Volume Profile Grid [Alpha Extract]A sophisticated volume distribution analysis system that transforms market activity into institutional-grade visual profiles, revealing hidden support/resistance zones and market participant behavior. Utilizing advanced price level segmentation, bullish/bearish volume separation, and dynamic range analysis, the Volume Profile Grid delivers comprehensive market structure insights with Point of Control (POC) identification, Value Area boundaries, and volume delta analysis. The system features intelligent visualization modes, real-time sentiment analysis, and flexible range selection to provide traders with clear, actionable volume-based market context.
🔶 Dynamic Range Analysis Engine
Implements dual-mode range selection with visible chart analysis and fixed period lookback, automatically adjusting to current market view or analyzing specified historical periods. The system intelligently calculates optimal bar counts while maintaining performance through configurable maximum limits, ensuring responsive profile generation across all timeframes with institutional-grade precision.
// Dynamic period calculation with intelligent caching
get_analysis_period() =>
if i_use_visible_range
chart_start_time = chart.left_visible_bar_time
current_time = last_bar_time
time_span = current_time - chart_start_time
tf_seconds = timeframe.in_seconds()
estimated_bars = time_span / (tf_seconds * 1000)
range_bars = math.floor(estimated_bars)
final_bars = math.min(range_bars, i_max_visible_bars)
math.max(final_bars, 50) // Minimum threshold
else
math.max(i_periods, 50)
🔶 Advanced Bull/Bear Volume Separation
Employs sophisticated candle classification algorithms to separate bullish and bearish volume at each price level, with weighted distribution based on bar intersection ratios. The system analyzes open/close relationships to determine volume direction, applying proportional allocation for doji patterns and ensuring accurate representation of buying versus selling pressure across the entire price spectrum.
🔶 Multi-Mode Volume Visualization
Features three distinct display modes for bull/bear volume representation: Split mode creates mirrored profiles from a central axis, Side by Side mode displays sequential bull/bear segments, and Stacked mode separates volumes vertically. Each mode offers unique insights into market participant behavior with customizable width, thickness, and color parameters for optimal visual clarity.
// Bull/Bear volume calculation with weighted distribution
for bar_offset = 0 to actual_periods - 1
bar_high = high
bar_low = low
bar_volume = volume
// Calculate intersection weight
weight = math.min(bar_high, next_level) - math.max(bar_low, current_level)
weight := weight / (bar_high - bar_low)
weighted_volume = bar_volume * weight
// Classify volume direction
if bar_close > bar_open
level_bull_volume += weighted_volume
else if bar_close < bar_open
level_bear_volume += weighted_volume
else // Doji handling
level_bull_volume += weighted_volume * 0.5
level_bear_volume += weighted_volume * 0.5
🔶 Point of Control & Value Area Detection
Implements institutional-standard POC identification by locating the price level with maximum volume accumulation, providing critical support/resistance zones. The Value Area calculation uses sophisticated sorting algorithms to identify the price range containing 70% of trading volume, revealing the market's accepted value zone where institutional participants concentrate their activity.
🔶 Volume Delta Analysis System
Incorporates real-time volume delta calculation with configurable dominance thresholds to identify significant bull/bear imbalances. The system visually highlights price levels where buying or selling pressure exceeds threshold percentages, providing immediate insight into directional volume flow and potential reversal zones through color-coded delta indicators.
// Value Area calculation using 70% volume accumulation
total_volume_sum = array.sum(total_volumes)
target_volume = total_volume_sum * 0.70
// Sort volumes to find highest activity zones
for i = 0 to array.size(sorted_volumes) - 2
for j = i + 1 to array.size(sorted_volumes) - 1
if array.get(sorted_volumes, j) > array.get(sorted_volumes, i)
// Swap and track indices for value area boundaries
// Accumulate until 70% threshold reached
for i = 0 to array.size(sorted_indices) - 1
accumulated_volume += vol
array.push(va_levels, array.get(volume_levels, idx))
if accumulated_volume >= target_volume
break
❓How It Works
🔶 Weighted Volume Distribution
Implements proportional volume allocation based on the percentage of each bar that intersects with price levels. When a bar spans multiple levels, volume is distributed proportionally based on the intersection ratio, ensuring precise representation of trading activity across the entire price spectrum without double-counting or volume loss.
🔶 Real-Time Profile Generation
Profiles regenerate on each bar close when in visible range mode, automatically adapting to chart zoom and scroll actions. The system maintains optimal performance through intelligent caching mechanisms and selective line updates, ensuring smooth operation even with maximum resolution settings and extended analysis periods.
🔶 Market Sentiment Analysis
Features comprehensive volume analysis table displaying total volume metrics, bullish/bearish percentages, and overall market sentiment classification. The system calculates volume dominance ratios in real-time, providing immediate insight into whether buyers or sellers control the current price structure with percentage-based sentiment thresholds.
🔶 Visual Profile Mapping
Provides multi-layered visual feedback through colored volume bars, POC line highlighting, Value Area boundaries, and optional delta indicators. The system supports profile mirroring for alternative perspectives, line extension for future reference, and customizable label positioning with detailed price information at critical levels.
Why Choose Volume Profile Grid
The Volume Profile Grid represents the evolution of volume analysis tools, combining traditional volume profile concepts with modern visualization techniques and intelligent analysis algorithms. By integrating dynamic range selection, sophisticated bull/bear separation, and multi-mode visualization with POC/Value Area detection, it provides traders with institutional-quality market structure analysis that adapts to any trading style. The comprehensive delta analysis and sentiment monitoring system eliminates guesswork while the flexible visualization options ensure optimal clarity across all market conditions, making it an essential tool for traders seeking to understand true market dynamics through volume-based price discovery.
