Mulakan

Volum

Big Trades Whale Detector [Volume Anomalies] By HKOverview The "Big Trade Detector" helps you spot institutional footprints by identifying volume anomalies that act as outliers compared to recent history. It uses statistical analysis (Standard Deviation) to filter out noise and highlight only significant buying or selling pressure. Features: Volume Decomposition: Approximates buy/sell volume based on price action within the candle (Close vs. Range). 3-Tier Detection: Uses dynamic thresholds to categorize volume spikes into Small, Medium, and Extreme events. Smart Calculation: Compares current volume against the previous average to detect sudden shifts in momentum. Visuals: Green Circles (Below Bar): Unusual Buying Pressure (Support defense or Breakout). Red Circles (Above Bar): Unusual Selling Pressure (Resistance defense or Dump). Size Matters: The larger the circle, the higher the standard deviation (Sigma) of that volume event.
Penunjuk Pine Scriptยฎ
oleh colacorn
39
Intraday Volume Pulse GSK-VIZAG-AP-INDIA๐Ÿ“Š Intraday Volume Pulse โ€” by GSK-VIZAG-AP-INDIA Overview: This indicator displays a simple and effective intraday volume summary in table format, starting from a user-defined session time. It provides an approximate breakdown of buy volume, sell volume, cumulative delta, and total volume โ€” all updated in real-time. ๐Ÿง  Key Features โœ… Session Start Control Choose the session start hour and minute (default is 09:15 for NSE). ๐ŸŒ Timezone Selector View volume data in your preferred timezone: IST, GMT, EST, CST, etc. ๐Ÿ“ˆ Buy/Sell Volume Estimation Logic Buy Volume: When candle closes above open Sell Volume: When candle closes below open Equal: Volume split equally if Open == Close ๐Ÿ”„ Daily Auto-Reset All volume metrics reset at the start of a new trading day. ๐ŸŽจ Color-Coded Volume Insights Buy Volume: Green shade if positive Sell Volume: Red shade if positive Cumulative Delta: Dynamic red/green based on net pressure Total Volume: Neutral gray with emphasis text ๐Ÿงพ Readable Number Formatting Volumes are displayed in "K", "L", and "Cr" units for easier readability. ๐Ÿ“Œ Table Positioning Choose from top/bottom corners to best fit your layout. โš ๏ธ Note All data shown is approximate and based on candle structure โ€” it does not reflect actual order book or tick-level data. This is a visual estimation tool to guide real-time intraday decisions. โœ๏ธ Signature GSK-VIZAG-AP-INDIA Creator of practical TradingView tools focused on volume dynamics and trader psychology.
Penunjuk Pine Scriptยฎ
oleh prowelltraders
SCOTTGO - Buy Sell Volume๐Ÿ“Š SCOTTGO - Buy Sell Volume Bars - Delta - Up Down Volume Bars This indicator disaggregates the total volume traded on each bar into estimated Buying Volume and Selling Volume to visualize market pressure and dominance directly in a dedicated sub-pane. Key Features: Volume Disaggregation: Uses a standard formula to estimate how much of a bar's total volume was associated with upward (buying) pressure and how much was associated with downward (selling) pressure. Visual Clarity: Plots the Buy Volume (teal, upward) and Sell Volume (red, downward) as separate columns against a transparent total volume background, allowing for quick assessment of pressure balance. Real-Time Badge: A dynamic badge is fixed to the corner of the chart (default: Top Right) providing a numeric summary of the latest bar: Buy %: Percentage of the bar's total volume estimated as Buying Volume. Sell %: Percentage of the bar's total volume estimated as Selling Volume. Delta %: The magnitude of the volume difference (Delta) as a percentage of total volume, indicating the strength of the dominant side. Dominance Indicator: The background color of the badge changes dynamically to immediately signal whether Buying (customizable color, default: Teal) or Selling (customizable color, default: Red) pressure was dominant on the current bar. Usage: Traders can use this tool to identify periods of heavy accumulation (high Buy Volume) or distribution (high Sell Volume), providing insight into the conviction behind price movements.
Penunjuk Pine Scriptยฎ
oleh SCOTTGO
Liquidity Levels Pro Tool - thewallranka Liquidity Levels Pro Tool is a market-structure and liquidity-mapping indicator designed to help discretionary futures and index traders identify statistically relevant price levels where reactions, continuations, or liquidity sweeps are more likely to occur. This script is a decision-support tool, not a signal generator. It does not issue buy/sell alerts or predict future price movement. Instead, it organizes and scores liquidity information so traders can make their own contextual decisions. What this indicator does The script continuously detects and maintains liquidity zones derived from price pivots, then evaluates those zones using multiple structural and contextual factors: Repeated price interaction (touches) Freshness (time since last interaction) Confluence with key reference levels Reaction behavior after contact Session relevance (RTH vs overnight) Market regime (trend vs mean reversion) Time-of-day effects (open, midday, power hour) Only the most relevant zonesโ€”based on a dynamic scoring systemโ€”are displayed to reduce chart clutter and focus attention on levels that have historically mattered. Core components 1. Liquidity Zones Zones are built from pivot highs and lows and expanded into areas using a configurable tick-based padding. Nearby zones are merged to avoid redundancy. Each zone is continuously evaluated and assigned a score (0โ€“100) reflecting its relative importance. 2. Zone Scoring (No Lookahead) Zone scores are based on: Number of confirmed interactions Recency of the last touch Confluence with prior day/week levels, VWAP, and Opening Range Reaction quality after touches (speed and follow-through) Session alignment (zones that โ€œworkโ€ in the current session are favored) Penalties after liquidity sweeps Zones are not forward-looking and do not rely on future data. 3. Context Engine The script classifies the current environment using VWAP slope and distance: Trend (up or down) Mean reversion Mixed/transition Time-of-day context (Open, Midday, Power Hour) is also tracked internally and influences zone scoring. This context is displayed in the HUD to support situational awareness, not automated decisions. 4. Liquidity Sweeps Optional sweep detection highlights situations where price trades beyond a zone and closes back inside, indicating potential stop runs or failed breakouts. Sweeps are rate-limited and applied conservatively to avoid visual noise. 5. Trade Planning Levels (Optional) When enabled, the script highlights the nearest high-quality liquidity level above and below price based on score thresholds. These are intended as reference targets, not trade entries or exits. HUD (Heads-Up Display) The on-chart HUD summarizes: Key reference levels (prior day/week, Opening Range) Nearest strong liquidity above/below price Market regime and time-of-day context Distance to levels (ticks or points) The HUD is fully optional, positionable, and includes resizable modes (Small / Medium / Large) to fit different chart layouts. How to use this tool This indicator is best used as part of a discretionary trading process, for example: Identifying areas where price is more likely to react or pause Framing trades around higher-quality structure instead of arbitrary levels Filtering setups based on session and regime context Managing expectations near known liquidity rather than chasing price It is intentionally designed not to provide trade signals. Limitations and important notes This script does not predict outcomes or guarantee reactions High-scoring zones can still fail Liquidity behavior is context-dependent and probabilistic No performance claims or backtested results are provided The indicator should not be used in isolation Past behavior does not imply future results. Chart and usage notes The script is intended for standard time-based charts Recommended for liquid futures and index products Use a clean chart for clarity when publishing or sharing No external indicators are required Final note Liquidity Levels Pro (Tool) โ€” v6 is designed to organize complex market structure into a clear, readable framework, allowing traders to focus on execution and risk management rather than raw level detection. This script reflects an analytical approach to intraday liquidity and structure, not an automated trading system.
