Aurelian Consensus Bands [JOAT]Aurelian Consensus Bands
Introduction
Aurelian Consensus Bands is an open-source price consensus map built around a log-volume profile, dynamic consensus bands, VWAP context, and confirmed-bar signal logic. It is designed to answer a specific question: where is price trading relative to the market's recent volume-weighted agreement zone, and is that move supported by session pressure?
The script plots VPOC, consensus area, boundary bands, session VWAP deviation shells, a dynamic volume node, right-side price rails, managed signal boxes, candle coloring, and a compact top-right dashboard. Its goal is not to predict the future. It provides a structured chart layer for reading acceptance, rejection, and directional pressure around consensus levels.
Core Concepts
1. Log-Volume Consensus Profile
The script builds a rolling profile on a logarithmic price canvas. Recent bars contribute volume across high-low rows, with recency weighting applied before the profile is converted into levels. This reduces sensitivity to one-off spikes while preserving important volume clusters.
// Conceptual summary
// volume is distributed across log-price rows
// rows are then analyzed for VPOC, mean, and stdev bands
2. VPOC, CA, and Boundary Band
The engine extracts a volume point of control, consensus area high/low, and wider boundary bands. The midpoint of the consensus area and the VPOC can be blended into the active anchor. Price displacement from that anchor is normalized so the indicator can classify whether price is inside, above, or below the agreement zone.
3. Dual-Anchor Coherence
Aurelian compares the VPOC view and consensus-area midpoint view. Signals are only stronger when both views agree. If the two anchors conflict, the coherence score falls and the dashboard shows weaker context.
4. VWAP and Session Pressure
The script adds session VWAP, VWAP deviation shells, synthetic delta pressure, and a dynamic volume node. Qualified signals require more than a simple cross; they also consider whether VWAP and pressure agree with the band event.
5. Right-Side Price Rails and Signal Box
The current VPOC, anchor, consensus levels, VWAP, and dynamic node are projected to the right edge with price labels. Qualified signals can also create a managed visual box with entry, stop, T1, and T2 levels based on ATR and planned R multiples.
Features
Rolling log-volume profile: Builds VPOC, consensus area, and boundary bands from recent price-volume structure
Dual-anchor coherence filter: Compares VPOC and consensus midpoint before qualifying signals
VWAP deviation shells: Adds session VWAP context and upper/lower deviation bands
Dynamic volume node: Tracks a lighter-weight volume anchor for current conditions
Candle color blending: Colors bars using consensus direction and institutional context strength
Qualified signal markers: Uses clean dots/squares rather than arrows or retail-style markers
Managed signal box: Projects entry, stop, T1, and T2 for visual planning only
Right-side rails: Labels VPOC, anchor, CA high/low, VWAP, and node prices at the chart edge
Top-right dashboard: Shows mode, bias, coherence, score, VWAP state, delta, node, quality, and state
Confirmed-bar logic: Main signal events are gated on confirmed bars
Input Parameters
Profile Core:
Profile Rows controls profile resolution
Profile Lookback controls how much recent history is used
Recency Weight Span controls how quickly old bars lose influence
Profile Smooth controls smoothing on extracted levels
Context and Rails:
Show Session VWAP and VWAP Deviation Shells
Show Dynamic Volume Node
Show Right-Side Price Rails
Show Managed Signal Box
Signal Stop ATR Mult and Target R settings
How to Use This Indicator
Step 1: Read the anchor
Use the VPOC and consensus anchor to understand where the market's recent agreement zone sits.
Step 2: Check coherence
Higher coherence means the VPOC and consensus midpoint agree. Lower coherence suggests mixed structure.
Step 3: Watch VWAP and node context
Signals carry more context when price, VWAP, delta, and the dynamic node point in the same direction.
Step 4: Use right-side rails
The rails provide forward reference levels for continuation, rejection, or mean reversion planning.
Indicator Limitations
The profile depends on the selected lookback and row resolution
Signals are contextual, not standalone trade recommendations
Very low volume symbols may produce less reliable profile and delta readings
Confirmed-bar logic means signals appear after the bar closes, not before
Originality Statement
Aurelian combines a rolling log-volume consensus profile, dual-anchor coherence, session VWAP deviation context, synthetic pressure, dynamic node tracking, right-edge rails, and managed visual signal boxes in one open-source Pine v6 tool. The purpose is not to merge unrelated indicators, but to create a single acceptance/rejection framework around volume agreement and session context.
Disclaimer
This script is for educational and informational use only. It is not financial advice and does not ensure any trading outcome. Market behavior is uncertain, and all signals should be evaluated with risk management and independent judgment.