Volum
Candle Body Size AlertThis indicator monitors the body size of each candle (close minus open, ignoring wicks) and compares it to a user-defined threshold measured in ticks. If the candle body exceeds the threshold, the indicator triggers an alert condition at the close of the candle.
Features:
1. Adjustable threshold in ticks (default: 4000)
2. Adjustable timeframe (or use chart timeframe)
3. Alerts only at candle close (no intrabar signals)
Use Case:
Designed for traders who want to be notified when unusually large candles form, helping to identify strong momentum moves or volatility spikes.
Body & Volume-Based Buy/Sell Signals (5min 1.5M Vol)Only for 5 min and Volume 1.5M
Conditions (Summarized)
🔹 BUY Signal
Previous candle is red: close < open
Current candle is green: close > open
Previous candle body is smaller than current:
abs(close - open ) < abs(close - open)
Previous candle body size ≥ 10 points
Both candles' volume ≥ minVolume (default: 2,000,000)
➜ Plot BUY below green candle
🔸 SELL Signal
Previous candle is green: close > open
Current candle is red: close < open
Previous candle body is smaller than current:
abs(close - open ) < abs(close - open)
Previous candle body size ≥ 10 points
Both candles' volume ≥ minVolume
➜ Plot SELL above red candle
Price Acceleration Matrix [QuantAlgo]🟢 Overview
The Price Acceleration Matrix indicator is an advanced momentum analysis tool that measures the rate of change in price velocity across multiple timeframes simultaneously. It transforms raw price data into velocity measurements for each timeframe, then calculates the acceleration of these velocities to identify when momentum is building or deteriorating. By analyzing acceleration alignment across all three timeframes, the system can distinguish between strong directional moves (all timeframes accelerating in the same direction) and weak, choppy movements (mixed acceleration signals). This multi-timeframe acceleration matrix provides traders with early warning signals for momentum shifts, trend continuation and reversal opportunities across different timeframes and asset classes.
🟢 How It Works
The indicator employs a three-stage calculation process that transforms price data into actionable acceleration signals. First, it calculates velocity (rate of price change) for each of the three user-defined timeframes by measuring the percentage change in price over the specified lookback periods. These velocity calculations are normalized by their respective timeframe lengths to ensure fair comparison across different periods.
In the second stage, the system calculates acceleration by measuring the change in velocity from one bar to the next for each timeframe, effectively capturing the second derivative of price movement. This acceleration data reveals whether momentum is building (positive acceleration) or deteriorating (negative acceleration) at each timeframe level.
The final stage creates the acceleration matrix score by evaluating alignment across all three timeframes. When all timeframes show positive acceleration, the system averages them for maximum bullish signal strength. When all show negative acceleration, it averages them for maximum bearish signal strength. However, when acceleration signals are mixed across timeframes, the system applies a penalty by dividing the average by two, indicating consolidation or conflicting momentum forces. The resulting signal is then smoothed using an Exponential Moving Average and scaled to the -3 to +3 range using a user-defined threshold parameter.
🟢 How to Use
1. Signal Interpretation and Momentum Analysis
Positive Territory (Above Zero): Indicates accelerating upward momentum with bullish bias and favorable conditions for long positions
Negative Territory (Below Zero): Signals accelerating downward momentum with bearish bias and favorable conditions for short positions
Extreme Levels (±2 to ±3): Represent maximum acceleration alignment across all timeframes, indicating high-probability momentum continuation
Moderate Levels (±1 to ±2): Suggest building momentum with good timeframe alignment but less conviction than extreme readings
Near Zero (-0.5 to +0.5): Indicates mixed signals, consolidation, or momentum exhaustion requiring caution
2. Overbought/Oversold Zone Analysis
Above +2 (Overbought Zone): Markets showing extreme bullish acceleration may be due for profit-taking or short-term pullbacks
Below -2 (Oversold Zone): Markets showing extreme bearish acceleration may present reversal opportunities or bounce potential
Zone Exits: When acceleration retreats from extreme zones, it often signals momentum exhaustion and potential trend changes
🟢 Pro Tips for Trading
→ Early Momentum Detection: Watch for acceleration crossing above zero after periods of negative readings, as this often precedes major price movements by several bars, providing early entry opportunities before traditional indicators signal.
→ Momentum Exhaustion Signals: Exit or take profits when acceleration reaches extreme levels (±2.5 or higher) and begins to decline, even if price continues in the same direction, as momentum deterioration typically precedes price reversals.
→ Acceleration Divergence Strategy: Look for divergences between price highs/lows and acceleration peaks/troughs, as these often signal weakening momentum and potential reversal opportunities before they become apparent on price charts.
→ Threshold Optimization: Adjust the acceleration threshold based on asset volatility - higher thresholds (0.7-1.0) for volatile assets to reduce false signals, lower thresholds (0.3-0.5) for stable assets to maintain sensitivity.
→ Alert-Based Trading: Utilize the built-in alert system for bullish/bearish reversals (±2 level crosses) and trend changes (zero line crosses) to capture momentum shifts without constant chart monitoring, especially effective for swing trading approaches.
→ Risk Management Integration: Reduce position sizes when acceleration readings are weak (below ±1.0) and increase allocation when strong acceleration alignment occurs (above ±2.0), as signal strength correlates directly with probability of successful trades.