Penunjuk Pine Scriptยฎ
oleh thewallranka
Session HeatmapIntraday Seasonality Overview Analyzes historical patterns by time of day. Identifies when volatility, volume, and open interest changes tend to be highest or lowest. Features Multiple Metrics: TR (volatility), Volume, and Open Interest changes Flexible Grouping: View patterns by weekday or month to spot day-of-week or seasonal effects Heatmap Visualization: Blue (low) to Red (high) color scale for quick pattern recognition Percentile Mode: Reduces outlier impact by using 5th-95th percentile range Timezone Support: Display in UTC alongside your local time Metrics Explained TR: Volatility - when markets move most Volume: Liquidity - when participation is highest OI Increase: When new positions are opened OI Decrease: When positions are closed OI Net: Net open interest change Usage Set your timezone and preferred slot size (30min/1H) Choose a date range (relative or custom) Select a metric to analyze Use "Group By" to see weekday or monthly patterns Switch to Percentile color scale if outliers dominate Notes Chart timeframe should be equal to or smaller than Slot Size OI metrics require Binance Perpetual symbols DST is not automatically adjusted; consider seasonal shifts for US/EU sessions
Penunjuk Pine Scriptยฎ
oleh ketan_kee
VR Volume Ratio + Divergence (Pro)ๆˆไบค้‡ๆฏ”็Ž‡ (Volume Ratio, VR) ๆ˜ฏไธ€้ …้€š้Žๅˆ†ๆž่‚กๅƒนไธŠๆผฒ่ˆ‡ไธ‹่ทŒๆ—ฅ็š„ๆˆไบค้‡๏ผŒไพ†็ ”ๅˆคๅธ‚ๅ ด่ณ‡้‡‘ๆฐฃๆฐ›็š„ๆŠ€่ก“ๆŒ‡ๆจ™ใ€‚ๆœฌ่…ณๆœฌๅŸบๆ–ผๅ‚ณ็ตฑ VR ๅ…ฌๅผ้€ฒ่กŒไบ†ๅ„ชๅŒ–๏ผŒๅขžๅŠ ไบ†**ใ€Œ่ถจๅ‹ข่ฎŠ่‰ฒใ€่ˆ‡ใ€Œ่‡ชๅ‹•่ƒŒ้›ขๅตๆธฌใ€**ๅŠŸ่ƒฝ๏ผŒๅนซๅŠฉไบคๆ˜“่€…ๆ›ด็ฒพๆบ–ๅœฐๆ•ๆ‰้‡ๅƒน่ฝ‰ๆŠ˜้ปžใ€‚ Introduction Volume Ratio (VR) is a technical indicator that measures the strength of a trend by comparing the volume on up-days versus down-days. This script enhances the classic VR formula with "Trend Color Coding" and "Auto-Divergence Detection", helping traders identify volume-price reversals more accurately. ๆ ธๅฟƒๅŠŸ่ƒฝ่ˆ‡ๅƒๆ•ธ ๅ…ฌๅผๅŽŸ็†๏ผš VR = (Qu + Qf/2) / (Qd + Qf/2) * 100 Qu: ไธŠๆผฒๆ—ฅๆˆไบค้‡ (Up volume) Qd: ไธ‹่ทŒๆ—ฅๆˆไบค้‡ (Down volume) Qf: ๅนณ็›คๆ—ฅๆˆไบค้‡ (Flat volume) ๅƒๆ•ธ (Length)๏ผš้ ่จญ็‚บ 26 ๆ—ฅ๏ผŒ้€™ๆ˜ฏๅธ‚ๅ ดๅ…ฌ่ชๆœ€ๆœ‰ๆ•ˆ็š„็Ÿญไธญ็ทšๅƒๆ•ธใ€‚ ้—œ้ตๆฐดไฝ็ทš (Key Levels)๏ผš < 40% (ๅบ•้ƒจๅ€)๏ผš้‡็ธฎๆฅต่‡ด๏ผŒๅธ‚ๅ ดๆƒ…็ท’ๅ†ฐ้ปž๏ผŒๅธธๅฐๆ‡‰่‚กๅƒนๅบ•้ƒจ๏ผŒ้ฉๅˆๅฐ‹ๆ‰พ่ฒท้ปžใ€‚ 100% (ไธญ่ปธ)๏ผšๅคš็ฉบๅˆ†็•Œ็ทšใ€‚ > 260% (ๅคš้ ญ่ญฆๆˆ’)๏ผš้€ฒๅ…ฅๅผทๅ‹ขๅคš้ ญ่กŒๆƒ…๏ผŒไฝ†้œ€ๆณจๆ„้Ž็†ฑใ€‚ > 450% (้ ญ้ƒจๅ€)๏ผšๆˆไบค้‡้Žๅคง๏ผŒๅธ‚ๅ ดๆƒ…็ท’ไบขๅฅฎ๏ผŒ้€šๅธธ็‚บ้ ญ้ƒจ่จŠ่™Ÿใ€‚ ่ฆ–่ฆบๅ„ชๅŒ– (Visuals)๏ผš ็ด…ๆผฒ็ถ ่ทŒ๏ผš็•ถ VR ๆ•ธๅ€ผๅคงๆ–ผๅ‰ไธ€ๆ—ฅ้กฏ็คบ็‚บ็ด…่‰ฒ๏ผˆๅ‹•่ƒฝๅขžๅผท๏ผ‰๏ผ›ๅฐๆ–ผๅ‰ไธ€ๆ—ฅ้กฏ็คบ็‚บ็ถ ่‰ฒ๏ผˆๅ‹•่ƒฝ้€€ๆฝฎ๏ผ‰ใ€‚ ่ƒŒ้›ข่จŠ่™Ÿ (Divergence)๏ผš่‡ชๅ‹•ๆจ™่จ˜้‡ๅƒน่ƒŒ้›ขใ€‚ โ–ฒ ๅบ•่ƒŒ้›ข (Bullish)๏ผš่‚กๅƒนๅ‰ตๆ–ฐไฝŽ๏ผŒไฝ† VR ๆŒ‡ๆจ™ๅขŠ้ซ˜๏ผˆไธปๅŠ›ๅธ็ฑŒ๏ผ‰ใ€‚ โ–ผ ้ ‚่ƒŒ้›ข (Bearish)๏ผš่‚กๅƒนๅ‰ตๆ–ฐ้ซ˜๏ผŒไฝ† VR ๆŒ‡ๆจ™่ตฐๅผฑ๏ผˆ่ฒทๆฐฃ่กฐ็ซญ๏ผ‰ใ€‚ Features & Settings Formula Logic: Calculated as VR = (Qu + Qf/2) / (Qd + Qf/2) * 100. Default Length: 26, widely regarded as the optimal setting for short-to-medium term analysis. Key Zones: < 40% (Oversold/Bottom): Extreme low volume, often indicating a market bottom and potential buying opportunity. 100% (Neutral): The balance point between bulls and bears. > 260% (Bullish Zone): Strong uptrend, volume is expanding. > 450% (Overbought/Top): Extreme high volume, often indicating a market top and potential reversal. Visual Enhancements: Color Coding: Line turns Red when VR rises (Momentum Up) and Green when VR falls (Momentum Down). Divergence Signals: Automatically marks divergence points on the chart. โ–ฒ Bullish Divergence: Price makes a lower low, but VR makes a higher low (Accumulation). โ–ผ Bearish Divergence: Price makes a higher high, but VR makes a lower high (Distribution). ๆ‡‰็”จ็ญ–็•ฅๅปบ่ญฐ ๆŠ„ๅบ•็ญ–็•ฅ๏ผš็•ถ VR ่ทŒ็ ด 40% ๅพŒ๏ผŒๆŒ‡ๆจ™็ทš็”ฑ็ถ ็ฟป็ด…๏ผŒๆˆ–ๅ‡บ็พใ€Œโ–ฒๅบ•่ƒŒ้›ขใ€่จŠ่™Ÿๆ™‚๏ผŒ็‚บๆฅตไฝณ็š„ๆณขๆฎต้€ฒๅ ด้ปžใ€‚ ้€ƒ้ ‚็ญ–็•ฅ๏ผš็•ถ VR ่ก้Ž 450% ้€ฒๅ…ฅ้ซ˜ๆช”ๅ€๏ผŒไธ€ๆ—ฆๆŒ‡ๆจ™็ทš็”ฑ็ด…็ฟป็ถ ๏ผŒๆˆ–ๅ‡บ็พใ€Œโ–ผ้ ‚่ƒŒ้›ขใ€่จŠ่™Ÿๆ™‚๏ผŒๅปบ่ญฐๅˆ†ๆ‰น็ฒๅˆฉไบ†็ตใ€‚ Strategy Guide Bottom Fishing: Look for entries when VR drops below 40% and turns red, or when a "โ–ฒ Bullish Divergence" label appears. Taking Profit: Consider selling when VR exceeds 450% and turns green, or when a "โ–ผ Bearish Divergence" label appears. Disclaimer: This tool is for informational purposes only and does not constitute financial advice. / ๆœฌ่…ณๆœฌๅƒ…ไพ›ๅƒ่€ƒ๏ผŒไธๆง‹ๆˆๆŠ•่ณ‡ๅปบ่ญฐใ€‚