-Made with passion by jackofalltrades
Indicator
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
Volume Ledger [JOAT]JOAT Volume Ledger
Introduction
JOAT Volume Ledger is an open-source participation and volume-zone framework designed to identify where meaningful activity occurred, what type of activity it likely was, and which of those zones still matter now.
It is built around the idea that not all large volume is equal.
Some high-volume behavior represents sponsorship.
Some represents exhaustion.
Some represents churn or absorption.
Some leaves behind a meaningful footprint that the market later reacts to.
The problem the script solves is translation.
Raw volume bars alone do not explain whether heavy activity created useful levels.
They also do not organize those levels for later use.
Volume Ledger attempts to do both.
It begins with relative-volume heat and participation metrics.
It then uses confirmed pivot-based logic to create candidate zones.
Those zones are merged, ranked, extended, and reclassified as support or resistance based on how price returns to them.
Higher-timeframe carry-forward levels can also be displayed.
Core Concepts
1. Relative-Volume Heat
The script normalizes current volume against a baseline and color-grades it.
2. Delta, Churn, and Participation
A delta proxy, churn estimate, and participation line classify the quality of activity.
3. Confirmed Pivot-Zone Creation
When significant participation coincides with confirmed pivots, the script stores those prices as candidate zones.
4. Zone Merging and Ranking
Nearby zones are merged and stronger zones are prioritized.
5. Higher-Timeframe Carry-Forward Levels
Important HTF zones can be projected into the current chart.
6. Retest Logic
The script distinguishes whether an active zone is currently acting as support or resistance.
7. Overlay Box and Line Projection
Zones are projected forward into current chart space using managed boxes, lines, and labels.
8. Participation State Readout
The dashboard summarizes the dominant volume condition, active zones, and current participation quality.
Features
Relative-volume heatmap: current activity is normalized and color-graded
Delta, churn, sigma, and participation analytics: classifies the character of activity
Confirmed volume-origin zones: maps price areas linked to meaningful participation
Zone merging and ranking: reduces clutter and prioritizes stronger regions
Projected overlay boxes and lines: extends active zones into current price
Higher-timeframe ledger context: broader levels can be carried forward
Support / resistance retest logic: distinguishes how price is interacting with the zone
Bar tint and backdrop state: strong participation conditions are easy to spot
Dashboard: summarizes volume state and dominant zone structure
Input Parameters
Ledger Core:
Volume Comparison
Ledger Window
Participation Smoothing
Delta and Churn Settings
Relative Volume Thresholds
Zone Engine / Display:
Zone Extension
Merge Threshold
Zone Ranking Rules
Projected Levels
Higher-Timeframe Carry-Forward
Show Dashboard
Show Average
Show Participation Line
Show Projected Levels
Show Backdrop
Show Bar Tint
How to Use This Indicator
Step 1: Read current participation quality using the relative-volume state and participation line.
Step 2: Identify the dominant projected zones on the chart.
Step 3: Watch retests into those zones and compare them to current participation behavior.
Step 4: Compare active zones with higher-timeframe carry-forward levels.
Step 5: Use the script as confirmation beneath trend, liquidity, or retracement narratives.
Indicator Limitations
Volume proxies do not provide true exchange-level order-flow
High participation does not guarantee reversal or continuation
Very noisy markets can generate many candidate zones before merging and ranking simplify them
The script identifies footprints of activity, not certain turning points
Originality Statement
This script is original in the way it combines relative-volume heat, effort classification, pivot-zone construction, merging, ranking, higher-timeframe carry-forward, and retest-aware styling into a single participation ledger.
The purpose is not merely to show volume.
It is to preserve the most useful consequences of volume.
Disclaimer
This indicator is provided for educational and informational purposes only.
It is not financial advice.
Volume and participation footprints do not guarantee future support or resistance.
Always use independent analysis and risk management.
Best Use Cases
Studying where strong participation likely left a usable footprint
Comparing current price retests to historical participation zones
Separating constructive activity from churn-heavy activity
Adding participation context to trend, liquidity, or retracement narratives
Interpretation Notes
Not every high-volume event deserves the same weight.
The script is most useful when strong participation aligns with structural pivots and later retests.
Higher-timeframe carry-forward levels can be especially helpful when local price is approaching an older but still meaningful participation zone.
The strongest zones are not simply the largest bars.
They are the most meaningful surviving footprints after merging, ranking, and retest context are applied.
Publication Notes
This script is intended to be published with a clean chart where the dominant projected zones and the current participation state are clearly identifiable.
The chart should not be overloaded with extra unrelated studies.
The image should make the volume-to-zone relationship understandable to a first-time viewer.
