Guppy MMA Mean Reversion SignalsThe Guppy MMA Mean Reversion System is a trend-following mean reversion tool designed to identify high-probability pullbacks within established trends. By combining the classic Guppy Multiple Moving Average (GMMA) with volatility, volume, and momentum filters, this script aims to reduce the "noise" often found in standard moving average cross strategies.
The Concept: Why this Works
Standard GMMA indicators are excellent for visualizing trend strength but often lack precise entry triggers or filters to avoid entering during periods of low volume or extreme exhaustion. This script addresses these limitations by integrating four distinct analytical components:
- GMMA Ribbons (Trend & Reversion Zones) : We use two groups of EMAs (Short-term and Long-term). The Long-term group defines the "institutional" trend. Our entry logic looks for price to revert from the short-term trend back into the long-term trend zone—a classic sign of a healthy pullback.
- CVD Confluence (Volume Confirmation) : Using Cumulative Volume Delta (CVD) based on candle-body delta approximations, the script ensures that volume flow supports the entry direction. This prevents entering pullbacks that lack the necessary buying/selling pressure to resume the trend.
- ATR Volatility Filter (Statistical Spacing) : To avoid "choppy" entries, this filter requires the price to be at a statistically significant distance from the EMA based on market volatility (ATR). This ensures you are entering at a true "discount" rather than in a sideways market.
- RSI Exhaustion Filter (Momentum Safety) : We utilize RSI to ensure that a reversion hasn't reached an overextended state. For example, it prevents buying a pullback if the RSI indicates the asset is already in an overbought exhaustion phase.
How to Use
- Long Entries (Green Circles) : Triggers when the Long-term ribbon is bullish, and price pulls back to touch the Long-term EMA group, provided the CVD, ATR, and RSI conditions are met.
- Short Entries (Red Circles) : Triggers when the Long-term ribbon is bearish, and price rallies to touch the Long-term EMA group, filtered by volume and momentum.
- Exits (Labels) : Exit signals appear when price successfully reverts back to the "fast" Short-term group, marking the completion of the mean reversion move.
Key Features & Customization
- Independent Toggles : You can independently turn on/off buy signals, sell signals, and their respective exits to suit your specific trading style (e.g., only trading the long side).
- Signal Cooldown : Includes a customizable "bar count" cooldown to prevent multiple overlapping signals during high-volatility periods.
- Comprehensive Settings : Fully adjustable EMA lengths, ATR multipliers, and RSI thresholds to adapt the system to different timeframes and asset classes (Crypto, Forex, Stocks).
Settings Guide
- Use ATR Filter : Increase the multiplier for more conservative, wider entries.
- Use CVD Filter : Enable to ensure volume delta is trending with your entry.
- Use RSI Filter : Helps avoid "catching falling knives" by filtering out trades during extreme momentum spikes. Indicator
CVD Reversal Divergence (Exhaustion)Overview
The CVD Reversal Divergence (Exhaustion) indicator is designed to identify potential market reversals by analyzing the divergence between price action and Cumulative Volume Delta (CVD).
Hypothesis
This indicator is built on the "Order Flow Exhaustion" hypothesis. In efficient markets, price trends should be supported by volume. When price hits a new high but CVD fails to follow (or vice versa), it indicates that the current momentum is exhausted, often signaling a pending reversal.
Key Features
Buying Exhaustion (Red Triangle): Signals a potential downward reversal when price structure diverges from buying pressure.
Selling Exhaustion (Green Triangle): Signals a potential upward reversal when price structure diverges from selling pressure.
Pivot-Based Detection: Uses structural pivot points to filter out intraday market noise, ensuring high-quality signals.
Understanding "Pivot Lookback (Bars)"
The Pivot Lookback parameter is the most critical setting for this indicator:
What it does: It defines the number of bars required on each side of a pivot point to confirm it as a local high or low.
How to tune it:
Lower Values (e.g., 3-5): Increases sensitivity, allowing the indicator to detect smaller, localized reversals. Best for scalping.
Higher Values (e.g., 10-20): Increases filtering, ignoring minor pullbacks and focusing on major structural shifts. Best for trend trading.
How to use
This indicator works best on liquid assets like Futures (ES, NQ, Gold) and high-volume stocks.
Use it as a confirmation tool rather than a standalone entry signal. Combine it with Support/Resistance levels or Volume Profile POCs for the best results. Indicator
CVD Matrix: Main Chart Signals## CVD Candles: Absorption & Engulfing Overlay
> ### ⚠️ Critical Note Before Deployment
>
>
> Because the Forex market is decentralized, **volume data is entirely feed-dependent.** For this overlay to function properly, you **must** ensure your chosen asset or currency ticker provides volume/tick volume data on PulseWire. If the broker feed lacks volume data, the Cumulative Volume Delta (CVD) engine will render flat lines or fail to calculate entirely.
> Highly recommended feeds on PulseWire that provide robust, institutional-grade volume metrics include:
> * **OANDA**
> * **FOREX.com**
> * **FXCM**
> * **ICE** (For spot and currency futures feeds)
>
>
---
### Overview
The **CVD Candles: Absorption & Engulfing Overlay** is an institutional-grade order flow and market structure toolkit designed to isolate hidden market participant activity. By pairing **Cumulative Volume Delta (CVD)** divergences with localized price pivots, this indicator filters out retail noise and exposes areas where large market players are actively absorbing aggressive order flow.
Rather than relying purely on lagging price action, this system demands explicit cross-verification between structural order flow exhaustion and a high-volume momentum breakout before printing highly actionable trade entries directly onto your main price candles.
---
### Key Mechanics & Features
### 1. Structural Order Flow Absorption (The Diamonds)
The indicator continuously monitors localized market structure using a customizable Pivot Engine. When price forms a swing high or swing low, the system evaluates the internal order flow inside a precise **CVD Window Offset**.
* **Bullish Absorption (Teal Diamond):** Occurs when price forms a higher low (or equal low), but the CVD drops to a significant lower low. This reveals aggressive sellers hammering the market, yet price refuses to drop—proving that passive institutional buy orders are completely absorbing the selling pressure.
* **Bearish Absorption (Orange Diamond):** Occurs when price forms a lower high (or equal high), but the CVD spikes to a significant higher high. This reveals aggressive buyers chasing price upward, yet price refuses to break higher—proving that passive institutional sell orders are absorbing the buying pressure.
### 2. High-Volume Momentum Confirmation (The Bull/Bear Entries)
An absorption signal alone is simply a sign of a stopping market; it requires a volatility catalyst to become a valid entry. Once an absorption diamond is confirmed, the indicator activates an internal tracking engine that stays live for a customizable **Entry Window** (e.g., 4 bars).
To trigger a **BULL ENTRY** or **BEAR ENTRY** label, the market must satisfy two strict momentum filters within that window:
* **Volume Expansion:** Current volume must exceed the previous bar's volume *and* cross above the 10-period Volume SMA, ensuring genuine institutional participation.
* **Price Engulfing:** Price must print a decisive engulfing candle or strong Marubozu close variant, confirming that the absorbing party has successfully taken control of the market and initiated the reversal.
---
### How to Trade the Overlay
* **The Setup:** Look for a **Teal** or **Orange Diamond** to print on your main chart. This signals that a major structural turning point has been identified and order flow is shifting.
* **The Execution:** Wait for the system to print a **BULL ENTRY** or **BEAR ENTRY** label. Because these labels require a volume-backed engulfing candle to fire, they mark the exact moment aggressive momentum has shifted in favor of the absorbing institution.
* **Invalidation:** If the market drifts sideways and fails to produce a high-volume engulfing breakout within your specified entry window, the tracking engine automatically resets to protect you from entering a choppy, low-liquidity environment. Indicator
Volume Waves (Buy / Sell / Delta) [footprint data]
⚠️ This indicator uses footprint data and requires PulseWire Premium plan or higher. Without footprint support the waves will not appear.
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Volume Waves (Buy / Sell / Δ) is a footprint-based volume visualization that renders buy volume, sell volume and delta directly on the price chart as adaptive filled waves - no separate pane, everything stays on the candles where it belongs.
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What you see
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Three layers are rendered directly on the chart:
Volume wave (gray) — total buying or selling activity scaled to recent history. Shows how significant the current bar's volume is compared to the lookback window.
Delta wave (semi-transparent lime / purple) — positive delta (buyers dominated) is lime, negative delta (sellers dominated) is purple. Rendered on top of the volume wave, always stays within its boundaries.
Extreme delta (fully opaque lime / purple) — same colors, full opacity. Appears only when both volume and imbalance cross their thresholds simultaneously. The brighter the spike stands out against the semi-transparent background — the more significant that bar was.
The waves are normalized relative to recent market activity and scaled dynamically using ATR, allowing the visualization to remain readable across different instruments and timeframes without constant manual adjustment.
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Why footprint data matters
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Most "buy/sell volume" or "volume delta" indicators available on charts do not use actual trade classification. They approximate — typically by comparing the candle's close to its open and assuming the entire volume was either buying or selling, or by applying the same approximation from a lower timeframe (the accuracy does not improve from this — the method stays the same, only the scale changes).
Footprint data works differently. When supported by the broker and exchange feed, PulseWire provides bid/ask-classified executed trades where each transaction is identified as aggressive buying or selling at the moment of execution. Not calculated from price behavior, not estimated from candle shape — recorded as a fact from the exchange order book.
This distinction becomes especially important around:
high-liquidity levels and absorption zones,
breakouts and exhaustion moves,
and news-driven volatility.
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Display modes
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Two sides — buy and sell waves expand in opposite directions from the baseline: buy volume upward, sell volume downward. Buyer and seller dominance is immediately visible.
One side — buy and sell volume are stacked upward together as total activity. Useful when focusing on participation intensity or volatility expansion. The delta wave remains visible and colored by sign — directional information is always present.
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How it is built
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Shared normalization. Buy and sell volume are both divided by the same highest total volume over the lookback window. This preserves the real proportion between them and ensures delta always reflects the correct sign and magnitude. Independently normalized sides would distort this relationship.
Adaptive ATR scaling. Wave height = normalized volume × ATR(200) × scale factor. This gives the indicator automatic adaptation across markets, stable visual proportions across timeframes, and consistent readability during volatility expansion. Quiet markets remain compact, volatile markets naturally expand. The scale factor setting provides additional manual control when needed.
Visible-area rendering. Waves are built only for bars currently visible on screen using chart.left_visible_bar_time and chart.right_visible_bar_time . The loop range accounts for the offset of the last bar from the right edge — correctly handling situations when recent bars are outside the viewport after scrolling left. When scrolling or zooming, the structure recalculates intentionally to preserve local proportionality.
Baseline positioning. The baseline can be placed manually via the position setting: top, bottom or middle of the visible range. In auto mode the indicator checks whether current price is in the upper or lower half of the visible range and positions the baseline on the opposite side — in most cases preventing overlap with candles without manual adjustment.
Extreme delta detection. A bar is marked as extreme only when two conditions are met simultaneously: total volume exceeds a configured percentile of recent history (Lookback Window
- 500 bars by default), and absolute delta exceeds a configured percentage of total bar volume. This filtering removes low-volume noise, small meaningless imbalances, and high-volume but balanced bars. Only bars where both participation and asymmetry are genuinely exceptional are highlighted. Both thresholds are independently adjustable.