Penunjuk Pine Scriptยฎ
oleh jumbozip
Supply and Demand Zones [BigBeluga]๐Ÿ”ต OVERVIEW The Supply and Demand Zones indicator automatically identifies institutional order zones formed by high-volume price movements. It detects aggressive buying or selling events and marks the origin of these moves as demand or supply zones. Untested zones are plotted with thick solid borders, while tested zones become dashed, signaling reduced strength. ๐Ÿ”ต CONCEPTS Supply Zones: Identified when 3 or more bearish candles form consecutively with above-average volume. The script then searches up to 5 bars back to find the last bullish candle and plots a supply zone from that candleโ€™s low to its low plus ATR. Demand Zones: Detected when 3 or more bullish candles appear with above-average volume. The script looks up to 5 bars back for a bearish candle and plots a demand zone from its high to its high minus ATR. Volume Weighting: Each zone displays the cumulative bullish or bearish volume within the move leading to the zone. Tested Zones: If price re-enters a zone and touches its boundary after being extended for 15 bars, the zone becomes dashed , indicating a potential weakening of that level. Overlap Logic: Older overlapping zones are removed automatically to keep the chart clean and only show the most relevant supply/demand levels. Zone Expiry: Zones are also deleted after theyโ€™re fully broken by price (i.e., price closes above supply or below demand). ๐Ÿ”ต FEATURES Auto-detects supply and demand using volume and candle structure. Extends valid zones to the right side of the chart. Solid borders for fresh untested zones. Dashed borders for tested zones (after 15 bars and contact). Prevents overlapping zones of the same type. Labels each zone with volume delta collected during zone formation. Limits to 5 zones of each type for clarity. Fully customizable supply and demand zone colors. ๐Ÿ”ต HOW TO USE Use supply zones as potential resistance levels where sell-side pressure could emerge. Use demand zones as potential support areas where buyers might step in again. Pay attention to whether a zone is solid (untested) or dashed (tested). Combine with other confluences like volume spikes, trend direction, or candlestick patterns. Ideal for swing traders and scalpers identifying key reaction levels. ๐Ÿ”ต CONCLUSION Supply and Demand Zones is a clean and logic-driven tool that visualizes critical liquidity zones formed by institutional moves. It tracks untested and tested levels, giving traders a visual edge to recognize where price might bounce or reverse due to historical order flow.
Penunjuk Pine Scriptยฎ
oleh BigBeluga
29
Colby Cheese VWAP Setup [v2.0]๐Ÿ”ง Core Refactors โ€ข Imbalance function fixed: โ€ข Removed invalid usage. โ€ข Now uses for past bar references. โ€ข Bias checks are handled outside the function with proper series indexing. โ€ข Bias alignment: โ€ข Added and so CHoCH signals only fire when price change agrees with EMA bias. โ€ข Swing reset: โ€ข After a valid CHoCH, and reset to so stale levels donโ€™t keep firing. โ€ข Line/label management: โ€ข CHoCH lines and labels now reuse persistent IDs (, ) instead of spamming new objects every trigger. โœจ New Features โ€ข Anticipation mode: โ€ข Blue โ€œAnticipateโ€ lines/labels drawn when delta + bias align before CHoCH confirmation. โ€ข Helps you see potential setups earlier. โ€ข Entry zone lines: โ€ข Solid green/red lines drawn at entry levels when is enabled. โ€ข Separate from FRVP dashed zones. โ€ข Stopโ€‘loss lines: โ€ข Orange dotted lines drawn opposite the entry zone when is enabled. โ€ข Gives a visual risk marker. ๐ŸŽจ Visual Consistency โ€ข Candle coloring simplified: white candles only when CHoCH triggers. โ€ข FRVP zones remain dashed lines with โ€œEnterโ€ labels. โ€ข Anticipation zones are blue solid lines. โ€ข Entry zones are solid green/red. โ€ข Stopโ€‘loss lines are orange dotted.