-Made with passion by jackofalltrades
Indicator
Adaptive Squeeze Memory [PhenLabs]🚀 #66 Adaptive Squeeze Memory
📌 Overview
Adaptive Squeeze Memory turns a standard public-domain BB/KC squeeze into a clear “what happened after similar squeezes?” dashboard. Instead of forcing traders to decode a complex probability model, ASM gives a simple setup read first: Long Breakout Watch, Short Breakdown Watch, Lean Long, Lean Short, Two-Way Volatility, or Building Memory.
Behind that simple read, ASM compares the current squeeze event against prior confirmed squeezes with similar volatility, RSI, and volume conditions, then projects the historical distribution of forward returns as a cone.
This is an original public-concept interpretation built from standard market primitives: Bollinger Band width, Keltner Channel width, ATR, RSI, volume ratio, Euclidean similarity scoring, and nearest-rank percentiles. It does not copy, clone, reproduce, deobfuscate, or attempt to recreate any commercial squeeze, memory, or prediction product.
📊 What Makes It Different
Most squeeze tools answer one question: “Is price compressed?” Adaptive Squeeze Memory asks a sharper and more tradable question: “When the market has compressed like this before, did the forward memory favor an upside breakout, a downside breakdown, or volatility expansion without a clean directional edge?”
The result is a cleaner PulseWire experience: a plain-English memory dashboard for fast interpretation, plus a projected return cone for traders who want the deeper statistical context.
🚀 Core Features
✅ Public-domain BB/KC squeeze detection using Bollinger Band width versus Keltner Channel width
✅ Similarity memory engine using normalized ATR, RSI, and volume ratio
✅ Configurable nearest-match count for comparing the current squeeze against prior events
✅ 1-bar, 3-bar, 5-bar, and 10-bar forward return distributions
✅ Median projection plus optional 25th/75th and 10th/90th percentile bands
✅ Memory Dashboard with setup state, median edge, likely range, bullish probability, score, matches, and next-step guidance
✅ Memory Bias Score from -100 to +100 for fast data-window scanning
✅ Long Breakout Watch and Short Breakdown Watch markers for stronger memory skews
✅ Confirmed-bar only logic with no request.security() and no lookahead
✅ Capped projection-line arrays for stable long-chart performance
🔧 Settings
Squeeze Memory Lookback
Default: 252
Range: 50–2000
Description: Maximum number of mature prior squeeze events retained for similarity matching.
Similarity Match Count
Default: 10
Range: 3–50
Description: Number of closest historical squeeze events used to build the probability cone.
Cone Projection Bars
Default: 10
Range: 10–50
Description: Forward visual projection window. The statistical anchors are 1, 3, 5, and 10 bars.
BB Length / BB Multiplier
Default: 20 / 2.0
Range: Length 5–200, Multiplier 0.5–5.0
Description: Bollinger Band settings used to measure compression.
KC Length / KC Multiplier
Default: 20 / 1.5
Range: Length 5–200, Multiplier 0.5–5.0
Description: Keltner Channel settings used as the volatility envelope comparison.
ATR Length
Default: 14
Range: 2–200
Description: ATR input for the normalized volatility feature.
RSI Length
Default: 14
Range: 2–200
Description: RSI input for the momentum-position feature.
Volume MA Length
Default: 50
Range: 5–300
Description: Moving average baseline for the relative volume feature.
Similarity Weight: ATR / RSI / Volume
Default: 1.0 / 1.0 / 1.0
Range: 0.0–5.0
Description: Controls how strongly each feature influences the Euclidean distance score.
Bull Cone Color / Bear Cone Color
Default: Lime / Red
Range: Any PulseWire color
Description: Sets the projection color based on whether the 10-bar median return is positive or negative.
Show Percentile Bands
Default: On
Range: On/Off
Description: Toggles the inner 25th/75th percentile and outer 10th/90th percentile cone paths.
Show Memory Dashboard
Default: On
Range: On/Off
Description: Displays the simplified readout so users do not need to interpret the full cone manually.
Median Edge Threshold %
Default: 0.20
Range: 0.05–5.0
Description: Minimum median 10-bar edge required before ASM can classify a strong directional watch.
Directional Probability Threshold %
Default: 55
Range: 50–80
Description: Minimum matched-outcome probability required before ASM classifies a strong long or short watch.
🔥 How It Works
1. Detect compression
• ASM compares Bollinger Band width against Keltner Channel width.
• A squeeze event fires only when compression begins on a confirmed bar.
2. Capture the squeeze fingerprint
• Each confirmed squeeze stores normalized ATR, RSI, and relative volume.
• Events are stored in flat parallel arrays for Pine v6 compatibility.
3. Let history mature naturally
• Forward returns are filled only after the 1st, 3rd, 5th, and 10th future bars have actually printed.
• No future data is read early, and no request.security() calls are used.
