Area

EVA Ai + POC, Liquidity & Smart Money 1.4.1 RU 💎 EVA Ai + POC, Liquidity & Smart Money 1.4.1 RU — РЫНОК, РАЗЛОЖЕННЫЙ ПО ЦЕНАМ Обычный объём под графиком отвечает на вопрос «сколько проторговали за свечу». EVA Volume Profile PRO показывает другое: на каких ценах проходил основной объём, где рынок принимал стоимость, где оставались пустоты и к каким зонам цена может вернуться за ликвидностью. На одном графике собраны Volume Profile, POC, Value Area, VAH, VAL, HVN, LVN, направленный объём и подтверждённые пулы BSL/SSL. Без сплошной заливки экрана. Профиль остаётся читаемым даже рядом со свечами, а AUTOPILOT подстраивает детализацию под таймфрейм и доступный объём данных. Это инструмент для анализа аукциона и ликвидности. Он не рисует готовые LONG/SHORT-входы и не подменяет риск-менеджмент. Его задача — показать структуру рынка до принятия решения. ━━━━━━━━━━━━━━━━━━━━ ⚡ ЧТО РАССЧИТЫВАЕТ ИНДИКАТОР • Volume Profile — горизонтальное распределение объёма по ценам. • POC — цена с максимальным проторгованным объёмом. • Value Area — диапазон, где сосредоточена выбранная доля объёма; стандартная цель — 70%. • VAH и VAL — верхняя и нижняя границы зоны стоимости. • HVN — узлы высокого объёма, где рынок принимал цену и часто переходил в баланс. • LVN — узлы низкого объёма, через которые цена обычно проходит быстрее либо резко отказывается от уровня. • Up/Down Volume — направленный контекст объёма по свечам младшего таймфрейма. • BSL/SSL — подтверждённые buy-side и sell-side liquidity pools около равных swing high / swing low. • Delta — разница между классифицированным Up Volume и Down Volume внутри выбранного диапазона. • Nearest Liquidity — ближайшие BSL/SSL, расстояние до них в ATR, качество Q и текущее состояние. ━━━━━━━━━━━━━━━━━━━━ 🧭 КАК ЧИТАТЬ ПРОФИЛЬ НА ГРАФИКЕ 1. Начните с положения цены относительно Value Area Цена между VAL и VAH находится в зоне принятой стоимости. Здесь рынок чаще вращается вокруг POC, тестирует HVN и возвращается к балансу. Закрепление выше VAH показывает выход из справедливой стоимости вверх. Закрепление ниже VAL — выход вниз. Сам пробой ещё не является входом: смотрите, удерживается ли граница после ретеста и подтверждает ли движение объём. 2. Найдите POC Яркая розовая линия POC отмечает цену максимальной концентрации объёма. Это главный центр текущего профиля и сильный рыночный магнит. Если цена находится далеко от POC, рынок может продолжить поиск новой стоимости или вернуться к прежнему балансу. Если цена торгуется около POC, преимущество сторон обычно слабее — здесь чаще появляется шум и двусторонняя торговля. 3. Прочитайте форму гистограммы Чем длиннее горизонтальная строка, тем больше объёма прошло на этой цене. Короткая строка означает низкое принятие цены. Основной профиль выполнен в спокойной нейтральной палитре. Тонкая neon-рейка у якоря показывает доминирующую сторону каждой строки: бирюзовый цвет — преимущество Up Volume, розовый — Down Volume. Яркость растёт вместе с дисбалансом. 4. Используйте HVN как зоны принятия Синие HVN-зоны отмечают локальные пики объёма. Здесь цена может замедляться, формировать консолидацию, повторно тестировать уровень или использовать его как поддержку/сопротивление. HVN не исчезает после касания. Это уже проторгованная структура рынка, а не ожидающий стоп-пул. 5. Используйте LVN как коридоры непринятия Янтарные LVN-зоны показывают провалы объёма. Внутри таких участков рынок провёл мало времени, поэтому движение может ускоряться. На границе LVN также возможен резкий отказ, если цена не получает нового объёмного подтверждения. LVN тоже не удаляется после первого теста: он остаётся частью рассчитанного профиля и перестраивается вместе с выбранным диапазоном. 6. Проверьте BSL и SSL BSL формируется над подтверждёнными равными swing high — там часто концентрируются стопы продавцов и ликвидность покупателей. SSL строится под равными swing low, где может находиться ликвидность продавцов. Зона появляется только после подтверждения минимум двух сопоставимых экстремумов и прохождения фильтра качества. В Q учитываются относительный объём, rejection wick и расстояние между подтверждениями. Состояния зон: • FRESH — подтверждённая зона ещё не тестировалась. • TESTED — цена вошла в диапазон, но не прошла его полностью; зона становится визуально слабее. • OFF — пул остаётся в расчёте, но находится за рабочим ATR-радиусом и временно скрыт с графика. • SWEPT — дальняя граница пройдена; зона считается собранной и полностью удаляется. 7. Сверьтесь с Delta Положительная Delta означает, что внутри всего выбранного профиля больше объёма классифицировано как Up Volume. Отрицательная — преимущество Down Volume. Delta относится ко всему диапазону, а не к последней свече. Поэтому текущая красная свеча может находиться внутри положительного профиля — противоречия здесь нет. ━━━━━━━━━━━━━━━━━━━━ 📊 ЧТО ПОКАЗЫВАЕТ ПАНЕЛЬ EVA LIQUIDITY • Autopilot — активна ли автоматическая адаптация. • Auction — цена внутри Value Area, выше VAH или ниже VAL. • Range — Visible Range, Session HD или Fixed Range. • Source — свечи графика либо выбранный Lower Timeframe. • Rows × Step — количество строк и фактический ценовой шаг. • Up / Down — доли направленного объёма. • Delta — суммарный дисбаланс диапазона. • POC / dist — POC и расстояние текущей цены до него. • VAL — VAH — границы справедливой стоимости. • Nearest BSL / SSL — ближайший пул, расстояние в ATR, Q и статус. • Nearest HVN / LVN — ближайшие объёмные узлы. • Structure — верхняя, нижняя или сбалансированная концентрация профиля. • Status — developing-профиль, закрытые свечи либо безопасный fallback источника данных. ━━━━━━━━━━━━━━━━━━━━ ⚙️ ТРИ РЕЖИМА VOLUME PROFILE VISIBLE RANGE Профиль рассчитывается только по свечам, видимым на экране. Изменили масштаб или прокрутили график — расчёт автоматически обновился. Это основной режим для быстрого анализа текущей рыночной структуры. SESSION HD Строит отдельный профиль торговой сессии. Подходит для intraday, day trading и поиска дневных POC, VAH/VAL, HVN/LVN. FIXED RANGE Позволяет исследовать конкретный импульс, накопление, боковик или участок от пробоя до текущей цены. Начало и конец задаются временными маркерами. ━━━━━━━━━━━━━━━━━━━━ 🚀 БЫСТРЫЕ СЦЕНАРИИ ЧТЕНИЯ БАЛАНС Цена внутри Value Area и рядом с POC/HVN. Рынок принимает стоимость. В таком режиме логичнее ждать реакции от границ VA, а не преследовать движение в центре профиля. ПОИСК ЦЕНЫ ВВЕРХ Цена удерживается выше VAH, профиль расширяется вверх, Delta поддерживает покупателей, а впереди находится BSL. Контекст бычий, пока возврат под VAH не отменил выход из стоимости. ПОИСК ЦЕНЫ ВНИЗ Цена закрепляется ниже VAL, Down Volume усиливается, а ближайшая SSL расположена ниже. Медвежий контекст сохраняется, пока цена не вернулась внутрь Value Area. БЫСТРОЕ ПРОХОЖДЕНИЕ Цена входит в LVN без встречного объёма. Внутри низкообъёмного коридора движение может ускориться до следующего HVN, границы VA или активного liquidity pool. СБОР ЛИКВИДНОСТИ Цена проходит дальнюю границу BSL/SSL, пул удаляется, затем рынок показывает принятие либо отказ. Оценивайте реакцию свечей, объём и положение относительно VAH/VAL — сам sweep не гарантирует разворот. ━━━━━━━━━━━━━━━━━━━━ 🧠 AUTOPILOT И ТОЧНОСТЬ РАСЧЁТА AUTOPILOT автоматически выбирает младший таймфрейм, плотность строк, пороги HVN/LVN, параметры pivot и минимальное качество liquidity pools. Developing-профиль обновляется по мере поступления новых данных. Для более точного распределения объёма индикатор может использовать Lower Timeframe OHLCV. Если младшие данные недоступны или неполны, система переключается на полный набор свечей текущего графика без скрытой обрезки диапазона. EVA использует объём, который предоставляет источник данных выбранного инструмента. Для Forex это часто tick volume. Pine Script не даёт исторический биржевой стакан и полноценный bid/ask footprint, поэтому индикатор не выдумывает такие данные: направленный объём рассчитывается по движению свечей младшего таймфрейма. Подтверждённые BSL/SSL создаются по закрытым pivot-событиям и не дорисовываются задним числом на более ранних барах. Visible Range и developing-профиль закономерно пересчитываются при изменении диапазона или поступлении новой свечи — это нормальная работа динамического Volume Profile. ━━━━━━━━━━━━━━━━━━━━ ⚠️ РИСК EVA Volume Profile PRO — аналитический инструмент для PulseWire. Он не исполняет сделки и не является индивидуальной инвестиционной рекомендацией. Любой рынок связан с риском; окончательное решение, размер позиции и проверка сценария остаются за трейдером. ━━━━━━━━━━━━━━━━━━━━ 🔥 ХОТИТЕ ПЕРЕЙТИ ОТ КАРТЫ ЛИКВИДНОСТИ К ГОТОВОМУ ТОРГОВОМУ СЦЕНАРИЮ? EVA AI Plus объединяет подтверждённые LONG/SHORT-сигналы, Market Structure, Liquidity Sweep, Smart Money, Support/Resistance, Supply/Demand, Fair Value Gaps, Whale Volume, фильтры качества, AI Advisor, TP/SL, Trail, TP+ и внутреннюю статистику в одном рабочем пространстве PulseWire. Откройте премиальный EVA AI Plus, добавьте его в избранное и запросите доступ к 7-дневному тест-драйву: ⚠️🔥Картинка является ссылкой. КЛИКНИТЕ по картинке для открытия индикатора!!! _________________________________________ 💎 EVA VOLUME PROFILE PRO — SEE WHERE THE MARKET ACCEPTED PRICE Volume bars below a chart tell you when activity happened. EVA Volume Profile PRO shows where it happened. The indicator maps traded volume across price, calculates POC and the Value Area, detects HVN/LVN structure, tracks directional volume and builds confirmed BSL/SSL liquidity pools. The result is a clean auction map for traders who use Volume Profile, Smart Money concepts, market structure and liquidity analysis — without flooding the candles with heavy color. Use it for stocks, crypto and Forex, from scalping and intraday trading to swing analysis. AUTOPILOT adapts the lower timeframe, row density, node thresholds and liquidity-quality filters to the active chart. This is a market-reading tool, not a LONG/SHORT signal generator. Its job is to show where value sits, where price may accelerate and where confirmed liquidity remains active before you build a trade plan. ━━━━━━━━━━━━━━━━━━━━ ⚡ CORE MARKET MAP • Volume Profile — horizontal volume distribution by price. • POC — the price row with the highest calculated volume. • Value Area — the price range containing the selected share of total volume; 70% is the standard target. • VAH / VAL — upper and lower Value Area boundaries. • HVN — high-volume acceptance nodes where price may slow, balance or retest. • LVN — low-volume rejection corridors where price can travel quickly. • Up / Down Volume — directional volume context classified from lower-timeframe candles. • Delta — the difference between classified Up Volume and Down Volume across the profile. • BSL / SSL — confirmed buy-side and sell-side liquidity pools around equal swing highs and lows. • Liquidity Quality Q — a quality score using relative volume, rejection wick and spacing between confirmations. • Nearest Targets — closest BSL, SSL, HVN and LVN with ATR distance and live state. ━━━━━━━━━━━━━━━━━━━━ 🗺 HOW TO READ THE CHART START WITH VALUE Price between VAL and VAH is trading inside accepted value. This is usually a two-sided auction: POC attracts price, HVNs can hold rotation and the center of the profile often produces more noise than its edges. Holding above VAH signals price discovery above value. Holding below VAL signals price discovery below value. A single breakout is not enough on its own — watch whether the boundary survives a retest and whether directional volume supports the move. READ THE POC The bright magenta POC marks the highest-volume price in the selected range. It acts as the profile’s center of gravity. Price close to POC is usually balanced. Price far from POC may be building a new area of value or preparing a rotation back toward the old one. Context decides which path is active. READ THE PROFILE SHAPE Long horizontal rows represent heavier participation. Short rows show low acceptance. The main histogram uses a restrained neutral palette. A thin neon rail at the profile anchor shows row-level direction: teal for Up Volume dominance, pink for Down Volume dominance. Stronger imbalance produces a brighter rail without recoloring the entire histogram. HVN — ACCEPTANCE Blue HVN zones mark local volume peaks. These are areas where the market previously agreed on price. Expect slower movement, consolidation, support/resistance behavior or repeated tests. An HVN does not disappear after a touch. It represents completed volume structure, not uncollected stops. LVN — REJECTION AND FAST TRAVEL Amber LVN zones mark local volume valleys. Price spent less time there, so movement may accelerate through the corridor until it reaches the next HVN, Value Area boundary or active liquidity pool. LVNs remain part of the calculated profile and update when the selected range changes. BSL / SSL — CONFIRMED LIQUIDITY BSL appears above confirmed equal swing highs, where short stops and breakout liquidity can cluster. SSL appears below confirmed equal swing lows, where long stops and sell-side liquidity may sit. A pool requires at least two comparable confirmed pivots and must pass the adaptive Q filter. The script does not print every high and low as “liquidity.” Liquidity states: • FRESH — confirmed and not yet tested. • TESTED — price entered the zone without completing the full sweep; the zone fades. • OFF — still calculated but outside the active ATR work radius, so it is hidden from the chart. • SWEPT — price cleared the far boundary; every drawing for that pool is deleted. ━━━━━━━━━━━━━━━━━━━━ 📊 THE CALCULATED DASHBOARD AUTOPILOT Shows whether adaptive mode is active and which lower timeframe is selected. AUCTION Reports whether price is inside Value Area, above VAH or below VAL. RANGE / SOURCE Displays Visible Range, Session HD or Fixed Range and confirms whether calculations use chart candles or lower-timeframe data. ROWS × STEP Shows the actual number of profile rows and price increment. You always know the resolution behind the map. UP / DOWN AND DELTA Displays directional volume shares and the net profile imbalance. POC / DIST Shows POC and the current price distance from it. NEAREST BSL / SSL Shows pool price, distance in ATR, Q score and FRESH, TESTED or OFF state. NEAREST HVN / LVN Locates the closest acceptance node and fast-travel corridor. STRUCTURE Classifies the profile as upper concentration, lower concentration or balanced. STATUS Confirms developing mode, closed-bar mode or a safe data fallback. ━━━━━━━━━━━━━━━━━━━━ ⚙️ THREE VOLUME PROFILE MODES VISIBLE RANGE Calculates only the candles currently visible on the screen. Zoom or scroll and the profile rebuilds around the market structure you are actually studying. SESSION HD Creates a separate profile for each selected trading session. Useful for intraday POC, daily Value Area, opening rotations and session-based support/resistance. FIXED RANGE Measures one specific impulse, consolidation, breakout leg or accumulation range between two adjustable time markers. ━━━━━━━━━━━━━━━━━━━━ 🎯 PRACTICAL READING SCENARIOS BALANCED AUCTION Price is inside Value Area and close to POC or an HVN. The market is accepting price. Chasing the middle of the profile offers less structural clarity than waiting for a reaction at VAH, VAL or a nearby liquidity zone. BULLISH PRICE DISCOVERY Price holds above VAH, directional volume remains constructive and BSL is active overhead. The bullish auction remains valid while price accepts above value; a return below VAH weakens that read. BEARISH PRICE DISCOVERY Price holds below VAL, Down Volume expands and an SSL pool remains below. The bearish auction stays active until price regains the Value Area. LVN TRAVEL Price enters an LVN without opposing participation. The low-volume corridor may provide a faster route toward the next HVN, POC, VA boundary or liquidity target. LIQUIDITY SWEEP Price clears the far edge of BSL or SSL and the pool disappears. The next question is acceptance or rejection: check candle response, volume, Delta and location relative to VAH/VAL. A sweep alone does not guarantee reversal. ━━━━━━━━━━━━━━━━━━━━ 🧠 AUTOPILOT, LOWER TIMEFRAME DATA AND INTEGRITY AUTOPILOT adjusts lower-timeframe selection, row density, HVN/LVN thresholds, pivot sensitivity, pool width, minimum Q and the visible ATR radius. The developing profile updates as new confirmed microbars arrive. Lower-timeframe OHLCV improves price allocation inside each chart candle. If the requested intrabar history is unavailable or incomplete, EVA falls back to the complete chart-candle sample rather than silently using a truncated profile. The script uses the volume supplied by the active symbol’s data feed. On some markets, especially Forex, that may be tick volume. Pine Script cannot access a historical exchange order book or full bid/ask footprint, so EVA does not fabricate either one. The directional rail is an order-flow-style approximation derived from lower-timeframe candle direction. Confirmed BSL/SSL pools are created from closed pivot events and are not backfilled onto earlier bars. Visible Range and developing profiles recalculate when the viewport or incoming data changes — expected behavior for a dynamic Volume Profile, not a historical trading signal being rewritten. ━━━━━━━━━━━━━━━━━━━━ ⚠️ RISK NOTICE EVA Volume Profile PRO is an analytical PulseWire indicator. It does not execute orders and is not financial advice. Markets involve risk. Every setup requires independent validation, position sizing and risk management. ━━━━━━━━━━━━━━━━━━━━ 🔥 READY TO TURN THE LIQUIDITY MAP INTO A COMPLETE TRADE SCENARIO? EVA AI Plus combines confirmed LONG/SHORT signals, Market Structure, Liquidity Sweeps, Smart Money context, Support/Resistance, Supply/Demand, Fair Value Gaps, Whale Volume, signal-quality filters, AI Advisor explanations, TP/SL, Trail, TP+ and internal statistics in one premium PulseWire workspace. Open EVA AI Plus, add it to your favorites and request access to the 7-day test drive:

Indicator

Volume Force Field Volume Force Field — PulseWire publication kit Volume Force Field turns a volume profile into a force map. A normal profile shows you where value is. This overlay shows you the net pull on price at every level — the slope of the volume landscape toward the nearest magnet — and then it measures, on your own history, whether that pull actually leads price. One plain-language panel tells a non-technical trader what it means at a glance. What it plots The force field — coloured bands across price. Green means price at that level is being drawn up toward a high-volume magnet; red means drawn down. Band opacity scales with how much volume sits there. POC and magnets — the yellow line is the Point of Control (the single strongest magnet); green lines are secondary magnets; dashed red lines are low-volume ridges that price tends to cross quickly. Value Area — the shaded band holding your chosen % of volume around the POC: the range where trade has been accepted. Value centre ± band — a moving equilibrium (rolling VWAP / adaptive MA / EMA) with a σ band: the drift level price is pulled back toward. Guidance panel — plain English: the current bias (pulling up / down / balanced), location vs value (inside / stretched above / stretched below), the nearest magnet and distance, and one line on what to watch. Past signal marks — small triangles wherever the net pull historically turned strongly up or down, so you can eyeball how the field has behaved. Why these components are one tool (not several indicators stacked) Each part answers a question the others cannot, and removing any one breaks the read: Volume kernel density builds a smooth value landscape whose peaks are magnets. Optional lower-timeframe slicing distributes each bar's volume across its true intrabar path; an optional half-life lets recent volume outweigh old, so the field is a living map, not a flat lookback. The density gradient turns that landscape into a force — the direction and steepness of attraction at each level, which a plain density cloud never exposes. The Value Area frames where price is accepted versus stretched, so the force is read in context. The moving value centre adds the mean-reversion pull toward equilibrium. The calibration harness back-measures the whole thesis: when the pull is strong, did price actually travel toward the magnet more often than the base rate? It reports Hit %, Base % and Edge. Density is a picture; the gradient makes it a force; the Value Area frames it; the centre adds drift; the harness keeps it honest. Together they are one decision object. How to use it Read the guidance panel first — it states the bias, where price sits versus value, the nearest magnet, and what to watch. On the chart, treat green bands as upward pull toward the magnet above and red as downward pull; the POC and magnet lines are targets; dashed lines are fast low-volume gaps; the Value Area is the accepted range; the centre ± band is the drift equilibrium. Turn on the Calibration table and read Edge: a strong pull with a positive, matured Edge is the context this tool is built to surface. An Edge near zero means the attraction is not exploitable on that symbol/timeframe — that is useful information, not a trade trigger. This is a context map, not a signal generator; combine it with your own risk and execution rules. Universal across markets Price source and volume feed are inputs, so it runs on any symbol. Instruments without real volume fall back automatically to a price-density field. Default settings target an index-futures 1-minute chart; change the lookback, centre and slice resolution to suit other assets and timeframes. Originality The building blocks are standard and credited below; the original work is the coupling and the rendering — a volume kernel density whose gradient is drawn as a directional force field, fused with a Value Area and a moving value centre, with magnet/ridge extraction and a forward base-rate harness that reports each strong-pull setup's realised Edge instead of asserting that magnets work. No third-party Pine code is reused. Concept credit Kernel density estimation — Emanuel Parzen (1962) and Murray Rosenblatt (1956); bandwidth rule — B. W. Silverman (1986). Point of Control / Value Area / Market Profile — J. Peter Steidlmayer. Moving-equilibrium ("price in a moving potential") market models — Hideki Takayasu, Takayuki Mizuno and Tsutomu Watanabe. Not affiliated with, nor endorsed by, any third party. Honesty / limitations No tick or order-book tape is available to scripts, so the density is built from OHLCV and optional lower-timeframe slices — a proxy, not the true traded distribution. Lower-timeframe slices exist only for recent bars; older bars use bar price automatically. "Force" is a hypothesis the Edge stat exists to falsify. The harness uses a light proxy of the field (the full grid cannot be recomputed on every bar), so it tests the idea rather than the exact drawn object. Like any volume profile, the last (forming) bar's field refreshes in real time; on closed bars it is fixed. Edge figures are in-sample, close-to-close, without costs — a study aid, not a verified backtest. Nothing here predicts price. Disclaimer For research and educational purposes only. This script is not financial advice, not a recommendation, and not a guarantee of future results. Indicators describe past behaviour; they do not predict the future. Trading carries risk of loss. Test on out-of-sample data and make your own decisions. The author accepts no liability for any use of this script.

Indicator

by Market_Logic_India

Auction & Liquidity Command Center Volume Profile, Measured Auction & Liquidity Command Center — Volume Profile, Measured The levels traders already use — prior POC, value area, naked POCs, prior day high/low, session AVWAP, HVN/LVN — each scored by its measured reaction on this chart: how often price rejects vs breaks, and what the fade has been worth in R. Levels with evidence, not levels with vibes. Never a buy or sell. What it does Every structure tool draws levels. None of them measures what happens when price gets there. This tool builds the session-anchored auction map with profile-grade accuracy, detects qualified touches of every level, resolves each touch through a triple-barrier outcome, and pools the results by level TYPE into a live scoreboard: pPOC +0.01R · rej 50% · n156. You see not just where the levels are, but which kinds of levels have actually meant something on this chart — and which are coin flips. The components, and why they are combined This is a deliberate synthesis of four parts, each covering the previous one's weakness: A profile-grade level engine (Market Profile — J. P. Steidlmayer). Nine level types from the session volume-at-price profile and session extremes: prior POC, prior VAH/VAL (classical two-row 70% expansion), naked POCs (prior POCs never revisited), prior day high/low, the session's anchored VWAP, and HVN/LVN volume nodes (prominence-filtered local extremes). Accuracy choices: each bar's volume is distributed range-proportionally across the rows it overlaps (not binned at one point); POC ties break toward the session center. Weakness left open: a drawn level says nothing about whether it matters. A qualified-touch detector. A level must be ARMED — price fully away from it by at least k×ATR — before a touch of it can count, and it disarms after every touch. Chop sitting on a line cannot enter the record. Approach direction is stored with every event. Weakness left open: a touch is not an outcome. Triple-barrier outcome resolution (outcome labelling — M. López de Prado). From each touch: REJECT if price moves m×ATR back the way it came first, BREAK if it moves m×ATR through first, TIMEOUT after T bars. Purity rules: barriers are fixed at the ATR of the touch moment; evaluation starts the bar after the touch; a bar hitting both barriers is a timeout, never a guess. Weakness left open: one level's history is n = 1. Per-TYPE pooling with honesty gates. Statistics pool by level type, never by individual line — a type is a real sample. A type shows no score until a minimum number of its touches have resolved (default 20); until then it reads BUILDING with its count. Timeouts are reported in n but excluded from the reject/break ratio. Fade expectancy = (rejects − breaks) / (rejects + breaks), in R. How to read it Rails are colored and styled by type (solid profile levels, dashed day levels, dotted volume nodes, violet naked POCs); each label carries its type's live score or its BUILDING count. Evidence on the chart: a gray • at every qualified touch, then ○ (teal) where the touch rejected and ✕ (amber) where it broke. Every number on the scoreboard can be audited against the chart. Dashboard: nearest level and its score, with a plain-language verdict (tends to hold / coin flip / tends to break) so the read needs no statistics background; per-type scoreboard (fade R · reject % · n) for all nine types; touch counts; the exact engine settings in the NOTE row. Honest expectations: most types on most charts score near zero — that is the truthful baseline, and seeing it protects you from folklore. The value is in the exceptions this chart's own history reveals (for example, day extremes often carry a modest positive fade expectancy while POC retests are a coin flip), and in knowing the difference. How to use it Use the scoreboard to weight your own playbook: give more respect to touches of types that have measured well here, less to types that grade as noise — and size accordingly. The "Touch of a MEASURED level" alert fires only when price reaches a type with a real sample behind it. This is context about where price reactions have had structure — never a direction, never an entry signal. Non-repaint & universality Profiles, POC/VA/nodes and day levels commit only at session close on confirmed bars; touches and outcomes resolve on confirmed bars; the AVWAP is cumulative within its session. Nothing repaints. The script requests no external data of any kind — no lower timeframes, no security calls — so it runs identically on every plan and every symbol with volume. Use on any market Volume source, profile rows, value-area %, node thresholds, arm distance, barriers and sample gates are all inputs. Defaults suit liquid intraday index futures; intraday timeframes give the engine the most touches to learn from. Originality & credits The synthesis — a range-proportional session profile, qualified-touch detection, touch-time-ATR triple-barrier outcomes, and per-type pooled reaction statistics displayed as a live scoreboard — is original work for this publication. Concept credits: Market Profile / point of control / value area — J. Peter Steidlmayer; naked (virgin) POC — market-profile literature; anchored VWAP — as popularised in modern trading literature; triple-barrier outcome labelling — M. López de Prado. Implementation and charting design are the author's own. Disclaimer Research and education only. NOT financial advice, NOT a signal service, NOT a guarantee of future results. Reaction statistics are empirical frequencies from this chart's limited history, pooled per level type; they change with regime and sample, and a positive expectancy is not a promise. Validate independently and manage your own risk.

