Target Lock Algo buy and Sell Signal by Amit NamdeoTarget Lock Algo: Professional Buy & Sell Signals
Target Lock Algo is a comprehensive, institutional-grade trading system designed to filter out market noise and provide high-probability entry signals with automated risk management. It combines Trend Flow, Market Structure (SMC), and Volatility Analysis into a single, clean interface.
Key Features
1. Precision Signal Engine
Trend-Following Logic: The core algorithm uses a smoothed Baseline to detect the dominant market flow. Signals are generated only when the trend flips (Green for Bullish, Red for Bearish).
"One-Shot" Execution: To prevent overtrading, the system never issues consecutive signals in the same direction. It forces a complete trend reversal before signaling again.
Whipsaw Protection: A built-in time filter (Min Bars) prevents signals from clustering together during choppy price action.
2. Institutional Filters (The "Safety Net")
200 EMA Major Trend Filter:
Buys are only enabled when price is ABOVE the 200 EMA.
Sells are only enabled when price is BELOW the 200 EMA.
This prevents catching falling knives or buying into a crash.
ADX Chop Filter:
The system actively monitors market strength using the Average Directional Index (ADX).
If the market enters a sideways "Chop Zone" (ADX < 20), all trading signals are hard-blocked.
Visual Aid: These zones can be highlighted with Gray Boxes to warn you to stay out.
3. Automated Risk Management (Target Lock)
When a signal is generated, the algorithm automatically calculates and draws the exact trade parameters on your chart:
⚡ ENTRY: The precise closing price of the signal candle.
🛑 STOP LOSS: Dynamic stop loss calculated using Market Volatility (ATR). If the market is volatile, the stop widens; if calm, it tightens.
🎯 TP 1, 💰 TP 2, 🚀 TP 3: Three take-profit levels calculated based on strict Risk-to-Reward ratios (1.5R, 2.5R, and 3.5R).
4. Premium Visual Interface
Glassmorphism Dashboard: A modern, transparent HUD in the top-right corner displays real-time data:
Current Trend: (Bullish 🟢 / Bearish 🔴)
Market State: (Active 🔥 / Ranging 💤)
Volatility: (Live ATR value)
SMC Overlay: Subtly plots pivot points and market structure breaks in the background to give you institutional context without cluttering the signals.
High-Contrast Design: Signals appear as modern "Neon Buttons," while TP/SL lines use rich, deep colors (Deep Emerald & Crimson) for professional visibility.
How to Trade with Target Lock Algo
Check the Dashboard: Ensure the Market State says "ACTIVE 🔥". If it says "RANGE 💤", be cautious.
Wait for the Button: Look for the "BUY NOW" (Neon Green) or "SELL NOW" (Neon Red) label.
Verify the Trend:
For BUY: Price should be above the white 200 EMA line.
For SELL: Price should be below the white 200 EMA line.
Execute: Enter the trade at the ⚡ ENTRY price.
Manage: Set your Stop Loss at the 🛑 SL line and take partial profits at TP 1 and TP 2. Leave a "runner" for TP 3 if the trend is strong.
Volum
CVD Complete Volume Analysis ProCVD Complete Volume Analysis Pro | Order Flow & Absorption
Introduction:
In the world of modern trading, Price is the advertisement, but Volume is the fuel. However, standard volume indicators on TradingView are often insufficient. They tell you how much was traded, but they don’t tell you how it was traded.
Was that large volume spike aggressive buying driving the trend? or was it a "buying frenzy" hitting a wall of passive limit orders (absorption)?
The CVD Complete Volume Analysis Pro (v5) is an advanced institutional-grade Order Flow engine. By utilizing 1-second intrabar data, this indicator reconstructs the "Tick Rule" to separate Aggressive (Market) orders from Passive (Limit) orders. It calculates Cumulative Volume Delta (CVD), detects Absorption/Distribution anomalies, and utilizes an embedded Logistic Regression model to predict daily directional bias.
This is not just an indicator; it is a complete Order Flow Dashboard designed to aid and support complex footprint charts for the everyday trader.
🏗️ How It Works: The "Micro-Structure" Engine
Most volume indicators on TradingView look at the close of a 1-minute or 5-minute bar to guess the volume direction. This script goes deeper.
1. The 1-Second Granularity
Using TradingView's request.security_lower_tf capability, this script pulls 1-second resolution data regardless of the chart timeframe you are on.
It analyzes the price movement every second.
It applies the "Tick Rule": If price moves up, volume is classified as Buy. If price moves down, volume is classified as Sell.
This allows for a highly accurate reconstruction of Buying vs. Selling pressure that standard indicators miss.
2. The "Cluster" Concept
The script aggregates these 1-second data points into Clusters.
Default: 60 seconds (1 minute) per cluster.
This creates a normalized "Heartbeat" of the market, allowing us to compare the efficiency of volume over fixed time windows, removing the noise of time-based chart distortions.
3. The "Passive" Detection Logic (The Core Feature)
This is the most powerful aspect of the tool. It calculates the relationship between Effort (CVD) and Result (Price Move).
The Baseline: The script calculates a rolling statistical baseline (Standard Deviation) of how much price should move for a given amount of Delta.
Absorption (Hidden Buying): If we see massive Aggressive Selling (Negative CVD) but price refuses to drop (or drops significantly less than the statistical model predicts), the script identifies this as Passive Buying.
Distribution (Hidden Selling): If we see massive Aggressive Buying (Positive CVD) but price refuses to rise, the script identifies this as Passive Selling.
📊 The Dashboard Breakdown
The on-screen dashboard is your command center. It updates in real-time to provide a snapshot of the market's internal mechanics.
Section 1: Flow Analysis
This section analyzes the current session's behavior.
Flow Type: Categorizes the market state using algorithmic logic.
Aggressive Buying/Selling: The market is trending, and aggressive participants are winning.
Strong Accumulation/Distribution: A reversal signal. Aggressive participants are trapped, and passive whales are absorbing order flow.
Flow vs. Price: Detects divergences instantly.
Bullish Divergence: Net Flow is Positive, but Price is down (indicates manipulation or temporary suppression).
Bearish Divergence: Net Flow is Negative, but Price is up (indicates a "trap" move).
Section 2: Volume Breakdown
A detailed ledger of the day's activity.
Aggressive Buy/Sell: Market orders executing at the ask/bid. This represents "Impatience."
Passive Buy/Sell: The estimated volume of Limit Orders absorbing the aggressive flow. This represents "Intent."
Net Flow: The mathematical sum of all buy pressure minus sell pressure.
