management.
مؤشر
ATK / DEF Temporal Session Position & Market State EngineATK / DEF — Temporal Session Position & Market State Engine is a quantitative market analysis framework built around multiple timeframes and multiple market sessions.
The framework combines HTF / MTF / LTF temporal structure with the Asian, London, and New York sessions, while calculating price position, volume relationships, volatility, statistical dispersion, and market states.
Unlike conventional multi-timeframe analysis, which primarily compares directional conditions across different periods, this framework extends the temporal structure into a quantitative relationship between price position, volume, volatility, session activity, and structural location.
## Multi-Timeframe Structure
The framework includes:
* Monthly — HTF
* Weekly — HTF
* Daily — MTF
* 4-Hour — LTF
* 1-Hour — LTF
Each timeframe provides calculated and volume data together with relative volume conditions.
The data from different periods is organized within the same analytical structure to observe changes in price position and volume relationships across multiple temporal layers.
## Multi-Session Structure
The framework calculates three major market sessions:
* Asian Session
* London Session
* New York Session
Each session maintains calculated:
* Open
* Close
* High
* Low
* Volume
Session data is further used to calculate:
* Drive
* Burst
* Decay
* Reversal
Session calculations use the exchange timezone of the selected symbol.
This creates two complementary temporal dimensions: **timeframe structure and market-session structure**.
## Quantitative Price Position
The framework calculates the current price position within the high-low range of the Monthly, Weekly, Daily, 4-Hour, and 1-Hour periods.
The multi-period position data is furth calculated into:
* Position Average
* Position Dispersion
* Alignment
* Divergence
Position Average represents the average calculated position across the available timeframe layers.
Position Dispersion represents the statistical separation between those timeframe positions.
These calculations provide a quantitative reference for observing alignment and differences between temporal layers.
## Volume & Volatility
Volume conditions are calculated through the relationship between current volume and its historical average.
Volatility is calculated using ATR relative to its ATR average and classified into:
* Very Low
* Normal
* High
* Extreme
The framework also identifies volatility state changes as:
* Expanding
* Contracting
* Flat
These states are generated from mathematical conditions defined within the script and represent calculated market-state classifications.
They do not claim to directly identify instl activity, capital flws, or specific market participants.
## Structural Reference
Swing High and Swing Low calculations provide structural price references with Support and Resistance labels.
These structural references are displayed together with timeframe position, session conditions, volume relationships, and volatility measurements.
## Statistical Observation
The core framework combines:
**Timeframe Structure
* Session Structure
* Price Position
* Volume Relationship
* Volatility
* Statistical Dispersion
The resulting structure provides a multi-dimensional analytical view of relationships between different timeframe layers and market sessions.
## Analytical Purpose
ATK / DEF is designed solely for market observation and analytical reference.
All displayed values and classifications are generated from defined mathematical conditions within the srpt. Different instr, data envir, and paras may produce different calculated results.
The displayed information is intended to remain subject to the own interpretation and defined decision-making.
Market observation, analytical reference, and decision-making only.**
مؤشر
ATK/DEF Session Volume Magnitude & Distance EngineATK/DEF - Session Volume Magnitude & Distance Engine is a session-based volume analysis framework designed to observe activity across three defined market sessions: Asian, European, and US.
The script calculates the accumulated volume of each session independently and compares the completed session volumes within the same daily cycle. This creates a relative session-volume structure that allows the volume magnitude of each session to be observed within the same framework.
### Core Framework
* **Three-Session Volume Structure**
Separate volume calculations for the Asian, European, and US sessions.
* **Session Volume Acmulation**
Each session independently accumulates the volume of its confirmed bars.
* **Relative Session Volume Magnitude**
Completed session volume is normalized against the highest completed session volume within the daily cycle.
* **Session Open / Close Structure**
Each session records its opening and closing prices alongside its accumulated volume.
* **Session Volume Visualization**
Relative volume magnitude is displayed through proportional session bars with corresponding volume values.
* **Independent Session Calculation**
Asian, European, and US sessions are calculated separately using their defined session windows and time zones.