Indicator

by Market_Logic_India

Session Value Ribbon [EXCAVO]Anchored volume-weighted mean with a harmonic value ribbon and HTF confluence The Session Value Ribbon plots a volume-weighted mean of price and a volatility-scaled sigma envelope, then partitions the space between them into a harmonic value ribbon (0.236, 0.382, 0.5, 0.618, 0.786). Three anchor modes let the wave adapt to any chart: Rolling (a sliding N-bar window, default), Timeframe (classical anchored VWAP that resets each session), and Date (fixed anchor). A second accumulator on a slower reference timeframe runs the same math and plots as an HTF confluence line for multi-scale reads. This is not a basic VWAP indicator. The ribbon layers, the volatility-regime scaling of the sigma bands, the HTF confluence overlay, and the auto-resolver that picks the anchor from the chart timeframe turn a single-line mean into a full value map of the current session. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ HOW TO USE Step 1 → Add the indicator. The anchored mean, sigma envelope and value ribbon draw immediately on whatever anchor mode is selected (Rolling by default). Step 2 → Read the mean as fair value for the active anchor. Price above the mean = participants are bidding higher than the anchor-window average; price below = lower. Step 3 → Watch the outer sigma bands. A close beyond them means price is stretched from fair value; the ribbon layers below act as pullback shelves. Step 4 → Use ribbon layers as intraday shelves. The 0.5 layer is the midpoint between mean and outer band; the 0.236 layer sits close to the mean; the 0.786 layer sits close to the outer band. Look for stalls and false breaks at each layer. Step 5 → Cross-check with the HTF confluence line. When the primary mean and the HTF mean converge, price is in a multi-scale value zone; when they diverge, one session is running ahead of the other. Step 6 → Read the dashboard for anchor mode, current mean, distance from mean in sigmas, slope regime and bar count since the anchor. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ HOW IT CALCULATES ◆ Volume-Weighted Mean The mean is a running weighted average of the selected price source. Weights come from volume with three modes: Full uses raw volume (classical MIDAS weighting), Root uses the square root of volume (dampens single-bar spikes so one huge candle cannot drag the mean), and None uses equal weight (the mean degenerates to a plain arithmetic average of the source). ◆ Anchor Modes Rolling accumulates over a sliding N-bar window (default 200 bars), so the wave is always N bars long regardless of chart timeframe. Timeframe resets the accumulator on each boundary of the chosen anchor timeframe (Daily by default), matching the behaviour of a classical anchored VWAP. Date locks the anchor to a specific timestamp and keeps accumulating forever after. ◆ Sigma Envelope Sigma is computed from the anchor-window weighted variance, E − (E )². The outer bands are drawn at ±sigmaMultiplier × sigma around the mean. Optional Volatility Regime Adjust multiplies sigma by an ATR-relative factor, bounded between 0.7x and 1.4x, so the bands breathe with the current activity state, giving tighter bands in quiet regimes and wider bands in wild ones. ◆ Harmonic Value Ribbon The space between the mean and each outer band is split into harmonic layers at 0.236, 0.382, 0.5, 0.618 and 0.786 of the sigma distance. The ribbon is rendered as a progressive-opacity fill, not as separate labelled lines, so the eye reads a continuous value gradient instead of a stack of horizontal ledger lines. ◆ HTF Confluence Layer A second accumulator runs the exact same math on the next slower anchor timeframe (Rolling with a longer window when the primary is Rolling; the next-slower TF step when the primary is Timeframe). The HTF mean plots as a thin coloured line. When the primary mean and the HTF mean align, price is in a multi-scale value zone. ◆ Slope-Based Regime Classifier The classifier measures the slope of the primary mean over the slope-lookback window and normalises it by ATR. If |slope|/ATR exceeds the slope threshold (default 0.05 xATR), the ribbon and mean tint bull or bear. Below the threshold the regime is flat and the palette stays neutral. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ WHAT MAKES IT DIFFERENT ◆ Chart-Timeframe Auto-Resolver The anchor timeframe is resolved automatically from the chart timeframe, so the wave shape stays consistent across intraday, swing and position TFs without manual tuning. ◆ Volatility-Regime Scaling The sigma envelope adapts to activity state instead of being fixed at a static multiplier. Tight regimes contract the bands, wild regimes widen them, with a bounded 0.7x to 1.4x multiplier so the visual stays stable. ◆ Harmonic Ribbon as Progressive Fill The intra-band space is drawn as a smooth value gradient rather than a stack of horizontal lines. Layer count is user-selectable (Harmonic 3, 5 or 7). ◆ HTF Confluence Overlay A second anchored mean on the next slower timeframe plots as a companion line so multi-scale value alignment is visible without a second indicator on the chart. ◆ Distance-In-Sigma Readout A right-edge readout reports the current mean and the current distance from mean in sigmas, so the extreme readings are legible without measuring. ◆ EXCAVO Overlay Visual Chart-anchored overlay only, with no pane oscillator and no floating badges. The wave, ribbon and HTF line share a single tonal palette that stays out of the way of price action. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ DASHBOARD Real-time panel (top right by default) with all key metrics: Anchor - active anchor mode with its parameter (Rolling N, Timeframe TF, or Date) Mean - current value of the anchored mean Distance - price distance from mean in sigmas, signed Regime - Up / Down / Flat classification from the slope-based regime engine Bars in Anchor - bar count since the anchor started accumulating Legend table (bottom left) explains every glyph and colour used on the chart. Toggle in Dashboard settings. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ SETTINGS Anchor Anchor Mode - Rolling (default), Timeframe, or Date Rolling Length (bars) - 200 (window used in Rolling mode) Anchor Timeframe - D (used in Timeframe mode) Anchor Date - 01 Jan 2025 (used in Date mode) Source Price Source - (H+L+C)/3 (typical price) Volume Weight - Full (raw volume) - Root (square root of volume) - None (equal weight) Sigma Bands Sigma Multiplier - 2.0 (band distance in sigmas) Volatility Regime Adjust - OFF (ATR-scaled sigma with 0.7x-1.4x bounds) Value Ribbon Show Value Ribbon - ON Ribbon Set - Harmonic 5 (0.236 / 0.382 / 0.5 / 0.618 / 0.786) Ribbon Opacity Base - 80 Show Zone Fill - ON Zone Fill Opacity - 88 HTF Confluence Enable HTF Confluence - ON (draws a second mean from the next slower anchor) Regime Coloring Slope Regime Coloring - ON Slope Lookback - 20 bars Slope Threshold (xATR) - 0.05 Visualization Bull Color - deep blue Bear Color - red Flat Color - neutral grey HTF Confluence Color - amber Show Right-Edge Readout - ON Dashboard Show Dashboard - ON Dashboard Position - Top Right Show Legend - ON ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ ALERTS Directional alerts only. Price Crossed Above Anchored Mean - close crosses over the primary anchored mean Price Crossed Below Anchored Mean - close crosses under the primary anchored mean ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Built on MIDAS anchored VWAP (Paul Levine, 1990s), extended with three anchor modes (Rolling / Timeframe / Date), selectable volume weighting, volatility-regime scaling of the sigma bands, a harmonic ribbon rendered as a progressive-opacity fill, an HTF confluence layer, a slope-based regime classifier, and a right-edge distance-in-sigma readout. Best regards, EXCAVO Disclaimer Trading involves significant risk. This indicator is a technical analysis tool and does not constitute financial advice, investment recommendations, or a guarantee of future results. Past indicator behavior does not guarantee future performance. Always use proper risk management and your own judgment.

Indicator

Auction Regime Atlas v1.0 # 🧭 Auction Regime Atlas v1.0 Auction Regime Atlas is a Pine Script v6 overlay indicator designed to visualize market acceptance, value migration, rejected auction areas, and contextual auction regimes directly on the chart. ❌ It is not a buy/sell signal tool. ❌ It is not a strategy. ❌ It is not an orderflow or liquidation-data replacement. 🎯 The goal is to help traders understand where price has been accepted, where value is forming, where price has moved away from value, and whether the current market context is balanced, transitional, displaced, or low quality. --- ## 💡 Core Idea Markets often rotate around accepted value before moving into new auction areas. Auction Regime Atlas maps that process by combining: * price acceptance over a lookback window * volume participation * candle efficiency * wick/rejection behavior * higher-timeframe context * regime classification * distance from current value 📊 The result is a compact visual framework for understanding auction context without flooding the chart with signals. --- ## 🚀 Main Features ### 1. 🎯 Core Value Band The Core Value Band highlights the price area where recent market activity shows the strongest acceptance. It is calculated from a price-bin acceptance model using: * time spent near price * volume concentration * close location * wick/rejection behavior ⚠️ This band is meant as auction context, not as a mechanical support or resistance level. --- ### 2. 📏 Acceptance Edges Upper and lower acceptance edges define the boundaries of the current accepted value area. These edges help identify whether price is: * inside accepted value * above value * below value * far away from value --- ### 3. 🔄 Auction Regime The dashboard shows a simplified auction regime state. Current v1.0 regime states include: * Neutral * Balance * Migration Up * Migration Down * Failed Auction 🛡️ The regime engine uses confirmed-bar logic and cooldown handling to avoid excessive state flipping. --- ### 4. 🌍 HTF Context The indicator includes a higher-timeframe context layer based on confirmed higher-timeframe data. ℹ️ This is used only as context and does not create entry or exit signals. --- ### 5. 📍 Location Awareness The Location field shows where current price is relative to the accepted value area: * Inside Value * Above Value * Below Value * Away From Value * No Value When price is far away from the value zone, the visual relevance of the Core Band is reduced so the zone does not appear like an active trade signal. --- ### 6. 🎨 Visual Modes Auction Regime Atlas includes three modes: #### 🎯 Focus Mode A clean minimal view for live chart reading. Shows: * Core Value Band * Acceptance Edges * compact dashboard * no debug rows #### ⚖️ Balanced Mode Adds additional context zones while keeping the chart clean. Shows: * Core Value Band * Acceptance Edges * transitional/rejection context * vacuum/context areas where applicable #### 🔬 Research Mode Adds validation and diagnostic rows for development, review, and deeper inspection. Shows: * object count * validation status * pending state information * alert condition status --- ## 📋 Dashboard Fields The compact dashboard includes: * Mode * Regime * HTF Context * Core Value Band * Acceptance Score * Location * Activity * Context Quality 🔬 Research Mode can additionally show: * Validation Status * Object Count * State Debug * Alert Debug --- ## 🔔 Alerts The indicator includes four confirmed-bar alert conditions: * New Auction Regime * Value Migration Started * Acceptance Edge Broken * Failed Auction Detected ⚠️ Alerts are context alerts only. They are not trade entry or exit instructions. --- ## 🛠️ Suggested Use Auction Regime Atlas is best used as a context layer. Useful questions: * Is price currently inside accepted value? * Is price moving away from value? * Is the market balanced or transitioning? * Did price leave value without building new acceptance? * Is the current move happening near or far away from accepted value? * Does higher-timeframe context support or contradict the current auction? ✅ Recommended starting use: * Focus Mode for clean chart reading * Balanced Mode for broader context * Research Mode only for diagnostics and validation --- ## 📖 Practical Workflow A simple way to interpret auction conditions is to combine Regime, Location Awareness, and HTF Context into a structured process. ### 1️⃣ Step 1: Start With HTF Context First identify the higher-timeframe backdrop shown in the dashboard. Ask: * Is the higher timeframe supportive of directional movement? * Is it balanced or already migrating? * Does it align with the current chart or create conflict? 🌍 HTF Context provides the broader auction environment in which lower-timeframe activity is occurring. ### 2️⃣ Step 2: Check Current Location Next evaluate where price is relative to accepted value. * Inside Value suggests ongoing acceptance and rotational behavior. * Above Value or Below Value suggests price is testing outside accepted value. * Away From Value suggests displacement from the current auction area. * No Value suggests acceptance has not yet formed clearly. 📍 Location helps determine whether price is interacting with value or operating away from it. ### 3️⃣ Step 3: Read the Active Regime Then assess the current Auction Regime state. * Balance implies acceptance and rotational trade around value. * Migration Up or Migration Down implies value is attempting to relocate. * Failed Auction suggests an attempted move has not established acceptance. * Neutral indicates limited directional auction information. 🔄 The regime describes the current phase of the auction process rather than predicting the next move. ### 4️⃣ Step 4: Compare Regime and Location The most useful information often comes from the relationship between regime and location. Examples: * Balance + Inside Value often reflects stable acceptance. * Migration Up + Above Value may indicate value expansion higher. * Migration Down + Below Value may indicate value expansion lower. * Failed Auction + Away From Value may indicate rejection of a recent auction attempt. 📊 This comparison helps identify whether price behavior is consistent with the current auction state. ### 5️⃣ Step 5: Evaluate Market State Transitions Watch for changes between regimes while monitoring location relative to value. Common transitions include: * Balance → Migration Up * Balance → Migration Down * Migration → Failed Auction * Failed Auction → Balance 🔍 A transition becomes more meaningful when it is supported by location changes and aligned with HTF Context. ### 6️⃣ Step 6: Build a Contextual Narrative Rather than treating any single field as a signal, combine all three layers: 1. Determine the higher-timeframe backdrop. 2. Identify where price is relative to value. 3. Assess the active auction regime. 4. Monitor whether the relationship between those factors is strengthening or weakening. 🧠 This workflow helps traders interpret whether the market is accepting value, rejecting value, migrating toward a new value area, or transitioning between auction states. --- ## 📈 Recommended Markets and Timeframes The indicator is designed for liquid markets, especially: * crypto perpetuals * major crypto spot markets * liquid index or futures markets * high-volume intraday instruments ⏱️ Suggested timeframes: * 5m * 15m * 1h for higher timeframe context --- ## ⚠️ Important Limitations Auction Regime Atlas does not use true orderflow, footprint, delta, liquidation, or exchange-level positioning data. All calculations are based on OHLCV data available in Pine Script. ❌ The indicator does not predict price direction. ❌ It does not guarantee reversals, continuations, or breakouts. ❌ It does not provide financial advice. 📌 The visual zones should be interpreted as auction context, not as automatic trade levels. --- ## 🛡️ Non-Repainting Design The indicator is designed with confirmed-bar logic and non-repainting higher-timeframe requests. Higher-timeframe context uses confirmed data and avoids lookahead behavior. 🔧 Visuals are updated with a stable object lifecycle to reduce flicker and avoid uncontrolled object creation. --- ## 📝 Release Notes — v1.0 🎉 Initial public release. ✅ Included: * Acceptance Map Engine * Core Value Band * Acceptance Edges * Minimal Auction Regime Engine * HTF Context * Location Awareness * Focus / Balanced / Research modes * Compact dashboard * Confirmed-bar alerts * Validation diagnostics in Research Mode * Controlled object budget * Non-repainting architecture ❌ Not included: * strategy mode * backtesting * buy/sell signals * automated entries or exits * orderflow claims * delta claims * liquidation data * machine learning * multi-symbol logic