Section 3: Net Positioning (Multi-Day)
Markets don't happen in a vacuum. This section looks back (default 5 days) to see the accumulated inventory.
Bias: Are we in a multi-day accumulation or distribution phase?
Activity Type:
High Hidden Activity: Indicates a fighting market with heavy limit orders (choppy/reversal prone).
Mostly Aggressive: Indicates a trending market with low resistance.
Section 4: Predictive Model (Machine Learning)
The script features an embedded Logistic Regression Model.
It trains on the last N days of Flow Data (CVD, Net Aggressive, Net Passive, Passive Ratios).
It outputs a Probability Score (0% to 100%) regarding the likelihood of an UP close for the current session.
Note: This is a probability model based on order flow history, not a guarantee. Use it as a bias confirmation tool.
🧠 Educational: How to Trade With This
Strategy 1: The "Absorption" Reversal
Context: Price hits a major resistance level.
Look at the Dashboard: You want to see "Flow Type" switch to "Strong Distribution".
The Logic: Price is rising, and aggressive buyers are hitting the ask. However, the script detects that for every buy order, a passive seller is absorbing it. Price stops moving up despite high volume.
The Trigger: When Price creates a lower low on the chart while the dashboard shows Distribution, this is a high-probability short entry.
Strategy 2: The Flow Divergence
Context: Price is trending down.
Look at the Dashboard: Price is making new lows, but the "Net Flow" is turning Green (Positive), or the "Cum CVD" is sloping upwards.
The Logic: This is "Effort vs. Result." Sellers are exhausted. They are pushing price down, but the net flow is shifting to buyers.
The Trigger: Enter Long on the first structure break.
Strategy 3: Trend Continuation
Context: Market is opening or breaking a range.
Look at the Dashboard: You want "Full Alignment."
Signals: "Flow Type" says Aggressive Buying, Net Flow is Positive, and the Predictive Model shows >60% Bullish Probability.
The Logic: There is no passive resistance. Aggressive buyers are pushing price up freely.
The Trigger: Buy pullbacks.
⚙️ Settings & Configuration
Cluster Size: The number of 1-second bars to group together.
Use 60 (1 min) for Scalping.
Use 300 (5 min) for Day Trading.
Average Length: The baseline for statistical calculations. Higher numbers = smoother baselines but slower adaptation.
Detection Settings:
Passive Multiplier: Adjusts the sensitivity of the absorption estimation. 1.0 is standard. Increase to 1.5 if you only want to see extreme anomalies.
Daily Tracking:
History Days: How many days of data to display in the table. Note: Due to TradingView data limits, keeping this between 3-5 days ensures the most stability.
⚠️ Important Technical Limitations
Please read this section carefully to understand the constraints of the Pine Script environment:
Data Depth (The 100k Limit): TradingView limits request.security_lower_tf to approximately 100,000 intrabars.
This means the script can typically only "see" the last 3 to 5 days of true 1-second data.
If you set History Days or Training Days too high (e.g., 20 days), the script may return 0 values for older dates because the high-resolution data simply doesn't exist on the server.
Approximation of Ticks: While 1-second data is extremely precise, it is still an aggregation. In extremely high-volatility events (like CPI releases), multiple ticks happen inside one second. The script attributes the volume of that second based on the close relative to the open/prev close. It is the best approximation possible on TradingView, but not a replacement for Level 3 Tick Data feeds.
Calculation Time: This is a heavy script. On lower-end devices or when loading on many charts simultaneously, you may experience a "Calculation took too long" warning. If this happens, reduce the History Days to 3.
🛡️ Disclaimer
No Repainting: This indicator uses strict historical referencing and does not repaint closed clusters.
Not Financial Advice: This tool provides data visualization. Order flow is a subjective art. Always manage your risk.
Author's Note:
I built this tool because I wanted the power of Order Flow footprint charts without the visual clutter. By using statistical baselines to detect passive liquidity, we can finally see the "invisible hand" of the market directly on our TradingView charts. I hope this adds value to your trading.
👍 If you find this script useful, please leave a Boost and a Comment below!
Volume Dynamic Liquidity BandsThis indicator visualizes liquidity zones on the chart by detecting areas where high-volume trading occurred. It combines volume analysis with price action to identify significant liquidity levels that traders and market makers are likely watching.
SwissSignals GOLDWhen trading, your order is:
Status WAITING → do nothing
Status SETUP → pay attention
LIVE signal → take control of the market (if you want)
TP1 → BE is active
Either TP2/TP3/TP4 or exit BE
Volume-Weighted FVG (Fixed)1. The Core Concept: Identifying "Institutional Footprints"
FVG (Fair Value Gap): These are "gaps" or "voids" in price created by rapid movement. The market has a natural tendency to return and "fill" these gaps.
The Volume Filter: Unlike standard FVGs, this tool highlights zones created with high trading volume (Strong FVG). These represent the "footprints" of institutional traders—the "Big Money" that truly moves the market.
2. Trading the "Wall": Rejection and Reversal
The Rejection (Bounce): A Strong FVG acts as a powerful "wall." When price returns to this zone, unfilled orders often trigger, causing the price to bounce back (reject).
The Reversal (Breakout): If this "wall" is completely breached, it triggers a cascade of stop-losses from those who bet on the bounce. This results in a violent move in the opposite direction, known as a reversal.
The Retest: Once a "wall" is broken, its role flips (e.g., support becomes resistance). Trading the first retest of a broken Strong FVG is one of the highest-probability setups in scalping.
3. The Execution: High-Precision Entry
To achieve a Profit Factor (PF) of 5.0+, we combine three elements:
Structure: Confirm the trend using Multi-Timeframe (MTF) HH/HL (Higher Highs/Higher Lows).
The Zone: Price enters a Strong FVG (Darker color).
The Trigger: Enter when an Engulfing Candle breaks through the BB20 Middle Line, confirmed by an RCI 9 reversal.
Volume Divergence Detector - COT EnhancedGold Volume Divergence Detector - How It Works
This algorithm tracks two opposing market forces in gold: institutional money (large volume traders) and retail money (small volume traders).
Institutional Flow: Identifies volume spikes above 1.8x average, calculates money flow based on price position within each bar, and optionally blends with CFTC Commitment of Traders data. This represents "smart money" - banks, funds, and commercial hedgers who typically accumulate before major moves.
Retail Flow: Tracks medium-sized volume (1.2x-1.8x average) combined with RSI momentum and MACD trend-following behavior. This represents "dumb money" - individual traders who chase breakouts and panic at bottoms.