VWAP RIBBONVWAP Ribbon Indicator
The VWAP Ribbon Indicator is a comprehensive technical analysis tool designed for TradingView, utilizing multiple Volume-Weighted Average Price (VWAP) calculations across different timeframes (Daily, Weekly, Monthly, Yearly, and Custom) to identify potential trading opportunities. It generates buy/sell signals, detects institutional bias, compression zones, breakouts, false breakouts, and reversions, providing traders with a robust framework for decision-making. The indicator is highly customizable, allowing users to tailor its settings to their trading style and timeframe.
Features
Multi-Timeframe VWAPs: Plots VWAPs for Daily, Weekly, Monthly, Yearly, and a user-defined Custom timeframe, each with configurable deviation bands.
Buy/Sell Signals: Generates signals based on price interactions with VWAPs, rebounds, and crosses, with adjustable sensitivity and minimum conditions.
Institutional Bias: Identifies bullish or bearish institutional bias based on VWAP alignments and slopes.
Compression Zones: Detects areas where VWAPs converge, indicating potential accumulation or distribution phases.
Breakout and False Breakout Detection: Identifies confirmed breakouts and false breakouts after compression zones, with volume and price confirmation.
Reversion Signals: Detects reversions after price excesses beyond VWAP deviation bands, anchored to pivot points.
Custom VWAP: Allows users to define a custom VWAP timeframe (e.g., specific hours, days, weeks) for tailored analysis.
Tactical Panel: Displays real-time signal and market data in a customizable panel (compact or detailed).
Advanced Filters: Incorporates volume, RSI, EMA, and candlestick patterns to enhance signal accuracy.
How to Use
Adding the Indicator:
In TradingView, go to the Pine Editor, paste the provided code, and click "Add to Chart."
The indicator will overlay VWAP lines and deviation bands on your chart, with optional labels and a tactical panel.
Configuration: The indicator is divided into several input groups for easy customization:
⚙️ Activate VWAPs in Signals: Enable or disable Daily, Weekly, Monthly, Yearly, or Custom VWAPs for signal generation.
Visual VWAP Ribbon Settings: Toggle visibility and adjust colors for VWAP lines and deviation bands. Customize the Custom VWAP timeframe (e.g., 4 hours, 2 days).
Buy/Sell Signals: Enable labels for basic signals ("B" for Buy, "S" for Sell), set minimum conditions (1–10), and adjust signal sensitivity (0.1–1.0).
Institutional Bias Conditions: Enable background coloring for bias, set minimum VWAP spacing (%), and optionally require price alignment with VWAPs.
Statistical Signals: Enable reversion labels, adjust lookback periods, and set volume gates for reversions.
VWAP Compression: Enable detection of VWAP convergence zones and breakout/false breakout signals.
Custom Signals: Enable labels for Custom VWAP rebounds with configurable cooldowns.
Pro Filters: Apply advanced filters like minimum VWAP slope, relative price confirmation, volume thresholds, RSI, and EMA weights.
Signal Weight Configuration: Assign weights to various conditions (e.g., price crosses, rebounds) to fine-tune signal scoring.
Tactical Panel: Enable the panel, choose its position (e.g., top-right), and select compact or detailed mode.
Interpreting Signals:
Buy/Sell Signals: Appear as "B" (Buy) or "S" (Sell) labels with detailed tooltips listing triggered conditions (e.g., price crossing Daily VWAP, rebound from lower band). Signals require a minimum number of conditions (default: 3) and a normalized score above the sensitivity threshold (default: 0.5).
Institutional Bias: Background coloring (green for bullish, red for bearish) indicates VWAP alignment (e.g., Daily > Weekly > Monthly) and slope conditions. Neutral bias has no coloring.
Compression Zones: Gray background highlights areas where VWAPs are within a user-defined threshold (default: 0.5%), signaling potential accumulation/distribution.
Breakout Signals: Labeled as "BREAK ▲" or "BREAK ▼" after exiting a compression zone with strong candlestick confirmation and volume.
False Breakout Signals: Labeled as "FALSE ▲" or "FALSE ▼" when price crosses a Daily VWAP band but reverses back, indicating a failed breakout.
Reversion Signals: Labeled as "▲ R ▬ BUY" or "▼ R ▬ SELL" at pivot points after price excesses beyond VWAP bands, confirmed by volume (if enabled).
Custom VWAP Signals: Labeled as "C-BUY" or "C-SELL" for rebounds off the Custom VWAP’s deviation bands, with configurable volume and candlestick filters.
Tactical Panel: Displays the latest signal, price, date, bias, compression status, trend direction, VWAP distances, volume state, and technical summary (slopes, band distances).
Best Practices:
Timeframe Selection: The indicator auto-scales parameters for different timeframes (Daily+, Intraday ≥1h, Sub-hour). Adjust settings like lookbackBars or devThreshold for specific timeframes if autoScaleReversion is disabled.
Signal Sensitivity: Increase signalSensitivity (e.g., 0.7) for stricter signals or decrease (e.g., 0.3) for more frequent signals. Adjust minConditions to balance signal frequency and reliability.
Volume Filters: Enable useVolumeGate or useLiquidityFilter for high-liquidity assets to reduce false signals in low-volume conditions.
Compression and Breakouts: Use compression zones to anticipate breakouts. Enable showBreakoutLabels and showfalseBreakoutLabels to monitor confirmed and failed breakouts.
Custom VWAP: Set a specific timeframe (e.g., 4 hours) for intraday trading or longer periods (e.g., 2 weeks) for swing trading. Enable showCustomSignalLabels for tailored signals.
Reversion Trading: Use reversion signals for mean-reversion strategies, especially in range-bound markets. Adjust devThreshold and pivotLength for sensitivity.
Tactical Panel: Use the detailed panel for a quick overview of market conditions. Compact mode is ideal for minimal screen clutter.