4. Match the current event to memory
• The current squeeze is compared against mature prior squeezes.
• Weighted Euclidean distance ranks the most similar historical events.
• The closest N matches form the statistical sample.
5. Convert the distribution into a simple read
• Long Breakout Watch appears when the median edge and bullish outcome probability both clear their thresholds.
• Short Breakdown Watch appears when the median edge and bearish outcome probability both clear their thresholds.
• Lean Long and Lean Short appear when the sample has directional skew but not enough strength for a full watch.
• Two-Way Volatility appears when the historical memory favors expansion but not a clean direction.
6. Project the probability cone
• ASM computes nearest-rank percentiles of the matched forward returns.
• Median, 25th/75th, and 10th/90th percentile paths are drawn forward from the current squeeze bar.
🎨 Visual Guide
• Solid path: median projected forward return
• Dashed paths: 25th and 75th percentile range
• Dotted paths: 10th and 90th percentile range
• Column plot: latest 10-bar median memory edge
• Dashboard: plain-English setup state, range, bullish probability, score, matches, and next-step guidance
• LONG / SHORT markers: stronger confirmed directional memory events
• Yellow marker: confirmed squeeze-memory event
📖 Best Used For
Adaptive Squeeze Memory is designed for traders who want context around volatility compression. It is especially useful for crypto, indices, liquid equities, and FX pairs where squeeze events repeat often enough to build a meaningful memory sample.
✅ Notes
• Pine Script v6 indicator
• Separate pane output
• Confirmed-bar only
• No external data
• No request.security()
• No lookahead
• No commercial/proprietary logic
⚠️ Limitations
ASM is a statistical context tool, not a prediction engine. Percentile cones summarize what similar prior squeezes did; they do not guarantee what the current squeeze will do. Early charts or rare symbols may have too few mature matches for a useful cone until enough events accumulate. Indicator
Foundry Range Ledger [JOAT]Foundry Range Ledger
Introduction
Foundry Range Ledger is an open-source range and auction-structure indicator that maps active supply, active demand, and the live auction corridor between them.
The script is built for traders who need to know where the market is being offered, where it is being defended, and whether price is rotating cleanly between those two points or breaking away from them.
Instead of relying on a large dashboard to explain everything, Foundry is designed so the main value is visible directly on the chart.
The indicator draws split supply and demand boxes, top and bottom rails, an equilibrium reference, an auction corridor, and candle-state coloring so the structure can be read without hunting through text.
The problem Foundry solves is range readability.
Many range indicators either mark too little and disappear once the first break occurs, or they mark too much and become unreadable.
Foundry focuses on a smaller number of cleaner, higher-visibility structures so the trader can immediately understand whether the market is boxed, rotating, absorbing, rejecting, or releasing through an active zone.
Core Concepts
1. Pivot-Derived Supply and Demand Seeding
Foundry begins with confirmed pivot highs and pivot lows.
Each confirmed pivot can seed a new zone.
If a new pivot forms close enough to the prior pivot of the same type, the zone is treated as a stronger cluster rather than as unrelated noise.
This lets the script represent repeated defense or repeated supply more clearly than a single-touch model.
2. Split-Zone Construction
Each zone is drawn as a body with two internal halves.
For supply, the upper half represents the more aggressive offer side and the lower half represents the response pocket below it.
For demand, the lower half represents the more aggressive bid side and the upper half represents the response pocket above it.
This creates a cleaner institutional-style visual than a single flat rectangle.
3. Top, Bottom, and Equilibrium Rails
Foundry does not leave the zone as only a filled box.
Each active zone has clear rails at its boundary and a dashed equilibrium line through its center.
These rails make it easier to judge exactly where price is entering, holding, or releasing from the zone.
4. Participation Inside the Zone
The indicator tracks directional participation inside the active zone.
Touches are counted only when price actually interacts with the zone.
Buy-side and sell-side participation are then compared to determine whether the zone is absorbing or rejecting.
This information drives both state text and the internal color emphasis of the split halves.
5. Auction Corridor Logic
When both an active supply zone and an active demand zone exist at the same time, Foundry calculates the live auction corridor between them.
That corridor is the space where price is rotating between opposing areas of interest.
The script highlights that corridor directly on the chart and adds an equilibrium reference so range traders can see where the market is most balanced.
6. Release and Post-Break Behavior
A zone is not immediately forgotten once price breaks it.
Foundry can keep released zones visible as post-break context, allowing the trader to study whether price is cleanly escaping or coming back to retest the released area.
This is important because the first break is often only part of the story.
The retest frequently matters more than the break itself.
7. Candle-State Coloring
Candles are recolored based on where price is interacting.
If price is trading inside active supply, the candles reflect offer pressure.
If price is trading inside active demand, the candles reflect bid pressure.