Signal Generation: When institutional and retail flows diverge (move in opposite directions), trading signals appear. Buy when institutions are positive and retail is negative. Sell when institutions are negative and retail is positive. Extreme divergences (institutional >1, retail <-0.5 or vice versa) signal major moves coming.
Why It Works: Institutions have better information and plan accumulation/distribution before price moves. Retail traders react emotionally and enter at extremes. Following institutional flow when it opposes retail provides a statistical edge, especially in gold where COT data is highly reliable and retail behavior is predictably momentum-driven.
Weighted Stochastic Oscillator [SeerQuant]Weighted Stochastic Oscillator (WSTO)
The Weighted Stochastic Oscillator (WSTO) is an enhanced stochastic-based trend oscillator that builds on the traditional %K/%D framework by introducing adaptive weighting and configurable smoothing. By dynamically amplifying the oscillator’s deviation from the 50 midline based on a selected market “weight” (Volume, Momentum, Volatility, or Reversion Factor), WSTO provides a cleaner view of trend strength and regime shifts—without relying on classic 80/20 overbought/oversold bands.
⚙️ How It Works
WSTO uses a standard stochastic calculation, measuring where price sits within its rolling high/low range over a lookback period. That %K is then “context-weighted” using your selected weighting method: Volume, Momentum, Volatility, or Reversion Factor.
The weighting is normalized for stability (so it doesn’t blow out during abnormal periods), then applied by amplifying the oscillator’s deviation from the 50 midline. In practice, this means strong conditions make the oscillator lean harder away from 50 (clearer trend), while quieter conditions keep it closer to traditional stochastic behaviour.
The weighted %K is then smoothed using your chosen moving average type, and a second smoothing pass generates the %D signal line. Trend logic is based on a neutral band around 50: bullish when the oscillator holds above (50 + Neutral Zone), bearish when it holds below (50 - Neutral Zone), and neutral while it remains inside that range.
✨ Customizable Settings
WSTO is built to be tuned without overcomplication. You can choose the stochastic source mode (Close, HLC3, OHLC4, or a custom input source), set the stochastic length, and control smoothing via separate %K and %D smoothing lengths.
You can also pick from a wide selection of moving average types (SMA, EMA, RMA, HMA, DEMA, TEMA, etc.) to match your style.
The weighting method is the core differentiator. Volume weighting emphasizes participation, Momentum weighting emphasizes directional impulse, Volatility weighting emphasizes expansion/contraction, and Reversion Factor weighting biases toward mean-reversion dynamics by responding inversely to variance. On the style side, you can select a preset colour scheme (Default/Modern/Cool/Monochrome) or enable custom bull/bear/neutral colours. Candle coloring is optional, and you can decide whether candles follow %K or %D.
🚀 Features and Benefits
WSTO gives you an alternative stochastic that adapts to market conditions instead of treating every regime the same. The weighting engine makes trend strength more obvious when conditions justify it, while the neutral-zone framework reduces noise compared to classic OB/OS bands. With flexible smoothing and clean visual state changes, it works well as a trend filter, a confirmation layer, or a regime signal alongside other systems.
📜 Disclaimer
This indicator is for educational purposes only and does not constitute financial advice. Past performance does not guarantee future results. Always consult a licensed financial advisor before making trading decisions. Use at your own risk.
Delta Hedging Pressure📊 COT Delta Hedging Pressure – Institutional Sentiment Indicator
This indicator visualizes institutional hedging pressure by aggregating delta-style positioning into a clean, session-aware sentiment framework.
Instead of guessing direction, it shows who is likely hedging vs. pressing, helping traders align intraday execution with higher-timeframe positioning.
🔍 What This Indicator Does
Calculates cumulative hedging pressure using price-based delta logic
Classifies market state into:
Bullish (positive hedge pressure)
Bearish (negative hedge pressure)
Neutral (balanced flow)
Resets cleanly by session or user-defined period
Visualizes sentiment using:
Background shading
Labels
Cumulative plots
🧠 How Traders Use It
Directional bias filter (trade only with sentiment)
Context for FVGs, liquidity raids, and pullbacks
Avoids chop by identifying neutral hedge conditions
Pairs especially well with:
XAUUSD
Index CFDs
Futures / CFD hybrids
⚙️ Key Features
Session-aware cumulative logic
Adjustable sensitivity and lookback
Clean visual design (no clutter)
Non-repainting calculations
Works on 1m → HTF
⚠️ Important Notes
This is a context tool, not a signal generator
Best used alongside price structure and risk management
Designed for discipline and alignment, not overtrading
🎯 Ideal For
Scalpers & intraday traders
Traders using:
Fair Value Gaps (FVG)
Liquidity sweeps
Session-based models
Traders transitioning from prop logic to personal capital
🧩 Final Thought
This indicator answers one question:
“Is the market hedging or pressing — and should I be aggressive or patient?”
If you trade with structure, this keeps you on the right side.
Volume-Adjusted CCI Trend [Alpha Extract]A sophisticated trend identification system that combines dual EMA direction analysis with volume-weighted normalization and CCI momentum filtering for comprehensive trend validation. Utilizing Volume RSI integration and standard deviation-based bands that expand and contract with volume characteristics, this indicator delivers institutional-grade trend detection with multi-layered confirmation requirements. The system's volume adjustment mechanism modulates signal sensitivity based on participation strength while CCI thresholds prevent false signals during weak momentum conditions, creating a robust trend-following framework with reduced whipsaw susceptibility.
🔶 Advanced Dual EMA Direction Engine
Implements fast and slow exponential moving average comparison to establish primary trend direction bias with configurable period parameters for timeframe optimization. The system calculates trend direction as binary +1 (bullish when fast EMA exceeds slow EMA) or -1 (bearish when slow exceeds fast), providing foundational directional input that requires additional confirmation before generating actionable trend states.
🔶 Volume-Adjusted Normalization Framework
Features sophisticated normalization calculation that measures price deviation from basis EMA, scales by standard deviation, then applies volume-weighted adjustment factor for participation-sensitive signal generation. The system calculates Volume RSI to quantify relative volume strength, converts to ratio format, and multiplies normalized deviation by volume factor scaled by impact parameter, creating signals that strengthen during high-volume confirmations and weaken during low-volume moves.