Alerts:
Set up alerts for:
Institutional Bias (Buy/Sell)
VWAP Compression (Start/End)
Basic Buy/Sell Signals
Reversion Signals (Buy/Sell)
Breakout Signals (Bullish/Bearish)
False Breakout Signals (Bullish/Bearish)
Custom VWAP Rebound Signals (Buy/Sell)
Weekly/Monthly/Yearly VWAP Rebound Signals
In TradingView, go to the Alerts tab, select the indicator, and choose the desired condition. Customize alert messages as needed.
Notes
Performance: The indicator uses max_bars_back=5000 and max_labels_count=500 to ensure compatibility with most assets. For low-liquidity assets, consider enabling useLiquidityFilter to avoid noisy signals.
Customization: Experiment with weights in the "Signal Weight Configuration" group to prioritize specific conditions (e.g., increase wReboundD for Daily VWAP rebounds).
Limitations: Signals are based on historical data and VWAP interactions. Always combine with other analysis tools and risk management strategies.
License: This indicator is released under the Mozilla Public License 2.0.
Opening Range Breakout🚀 ORB – Optimized for Peak Performance 🚀
Catch the morning breakout moves with zero guesswork!
This plug-and-play Opening Range Breakout strategy is fully optimized ; no settings to tweak, no parameters to adjust.
✅ Pre-tuned for U.S. market open on 5-minute charts.
✅ Built-in risk management with stop loss, take profit, and one trade per day.
✅ Auto exit before market close to lock in gains and avoid late-day whipsaws.
Perfect for day traders who want to focus on execution, not experimentation.
Just load it, trade it, and let the strategy do the heavy lifting.
⚠ Disclaimer : Educational use only. Always backtest and paper trade before using with real capital.
Key Features
• No Guesswork – Pre-set with the best-performing configuration.
• Opening Range Breakout Logic – Identifies the early range of the market and trades strong breakouts.
• Strict Risk Management – Stop loss and take profit levels are automatically calculated from the range size.
• One Trade Per Day – Prevents overtrading and keeps the focus on quality setups.
• End-of-Day Auto Exit – Closes all open trades at 3:30 PM EST to avoid late-session volatility.
How It Works
1. Opening Range Calculation: At market open (9:30 AM EST), the strategy monitors opening range.
2. Breakout Entry: Monitors the breakouts with moment.
3. Risk & Profit Targets: Stop loss and take profit are calculated automatically based on the range size. Risk-to-reward ratio is set for balanced performance.
4. Trade Control: Only one trade per day (either long or short). All trades are force-closed at 3:30 PM EST.
Scalper ProCreated by 77
version 0.9 (Pre-release version)
Overview
The Scalper Pro Algo is a specialized day trading indicator optimized for the various timeframe, tailored for both stock and cryptocurrency markets. It delivers precise buy and sell signals, highlights dynamic overbought and oversold zones, and flags potential reversal points to support active traders.
At its core, the indicator blends a Kalman-filtered Super trend algorithm with VWMA (Volume-Weighted Moving Average) bands. This fusion enables trend-following and mean-reversion strategies by identifying high-probability entry and exit points. The Kalman filtering helps reduce market noise and minimize false signals, offering traders clearer, more dependable guidance for scalping and short-term trades.
Multi Volume Weighted Average Price1. Three independent VWAP configurations (VWAP 1, 2, and 3). Each can be set up separately
for periods such as: session, daily, weekly, monthly, etc.
2. Previous VWAP closing prices: Closed VWAPs from previous periods remain visible until the
price touches them. At that point, they are removed.
3. Bands: Based on standard deviation or a percentage of VWAP with an adjustable multiplier.
The bands can be turned on or off.
4. Source: OHLC4 is the default setting for an accurate approximation, but it is customizable
(e.g. HLC3).
5. Global Setting: Select 10,000 or 20,000 historical bars to prevent runtime errors for long
periods.
Usage tips:
1. Use VWAP 1 for daily sessions, VWAP 2 for weekly, and VWAP 3 for Monthly analysis to receive
multi-timeframe support.
2. Customize the labels to clearly distinguish them (e.g. D VWAP, W VWAP, M VWAP).
3. If you encounter errors with historical data (e.g. on the M1 chart), minimize the number of
historical bars displayed to 10,000.
Anchored VWAP by Fin VirajSimple Anchored VWAP with Directional Colors
📊 Overview
A clean and efficient Anchored VWAP (Volume Weighted Average Price) indicator with dynamic directional coloring. This indicator provides traders with a reliable reference point for price action analysis based on volume-weighted calculations from specific anchor points.
✨ Key Features
🎯 Multiple Anchor Types
Session: Anchors to daily trading session start
Day: Resets at the beginning of each trading day
Week: Weekly anchor points for swing trading
Month: Monthly anchors for longer-term analysis
Manual Date: Set custom anchor date for specific events
🌈 Directional Color System
🟢 Green: Price above VWAP with upward momentum
🔴 Red: Price below VWAP with downward momentum
🔵 Blue: Neutral/transitional conditions
📏 Standard Deviation Bands
Customizable multipliers (default: 1.0 and 2.0)
Toggle on/off as needed
Support and resistance levels based on statistical deviation
Filled area between bands for better visualization
🔧 Settings & Customization
Input Parameters
Anchor Type: Choose from 5 different anchor methods
Manual Anchor Date: Set specific date for manual anchoring
Reset Anchor Point: Manual reset button
Show Standard Deviation Bands: Toggle bands visibility
Band Multipliers: Adjust band distance (1σ and 2σ)
VWAP Line Width: Customize line thickness (1-4)
Color Customization
Bullish Color: Customize uptrend color
Bearish Color: Customize downtrend color
Neutral Color: Customize neutral state color
Band Color: Customize standard deviation bands color
📈 How to Use
For Day Trading
Set anchor type to "Session" or "Day"
Use VWAP as dynamic support/resistance
Green color = bullish bias, Red color = bearish bias
For Swing Trading
Set anchor type to "Week" or "Month"
Longer-term VWAP acts as major S/R level
Standard deviation bands show potential reversal zones
For Event-Based Analysis
Set anchor type to "Manual Date"
Choose significant event date (earnings, news, etc.)