If price is rotating in the live corridor, the candles shift toward the neutral response color.
This creates immediate chart feedback without cluttered shapes.
Features
Confirmed supply and demand zones: Zones are seeded from confirmed pivots rather than unconfirmed intrabar motion
Cluster-aware strengthening: Repeated pivots near the same level strengthen the visual and informational quality of the zone
Split zone bodies: Each supply and demand box is divided internally for cleaner auction reading
Boundary rails and midpoint rail: Top, bottom, and equilibrium references remain visible directly on the chart
Auction corridor cloud: When both sides are active, the space between them is highlighted as a live range environment
Stateful release behavior: Broken zones can remain visible as post-break structure instead of vanishing instantly
Retest labels: Optional tags mark when price revisits released structure
Zone interaction candle coloring: Price bars reflect supply interaction, demand interaction, or corridor rotation state
Six-row dashboard: Only the highest-value summary fields remain, keeping the chart as the primary information surface
Confirmed-bar alerts: Alerts are available for releases, retests, active auction states, and balanced corridor conditions
Input Parameters
Range Construction:
Pivot Length: Number of bars required on each side to confirm a pivot
Cluster Tolerance ATR: Distance allowed between repeated pivots before they are treated as one stronger cluster
Zone Width ATR: ATR-scaled depth of each zone
Forward Extend Bars: Number of bars the active zone projects forward on the chart
Minimum Zone Age: Minimum number of bars before a break qualifies as a meaningful release
Context and Behavior:
Show Auction Cloud toggle
Keep Broken Zones toggle
Show Retest Tags toggle
Show Zone Labels toggle
Recolor Candles toggle
Broken Zone Fade Bars: Controls how long released zones remain visible when historical persistence is disabled
Break Body Quality and filter toggle: Prevents weak-body candles from being treated as high-quality releases
How to Use This Indicator
Step 1: Identify Whether Supply, Demand, or Both Are Active
If only supply is active, the market is currently capped from above.
If only demand is active, the market is currently supported from below.
If both are active, price is trading inside a live auction corridor.
That is the first and most important read.
Step 2: Read the Box Geometry, Not Just the Labels
The top and bottom rails define the actual interaction edges.
The dashed midpoint shows the local equilibrium of the zone.
When price enters the zone, watch where it spends time, where it rejects, and whether the candles recolor in the expected direction.
Step 3: Use the Corridor as a Rotation Map
When both zones are active, the space between demand top and supply bottom becomes the tradable balance corridor.
That space is where mean-reversion and auction-style logic are most relevant.
A clean release out of that corridor changes the context immediately.
Step 4: Watch Release Quality
Foundry does not treat every poke outside a zone as equally important.
Body quality can be used as a filter so weak noise does not count the same as committed expansion.
This helps reduce false structural releases.
Step 5: Retests Matter
A released zone that price retests cleanly can be more informative than the initial break itself.
Use the retest labels and the remaining zone structure to judge whether the prior range is truly being left behind or simply probed.
Indicator Limitations
Pivot-based zones confirm only after the pivot is complete, so the script will always favor non-repainting structure over earliest possible marking
If price trends strongly without forming relevant repeat pivots, the indicator may show fewer zones than a more aggressive retail-style detector
A zone is contextual, not predictive; price can ignore supply or demand completely when momentum is strong enough
Balanced corridor conditions do not guarantee rotation and can still resolve into directional continuation
The recolored candle state is contextual feedback, not an entry signal by itself
Originality Statement
Foundry Range Ledger is original in the way it combines pivot-seeded supply and demand bodies, split internal zone construction, visible auction corridor rendering, participation-aware state handling, and post-break structural persistence into one chart-first overlay.
The script is designed to make range structure visually readable, not to hide it behind a large panel or reduce it to generic rectangles.
Disclaimer
This indicator is provided for educational and informational purposes only.
It does not provide financial advice or trading recommendations.
Supply and demand zones can fail, release, or be ignored entirely by price.
Balanced ranges can break violently without warning.
Always use independent confirmation and risk management.
Indicator
Liquidity Delta Profiler [LuxAlgo]The Liquidity Delta Profiler indicator identifies major buy-side and sell-side liquidity levels and visualizes internal buyer/seller activity through volume delta-filled quadrants, providing a complete toolkit for analyzing liquidity sweeps and potential reversals.
🔶 USAGE
The indicator detects significant swing highs and lows to plot liquidity zones, representing areas where stop-loss orders or breakout orders are likely clustered.
🔹 Volume Delta Quadrants
Unlike standard liquidity indicators, this tool splits each zone into four horizontal quadrants. As price trades within these quadrants, the script calculates the volume delta (the difference between buying and selling pressure) for each specific section.