// Volume-Adjusted Normalization
Vol_Ratio = Volume_RSI / 50
Vol_Factor = 1 + (Vol_Ratio - 1) * Vol_Impact
Dev = src - Basis_EMA
Raw_Normalized = Dev / (StdDev * Multiplier)
Vol_Adjusted_Norm = Raw_Normalized * Vol_Factor
🔶 CCI Momentum Filter Integration
Implements Commodity Channel Index threshold system with configurable upper and lower bounds to validate trend strength and filter sideways market conditions. The system calculates standard CCI with adjustable length, compares against asymmetric thresholds (default +100 bullish, -50 bearish), and requires CCI confirmation in addition to EMA direction and normalized deviation before transitioning trend states, ensuring only high-conviction signals generate entries.
🔶 Multi-Layer Trend State Logic
Provides intelligent trend state machine requiring simultaneous confirmation from EMA direction, volume-adjusted normalization threshold breach, and optional CCI momentum validation. The system maintains persistent trend state that only transitions when all three conditions align, preventing premature reversals during temporary retracements or low-volume fluctuations while capturing genuine trend changes with institutional-grade confirmation requirements.
🔶 Dynamic Volume Band Architecture
Creates volatility-adjusted bands around basis EMA using standard deviation multiplied by volume factor, producing channels that widen during high-volume periods and contract during low-volume consolidations. The system applies identical volume adjustment to band calculations as normalization metric, ensuring visual envelope consistency with underlying signal logic and providing intuitive reference boundaries for trend-following price action.
🔶 Gradient Strength Visualization System
Implements color intensity modulation based on normalized signal strength relative to threshold requirements, creating visual feedback that communicates trend conviction. The system calculates strength ratio by dividing absolute normalized value by threshold, caps at 1.0, and applies gradient interpolation from muted to vivid colors, instantly conveying whether current trend exhibits marginal or strong characteristics through line and candle coloring.
🔶 Volume RSI Calculation Engine
Utilizes RSI methodology applied to volume series rather than price to quantify relative participation strength with normalization to 0.5-1.5 range for factor multiplication. The system processes volume through standard RSI calculation, divides by 50 to center around 1.0, and produces ratio values where readings above 1.0 indicate above-average volume and below 1.0 suggest below-average participation for signal adjustment purposes.
🔶 Asymmetric Threshold Configuration
Features separate positive and negative normalization thresholds with independent CCI upper and lower bounds enabling optimization for bullish versus bearish signal generation characteristics. The system defaults to symmetric normalized thresholds (±0.2) but asymmetric CCI levels (+100/-50), recognizing that bullish momentum often requires stronger confirmation than bearish reversals in typical market structures.
🔶 Comprehensive Visual Integration
Provides multi-dimensional trend visualization through color-coded basis line, volume-adjusted bands with gradient fills, trend-synchronized candle coloring, and transition signal labels. The system enables selective display toggling for each visual component while maintaining consistent color scheme and strength-based intensity across all elements for cohesive chart presentation without overwhelming information density.
🔶 Alert and Signal Framework
Generates trend change alerts when state transitions occur with all confirmation requirements satisfied, providing notifications for bullish (transition to +1) and bearish (transition to -1) signals. The system implements state change detection through comparison with previous bar trend state, ensuring single alert per transition rather than continuous notifications during sustained trends.
🔶 Performance Optimization Architecture
Employs efficient calculation methods with null value handling for Volume RSI initialization and nz() functions preventing calculation errors during early bars. The system includes intelligent state persistence maintaining previous trend during ambiguous conditions and optimized gradient calculations balancing visual quality with computational efficiency across extended historical periods.
🔶 Why Choose Volume-Adjusted CCI Trend ?
This indicator delivers sophisticated trend identification through multi-layered confirmation combining directional EMA analysis, volume-weighted normalization, and momentum validation via CCI filtering. Unlike traditional trend indicators relying solely on price-based calculations, the volume adjustment mechanism ensures signals strengthen during high-participation moves and weaken during low-volume drifts, reducing false breakouts and choppy market whipsaws. The system's requirement for simultaneous EMA direction, normalized threshold breach, and CCI momentum confirmation creates institutional-grade signal quality suitable for systematic trend-following approaches across cryptocurrency, forex, and equity markets. The volume-adjusted bands provide dynamic support/resistance references while the gradient strength visualization enables instant assessment of trend conviction for position sizing and risk management decisions.
Session Dominance Profile [Pointalgo]Session Dominance Profile is a visual volume-distribution tool that shows which global trading session (Asia, London, or New York) dominates price activity across different price levels within a defined historical range.
The indicator builds a horizontal volume profile using candle close prices and volume, then classifies each price level by the session that contributed the highest volume.
How It Works :
The script analyzes a configurable lookback period
Price range is divided into multiple horizontal bins
Volume is accumulated per price level
Each bin is split into three session buckets:
Asia Session (Yellow)
London Session (Blue)
New York Session (Red)
The session with the highest volume at that price level determines the color
This results in a Session-based Dominance Profile, helping traders visually identify:
Where major sessions were most active
Session-specific acceptance or rejection zones
Potential intraday and swing reaction areas
Practical Use Cases :
Identify price levels dominated by a specific session
Understand session rotation and participation
Combine with:
Market structure
Support & resistance
VWAP or moving averages
Useful for intraday, scalping, and swing trading
Inputs Explained:
Lookback – Number of historical bars used to build the profile
Resolution – Number of price bins (higher = more detail)
Fixed Width (Bars) – Maximum horizontal width of the profile
Offset (Bars) – Distance of the profile from the current bar
Profile Direction – Left-to-Right or Right-to-Left rendering
Session Time Reference:
All sessions are calculated using UTC time.
Important Notes:
This indicator is visual and analytical only
It does not generate buy or sell signals
No repainting: the profile is calculated on the last bar only
Designed for educational and research purposes
Disclaimer:
This script does not provide financial advice.
Trading involves risk, and past volume behavior does not guarantee future results.
Always confirm signals using additional analysis and proper risk management.