Penunjuk Pine Scriptยฎ
oleh dscottmuller
UNDETECTED FX - 250 Pip LevelsIndicator Description โ€“ UNDETECTED FX: 250-Pip Psychological Levels This indicator automatically plots major 250-pip psychological levels on XAUUSD and highlights the price zones around them. These levels act as strong reaction points where liquidity, reversals, and institutional activity commonly occur. What the Indicator Does โœ” Plots every 250-pip level starting from a user-defined base (e.g., 4050 โ†’ 4075 โ†’ 4100 โ†’ 4125 โ†’ โ€ฆ) โœ” Each level is represented by a thick black horizontal line for maximum visual clarity โœ” Around every 250-pip level, the indicator draws a liquidity zone Top of zone: +200 pips Bottom of zone: โ€“200 pips (configured as ยฑ zoneHalf in settings) โœ” Uses extend: both, so levels stretch across the entire chart and stay fixed, no matter how far you scroll โœ” Zones are filled with a customizable color for clear premium/discount visualization โœ” The indicator never repaints and requires no updates after drawing โ€” all levels are fixed on their price coordinates Why Itโ€™s Useful ๐Ÿ”น Helps quickly identify institutional levels where gold often reacts ๐Ÿ”น Acts as a framework for scalping, intraday trading, and swing bias ๐Ÿ”น Makes it easy to spot liquidity sweeps, rejections, and premium/discount areas ๐Ÿ”น Clearly shows market structure breaks around key psychological levels ๐Ÿ”น Forces discipline by creating predefined, fixed levels for trading decisions Best Use Case XAUUSD scalpers Intraday traders who rely on precision entries Traders who use psychological levels, liquidity grabs, or smart-money concepts Anyone wanting a clean, non-cluttered chart with high-impact levels only
Penunjuk Pine Scriptยฎ
oleh Undetectedd
Absorption BubblesSUMMARY This indicator visualizes absorption events by plotting bubbles on candle wicks where volume activity suggests one side of the market is absorbing the otherโ€™s pressure. Instead of raw volume, the script normalizes activity against a rolling standard deviation defined by the Lookback Period. Bubbles appear on upper or lower wicks depending on whether buyers or sellers are absorbing pressure. The goal is to highlight whether aggressive orders are being accepted or absorbed at key price points. METHODOLOGY Absorption occurs when one side of the market absorbs aggressive orders from the other, preventing continuation. The script measures normalized volume against a userโ€‘defined threshold to filter out weaker signals. Green bubbles on upper wicks โ†’ Selling absorption (buyers push price up, sellers absorb the buying). Red bubbles on lower wicks โ†’ Buying absorption (sellers push price down, buyers absorb the selling). Redโ€‘colored bars highlight candles where large volume is concentrated inside the body, signifying aggressive selling activity. Greenโ€‘colored bars highlight candles where large volume is concentrated inside the body, signifying aggressive buying activity. The Lookback Period controls how many bars are used to calculate the rolling standard deviation of volume, letting traders adjust sensitivity to recent vs. longerโ€‘term activity. Optional significant volume lines extend forward, marking areas where absorption was strongest. FUNCTIONS Normalized volume detection using rolling standard deviation Adjustable Lookback Period for volume normalization Dynamic bubble plotting on candle wicks (size scales with absorption strength) Separate visualization for buying vs. selling absorption Alerts for buying absorption, selling absorption, or any absorption event (only at bar close) Bar coloring when large absorption occurs inside candle bodies APPLICATION Setup: Add the script to any chart and timeframe. Adjust the Absorption Threshold to filter out weaker bubbles and the Lookback Period to control how volume normalization is calculated. Red bubbles highlight buying absorption, often signalling potential price pivots - price can often go upwards from this. Green bubbles mark selling absorption, reflecting resistance to upward moves - price may go downwards from this. Interpretation: Green bubbles on upper wicks = sellers absorbing buying pressure. Red bubbles on lower wicks = buyers absorbing selling pressure. Larger bubbles = stronger absorption relative to recent volume. Settings & Use: Raising the Absorption Threshold filters out smaller bubbles, leaving only significant absorption events. Changing the Lookback Period alters how โ€œnormalโ€ volume is defined โ€” shorter periods make the script more sensitive, longer periods smooth out noise. Alerts can be set for buying absorption, selling absorption, or any absorption event, and they only trigger at bar close to avoid noise.