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How to read it
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Dominance. When buy waves consistently exceed sell waves — buyers are participating more aggressively. When sell waves dominate — sellers control the auction. The relationship becomes visible instantly without requiring footprint tables or numerical inspection.
Delta as confirmation. Price rising with positive delta means real buying pressure is behind the move. Price rising while delta weakens or turns negative suggests passive absorption may be occurring — the move may lack genuine initiative participation.
Extreme highlights. Fully opaque spikes mark bars where both participation and directional imbalance were exceptional. These bars are often structurally important and tend to stand out clearly even on dense charts — absorption, exhaustion, breakout moments.
Info label. On the last bar a small label shows buy volume, sell volume, delta value and delta as a percentage of total volume — quick numerical context without opening a separate footprint panel.
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Settings
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side — one side or two sides visualization
position — baseline placement: auto / top / bottom / middle
shift — offset between baseline and chart edge
scale factor — overall wave height multiplier
Lookback Window — normalization and percentile range
Delta % threshold — minimum imbalance percentage for extreme detection
Volume Percentile % — minimum participation percentile for extreme detection
show volume — toggle buy/sell volume waves
show delta — toggle delta overlay and extreme highlights
delta transparency — two inline values: opacity for regular delta and for extreme highlights separately
show label — toggle information label on last bar
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Notes
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Footprint data required. The indicator uses request.footprint() available on PulseWire Premium or higher. Availability also depends on broker and exchange feed support.
Updates on scroll. Waves recalculate every time the visible area changes — intentionally. You always see volume structure scaled to what is currently on screen.
If you find it useful — a boost or comment is appreciated. Feedback and suggestions are always welcome.
Indicator
CVD Multi-Timeframe DashboardCVD Multi-Timeframe Dashboard
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WHAT IT DOES
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Most CVD tools only show you the timeframe you're standing on. This one shows
you the whole stack at once. Stay on your execution chart — 1m, 3m, 5m,
whatever you trade — and read the net buying vs. selling pressure of the 5m,
15m, 1h, 4h, Daily and Weekly in a single on-chart table.
In one glance you know whether the bigger picture is backing your trade or
fighting it.
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WHY IT'S USEFUL
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Price can rise while volume delta quietly turns negative — buyers stepping
back even as the candle stays green. That divergence is an early warning, and
it's far more powerful when you can see it line up (or break down) across
multiple timeframes:
- All rows green → broad, one-sided buying. Trend trades have the wind behind them.
- All rows red → broad selling pressure. Longs are swimming upstream.
- Mixed rows → the timeframes disagree — often a pullback, rotation, or a
turning point forming.
This turns CVD from a single-timeframe reading into a top-down confluence tool.
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HOW IT WORKS
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Volume Delta = volume hitting the offer (buying) minus volume hitting the bid
(selling). The script uses PulseWire's ta.requestVolumeDelta() engine, which
scans lower-timeframe data to approximate that split as accurately as the
data allows.
Each row anchors that engine to a different timeframe and reports the NET delta
of that timeframe's CURRENT, developing bar — i.e. how much net buy/sell flow
has built up since that candle opened. As a higher-timeframe bar progresses,
its value accumulates; when a new bar opens, it resets. That's why the rows
genuinely differ from one another instead of repeating the same number.
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READING THE TABLE
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TF → the monitored timeframe
CVD Δ → net volume delta of its current bar (auto-formatted K / M / B)
Bias → BUY (positive) or SELL (negative), colour-coded
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SETTINGS
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- Timeframes to monitor — up to 6 slots, each with its own on/off toggle and
timeframe. Set them equal to or higher than your chart timeframe.
- Lower timeframe — resolution used to approximate up/down volume. Automatic
by default; lower = more precise, higher = more history.
- Style — table position, text size, and your own positive/negative colours.
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ALERTS
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"CVD bias flip" fires the moment any monitored timeframe's delta crosses
between positive and negative — useful for catching a shift in flow without
staring at the screen.
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NOTES & LIMITATIONS
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- Monitor timeframes ≥ your chart timeframe; lower ones aren't meaningful.
- The symbol must provide volume data, or the script will tell you.
- Lower-timeframe scanning approximates buy/sell volume — it isn't true
tick or bid/ask data. Use it as a directional gauge, not an exact figure.
Built on PulseWire's open-source CVD logic and the ta.requestVolumeDelta()
function from the PulseWire/ta library. Open-source — feedback and forks
welcome. Indicator
Crypto Ultimate Indicator v2═══════════════════════════════════════════════
CRYPTO ULTIMATE INDICATOR (CUI)
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A multi-layer confluence system for crypto traders. Stacks 12+ independent technical layers — trend, momentum, volume, regime, multi-timeframe bias, and Smart Money Concepts — and fires Buy/Sell signals only when enough of them agree. Every signal comes with a confidence score, three take-profit levels, position size recommendation, and live outcome tracking.
Built for 4H and Daily crypto charts. No proprietary "secret sauce" — every component is documented and every input is exposed.
━━━━━━━ WHY THIS EXISTS ━━━━━━━
Most multi-indicator scripts stack correlated trend filters (more EMAs, more oscillators) and call it "confluence." That just adds the illusion of agreement without adding independent information.
CUI's filter stack is built from genuinely different signal sources, so when they align, that alignment carries real weight:
• Trend regime — HMA + Supertrend + EMA Ribbon
• Momentum — RSI with proper pivot-to-pivot divergence
• Volume flow — body-weighted Volume Delta + CVD divergence
• Volatility state — Bollinger squeeze + squeeze-release timing
• Market structure — composite of ADX, Choppiness Index, BB-width percentile
• Multi-timeframe — weighted Daily / Weekly / Custom HTF (all offset, no repaint)
• Liquidity & gaps — Fair Value Gaps + Liquidity Sweep detection
• External context — optional BTC trend filter for alt trading
A Buy or Sell only fires when the relevant subset of these align. A built-in "Why-Not" diagnostic table shows you exactly which filter is blocking a near-signal at any moment — turning the indicator into a tunable system rather than a black box.
━━━━━━━ CORE FEATURES ━━━━━━━
TREND & MOMENTUM
▸ Hull Moving Average (configurable length)
▸ Supertrend with ATR factor
▸ 5-EMA Ribbon (8/13/21/34/55) with stacking score
▸ RSI with consecutive-pivot divergence detection
▸ MACD and Stochastic RSI (data window)
VOLUME
▸ Body-weighted Volume Delta (not naive close-position)
▸ Cumulative Volume Delta (CVD)
▸ CVD divergence at confirmed pivots
VOLATILITY & REGIME
▸ Bollinger Bands with squeeze detection and release timing
▸ Composite regime classifier (ADX × CHOP × BB-width)
▸ Background tint for trending vs ranging states
▸ Regime transition labels
SMART MONEY CONCEPTS
▸ Fair Value Gap zones (bullish and bearish)
▸ Liquidity Sweep detection
MULTI-TIMEFRAME
▸ Daily / Weekly / User-defined custom HTF
▸ Weighted confluence score (D 1.0x + W 1.5x + Custom 0.75x)
▸ Optional HTF pivot-based S/R lines
BTC CONTEXT (for alt traders)
▸ Optional BTC trend filter
▸ Relative strength vs BTC
SIGNAL ENGINE
▸ 0-100 confidence score
▸ Configurable minimum confidence threshold
▸ Auto-tune presets (Aggressive / Balanced / Conservative / Custom)
▸ Confirmation bar requirement
▸ Minimum spacing between signals
TRADE MANAGEMENT
▸ Three take-profit levels (TP1/TP2/TP3) with configurable ATR multipliers
▸ Custom % allocation per target
▸ Adaptive SL/TP — different distances in trending vs ranging conditions
▸ Break-even stop activation after TP1
▸ Chandelier ATR trailing stop on runner portion
▸ Position size calculator (account size × risk % × confidence multiplier)
LIVE TRACKING & DIAGNOSTICS
▸ Main dashboard with all current state
▸ Signal log table — last N trades with live TP/SL outcomes
▸ Why-Not diagnostic — which filter is currently blocking each direction
▸ Regime stats — win rate broken down by trending vs ranging
ALERTS
▸ 15+ classic alertcondition triggers
▸ Optional JSON webhook payload for bot integration
━━━━━━━ HOW A BUY SIGNAL FIRES ━━━━━━━
All of the following must be true on the signal bar:
1. HMA trending up
2. RSI above 50
3. Volume delta positive
4. EMA Ribbon score ≥ +3 (at least 4 of 5 aligned bullish)
5. Supertrend bullish
6. HTF confluence score ≥ +1.5
7. Confidence score ≥ user minimum
8. BTC trend bullish (if BTC filter enabled)
9. Price not inside opposing FVG zone (if FVG filter enabled)
10. Market not in strong ranging mode
11. Price more than 0.5 ATR from upper resistance zone
12. Candle body > 50% of range
13. Minimum bars elapsed since last signal
14. Confirmation bar (if enabled)
A Sell signal requires the inverse. On 4H BTC expect roughly 1-3 signals per week in normal conditions. If you see fewer, drop the confidence floor or switch to the Aggressive preset.
━━━━━━━ RECOMMENDED USE ━━━━━━━
▸ Primary: 4H on BTC/USDT, ETH/USDT, and majors
▸ Also works: Daily, 12H, 8H
▸ Use caution below 1H — noise increases, news spikes can trigger wicks
▸ Low-liquidity alts: bump ATR period to 21
WORKFLOW
1. Start on the Balanced preset
2. Watch the dashboard and Why-Not panel for a few sessions
3. Adjust the confidence floor based on signal frequency
4. Enable Regime Stats after chart history accumulates
5. For bots: enable JSON webhook alerts, route via "Any alert() function call"
━━━━━━━ REPAINT DISCLOSURE ━━━━━━━
Full transparency on what does and doesn't repaint:
▸ HMA, Supertrend, EMA Ribbon: repaint on the developing current bar (use bar-close confirmation for live trading)
▸ HTF confluence (D/W/Custom): all use offset — fetch last closed HTF bar only — NO intra-period repaint, NO lookahead
▸ RSI and CVD divergence labels: plotted at confirmed pivot bar (5 bars after the actual pivot). Do NOT appear and disappear.
▸ FVG zones: drawn on confirmation bar of the 3-bar gap pattern. Do not repaint once drawn.
▸ Liquidity sweeps: detected on bar close
▸ Trade outcomes (signal log): evaluated on each closing bar
▸ Regime transition labels: confirmed on bar close
━━━━━━━ HONEST LIMITATIONS ━━━━━━━
▸ This is a decision-support tool, not a complete trading system. Risk management, position discipline, and execution matter more than any indicator.
▸ Signal outcomes in the Regime Stats table are based on bar-close evaluation. Real-fill slippage is not modeled.
▸ Volume Delta is approximated from candle structure, not true tick-level bid/ask (PulseWire doesn't expose that without premium feeds).
▸ FVG and liquidity sweep are simplified interpretations of those concepts — pure SMC purists may prefer dedicated tools.