Multi-Timeframe Levels (Daily & Weekly)// ═══════════════════════════════════════════════════════════════════════════════
// 📊 MULTI-TIMEFRAME LEVELS INDICATOR
// ═══════════════════════════════════════════════════════════════════════════════
//
// ┌─────────────────────────────────────────────────────────────────────────────┐
// │ 🎯 LEVEL COLORS & MEANING │
// ├─────────────────────────────────────────────────────────────────────────────┤
// │ 🟡 YELLOW (PDH/PDL) = Previous Day High/Low - PRIMARY intraday S/R │
// │ 🟣 PURPLE (PD2H/PD2L) = 2 Days Ago High/Low - SECONDARY confluence │
// │ 🔴 RED (PWH/PWL) = Previous Week High/Low - MAJOR swing levels │
// └─────────────────────────────────────────────────────────────────────────────┘
//
// ═══════════════════════════════════════════════════════════════════════════════
// ⚡ SCALPING STRATEGY (1-5 min charts)
// ═══════════════════════════════════════════════════════════════════════════════
//
// 📍 ENTRY ZONES:
// • Look for price entering 🟡 YELLOW zones (PDH/PDL)
// • Best setups: Price rejects from zone with strong candle pattern
// • Extra confirmation: Zone overlaps with 🟣 PURPLE (confluence)
//
// ✅ BUY SCALP:
// 1. Price touches PDL zone (yellow) from above
// 2. Wait for bullish rejection candle (hammer, engulfing)
// 3. Enter long with stop below the zone
// 4. Target: Mid-range or PDH zone
//
// ❌ SELL SCALP:
// 1. Price touches PDH zone (yellow) from below
// 2. Wait for bearish rejection candle (shooting star, engulfing)
// 3. Enter short with stop above the zone
// 4. Target: Mid-range or PDL zone
//
// 💡 SCALP TIPS:
// • Avoid trading THROUGH zones - wait for rejection
// • Tighter stops when trading during high volume (9:30-11:00 AM)
// • Skip setups if price is choppy inside the zone
//
// ═══════════════════════════════════════════════════════════════════════════════
// 📈 SWING TRADING STRATEGY (15min - Daily charts)
// ═══════════════════════════════════════════════════════════════════════════════
//
// 📍 HIGH PROBABILITY ZONES:
// • 🔴 RED zones (PWH/PWL) = Primary swing entries
// • Best setups: 🔴 RED + 🟡 YELLOW confluence (weekly + daily align)
// • Monster setups: All 3 colors stack at same price area
//
// ✅ SWING LONG:
// 1. Price drops into PWL zone (red) - weekly support
// 2. Bonus: PDL (yellow) is nearby = confluence
// 3. Wait for daily/4H bullish reversal pattern
// 4. Enter with stop below the zone cluster
// 5. Target: PWH or next major resistance
//
// ❌ SWING SHORT:
// 1. Price rallies into PWH zone (red) - weekly resistance
// 2. Bonus: PDH (yellow) is nearby = confluence
// 3. Wait for daily/4H bearish reversal pattern
// 4. Enter with stop above the zone cluster
// 5. Target: PWL or next major support
//
// 💡 SWING TIPS:
// • Weekly levels (red) have highest reversal probability
// • More confluence = higher win rate, use larger position
// • Let winners run when breaking through weekly levels
//
// ═══════════════════════════════════════════════════════════════════════════════
// 🚀 BREAKOUT STRATEGY
// ═══════════════════════════════════════════════════════════════════════════════
//
// 📍 BREAKOUT SIGNALS:
// • Price closes ABOVE PDH/PWH with volume = Bullish breakout
// • Price closes BELOW PDL/PWL with volume = Bearish breakout
//
// ✅ TRADING BREAKOUTS:
// 1. Wait for candle CLOSE beyond the level (not just wick)
// 2. Volume should be above average
// 3. Enter on retest of broken level (now becomes support/resistance)
// 4. Stop: Below/above the breakout candle
//
// ⚠️ AVOID FALSE BREAKOUTS:
// • Don't chase - wait for pullback to broken level
// • Skip if breakout happens on low volume
// • Be cautious of breakouts into higher timeframe zones
//
// ═══════════════════════════════════════════════════════════════════════════════
// 📋 QUICK REFERENCE
// ═══════════════════════════════════════════════════════════════════════════════
//
// │ Level │ Color │ Best For │ Hold Time │ Stop Size │
// ├──────────┼────────┼─────────────────┼──────────────┼─────────────┤
// │ PDH/PDL │ 🟡 │ Scalps/Day │ Minutes-Hours│ Tight │
// │ PD2H/PD2L│ 🟣 │ Confluence │ Hours │ Medium │
// │ PWH/PWL │ 🔴 │ Swings │ Days-Weeks │ Wide │
//
// 🔥 GOLDEN RULE: Never fight the weekly level (red) - it's the boss!
//
// ═══════════════════════════════════════════════════════════════════════════════
Aivance Opening Range & Vol FactorAivance Opening Range & Volume Factor
Overview
The Aivance Opening Range & Volume Factor is a comprehensive tool designed for Day Traders and Scalpers who rely on the "Opening Drive" or "Opening Range Breakout" (ORB) strategies.
The first candle of the trading session often sets the tone for the entire day. This indicator not only visualizes the price action of that critical first candle but also contextualizes the Volume to help you determine if there is enough institutional participation to sustain a trend.
Key Features
1. Opening Volume Factor
Unlike standard volume indicators, this tool calculates a specific Volume Factor for the opening candle:
Formula: (Volume of 1st Candle / Total Volume of Previous Day) * 100
Why it matters: A high Volume Factor (thresholds vary significantly depending on the chart timeframe and asset) suggests strong institutional interest immediately at the open. This often increases the probability of a sustained trend day rather than a choppy range day.
2. Automatic Session Detection
No manual time inputs are required.
The indicator uses time("D") to automatically detect the start of the trading day.
RTH vs. ETH: It adapts to your chart settings. If you use "Regular Trading Hours" (RTH), it marks the 09:30 NY open. If you use "Extended Trading Hours" (ETH), it marks the pre-market open.
3. Visual Opening Range
Box & Lines: Draws a box highlighting the High/Low and the Body (Open/Close) of the opening candle.
Extension: Extends support/resistance lines across the session to help identify breakouts or retests of the opening range later in the day.
4. Smart "Pullback" Logic (Optional)
This script includes a unique filter called "Show only on Pullback":
Default (False): The range is drawn immediately when the first candle closes.
Enabled (True): The range is hidden until the market prints a candle in the opposite direction of the opening move.
Strategy: This helps filter out impulsive moves and encourages trading the "retest" or the failure of the initial drive, rather than chasing the first tick.
How to Use
Trend Confirmation: Look for a breakout of the Opening Box combined with a high Volume Factor.
Support/Resistance: Use the extended gray lines (High/Low of the first candle) as key pivot points for stop-losses or entry targets.
Context: Compare the Volume Factor across different days to establish a baseline for your specific asset (e.g., what constitutes "High Volume" for NQ vs. ES vs. AAPL).
Settings
Colors: Fully customizable colors for Long (Bullish) and Short (Bearish) opening ranges.
Volume Factor: Toggle the text label on/off and adjust size/color.