Indicator

Liquidity Map & Execution Cost # Liquidity Map & Execution Cost ## What this script does LMX answers three execution questions most indicators ignore: **how expensive is it to get in and out right now, how hard would it be to move size, and where on the chart will price struggle versus travel freely.** It reads only the chart's own price and volume — no symbol is hardcoded, so it runs on any asset and any market (equities, futures, FX, crypto, indices) — and turns the answers into a plain-language trade check: liquidity state, suggested position size, order type, estimated slippage, and a colour-coded map of support, resistance, walls and open gaps. ## Why these components are combined (mashup justification) This is not several indicators stacked together — it is one liquidity model whose parts each answer a question the others cannot, and they are designed to be read together. Removing any one leaves a specific blind spot: 1. **Cost to cross — effective spread.** Estimated with the EDGE estimator (Ardia, Guidotti & Kroencke 2024) from open/high/low/close, cross-checked against Abdi-Ranaldo (2017) and Corwin-Schultz (2012). This tells you the round-trip cost of entering, which spread-blind tools cannot show. Alone, it says nothing about moving size or about levels. 2. **Cost to move size — price impact.** The Amihud (2002) illiquidity ratio with a high-low refinement, plus a rolling Kyle (1985) lambda computed as a true regression slope. This tells you how far your own order would push price — the question that matters for sizing, and one a spread estimate cannot answer. 3. **Direction of pressure — order imbalance.** A close-location signed-volume imbalance and its persistence. This tells you which side is leaning now, adding direction that the cost measures lack. 4. **The spatial map — volume at price.** A time-decay-weighted, range-distributed volume profile that yields the Point of Control and Value Area (standard 70% method), rendered as directional zones: green support below price, red resistance above, solid = a wall price struggles at, faint = an open gap price slides through. This converts the abstract cost/impact numbers into *locations* on the chart. 5. **Anchored VWAP — fair value.** A volume-weighted average anchored to your chosen reference (last major swing by default; or session/week/month open, or the highest-volume bar), drawn as a trend-coloured line. It is the dynamic counterpart to the static profile: where the average participant is positioned, and whether price is rich or cheap versus that. Together they form one decision: the spread and impact set the **cost and size**, the imbalance and VWAP set the **direction and fair value**, and the map sets the **location** — so the output is "trade full size with market orders, buyers in control, room to run up to the gap above," not five separate readings. ## How a reading is produced Each estimator is normalised to a percentile of its own history so thresholds adapt to every symbol and timeframe. The inverted spread, inverted impact and depth combine into a 0–100 **Liquidity Score**, classified as Deep / Normal / Thin / Stressed (a sudden impact spike forces Stressed). The score drives the suggested size multiplier, the order-type advice and the slippage estimate. The map is rebuilt on the last bar from the volume-at-price profile. ## How to use it - Apply to any symbol. Set the price source and, if you trade very low intraday timeframes, optionally fix the calc timeframe (e.g. Daily) so the spread estimators stay stable. On symbols without real volume the volume modules disable automatically and the score leans on the spread estimators (the panel shows "price-only"). - **Simple mode (default)** gives plain-language guidance: Liquidity, Trade cost, Pressure, Position size, Orders, Watch-out, Fair value, and a one-line verdict. **Pro mode** exposes the full readout (spread in bps, Amihud and Kyle percentiles, depth, imbalance, flow persistence, value-area levels). - On the chart: trade toward green support, expect resistance at red, size down where the map is thin (price moves fast there), and read the trend-coloured fair-value line for rich/cheap context. - Alerts: liquidity-state change and sudden liquidity withdrawal. ## Originality The combination is the original contribution: a single overlay that fuses low-frequency **spread**, **impact** and **imbalance** estimators with a **time-decay, range-distributed volume profile** and an anchored fair-value line, then translates all of it into sizing/order/slippage decisions in plain language. The building blocks are public-domain methods (EDGE, Abdi-Ranaldo, Corwin-Schultz, Amihud, Kyle, volume-profile Value Area, anchored VWAP), each used for the specific job described above and cited in the script header. ## Limitations (please read) - These are **low-frequency estimators** of quantities normally measured from quote/tick data. They approximate — they do not measure — the true spread, depth, or dealer book. - Volume-based modules require a real volume feed; they disable on symbols without one. - Spread estimators were validated on daily-type bars; on very fast intraday timeframes they are noisier — use the calc-timeframe option if needed. - The on-panel statistics are computed on the loaded chart history. - This is an analysis tool, **not financial advice.** Test before use and trade at your own risk.

Indicator

by Market_Logic_India

Volume Profile Composite, Naked POC & Value-Area Volume Profile — Composite, Naked POC & Value-Area ================================================== WHAT IT IS A volume-at-price profile built for depth and decisions. It measures where trade actually concentrated across the loaded history, distils that distribution into the levels traders use — Point of Control (POC), Value Area (VAH/VAL), High and Low Volume Nodes (HVN/LVN), and untested "naked" prior-session POCs — and then converts those levels into a plain-language read of where price sits in the auction (premium, discount, or inside value; balancing or migrating). It is a study for chart analysis and education. It plots levels and context; it does not place orders and does not output buy/sell signals. HOW IT WORKS (ENGINE) Volume is accumulated bar by bar into a price-keyed map on a fine grid (the symbol's minimum tick multiplied by a user factor), then re-aggregated to the chosen number of display rows. Because the engine uses a map rather than a fixed lookback array, the profile can span every loaded bar instead of only a recent window, and it is not limited by the historical bar-reference ceiling. Each bar's volume is distributed across that bar's high-low range over a capped number of samples, and tagged buy or sell by bar direction, producing a two-tone histogram and a per-level delta. Where intrabar (lower-timeframe) data is available, recent history can optionally be refined from it; older bars fall back to the bar-range method. The Value Area is grown outward from the POC bin until the chosen percentage of total volume is captured. Prior-day, prior-week and full-history composite levels reuse the same value-area routine on their own maps. The heavy redraw runs on bar open/close rather than on every realtime tick, to keep live charts responsive. WHY THESE COMPONENTS ARE COMBINED (MASHUP JUSTIFICATION) This is one volume-profile engine, not a stack of independent indicators. Every layer is computed FROM THE SAME accumulated volume map, and each one exists to remove a specific blind spot of the raw histogram. A bare histogram only answers "where did volume happen"; it cannot tell you whether price is rich or cheap, which level matters next, or whether the market is balancing or trending. The combined layers answer those questions, and they work together as follows: - POC and Value Area transform the raw distribution into a fair-value frame, so every other reading can be expressed as premium, discount, or inside value. - HVN and LVN classify each price level produced by that same distribution as acceptance (a volume shelf where reactions are more likely) or a thin gap (where price tends to move quickly). This tells you how a level is likely to behave, which the POC/Value Area alone do not. - Naked prior-session POCs carry acceptance forward in time: they are POCs from earlier sessions that price has not yet traded back through, derived from the same per-session maps, and they act as revisit references. - Value migration is simply the sequence of those session POCs read as a direction, turning the profile history into a balancing-versus-trending read. - The composite overlay keeps the full-history POC and Value Area in view while you work a shorter, more legible recent window, so context is never lost. - VWAP, Initial Balance, an expected-move band, and cumulative-volume-delta divergence are confluence layers. They are optional and each degrades gracefully if its data is absent. They are included because volume-profile levels are used in context: VWAP gives the session's volume-weighted mean, Initial Balance gives the opening reference, the expected-move band frames a realistic day's range, and CVD-versus-price flags exhaustion. Each one answers "does independent volume/price information agree with what the profile shows here?", which is exactly how these levels are traded in practice. - The Auto-Read is the synthesis step: it does not add new data, it ranks the levels the engine already produced by distance to price and states the auction context in words. In short, the histogram is the raw material and every other element is a transformation of that same data into a level, a classification, a confluence check, or a written read. That shared derivation is the reason they belong in a single script rather than as separate indicators. WHAT IT PLOTS - Buy/sell two-tone histogram, drawn in the clear space to the right of price so candles stay visible. - POC, Value Area (VAH/VAL, adjustable percentage), HVN/LVN nodes. - Naked daily POCs, with a creation-time check that skips levels already traded through and an optional age-out so the list stays meaningful. - Polarity flip: a prior-day Value Area edge that price closes decisively beyond and holds changes role (broken VAH becomes support; broken VAL becomes resistance) and feeds the support/resistance read. - Prior-day and prior-week POC/Value Area, full-history composite overlay, developing POC. - VWAP with standard-deviation bands, Initial Balance, expected-move band, cumulative-volume-delta divergence, buy/sell imbalance shelves, poor highs/lows, single-print gaps. - Higher-timeframe POC bias (a light proxy — see Limitations). - Auto-Read dashboard (full or compact), one-line headline, and an on-chart identity strip showing the script name, symbol and timeframe. HOW TO USE 1. Choose a scope: Rolling (default), Composite (all history), From date, or Fixed range. The composite overlay keeps the big-picture levels visible. 2. Read location first from the headline or dashboard: inside value, premium, or discount, and whether value is migrating up, down, or flat. 3. Treat the levels as a map, not a signal. POC acts as a mean-revert magnet; Value Area edges are balance boundaries; HVN suggests stalls; LVN suggests fast moves; a naked POC is a revisit reference. 4. Look for confluence with VWAP, Initial Balance, and prior-session levels, and treat CVD divergence as a caution flag. 5. Detail presets (Simple / Standard / Pro) gate how much is shown. A compact dashboard toggle trims the table to the key decision fields. WHAT MAKES IT ORIGINAL - Full-history depth via the price-keyed map, beyond a fixed lookback window. - A built-in, past-only calibration of the profile's own claims: it logs value-edge and POC-stretch reversion events against the prior-day Value Area (which exists on every bar, so the measurement backfills over history), waits a fixed horizon, and reports the realised hit-rate with a 95% confidence interval. This is descriptive of past behaviour on the specific instrument; it is explicitly not a backtest and not a forecast. - A decision-ordered, plain-language Auto-Read derived entirely from the engine's own levels. DATA SOURCE AND ANY-MARKET USE The volume source is user-selectable (Settings > Data source), so the profile can be built from the symbol's own volume or from any other series your feed provides. For symbols that report no native volume (some cash indices and FX feeds), an optional "borrow volume" field lets you supply a volume-bearing proxy for the same instrument; it only activates when the charted symbol genuinely has no volume. The volatility-index symbol for the expected-move band is also user-set and falls back to a daily-ATR band when left blank. An optional asset-class auto-tune adapts the grid and node percentiles to the detected class. All of these are blank or off by default, so nothing is tied to one market. CALIBRATION NOTE The calibration panel is descriptive only. It reports how often, in the past, on the current symbol, price followed through after the logged events. Small samples are flagged. It is not a probability of future results. LIMITATIONS (HONEST) - This uses a BAR-RANGE volume distribution (optionally refined by lower-timeframe bars). It approximates where volume traded within each bar. It is NOT exchange price-by-price volume, tick data, or order-flow/footprint, and it cannot see bid/ask. - It needs real volume. Cash indices often report none — use the matching future or continuous contract, or the borrow-volume field. - The higher-timeframe POC is a light single-bar proxy (the price of the highest-volume higher-timeframe bar over a lookback), not a full higher- timeframe profile. - All readings are probabilistic context, not predictions. DISCLAIMER This script is a study/indicator for chart analysis and education only. It is NOT a strategy, NOT a recommendation, and NOT financial advice. It places no orders and guarantees no result. Trading involves substantial risk; a level's past behaviour does not assure future behaviour. Do your own research and manage your own risk.