Penunjuk Pine Scriptยฎ
oleh profitprotrading
5
INSTITUTIONAL VOLUME PROFILE + FIBONACCI + ENHANCED SIGNALS๐ŸŽฏ INSTITUTIONAL VOLUME PROFILE + FIBONACCI + ENHANCED SIGNALS A professional-grade indicator combining Volume Profile analysis, Fibonacci retracements, Anchored VWAP, and intelligent signal filtering to identify high-probability institutional positioning and trade setups. ๐Ÿ“Š CORE FEATURES โ–ธ Volume Profile with POC (Point of Control) - Visualizes where institutional volume accumulated - Identifies High Volume Nodes (HVN) as key support/resistance - Shows Value Area (70% volume zone) for market equilibrium โ–ธ Dynamic Fibonacci Levels - Auto-detects swing high/low for retracement levels - Golden Pocket (0.618-0.65) highlight zone - Bull/bear direction recognition โ–ธ Anchored VWAP - Anchored to swing range start - Institutional mean reversion baseline - Real-time trend bias indicator โ–ธ Graded Signal System (A+/B/C) - A+ Signals: High probability setups (VWAP cross + POC alignment) - B Signals: Above-average quality (VWAP cross above POC) - C Signals: Lower probability (counter-trend setups) ๐ŸŽฎ DISPLAY MODES โšก TRADING LIVE MODE - Clean chart showing only A+ signals - Minimal visual noise for active trading - Perfect for intraday execution ๐Ÿ“ˆ FULL OVERVIEW MODE - Complete analysis with all zones visible - Volume Profile + Fibonacci + Value Area - All signal grades displayed - Statistics dashboard ๐Ÿ”ฌ ADVANCED SIGNAL FILTERS โœ“ Volume Confirmation - Requires above-average volume on signals - Filters out weak institutional participation - Configurable volume multiple (default 1.2x) โœ“ Momentum Filter - Ensures price momentum aligns with signal direction - Prevents counter-trend entries - Configurable lookback period โœ“ SR Proximity Upgrade โญ GAME CHANGER - Automatically upgrades B/C signals to A+ when near key levels - Detects proximity to POC and HVN zones - Combines technical confluence for best setups ๐Ÿ”” SMART ALERTS โ–ธ Configurable alerts for A+, B, or C signals โ–ธ Real-time notifications to your device โ–ธ No need to watch charts constantly โ–ธ "Once per bar close" prevents repainting ๐Ÿ’ก HOW TO USE FOR DAY TRADING: 1. Switch to "Trading Live" mode 2. Enable only A+ alerts 3. Set filters: Volume 1.5x, Momentum ON, Proximity 0.3% 4. Trade only A+ signals at key levels FOR SWING TRADING: 1. Use "Full Overview" mode 2. Analyze Value Area and Fibonacci confluence 3. Set filters: Volume 1.2x, Momentum ON, Proximity 0.8% 4. Enter on A+ signals with multi-timeframe confirmation FOR ANALYSIS: 1. Full Overview mode with all visuals enabled 2. Disable filters to see all raw signals 3. Study how institutions positioned at key zones 4. Plan trades around POC and Value Area โš™๏ธ RECOMMENDED SETTINGS 5-15 MIN CHARTS (Scalping): - Lookback: 200-300 bars - Volume: 1.5x, Momentum: 5 bars, Proximity: 0.3% - Trading Live mode + A+ alerts only 1 HOUR CHARTS (Intraday): - Lookback: 300 bars - Volume: 1.3x, Momentum: 3 bars, Proximity: 0.5% - Full Overview or Trading Live 4 HOUR CHARTS (Swing): - Lookback: 300-500 bars - Volume: 1.2x, Momentum: 3 bars, Proximity: 0.8% - Full Overview mode DAILY CHARTS (Position): - Lookback: 300-500 bars - Volume: 1.1x, Momentum: 2 bars, Proximity: 1.0% - Full Overview mode ๐Ÿ“ˆ KEY CONCEPTS POC (Point of Control): Price level with highest volume - acts as magnet Value Area: Zone containing 70% of volume - equilibrium range HVN: High Volume Nodes - institutional accumulation zones AVWAP: Anchored VWAP - institutional average entry price Golden Pocket: 0.618-0.65 Fib zone - highest probability reversal area ๐ŸŽฏ TRADING STRATEGY TIPS 1. Wait for A+ signals - quality over quantity 2. Best setups occur at POC or Value Area boundaries 3. Use multiple timeframes for confirmation 4. Combine with your own risk management rules 5. Signals are high probability, not guaranteed - always use stops
Penunjuk Pine Scriptยฎ
oleh Thecantillonreport
17
GARCH Volume Volatility [MarkitTick]Title: GARCH Volume Volatility Description Overview The GARCH Volume Volatility (GV) indicator is a sophisticated quantitative tool designed to analyze the rate of change in market participation. While the vast majority of technical indicators focus on Price Volatility (how much price moves), this script focuses on Volume Volatility (how unstable the participation is). Market volume is rarely distributed evenly; it tends to cluster. Periods of high activity are often followed by more high activity, and periods of calm tend to persist. This behavior is known as "heteroskedasticity." This script utilizes an Exponentially Weighted Moving Average (EWMA) modelโ€”a core component of Generalized Autoregressive Conditional Heteroskedasticity (GARCH) frameworksโ€”to model these changing variance regimes. By isolating volume volatility from raw volume data, this tool helps traders distinguish between sustainable liquidity flows and erratic, unsustainable volume shocks that often precede market reversals or breakouts. Methodology and Calculations 1. Logarithmic vs. Percentage Returns The foundation of this indicator is the calculation of "Volume Returns"โ€”the period-over-period change in volume. - The script defaults to Logarithmic Returns. In financial statistics, log returns are preferred because they normalize data that can vary wildly in magnitude (such as cryptocurrency volume spikes), providing a more symmetric view of changes. - Users can opt for standard percentage changes if they prefer a linear approach. 2. Variance Proxy (Squared Returns) To measure volatility, the direction of the volume change (up or down) matters less than the magnitude. The script squares the returns to create a "Variance Proxy." This ensures that a massive drop in volume is treated with the same statistical weight as a massive spike in volumeโ€”both represent a significant change in the volatility of participation. 3. GARCH-Style Smoothing (EWMA) Standard Moving Averages (SMA) treat all data points in the lookback period equally. However, volatility is dynamic. This script uses an EWMA model with a tunable "Lambda" (Decay Factor). - The Recursive Formula: The current calculation relies on a weighted average of the current variance and the previous period's smoothed variance. - Memory Effect: This allows the indicator to "remember" recent volatility shocks while gradually letting their influence fade. This mimics the GARCH process of conditional variance. 4. Dynamic Statistical Thresholds The final output is the Volatility (square root of variance). To make this data actionable, the script calculates a dynamic upper and lower limit based on the standard deviation (Z-Score) of the volatility itself over a user-defined lookback period. How to Use The indicator plots a histogram that categorizes the market into four distinct volatility regimes: 1. High Volatility (Red Histogram) Trigger: Volatility > High Band (Upper Standard Deviation). Interpretation: This signals an extreme anomaly in volume stability. This is not just "high volume," but "erratic volume behavior." This often occurs at: - Capitulation bottoms (panic selling). - Euphoric tops (blow-off tops). - Major news events or earnings releases. 2. Elevated Volatility (Maroon Histogram) Trigger: Volatility > Mean Average. Interpretation: The market is in an active state. Participation is changing rapidly, but within statistically normal bounds. This is common during healthy, trending moves where new participants are entering the market steadily. 3. Normal/Low Volatility (Green Histogram) Trigger: Volatility is within the lower bands. Interpretation: The market volume is stable. There are no sudden shocks in participation. This is typical of consolidation phases or "creeping" trends where the price drifts without significant volume conviction. 4. Extremely Low Volatility (Bright Green/Transparent) Trigger: Volatility < Low Band. Interpretation: The "calm before the storm." When volume volatility collapses to near-zero, it implies that the market has reached a state of equilibrium or disinterest. Historically, volatility is cyclical; periods of extreme compression often lead to violent expansion. Settings and Configuration Core Settings - Use EWMA: When checked (Default), uses the recursive GARCH-style calculation. If unchecked, it reverts to a simple SMA of variance, which is less sensitive to recent shocks but more stable. - Log Returns: Uses natural log for calculations. Highly recommended for assets with exponential growth or large volume ranges. - Length: The baseline period for the calculation. - Threshold Lookback: The number of bars used to calculate the Mean and Standard Deviation bands. - EWMA Lambda: The decay factor (0.0 to 1.0). A value of 0.94 is standard for risk metrics. -- Higher Lambda (e.g., 0.98): The indicator reacts slower and is smoother (long memory). -- Lower Lambda (e.g., 0.80): The indicator reacts very fast to new data (short memory). Visuals - Show Thresholds: Toggles the visibility of the statistical bands on the chart. - High Band (StdDev): The multiplier for the upper warning zone. Default is 1.5 deviations. Increasing this to 2.0 or 3.0 will filter for only the most extreme events. Disclaimer This tool is for educational and technical analysis purposes only. Breakouts can fail (fake-outs), and past geometric patterns do not guarantee future price action. Always manage risk and use this tool in conjunction with other forms of analysis.