Buy Delta Fill : Indicates aggressive buyers were more active in that specific price slice.
Sell Delta Fill : Indicates aggressive sellers dominated that section.
Intensity : The color's opacity represents the relative magnitude of the volume delta compared to other sections of the zone.
🔹 Reversal Detection
The script includes an advanced detection system that identifies unusual volume patterns during liquidity sweeps. These signals are plotted as bubbles with hoverable tooltips:
ABS (Absorption) : Occurs when aggressive market orders at the extreme edge of a zone are absorbed by large limit orders in the opposite direction.
EXH (Exhaustion) : Occurs when a sweep happens on very low relative volume, suggesting no follow-through.
DIV (Divergence) : Identified when high volume pushes into the edge of a zone (FOMO) but price fails to close outside the level.
REJ (Snapback Rejection) : Triggered when a sweep candle shows high delta in the opposite direction of the sweep and closes back inside the zone.
🔹 Time-Based Performance Dashboard
To evaluate signal reliability, the indicator includes a real-time dashboard that tracks the historical performance of each reversal signal type using a time-based validation logic.
A "Win" is recorded if, within the Eval Window , the price reverses from the sweep and remains in profit (on the correct side of the signal entry) for a specific number of consecutive bars ( Hold Time ). This method filters for signals that generate sustained pressure rather than just temporary wicks.
🔹 Zone Decay (Health)
Active zones feature a "Health" percentage label. This tracks the cumulative volume traded within the zone relative to its capacity. As more volume is transacted at these levels, the liquidity is considered "consumed," and the percentage drops toward 0%.
🔶 DETAILS
The indicator utilizes a pivot-based detection system. When a swing high is confirmed, a Buy-Side Liquidity (BSL) zone is created; a swing low creates a Sell-Side Liquidity (SSL) zone.
The script includes "Filter Overlaps" logic to ensure chart clarity. If a new, more significant pivot forms within the range of an existing active zone, the tool can automatically update to the most relevant level, preventing the clutter of multiple overlapping boxes.
🔶 SETTINGS
🔹 Main
Pivot Length : Lookback/lookforward period for detecting swing highs and lows.
Max Zones per Type : Maximum number of active and historical zones to keep on the chart.
Show Swept Zones : Keeps zones visible with dashed outlines after they have been breached.
Filter Overlapping Zones : Prevents the creation of new zones that overlap with existing active zones.
🔹 Decay & Reversals
Show Zone Decay : Toggles the health percentage labels.
Zone Volume Capacity : Multiplier for average volume to determine how much volume a zone can absorb.
Enable Reversal Detection : Toggles the signal bubbles for reversal patterns.
🔹 Dashboard
Show Dashboard : Toggles the performance tracking table.
Eval Window (Bars) : The maximum number of bars the script waits for a reversal to manifest.
Hold Time (Bars) : The number of consecutive bars price must stay in profit to be considered a successful reversal.
Position/Size : Customizes the UI placement and scale of the dashboard.
🔹 Style
Colors : Customize colors for BSL/SSL outlines and the positive/negative volume delta fills. Indicator
VWAP DELTA🇬🇧 ENGLISH
VWAP DELTA is a Volume Weighted Average Price that uses delta volume magnitude as its weighting factor instead of total volume. Unlike a standard VWAP — where every bar contributes proportionally to its raw volume — VWAP DELTA gives more weight to bars where buyers or sellers clearly dominated, and less weight to bars where volume was balanced between both sides. The result is a price level that better reflects where the market agreed during high-conviction moves.
HOW IT WORKS:
Delta volume is estimated from each candle's shape by splitting volume between buyers and sellers using the high-low range. Bars that close near the high have high buy delta; bars that close near the low have high sell delta. The VWAP is then computed weighting each price by the absolute value of its delta, so only directional pressure counts.
COMPONENTS:
1. Delta Volume — Estimated as: Buy Vol = Volume × (Close − Low) / (High − Low), Sell Vol = Volume × (High − Close) / (High − Low). Delta = Buy Vol − Sell Vol.
2. VWAP Delta — Formula: Sum(HLC3 × |Delta|) / Sum(|Delta|), anchored and reset at each new period (Session, Week, Month, Quarter or Year).
3. Standard Deviation Bands — Delta-weighted variance bands above and below the VWAP Delta, showing price extension during high-conviction moves. Useful as dynamic support and resistance zones.
4. Dynamic Color — The line turns teal when cumulative session delta is positive (buyers dominating the strong moves) and red when negative (sellers dominating). At a glance you know which side has been more active in the meaningful bars of the session.
USE CASES:
• Confirm the direction of "active money" — price above VWAP Delta means high-conviction moves were bullish.