Indicator

by Market_Logic_India

Price Density Clouds [EXCAVO]Continuous Kernel-Density Map of Where Price Has Actually Traded The Price Density Clouds builds a smooth, continuous probability density of price over a lookback window and paints it as gradient clouds directly behind the candles. Dense, saturated clouds mark value zones - the equilibrium levels where the market has spent the most time and where price tends to stall and revert. Thin, transparent gaps mark inefficiency zones - levels price travels through quickly. A dashed POC line marks the single highest-probability price, and the Value Area High / Low bracket the core of the distribution. This is not a bin-based volume profile. Instead of chopping price into discrete buckets, KDE sums a smooth gaussian kernel around every price point, producing a continuous density curve with no bin-edge artefacts. The bandwidth is set automatically by Silverman's rule, so the smoothing adapts to the instrument's own volatility. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ HOW TO USE Step 1 → Add the indicator. Gradient clouds appear behind the candles over the lookback window, brightest at the highest-probability levels and fading out toward thin zones. Step 2 → Read the clouds. Saturated bands = value / equilibrium where price tends to stall and mean-revert. Faint gaps = inefficiency where price moves fast - natural travel targets. Step 3 → Use the POC. The dashed POC line is the single most-traded level - a robust magnet and support / resistance anchor. Price far from POC has a statistical pull back toward it. Step 4 → Use the Value Area. The dotted Value Area High / Low bracket the core of the distribution (default 70%). Acceptance inside the area is balance; rejection outside it is imbalance worth trading. Step 5 → Check the side profile. The gradient density profile on the right of the last bar is the same density rotated 90 degrees - a quick read of the full distribution shape at a glance. Step 6 → Combine with structure. Clouds are context, not direction. They pair well with trend, sweep, and breakout tools - a breakout into a thin zone tends to run; a breakout into a dense zone tends to stall. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ HOW IT CALCULATES ◆ Gaussian Kernel Density Every close in the lookback window contributes a gaussian bell curve centred at its own price. The curves are summed across the price range to produce a single continuous density function: density(x) = sum over j of exp(-0.5 x ((x - price_j) / h)^2). Levels where many bars cluster get tall, overlapping kernels and a high density; isolated levels get a low density. ◆ Silverman Bandwidth The kernel width h controls smoothness. It is set automatically by Silverman's rule of thumb: h = 1.06 x sigma x n^(-1/5), where sigma is the stdev of the lookback prices and n is the sample size. The Bandwidth Multiplier input scales this for sharper or smoother clouds. Auto-bandwidth means the same settings adapt across instruments and timeframes. ◆ Normalisation and POC The density is evaluated at Resolution levels between the lookback high and low, then normalised so the peak equals 1.0. That peak level is the POC (Point of Control) - the single highest-probability price. Cloud opacity and colour are driven by each level's normalised density. ◆ Value Area Starting at the POC, the algorithm expands outward, each step absorbing the denser of the two neighbouring levels, until the enclosed density reaches the Value Area % of the total (default 70). The price extent reached becomes the Value Area High and Low. ◆ Gradient Rendering Each density band of the cloud is drawn as a horizontal box tinted by a two-colour gradient: the Low Density Color at thin levels through to the High Density Color at the POC, with opacity ramping in parallel. Adjacent bands tile continuously, so the cloud reads as a smooth heat-map rather than discrete blocks. The same gradient drives the right-side density profile, whose width per level scales with density - at the default resolution the edge reads as a near-smooth wave while keeping the per-level gradient colour. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ WHAT MAKES IT DIFFERENT ◆ Continuous Density, Not Bins Standard volume / price profiles split price into discrete bins, so the result depends heavily on bin size and shows hard edges. KDE produces a smooth continuous curve - no bin-edge artefacts, no arbitrary bucket count, just the true shape of where price has traded. ◆ Auto-Adaptive Bandwidth Silverman's rule sizes the smoothing from the instrument's own volatility and sample size. The clouds stay meaningful on BTC, EURUSD, gold or an index with the same default settings. ◆ Value Structure In One View POC, Value Area High / Low and the full density shape are all on the chart at once, with a matching side profile - the complete market-profile read without a separate pane or a session reset. ◆ Premium Gradient Visual A smooth two-colour density gradient behind the candles with parallel opacity ramp, a clean dashed POC, dotted value-area lines, and a right-side profile histogram. The clouds sit behind price as context and never clutter the read. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ DASHBOARD Real-time panel (top right) with the current value read: POC - price of the highest-density level Value Area High - upper bound of the value area Value Area Low - lower bound of the value area Price Zone - whether price is Above Value, In Value, or Below Value Lookback - bars used to build the distribution Legend table (bottom left) explains every colour. Both panels toggle in the Dashboard settings. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ SETTINGS Engine Lookback Period - 200 (bars used to build the price distribution) Resolution - 120 (number of horizontal density bands; higher = smoother gradient and profile edge, up to 200) Bandwidth Multiplier - 1.0 (smoothness; 1.0 = Silverman auto, higher = broader clouds) Value Area % - 70 (percentage of total density that defines the value area) Visualization Low Density Color - blue (thin / inefficiency end of the gradient) High Density Color - orange (dense / value end of the gradient) POC Line Color - near-white (high contrast against the dense orange cloud the POC sits in) Min Cloud Opacity - 8 (opacity of the lowest-density band; keeps empty zones faint) Max Cloud Opacity - 65 (opacity of the POC band) Show POC Line - ON Show Value Area - ON (dotted Value Area High / Low lines) Value Area Highlight - ON (boosts band opacity inside the value area so the 70% core pops) Show Side Profile - ON Profile Outline - ON (thin bright line tracing the right edge of the profile for a crisp silhouette) Cloud Forward Extend - 10 (bars the clouds extend right of the last bar) Dashboard Show Dashboard - ON Dashboard Position - Top Right Show Legend - ON ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Best regards, EXCAVO Disclaimer Trading involves significant risk. This indicator is a technical analysis tool and does not constitute financial advice, investment recommendations, or a guarantee of future results. Past indicator behavior does not guarantee future performance. Always use proper risk management and your own judgment.

Indicator

MGI Walls | Rainbow Matrix GENERAL OVERVIEW The MGI Walls is a multi-timeframe institutional liquidity radar that extracts and renders the price zones where institutional capital concentrates: Volume Profile blocks (Point of Control, Value Area High, Value Area Low), Anchored VWAPs, and Parabolic SAR levels. Instead of showing these levels for a single chart timeframe, the indicator scans up to five macro timeframes simultaneously and merges overlapping zones into a single intensified block whenever multiple timeframes agree on the same price area. The main goal of this indicator is to give traders a clean, automatic read on where the structural barriers in the market are — without having to manually flip between timeframes, mark POCs by hand, or guess which level the next reaction will respect. Every line, box, and confluence zone you see on the chart was extracted from real volume distribution data, not drawn manually. It plots up to four level types per timeframe (POC, VAH, VAL, VWAP, SAR), each weighted by the structural significance of its timeframe — a Weekly POC carries five times the gravitational weight of a 15-minute POC. The Wall Fusion Engine then detects when levels from different timeframes fall within a configurable percentage threshold and consolidates them into a single block. The Nearest Wall HUD panel and the institutional collision alerts complete the toolkit. This indicator was developed for traders who already understand Volume Profile and VWAP concepts and want to see them across multiple timeframes in a single visual, with automatic confluence detection. WHAT IS THE THEORY BEHIND THIS INDICATOR? Most Volume Profile indicators on PulseWire — including the standard built-in profiles, Fixed Range Volume Profile, and the various session/visible-range derivatives — share a common architectural choice: they operate on a single timeframe. They show you the POC and Value Area for the current chart only. This treats each timeframe as an isolated decision space. The problem: institutional flow is not isolated to one timeframe. The market makers operating on the daily horizon see different value areas than those operating on the weekly or 4-hour horizon. Their orders sit at their own POCs and Value Area boundaries. When price approaches a level that only one institutional horizon defends, the reaction is often modest. When price approaches a level that multiple horizons defend simultaneously, the reaction is structurally stronger — that confluence is where the largest pools of resting liquidity accumulate. This indicator addresses that by performing the extraction across five user-configured timeframes simultaneously via `request.security()`, weighting each level by the gravitational significance of its parent timeframe, and then fusing levels from different timeframes that fall within a configurable margin. The math is standard Volume Profile (POC at the volume-weighted mode, VAH/VAL at the ±2.51σ boundary that approximates the 70% Value Area) — what makes it useful is doing it across five timeframes at once, with hierarchical weighting and confluence merging. Why traders use it: each block represents an institutional decision zone. A standalone POC line from the 15-minute timeframe is a local reaction point. A POC line that simultaneously aligns with the 4-hour VAH and the daily VWAP is a multi-horizon barrier — a zone defended by three independent pools of institutional capital at once. The fusion engine makes these confluences immediately visible as thicker, more opaque blocks; the polarity of each block reflects the accumulated weight balance of the levels that compose it, not the polarity of the last level to be merged. The three rendered components — Volume Profile zones, Anchored VWAPs, and Parabolic SAR levels — are not independent layers stacked on the same chart. They map three different aspects of institutional positioning at the same set of timeframes: where past volume concentrated (Volume Profile), where the live volume-weighted consensus price currently sits (VWAPs), and which directional trend regime each timeframe is in (SARs). The Wall Fusion Engine operates across all three layers indiscriminately — a POC from the 4-hour timeframe and a VWAP from the daily timeframe at the same price are fused into a single block, because from the perspective of institutional defense they represent the same structural barrier reinforced by two independent mechanisms. This integration is the reason the three components exist in a single script rather than as three separate indicators: the cross-layer fusion is what surfaces multi-mechanism confluence, which a separate-script approach cannot do. MGI WALLS FEATURES The indicator includes 6 main features: Multi-Timeframe Volume Profile Engine Anchored MTF VWAPs Parabolic SAR Levels (MTF) Wall Fusion Engine with Polarity-Balance Coloring Nearest Wall HUD Panel Institutional Collision Alerts Multilingual interface and full customization across all visual layers. MULTI-TIMEFRAME VOLUME PROFILE ENGINE 🔹 What It Does The core of the indicator. For each of the five configured radar timeframes, the engine performs three operations: ◇ Locates the price level that received the highest traded volume in the lookback window — the Point of Control (POC). ◇ Computes the volume-weighted standard deviation of price around that POC. ◇ Builds the Value Area High (VAH) and Value Area Low (VAL) at a calibrated multiplier (±2.51σ) of that deviation, approximating the price range that contained 70% of the total volume. The result is three institutional reference levels per timeframe — POC, VAH, VAL — extracted natively at the granularity of each timeframe rather than approximated from the current chart's data. 🔹 Method The extraction runs via `request.security()` with `lookahead=barmerge.lookahead_off` to prevent repainting. The POC is identified as the volume-weighted mode within the lookback window. The Value Area boundaries are derived statistically from the volume-weighted variance of price around the POC, using a calibration factor (vp_k = 2.51) tuned to approximate the conventional 70% Value Area definition. Each level is plotted on the chart as a line or box at its native price location, color-coded by whether it sits above (resistance) or below (support) the current price, and weighted by the timeframe it originated from. 🔹 Hierarchical Weighting The five timeframes are weighted by structural significance: ◇ TF1 (Micro, default 15m): weight 1 — local reaction point. ◇ TF2 (Intraday, default 1h): weight 1 — session-scale level. ◇ TF3 (Macro 1, default 4h): weight 2 — multi-session level. ◇ TF4 (Macro 2, default Daily): weight 3 — multi-day level. ◇ TF5 (Global, default Weekly): weight 5 — multi-week structural barrier. The weight controls visual prominence (opacity, border thickness) and, when fusion occurs, the contribution of each level to the polarity balance of the resulting block. ANCHORED MTF VWAPS 🔹 What It Does For each of the five radar timeframes, an Anchored VWAP is extracted and rendered as a separate level. The Global VWAP — the average of all five — is also plotted, marked with a globe emoji to distinguish it from the per-timeframe VWAPs. 🔹 Method The per-timeframe VWAP is computed via a volume-weighted moving average of hlc3 on the native bars of each timeframe, then reported back to the current chart through `request.security()`. The Global VWAP is the unweighted average of the five timeframe VWAPs that are currently available (NA values are skipped). 🔹 Why It Matters The Volume Profile blocks tell you where past volume concentrated. The VWAPs tell you what the volume-weighted consensus price is for each horizon, updated bar by bar. Together they give a complete read on every bar: where the past institutional reference zones are (the blocks) and where the live volume-weighted average for each horizon currently sits (the VWAPs). PARABOLIC SAR LEVELS (MTF) 🔹 What It Does The Parabolic SAR for each of the five radar timeframes is extracted and rendered as an institutional trend-direction anchor. SAR levels are toggleable independently of the Volume Profile and VWAP layers. 🔹 Why It Matters The SAR provides a directional trend reference per timeframe — when the Weekly SAR sits above price and the Daily SAR sits below, the structure is in conflict and the resolution of that conflict often drives the next swing. When multiple SARs align on the same side, the directional bias is structurally agreed across horizons. WALL FUSION ENGINE WITH POLARITY-BALANCE COLORING 🔹 What It Does When two or more levels from different timeframes fall within a configurable percentage threshold (default 0.30%), the engine fuses them into a single block. The fused block inherits the combined weight of all its components — visually thicker, more opaque, more visible than a standalone level. The label of the fused block accumulates the directional triangles of each contributing level (▲ for support, ▼ for resistance). 🔹 Polarity-Balance Coloring The color of a fused block reflects the accumulated weight balance of its constituent levels — not the polarity of the last level to be merged. A block containing four resistance levels (▼▼▼▼) and two support levels (▲▲) will render red, because the resistance weight dominates. A block where support and resistance weights are equal uses a tiebreaker: the position of the current price relative to the block's midpoint. Price above midpoint resolves to support (green); price below resolves to resistance (red). This produces a coloring scheme that is internally consistent with the triangle labels and with the price's current location. 🔹 Customization The Wall Merge Margin (%) input controls how aggressively levels are fused. Lower values produce many separate precise lines. Higher values produce massive consolidated institutional blocks. The default of 0.30% is calibrated for liquid instruments on intraday timeframes; for higher-volatility assets or higher timeframes, larger margins (0.50–1.00%) may produce more readable charts. NEAREST WALL HUD PANEL 🔹 What It Shows A compact corner panel reports four live values: ◇ RESISTANCE — the price of the nearest wall above the current price ◇ DIST. — the percentage distance from current price to that resistance ◇ SUPPORT — the price of the nearest wall below the current price ◇ DIST. — the percentage distance from current price to that support The distances are computed against the midpoint of each fused block, so the values reflect the consolidated wall, not any single contributing level. 🔹 Why It Helps The HUD removes the need to visually measure distances to the walls on every bar. It tells you in plain numerical form how far the nearest barriers are in each direction. Useful for stop placement, target placement, and live decision-making where the visual chart is busy with multiple levels. 🔹 Customization The HUD can be positioned in any of the four chart corners and rendered in any of five font sizes. The display language is controlled by the System Language input. snapshot INSTITUTIONAL COLLISION ALERTS 🔹 What Triggers Two alert types are available: ◇ VWAP Collision — fires when price crosses or touches the daily, weekly, or monthly VWAP within a 0.15% proximity band. ◇ Volume Profile Wall Hit — fires when price crosses or touches the Global POC, VAH, or VAL within the same proximity band. 🔹 How They Fire Alerts are gated by `barstate.isconfirmed`, which means they only trigger on the close of the bar that touched the level — not intra-bar. This prevents false signals from wicks that get rejected before the bar closes. Each alert uses `alert.freq_once_per_bar`, ensuring no duplicate firings on the same candle. 🔹 alertcondition() Mode For users who prefer the PulseWire alert UI rather than the `alert()` function call, two `alertcondition` blocks are also exposed: "VWAP Collision" and "Volume Profile Wall Hit". A third dummy `alertcondition` titled "HOW TO SETUP ALERTS (READ)" provides setup guidance in the alert condition menu. MULTILINGUAL INTERFACE The indicator supports five languages for the HUD display and alert messages: English (default), Português, Español, Русский, and 中文 (Chinese). Code, comments, and configuration tooltips remain in English regardless of the selected language. For reference, the English text of all multilingual UI strings used in the HUD and alerts: ◇ (SUPPORT) / (RESISTANCE) — appended to wall labels indicating polarity ◇ RESISTANCE: / SUPPORT: — HUD row labels for nearest walls ◇ DIST.: — HUD row label for distance percentage ◇ VWAP Collision Alert: "🛡️ Price collided with Institutional VWAP. Defense zone active." ◇ Volume Profile Wall Alert: "🧱 Price hit Macro Volume Profile zone (POC/VAH/VAL). Institutional decision imminent." HOW TO USE This indicator is not a signal generator. It is a structural map: it tells you where the institutional barriers are, how strong each one is (by weight and fusion), and how far the nearest one is in each direction. 🔹 Reading the Walls ◇ Each line or block on the chart marks an institutional decision zone. ◇ The triangles in the label (▲ or ▼) and their count indicate the polarity and weight of the level. ◇ Walls with multiple triangles in the same direction are stronger reaction points than single-triangle walls. ◇ A block with mixed triangles is a fused confluence — the color shows which side dominates by weight. 🔹 Reading the HUD ◇ The HUD reports the nearest resistance above and nearest support below the current price. ◇ The percentage distances help size stops and targets against the structural barriers rather than against arbitrary fixed values. 🔹 Tactical Reading ◇ Price approaching a heavy multi-triangle wall: zone of elevated structural significance, where multiple institutional horizons coincide. ◇ Price sitting between two close walls of opposite polarity: ranging structure, defined by two opposing barriers of comparable weight. ◇ Price breaking through a heavy wall on confirmed close: structural shift. The wall often inverts polarity on subsequent retests. ◇ VWAP collision alerts: useful as a contextual reference for mean-reversion or trend-continuation analysis. 🔹 Multi-Timeframe Reading ◇ On lower timeframes (1m, 5m, 15m), configure shorter radar timeframes to track intraday institutional flow. ◇ On higher timeframes (1h, 4h, daily), keep the default 15m/1h/4h/D/W configuration to read multi-day and multi-week structural zones. ◇ The Global VWAP and Global POC (marked with 🌎) represent the consensus across all five timeframes — the most structurally significant single reference. INPUTS EXPLAINED 🔹 System Language Display language for the HUD and alert messages. Options: English (default), Português, Español, Русский, 中文 (Chinese). 🔹 Radar Timeframes (TF1 to TF5) Configure each of the five macro periods to scan. Defaults: 15m, 1h, 4h, Daily, Weekly. The shortest timeframe carries weight 1; the longest carries weight 5. 🔹 Show MTF VWAPs (Radar) Toggle for the Volume-Weighted Average Price extracted from each radar timeframe. 🔹 Show POC Lines Toggle for the Point of Control lines — the price level with the highest traded volume in each timeframe. 🔹 Show VA Boxes (VAH / VAL) Toggle for the Value Area High and Value Area Low — the upper and lower boundaries of the 70% volume zone. 🔹 Show SAR Levels Toggle for the Parabolic SAR levels from each timeframe. 🔹 Fuse Overlapping Walls Toggle for the confluence merging engine. When enabled, levels from different timeframes that fall within the Wall Merge Margin are consolidated into a single intensified block. 🔹 Wall Merge Margin (%) Distance threshold to fuse nearby walls. Range 0.01–3.00, default 0.30. Lower values produce separate precise lines; higher values produce consolidated institutional blocks. 🔹 Show Nearest Wall Panel Toggle for the corner HUD reporting nearest resistance, nearest support, and the percentage distances. 🔹 Panel Position Position of the HUD on the chart. Four corners available: Top Right (default), Top Left, Bottom Right, Bottom Left. 🔹 Font Size HUD font size. Options: Tiny, Small (default), Normal, Large, Huge. 🔹 VWAP Collision Alert Toggle for the alert that fires when price collides with the daily, weekly, or monthly VWAP. 🔹 Volume Profile Wall Alert (POC/VAH/VAL) Toggle for the alert that fires when price touches the Global POC, VAH, or VAL. IMPORTANT NOTES The MGI Walls works on any timeframe. The default radar configuration (15m/1h/4h/D/W) is calibrated for intraday and swing trading on liquid instruments. For position trading or scalping, the radar timeframes can be reconfigured to scan longer or shorter horizons respectively. The indicator works best on instruments with reliable volume data: crypto perpetual contracts, large-cap equities, futures, major forex pairs. On low-volume instruments, the Volume Profile component becomes less reliable, though the VWAP and SAR components continue to function correctly. Alerts fire once per confirmed bar. Historical bars never repaint after they close. The live bar updates intra-bar as expected for a real-time indicator. The Value Area calibration factor (vp_k = 2.51) is tuned to approximate the conventional 70% Value Area definition under volume-weighted standard deviation. It is a calibration constant derived from observation rather than an arbitrary choice. Pine Script v6. Open-source under Mozilla Public License 2.0. UNIQUENESS The MGI Walls is unique in three ways. First, it performs the Volume Profile, VWAP, and SAR extraction across five timeframes simultaneously rather than on the current chart only, surfacing the institutional reference zones that multiple time horizons agree on rather than only those visible on the active timeframe. Second, it weights each level by the structural significance of its parent timeframe — a Weekly POC carries five times the gravitational weight of a 15-minute POC — and the Wall Fusion Engine consolidates levels from different timeframes that fall within a configurable margin into a single intensified block, making multi-horizon confluence zones immediately visible as visually thicker walls. Third, the fused-block coloring reflects the accumulated weight balance of all constituent levels rather than the polarity of the last level to be merged, producing a visual scheme that is internally consistent with the triangle labels (▲ for support, ▼ for resistance) and with the price's current position relative to the block. The combination of multi-timeframe simultaneous extraction, hierarchical weighting with automatic confluence fusion, and balance-driven block coloring produces a structural map that behaves differently from single-timeframe Volume Profile indicators, particularly at price zones where multiple institutional horizons converge and where the strongest reactions tend to occur. PUBLICATION METADATA (handoff to operator — not part of description) Title: MGI Walls | Rainbow Matrix Visibility: Open-source / Public Category suggestion: Volume-based (primary) — PulseWire's category for Volume Profile / volume-driven indicators Tag suggestions (TV allows up to 10; pick the 9 most relevant): - volume-profile - poc - value-area - vwap - multi-timeframe - mtf - confluence - institutional - support-resistance - parabolic-sar (optional, swap for one above if SAR is a key selling point) License declaration: Mozilla Public License 2.0 (already in script header) Screenshot slots in the description (5 "snapshot" placeholders): 1. After GENERAL OVERVIEW — wide chart showing the indicator running on BTC or major instrument, with walls visible across multiple TFs 2. After Multi-Timeframe Volume Profile Engine section — chart annotated with POC/VAH/VAL lines from different TFs 3. After Wall Fusion Engine section — close-up of a fused confluence block with mixed triangles (▲▼) and the polarity-balance color clearly visible 4. After Nearest Wall HUD Panel section — HUD close-up showing the 5-row layout with real values 5. (Optional, swap into one of the above slots) — Black Swan-style touch event showing a collision alert firing