Logic: Toggle the "Pullback" requirement on/off.
Disclaimer: This tool is for informational purposes only and does not constitute financial advice. Always manage your risk.
Stable print/burnThis indicator is a "Liquidity Scanner" for the crypto market. It tracks the movement of US dollars flowing in and out of the ecosystem through the 5 major stablecoins (USDT, USDC, DAI, FDUSD, and PYUSD).
Here is exactly how it works:
1. It tracks "Printing" vs "Burning"Mint (Green Bar): When new stablecoins are created, it means investors are depositing real dollars to buy crypto. This is buying power entering the market.Burn (Red Bar). When stablecoins are destroyed, it means investors are cashing out to their bank accounts. This is liquidity leaving the market.
2. It calculates the "Net Flow"Instead of just looking at the price, it calculates the daily change. By summing the 5 major stables, it gives you a global view of the total "dry powder" available to pump the market.
3. Key FeaturesAnti-Error Logic: It uses "Non-Zero" logic, so if a stablecoin didn't exist a few years ago (like PYUSD), it won't break your chart. You get the full history.Flexible Selection: You can toggle each stablecoin ON or OFF in the settings to see how individual players (like Tether) impact the total liquidity.Trend Line: The white line shows the 7-day average, helping you see if money is consistently entering the market or if it was just a one-time event.How to read it:Big Green Bars: Usually a Bullish signal. Large amounts of cash are ready to buy.Big Red Bars: Usually a Bearish signal. The "fuel" is being removed from the engine.
FlowMaster 4H - Avanced Volume & Pip Analyzer“Visualize market flow like an institutional trader – track buy/sell volume, pip per tick, and candle efficiency in one table.”
“Visualize market flow like an institutional trader – track buy/sell volume, pip per tick, and candle efficiency in one table.”
Short Description (Marketplace-Friendly):
Aggregated 4H candle analysis with buy/sell volume breakdown.
Pip/Tick calculation with weighted averages for smarter entry/exit signals.
Compare current candle volume to previous candle and 20-bar average.
All key metrics in a compact, easy-to-read table below the chart.
Ideal for Forex swing & position traders seeking institutional-style insights directly in TradingView.
Long Description / Full Product Info:
FlowMaster 4H is a professional-grade trading indicator designed to provide quantitative order flow analysis on Forex markets using 4-hour candles. By aggregating volume data, tick information, and pip movements, FlowMaster gives traders a unique perspective on market dynamics typically reserved for institutional participants.
Key Features:
Volume Relative Metrics: Compare the current candle volume to the previous candle and to the average of the last 20 candles.
Pip/Tick Analysis: Calculates pip per tick using a scaled price approach, giving insights into the efficiency of price moves.
Weighted Pip/Tick Averages: Tracks volume-weighted pip/tick over the last 20 candles for both buyers and sellers.
Percentage Metrics: Visualize the proportion of buy and sell volume relative to total ticks, helping identify absorption and impulse movements.
User-Friendly Table: All key indicators displayed in a compact, easy-to-read table below the chart.
Why use FlowMaster 4H:
Identify market absorption and impulse using reliable volume and pip metrics.
Optimize trade entry and exit decisions based on quantitative order flow data.
Works directly in TradingView, offering a professional order flow view without needing access to Level 2 order book data.
Pioneering approach in aggregating 4H candle data with detailed pip/tick insights.
Ideal For: Swing and position traders, Forex traders seeking institutional-style volume analysis, and anyone looking to improve order flow reasoning using TradingView.
NeuraEdge ORB - Opening Range Breakout IndicatorOVERVIEW
NeuraEdge ORB is an open-source Opening Range Breakout indicator that automates the classic 15-minute ORB strategy. The indicator tracks the first 15 minutes of market action (9:30-9:45 AM ET), identifies breakouts above or below this range, and generates trading signals with automated stop loss and take profit calculations.
The Opening Range Breakout concept is based on the observation that the initial price action after market open often establishes directional bias for the trading session, as institutional order flow and overnight gap reactions manifest during this window.
CORE METHODOLOGY
Opening Range Construction:
The indicator uses session-based time detection to identify the 9:30-9:45 AM Eastern Time window. During this period, it tracks the highest high and lowest low to establish the opening range boundaries. The range is marked complete when the 15-minute window closes.
Calculation process:
OR High = Maximum high value during the 15-minute window
OR Low = Minimum low value during the 15-minute window
OR Midpoint = (OR High + OR Low) / 2
Range Size = OR High - OR Low (compared to 14-period ATR for context)
Breakout Detection:
The indicator identifies breakouts using close-price confirmation to reduce false signals from wicks:
Bullish breakout: Close above OR High (with previous close at or below OR High)
Bearish breakout: Close below OR Low (with previous close at or above OR Low)
The indicator tracks whether each direction has already broken to prevent duplicate signals on the same range.
Entry Type Logic:
Two entry methodologies are supported:
Breakout Mode - Signals immediately upon range break. Enters on the breakout bar when close confirms direction.
Retest Mode - Waits for price to break the range, then pullback to touch the range level before entering. Cancels if price moves too far beyond midpoint. This provides better entry prices with tighter stop losses.
Volume Confirmation:
Optional volume filter compares current bar volume to 20-period simple moving average. Requires volume > 1.2x average to validate breakout strength and filter low-conviction moves.
Fair Value Gap (FVG) Integration:
Optional confluence filter that checks for unfilled FVG in the breakout direction:
Bullish FVG detected when: current bar's low > two bars ago high (creating gap)
Bearish FVG detected when: current bar's high < two bars ago low (creating gap)
Minimum FVG size: 0.3x ATR to filter noise
FVG considered filled when price retraces to gap midpoint
Signals only generate when an unfilled FVG exists in the breakout direction, adding institutional order flow confluence.
Risk Management Calculations:
Three stop loss placement methods:
Opposite Side - SL at opposite end of opening range (classic ORB approach)
Midpoint - SL at range midpoint (tighter risk, lower reward potential)
ATR Based - SL at 1.5x ATR from entry (adaptive to volatility)
Take profit calculated as: Entry ± (Entry - Stop Loss) × Risk:Reward Ratio
Default 1.5:1 R:R ratio, adjustable from 1.0 to 5.0.
Performance Tracking:
The indicator maintains a trade history using Pine Script's type system:
Records entry price, stop loss, take profit, and direction for each signal
Tracks outcome when price hits stop loss or take profit levels
Auto-closes after 80 bars if neither level hit
Calculates rolling win rate from last 50 trades maximum
Displays W/L record in real-time dashboard
VISUAL COMPONENTS
Opening Range Box:
Semi-transparent blue box drawn from range start bar to current bar + 20, showing the established range boundaries visually.