• Filter false signals — balanced-volume candles barely move the indicator, reducing noise.
• Spot divergences — price rising but VWAP Delta lagging or falling signals a rally with weak buying conviction.
• Intraday bias — color tells you who dominated the strong bars of the session without reading order flow tools.
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🇪🇸 ESPAÑOL
VWAP DELTA es un Precio Medio Ponderado por Volumen que usa la magnitud del volumen delta como factor de ponderación en lugar del volumen total. A diferencia del VWAP estándar — donde cada vela contribuye de forma proporcional a su volumen bruto — VWAP DELTA otorga más peso a las velas donde compradores o vendedores dominaron claramente, y menos peso a las velas donde el volumen estuvo equilibrado entre ambos lados. El resultado es un nivel de precio que refleja mejor dónde acordó el mercado durante los movimientos de alta convicción.
CÓMO FUNCIONA:
El volumen delta se estima a partir de la forma de cada vela dividiendo el volumen entre compradores y vendedores usando el rango high-low. Las velas que cierran cerca del máximo tienen alto delta comprador; las que cierran cerca del mínimo tienen alto delta vendedor. El VWAP se calcula ponderando cada precio por el valor absoluto de su delta, de modo que sólo cuenta la presión direccional.
COMPONENTES:
1. Volumen Delta — Estimado como: Vol Comprador = Volumen × (Close − Low) / (High − Low), Vol Vendedor = Volumen × (High − Close) / (High − Low). Delta = Vol Comprador − Vol Vendedor.
2. VWAP Delta — Fórmula: Sum(HLC3 × |Delta|) / Sum(|Delta|), anclado y reiniciado en cada nuevo período (Sesión, Semana, Mes, Trimestre o Año).
3. Bandas de Desviación Estándar — Bandas de varianza ponderada por delta por encima y por debajo del VWAP Delta, que muestran la extensión del precio durante movimientos de alta convicción. Útiles como zonas dinámicas de soporte y resistencia.
4. Color Dinámico — La línea se muestra en verde azulado cuando el delta neto de la sesión es positivo (compradores dominando los movimientos fuertes) y en rojo cuando es negativo (vendedores dominando). De un vistazo sabes qué lado ha sido más activo en las velas importantes de la sesión.
CASOS DE USO:
• Confirmar la dirección del "dinero activo" — precio por encima del VWAP Delta significa que los movimientos de alta convicción fueron alcistas.
• Filtrar señales falsas — las velas de volumen equilibrado apenas mueven el indicador, reduciendo el ruido.
• Detectar divergencias — precio subiendo pero VWAP Delta plano o bajando señala un rally sin convicción compradora real.
• Sesgo intradiario — el color indica quién dominó las velas importantes de la sesión sin necesidad de herramientas de order flow. Indicator
Structural Leg Profiler [LuxAlgo]The Structural Leg Profiler indicator is a comprehensive structural analysis tool that dynamically maps lower-timeframe volume distributions onto major market swings to reveal where the most significant trading activity occurs within a trend.
🔶 USAGE
The tool is designed to bridge the gap between traditional price action swings and order flow analysis. By using an ATR-based swing detection mechanism, the indicator automatically identifies structural "legs" (upward or downward price movements) and generates a detailed volume distribution profile for each one.
Users can leverage this tool to identify high-interest zones (Point of Control) and determine whether a move is supported by aggressive buying or selling volume through the Delta coloring mode.
🔹 Interpreting the Profiles
Each structural leg displays a volume profile across its duration, constructed from lower-timeframe data to ensure precision.
Volume Gradient Mode: Highlights nodes based on total activity. The colors transition from low-volume areas to high-volume nodes, with the Point of Control (POC) being the most prominent. Delta Mode: Colors the profile blocks based on the net difference between buying and selling volume. Bright green indicates heavy aggressive buying, while bright red indicates heavy aggressive selling. Summary Labels: Each leg includes a summary label showing the Total Leg Volume, the Net Delta, and the exact POC price.
🔹 Volume Anomalies
The script automatically detects and highlights candles with unusual volume spikes using dynamic "bubbles." This helps in identifying potential exhaustion points or strong breakout momentum.
Standard Bubbles: Indicate volume that is significantly above the 20-period average. Large Bubbles with Values: Indicate extreme volume spikes, with the exact volume printed inside the bubble for immediate context.
🔶 DETAILS
🔹 Untested POC Extensions
A core feature of this script is the "Naked POC" logic. When a structural leg is completed, its Point of Control is projected forward as a dashed line. These levels often act as high-probability support or resistance zones. The line continues to extend until price eventually "tests" or crosses it, at which point it automatically terminates to keep the chart clean.