Indicator

by rainbowmatrix

Cross-Timeframe Value Overlay [AGPro Series]Cross-Timeframe Value Overlay 🔷 Overview Cross-Timeframe Value Overlay projects up to three independent rolling value bands — one per selected higher timeframe — onto a single chart. Each band marks the region where price has been accepted on that timeframe over a configurable lookback window, built from a volume-weighted or mean-based anchor surrounded by an ATR envelope. A built-in state engine then classifies the relationship between bands in real time as ALIGNED, OVERLAP, CONFLICT or NEUTRAL, so multi-timeframe context becomes readable in a single glance. 🔷 What Makes This Different Most multi-timeframe scripts stack indicators or draw fixed HTF pivots. This tool builds a *rolling* value envelope on each timeframe and then compares them structurally rather than numerically. • Three independent MTF value bands on one chart, each with its own lookback context and ATR-sized width. • Dedicated state engine with four discrete regimes — ALIGNED / OVERLAP / CONFLICT / NEUTRAL — based on pairwise band geometry, not on raw price. • Dynamic z-order rendering that automatically draws the slowest timeframe behind faster ones, and an opacity hierarchy that keeps the slowest band lightest and the fastest band darkest. Larger structures frame smaller ones instead of obscuring them. • Rank-based label placement that prevents collisions when bands overlap in price, so labels remain readable even during OVERLAP or ALIGNED states. • Box width adaptively capped so a Daily band cannot swallow a 1H chart. • Dominant-TF tracking that always reports the highest enabled timeframe and the price position relative to its band. 🔷 Methodology For each enabled timeframe the script computes: • Anchor = VWAP (volume-weighted HLC3) over the rolling window, or HLC3 SMA when volume data is unreliable. • Half = ATR(window) multiplied by the configured band-width factor. • Band = . Values are requested with lookahead disabled, so historical band positions reflect only data that was available at the time. The state engine then evaluates: • Pairwise overlap — do any two bands share a price region? • Alignment — are all enabled band centers clustered within a strictness threshold (Loose 1.2 ATR / Standard 0.8 ATR / Strict 0.4 ATR) of their mean? • Disjoint count — how many pairs are fully separated? These three checks map deterministically to one of four states on every bar. 🔷 Signals and Alerts Three built-in alert conditions cover the most useful MTF transitions: • Value Overlap Detected — a new pairwise overlap forms between any two enabled timeframes. • Higher-Timeframe Value Lost — price leaves the dominant HTF value band after being inside it on the previous bar. • Cross-Timeframe Conflict — the state engine transitions into CONFLICT, indicating that at least one enabled pair of bands has become fully disjoint. All alerts are wired as alertcondition() entries so they can be combined with the standard PulseWire alert workflow. 🔷 Key Inputs • Timeframes — enable/disable up to three HTFs and pick any resolution for each (defaults 1H / 4H / Daily). • Rolling Window — 10 to 500 bars for the anchor and ATR. • Band Width — 0.25 to 3.0 ATR half-width. • Anchor Method — VWAP + ATR or HLC3 MA + ATR. • Alignment Strictness — Loose, Standard or Strict threshold for the state engine. • Show Only Overlapping Bands — hides isolated bands to keep confluence zones visible. • Visuals — per-TF color, base opacity, right-edge label toggle, label font size. • Panel — position, font size and master visibility switch. 🔷 How to Use • Read the state first. ALIGNED = all enabled timeframes agree on a common value region; OVERLAP = partial confluence; CONFLICT = disjoint timeframes; NEUTRAL = fewer than two active bands or indeterminate. • Read the Dominant row to see which timeframe currently carries the most structural weight. • Read the per-TF rows to locate price as Above / Inside / Below each band. • Combine the three in a single pass: for example, price Above a dominant HTF band while the state is CONFLICT is a very different context from price Inside an ALIGNED stack. • Pair with your existing entry framework (breakout, mean-reversion, order flow, trend-following) — this tool is a context layer, not an entry signal generator. 🔷 Limitations and Transparency • Box-based rendering is capped at three concurrent bands by design to keep the chart readable. • All values are computed with lookahead disabled. Bands update when the corresponding HTF bar closes, which is the expected behavior for any MTF tool. • Volume-weighted anchoring depends on the quality of the instrument's volume feed; on markets with unreliable volume, switch to the HLC3 MA method. • This script is an analytical overlay. It is not a strategy, does not produce buy/sell signals, and makes no forecasting claim. 🔷 Risk Disclosure Trading involves substantial risk. This indicator is provided for research and educational purposes only and does not constitute financial advice. Past market behavior does not guarantee future results. Always perform your own due diligence and use proper risk management. Open-source under Mozilla Public License 2.0.