Penunjuk Pine Scriptยฎ
oleh MarkitTick
Custom Monthly Volume Profile [Multi-Timeframe]This indicator renders a high-precision Monthly Volume Profile designed for intraday traders and practitioners of Auction Market Theory. Unlike standard volume profiles, this script utilizes Multi-Timeframe (MTF) data request capability to build the profile from lower timeframe data (e.g., 5-minute bars) while displaying it on your trading timeframe. This tool is optimized to keep your chart clean while providing critical developing levels (POC, VAH, VAL) and historical context from the previous month. Key Features: 1. Dynamic "Auto-Scaling" Width One of the biggest issues with monthly profiles is visual clutter. Early Month: The profile starts wide (default 10% width) so you can clearly see the developing structure when data is scarce. Late Month: As volume accumulates, the profile automatically shrinks (scales down to 2% width) to prevent the histogram from obscuring price action. Note: This can be toggled off for a static width. 2. Developing & Static Levels Current Month: Displays real-time Developing Point of Control (dPOC), Value Area High (dVAH), and Value Area Low (dVAL). Previous Month: Automatically locks in the levels from the previous month at the close, providing immediate support/resistance references for the new month. 3. Time-Filtered Alerts Avoid waking up to notifications during low-volume overnight sessions. This script includes a Session Filter (Default: 0830-1500). Alerts for crossing POC, VAH, or VAL will only trigger if the price cross occurs within the user-defined time window. 4. Calculation Precision Multi-Timeframe Data: The profile is built using lower timeframe data (Input: Calculation Precision) rather than just the current chart bars. This ensures the Volume Profile shape remains accurate even when viewing higher timeframes. Row Size: Fully adjustable "Tick/Row Size" to control the resolution of the volume buckets. Settings Overview: Calculation Precision: Determine the granularity of the data (e.g., "5" for 5-minute data). Row Size: Controls vertical resolution (Lower = higher detail). Value Area %: Standard 70% default, fully adjustable. Auto-Width: Set the Start % (Day 1) and End % (Day 31). Alerts: Toggle Current or Previous month alerts and define the active time session. Visual Customization: Customize colors for the Histogram (Value Area vs. Outer Area). Customize line width and colors for POC, VAH, and VAL. Supports Right or Left alignment. Disclaimer: This tool is for informational purposes only. Past performance and volume levels do not guarantee future price action.
Penunjuk Pine Scriptยฎ
oleh TatankaTrading
Golden Volume Lines๐Ÿ“Œ Golden Volume โ€” Lines (Golden Team) Golden Volume โ€” Lines is an advanced volume-based indicator that detects Ultra High Volume candles using a statistical percentile model, then automatically draws and tracks key price levels derived from those candles. The indicator highlights where real market interest and liquidity appear and shows how price reacts when those levels are broken. ๐Ÿ” How It Works Volume Measurement Choose between: Units (raw volume) Money (Volume ร— Average Price) Average price can be calculated using HL2 or OHLC4. Percentile-Based Classification Volume is classified into: Medium High Ultra High Volume Thresholds are calculated using a rolling percentile window. Ultra Volume candles are colored orange. Dynamic High & Low Levels For every Ultra Volume candle: A High and Low dotted line is drawn. Lines extend to the right until price breaks them. Smart Line Break Detection (Wick-Based) A line is considered broken when price wicks through it. When a break occurs: ๐ŸŸง Orange line โ†’ broken by an Ultra Volume candle โšช White line โ†’ broken by a normal candle The line stops exactly at the breaking candle. ๐Ÿ”” Alerts Alert on Ultra High Volume candles Alert when a High or Low line is broken Separate alerts for: Break by Ultra Volume candle Break by Normal candle ๐ŸŽฏ Use Cases Breakout & continuation confirmation Liquidity sweep detection Volume-validated support & resistance Market reaction after extreme participation โš™๏ธ Key Inputs Volume display mode (Units / Money) Percentile thresholds Lookback window size Maximum number of active Ultra levels Optional dynamic alerts โš ๏ธ Disclaimer This indicator is a volume and market structure tool, not a standalone trading system. Always use proper risk management and additional confirmation.