Analyze price behavior relative to that anchor point
🎨 Visual Interpretation
VWAP Line Colors
Bright Green: Strong bullish momentum (price above rising VWAP)
Bright Red: Strong bearish momentum (price below falling VWAP)
Blue: Neutral conditions or transitional phase
Standard Deviation Bands
Upper Bands: Potential resistance levels
Lower Bands: Potential support levels
Band Touches: Often indicate reversal or continuation points
💡 Trading Applications
Support & Resistance
VWAP acts as dynamic support in uptrends
VWAP acts as dynamic resistance in downtrends
Standard deviation bands provide additional S/R levels
Trend Analysis
Price consistently above VWAP = bullish trend
Price consistently below VWAP = bearish trend
Color changes help identify trend shifts
Entry & Exit Points
Use VWAP reclaims for potential long entries
Use VWAP breaks for potential short entries
Standard deviation bands for profit-taking levels
⚙️ Technical Details
Pine Script Version: v6
Overlay: Yes (plots on price chart)
Calculation: Volume-weighted average price from anchor point
Standard Deviation: Statistical measure of price dispersion
Performance: Optimized for real-time calculation
🔄 Anchor Reset Logic
The indicator automatically resets based on selected anchor type:
Session/Day: Resets at market open
Week: Resets at week start
Month: Resets at month start
Manual: Resets from chosen date
Manual Reset: Override button for immediate reset
📋 Best Practices
Choose appropriate timeframe for your anchor type
Combine with volume analysis for better confirmation
Use multiple timeframes for comprehensive analysis
Consider market context when interpreting signals
Test on demo before live trading
⚠️ Disclaimer
This indicator is for educational and informational purposes only. Always conduct your own analysis and risk management before making trading decisions.
London/NY Forex SessionDesigned for Forex traders who want a clear view of market dynamics.
This tool highlights the most active trading windows of the day, helping you align with institutional moves and avoid low-liquidity periods.
Volume Split Subwindow — Buy/Sell %, ADX, DeltaThis script splits each candle’s volume into **buy vs sell portions** (teal = buy, red = sell).
It plots a **volume histogram** with moving average lines (MA and 2×MA) for breakout detection.
Two side panels show **Buy/Sell %, Delta, ADX, and absolute buy/sell volumes** for quick analysis.
Fibo Swing MFI by julzALGOOVERVIEW
Fibo Swing MFI by julzALGO blends MFI → RSI → Least-Squares smoothing to flag overbought/oversold swings and continuously plot Fibonacci retracements from the rolling high/low of the last 200 bars. It’s built to spot momentum shifts while giving you a clean, always-current fib map of the recent market range.
CORE PRINCIPLES
Hybrid Momentum Signal
- Uses MFI to integrate price and volume.
- Applies RSI to MFI for momentum clarity.
- Smooths the result with Least Squares regression to reduce noise.
Swing Identification
- Marks potential swing highs when momentum is overbought.
- Marks potential swing lows when momentum is oversold.
Fixed-Window Fibonacci Mapping
- Always calculates fib levels from the highest high and lowest low of the last 200 bars.
- This keeps fib zones consistent, independent of swing point detection.
Visual Clarity & Non-Repainting Logic
- Clean labels for OB/OS zones.
- Lines and levels update only as new bars confirm changes.
Adaptability
- Works on any market and timeframe.
- Adjustable momentum length, OB/OS thresholds, and smoothing.
HOW IT WORKS
- Computes Money Flow Index (MFI) from price & volume.
- Applies RSI to the MFI for clearer OB/OS momentum.
- Smooths the hybrid with a Least Squares (linear regression) filter.
- Swing labels appear when OB/OS conditions are met (green = swing low, red = swing high).
- Fibonacci retracements are always drawn from the highest high and lowest low of the last 200 bars (rolling window), independent of swing labels.
HOW TO USE
- Watch for OB/OS flips to mark potential swing highs/lows.
- Use the 200-bar fib grid as your active map of pullback levels and reaction zones.
- Combine fib reactions with your price action/volume cues for confirmation.
- Works across markets and timeframes.
SETTINGS
- Length – Period for both MFI and RSI.
- OB/OS Levels – Overbought/oversold thresholds (default 70/30).
- Smooth – Least-Squares smoothing length.
- Fibonacci Window – Fixed at 200 bars in this version (changeable in code via fibLen).
NOTES
- Logic is non-repainting aside from standard bar/label confirmation.
- Increase Length on very low timeframes to reduce noise.
- Swing labels help context; fibs are always based on the most recent 200-bar high/low range.
SUMMARY
Fibo Swing MFI by julzALGO is a momentum-plus-price action tool that merges MFI → RSI → smoothing to identify overbought/oversold swings and automatically plot Fibonacci retracements based on the rolling high/low of the last 200 bars. It’s designed to help traders quickly see potential reversal points and pullback zones, offering visual confluence between momentum shifts and fixed-window price structure.
DISCLAIMER
For educational purposes only. Not financial advice. Trade responsibly with proper risk management.