Indicator

Value Shift Ladder [AGPro Series]Value Shift Ladder 🔹 Overview Value Shift Ladder is a market-structure mapping tool that extracts the most volume-accepted price shelves from a rolling lookback window and arranges them, in creation order, as the rungs of a ladder. Each rung is a volume-weighted zone where the market has recently spent the most time and traded the most contracts. The script then tracks how price interacts with every rung through a full Held → Broken → Reclaimed lifecycle and summarizes the entire chain into one readable ladder state: Rising, Falling, Mixed, Broken, Reclaiming, Building, or Neutral. The goal is not to predict direction and not to produce buy or sell signals. The goal is to give the chart reader a continuously updated answer to one question: where is the market's current fair-value region, how is that region moving over time, and which prior value shelves are still relevant versus which have been abandoned. This makes the tool useful as a structural reference for volume-profile readers, auction-theory traders, and anyone who builds a bias from accepted-value migration rather than from trend lines or moving averages. 🔸 Unique Edge Most volume-based tools either draw a single static profile snapshot, or plot every candidate level and leave the reader to filter. Value Shift Ladder does three things differently: Multi-shelf chronological ladder. Instead of producing one value band, the script maintains a ranked set of up to eight volume-accepted shelves and arranges them in the order they were first registered. This preserves the migration history of accepted value instead of collapsing it into one average. Proximity-gated visualization. Only shelves within a configurable ATR distance from current price are drawn on the chart, counted in the panel, and fed into the ladder direction state. Distant historical shelves exist in memory but do not clutter the chart or bias the readout — the ladder always reflects the value structure that is actually relevant to the current bar. Adaptive, confidence-aware breaks. A shelf is not broken on a single close outside its band. Young shelves are strongly protected (3.0 × ATR), maturing shelves require a medium distance (1.5 × ATR), and fully-aged shelves use the user-defined break distance. Shelves that have been re-confirmed multiple times gain a 2× confidence multiplier on top of that, preventing established value regions from being lost to a single volatility spike. 🔸 Methodology 1) Volume Profile Construction The script divides the rolling lookback window into equal price bins and distributes each bar's volume across every bin it touches, proportional to range coverage. Zero-range bars are assigned to their single bin. This produces a volume-weighted histogram of the lookback period. 2) Shelf Extraction The top-K bins by volume are selected iteratively. After each pick, the chosen bin and its ATR-neighborhood are zeroed out before the next pick, enforcing a minimum separation between shelves and preventing a single high-volume cluster from dominating every rung. Each surviving bin becomes a shelf, anchored at its bin-center price. 3) Shelf Merging and Confidence On every refresh, newly extracted shelves are checked against existing ones. If a new shelf falls within the ATR separation of an existing non-broken shelf, the existing shelf's volume is refreshed and its confidence score is incremented. Otherwise a new shelf is registered. Confidence is capped at ten and used downstream to scale break tolerance. 4) Lifecycle State Machine Each shelf carries one of three states — Held, Broken, or Reclaimed. Held flips to Broken when price closes beyond an adaptive break distance for three recent bars. Broken flips to Reclaimed when price dwells back inside the band for a user-defined number of bars. Reclaimed auto-promotes to Held once the shelf has stabilized past a short age threshold. 5) Ladder Direction Proximity-filtered active shelves are sorted by creation order. The last one, two, or three rungs are compared to produce a single state: Rising if the sequence is monotonically higher, Falling if lower, Mixed if non-monotonic, plus transient overrides for Broken, Reclaiming, Building, or Neutral conditions. 6) Pruning Stale broken shelves expire after a timeframe-aware window. A hard cap of ten active shelves is enforced, with broken shelves removed first when the cap is hit. 🔹 Signals and Alerts The script provides four deterministic state-change alerts, all tied to closed-bar transitions: — New Ladder Step Formed: fires when a new volume-accepted shelf is first registered. — Ladder Step Held: fires when an existing shelf is re-confirmed by the rolling profile. — Ladder Step Broken: fires when a held shelf transitions to broken. — Ladder Step Reclaimed: fires when a broken shelf transitions back to reclaimed. These alerts describe structural state changes inside the indicator logic. They are not trade signals and do not imply expected profitability, win rate, or directional certainty. 🔸 Key Inputs — Profile Mode (Auto / Manual): Auto derives lookback and refresh from the chart timeframe. Manual exposes both for full control. — Manual Lookback (bars): Size of the rolling window used to build the profile. — Manual Refresh Interval (bars): How often the profile is rebuilt. — Profile Resolution (bins): Number of price bins the range is divided into. — Target Shelf Count: Maximum number of shelves kept active. — Min Volume Ratio: Minimum fraction of the top-bin volume a bin must hold to qualify as a shelf. — Min Shelf Separation (ATR): Minimum ATR distance between two shelves. — Break Distance (ATR): Fully-aged break tolerance. — Reclaim Dwell Bars: Bars needed inside the band to flip Broken to Reclaimed. — Max Visible Distance (ATR): Proximity gate for drawing and counting shelves. — Display options: panel position, panel font size, on-chart label size, alerts toggle. 🔹 How to Use Value Shift Ladder is designed as a structural reference rather than a signal engine. Typical reading workflows include: — Bias framing. Read the Ladder state first. Rising or Falling indicates a one-sided migration of accepted value; Mixed indicates balance; Broken or Reclaiming highlights an active transition. — Dominant reference. The Dominant row in the panel highlights the nearest held or reclaimed shelf within two ATR of price. Use it as the closest structural reference for scenario planning, not as an execution level. — Proximity discipline. Because shelves more than the configured ATR distance away are not drawn, the ladder always reflects value structure that is currently relevant. When no shelves are visible, the market is between value regions — a context in which mean-reversion assumptions weaken. — Confluence. The tool is designed to be combined with independent confirmation such as session structure, higher-timeframe bias, or volume analysis. It is not meant to stand alone as a decision source. 🔸 Limitations and Transparency — Volume profile quality depends on the instrument's volume reporting. On symbols with unreliable or synthetic volume, shelf placement may drift. — The profile is recomputed on the close of refresh bars. Intrabar readings on the current bar can change until the bar closes; state transitions evaluate the last three bars for breaks and the reclaim-dwell window for reclaims, so fresh transitions can flip until those bars close. — On extremely illiquid sessions or instruments with frequent volatility spikes, the adaptive-break logic can delay transitions by design. This is a tradeoff in favor of stability. — Past structural behavior at a shelf does not guarantee future behavior. The tool does not forecast direction and is not a trading strategy. 🔹 Risk Disclosure This script is a structural visualization tool provided for educational and analytical purposes. It is not financial advice, not a trading strategy, and not a signal service. All trading involves risk of loss. Past market behavior is not indicative of future results. Users are fully responsible for their own trading decisions and for independently verifying the tool's behavior on their chosen instruments and timeframes before relying on it for any purpose.

Indicator

Auction Intelligence █ AUCTION INTELLIGENCE Auction Market Theory Overlay An Auction Market Theory (AMT) overlay that analyzes market structure through volume profile analysis. It detects profile shape (D/P/b/DD), identifies balance vs. imbalance states, and tracks value migration — giving you the same auction-based framework used by institutional traders to understand market behavior. Free and Open Source. █ THE CONCEPT: WHY AUCTION MARKET THEORY MATTERS Standard indicators tell you what happened. AMT tells you why . Markets are continuous two-sided auctions where buyers and sellers negotiate fair value: Balance — Price rotates within an accepted value area. Expect mean-reversion and range-bound trading. Imbalance — Price breaks away from the value area. One side dominates. Expect continuation. Profile Shape — The distribution of volume tells you who is in control and what to expect next. Value Migration — The direction where the POC and Value Area are shifting reveals the underlying trend. █ CORE FEATURES 1. Volume Profile Engine Distributes each bar's volume proportionally across price rows, building a volume-at-price distribution: POC (Point of Control) — Highest volume row = strongest S/R level VAH (Value Area High) — Upper boundary of the 70% value area = resistance VAL (Value Area Low) — Lower boundary of the 70% value area = support 2. Profile Shape Detection Automatically classifies the volume distribution into four distinct shapes: D-shape — Balanced. Volume evenly distributed, POC near center. Expect rotation. P-shape — Bullish. Volume concentrated in upper half. Buyers in control. b-shape — Bearish. Volume concentrated in lower half. Sellers in control. DD (Double Distribution) — Two distinct volume clusters. Market transitioning between value areas. 3. Balance vs. Imbalance Recognition Three-factor analysis combining price position, VA width dynamics, and trend strength. The chart background colors automatically when imbalance is detected (cyan = bullish discovery, red = bearish discovery). 4. Value Migration Tracker Monitors how the POC and Value Area midpoint shift over time: Bullish Migration ▲ — POC and VA migrating higher = institutional buying Bearish Migration ▼ — POC and VA migrating lower = institutional selling Neutral ─ — No significant migration = consolidation █ AUTO-TIMEFRAME ADAPTATION All parameters automatically adjust based on the chart timeframe: 1-5 min → Lookback 30, 18 Rows, Migration Len 5 15-30 min → Lookback 40, 20 Rows, Migration Len 8 1 Hour → Lookback 50, 24 Rows, Migration Len 10 4 Hour → Lookback 70, 28 Rows, Migration Len 15 Daily → Lookback 100, 32 Rows, Migration Len 20 Weekly+ → Lookback 150, 40 Rows, Migration Len 30 Disable Auto-TF to use manual settings for full control. █ DASHBOARD A compact, dark-themed info panel displaying: State — Current AMT state (BALANCE / IMBALANCE) with context Shape — Detected profile shape (D / P / b / DD) with description Migration — Value migration direction and strength Position — Current price position relative to Value Area POC / VAH / VAL — Key volume-based levels █ ALERTS (4 CONDITIONS) Balance → Imbalance — Market leaving the value area Imbalance → Balance — Market returning to the value area Profile Shape Changed — Volume distribution pattern shift Value Migration Shift — Directional bias change in POC/VA migration █ PRO VERSION The PRO version (Auction Intelligence PRO v2.0) adds: Initial Balance Range — IB Tracking + IB Extension Detection Failed Auction Detection — VA Breakout Failures Excess & Poor High/Low — Wick analysis at session extremes Auction Rotation Factor — POC-cross frequency as market efficiency measure Day Type Classification — Trend/Normal/Normal Var./Neutral/Double Dist. (Dalton) Previous Day Value Area — PDPOC/PDVAH/PDVAL as reference levels Enhanced Confluence Score — 0-12 scale with A+ to D grading 13 Alert Conditions █ NON-REPAINTING The volume profile is calculated from confirmed bar data only. The rolling lookback window recalculates on each confirmed bar using historical high/low/volume — no future data is used. No repainting. █ WORKS ON Crypto, Forex, Stocks, Futures, Indices — any timeframe from 1 minute to Monthly. █ DISCLAIMER This indicator is for educational and informational purposes only. It does not constitute financial advice. Always do your own research and manage your risk. Past performance does not guarantee future results. Trading involves substantial risk of loss.

Indicator

by alphachart_tv

Volume Profile █ VOLUME PROFILE Volume-at-Price Analysis with POC, VAH & VAL A powerful volume-at-price analysis overlay that calculates and visualizes the Point of Control (POC) , Value Area High (VAH) , and Value Area Low (VAL) directly on your chart. It reveals where the most trading activity occurred and provides real-time price position analysis — helping you identify high-probability support/resistance levels and mean-reversion zones. Free and Open Source. █ THE CONCEPT: WHY VOLUME PROFILE MATTERS Price charts show when trading happened. Volume Profile shows where it happened. The distribution of volume across price levels reveals the market's true valuation zones: Point of Control (POC) — The price with the highest accumulated volume. Acts as a magnet for price and the strongest single S/R level. Value Area (70%) — The range containing 70% of all traded volume. Defines what the market considers "fair value." Above/Below VA — Price outside the value area signals potential overextension or breakout. Institutional traders, market makers, and algorithmic systems all reference volume profile levels. █ CORE FEATURES 1. Volume Profile Engine Distributes each bar's volume proportionally across the price rows it spans, building a precise volume-at-price histogram: POC — Highest volume row = strongest support/resistance VAH — Upper boundary of the 70% value area = resistance VAL — Lower boundary of the 70% value area = support Row count is configurable (10-50 levels). 2. Profile Anchoring Three anchor modes control how the profile is built: Rolling — Continuously recalculated over the last N bars. Best for real-time analysis. Session — Resets every new trading day. Best for intraday context. Week — Resets every new trading week. Best for swing context. 3. Price Position Analysis Real-time classification of price relative to the value area: ABOVE VA — Potential overextension or breakout BELOW VA — Potential undervaluation or breakdown AT POC — High-probability mean-reversion zone IN VA — Normal trading range 4. Bounce & Rejection Signals Automatic detection of price interaction with key volume levels: POC Bounce Up/Down — Price touches POC and reverses VAL Rejection — Price tests VAL and bounces up (bullish) VAH Rejection — Price tests VAH and bounces down (bearish) 5. Volume Histogram Visualization A horizontal bar chart displayed directly on the price chart showing the volume distribution. POC row highlighted with a distinct color. █ AUTO-TIMEFRAME ADAPTATION All parameters automatically adjust based on the chart timeframe: 1-5 min → Lookback 30, 18 Rows, Histogram Width 8 15-30 min → Lookback 40, 20 Rows, Histogram Width 10 1 Hour → Lookback 50, 24 Rows, Histogram Width 15 4 Hour → Lookback 70, 28 Rows, Histogram Width 18 Daily → Lookback 100, 32 Rows, Histogram Width 22 Weekly+ → Lookback 150, 40 Rows, Histogram Width 30 █ DASHBOARD A compact, dark-themed info panel displaying: POC — Current Point of Control price level VAH / VAL — Value Area boundaries Position — Current price position (ABOVE VA / BELOW VA / AT POC / IN VA) To POC — Distance from current price to POC in percent Anchor — Active profile anchor mode VA Range — Width of the value area in price units █ ALERTS (4 CONDITIONS) POC Bounce Up — Bullish bounce off the Point of Control POC Bounce Down — Bearish bounce off the Point of Control VAL Rejection — Bullish rejection at Value Area Low VAH Rejection — Bearish rejection at Value Area High █ NON-REPAINTING The volume profile is calculated from confirmed bar data only. Rolling mode recalculates the full lookback window on each bar using historical high/low/volume — no future data is used. Session and Week modes accumulate incrementally within the anchor period. No repainting. █ WORKS ON Crypto, Forex, Stocks, Futures, Indices — any timeframe from 1 minute to Monthly. █ DISCLAIMER This indicator is for educational and informational purposes only. It does not constitute financial advice. Always do your own research and manage your risk. Past performance does not guarantee future results. Trading involves substantial risk of loss.