### Quantitative Session Analysis
The framework focuses specifically on the relationship between **session activity and session volume magnitude**.
Each session is treated as an independent calculation layer, while the completed sessions are compared within the same daily sequence.
The displayed volume values and relative magnitudes are derived directly from the volume data and calculation rules defined in the script.
### Analytical Purpose
This script is intended for **market observation, quantitative analysis, and -defined decision-making**.
The displayed session volume data and relative volume structure are analytical references only.
**Market observation, quantitative analysis, and -defined decision-making only.**
مؤشر
Volume & Movement# Volume & Movement
A separate TradingView Pine v6 indicator for comparing activity, sustained volume and candle behaviour. Uses the chart's own candles and feed volume.
## Install
1. Open a standard candlestick chart in TradingView.
2. Open **Pine Editor**, create a new indicator and replace its contents with `Volume_and_Movement.pine`.
3. Choose **Add to chart**. Save under **Volume & Movement** if you want to keep it in your account.
No extra data subscription, library or account connection is used by the script. The chart's own market-data availability still applies. Alerts require you to create an alert in TradingView; this script does not create alerts or orders automatically.
## Read the pane
The default bars compare each completed candle's volume with the immediately preceding candle:
| Reading | Meaning |
|---|---|
| 0.50× | Half as much volume |
| 1.00× | The same volume |
| 2.00× | Twice as much volume |
| 3.00× | Three times as much volume |
**Blue:** more than 10% above the previous candle. **Amber:** more than 10% below it. **Grey:** within that neutral zone, or no valid previous comparison. Colours describe the change in volume, not buying or selling. The neutral zone and all colours are adjustable.
The **slate line** compares the combined volume of the latest five candles with the five immediately before them. Example: the earlier group totals 500 and the latest group totals 800; the line reads 1.60×. These groups do not overlap within an individual comparison. Each new candle advances both windows one candle.
The dashed **1× line** is the equal-volume reference. The default scale is uncapped. If you set a visual cap, orange dots mark clipped readings; their exact values remain in the dashboard and Data Window.
You can change bar height to **Recent typical** or **Matching clock time**. The bar colours continue to show change against the previous candle. The group line always retains its own group-to-group comparison. These are distinct baselines, although all use a 1× reference.
## Purple markers
These are adjustable descriptive conditions, not predictions or trade recommendations:
| Marker | What happened | Default rule |
|---|---|---|
| **S — Busy / stalled** | High activity, small range and little net price progress | High volume; range at/below prior 30th percentile and ≤0.75× typical; close-to-close distance ≤0.5× typical range |
| **A — Busy / advancing** | High activity and a large candle closing near an edge | High volume; range at/above prior 80th percentile and ≥1.25× typical; body ≥60% of range; close in top/bottom 20% |
| **R — Busy / rejection** | High activity with a dominant wick and a recovered close | High volume; range ≥typical; wick ≥60% of range; close in upper 35% for a lower wick, or lower 35% for an upper wick |
| **L — Large move / light volume** | Large candle range despite unusually light activity | Low volume; range at/above prior 80th percentile and ≥1.25× typical |
High volume must exceed the prior 90th-percentile value **and** be at least 1.5× the baseline median. Low volume must be below the prior 20th-percentile value **and** at most 0.65× the median. Requiring both a percentile and a multiple avoids labelling tiny fluctuations as extremes. Equal values at a percentile boundary do not qualify as unusual volume.
Default baselines use the **previous 100 candles**, excluding the candle being assessed. Typical means the median. An optional setting uses the matching-time volume baseline once it has enough samples; otherwise the dashboard explicitly identifies the recent-history fallback. Candle-size baselines continue to use recent candles in either mode.
Classification priority is S, then R, then A, then L. A price gap between the previous close and the candle open exceeding half the typical candle range suppresses these shape labels and is identified in the dashboard. The volume readings still remain available where comparable.