▸ The regime classifier is a heuristic composite. It works well on liquid crypto pairs but can lag at sharp inflection points.
▸ Past performance does not predict future results.
━━━━━━━ SETTINGS OVERVIEW ━━━━━━━
The script has many inputs, grouped by function. For first-time users, the most important groups are:
▸ Preset & Theme → pick Balanced to start
▸ UI Sizing → table text and label sizes
▸ Signal Engine → set Minimum Confidence Score
▸ Tiered Exits → TP/SL multipliers and % allocation
▸ Position Sizing → account size and risk per trade
▸ Alerts & Webhooks → enable JSON for bot trading
Default state shows a clean chart: HMA, Supertrend, BB, regime tint, signal labels, plus three tables (dashboard, signal log, HTF panel). Everything else is one toggle away — EMA Ribbon, FVG boxes, ATR zones, HTF S/R lines, CVD divergence labels, sweep markers, Why-Not diagnostic, Regime Stats.
━━━━━━━ WHAT'S NOT INCLUDED ━━━━━━━
▸ Full strategy() backtest — this is an indicator(). A companion strategy script may be released separately.
▸ Funding rate / open interest overlays — require specific tickers not universally available
▸ Chart pattern recognition (H&S, wedges, etc.)
━━━━━━━ CREDITS ━━━━━━━
Built on Pine Script v6. Uses PulseWire built-ins: ta.supertrend, ta.dmi, ta.bb, ta.macd, ta.rsi, ta.pivothigh, ta.pivotlow, ta.valuewhen. Choppiness Index, CVD, FVG detection, liquidity sweep logic, regime classifier, confidence scoring, trade tracking, and confluence weighting are custom implementations.
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Indicator
Veyra Delta Lens [JOAT]Veyra Delta Lens
Introduction
Veyra Delta Lens estimates delta pressure from OHLCV data and converts it into auction pressure, CVD z-score, participation entropy, absorption, and pressure-shift events.
This open-source indicator is designed as a context tool, not a standalone trading system. It focuses on explaining the current market state with restrained visuals and confirmed-bar logic where signals are used.
Core Concepts
1. Signed Volume Pressure
Candle close location and body impact estimate directional volume pressure.
2. CVD Normalization
Cumulative pressure is normalized so current pressure can be compared with recent history.
3. Participation Entropy
Volume concentration and close location distinguish balanced absorption from directional release.
4. Pressure Envelope
An auction mean and delta rails display pressure on the price chart.
delta = signedVolume * 0.65 + impactVolume * 0.35
Features
Estimated signed volume pressure
CVD z-score and impulse scoring
Absorption and divergence context
Auction mean and pressure rails
Sparse VX+ and VX- labels
Input Parameters
Delta smoothing and impulse memory
CVD normalization window
Participation entropy window
Event score and cooldown
Rails, trace, and candle toggles
How to Use This Script
Use VX+ and VX- labels as confirmed pressure shifts. Gold circles show absorption or divergence conditions aligned with the current regime.
Limitations
The script uses historical OHLCV data and cannot know future prices.
Signals and states can be late during fast reversals because confirmed-bar logic is used to reduce repainting.
Model outputs should be interpreted with market context, risk controls, and independent analysis.
No visual state should be treated as a certain trade outcome.
Originality Statement
Veyra is original in combining estimated delta, CVD normalization, entropy, auction rails, absorption, and divergence in one restrained overlay.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice, investment advice, or a recommendation to buy or sell any financial instrument. All calculations are derived from historical market data and may produce inaccurate readings in some market conditions. No indicator can predict future market behavior. Use proper risk management and independent judgment.
-Made with passion by jackofalltrades
Indicator
Super QuantumX Trend Shift Indicator V2Overview
The Super QuantumX Trend Shift Indicator V2 is an institutional-grade confluence engine designed for professional scalpers and intraday trend followers. While many retail indicators focus on a single metric (like price momentum), Super QuantumX recognizes that institutional moves are driven by a convergence of Momentum, Volume, Volatility, and Market Structure.
- This indicator is a sophisticated "Decision Matrix." It is not simply a collection of indicators on one chart; it is a gated signal system. A BUY or SELL signal is only generated when six distinct market dimensions align perfectly. This multi-layered approach filters out the noise of low-liquidity sessions and identifies the exact moment "Smart Money" enters the market.
Core Institutional Components & Why They Are Used:
1. Refined Momentum (Supertrend Logic): Used to define the primary active zones. We use Cyan for bullish and Purple for bearish momentum to provide an immediate visual bias.
2. Institutional Moving Averages (Multi-Type EMA Cross): Standard retail crosses are often too slow. We provide 6 adjustable MA types (EMA, TEMA, HMA, etc.) to confirm that the short-term trend is supported by institutional moving average baselines.
3. Accumulation Detection (Squeeze Pro): Before an institutional move occurs, the market often consolidates. We integrate Bollinger Band and Keltner Channel compression logic (Yellow bars) to identify these high-pressure zones where big orders are being filled.
4. Relative Aggression (CVD Proxy): Using a Cumulative Volume Delta proxy, the script ensures that signals are backed by aggressive market participants rather than thin retail volume.
5. Velocity & Strength (MACD/RSI/ADX): MACD tracks the velocity of the move, RSI confirms strength relative to the last 14 bars, and ADX filters out "Chop" zones by muting signals when volatility is too low to sustain a scalp.
6. Tactical Confirmation (Candle Pattern Recognition): Even if indicators align, we require a price action "trigger." The script looks for institutional-grade Engulfing patterns to ensure an impulse candle is behind every signal.
Advanced Profit Target Hierarchy
Unlike standard pivot points, our target system is dynamic and vertically aligned for a clean "R1-R3" look:
- HVN TARGET #1 & #2: Uses High Volume Nodedetection over a 100-bar and 25-bar lookback to find the Point of Control where liquidity is most dense.
- TARGET #3 & #4: Uses 1.618 and 2.618 Fibonacci Extensions of the higher-timeframe move to identify trend exhaustion levels.
The Multi-Timeframe Dashboard
A real-time dashboard tracks the health of the trade by showing the status of the Current, 15-minute, and 1-hour trend alignments. This ensures you never scalp against the "Master Trend" of the day.
How to Use
- The Setup: Wait for Yellow bars (Squeeze) to appear. This indicates institutional interest is building.
- The Trigger: A BUY or SELL label will appear when all 6 internal strategies align.
- The Zones: Only take long signals in Cyan zones and short signals in Purple zones.
- The Exit: Take profit at the horizontal HVN or Fib target levels and trail your stop along the Quantum Line .
Settings & Customization
Traders have full control over signal sensitivity, including an ATR Strength Filter to ensure candles have enough range to trade, and an optional Signal Cooldown to prevent repetitive labels during volatile sessions. Indicator
AMT Order Flow Suite v2.2AMT Order Flow Suite v2.2 — CVD · Delta · VWAP · Session Levels · Virgin POC
A complete Auction Market Theory order flow indicator built for XAUUSD (Gold), combining Cumulative Volume Delta, per-bar delta, session-anchored VWAP, intraday Point of Control, Value Area levels, Virgin POC detection, and Failed Auction signals — all in one script.
Developed and validated against 1.3 million ticks of raw XAUUSD price data across multiple weeks of live session analysis. Everything you see on the chart is derived from actual volume and delta, not price patterns alone.
WHAT IT SHOWS
Cumulative Volume Delta (CVD)
The core of the indicator. CVD accumulates signed volume throughout each session — positive when buyers are aggressive, negative when sellers dominate. Resets at the start of every new session so you always see the current day's order flow in isolation. An EMA signal line rides on top — when CVD crosses below its signal, bias turns bearish; above it, bullish. The fill colour shifts green/red to make the bias instantly readable.
CVD Divergence Labels
When price makes a new session high but CVD fails to confirm (DIST label) — that is distribution: institutions selling into retail buying. When price makes a new session low but CVD holds up (ABS label) — that is absorption: buyers stepping in as price flushes stops. These are the two highest-conviction signals in the indicator. Both are validated against real tick data.
Per-Bar Delta Histogram
Shows the signed volume of every individual bar — how hard buyers or sellers hit at that exact moment. Weighted by bar body ratio so doji bars don't falsely signal. High-volume bars are flagged with a marker. Absorption bars (high volume + tight range — the classic sign of an iceberg order defending a level) are marked with a diamond.
Session-Anchored VWAP with Standard Deviation Bands
VWAP resets each session and is calculated from the true volume-weighted average price. The ±1σ bands approximate the 70% Value Area — the zone where most of the day's business occurred. The ±2σ bands mark the outer extremes. Price extended beyond ±2σ with declining CVD is one of the strongest mean-reversion signals available.
Intraday POC (Point of Control)
Tracks the price level with the highest volume of the current session in real time. The POC is drawn as a dashed gold line extending right. This is the fair value anchor — price gravitates back to it repeatedly throughout the session and into the next day.
Value Area High (VAH) and Value Area Low (VAL)
Derived from the VWAP standard deviation bands. VAH = VWAP +1σ, VAL = VWAP -1σ. These are the boundaries of accepted value. Price breaking outside them and failing to hold is the definition of a Failed Auction — the primary trade setup this indicator is built around.
Virgin POC Detection
Tracks the POC of the previous two sessions. If price has not returned to a prior session's POC since that session ended, that level is "virgin" — untouched high-volume ground. When price finally reaches it, a circle marker appears on the chart (VP for 1-session-old, VP2 for 2-session-old). Virgin POCs produce the strongest reactions of any level because they contain trapped participants at their cost basis. Lines for VP1 and VP2 are drawn on the chart automatically each session and the live price levels are shown in the info table.
Failed Auction Signals (FA↑ / FA↓)
A Failed Auction occurs when price spikes outside the Value Area then returns back inside, rejecting the breakout. FA↑ (triangle up, below bar) fires when price has recently been below VAL and recovered back into value with positive delta and CVD above its signal line — buyers reclaimed the level. FA↓ (triangle down, above bar) fires when price has been above VAH and falls back with negative delta and CVD below its signal line — sellers rejected the breakout. Both signals are confirmed by CVD direction, not price alone.
Session Backgrounds and Open Labels
Asia (purple), London (gold), and NY (green) session backgrounds so you can instantly see which session produced which price action. LON and NY open labels appear at the exact opening bar of each session.
Live Info Table
Top-right corner dashboard showing: Session CVD, CVD Bias (BULL/BEAR), current bar delta, volume ratio, distance from VWAP, live POC price, VAH and VAL prices, current session name, active signal (if any), and the live levels of VP1 and VP2. Everything you need to read order flow without switching panes.