Range Levels:
Green line at OR High (potential long entry level)
Red line at OR Low (potential short entry level)
Gray dotted line at OR Midpoint (reference level)
All lines extend 50 bars forward for anticipation.
Trade Signals:
Green up arrow with "LONG ORB Break" label below price
Red down arrow with "SHORT ORB Break" label above price
Dashed lines showing SL and TP levels extending 30 bars
Small labels marking SL and TP endpoints
Real-Time Dashboard:
Top-right panel displaying:
OR formation status (Forming / Complete / Waiting)
Current OR High, Low, and Range size (with ATR multiple)
Breakout status (Long / Short / None)
Volume status (High / Normal)
FVG presence (Bull / Bear / None)
Entry settings (Breakout/Retest, R:R, SL type)
Win rate percentage and W/L record
PRACTICAL APPLICATION
Ideal Market Conditions:
Liquid instruments: SPY, QQQ, IWM, high-volume stocks
Recommended timeframes: 1-minute or 5-minute charts for precise entries
Most effective during trending days with clear directional bias
Range size between 0.5-1.5x ATR typically provides best risk:reward
Usage Workflow:
Apply indicator at market open (9:30 AM ET)
Observe range formation during first 15 minutes
Wait for "Complete" status in dashboard
Monitor for breakout signals with volume/FVG confirmation
Enter on signal, place stop loss and take profit as marked
Avoid taking opposing signals on same day (trend following approach)
Retest vs Breakout Selection:
Use Breakout mode on high-momentum days with strong overnight gaps
Use Retest mode on slower days or when seeking better entry prices
Retest mode reduces signal frequency but improves entry quality
Time-of-Day Considerations:
The indicator includes a trading cutoff setting (default 3:00 PM ET) to avoid late-day chop and reduced liquidity. First-hour breakouts (10:00-11:00 AM) historically show strongest follow-through.
SETTINGS & CUSTOMIZATION
Display Options:
Toggle signals, opening range box, and dashboard independently
Clean visual design to reduce chart clutter
Opening Range Settings:
Opening range duration (5-60 minutes in 5-minute increments)
Default 15 minutes aligns with classic ORB methodology
Trading cutoff hour (10-16, representing 10:00 AM - 4:00 PM ET)
Entry Configuration:
Entry type (Breakout / Retest)
Volume confirmation toggle (requires 1.2x average volume)
FVG confluence toggle (requires unfilled gap in breakout direction)
Risk Management:
Stop loss placement (Opposite Side / Midpoint / ATR Based)
Risk:reward ratio (1.0 - 5.0, default 1.5)
Future: Trail stop after partial TP (currently placeholder)
Alert System:
Five alert conditions available:
Opening Range Complete
ORB Long Signal
ORB Short Signal
Breakout Up (range broken, regardless of signal)
Breakout Down (range broken, regardless of signal)
BEST PRACTICES
Recommended Usage:
Focus on highly liquid instruments with tight spreads
Use 1-5 minute charts for entry precision
Respect calculated stop losses (range defines maximum risk)
Typically 1-2 quality setups per day maximum
Consider overall market trend (SPY/QQQ direction)
Risk Considerations:
Very small ranges (< 0.3x ATR) prone to false breakouts
Very large ranges (> 2x ATR) may indicate gap day requiring adjusted expectations
Low volume breakouts fail more frequently
Avoid trading both directions on same day (pick strongest setup)
IMPORTANT DISCLOSURES
This indicator is provided free and open-source for educational purposes. The Opening Range Breakout strategy is a well-documented public domain trading concept. This implementation adds automation, visual clarity, and optional confluence filters.
No indicator guarantees profitable trades. Past performance does not predict future results. Traders are responsible for their own trading decisions and risk management. Always use appropriate position sizing and never risk more than you can afford to lose.
Candle Closing Range %Measuring strength of the daily closing candle after a gap up or strong open.
This indicator calculates where price closed within the day’s range and expresses it as a percentage. It is designed to give immediate context on whether buyers or sellers controlled the session — and is especially useful when analyzing gap days or trend continuation setups on intraday charts.
The indicator always references the most recent closed daily candle.
Formula:
Closing Range = (Close – Low) / (High – Low) × 100
Range interpretation:
• Closing range > 60% → Buyers dominated
• Closing range 40–60% → Neutral (directional bias unclear)
• Closing range < 40% → Sellers dominated
Style options:
• Background color
• Text Size
• Text Color
FINRA Pressure Index - FixIndicator Description : works on tickers from NYSE / NYSE ARCA / NASDAQ
This indicator measures the intensity of short-selling speculation on a stock or ETF. By comparing the daily Short Volume to its moving average (typically 20 days), it calculates a relative strength ratio:
Ratio = 1.0: Short-selling activity is at its normal baseline.
Ratio > 1.5: An abnormally high level of short-selling activity is detected.
Unlike standard volume, it specifically isolates market participants betting on a price decline.
How to Use It
Short Squeeze (Counter-trend Buy Signal): If the price hits a historical support level while the indicator shows a significant spike (e.g., > 1.8), the market is considered "over-shorted." Even a minor bounce will force short sellers to cover their positions urgently, triggering a violent rally.
Distribution (Caution Signal): If the price stagnates near a resistance level while the FINRA pressure increases day after day, it indicates that "smart money" is accumulating short positions. The uptrend is likely losing steam.
CJ Oscillator Matrix PRO (Flow + Momentum + Heatmap)CJ Oscillator Matrix PRO is not a buy/sell signal indicator and does not follow price candle by candle.
It is a market context and momentum analysis tool designed to help traders understand trend strength, impulse, and overall market conditions.
This indicator combines momentum (TSI) and money flow (CMF) into a single oscillator, while the heatmap background highlights when the market is balanced or extended.
Strong colors represent high pressure or potential exhaustion zones, not automatic entries or reversals.
Use this tool to:
Identify trend direction and strength
Understand impulse vs. consolidation
Avoid chasing price during extended moves
Add context to your technical analysis
Best used alongside price action, structure, EMAs, and risk management.
This indicator does not predict price — it helps you understand market behavior.
Desk Alerts: AMD / PLTR / NVDA (VWAP + EMA + Volume)Desk Alerts: AMD / PLTR / NVDA (VWAP + EMA + Volume)
Anchored OBV + A/DAnchored OBV + A/D is a single-pane indicator that allows On-Balance Volume (OBV) and Accumulation/Distribution (A/D) to be plotted together using a period-anchored approach.