Volume Spike DetectorDetects a spike in Volume . based on volume on tradingviews. It highlights when volume is 1.5X of usual average
Nifty Power -> Nifty 50 chart + EMA of RSI + avg volume strategyThis strategy works in 1 hour candle in Nifty 50 chart. In this strategy, upward trade takes place when there is a crossover of RSI 15 on EMA50 of RSI 15 and volume is greater than volume based EMA21. On the other hand, lower trade takes place when RSI 15 is less than EMA50 of RSI 15. Please note that there is no stop loss given and also that the trade will reverse as per the trend. Sometimes on somedays, there will be no trades. Also please note that this is an Intraday strategy. The trade if taken closes on 15:15 in Nifty 50. This strategy can be used for swing trading. Some pine script code such as supertrend and ema21 of close is redundant. Try not to get confused as only EMA50 of RSI 15 is used and EMA21 of volume is used. I am using built-in pinescript indicators and there is no special calculation done in the pine script code. I have taken numbars variable to count number of candles. For example, if you have 30 minuite chart then numbars variable will count the intraday candles accordingly and the same for 1 hour candles.
High Tick Volume Alert (Classic Style)This indicator has the classic appearance of the volume indicator for tick volume. It notifies you according to your individual settings when there is increased volume on price.
PVSRA Volume Suite Combinedcreegrack modfied pvsra volume indicator, all his feature but you are able to see on a smaller screen
Previous High/Low Range (D,W,M)Previous High/Low Range (D,W,M)
This indicator displays the previous period’s High, Low, and 50% Midpoint levels for the Day, Week, and Month. It visually extends these levels into the future for easy reference, helping traders identify key support and resistance zones. Users can customize the visibility, colors, and line styles for each timeframe, and optionally show labels and a dashed midpoint line for clearer analysis. Ideal for trend analysis and spotting potential reversal points.
Dual Volume Profiles: Session + Rolling (Range Delineation)Dual Volume Profiles: Session + Rolling (Range Delineation)
INTRO
This is a probability-centric take on volume profile. I treat the volume histogram as an empirical PDF over price, updated in real time, which makes multi-modality (multiple acceptance basins) explicit rather than assumed away. The immediate benefit is operational: if we can read the shape of the distribution, we can infer likely reversion levels (POC), acceptance boundaries (VAH/VAL), and low-friction corridors (LVNs).
My working hypothesis is that what traders often label “fat tails” or “power-law behavior” at short horizons is frequently a tail-conditioned view of a higher-level Gaussian regime. In other words, child distributions (shorter periodicities) sit within parent distributions (longer periodicities); when price operates in the parent’s tail, the child regime looks heavy-tailed without being fundamentally non-Gaussian. This is consistent with a hierarchical/mixture view and with the spirit of the central limit theorem—Gaussian structure emerges at aggregate scales, while local scales can look non-Gaussian due to nesting and conditioning.
This indicator operationalizes that view by plotting two nested empirical PDFs: a rolling (local) profile and a session-anchored profile. Their confluence makes ranges explicit and turns “regime” into something you can see. For additional nesting, run multiple instances with different lookbacks. When using the default settings combined with a separate daily VP, you effectively get three nested distributions (local → session → daily) on the chart.
This indicator plots two nested distributions side-by-side:
Rolling (Local) Profile — short-window, prorated histogram that “breathes” with price and maps the immediate auction.
Session Anchored Profile — cumulative distribution since the current session start (Premkt → RTH → AH anchoring), revealing the parent regime.
Use their confluence to identify range floors/ceilings, mean-reversion magnets, and low-volume “air pockets” for fast traverses.
What it shows
POC (dashed): central tendency / “magnet” (highest-volume bin).
VAH & VAL (solid): acceptance boundaries enclosing an exact Value Area % around each profile’s POC.
Volume histograms:
Rolling can auto-color by buy/sell dominance over the lookback (green = buying ≥ selling, red = selling > buying).
Session uses a fixed style (blue by default).
Session anchoring (exchange timezone):
Premarket → anchors at 00:00 (midnight).
RTH → anchors at 09:30.
After-hours → anchors at 16:00.
Session display span:
Session Max Span (bars) = 0 → draw from session start → now (anchored).
> 0 → draw a rolling window N bars back → now, while still measuring all volume since session start.
Why it’s useful
Think in terms of nested probability distributions: the rolling node is your local Gaussian; the session node is its parent.
VA↔VA overlap ≈ strong range boundary.
POC↔POC alignment ≈ reliable mean-reversion target.
LVNs (gaps) ≈ low-friction corridors—expect quick moves to the next node.
Quick start
Add to chart (great on 5–10s, 15–60s, 1–5m).
Start with: bins = 240, vaPct = 0.68, barsBack = 60.
Watch for:
First test & rejection at overlapping VALs/VAHs → fade back toward POC.
Acceptance beyond VA (several closes + growing outer-bin mass) → traverse to the next node.
Inputs (detailed)
General
Lookback Bars (Rolling)
Count of most-recent bars for the rolling/local histogram. Larger = smoother node that shifts slower; smaller = more reactive, “breathing” profile.
• Typical: 40–80 on 5–10s charts; 60–120 on 1–5m.
• If you increase this but keep Number of Bins fixed, each bin aggregates more volume (coarser bins).
Number of Bins
Vertical resolution (price buckets) for both rolling and session histograms. Higher = finer detail and crisper LVNs, but more line objects (closer to platform limits).
• Typical: 120–240 on 5–10s; 80–160 on 1–5m.
• If you hit performance or object limits, reduce this first.
Value Area %
Exact central coverage for VAH/VAL around POC. Computed empirically from the histogram (no Gaussian assumption): the algorithm expands from POC outward until the chosen % is enclosed.