## Time-of-day context
“Same clock time” compares volume with the median of prior candles opening at the same clock minute. Default: exchange timezone, previous 28 calendar days, weekdays together and Saturday/Sunday separately, at least three matching days.
For example, an exchange-time 10:00–10:15 candle is compared with previous matching 10:00–10:15 candles, rather than the quieter overnight candles. This is a custom median-based comparison; it is not an exact clone of TradingView's built-in Relative Volume at Time.
- Supported for native intraday charts from 1 minute through 4 hours. Other standard timeframes retain the previous-candle, group and recent-history readings.
- Only completed, full-duration candles enter time history. The current day never enters its own baseline. Missing sessions are skipped, not treated as zero.
- Matching uses the exact opening minute and the same full chart-candle duration. For example, a 09:30 candle is never substituted for a 09:00 candle.
- Day matching can use all days, weekday/weekend groups, or the same weekday. Same-weekday matching needs more calendar history to warm up.
- The available chart history limits the sample. “Warming” means not enough matching history or no positive median; it does not mean low volume.
- Exchange time follows the exchange's daylight-saving rules. Brisbane remains fixed. During a repeated daylight-saving clock hour, the last completed candle for that day's bucket is retained, so each day contributes at most one observation.
## Timing, gaps and data
By default, the unfinished live candle is hidden and the dashboard shows the latest closed candle. Optional live preview is faded and explicitly labelled LIVE; its volume is incomplete and is not extrapolated to a full candle. Markers and alerts always wait for a confirmed close.
By default, immediate and group comparisons do not cross intraday session gaps or unequal-duration candle boundaries. They become available again after comparable candles accumulate. You can override this in settings. An unavailable or zero denominator produces “—”, never an infinite ratio. Valid zero current volume can produce 0×.
Detailed mode adds body/wick percentages and the group's net price distance divided by all close-to-close distance travelled. 100% means each close moved in one direction; a small percentage means more back-and-forth movement. Neither this nor candle direction identifies actual buyer-initiated versus seller-initiated volume.
The volume belongs to the selected symbol and feed. It may represent units, contracts, quote currency or tick activity depending on the feed. Comparisons do not combine exchanges or reconstruct order flow. Standard time-based charts are required; synthetic chart types are rejected.
## Alerts and sensible starting settings
Start with **Previous candle**, groups of **5**, history **100**, default anomaly thresholds and closed candles. Enable detailed mode only when examining a candle. The Data Window gives exact historical values when you move the crosshair; the dashboard shows the latest eligible candle.
Alert choices: any unusual event, or S/A/R/L individually. The default alerts only when an anomaly appears or its type/direction changes. Disable that option for every qualifying closed candle. Configure notifications yourself in TradingView.
Thresholds are starting definitions to evaluate, not settings demonstrated to improve trading results. This version does not include EMA-band integration, automatic impulse/pullback segmentation, an order-flow feed, a scanner or trade execution.
## Verification
See `VERIFICATION.md` for the actual checks performed and any remaining TradingView compile/runtime limitation.
References: (www.tradingview.com), (www.tradingview.com), (www.tradingview.com).
مؤشر
Atty Moving POC Average and ProjectionEvery trading session has a point of control: the price where the most volume traded. One session's POC is a single number. This script collects that number from every session on the chart, in order, and runs a moving average through the series. The result is one line - a slow-moving estimate of where a market has been doing its business, and which way that centre of business is drifting.
Two averages are drawn so a short memory and a long memory can be compared on the same chart, POC 20 and POC 200 by default. Session window, both lengths, both average types and both colours are inputs.
WHAT IT IS NOT
The average is not a forecast of the next session's POC, and it should not be traded as a target. Measured on 833 ES sessions, a 20-session POC average misses the next session's POC by an average of 104 points, where the session open alone misses by 21. Prior volume structure was also tested as an attractor in three forms - a composite profile POC, a recency-weighted composite, and the nearest high-volume node to the open - and the strongest of them pulls the POC with a coefficient of 0.09. Read this line as a slow centre of past value, nothing more.