ALERT CONDITIONS (9 total)
✅ FA Long — Failed Auction long signal fired
✅ FA Short — Failed Auction short signal fired
✅ Bearish CVD Divergence — price new high, CVD not confirming (distribution)
✅ Bullish CVD Divergence — price new low, CVD not confirming (absorption)
✅ Absorption Detected — high volume + tight range at current bar
✅ Virgin POC Touch (1 session) — price reaching yesterday's untouched POC
✅ Virgin POC Touch (2 sessions) — price reaching 2-session-old POC (higher conviction)
✅ London Open — session beginning, watch for stop-hunt then direction
✅ NY Open — key session, trend continuation or reversal hour
SETTINGS
Timezone — set to your broker's chart timezone (default: Europe/London)
London / NY open hours — adjustable so the session labels and alerts fire at the correct time for your data feed
CVD Signal EMA length — controls how responsive the signal line is (default 20)
Volume average length — lookback for the volume ratio and absorption calculations
High-volume threshold — the multiple above average volume that triggers the high-vol flag
Absorption range ratio — how tight a bar's range must be relative to average to qualify as absorption
Level lookback — how many bars the POC tracker uses
All colours — fully customisable: bull, bear, CVD line, POC, VAH, VAL, VWAP, Virgin POC, absorption
HOW TO USE IT
Add to a 1-minute or 5-minute XAUUSD chart. Set your timezone to match your broker's data feed. The CVD pane appears below the chart automatically — if you only want the overlay elements on the main chart, right-click the pane and move or close it.
Each morning before London opens: note the POC, VAH, and VAL from the previous session (visible as dashed lines). Note the VP1 and VP2 levels in the info table — these are your virgin reaction zones for the day.
During London and NY: watch the CVD fill. Green fill above zero with price near VAL = look for FA↑. Red fill below zero with price near VAH = look for FA↓. DIST label at a new price high = distribution, shorts favoured. ABS label at a new price low = absorption, longs favoured.
NOTES
Works on any instrument with volume data but was designed and tested specifically on XAUUSD spot (Gold). The POC and Value Area are approximated using a session-anchored VWAP standard deviation method — this keeps the indicator fast and free of the loop timeout errors that affect bin-based volume profile calculations in Pine Script. For tick-perfect volume profiles, combine with PulseWire's built-in Session Volume Profile tool.
Built on Pine Script v6. No repainting. All calculations are bar-confirmed. Indicator
SuperTrend + Multi-MA + CVD ConfluenceThe SuperTrend + Multi-MA + CVD Confluence indicator is a comprehensive trading suite designed to solve the common issue of "false signals" in trend-following strategies. While standard moving average crossovers often fail in sideways or low-volume markets, this script integrates Volume Delta (CVD) and Volatility Filtering to ensure that price momentum is supported by real market conviction.
The originality of this script lies in its "triple-filter" approach:
Structural Trend: Defined by a customizable Multi-MA crossover.
Momentum Confirmation: Provided by the SuperTrend algorithm.
Volume Conviction: Validated through Cumulative Volume Delta (CVD) alignment.
How It Works
Multi-MA Crossover Engine: Traders can choose from six different Moving Average types (SMA, EMA, WMA, SMMA, DEMA, and TEMA). This flexibility allows the script to adapt to different asset classes—for example, using TEMA for fast-paced scalping or SMMA for smoother trend following.
CVD (Cumulative Volume Delta) Alignment: Buy and Sell signals are only triggered if the MA crossover aligns with the current Volume Delta momentum. A BUY signal requires the CVD to be rising, indicating that aggressive buyers are in control, while a SELL signal requires a falling CVD.
Chop Zone & ATR Filtering: To prevent overtrading, the script uses the ADX (Average Directional Index) to identify "Chop Zones" where the market lacks a clear trend. Additionally, an optional ATR Volatility Filter ensures signals only appear when the market has sufficient range to reach a target.
Signal Cooldown: A built-in "Cooldown" setting prevents signal spamming during volatile price action, requiring a minimum number of bars between consecutive trade labels.
Multi-Timeframe Dashboard: A theme-aware table provides a high-level view of the trend across 7 different timeframes (1m through 4h), alongside real-time Net Delta, Ask Volume, and Bid Volume metrics for current and previous bars.
How to Use It
Entries: Look for "BUY" or "SELL" labels. These represent the confluence of the MA crossover, CVD momentum, and volatility.
Trend Reference: Use the SuperTrend line as your primary trend guard. If price is above the SuperTrend, look primarily for long confluence; if below, focus on shorts.
No-Trade Zones: Avoid taking trades when candles turn Grey, as this indicates a "Chop Zone" where trend-following strategies are likely to be whipsawed.
Institutional Pressure: Monitor the Net Delta in the dashboard. Large positive delta alongside a bullish crossover provides the highest probability for a successful trade.
Exits: The SuperTrend line or the opposite MA crossover can serve as dynamic exit points or trailing stop-loss guides.
Customization
Independently Change Colors: You can customize the colors of Bullish/Bearish bars, Chop bars, and signal labels to match your specific chart theme.
Dashboard Settings: The table can be resized (Tiny, Small, Normal) and positioned in any corner of the chart.
Volatility Tuning: Adjust the ATR and ADX thresholds to tighten or loosen the signal frequency based on the asset's specific volatility profile. Indicator
Indicator
Vanta Delta Cartography [JOAT]Vanta Delta Cartography
Introduction
Vanta Delta Cartography is an open-source liquidity and auction-mapping indicator. It combines session VWAP bands, a developing volume profile, POC/value-area/VWMP references, estimated CVD impulse, pivot-confirmed divergence, absorption scoring, naked POC memory, and compact execution plans.
The goal is to show where the active session is accepting value, where pressure is imbalanced, and where a confirmed bid-side or ask-side plan appears.
Core Concepts
1. Manual Session VWAP
The script calculates session VWAP from cumulative price-volume and volume during the configured active session. Weighted deviation bands create inner and outer auction zones around VWAP.
2. Developing Volume Profile
The active range is divided into rows. The script estimates total volume, buy pressure, and sell pressure inside each row, then derives POC, value area high, value area low, VWMP, and imbalance shelves.
3. Estimated CVD Impulse
CVD is estimated from candle-derived delta. Fast and slow CVD lines create impulse context, while pivot-confirmed divergence identifies disagreement between price and participation.
4. Naked POC Memory
Prior session POC levels can be stored until price revisits them. This gives the chart a memory of unfinished auction references.
5. Auction Quality Gate
Long and short plans require location, delta, quality score, and a supporting event such as POC reclaim, value-area reaction, divergence, or shelf pressure.
Features
Session VWAP with deviation bands: Shows the active auction mean and volatility envelope.
Developing profile: Tracks POC, VAH, VAL, VWMP, and row pressure.
Right-side heatmap: Displays volume and pressure intensity by price row.
Imbalance shelves: Highlights areas where buy or sell pressure dominates.
Estimated CVD impulse: Measures participation direction from candle and volume data.
Pivot-confirmed divergence: Marks bullish or bearish CVD disagreement.
Naked POC memory: Stores prior POC references until revisited.
Execution plans: Draws compact entry, stop, TP1, and TP2 zones for confirmed absorption states.
Candle coloring: Bars can reflect liquidity pressure.
Dashboard and alerts: Includes auction state, POC, value area, VWAP, CVD impulse, divergence, naked POC, and session state.
Input Parameters
Core and Bands: Active Session, Session Bars Used, Profile Rows, Value Area, Show VWAP Bands, Inner Sigma, Outer Sigma.
Signals and Risk: Signal Zones, Pivot Left, Pivot Right, Delta Impulse Threshold, Auction Quality Gate, Signal Projection Bars, Signal Cooldown Bars, ATR Stop, ATR Target.
Visuals: Right Profile Heatmap, POC / VA / VWMP Lines, Naked POC Line, Session Auction Frame, Right Imbalance Shelves, Liquidity Candle Color, Dashboard.
How to Use This Indicator
Step 1: Read the session auction
Use VWAP, value area, and POC to determine whether price is accepting above control, below control, or rotating around value.
Step 2: Check pressure shelves
Imbalance shelves show where estimated participation is concentrated. These areas can act as reaction context.
Step 3: Watch CVD impulse and divergence
Strong CVD impulse supports continuation. Divergence warns that price and participation are not confirming each other.
Indicator Limitations
CVD and pressure are estimated from candles and volume, not true exchange delta.
Volume profile rows are approximations based on chart data and selected lookback.
Session behavior depends on the selected session template.
Divergence uses pivot confirmation and can appear after the pivot candle.
Originality Statement
Vanta Delta Cartography is original in its combined session VWAP, developing profile, pressure heatmap, estimated CVD impulse, pivot divergence, naked POC memory, imbalance shelves, and confirmed execution-plan logic. Each layer supports the same auction question: where is value, where is pressure, and where has participation failed or accepted?
Disclaimer
This script is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell. Auction and delta estimates can be inaccurate, especially on symbols with limited volume data. Use independent analysis and risk management.
Made with passion by jackofalltrades
Indicator
Elaris Volume Intelligence ProElaris Volume Intelligence Pro is a professional-grade volume analysis and smart money intelligence indicator designed to help traders understand market participation, hidden pressure, and potential reversal activity in real time.
Instead of displaying raw volume alone, Elaris Volume Intelligence Pro transforms market volume into actionable intelligence by combining relative volume analysis, volume delta estimation, CVD (Cumulative Volume Delta), absorption detection, climax activity, and smart flow momentum into a single clean and trader-friendly system.
The indicator is built for discretionary traders, scalpers, intraday traders, swing traders, and crypto traders who want deeper insight into market behavior beyond standard candles.
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FEATURES
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• Smart Volume Columns
Dynamically colored volume bars help identify bullish pressure, bearish pressure, climax activity, and absorption zones instantly.
• Relative Volume & Z-Score Engine
Detects abnormal market participation using relative volume and statistical volume expansion analysis.
• Volume Flow Momentum
A smoothed institutional-style flow model that helps traders identify whether aggressive buying or selling pressure is dominating the market.
• Bullish & Bearish Climax Detection
Highlights potential exhaustion candles during extreme participation and volatility conditions.
• Demand & Supply Absorption Detection
Detects high-volume compression behavior that may indicate hidden accumulation or distribution by larger participants.
• Volume & CVD Divergence Signals
Identifies possible reversal conditions when price action and cumulative volume behavior diverge.
• Smart Market State Dashboard
A clean built-in intelligence panel provides:
* Market bias
* Smart score
* Relative volume strength
* Volume Z-score
* Delta pressure
* Active signal state
• Dark Mode Optimized UI
Professionally designed visuals optimized for both dark and light PulseWire themes.
• Fully Configurable
All thresholds, smoothing values, divergence sensitivity, and visual layers can be customized for different trading styles and markets.
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HOW TO USE
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• Strong Bullish Conditions
Look for:
* Bullish volume climax
* Positive flow momentum
* Increasing relative volume
* Bullish divergences
* Demand absorption
• Strong Bearish Conditions
Look for:
* Bearish climax candles
* Negative flow momentum
* High sell-side pressure
* Bearish divergences
* Supply absorption
• Best Use Cases
* Crypto futures trading
* Intraday momentum trading
* Breakout confirmation
* Reversal detection
* Smart money analysis
* Volume-based confluence systems
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ALERTS INCLUDED
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The indicator includes built-in alerts for:
* Bullish/Bearish Volume Climax
* Demand/Supply Absorption
* Bullish/Bearish Divergence
* Bullish/Bearish Pressure States
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IMPORTANT NOTES
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• This indicator does not use repainting logic.