OBV and A/D are cumulative by nature, which makes their full-history absolute values arbitrary and often incomparable when plotted side-by-side . This script addresses that limitation by anchoring each indicator to a user-defined period (daily, weekly, monthly, etc.) and plotting their relative change from that baseline rather than their raw values. The result is a comparison that preserves each indicator’s internal structure (trends, inflections, and divergences) while minimizing scale conflicts.
How it Works
At the start of each selected anchor period, the script records the current OBV and A/D values as baselines. All subsequent values are plotted as changes relative to those baselines:
- Percent mode measures the % change from the baseline.
- Delta mode measures the absolute change from the baseline.
Optional anchor markers and a zero line make it easy to see when resets occur and how each indicator behaves relative to the period’s starting point.
Advantages vs using OBV and A/D separately
- Direct visual comparison: Both indicators are on the same anchored scale, making relative movement immediately readable.
- Preserved analytical structure: Trends, inflections, and divergences remain intact; time-based shape is not distorted.
- Cleaner workflow: One indicator, one pane, and less chart clutter.
Interpretation
- Values above zero indicate net accumulation or positive volume pressure since the anchor.
- Values below zero indicate net distribution or negative volume pressure since the anchor.
- Trend confirmation: Rising price accompanied by rising anchored OBV and A/D suggests healthy participation.
- Price Divergence: Price making new highs or lows while one or both indicators fail to confirm can indicate weakening participation or a potential change in behavior.
- OBV vs A/D Interaction: When both move together, volume and close-location effects broadly agree. When they diverge, it highlights differences between net up/down volume (OBV) and intrabar accumulation/distribution (A/D).
Warnings!
- Percent mode can become visually unstable when baseline OBV or A/D values are near zero due to division effects inherent in percent-change calculations.
- It is not recommended to interpret structure across periods as each period is relative to a different baseline. Structure is not preserved across periods - only within each individual period.
Credits
This script is inspired by Multi-Ticker Anchored Candles (MTAC) by @SamRecio . MTAC's anchored-baseline concept and open-source nature provided an important conceptual foundation for adapting the same idea to OBV and A/D. Many thanks to @SamRecio for publishing his work openly.
Regression SuperTrend WAIT🔹 DESCRIPTION
Regression SuperTrend + WAIT Panel is a trend-filter and market regime indicator designed to help traders identify the dominant market direction and avoid low-quality trading conditions.
This script combines:
Regression-based SuperTrend to define the primary trend (UP / DOWN)
A WAIT panel to filter tradable conditions
ADX, RSI, and CCI values displayed in a compact panel for quick context
Buy / Sell labels on the chart do not represent entry signals.
They only indicate trend regime changes.
🔹 How to Use
1. Trend Direction
Green line (UP) → Focus on LONG setups only
Red line (DOWN) → Focus on SHORT setups only
2. WAIT Panel
WAIT(L) → Long bias environment, wait for proper entries
WAIT(S) → Short bias environment, wait for proper entries
Low ADX → Weak or ranging market, trading is not recommended
RSI and CCI values are shown for momentum context only.
🔹 Best Practice
This indicator is not a standalone trading system.
It is intended to be used as:
A higher-timeframe bias tool
A trend and regime filter for lower-timeframe strategies or oscillators
Example:
Regression UP + WAIT(L) → Only look for long setups on lower timeframes
🔹 Who Is This For?
Trend-based traders
ICT / market structure traders
Traders who want to clearly identify when NOT to trade
⚠️ Disclaimer
This script is for educational purposes only.
It is not financial advice.
All trading decisions and risk management are the user’s responsibility.
Timeframe-Independent Anchored VWAPAn anchored VWAP (Volume Weighted Average Price) that produces identical values (down to the tick!) across different timeframes (unlike, for example, TradingView's built-in Anchored VWAP).
Advantages
This indicator calculates identical values whether you view it on 1m, 5m, 15m, or any other timeframe within reasonable ranges. Even challenging non-integer timeframe ratios like calculating on 2m while viewing on 3m are handled perfectly. In High or Low mode, VWAP will anchor precisely at the selected candle's high/low. As usual for AVWAP, up to 3 standard deviation bands are supported.
How to Use
Setting the Anchor: When the indicator is added, select your anchor time. This is typically placed at a significant swing high/low or session open.
Source Selection: Choose whether to anchor from High, Low, or Close price.
Calculation Timeframe: Select the timeframe used for VWAP calculation.
For intraday trading (1m-1H charts): Just keep the default setting (1m)
For swing trading (4H-D charts): Use 5m or 15m calculation timeframe
For position trading (D-W charts): Use 1H calculation timeframe
Important: Lower calculation timeframes provide more precise data but may hit Pine Script's bar limit on very long timeframes
Standard Deviation Bands: Enable additional band sets as needed for your trading style.
Technical Implementation
The indicator achieves timeframe independence through the following algorithm:
Lower Timeframe Sampling: Uses Pine Script's request.security_lower_tf() to retrieve bar data at the specified calculation timeframe, regardless of the viewing timeframe. This provides consistent data resolution across all chart timeframes.
Anchor Detection: Scans the lower timeframe data to identify the exact bar containing the selected anchor price. The algorithm handles both simple cases (where anchor falls on a complete bar) and complex cases (where anchor falls within a split bar in non-integer timeframe ratios like calculating on 2m while viewing on 3m).
FIFO Buffer Management: Maintains a First-In-First-Out buffer of lower timeframe bars. On each chart bar:
Adds new lower timeframe bars to the buffer
Processes exactly one period worth of bars (matching the viewing timeframe)
Removes processed bars from the buffer
This approach ensures consistent calculation regardless of viewing timeframe.
First Bar Initialization: On the anchor bar, processes only the single anchor bar to ensure the VWAP starts exactly at the anchor price. Subsequent bars process the full period, maintaining mathematical accuracy.
VWAP Calculation: Applies the standard volume-weighted average price formula:
VWAP = Σ(Price × Volume) / Σ(Volume)
StdDev = √(Σ(Price² × Volume) / Σ(Volume) - VWAP²)
All calculations accumulate from the anchor point forward.
Visual Continuity: For edge cases where the anchor falls in an incomplete bar (e.g., calculating on 2m while viewing on 3m), displays the anchor price as a visual placeholder until the actual calculation begins on the next bar. This ensures the line always starts visually at the anchor point.