THE PROJECTION AND THE FAN
A moving average of N session POCs moves by a known rule. When the next session closes, an SMA(N) moves by exactly (new POC - dropped POC) / N. The dropped POC is already history; only the incoming one is unknown.
So the forward path is built rather than extrapolated. The average is recomputed forward with each future session's POC set to its expected value, and the drift you see comes from the old POCs rolling off the back of the window - information already in hand.
The fan around that midline is the uncertainty of the incoming POCs passed through the average's own weights, so it is roughly session sigma / N one session out. The weights are measured numerically by perturbing each future value and re-running the average, which makes the same code exact for SMA, WMA and EMA. The fan narrows as a session fills in, closes to a point at the bell, and re-opens from the next session.
MEASURED RATHER THAN ASSUMED
Constants were fitted on ES regular-hours sessions from 2021 to 2025 with the most recent twelve months held back, then applied once, unchanged, to that held-back year.
- Anchor. Early in a session the current price estimates the final POC better than the developing POC does. They cross about 60% through, so the two are blended on a ramp.
- Settle curve. Remaining uncertainty decays as (1 - elapsed) ^ 0.37, not linearly. Half way through a session about three quarters of it is still live. The held-back year refitted this at 0.33.
- Three dispersions. POC-to-POC for future sessions, POC-to-prior-close before the bell, POC-to-open after it. Learning where a session opened removes roughly a third of the uncertainty.
- Day type. Sessions that have already run wide, on heavy volume, finish with their POC further from current price. Sigma scales as (range so far / typical range by this time) ^ 0.77, judged against the same point in the last 20 sessions. On the held-back year this still ranked the eventual distance, rho +0.17 early in the day rising to +0.34 late.
- Band shape. The outcome is sharply peaked with a long tail, so bands are drawn at measured containment rather than Gaussian multiples: 0.47 and 1.48 sigma at a one-session horizon, against the Gaussian 1.00 and 2.00.
WHAT IS STILL ASSUMED
Future POC changes are treated as independent with constant sigma. The containment multipliers drift with time of day - nearer 0.7 in the first hour, nearer 0.45 at midday - and a single pair is used for all of them, so the bands run narrow early in a session. The interpolation toward Gaussian at longer horizons is an argument from the central limit theorem, not a measurement.
NOTES
Profile resolution is the chart timeframe, so run it intraday, 1 to 60 minutes. A US session gives 390 bars to distribute on a 1-minute chart and 78 on a 5-minute chart; on 30 minutes the line still draws but its inputs are coarse. Symbols without volume can be profiled on bar count instead. A session POC is computed at its close and never revised, so the averages do not repaint; the fan is a live forward estimate and updates every tick by design.
This measures and draws. There are no entries, stops, targets or signals, and nothing here is evidence of a trading edge. مؤشر
Coasyn Sovereign Futures OICoasyn Sovereign Futures OI is a macro participation reference for FX traders.
The indicator automatically reads the base and quote currencies of the current FX pair, maps each currency to a related sovereign futures market, and then compares changes in daily open interest across two configurable lookback periods.
It is designed to help answer a simple question:
Is participation in the related sovereign futures market building, fading, or mixed?
How it works
The indicator reads the current FX pair automatically.
For example:
EUR/USD
The indicator maps:
EUR → Euro Bund futures
USD → US 10Y futures
It then requests the related daily open-interest series and measures the percentage change over:
a short lookback
a long lookback
The default settings are:
Short OI Change — 1 day
Long OI Change — 5 days
Both values are editable.
Reading the panel
The panel displays one row for the base currency and one row for the quote currency.
Each row includes:
Currency
The base or quote currency from the current FX pair.
Future
The sovereign futures market used as the participation reference.
OI
The latest available daily open-interest value.
Short / Long Change
The percentage change in open interest over the two configured lookback periods.
State
A simplified description of the current open-interest relationship.
State definitions
BUILDING
Open interest increased over both the short and long lookback periods.
This means participation is expanding in the referenced futures market.
It does not automatically mean the currency is bullish.
