Intraday Macro & Flow Indicator

5 Apr

# IntraMacroFlow Indicator

## Introduction
IntraMacroFlow is a volume and delta-based indicator that identifies significant price movements within trading sessions. It generates signals when volume spikes coincide with quality price movement, filtered by RSI to avoid overbought/oversold conditions.

> **Note:** This indicator provides multiple signals and should be combined with additional analysis methods such as support/resistance, trend direction, and price action patterns.

## Inputs

### Volume Settings
* **Volume Lookback Period** (14) - Number of bars for volume moving average calculation
* **Volume Threshold Multiplier** (1.5) - Required volume increase over average to generate signals
* **Delta Threshold** (0.3) - Required close-to-open movement relative to bar range (higher = stronger movement)

### Session Configuration
* **Use Dynamic Session Detection** (true) - Automatically determine session times
* **Highlight Market Open Period** (true) - Highlight first third of trading session
* **Highlight Mid-Session Period** (true) - Highlight middle portion of trading session
* **Detect Signals Throughout Whole Session** (true) - Find signals in entire session
* **Session Time** ("0930-1600") - Trading hours in HHMM-HHMM format
* **Session Type** ("Regular") - Select Regular, Extended, or Custom session

### Manual Session Settings
Used when dynamic detection is disabled:
* **Manual Session Open Hour** (9)
* **Manual Session Open Minute** (30)
* **Manual Session Open Duration** (60)
* **Manual Mid-Session Start Hour** (12)
* **Manual Mid-Session End Hour** (14)

## How It Works

The indicator analyzes each bar using three primary conditions:

1. **Volume Condition**: Current volume > Average volume × Threshold
2. **Delta Condition**: |Close-Open|/Range > Delta threshold
3. **Time Condition**: Bar falls within configured session times

When all conditions are met:
* Bullish signals appear when close > open and RSI < 70
* Bearish signals appear when close < open and RSI > 30

## Display Elements

### Shapes and Colors
* Green triangles below bars - Bullish signals
* Red triangles above bars - Bearish signals
* Blue background - Market open period
* Purple background - Mid-session period
* Bar coloring - Green (bullish), Red (bearish), or unchanged

### Information Panel
A dynamic label shows:
* Current volume relative to average (Vol)
* Delta value for current bar (Delta)
* RSI value (RSI)
* Session status (Active/Closed)

## Calculation Method

```
// Volume Condition
volumeMA = ta.sma(volume, lookbackPeriod)
volumeCondition = volume > volumeMA * volumeThreshold

// Delta Calculation (price movement quality)
priceRange = high - low
delta = math.abs(close - open) / priceRange
deltaCondition = delta > deltaThreshold

// Direction and RSI Filter
bullishBias = close > open and entrySignal and not (rsi > 70)
bearishBias = close < open and entrySignal and not (rsi < 30)
```

## Usage Recommendations

### Suitable Markets
* Equities during regular trading hours
* Futures markets
* Forex during active sessions
* Cryptocurrencies with defined volume patterns

### Recommended Timeframes
* 1-minute to 1-hour (optimal: 5 or 15-minute)

### Parameter Adjustments
* For fewer but stronger signals: increase Volume Threshold (2.0+) and Delta Threshold (0.4-0.6)
* For more signals: decrease Volume Threshold (1.2-1.5) and Delta Threshold (0.2-0.3)

### Usage Tips
* Combine with trend analysis for higher-probability entries
* Focus on signals occurring at session boundaries and mid-session
* Use opposite signals as potential exit points
* Configure alerts to receive notifications when signals occur

## Additional Notes
* RSI parameters are fixed at 14 periods with 70/30 thresholds
* The indicator handles overnight sessions correctly
* Fully compatible with TradingView alerts
* Customizable visual elements

## Release Notes
Initial release: This is a template indicator that should be customized to suit your specific trading strategies and preferences.