Indicator

by alphachart_tv

AG Pro Volume Profile Acceptance Ladder [AGPro Series]AG Pro Volume Profile Acceptance Ladder Overview / What it does AG Pro Volume Profile Acceptance Ladder is a volume-structure indicator designed to monitor whether price is building acceptance, holding acceptance, or losing acceptance inside a rolling volume-defined band. Instead of treating volume profile as a static reference snapshot, this script tracks acceptance as a progressive process. The goal is not to predict where price must go next, but to help the user read whether the market is spending enough time and participation inside a value zone to justify calling that area accepted. The script builds a rolling profile window, estimates the active acceptance band, and then classifies current behavior into states such as Probe, Build, Accept, Shift Watch, Shift Confirmed, and Fail. This creates a ladder-style framework for reading when the market is stabilizing within one value region and when that acceptance may be migrating toward another region. In practice, that makes it useful for users who want a structured way to distinguish temporary interaction from more durable volume-based acceptance. A key design goal of this script is to separate acceptance progression from simple attraction-to-level logic. Some tools are built around whether price is pulled back toward a reference such as a POC or another central level. This script focuses on a different question: is the market actually building and holding acceptance inside a rolling value zone, and is that acceptance stable enough to be treated as an active auction area rather than a temporary touch. Because of that framing, the indicator is best read as a market-structure context tool. It maps an evolving acceptance zone, estimates a directional ladder bias, and provides state transitions that can be used to organize chart reading, scenario planning, or alert workflows. It is not an execution engine, not a broker-grade order book product, and not a substitute for independent trade management. Unique Edge The distinguishing feature of this script is that it treats acceptance as a staged process rather than a single level event. The output is not limited to a profile center or a value-area drawing. Instead, the script evaluates how price behaves relative to a rolling volume-defined band and converts that behavior into a progression model. That matters because a market can interact with a value area in very different ways. It can briefly probe it, begin building around it, hold it in a more stable manner, shift acceptance upward or downward, or fail to maintain acceptance altogether. By organizing those conditions into a ladder of states, the script attempts to make the auction process easier to read in real time. This also makes the indicator materially different from a standard POC-centered interpretation. The emphasis here is not on magnetic pull toward one volume reference. The emphasis is on whether acceptance is forming, strengthening, or migrating. In that sense, the script is better understood as an acceptance progression map than as a simple volume anchor display. Methodology The script uses a rolling lookback window and distributes bar-based volume across a defined number of bins in order to approximate a local volume profile. From that rolling profile it derives the active central reference, the current acceptance band, and the relative participation of that band within the profile window. Using those profile components, the script calculates several internal measures. These include how often price remains inside the band over a recent hold window, how often price re-enters the band after leaving it, how stable the band center is relative to recent values, and whether the active center appears to be migrating in a meaningful way. These measures are then blended into an aggregate acceptance score and a ladder bias. The state engine uses those components to classify behavior into the following progression states: - Reject - Probe - Build - Accept - Shift Watch - Shift Confirmed - Fail These states should not be read as guarantees of continuation or reversal. They are condition labels describing how the script currently interprets interaction with the active acceptance band. Signals & Alerts The script includes deterministic state-based alerts so users can build workflows around changes in acceptance conditions. Available alert events: - Acceptance Building - Acceptance Confirmed - Upward Ladder Migration Confirmed - Downward Ladder Migration Confirmed - Acceptance Failed - Acceptance Lost These alerts are designed to reflect state transitions inside the indicator logic. They do not imply expected profitability, win rate, or directional certainty. Key Inputs - Profile Window: Defines the rolling lookback used for the local profile estimate. - Bin Count: Controls the profile resolution. - Value Area %: Defines how much of the rolling profile volume is used to construct the active acceptance band. - Migration Sensitivity: Controls how easily the script classifies center shifts as migration activity. - Probe Band Multiplier: Expands the outer interaction zone around the active acceptance band. - Hold Lookback: Defines the window used for hold and re-entry style calculations. - Theme / Panel Location / Panel Font Size / Label Font Size: Presentation controls for chart readability. - Show Previous Acceptance Band / Show State Markers / Forward Extension Bars: Visual controls for context and labeling. Limitations & Transparency This script does not use exchange-native tick-by-tick volume profile data. It uses a bar-based approximation built from the information available to Pine Script on the chart. As a result, the acceptance band and profile structure shown by the indicator should be interpreted as a model of local volume distribution, not as a perfect reconstruction of exchange-level auction detail. The ladder states are also model outputs, not objective market facts. Small changes in lookback, resolution, or volatility regime can influence how the script classifies the same area. Users should therefore treat the states as structured analytical context rather than as standalone instructions. The indicator is also not intended to replace broader market analysis. Trend structure, liquidity conditions, volatility regime, higher-timeframe context, and instrument-specific behavior can all affect how useful an acceptance reading is in practice. Risk Disclosure This script is for chart analysis and educational use only. It does not provide financial advice, investment advice, or trade recommendations. All markets involve risk, and no indicator can guarantee outcome, timing, or future performance. Users should apply independent judgment, test settings carefully, and use risk management appropriate to their own methodology. What this script is not - It is not a promise of continuation or reversal. - It is not a broker-grade volume profile engine. - It is not a substitute for execution planning or risk control. - It is not a claim that acceptance automatically leads to trend persistence.

Indicator

AG Pro Volume Profile POC Magnet Map [AGPro Series]AG Pro Volume Profile POC Magnet Map Overview AG Pro Volume Profile POC Magnet Map is a chart-overlay indicator built around one practical question: how strongly is the current Point of Control attracting, holding, or losing price? Instead of trying to replicate a full volume-profile workstation, this script focuses on the behavior of the active POC and the surrounding value area. The goal is to turn a familiar volume-profile concept into a cleaner decision-support map that helps users judge whether price is still interacting with the current fair-value center, rejecting it, reclaiming it, or beginning to establish value elsewhere. The script is designed for users who want a visual framework around POC behavior without covering the chart with heavy histogram structures or overly complex dashboards. It highlights the active POC, the current Value Area High (VAH), the current Value Area Low (VAL), a compact magnet band around the POC, and a small set of reaction labels that describe how price is interacting with that area. In short, this indicator is not trying to tell users what to buy or sell. It is trying to make one specific market reference more readable: the relationship between price and the current POC region. What the script does At a high level, the script does five things: 1) It builds a fixed-lookback volume-distribution map from recent chart data. 2) It derives the active POC, VAH, and VAL from that distribution. 3) It measures how close price is to the current POC and how often price revisits or accepts that region. 4) It converts those observations into a compact Magnet Score and state readout. 5) It marks a small set of price/POC interaction events such as Tag, Reject, and Reclaim. The result is a visual tool that combines reference levels and contextual interpretation in one overlay. Unique edge Many indicators can show a POC. This script is built to answer a more specific question: what is the quality of the current POC as a magnet for price? That difference matters. A raw POC line can be useful, but by itself it does not explain whether price is repeatedly returning to it, drifting away from it, rejecting it, or stabilizing around it. This script adds that missing context by combining the active POC with a behavior layer. The design goal is not “more features.” The design goal is clearer interpretation: - Is price still accepting the current value center? - Is the POC functioning as a pullback magnet? - Is price rejecting the area instead of accepting it? - Is value beginning to migrate? That is the role of the score, the state engine, and the reaction labels. Methodology The script uses a fixed lookback window and divides the recent price range into user-defined bins. It then allocates each bar’s volume to one price bin using the selected bar source, which can be Close or HLC3. From that distribution it identifies: - POC: the highest-volume bin in the lookback window - VAH: the upper boundary of the selected value area percentage - VAL: the lower boundary of the selected value area percentage After the levels are derived, the script evaluates how price is behaving relative to the active POC region. The Magnet Score is built from multiple components: - Distance: how far current price is from the POC, normalized by ATR - Revisit behavior: how often price has returned to the POC region - Acceptance behavior: how often price has closed near the POC region - Stability: whether the POC is relatively stable or drifting quickly - Rejection pressure: whether interactions with the POC region are ending in rejection rather than acceptance These components are combined into a bounded 0-100 score. Higher readings suggest that the current POC remains a stronger center of attraction. Lower readings suggest weaker pull, weaker acceptance, or a market beginning to operate away from the current value center. The script then classifies context into states such as: - Magnet Strong - Magnet Active - POC Tagged - POC Rejected - Accepted Away - Magnet Weakening This state layer is designed to summarize the current context rather than generate automatic trading instructions. How to read the chart POC The POC is the main reference line. It marks the highest-volume price zone inside the selected lookback distribution. If price repeatedly returns to it, reacts from it, or consolidates around it, that line is functioning as an active center of interest. VAH and VAL VAH and VAL define the current value-area boundaries. These help users judge whether price is still operating inside value or beginning to establish acceptance above or below it. Magnet band The magnet band is a narrow region around the POC. It exists to make POC interaction easier to read visually. It is not a claim that every touch is meaningful. It is simply a compact visual tolerance zone around the active POC. Reaction labels The script can display a small set of event labels: - Tag: price reached the current POC region - Reject: price interacted with the area and moved away - Reclaim: price crossed back through the active POC after being on the other side These labels are meant to help describe interaction, not to replace confirmation logic, risk management, or broader market context. Panel The panel summarizes: - Magnet Score - POC Distance - POC Drift - Value Context - Last Reaction - Current POC / VAH / VAL values This gives users a quick status view without needing to inspect every line manually. Typical use cases This indicator may be useful when users want to: - monitor whether pullbacks are still returning to the active POC - judge whether price is still auctioning inside value or beginning to accept away from value - compare different symbols for how “sticky” the current POC region appears to be - add context to an existing structure, trend, or mean-reversion workflow - keep a cleaner chart while still tracking basic volume-profile behavior The script is intended as a context and interpretation layer. It is not a complete trading plan on its own. Key inputs Lookback Bars Controls the size of the historical window used for the profile calculation. A larger value creates a broader context. A smaller value makes the profile more reactive. Rows / Bin Count Controls profile granularity. Higher values create more detailed binning. Lower values produce a smoother, simpler map. Value Area % Defines how much of total lookback volume is included inside the value area used to derive VAH and VAL. Price Source For Bin Allocation Lets users choose whether each bar’s volume is allocated using Close or HLC3. This changes how the profile is distributed across bins. ATR Length Used in normalization and spacing calculations, including the distance component and label positioning. Magnet Band Width (ATR) Controls the thickness of the tolerance zone around the active POC. Distance Ceiling (ATR) Caps how far price can be from the POC before the distance component is treated as maximally weak. Revisit Window and Acceptance Window These affect how the script measures repeated interaction and acceptance around the active POC region. POC Drift Lookback Used to estimate whether the active POC is relatively stable or shifting. Label controls Users can adjust label visibility, density, cooldown behavior, and right-edge line labels to keep the chart cleaner or more descriptive depending on preference. Alerts The script includes alert conditions for: - POC Tag - POC Reject - POC Reclaim - Magnet Strong - Magnet Active - Magnet Weakening - Accepted Away These alerts are event-based notifications tied to the script’s contextual logic. They are not performance claims and they should not be interpreted as guaranteed entry or exit signals. Limitations and transparency This script uses a fixed-lookback, bar-based approximation of volume distribution. It does not reconstruct native exchange-level order flow, bid/ask delta, or true tick-by-tick auction detail. Volume is allocated to bins using a selected bar source rather than full intrabar volume-at-price reconstruction. That means the profile is intentionally simplified so it can remain lightweight and readable inside a standard Pine overlay. Because the script uses a rolling lookback window, the active POC, VAH, and VAL can change as older bars leave the window and newer bars enter it. That is normal behavior for this design. The reaction labels are descriptive, not predictive. A Tag does not imply reversal. A Reject does not guarantee continuation. A Reclaim does not guarantee trend resumption. They are context markers showing how price interacted with the current POC area according to the script’s definitions. This tool should be read in conjunction with price structure, volatility, liquidity conditions, and user-defined execution rules. What this script is not This script is not: - a full session volume-profile suite - an order-flow or footprint tool - a prediction engine - a guaranteed reversal detector - a stand-alone trade system It is a focused overlay for interpreting how price is behaving around the current Point of Control and value-area structure. Practical interpretation notes In many markets, the POC acts like a reference area rather than a directional signal. The more often price returns to it and the more often price stabilizes near it, the more useful that region can become as a working fair-value reference. By contrast, when price begins to hold above VAH or below VAL and stops interacting meaningfully with the POC region, the script may shift toward weaker magnet states or accepted-away context. That does not automatically imply trend continuation, but it does suggest that the current value center may be losing influence. Users may find this especially useful when comparing: - balanced conditions vs. directional conditions - shallow pullbacks vs. deeper value retests - symbols that keep rotating through value vs. symbols that are clearly accepting away from it Risk disclosure This indicator is for chart analysis and market context only. It does not provide investment advice, trading advice, or guaranteed outcomes. All indicators simplify market behavior. This script is no exception. Markets can ignore previously important value references, react differently across symbols and timeframes, and change behavior as volatility regimes shift. Users are responsible for their own confirmation process, execution decisions, and risk management.

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Area per Interval Description This indicator shades the area between 2 curves, an SMA and the nearest open/close to the SMA, and their intersections. The black labels with leader lines describe the calculated area of each shaded section, and the total area accumulated per total number of time intervals for that area. The additional value visible in the status line that is not displayed on the chart is, at any bar index (time interval), the current total area of the incomplete shaded area. Usage - The default color of the shaded areas denote the type of momentum being built before the cross. Green for bullish, red for bearish. - The area value of the shaded areas can be used as a capacity indicator, denoting imbalances between the previous and next crosses. - The area per interval value of the shaded areas can be used as a momentum indicator, denoting which area is carrying more price movement before the price crosses. - Similar to indicators that use dynamic price differences between OHLC data, moving averages, etc, confluence with other momentum indicators that use different elements creates additional confirmation. Conclusion Simple momentum indicator. Comment for possible updates that can be made.

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MACD Area This indicator calculates and displays the cumulative area for each region above and below the zero line in the MACD histogram. This area measurement serves as a momentum metric, where larger cumulative areas indicate stronger momentum. Divergences between the area and price can also potentially indicate an impending reversal. For example, when the stock price makes a higher high but the area makes a lower high, the current momentum may be unsustainable.

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Integral (Area)This indicator calculates the area under a pre specified length of candles (Interval Integral) When the area go high and the start dropping it will be an indication the we were in a correction and it's about to end.

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by layth7ussein

Pivot Order Blocks // How it Works \\ Order Blocks based on pivot reversal candle When a pivot High or Pivot Low is found and confirmed, a box will be plotted on the open and close values of that pivot candle // Settings \\ In the settings you have the ability to change the distances required to confirm an pivot High or Low These are the lengths where the script checks to see if it is at its local high or low. You also have the ability to change the amount of candles the box stretches over as well as the colors of the bullish and bearish boxes // Use Case \\ Pivot points often provide Support and Resistance points on their own, one way of marking up order blocks is by taking the pivot candle and marking that up as a resistance area where you could be looking for price to reverse // Suggestions \\ Happy for anyone to make any suggestions on changes which could improve the script, // Terms \\ Feel free to use the script, If you do use the script could you please just tag me as I am interested to see how people are using it. Good Luck!

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Selected MACD Areas Compare This is a simple tool to compare two selected MACD histogram area. The MACD histogram area is sometimes used to determine trend reversal or trend strength. One may have difficulty with this when the compared MACD areas are of different shape or similar in size. This indicator/tool allows user to select two time periods on the chart and get a precise compare result. To use the indicator, place a regular MACD indicator on the chart which shows the histogram, then add this indicator and select the two areas of which you want to compare the size. Please make sure that the regular MACD indicator this one have the same source.

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by chongqing2020

MA + VolumeArea Made a stripped-down version of the script. Later it will be supplemented with other functions. In assembly: -4 EMA -The bull / bear area from the volume candlestick data. In the settings, you can change the size of the array and the amount of sampled data in it. p.s I cut all my scripts for convenient work for you. Stay tuned! Good luck.

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Collection Area (AK formula)Collection Area based on AK formula

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Classical Supports & Resistances This indicator shows classical resistance and support levels which retraced the chart lately. Notice that the condensed lines laying close together are showing an area of support and/or resistance. But after all, it was a tedious work creating this indicator because like I've already said, pine script is a very odd and weak language which does not have many ordinary features like useful loops, simple line drawing and even reasonable variable casting! So I was forced to use its built-in pivothigh() and pivotlow() functions without any handy documentation. I assume that even these functions don't work as expected, and because of that, I embedded "Sensitivity" and "Lookback Time" options in the indicator as a workaround. Feel free to use it and send me your comments/solutions.

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