• Signals are generated using confirmed candle data.
• Works best on liquid markets with reliable volume data.
• Designed for confirmation and confluence, not standalone financial advice.
Built by Elaris Group.
Financial intelligence for modern markets.
Indicator
MTF Kinetic Oscillator | Rainbow MatrixGENERAL OVERVIEW
The MTF Kinetic Oscillator is a multi-timeframe order-flow probability oscillator that fuses 5 timeframes into a single composite score, blended with three independent order-flow sensors (CVD, Volume Climax, Squeeze) and plotted against a self-adaptive Fibonacci channel that recalibrates to current volatility conditions. Instead of treating an oscillator as a fixed 0-100 envelope where the same threshold means the same thing across all market regimes, the indicator continuously classifies the current score against an adaptive channel — and colors the chart accordingly.
The main goal of this indicator is to give traders a clean, automatic read on where the order-flow consensus sits across 5 timeframes simultaneously, and how stretched that consensus is relative to its own recent statistical range — without having to manually monitor multiple oscillators on multiple timeframes. Every value the oscillator displays is the result of a weighted aggregation of 5 timeframe scores, modulated by order-flow sensors, and contextualized against an adaptive channel.
It plots a single score line that travels through five color zones (yellow, orange, red, purple for upper extremes; green, teal, blue, aqua for lower extremes), each corresponding to a probabilistic regime. Combined with the Info Panel HUD, Vacuum Trail convergence lines, and Black Swan dynamic glow, the indicator gives a complete read on order-flow direction, statistical position, and proximity to exhaustion zones — all from a single oscillator pane.
This indicator was developed for traders who already understand oscillator-based indicators (RSI, MFI, Stochastic, CCI) and want a multi-timeframe aggregation that calibrates its thresholds to current volatility instead of using fixed 0-100 boundaries.
WHAT IS THE THEORY BEHIND THIS INDICATOR?
Most oscillators on PulseWire — RSI, MFI, CCI, Stochastic, and their derivatives — share two common architectural choices: they operate on a single timeframe, and they classify against fixed thresholds (typically 70/30 or 80/20). This treats every market regime as statistically equivalent.
The problem: market regimes are not equivalent. A score of 75 during a tight-range, low-volatility period is structurally different from a score of 75 during a volatile expansion phase. Fixed thresholds applied to a non-stationary distribution produce systematic mismatches — overbought readings that resolve into further upside, oversold readings that continue lower, signals that appear at the wrong moments precisely when volatility shifts regimes. This mismatch becomes most visible during transitions between volatility regimes: trend climaxes, capitulation lows, squeeze breakouts.
This indicator addresses both issues at once. First, the per-timeframe score is built from a Log-Normal Z-Score regression of price (which respects the asymmetric distribution of returns) blended with RSI through a sigmoid normalization. Second, the 5 per-timeframe scores are aggregated through Fibonacci weights (0.15 / 0.20 / 0.25 / 0.25 / 0.15) into a single global score — giving the most weight to the middle macro horizons rather than the shortest or longest timeframes. Third, the global score is plotted not against fixed 0-100 thresholds, but against a self-adaptive channel whose boundaries are re-computed every bar from the highest and lowest scores in the lookback window, smoothed by EMA, and proportioned by Fibonacci ratios (1.50/1.85, 1.85/1.85, 2.75/1.85, 3.85/1.85).
The three order-flow sensors — CVD Z-Score, Volume Climax, and Squeeze — operate as modulators of the base score: the CVD bonus amplifies the score when directional order pressure dominates (clamped at ±12 points), Volume Climax drag dampens the score when abnormal volume is detected (statistical exhaustion signal), and the Squeeze damper compresses score amplitude to 25% during compressed-volatility regimes (suppressing false signals during low-conviction lateral phases).
Why traders use it: each color zone on the chart represents a different probabilistic regime, calibrated to current volatility. When the score sits between the median and the inner band (yellow/green), the order-flow consensus is in normal operating range — equilibrium. When the score crosses into the second band (orange/teal), the move has crossed into directional territory. The third band (red/blue) marks the threshold beyond which most of the impulse has already happened — exhaustion. The fourth band (purple/aqua) marks the tail of the distribution — a Black Swan event in Taleb's sense — where score positions rarely persist under normal volatility conditions.
The three order-flow sensors and the adaptive Fibonacci channel are not independent layers stacked in the same pane. They map three different aspects of the same question: where the multi-timeframe order-flow consensus currently sits (the score), how that consensus is being modulated by live order-flow pressure (the sensors), and how stretched that modulated value is relative to its own recent statistical range (the channel). The integration of all three components into a single oscillator is the reason they exist in one script rather than as three separate indicators: the cross-component blending is what surfaces multi-sensor confluence that separate-script approaches cannot produce.
MTF KINETIC OSCILLATOR FEATURES
The indicator includes 6 main features:
Multi-Timeframe Score Engine
CVD Order-Flow Sensor
Volume Climax and Squeeze Sensors
Adaptive Fibonacci Channel
Vacuum Trail and Black Swan Dynamic Glow
Info Panel HUD and Alerts
Multilingual interface and full customization across all visual layers.
MULTI-TIMEFRAME SCORE ENGINE
🔹 What It Does
The core of the indicator. For each of the 5 configured radar timeframes, the engine performs three operations:
◇ Calculates a Log-Normal Z-Score regression of price (hlc3 transformed via natural logarithm, fitted with linear regression, residuals normalized by their own standard deviation).
◇ Computes a per-timeframe RSI at a Fibonacci-aligned length (8, 13, 21, 34, 55 — one per timeframe).
◇ Blends the Z-Score (via sigmoid normalization) and the RSI into a single per-timeframe score, bounded 0-100.
The 5 per-timeframe scores are then aggregated through Fibonacci weights (0.15 / 0.20 / 0.25 / 0.25 / 0.15) into a single global score representing the multi-horizon order-flow consensus.
🔹 Method
The regression runs in log space, addressing the asymmetric nature of price distribution that linear estimators (such as the Simple Moving Average) fail to account for. The directional reference (high vs low) is selected per bar based on candle direction — green candles use the high (upward pressure reference), red candles use the low (downward pressure reference). This produces a Z-Score that reflects the directional intent of each bar rather than the midpoint average.
The sigmoid normalization compresses Z-Scores into a bounded 0-100 range without losing the asymmetric information of extreme values. The RSI component anchors the score to a familiar momentum reference, blending two independent signal families into one bounded value per timeframe.
🔹 Hierarchical Weighting
The five timeframes are weighted by structural significance using Fibonacci proportions:
◇ TF1 (Trigger, default 5): weight 15% — fastest reactivity, lowest weight.
◇ TF2 (Intraday, default 13): weight 20% — session-scale resolution.
◇ TF3 (Macro 1, default 55): weight 25% — backbone of the score.
◇ TF4 (Macro 2, default 233): weight 25% — institutional reference horizon.
◇ TF5 (Base, default 987): weight 15% — macro trend anchor.
The middle horizons (TF3 and TF4) carry the highest weight because they typically represent the most structurally significant reference for institutional decision-making — short enough to react to current conditions, long enough to filter intraday noise.
CVD ORDER-FLOW SENSOR
🔹 What It Does
The CVD (Cumulative Volume Delta) sensor estimates the difference between buyer and seller volume per bar — measuring market-order aggression. The signed delta is normalized to a Z-Score against a 50-period rolling reference, and the resulting bonus is clamped at ±12 points before being added to the global score.
🔹 Method
For each bar, total volume is split between buyer share (proportional to `close - low / range`) and seller share (proportional to `high - close / range`). The signed delta is the difference. A 50-period mean and standard deviation define the reference; the current delta is expressed as a Z-Score against that reference, then multiplied by 4 and clamped to ±12 to control its contribution to the final score.
🔹 Why It Matters
The Z-Score component answers "where is the multi-timeframe consensus", and the RSI component answers "what is the momentum". The CVD sensor answers a separate question: "who is currently aggressive in the order book". When the multi-timeframe consensus is bullish and CVD aggression confirms it, the bonus amplifies the score. When the consensus is bullish but CVD shows seller aggression, the bonus subtracts from the score — surfacing a divergence between consensus and order-flow.
VOLUME CLIMAX AND SQUEEZE SENSORS
🔹 Volume Climax
A standalone sensor that detects abnormal volume conditions (volume Z-Score above 3.0). When triggered, a climax drag is applied to the score, signaling potential exhaustion. The HUD reports this state explicitly in the Status row.
🔹 Squeeze
A volatility-compression detector based on the percentage-rank of the current range against a 20-period lookback. When the range compresses to its 15th percentile or lower, the squeeze flag activates and the score amplitude is dampened to 25% of its normal range — preventing false directional signals during compressed-volatility regimes.
🔹 Why They Matter
These sensors operate on a different axis from the price-direction sensors. Volume Climax surfaces statistical exhaustion before it becomes visible in price; Squeeze suppresses noise during periods when the oscillator would otherwise produce false reads. Together they make the oscillator behave correctly during regime transitions, where standard oscillators are typically least reliable.
ADAPTIVE FIBONACCI CHANNEL
🔹 What It Does
The global score is plotted against a self-adaptive channel rather than against fixed 0-100 thresholds. The channel boundaries are re-computed every bar from the highest and lowest scores in a 50-bar lookback window, smoothed by 10-period EMA, and then proportioned through Fibonacci ratios into four zones:
◇ Z-Breathing (inner, yellow/green) — ratio 1.50 / 1.85 (≈ 0.811)
◇ Z-Alert (upper limit, orange/teal) — ratio 1.85 / 1.85 = 1.000 (the visible anchor)
◇ Z-Exhaustion (outer, red/blue) — ratio 2.75 / 1.85 (≈ 1.486)
◇ Black Swan (extreme edge, purple/aqua) — ratio 3.85 / 1.85 (≈ 2.081)
🔹 Why It Adapts
Fixed thresholds (70/30 or 80/20) treat every volatility regime as equivalent. The adaptive channel calibrates the rainbow visual to the actual statistical envelope of the current regime — overbought during a low-volatility consolidation does not mean the same as overbought during a volatility expansion, and the channel reflects that.
🔹 Visual Rendering
The space between adjacent channel boundaries is filled with a semi-transparent color matching the zone palette (toggleable via "Show Thermal Zone Fills"). This makes the current zone immediately visible without having to read the score number — the visual position alone tells you the regime.
VACUUM TRAIL AND BLACK SWAN DYNAMIC GLOW
🔹 Vacuum Trail
Ghost convergence lines projecting from exhaustion extremes back toward the channel median. The lines anchor at a level 15% inside the inner Breathing zone (not at the channel boundary itself), which produces visual convergence inward rather than along the edge — useful for anticipating the typical mean-reversion path after extreme touches.
🔹 Black Swan Dynamic Glow
The outermost ±3.85σ-equivalent boundaries are rendered as a main line plus a wide outer glow whose intensity scales with the score's distance from the boundary. The glow becomes bright when the score is near the Black Swan zone and fades when far — drawing visual attention only when the statistical tail is approached.