Penunjuk Pine Scriptยฎ
oleh GoldenCryptoSignals
PEAD ScreenerPEAD Screener - Post-Earnings Announcement Drift Scanner โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ• WHY EARNINGS ANNOUNCEMENTS CREATE OPPORTUNITY โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ• The days immediately following an earnings announcement are among the noisiest periods for any stock. Within hours, the market must digest new information about a company's profits, revenue, and future outlook. Analysts scramble to update their models. Institutions rebalance positions. Retail traders react to headlines. This chaos creates a well-documented phenomenon called Post-Earnings Announcement Drift (PEAD): stocks that beat expectations tend to keep rising, while those that miss tend to keep falling - often for weeks after the initial announcement. Academic research has confirmed this pattern persists across decades and markets. But not every earnings surprise is equal. A company that beats estimates by 5 cents might move very differently than one that beats by 5 cents with unusually high volume, or one where both earnings AND revenue exceeded expectations. Raw numbers alone don't tell the full story. โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ• HOW "STANDARDIZED UNEXPECTED" METRICS CUT THROUGH THE NOISE โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ• This screener uses a statistical technique to measure how "surprising" a result truly is - not just whether it beat or missed, but how unusual that beat or miss was compared to the company's own history. The core idea: convert raw surprises into Z-scores. A Z-score answers the question: "How many standard deviations away from normal is this result?" - A Z-score of 0 means the result was exactly average - A Z-score of +2 means the result was unusually high (better than ~95% of historical results) - A Z-score of -2 means the result was unusually low By standardizing surprises this way, we can compare apples to apples. A small-cap biotech's $0.02 beat might actually be more significant than a mega-cap's $0.50 beat, once we account for each company's typical variability. This screener applies this standardization to three dimensions: earnings (SUE), revenue (SURGE), and volume (SUV). โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ• THE 9 SCREENING CRITERIA โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ• โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€ 1. SUE (Standardized Unexpected Earnings) โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€ WHAT IT IS: SUE measures how surprising an earnings result was, adjusted for the company's historical forecast accuracy. Calculation: Take the earnings surprise (actual EPS minus analyst estimate), then divide by the standard deviation of past forecast errors. This uses a rolling window of the last 8 quarters by default. Formula: SUE = (Actual EPS - Estimated EPS) / Standard Deviation of Past Errors HOW TO INTERPRET: - SUE > +2.0: Strongly positive surprise - earnings beat expectations by an unusually large margin. These stocks often continue drifting higher. - SUE between 0 and +2.0: Modest positive surprise - beat expectations, but within normal range. - SUE between -2.0 and 0: Modest negative surprise - missed expectations, but within normal range. - SUE < -2.0: Strongly negative surprise - significant miss. These stocks often continue drifting lower. For long positions, look for SUE values above +2.0, ideally combined with positive SURGE. โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€ 2. SURGE (Standardized Unexpected Revenue) โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€ WHAT IT IS: SURGE applies the same standardization technique to revenue surprises. While earnings can be manipulated through accounting choices, revenue is harder to fake - it represents actual sales. Calculation: Take the revenue surprise (actual revenue minus analyst estimate), then divide by the standard deviation of past revenue forecast errors. Formula: SURGE = (Actual Revenue - Estimated Revenue) / Standard Deviation of Past Errors HOW TO INTERPRET: - SURGE > +1.5: Strongly positive revenue surprise - the company sold significantly more than expected. - SURGE between 0 and +1.5: Modest positive surprise. - SURGE < 0: Revenue missed expectations. The most powerful signals occur when BOTH SUE and SURGE are positive and elevated (ideally SUE > 2.0 AND SURGE > 1.5). This indicates the company beat on both profitability AND top-line growth - a much stronger signal than either alone. When SUE and SURGE diverge significantly (e.g., high SUE but negative SURGE), treat with caution - the earnings beat may have come from cost-cutting rather than genuine growth. โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€ 3. SUV (Standardized Unexpected Volume) โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€ WHAT IT IS: SUV detects unusual trading volume after accounting for how volatile the stock is. More volatile stocks naturally have higher volume, so raw volume comparisons can be misleading. Calculation: This uses regression analysis to model the expected relationship between price volatility and volume. The "unexpected" volume is the residual - how much actual volume deviated from what the model predicted. This residual is then standardized into a Z-score. In plain terms: SUV asks "Given how much this stock typically moves, is today's volume unusually high or low?" HOW TO INTERPRET: - SUV > +2.0: Exceptionally high volume relative to the stock's volatility. This often signals institutional activity - big players moving in or out. - SUV between +1.0 and +2.0: Elevated volume - above normal interest. - SUV between -1.0 and +1.0: Normal volume range. - SUV < -1.0: Unusually quiet - less activity than expected. High SUV combined with positive price movement suggests accumulation (buying). High SUV combined with negative price movement suggests distribution (selling). โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€ 4. % From D0 Close โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€ WHAT IT IS: This measures how far the current price has moved from the closing price on its initial earnings reaction day (D0). The "reaction day" is the first trading day that fully reflects the earnings news - typically the day after an after-hours announcement, or the announcement day itself for pre-market releases. Calculation: ((Current Price - D0 Close) / D0 Close) ร— 100 HOW TO INTERPRET: - Positive values: Stock has gained ground since earnings. The higher the percentage, the stronger the post-earnings drift. - 0% to +5%: Modest positive drift - earnings were received well but momentum is limited. - +5% to +15%: Strong drift - buyers continue accumulating. - > +15%: Exceptional drift - significant institutional interest likely. - Negative values: Stock has given back gains or extended losses since earnings. May indicate the initial reaction was overdone, or that sentiment is deteriorating. This metric is most meaningful within the first 5-20 trading days after earnings. Extended drift (maintaining gains over 2+ weeks) is a stronger signal than a quick spike that fades. โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€ 5. # Pocket Pivots โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€ WHAT IT IS: Pocket Pivots are a volume-based pattern developed by Chris Kacher and Gil Morales. They identify days where institutional buyers are likely accumulating shares without causing obvious breakouts. Calculation: A Pocket Pivot occurs when: - The stock closes higher than it opened (up day) - The stock closes higher than the previous day's close - Today's volume exceeds the highest down-day volume of the prior 10 trading sessions The screener counts how many Pocket Pivots have occurred since the earnings announcement. HOW TO INTERPRET: - 0 Pocket Pivots: No detected institutional accumulation patterns since earnings. - 1-2 Pocket Pivots: Some institutional buying interest - worth monitoring. - 3+ Pocket Pivots: Strong accumulation signal - institutions appear to be building positions. Pocket Pivots are most significant when they occur: - Immediately following earnings announcements - Near moving average support (10-day, 21-day, or 50-day) - On above-average volume - After a period of price consolidation Multiple Pocket Pivots in a short period suggest sustained institutional demand, not just a one-day event. โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€ 6. ADX/DI (Trend Strength and Direction) โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€ WHAT IT IS: ADX (Average Directional Index) measures trend strength regardless of direction. DI (Directional Indicator) shows whether the trend is bullish or bearish. Calculation: ADX uses a 14-period lookback to measure how directional (trending) price movement is. Values range from 0 to 100. The +DI and -DI components compare upward and downward movement. The screener shows: - ADX value (trend strength) - Direction indicator: "+" for bullish (price trending up), "-" for bearish (price trending down) HOW TO INTERPRET: - ADX < 20: Weak trend - the stock is moving sideways, choppy. Not