• Common: 0.68 (≈“1σ-like”), 0.70 for slightly wider core.
• Smaller = tighter VA (more breakout flags). Larger = wider VA (more reversion bias).
Max Local Profile Width (px)
Horizontal length (in pixels) of the rolling bars/lines and its VA/POC overlays. Visual only (does not affect calculations).
Session Settings
RTH Start/End (exchange tz)
Defines the current session anchor (Premkt=00:00, RTH=your start, AH=your end). The session histogram always measures from the most recent session start and resets at each boundary.
Session Max Span (bars, 0 = full session)
Display window for session drawings (POC/VA/Histogram).
• 0 → draw from session start → now (anchored).
• > 0 → draw N bars back → now (rolling look), while still measuring all volume since session start.
This keeps the “parent” distribution measurable while letting the display track current action.
Local (Rolling) — Visibility
Show Local Profile Bars / POC / VAH & VAL
Toggle each overlay independently. If you approach object limits, disable bars first (POC/VA lines are lighter).
Local (Rolling) — Colors & Widths
Color by Buy/Sell Dominance
Fast uptick/downtick proxy over the rolling window (close vs open):
• Buying ≥ Selling → Bullish Color (default lime).
• Selling > Buying → Bearish Color (default red).
This color drives local bars, local POC, and local VA lines.
• Disable to use fixed Bars Color / POC Color / VA Lines Color.
Bars Transparency (0–100) — alpha for the local histogram (higher = lighter).
Bars Line Width (thickness) — draw thin-line profiles or chunky blocks.
POC Line Width / VA Lines Width — overlay thickness. POC is dashed, VAH/VAL solid by design.
Session — Visibility
Show Session Profile Bars / POC / VAH & VAL
Independent toggles for the session layer.
Session — Colors & Widths
Bars/POC/VA Colors & Line Widths
Fixed palette by design (default blue). These do not change with buy/sell dominance.
• Use transparency and width to make the parent profile prominent or subtle.
• Prefer minimal? Hide session bars; keep only session VA/POC.
Reading the signals (detailed playbook)
Core definitions
POC — highest-volume bin (fair price “magnet”).
VAH/VAL — upper/lower bounds enclosing your Value Area % around POC.
Node — contiguous block of high-volume bins (acceptance).
LVN — low-volume gap between nodes (low friction path).
Rejection vs Acceptance (practical rule)
Rejection at VA edge: 0–1 closes beyond VA and no persistent growth in outer bins.
Acceptance beyond VA: ≥3 closes beyond VA and outer-bin mass grows (e.g., added volume beyond the VA edge ≥ 5–10% of node volume over the last N bars). Treat acceptance as regime change.
Confluence scores (make boundary/target quality objective)
VA overlap strength (range boundary):
C_VA = 1 − |VA_edge_local − VA_edge_session| / ATR(n)
Values near 1.0 = tight overlap (stronger boundary).
Use: if C_VA ≥ 0.6–0.8, treat as high-quality fade zone.
POC alignment (magnet quality):
C_POC = 1 − |POC_local − POC_session| / ATR(n)
Higher C_POC = greater chance a rotation completes to that fair price.
(You can estimate these by eye.)
Setups
1) Range Fade at VA Confluence (mean reversion)
Context: Local VAL/VAH near Session VAL/VAH (tight overlap), clear node, local color not screaming trend (or flips to your side).
Entry: First test & rejection at the overlapped band (wick through ok; prefer close back inside).
Stop: A tick/pip beyond the wider of the two VA edges or beyond the nearest LVN, a small buffer zone can be used to judge whether price is truly rejecting a VAL/VAH or simply probing.
Targets: T1 node mid; T2 POC (size up when C_POC is high).
Flip: If acceptance (rule above) prints, flip bias or stand down.
2) LVN Traverse (continuation)
Context: Price exits VA and enters an LVN with acceptance and growing outer-bin volume.
Entry: Aggressive—first close into LVN; Conservative—retest of the VA edge from the far side (“kiss goodbye”).
Stop: Back inside the prior VA.
Targets: Next node’s VA edge or POC (edge = faster exits; POC = fuller rotations).
Note: Flatter VA edge (shallower curvature) tends to breach more easily.
3) POC→POC Magnet Trade (rotation completion)
Context: Local POC ≈ Session POC (high C_POC).
Entry: Fade a VA touch or pullback inside node, aiming toward the shared POC.
Stop: Past the opposite VA edge or LVN beyond.
Target: The shared POC; optional runner to opposite VA if the node is broad and time-of-day is supportive.
4) Failed Break (Reversion Snap-back)
Context: Push beyond VA fails acceptance (re-enters VA, outer-bin growth stalls/shrinks).
Entry: On the re-entry close, back toward POC.
Stop/Target: Stop just beyond the failed VA; target POC, then opposite VA if momentum persists.
How to read color & shape
Local color = most recent sentiment:
Green = buying ≥ selling; Red = selling > buying (over the rolling window). Treat as context, not a standalone signal. A green local node under a blue session VAH can still be a fade if the parent says “over-valued.”
Shape tells friction:
Fat nodes → rotation-friendly (fade edges).
Sharp LVN gaps → traversal-friendly (momentum continuation).
Time-of-day intuition
Right after session anchor (e.g., RTH 09:30): Session profile is young and moves quickly—treat confluence cautiously.
Mid-session: Cleanest behavior for rotations.
Close / news: Expect more traverses and POC migrations; tighten risk or switch playbooks.
Risk & execution guidance
Use tight, mechanical stops at/just beyond VA or LVN. If you need wide stops to survive noise, your entry is late or the node is unstable.