FADING
Open interest decreased over both lookback periods.
This means participation is contracting in the referenced futures market.
It does not automatically mean the currency is bearish.
MIXED
The short- and long-term open-interest changes disagree.
For example, short-term participation may be increasing while the longer lookback is still declining.
LIMITED
The required market exists, but there is not enough usable historical data to calculate both lookback changes.
NO OI DATA
A valid open-interest series is not currently available for the requested market.
The indicator returns N/A rather than creating or estimating missing data.
Supported currency mapping
The current version includes sovereign futures references for:
USD
EUR
GBP
AUD
CAD
JPY
CHF
CHF includes an alternate FX-futures open-interest source when the primary sovereign reference is unavailable.
Example interpretation
Suppose EUR/USD displays:
EUR — BUILDING
USD — FADING
This does not mean the indicator is telling the trader to buy EUR/USD.
It means participation in the selected EUR sovereign futures reference is expanding while participation in the USD reference is contracting over the configured lookback windows.
That information can then be combined with the trader's own macro, rates, price-action, and risk framework.
Panel controls
The panel can be positioned in:
Top Right
Top Left
Bottom Right
Bottom Left
The entire panel can also be disabled from the indicator settings.
Data availability
Coasyn Sovereign Futures OI requests futures open-interest data available through TradingView.
Availability can depend on:
exchange coverage
symbol availability
TradingView data permissions
the specific market being requested
If data is unavailable, the indicator displays N/A or NO OI DATA.
Important
This indicator does not provide:
buy or sell signals
currency direction forecasts
trade entries
targets
stop placement
position sizing
automated execution
Open interest measures participation, not direction.
The purpose of the tool is to provide another layer of sovereign-market context for traders working with FX pairs.
Built by Coasyn Market Systems. مؤشر
مؤشر
مؤشر
Smart Flow Imbalance [StrixEDGE]TRADINGVIEW CATEGORIES
1. Volume
2. Trend Analysis
3. Oscillators
SEARCH TAGS (9)
smart-flow-imbalance, overlay-signals, order-flow, volume, relative-volume, buying-selling-pressure, accumulation-distribution, momentum, market-structure
DESCRIPTION
StrixEDGE Smart Flow Imbalance is Engine #06 in the StrixEDGE indicator framework. It is a flow-focused market-state tool designed to identify changes in directional quality, liquidity behavior, volatility structure and confirmation strength without relying on a single conventional oscillator.
WHAT THIS INDICATOR IS DESIGNED TO DO
Blends persistent flow, displacement and range structure into a directional participation score.
Rather than treating one input as a complete signal, StrixEDGE combines the engine's dedicated core logic with an optional DNA layer. The final result is normalized into a 0–100 Strix Score so the same framework can be read consistently across different symbols and timeframes.
HOW TO READ THE STRIX SCORE
• Above 72: bullish state / long-side trigger zone.
• Below 28: bearish state / short-side trigger zone.
• Around 50: balanced or neutral state.
• A signal is generated on a transition into a trigger zone, not on every bar that remains inside it.
SIGNAL & POSITION FRAMEWORK
When a valid state transition is detected, the overlay version can create a structured trade plan containing:
• Entry
• DCA level
• TP1
• TP2
• TP3
• Stop Loss
Each projected level includes its percentage distance from Entry. When a level is reached, the same chart label is updated with a ✓ marker. TP and SL outcome tracking is mutually controlled so the dashboard does not report contradictory terminal results for the same setup.
PROFESSIONAL DASHBOARD
The built-in StrixEDGE dashboard summarizes the active market state in a compact TradingView table, including:
• Engine and category
• Strix Score and directional bias
• Signal / market regime
• Flow pressure and trend quality
• Relative volume and ATR volatility
• Structure / VWAP context
• Active position and signal age
• Entry, DCA, TP1, TP2, TP3 and SL
• Hit status for each projected level
COMBINATION PROFILE
• CORE BALANCE
• Active DNA modules: 3
• Lookback: 24
• Smoothing: 5
• Signal threshold: 72
ENGINE DNA
• Displacement Efficiency — Directional body displacement normalized by ATR and relative volume.