5 Apr

Nota Keluaran

# IntraMacroFlow Indicator

This indicator is to help identify entry or exit signals to compliment an existing Bias.
Delta should be tuned to you requirements.

## Introduction
IntraMacroFlow is a volume and delta-based indicator that identifies significant price movements within trading sessions. It generates signals when volume spikes coincide with quality price movement, filtered by RSI to avoid overbought/oversold conditions.

> **Note:** This indicator provides multiple signals and should be combined with additional analysis methods such as support/resistance, trend direction, and price action patterns.

## Inputs

### Volume Settings
* **Volume Lookback Period** (14) - Number of bars for volume moving average calculation
* **Volume Threshold Multiplier** (1.5) - Required volume increase over average to generate signals
* **Delta Threshold** (0.3) - Required close-to-open movement relative to bar range (higher = stronger movement)

### Session Configuration
* **Use Dynamic Session Detection** (true) - Automatically determine session times
* **Highlight Market Open Period** (true) - Highlight first third of trading session
* **Highlight Mid-Session Period** (true) - Highlight middle portion of trading session
* **Detect Signals Throughout Whole Session** (true) - Find signals in entire session
* **Session Time** ("0930-1600") - Trading hours in HHMM-HHMM format
* **Session Type** ("Regular") - Select Regular, Extended, or Custom session

### Manual Session Settings
Used when dynamic detection is disabled:
* **Manual Session Open Hour** (9)
* **Manual Session Open Minute** (30)
* **Manual Session Open Duration** (60)
* **Manual Mid-Session Start Hour** (12)
* **Manual Mid-Session End Hour** (14)

## How It Works

The indicator analyzes each bar using three primary conditions:

1. **Volume Condition**: Current volume > Average volume × Threshold
2. **Delta Condition**: |Close-Open|/Range > Delta threshold
3. **Time Condition**: Bar falls within configured session times

When all conditions are met:
* Bullish signals appear when close > open and RSI < 70
* Bearish signals appear when close < open and RSI > 30

## Display Elements

### Shapes and Colors
* Green triangles below bars - Bullish signals
* Red triangles above bars - Bearish signals
* Blue background - Market open period
* Purple background - Mid-session period
* Bar coloring - Green (bullish), Red (bearish), or unchanged

### Information Panel
A dynamic label shows:
* Current volume relative to average (Vol)
* Delta value for current bar (Delta)
* RSI value (RSI)
* Session status (Active/Closed)

## Calculation Method

```
// Volume Condition
volumeMA = ta.sma(volume, lookbackPeriod)
volumeCondition = volume > volumeMA * volumeThreshold

// Delta Calculation (price movement quality)
priceRange = high - low
delta = math.abs(close - open) / priceRange
deltaCondition = delta > deltaThreshold

// Direction and RSI Filter
bullishBias = close > open and entrySignal and not (rsi > 70)
bearishBias = close < open and entrySignal and not (rsi < 30)
```

## Usage Recommendations

### Suitable Markets
* Equities during regular trading hours
* Futures markets
* Forex during active sessions
* Cryptocurrencies with defined volume patterns

### Recommended Timeframes
* 1-minute to 1-hour (optimal: 5 or 15-minute)

### Parameter Adjustments
* For fewer but stronger signals: increase Volume Threshold (2.0+) and Delta Threshold (0.4-0.6)
* For more signals: decrease Volume Threshold (1.2-1.5) and Delta Threshold (0.2-0.3)

### Usage Tips
* Combine with trend analysis for higher-probability entries
* Focus on signals occurring at session boundaries and mid-session
* Use opposite signals as potential exit points
* Configure alerts to receive notifications when signals occur

## Additional Notes
* RSI parameters are fixed at 14 periods with 70/30 thresholds
* The indicator handles overnight sessions correctly
* Fully compatible with TradingView alerts
* Customizable visual elements

## Release Notes
Initial release: This is a template indicator that should be customized to suit your specific trading strategies and preferences.