On micro-timeframes, account for fees & slippage—aim for targets paying ≥2–3× average cost.
If acceptance prints, don’t fight it—flip, reduce size, or stand aside.
Suggested presets
Scalp (5–10s): bins 120–240, barsBack 40–80, vaPct 0.68–0.70, local bars thin (small bar width).
Intraday (1–5m): bins 80–160, barsBack 60–120, vaPct 0.68–0.75, session bars more visible for parent context.
Performance & limits
Reuses line objects to stay under TradingView’s max_lines_count.
Very large bins × multiple overlays can still hit limits—use visibility toggles (hide bars first).
Session drawings use time-based coordinates to avoid “bar index too far” errors.
Known nuances
Rolling buy/sell dominance uses a simple uptick/downtick proxy (close vs open). It’s fast and practical, but it’s not a full tape classifier.
VA boundaries are computed from the empirical histogram—no Gaussian assumption.
This script does not calculate the full daily volume profile. Several other tools already provide that, including TradingView’s built-in Volume Profile indicators. Instead, this indicator focuses on pairing a rolling, short-term volume distribution with a session-wide distribution to make ranges more explicit. It is designed to supplement your use of standard or periodic volume profiles, not replace them. Think of it as a magnifying lens that helps you see where local structure aligns with the broader session.
How to trade it (TL;DR)
Fade overlapping VA bands on first rejection → target POC.
Continue through LVN on acceptance beyond VA → target next node’s VA/POC.
Respect acceptance: ≥3 closes beyond VA + growing outer-bin volume = regime change.
FAQ
Q: Why 68% Value Area?
A: It mirrors the “~1σ” idea, but we compute it exactly from empirical volume, not by assuming a normal distribution.
Q: Why are my profiles thin lines?
A: Increase Bars Line Width for chunkier blocks; reduce for fine, thin-line profiles.
Q: Session bars don’t reach session start—why?
A: Set Session Max Span (bars) = 0 for full anchoring; any positive value draws a rolling window while still measuring from session start.
Changelog (v1.0)
Dual profiles: Rolling + Session with independent POC/VA lines.
Session anchoring (Premkt/RTH/AH) with optional rolling display span.
Dynamic coloring for the rolling profile (buying vs selling).
Fully modular toggles + per-feature colors/widths.
Thin-line rendering via bar line width.
BlackDelta : Consolidation DetectorVisuals :
Purple background → whole chart section is in consolidation.
Small orange circle under the bar → that specific bar is meeting all conditions. (Consolidation)
So visually:
Purple shaded region = "market is coiling here"
You can track price action in that shaded zone, then look for a breakout beyond the range for trades.
This tool basically filters out fake quiet periods and only highlights the real compression zones that often lead to a breakout.
Enjoy :)
Rolling VWAP with Bands (Locked Timeframe)Rolling VWAP with Customizable Bands — Locked Timeframe
This indicator plots a rolling Volume Weighted Average Price (VWAP) over a fixed, user-selected timeframe — so it stays consistent no matter what chart timeframe you’re viewing. Unlike the standard anchored VWAP, this one works like a moving average weighted by volume, providing a smoother, more adaptive central price line that doesn’t reset each session.
It also includes up to three optional deviation bands, each with its own toggle and multiplier setting. The bands are based on standard deviation, helping you quickly identify when price is stretched above or below its mean.
Features:
Locked-timeframe VWAP — calculation stays fixed to your chosen resolution (e.g., 1H, 4H, Daily)
Adjustable lookback length for VWAP calculation
Up to 3 standard deviation bands, each with:
On/Off toggle
Independent multiplier control
Works on any chart timeframe without changing shape
Optional filled shading between bands for clarity
Uses:
Spot overbought/oversold conditions relative to VWAP
Identify dynamic support & resistance
Confirm trend strength or mean reversion setups
Keep a consistent reference line across multiple chart timeframes
Jose's Rolling VWAP with BandsRolling VWAP with Customizable Deviation Bands
This indicator plots a rolling Volume Weighted Average Price (VWAP) over a user-defined lookback period, rather than resetting each day or from a fixed anchor point. The rolling calculation makes it act more like a moving average — but weighted by volume — providing a smoother, more adaptive central price line.
It also includes up to three optional deviation bands, which can be independently toggled on/off and assigned their own multipliers. These bands are calculated using the chosen lookback’s standard deviation, giving traders a quick visual of price dispersion around VWAP.
Features:
Adjustable rolling VWAP lookback length
Up to 3 customizable standard deviation bands
Individual checkboxes for enabling/disabling each band
Independent multiplier control for each band
Works on any timeframe and symbol
Uses:
Identify overextended price moves relative to VWAP
Spot dynamic support/resistance zones
Gauge mean reversion opportunities
Confirm trend strength when price hugs or breaks away from VWAP
VWAP with 2 EMAs + EMA TimeFrameAs you can see the chart displays the VWAP on white and the 9 EMA on the 5 min tf on green, the blue line represents the same 9 EMA on the 15 min tf that way you can see right away without navigating between timeframes if the price is retesting, breaking, rejecting a higher timeframe, you can change the EMA values for the chart and also the timeframe for the desired extra EMA, very useful for day traders and scalpers who need to think faster. Less stressful less annoying.
Hope it works for you.
Evening Star Detector (VDS)This is a great indicator for a reversal. After the close of the previous Evening star candle, expect a position for the next fifteen minutes in the opposite direction. This is a method that was discovered by @VicDamoneSean on twitter. Created by @dani_spx7 and @yan_dondotta on twitter. This indicator has been back tested.