• Range Structure Balance — Maps close location inside rolling high/low structure to a signed state.
• Normalized Flow Acceleration — Smooths ATR-normalized return × relative volume to estimate directional flow.
MARKET / STYLE PROFILE
• Market focus: Crypto
• Intended style: Swing
• Core engine: #06 Smart Flow Imbalance
• Category: Flow
NON-REPAINT / DATA HANDLING
By default, signals require a confirmed chart-bar close. This reduces intrabar signal fluctuation and makes historical signal placement more stable.
ALERTS
The generated script includes alert conditions for:
• Long state shift
• Short state shift
• DCA reached
• TP1 reached
• TP2 reached
• TP3 reached
• Stop Loss reached
HOW I USE IT
StrixEDGE is designed as a market-state and trade-structure tool rather than a standalone prediction system. Stronger setups generally occur when the Strix Score, market regime, flow pressure, structure and volatility context agree instead of relying on the trigger alone.
LIMITATIONS
No indicator can predict future price movement with certainty. Signals can fail during sudden news events, illiquid conditions, gaps, abnormal volatility, regime transitions or unreliable volume. DCA, TP and SL levels are systematic projections derived from the active setup and should not be interpreted as guaranteed outcomes.
Users should validate the indicator on the symbol, exchange and timeframe they trade, and should apply independent position sizing and risk management. Historical behavior does not guarantee future performance.
ORIGINALITY
StrixEDGE Engine #06 is built from generic price, volume, volatility, structure and confirmed-context primitives arranged in a dedicated engine formula and optional DNA layer. It is not intended to reproduce or rename a specific community indicator.
DISCLAIMER
For research and educational purposes only. This indicator is not financial advice and does not guarantee profitability. مؤشر
Previous Day Value Area - CriptoMatiko## Description
The **Previous Day Value Area** replicates, bar-for-bar, the exact volume-area calculation used in our own Python volume profile backtester. Every VAH/POC/VAL value this indicator plots can be checked line-by-line against the backtester's output — that's the reason this exists: TradingView's native Volume Profile does its own internal binning, which you can't inspect or reproduce outside the platform. This one gives you a value area you can actually verify.
---
**How it works**
1. Pulls 1-minute bars for each session (`request.security_lower_tf`).
2. Splits each 1-minute bar's volume evenly across every price bucket its high-low range touches ("bar-distributed" volume) — same method as the Python backtester, not TradingView's built-in binning.
3. POC = the price bucket that accumulated the most volume.
4. Expands outward from the POC toward the heavier side until 70% (configurable) of the day's total volume is captured. The two edges of that range are VAL and VAH.
5. Bucket resolution is fixed once at session open and held constant until the session closes, so keys never shift mid-calculation.
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**Visuals**
- Lines — the previous day's VAH / POC / VAL, projected across the current session (what a systematic detector would read)
- Optional histogram — the volume profile silhouette for each session, drawn as a mirrored buy/sell split
- Comparison mode — draws the value area over the same day that produced it, for side-by-side visual checks against other volume-profile tools
- Table (top-right) — previous day's date, VAH, POC, VAL, plus the current (in-progress) session's values
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**Parameters**
- Value area %: percentage of volume captured between VAL and VAH (default 70%)
- Profile resolution: automatic (% of price), fixed bucket size, or rows based on D-1's range
- Project D-1 value area: shows the previous day's finished levels across the current session
- Comparison mode: draws the levels on the day that generated them instead of projecting forward
- Histogram rows / width: controls the resolution and size of the drawn volume profile
- Split buy/sell volume: separates the histogram into up-close and down-close volume
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**Originality**
This is not a variant of the built-in Volume Profile — it's a from-scratch bar-distributed volume calculation written to match a specific Python backtesting pipeline, so that value-area levels computed in code and value-area levels seen on the chart are provably the same numbers.
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**Credits**
Author: Vernon CriptoMatiko مؤشر