🔹 Why They Matter
Both elements give the oscillator a sense of direction beyond the score's current position: the Vacuum Trail visualizes the expected return path during exhaustion; the Black Swan Glow makes statistical tail events visible at a glance, before the score itself crosses the boundary.
INFO PANEL HUD AND ALERTS
🔹 What the HUD Shows
A compact corner panel reports six live values:
◇ SCORE — the current global score (0-100) with color matching the active channel zone
◇ PROB. — the absolute probability (distance from neutral 50 expressed as percentage)
◇ DIRECTION — BUY / SELL / NEUTRAL based on score position relative to the median
◇ CHANNEL — current channel regime classification (Uptrend / Downtrend / Sideways / Compression / Expansion)
◇ RHYTHM — score velocity classification (Fast / Slow)
◇ STATUS — Black Swan / Squeeze / Climax / Neutral, prioritized by severity
🔹 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.
🔹 Alerts
Three alert types are available:
◇ Exhaustion Alert — fires when the score crosses above 85% (buying exhaustion) or below 15% (selling exhaustion).
◇ Squeeze Alert — fires when the squeeze flag activates (volatility compression detected).
◇ Black Swan Alert — fires when the score enters the ±3.85σ-equivalent extreme zone; uses an edge-trigger arm/disarm mechanism (fires once on entry, locks while inside, re-arms only on exit).
All alerts are gated by `barstate.isconfirmed` and use `alert.freq_once_per_bar` to prevent duplicate firings on the same candle. Five `alertcondition` blocks are also exposed for users who prefer the PulseWire alert UI.
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, group names and input labels remain in English regardless of the selected language.
For reference, the English text of all multilingual UI strings used in the HUD and alerts:
◇ BUY / SELL / NEUTRAL — direction states
◇ SQUEEZE — Low Volatility. Await the Explosion.
◇ CLIMAX — Abnormal Volume Detected. Possible Exhaustion.
◇ UPTREND / DOWNTREND / SIDEWAYS / COMPRESSION / EXPANSION — channel states
◇ FAST / SLOW — rhythm states
◇ SCORE: / DIRECTION: / CHANNEL: / RHYTHM:
◇ BLACK SWAN — EXTREME HIGH / BLACK SWAN — EXTREME LOW
◇ Buying Exhaustion Alert: " Buying Exhaustion: Score above 85%. High reversal probability."
◇ Selling Exhaustion Alert: " Selling Exhaustion: Score below 15%. High reversal probability."
◇ Squeeze Alert: " Squeeze Active: Volatility maximally compressed. Explosion imminent."
◇ Black Swan Alert: " Score reached the dynamic channel's extreme zone. Maximum statistical tension. Reversal probable."
HOW TO USE
This indicator is not a signal generator. It is a state classifier: it tells you where the multi-timeframe order-flow consensus currently sits, how stretched that consensus is relative to its own recent statistical range, and which order-flow regime (climax, squeeze, normal) is currently active.
🔹 Reading the Oscillator
◇ The score line color matches the active channel zone — visual position alone identifies the regime.
◇ The HUD reports the score numerically and classifies the channel/rhythm/status in plain language.
◇ Vacuum Trail lines indicate the expected mean-reversion path during exhaustion conditions.
◇ Black Swan glow intensity scales with proximity to the statistical extreme.
🔹 Tactical Reading
◇ Score between dyn_mid and inner band: equilibrium zone. Order-flow consensus is in normal range.
◇ Score crossing into the Alert band: directional move asserting itself across multiple timeframes.
◇ Score at the Exhaustion band: most of the impulse has already happened — continuation in trend direction becomes structurally less favorable.
◇ Score touching the Black Swan band: statistical tail event. Mean-reversion context is elevated, but regime change is also possible — the boundary itself is adaptive, so a sustained breach indicates the volatility envelope expanding.
◇ Squeeze state active: oscillator is operating in low-conviction mode. Wait for squeeze release before trusting directional reads.
◇ Climax state active: abnormal volume has been detected. Exhaustion context is present regardless of score position.
🔹 Multi-Timeframe Reading
◇ The default radar configuration (5/13/55/233/987) follows Fibonacci minute periods and is calibrated for intraday and swing trading.
◇ For scalping, configure shorter timeframes (e.g., 1/3/8/21/55).
◇ For position trading, configure longer timeframes (e.g., 60/240/D/W/M).
◇ The middle-weighted timeframes (TF3 and TF4) carry the most influence — choose them carefully.
INPUTS EXPLAINED
🔹 System Language
Display language for the HUD and alert messages. Options: English (default), Português, Español, Русский, 中文 (Chinese).
🔹 MTF Synchronization (TF1 to TF5)
Configure each of the five timeframes to aggregate. Defaults: 5, 13, 55, 233, 987 (Fibonacci minutes). Weights are fixed at 15/20/25/25/15 percent respectively.
🔹 Show Thermal Zone Fills
Toggle for the semi-transparent rainbow fills between adjacent channel boundaries.
🔹 Show Vacuum Trail (Ghost Lines)
Toggle for the convergence ghost lines from exhaustion extremes back toward the channel median.
🔹 Show Dynamic Median Line
Toggle for the channel midline (dyn_mid) — the adaptive zero-reference of the oscillator.
🔹 Show Black Swan Lines (Dynamic Glow)
Toggle for the outermost ±3.85σ-equivalent boundaries with proximity glow.
🔹 Show Info Panel
Toggle for the corner HUD reporting score, direction, channel, rhythm, and status.
🔹 Panel Position
Position of the HUD on the chart. Four corners available: Bottom Right (default), Bottom Left, Top Right, Top Left.
🔹 Font Size
HUD font size. Options: Tiny (default), Small, Normal, Large, Huge.
🔹 Exhaustion Alert
Toggle for the alert that fires when the score crosses ±85/15 thresholds.
🔹 Squeeze Alert
Toggle for the alert that fires when the squeeze flag activates.
🔹 Black Swan Alert
Toggle for the alert that fires when the score enters the adaptive extreme zone.
IMPORTANT NOTES
The MTF Kinetic Oscillator works on any timeframe. The default MTF configuration (5/13/55/233/987 in minutes) is calibrated for intraday and swing trading on liquid instruments. The Fibonacci-aligned RSI lengths (8/13/21/34/55) and per-timeframe data lengths (288/96/72/60/40) are tuned to provide roughly equivalent statistical resolution across all five horizons.
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 CVD component becomes less reliable, though the score engine and channel continue to function correctly using the Z-Score and RSI components alone.
Alerts fire once per confirmed bar. The Black Swan alert uses an edge-trigger arm/disarm mechanism that prevents repeated firings while the score remains inside the extreme zone. 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) used internally by the score engine for the Volume Profile distance component is tuned to approximate the conventional 70% Value Area definition. The Fibonacci sigma multipliers (1.50, 1.85, 2.75, 3.85) used by the adaptive channel are intentionally non-standard — they are Fibonacci-inspired proportions, not arbitrary choices, and they map to four behavioral regimes derived from observation rather than to integer statistical thresholds.
Pine Script v6. Open-source under Mozilla Public License 2.0.
UNIQUENESS
The MTF Kinetic Oscillator is unique in four ways. First, it operates across 5 timeframes simultaneously, aggregating per-timeframe scores via Fibonacci-proportioned weights (0.15 / 0.20 / 0.25 / 0.25 / 0.15) rather than operating on a single timeframe like RSI, MFI, CCI, or Stochastic. Second, the per-timeframe score is built from a Log-Normal Z-Score regression of price (which respects the asymmetric distribution of returns) blended with RSI through sigmoid normalization — producing a bounded composite that combines two independent signal families per horizon. Third, the global score is plotted not against fixed 0-100 thresholds but against a self-adaptive Fibonacci channel whose boundaries are recomputed every bar from the highest and lowest scores in the lookback window — calibrating the rainbow visual to current volatility regime rather than to static numerical levels. Fourth, three independent order-flow sensors (CVD Z-Score, Volume Climax detection, and Squeeze volatility compression) modulate the score continuously, with the Squeeze damper compressing score amplitude to 25% during low-conviction lateral phases — suppressing false directional signals at exactly the moments standard oscillators are typically least reliable. The combination of Fibonacci-weighted multi-timeframe aggregation, log-space Z-Score plus RSI per timeframe, adaptive Fibonacci channel, and three order-flow modulators produces an oscillator that behaves differently from single-timeframe and fixed-threshold oscillators, particularly during volatility regime transitions where standard oscillators are least reliable. Indicator
CVD MTF Dashboard with InsightsThe hardest part about Cumulative Volume Delta isn’t finding a CVD indicator.
It’s actually understanding what the data is trying to say before price punishes you for misunderstanding it.
Most traders who first encounter CVD quickly realize the same thing:
The raw data is powerful…
But interpreting it in real time is difficult.
Especially across multiple timeframes.
Especially during transitions, traps, divergences, and session rotations.
That’s where this dashboard separates itself from typical CVD tools.
Instead of simply plotting delta and forcing the user to “figure it out,” this system acts more like a real-time market interpreter — translating complex participation behavior into structured, readable context that traders can immediately act on.
At its core, the dashboard combines:
Multi-timeframe CVD flow analysis
Buyer vs seller participation modeling
Momentum acceleration detection
ADX regime filtering
Divergence recognition
Trend freshness analysis
Context-aware market insights
But the real innovation is not any single component.
It’s the way the information is organized into a decision-support framework that dramatically lowers the learning curve of CVD interpretation while still remaining advanced enough for experienced traders.
The dashboard doesn’t just tell you:
“Buyers are active.”
It tells you things like:
Whether participation is expanding or fading
Whether momentum is accelerating or slowing
Whether lower timeframes are leading higher timeframes
Whether the move is fresh or becoming exhausted
Whether divergence warns against chasing
Whether conditions favor continuation, patience, or caution
That is an enormous difference.
Most CVD tools leave inexperienced traders staring at squiggly lines trying to guess what matters.
This dashboard transforms that complexity into readable market structure.
The INSIGHTS engine is arguably the standout feature.
Rather than forcing traders to manually interpret conflicting signals, the system synthesizes
multiple layers of market behavior into plain-English contextual guidance such as:
“Strong bullish participation. CVD supports long continuation setups.”
“Bear trend active, but freshness is fading. Avoid chasing lows.”
“Participation is weak and rotational. Patience favored.”
“Divergence active. Watch for traps, failed continuation, or reversal pressure.”
This is where the indicator begins to feel less like a traditional study and more like a professional-grade market intelligence panel.
Another standout feature is the emphasis on freshness.
Many indicators can identify trend direction.
Very few can communicate whether the move is still developing or already becoming stale.
By tracking the age and recency of directional participation across multiple timeframes, the dashboard helps traders avoid one of the most common retail mistakes:
entering trends after the highest-probability portion of the move has already occurred.
The visual design also deserves recognition.
Rather than cluttering the screen with overwhelming oscillator noise, the interface presents institutional-style information architecture:
Clean state classifications
Structured momentum visualization
Simplified buyer/seller participation bars
Multi-timeframe alignment summaries
Minimalistic premium styling
Readable divergence alerts
Clear regime identification
The result is an indicator that feels surprisingly approachable despite the sophistication under the hood.
For newer traders, it makes CVD understandable.