ideal for momentum trading. - ADX 20-25: Trend is emerging - potentially starting a directional move. - ADX 25-40: Strong trend - clear directional movement. Good for momentum plays. - ADX > 40: Very strong trend - powerful move in progress, but may be extended. The direction indicator (+/-) tells you which way: - "25+" means ADX of 25 with bullish direction (uptrend) - "25-" means ADX of 25 with bearish direction (downtrend) For post-earnings plays, ideal setups show ADX rising above 25 with positive direction, confirming the earnings reaction is developing into a sustained trend rather than a one-day spike. โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€ 7. Institutional Buying PASS โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€ WHAT IT IS: This proprietary composite indicator detects patterns consistent with institutional accumulation at three stages after earnings: EARLY (Days 0-4): Looks for "large block" buying on the earnings reaction day (exceptionally high volume with a close in the upper half of the day's range) combined with follow-through buying on the next day. MID (Days 5-9): Checks for sustained elevated volume (averaging 1.5x the 20-day average) combined with positive drift and consistent upward price movement (more up days than down days). LATE (Days 10+): Detects either visible accumulation (positive drift with high volume) OR stealth accumulation (positive drift with unusually LOW volume - suggesting smart money is quietly building positions without attracting attention). HOW TO INTERPRET: - Check mark/value of '1': Institutional buying pattern detected. The stock shows characteristics consistent with large players accumulating shares. - X mark/value of '0': No institutional buying pattern detected. This doesn't mean institutions aren't buying - just that the typical footprints aren't visible. A passing grade here adds conviction to other bullish signals. Institutions have research teams, information advantages, and long time horizons. When their footprints appear in the data, it often precedes sustained moves. Important: This is a pattern detection tool, not a guarantee. Always combine with other analysis. โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€ 8. Strong ATR Drift PASS โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€ WHAT IT IS: This measures whether the stock has drifted significantly relative to its own volatility. Instead of asking "did it move 10%?", it asks "did it move more than 1.5 ATRs?" ATR (Average True Range) measures a stock's typical daily movement. A volatile stock might move 5% daily, while a stable stock might move 0.5%. Using ATR normalizes for this difference. Calculation: ATR Drift = (Current Close - D0 Close) / D0 ATR in dollars The indicator passes when ATR Drift exceeds 1.5 AND at least 5 days have passed since earnings. HOW TO INTERPRET: - Check mark/value of '1': The stock has drifted more than 1.5 times its average daily range since earnings - a statistically significant move that suggests genuine momentum, not just noise. - X mark/value of '0': The drift (if any) is within normal volatility bounds - could just be random fluctuation. Why wait 5 days? The immediate post-earnings reaction (days 0-2) often includes gap fills and noise. By day 5, if the stock is still extended beyond 1.5 ATRs from the earnings close, it suggests real buying pressure, not just a reflexive gap. A passing grade here helps filter out stocks that "beat earnings" but haven't actually moved meaningfully. It focuses attention on stocks where the market is voting with real capital. โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€ 9. Days Since D0 โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€ WHAT IT IS: Simply counts the number of trading days since the earnings reaction day (D0). HOW TO INTERPRET: - Days 0-5 (Green): Fresh earnings - the information is new, institutional repositioning is active, and momentum trades are most potent. This is the "sweet spot" for PEAD strategies. - Days 6-10 (Neutral): Mid-period - some edge remains but diminishing. Good for adding to winning positions, less ideal for new entries. - Days 11+ (Red): Extended period - most of the post-earnings drift has typically played out. Higher risk that momentum fades or reverses. Research shows PEAD effects are strongest in the first 5-10 days after earnings, then decay. Beyond 20-30 days, the informational advantage of the earnings surprise is largely priced in. Use this to prioritize: focus on stocks with strong signals that are still in the early window, and be more selective about entries as days accumulate. โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ• PUTTING IT ALL TOGETHER โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ• You can use this screener in the chart view or in the Screener. One combination of the above filters to develop a shortlist of positive drift candidates may be: - SUE > 2.0 (significant earnings beat) - SURGE > 1.5 (significant revenue beat) - Positive % From D0 Close (price confirming the good news) - Institutional Buying PASS (big players accumulating) - Strong ATR Drift PASS (statistically significant movement) - Days Since D0 < 10 (still in the active drift window) No single indicator is sufficient. The power comes from convergence - when multiple independent measures all point the same direction. โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ• SETTINGS โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ• Key adjustable parameters: - SUE Method: "Analyst-based" uses consensus estimates; "Time-series" uses year-over-year comparison - Window Size: Number of quarters used for standardization (default: 8) - ATR Drift Threshold: Minimum ATR multiple for "strong" classification (default: 1.5) - Institutional Buying thresholds: Adjustable volume and CLV parameters โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ• DISCLAIMER โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ• This screener is a research tool, not financial advice. Past patterns do not guarantee future results. Always conduct your own due diligence and manage risk appropriately. Post-earnings trading involves significant uncertainty and volatility. The 'SUE' in this indicator does not represent a real person; any similarity to actual Sue's (or Susans for that matter) living or dead is quite frankly ridiculous, not to mention coincidental.
Penunjuk Pine Scriptยฎ
oleh mericourt
Relative Volume Bollinger Band % The Relative Volume Bollinger Band % indicator is a powerful tool designed for traders seeking insights into volume, Bollinger band and relative strength dynamics. This indicator assesses the deviation of a security's trading volume relative to the Bollinger band % indicator and the RSI moving average. Together, these shed light on potential zones of interests where market shifts have a high probability of occurring. Key Features: Period: Tailor the indicator's sensitivity by adjusting the period of the smooth moving average and/or the period of the Bollinger band. How it Works: Moving Average Calculation: The script computes the simple moving average (SMA) of the relative strength over a defined period. When the higher SMA (orange line) is in the top grey zone, the security is in a zone where it has a high probability of becoming bullish. When the higher SMA is in the lower grey zone, the security is in a zone where it has a high probability of becoming bearish. -Bollinger Band %: The script also computes the BB% which is primarily used to confirm overbought and oversold areas. When overbought, it turns white and remains white until the overbuying pressure is released indicating that the security is about to become bearish. The script indicates a bearish reversal when the BB% and RVOL bars are both red or when there are no more yellow RVOL bars, if present. When the BB% is<0 and rising, it will also appear white with yellow RVOL bars above. This is a good indication that bulls are beginning to enter buying positions. Confirmation here is indicated when the yellow RVOL bars change to green. Relative Volume: The indicator then also normalizes the difference volume to indicate areas of high and low volatility. This shows where higher than normal volumes are being traded and can be used as a good indication of when to enter or exit a trade when the above criterions are met. Visual Representation: The result is visually represented on the chart using columns. Bright green columns signify bullish relative volume values that are much greater than normal. Green columns signify bullish relative volume values that are significant. Red columns represent bearish values that are significant. Blue columns on the BB% indicator represent significant bullish buying in overbought areas. Red columns on the BB% indicator that are < 0 represent a bearish trend that is in an oversold area. This is there to prevent early entry into the market. Enhancements: Areas of Interest: Optionally, Areas of interest are represented by red, yellow and green circles on the higher SMA line, aiding in the identification of significant deviations.
Penunjuk Pine Scriptยฎ
oleh capableDealer16380