5 Apr

Nota Keluaran

# IntraMacroFlow Indicator

The indicator is designed to help find entry signals to combine with a traders personal technical analysis.



## Introduction
IntraMacroFlow is a volume and delta-based indicator that identifies significant price movements within trading sessions. It generates signals when volume spikes coincide with quality price movement, filtered by RSI to avoid overbought/oversold conditions.

> **Note:** This indicator provides multiple signals and should be combined with additional analysis methods such as support/resistance, trend direction, and price action patterns.

## Inputs

### Volume Settings
* **Volume Lookback Period** (14) - Number of bars for volume moving average calculation
* **Volume Threshold Multiplier** (1.5) - Required volume increase over average to generate signals
* **Delta Threshold** (0.3) - Required close-to-open movement relative to bar range (higher = stronger movement)

### Session Configuration
* **Use Dynamic Session Detection** (true) - Automatically determine session times
* **Highlight Market Open Period** (true) - Highlight first third of trading session
* **Highlight Mid-Session Period** (true) - Highlight middle portion of trading session
* **Detect Signals Throughout Whole Session** (true) - Find signals in entire session
* **Session Time** ("0930-1600") - Trading hours in HHMM-HHMM format
* **Session Type** ("Regular") - Select Regular, Extended, or Custom session

### Manual Session Settings
Used when dynamic detection is disabled:
* **Manual Session Open Hour** (9)
* **Manual Session Open Minute** (30)
* **Manual Session Open Duration** (60)
* **Manual Mid-Session Start Hour** (12)
* **Manual Mid-Session End Hour** (14)

## How It Works

The indicator analyzes each bar using three primary conditions:

1. **Volume Condition**: Current volume > Average volume × Threshold
2. **Delta Condition**: |Close-Open|/Range > Delta threshold
3. **Time Condition**: Bar falls within configured session times

When all conditions are met:
* Bullish signals appear when close > open and RSI < 70
* Bearish signals appear when close < open and RSI > 30

## Display Elements

### Shapes and Colors
* Green triangles below bars - Bullish signals
* Red triangles above bars - Bearish signals
* Blue background - Market open period
* Purple background - Mid-session period
* Bar coloring - Green (bullish), Red (bearish), or unchanged

### Information Panel
A dynamic label shows:
* Current volume relative to average (Vol)
* Delta value for current bar (Delta)
* RSI value (RSI)
* Session status (Active/Closed)

## Calculation Method

```
// Volume Condition
volumeMA = ta.sma(volume, lookbackPeriod)
volumeCondition = volume > volumeMA * volumeThreshold

// Delta Calculation (price movement quality)
priceRange = high - low
delta = math.abs(close - open) / priceRange
deltaCondition = delta > deltaThreshold

// Direction and RSI Filter
bullishBias = close > open and entrySignal and not (rsi > 70)
bearishBias = close < open and entrySignal and not (rsi < 30)
```

## Usage Recommendations

### Suitable Markets
* Equities during regular trading hours
* Futures markets
* Forex during active sessions
* Cryptocurrencies with defined volume patterns

### Recommended Timeframes
* 1-minute to 1-hour (optimal: 5 or 15-minute)

### Parameter Adjustments
* For fewer but stronger signals: increase Volume Threshold (2.0+) and Delta Threshold (0.4-0.6)
* For more signals: decrease Volume Threshold (1.2-1.5) and Delta Threshold (0.2-0.3)

### Usage Tips
* Combine with trend analysis for higher-probability entries
* Focus on signals occurring at session boundaries and mid-session
* Use opposite signals as potential exit points
* Configure alerts to receive notifications when signals occur

## Additional Notes
* RSI parameters are fixed at 14 periods with 70/30 thresholds
* The indicator handles overnight sessions correctly
* Fully compatible with TradingView alerts
* Customizable visual elements

## Release Notes
Initial release: This is a template indicator that should be customized to suit your specific trading strategies and preferences.