For experienced traders, it makes CVD actionable.
And that combination is rare.
In a market flooded with recycled oscillators and cosmetic overlays, this dashboard stands out because it solves a real problem:
It bridges the gap between raw order-flow complexity and practical decision-making.
This is the kind of tool that feels less like another indicator…
and more like having a professional market interpreter sitting beside you during live trading.
Indicator
Sniper Trader V6.5 Pro SMC, FVGs & Volume Sweep EngineSniper Trader Pro is an all-in-one Smart Money Concepts (SMC) indicator designed to filter out market noise and identify high-probability institutional setups. Built for precision, this algorithm detects liquidity sweeps, Fair Value Gaps (FVGs), and volume-backed rejections, giving you a clear visual map of where the "Smart Money" is trapping retail traders.
Optimized for volatile assets like indices (NASDAQ/NQ, S&P500) on the 5-minute timeframe, this tool acts as a complete trading system.
Core Features
Dynamic Liquidity Boxes (FVGs): Automatically plots Demand (Aqua) and Supply (Red) zones based on momentum. The algorithm features a smart "garbage collector" that instantly deletes boxes once they are fully mitigated by price, keeping your chart perfectly clean.
Institutional Trend Filters: Integrates key dynamic support/resistance levels, including the 14 EMA, 80 HMA, 200 EMA, and the daily VWAP, allowing you to gauge the macro and micro trends at a glance.
Volume-Backed Sweep Signals: The indicator doesn't just look for wicks; it analyzes the relationship between wick size, body size, and relative volume. It plots clear "LONG" and "SHORT" triangles only when a rejection wick touches a key dynamic level (EMA/VWAP) and is backed by above-average volume.
Ultimate Sensitivity Engine: Fully customizable settings. You can adjust the required wick size, maximum opposite wick size, and volume multiplier to adapt the trigger sensitivity to the current market volatility.
How to Trade with Gems Sniper Trader Pro
This indicator is built to trade pullbacks into liquidity zones in the direction of the macro trend.
For a LONG Setup:
Ensure the price is trading above the 200 EMA (Macro Trend).
Wait for the price to pull back and enter an Aqua Demand Box.
Look for a green LONG triangle signal. This confirms a liquidity sweep bouncing off the 14 EMA, 80 HMA, or VWAP with institutional volume.
Place your Stop Loss safely below the sweep wick.
For a SHORT Setup:
Ensure the price is trading below the 200 EMA.
Wait for a fake breakout into a Red Supply Box.
Look for a red SHORT triangle rejecting the zone with volume.
Place your Stop Loss above the rejection wick.
Pro Tip :
Avoid taking signals that float in the middle of nowhere. The highest probability trades occur when the sweep signal perfectly aligns (confluence) with a Liquidity Box and a dynamic level like the VWAP. Indicator
Indicator
CVD Multi Exchange PercentileCVD Multi Exchange Percentile
Aggregated order flow across four major crypto derivatives exchanges — with historical percentile ranking to measure how extreme today's session really is.
A Cumulative Volume Delta (CVD) indicator with daily reset, divergence detection, and absorption signals, built for perpetual futures.
It combines Binance, Bybit, OKX, and Bitget into a single aggregated flow, then ranks it against its own history to give you objective context.
█ 🧩 KEY FEATURES
🔹 Multi Exchange Aggregation
Four sources (Binance, Bybit, OKX, Bitget) can be toggled independently. The aggregated delta captures cross-exchange order flow that single-source CVD cannot detect — especially during liquidations or arbitrage-driven moves.
🔹 Historical Percentile System
Each session's peak CVD is stored in a rolling buffer, separated by direction (bull vs bear). The current session is ranked against this distribution to measure how extreme the flow is compared to recent history.
🔹 Live Percentile
A real-time percentile tracks the current CVD value as the session develops — no need to wait for session close.
🔹 Swing Divergence
Detects divergences between price and CVD structure:
- Bullish: price makes lower low, CVD makes higher low
- Bearish: price makes higher high, CVD makes lower high
Filtered by percentile threshold and optional trend filter.
🔹 Volume Absorption
Highlights conditions where price and CVD move in opposite directions under high volume:
- Bullish absorption: price down, CVD up
- Bearish absorption: price up, CVD down
Requires elevated volume and percentile confirmation.
🔹 Visual Encoding
Histogram color reflects direction and momentum. Signal markers:
- Divergence bullish: dark green triangle up
- Divergence bearish: blue triangle down
- Absorption bullish: orange circle
- Absorption bearish: purple circle
Optional info table provides real-time stats.
Signal examples on TRXUSDT.P (1H) — three signal types visible:
- Orange circle (Absorption Bull): price dropping but CVD rising on high volume — buying pressure hidden under falling price
- Blue triangle (DIV- Bearish): price making higher high but CVD making lower high — selling pressure building despite rising price
- Purple circle (Absorption Bear): price rising but CVD falling on high volume — selling pressure hidden under rising price
Signal examples on ETHUSDT.P (1H) — bullish signals visible:
- Dark green triangles (DIV+ Bullish): price making lower lows but CVD making higher lows — buying pressure increasing despite falling price, signaling potential reversal
- Orange circle (Absorption Bull): same logic as above — hidden buying under selling candles
█ 🔧 HOW IT WORKS
The script fetches lower-timeframe OHLCV data from each exchange using `request.security_lower_tf()`.
Each intrabar volume is classified using a CLV-based model (close location within range) to estimate buying vs selling pressure. The resulting deltas are summed across all exchanges and accumulated into a daily CVD, resetting at the start of each new UTC session.
█ 📖 HOW TO USE
Apply the indicator to Perpetual Futures charts (.P).
The symbol is auto-detected from the chart and mapped across all supported exchanges — no manual input needed.
Suggested timeframe: 1H (default percentile lookback is 336 bars, which equals ~14 days on 1H charts).
Signals are contextual, not standalone triggers. Use them to identify:
- flow/price divergences
- potential absorption zones
- extreme participation conditions
█ ⚙️ SETTINGS
Data Sources (Perpetual Futures Only) — Enable/disable Binance, Bybit, OKX, Bitget
Settings — Intrabar precision (1/5/15/60), daily reset
Signals — Percentile lookback (default 336 bars, ~14 days on 1H), min percentile for divergence (75), swing length (8), trend filter SMA (20), absorption volume lookback (10) and multiplier (1.5), show/hide toggles for divergences, absorption, trend filter, and info table
█ 💡 WHAT MAKES THIS DIFFERENT
Most CVD indicators rely on a single exchange and lack statistical context.
This script aggregates flow across venues and ranks it using a percentile system, providing a clear measure of whether current activity is extreme or routine.
Bull and bear distributions are handled separately, avoiding distortion from mixed data.
█ ⚠️ LIMITATIONS
— Works only on perpetual futures (.P required)
— Delta is estimated from OHLCV, not tick-level order book data
— Exchange data availability may vary by symbol
— Intrabar resolution affects precision and performance
█ 📌 DISCLAIMER
This is a contextual analysis tool, not a signal generator.
It does not provide buy/sell signals and should not be used as a standalone trading system. Always apply proper risk management.
Indicator
Cumulative Volume Delta Flow [AGPro Series]Cumulative Volume Delta Flow
🔹 **Overview**
Cumulative Volume Delta Flow is a hybrid CVD engine designed to expose order-flow imbalances without requiring footprint charts or exchange-native buy/sell data. It reconstructs cumulative delta using lower-timeframe breakdown when available, with intrabar polarity as a universal fallback — making it work on every symbol and every timeframe. On top of this engine, a triple-layer divergence detector identifies Regular, Hidden, and statistical Exhaustion signals, and every signal is scored by its own statistical strength with a ★/★★/★★★ rating system printed directly on the label.
The indicator is built for traders who want smart-money context at a glance: when buyers are absorbing, when a rally is losing real participation, and when a climactic flush is likely to reverse — with an immediate visual cue of how strong each signal is relative to the recent flow regime.
🔹 **Unique Edge**
Most CVD indicators are single-mode: either they plot cumulative delta, or they call a Regular divergence. This script combines four layers that rarely appear together in one tool:
- Hybrid engine with transparent fallback (no silent failure on high TFs)
- Exhaustion detection based on standard-deviation of CVD change, not price — catches reversals that price-only divergence misses
- Per-signal ★/★★/★★★ strength rating using type-specific statistical metrics (pivot-gap σ for Regular/Hidden, change σ for Exhaustion), so traders instantly know which signals deserve attention
- Optional reaction zones anchored at flow-driven pivots, behaving as dynamic support/resistance born from real participation events rather than pure price structure
🔹 **Methodology**
- The engine computes two parallel delta streams every bar: an intrabar polarity stream (weighted by wick balance for neutral/doji candles) and a lower-timeframe stream that iterates sub-bars and signs each by its close-vs-open direction
- In Hybrid mode, the LTF stream is preferred when it yields a non-zero value; the intrabar stream is used as fallback so the indicator never goes blank on exotic tickers or high timeframes
- A session/daily/weekly reset prevents long-run drift and keeps the cumulative counter meaningful across regime changes
- Pivots are detected on both price and CVD with a shared lookback window; the last two price pivots and their paired CVD values are tested for all four classical divergence relationships
- Exhaustion is a separate statistical trigger: the single-bar CVD change is compared against a 50-bar standard deviation; a σ breach in the direction opposite to the candle body is flagged as climactic absorption
- Each divergence label is rated with stars based on its type: Regular and Hidden use the CVD-pivot gap normalized by 50-bar CVD level stdev (how far apart the two flow pivots are), while Exhaustion uses the σ multiple of the current CVD change (how extreme the climactic event is)
- A cooldown window suppresses signal clustering in chop, and labels are offset by ATR-scaled distance with a leader line so they never collide with candles
🔹 **Signals & Alerts**
On-chart labels with star rating:
- Reg Bull / Reg Bear ★-★★★ — classical reversal divergence (price exhausts, flow refuses)
- Hid Bull / Hid Bear ★-★★★ — continuation divergence (pullback inside an active trend)
- Exh Bull / Exh Bear ★-★★★ — statistical flow climax above the σ threshold
Star thresholds for Regular/Hidden: ★★★ ≥ 2.0σ gap, ★★ ≥ 1.0σ gap, ★ < 1.0σ.
Star thresholds for Exhaustion: ★★★ ≥ 3.0σ, ★★ ≥ 2.0σ, ★ < 2.0σ (minimum trigger is 1.75σ).
Each signal carries its own color code and a leader line connecting the label back to the source candle for fast visual reading. Six discrete alertcondition slots are exposed plus three proactive alert() calls grouped by divergence family, so traders can route regular, hidden, and exhaustion signals to different channels.
🔹 **Key Inputs**
- Calculation Method: Hybrid, LTF Only, or Intrabar Only
- LTF Resolution: Auto (adaptive by chart TF) or fixed 1 / 3 / 5 / 15m
- CVD Reset: Session, Daily, Weekly, or None
- Pivot Length: 2–15 bars
- Toggles for Regular / Hidden / Exhaustion layers independently
- Exhaustion Threshold (σ): 1.0–4.0, default 1.75
- Min Bars Between Signals: anti-clustering cooldown (default 15)
- Reaction Zones: optional, with ATR width, extend length, and max active cap
- Label Size + Label Offset (ATR) for visual tuning
- Info Panel: 5 positions, 4 text sizes, full hide toggle
🔹 **How to Use**
- On the 4H timeframe, run the defaults on liquid instruments: BTCUSDT, ETHUSDT, SPX, ES, major FX pairs
- Treat ★★★ signals as the highest-priority reads of the chart — these are statistical outliers
- Treat ★★ signals as the normal tradeable population — the bulk of decision-making happens here
- Treat ★ signals as background context — use them for bias confirmation, not as primary entries
- Regular divergences are reversal warnings at structural highs/lows; they are most reliable when aligned with a key horizontal level or trendline
- Hidden divergences are trend-continuation entries during pullbacks inside a confirmed trend
- Exhaustion signals mark participation climaxes and often coincide with short-term reversals even when no classical pivot has formed yet
- Check the Info Panel's Last Signal row for the most recent event type and its star rating without scanning the chart
- Enable Reaction Zones when you want persistent S/R context from flow events; keep them off for minimal, label-only use
- Consider combining with a structure tool from the AGPro Series (SFP, Breaker, Unicorn) for confluence
🔹 **Info Panel**
The compact info panel on the chart surfaces seven live metrics: the current cumulative CVD value, the CVD trend classification (Up/Down/Flat based on price relative to its own EMA 21), the last signal's full name and star rating in color, the rolling divergence count over the last 200 bars (Bull / Bear), and the bar-age of the most recent bullish and bearish events. This gives a full situational snapshot without scrolling.
🔹 **Limitations & Transparency**
- CVD from intrabar polarity is an approximation, not true tick-level order flow. Exchange-native buy/sell volume is only available through footprint data
- On very high timeframes (Daily+), LTF breakdown may return partial data; Hybrid mode is recommended
- Divergence signals appear only after both pivot legs are confirmed; the second pivot needs `pivotLen` bars of right-side confirmation, so signals print with that lag
- Exhaustion requires at least 50 bars of CVD history for the standard-deviation baseline
- Star ratings are statistical descriptors of signal strength relative to recent flow, not trade-quality guarantees
- Past performance of any divergence pattern does not guarantee future results; this tool surfaces probabilistic context, not guaranteed reversals
🔹 **Risk Disclosure**
This indicator is an analytical framework, not a trading system or financial advice. Signals are technical observations intended to support decision-making; they do not account for fundamentals, news, liquidity, or your risk tolerance. Always use proper position sizing, stop-loss placement, and risk management. Test the tool on historical data and in a simulated environment before deploying it on live capital. Trading carries risk of substantial loss. Indicator
Indicator
Indicator
Quantum Liquidity Map - VP, VWAP & CVD Confluence [NikaQuant]Info:
An overlay that combines three institutional order-flow methods — visible-range Volume Profile, session-anchored VWAP with standard-deviation bands, and Cumulative Volume Delta with divergence detection — into one coordinated tool for reading liquidity and order-flow conviction.
## Why This Combination Exists
Each of the three methods answers a different question about price, and none of them can answer the others alone. Volume Profile answers "where has the market actually traded?" — it locates the price levels participants have defended with size. Anchored VWAP answers "how far is the current price from the session's true volume-weighted average?" — it measures stretch from fair value. CVD divergence answers "is this move real?" — it exposes when a new price high or low is being printed on weakening order-flow pressure.
Used in isolation, each method produces false signals. A Value Area edge can be tagged without any participation. A VWAP band touch can continue for hours without mean-reverting. A CVD divergence can fire in a vacuum away from any structural level. The coordination is the entire point of this script: a Value Area edge touched while price is already two standard deviations stretched from VWAP, with a confirmed CVD divergence printing at the same bar — three independent systems agreeing — is a structurally different event than any one of them firing alone. The script exists to make that specific confluence visible in a single overlay without chart clutter or flipping between tools.
## How It Works
Volume Profile — The visible range is split into horizontal price buckets. Each completed bar's volume is distributed into the bucket containing its midpoint. The highest-volume bucket becomes the Point of Control (POC). From the POC outward, buckets are added alternately above and below (whichever neighbour carries more volume) until a configurable percentage of total volume is captured — 70% by default, following the CBOT value-area method. The upper and lower boundaries of that expansion become Value Area High (VAH) and Value Area Low (VAL). A previous-session POC that current price has not yet revisited is drawn as a "naked POC" — an untested volume cluster that tends to act as a magnet.
Anchored VWAP — The volume-weighted average price is calculated from scratch each time the anchor period resets (thirteen anchor options from one hour through yearly). Two standard-deviation bands are derived from the running variance of the weighted price distribution, with multipliers adjustable for both the inner and outer bands. Bands are deliberately suppressed for the first five bars of every new anchor period, because variance is mathematically unstable immediately after a reset and early spikes would be misleading.
CVD Divergence — Cumulative Volume Delta is estimated per bar using the close-location-within-range method: a bar that closes near its high is interpreted as predominantly buy-driven, one that closes near its low as sell-driven, and the net difference is summed across the session. Structural swing highs and lows are detected with equal left and right confirmation windows, which prevents repainting because a pivot is only recognised once both sides are closed. A divergence is flagged only when three conditions are met: (1) price prints a new swing extreme relative to the previous one, (2) the CVD value at that swing fails to confirm the new extreme, and (3) the swing itself exceeds 1.5 times the 14-bar Average True Range. The ATR gate is the key noise filter — it throws out minor pivots that would otherwise generate meaningless divergences during tight consolidations.
## How To Use It
- Start with the profile: locate POC, VAH, and VAL. These are the decision levels.
- Check the VWAP band zone (shown live in the dashboard). Inside ±1 standard deviation of VWAP, price is near fair value. Beyond ±2 standard deviations, it is statistically stretched and mean-reversion odds improve.
- Look for confluence at profile levels. A rejection candle at VAH while price is also outside the +2 standard deviation band on VWAP and a bearish CVD divergence has just fired is the highest-probability setup the indicator produces. The inverse applies at VAL.
- A naked POC tag accompanied by CVD trending in the same direction as the test is more likely to hold than one where CVD disagrees.
- Recommended timeframes: 5-minute through 4-hour for intraday; 1-hour through daily for swing. The VWAP anchor period should match the trading horizon — Session for intraday, Weekly or Monthly for swing.
- Recommended markets: liquid futures, major FX pairs, large-cap equities, and liquid crypto perpetuals — any market where per-bar volume is meaningful enough for the close-location-within-range buy/sell estimate to be informative.
- Avoid using on illiquid symbols where volume is sparse or spiky, and on non-standard chart types (Heikin Ashi, Renko, Kagi, Point & Figure, Range) — they distort both the profile inputs and the CVD calculation.
## Settings
- Profile Rows (default 60): number of horizontal buckets. Higher values give finer resolution at the cost of more noise per bucket.
- Value Area % (default 0.70): volume percentage that defines the value area, following the CBOT convention.
- Lookback Bars (default 48): how many completed bars of history feed the profile.
- Show Naked POC (default on): draws previous-session POCs that current price has not yet revisited.
- Profile Width (default 0.30): horizontal footprint of the heatmap as a fraction of the lookback window.
- CVD Pivot Lookback (default 5): bars required on each side to confirm a swing. Higher values produce fewer but stronger divergence signals.
- VWAP Period (default Session): anchor period from one hour through yearly.
- Inner SD Multiplier (default 1.0) and Outer SD Multiplier (default 2.0): standard-deviation band widths.
- Dashboard position, size, and dark-mode toggle: cosmetic only.
## Alerts
Four alert conditions are included, each with a JSON payload suitable for webhook routing:
- Price touches POC (within half an ATR)
- Price enters the VAH zone
- Price enters the VAL zone
- CVD divergence detected (bullish or bearish)
## Notes
- Non-repainting. Divergence signals fire only on confirmed (closed) bars and require both-sided pivot confirmation. The profile, VWAP and CVD values use historical bar data only, with no lookahead.
- The CVD estimate is range-based (close-location-within-range), not tick-based. On very short timeframes, where a single bar can contain many aggressive sweeps, this is an approximation of true order flow — it correlates well with tick CVD on liquid instruments but is not a substitute for it on sub-minute scalping.
- Overlay indicator, pinned to the right scale. Pine Script v6.
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Indicator
Alien The Bayesian Follower [by Oberlunar] Alien The Bayesian Follower 👁⭐
— Bayesian Gating Filter by Oberlunar
Alien The Bayesian Follower by Oberlunar is a permission layer for execution engines. At its core sits a conjugate Bayesian update that continuously revises the expected edge of each trading cell as live evidence accumulates, and automatically disables cells whose edge has decayed. Empirically, for most of the time, when a long/short gate is active, the price goes in the opposite direction or straight in the trend. Use it at 30 m, with lower TF at 15 m and trade on pullbacks.
The state space is built by crossing three fixed methodologies: a 5-class daily Regime Classifier built on Kaufman Efficiency Ratio, lag-1 autocorrelation of returns, and ATR ratio; a Dragon momentum composite aggregating EMA, RSI, MACD, and TRIX into 5 buckets; and a Pulsar flow composite aggregating OBV, CVD, and price-vs-flow divergences into 5 buckets. The full 5×5 Dragon × Pulsar grid is evaluated only inside the MIXED regime, where four specific bucket combinations carry a statistically significant edge after Bonferroni correction across all 25 cells.
The four surviving cells correspond to two long setups and two short setups. The strongest long edge sits at the intersection of strong bullish momentum and still-neutral flow — the pre-alignment phase where price has turned but order flow hasn't fully confirmed. Full alignment between momentum and flow tends to mark exhaustion. The same asymmetry holds in reverse for the short cells.
Each surviving cell carries a Normal prior representing its expected edge and the uncertainty around it. The Bayesian engine is the heart of the indicator: as the script runs, every walk-forward observation matching a cell updates that cell's prior through a conjugate Normal-Normal step, producing a posterior that shrinks prior and live evidence together via precision weighting. When live samples are few, the posterior stays close to the prior, and the cell relies on its original estimate. When live samples accumulate, the posterior tracks reality and the original prior fades.
Each cell is then assigned a status based on its posterior credible interval. **BORN** means not enough live data yet. **OK** means the credible interval excludes zero with the expected sign and the magnitude remains close to the prior. **DRIFT** means the sign is still correct, but the edge has weakened substantially. **DEAD** means the credible interval includes zero, or the sign has inverted — the cell has lost its edge and is automatically blocked from firing. This is the core defensive feature: strategies decay, and when one of the four cells decays, the Bayesian engine stops trusting it without any manual intervention.
Alerts in strict mode restrict firing to primary cells only (±2).
Permissive mode allows secondary cells (±1) as well.
The dashboard shows the live state of all four cells side by side: prior, posterior with credible interval, sample count, and status. Everything else — the cyberpunk palette, the segmented trend wedges in stay-out zones, the optional alien mascot rotating to follow the local trend — is visual feedback layered on top of the same Bayesian rule.
Enjoy,
By Oberlunar 👁⭐ Indicator