🔹 Lower Timeframe Precision
Unlike standard profiles that use only chart-resolution data, this script utilizes
request.security_lower_tf
to pull granular data. This provides a much more accurate view of how volume was distributed within each leg compared to simple OHLC-based approximations.
🔶 SETTINGS
🔹 Swing Detection
ATR Period: The lookback period used to calculate volatility for swing detection. Swing Multiplier (ATR): Controls the sensitivity of the legs. Higher values capture major trends; lower values capture micro-swings.
🔹 Profile Settings
Max Profile Boxes: Defines the vertical resolution and maximum number of rows in the profiles. Profile Alignment: Determines where the volume bars are anchored (Left, Right, or Center) within the leg area. Show Volume Value: Toggles the visibility of numeric volume values inside the profile boxes. Extend Untested POCs: Enables the forward projection of POC lines until they are mitigated by price.
🔹 Volume Anomalies
Show Volume Bubbles: Toggles the volume anomaly visualization. Spike Threshold: The multiplier relative to the 20-period average volume that triggers an anomaly bubble.
🔹 Style & Colors
Box Color Mode: Choose between "Volume Gradient" (Total Volume focus) or "Delta" (Buy vs. Sell focus). Up/Down Leg Colors: Customizable color gradients for both bullish and bearish structural legs. Indicator
ORDER FLOW DASHBOARD [DOM, Tape, Big Contracts] Percentage Based
A compact, non-intrusive percentile order flow dashboard for futures scalping and intraday trading on /NQ, /MNQ, /ES, /MES and other CME instruments. Three panels, one glance.
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WHAT IS IT
Most order flow tools require expensive data feeds or dedicated platforms like Bookmap or Sierra Chart. This dashboard brings the core concepts of DOM pressure, tape reading and big contract detection directly onto your PulseWire chart using bar structure and volume as proxies. It is designed to sit quietly in the corner of your chart, update in real time, and give you directional context without cluttering your price action.
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THE THREE PANELS
DOM Panel
Estimates bid vs ask pressure by splitting each bar's volume based on where price closed within the bar's range. A bar closing near its high suggests buying pressure — near the low suggests selling. Displays Buyers %, Sellers % and a Net Delta over your chosen lookback period. The dominant side lights up automatically.
Tape Panel
Estimates aggressive vs passive order flow. Bars closing in the upper half of their range are classified as aggressive buyers (market orders lifting the offer). Lower half = aggressive sellers (hitting the bid). Shows aggressive buy %, aggressive sell % and passive %. The leading side highlights.
Big Contracts Panel
Flags bars where total volume exceeds your threshold — a proxy for institutional or block trade activity. Each entry shows price, volume, direction (BID or ASK) and a New York exchange-time timestamp for chart cross-reference. Supports a lower detection timeframe — use 1 min detection on a 2 min chart for more granular results.
Confluence Signal
Combines DOM and Tape into a single directional read at the bottom of the Tape panel.
▲ BUYERS LEAD — both DOM and Tape show buyers in control. Strongest bullish signal.
▼ SELLERS LEAD — both DOM and Tape show sellers in control. Strongest bearish signal.
? DOM BULL / TAPE BEAR — conflicting signals. Potential absorption or reversal brewing.
? DOM BEAR / TAPE BULL — conflicting signals. Same as above but reversed.
BALANCED — neither side clearly dominant on either panel.
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DISPLAY MODES
Minimalistic Mode — strips all row background colors from DOM and Tape panels. Only text colors remain. Blends cleanly into any chart style or theme. Big Contracts panel keeps its colors for easy scanning.
Color Blind Friendly Mode — replaces red/green color scheme with blue/orange throughout the entire dashboard. One toggle in settings. Works alongside minimalistic mode.
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⚠ IMPORTANT — NOT REAL ORDER BOOK DATA
Pine Script does not have access to real Level 2 DOM data, true bid/ask volume splits or individual order sizes. Everything this dashboard shows is a bar structure approximation, not real order book data.
DOM proxy: buyVol = volume × (close − low) / (high − low)
Tape proxy: close position in range = aggressor classification
Big Contracts proxy: total bar volume spike — NOT individual order size
Use this dashboard as a confirming tool alongside price action. For true order flow data use Bookmap, Sierra Chart, Quantower or NinjaTrader with a proper CME data feed.
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HOW TO USE IT
Watch for confluence — when DOM and Tape both agree on a direction that is your strongest signal. A single panel reading alone is less reliable.
Use the Big Contracts panel to identify when institutional-sized volume hits. A cluster of big BID bars at a support level, combined with DOM buyers leading and tape aggressive buy dominant, is a classic accumulation pattern. The timestamp on each entry makes it easy to find the bar on your chart.
Watch the Net Delta — a rising price with falling net delta can signal a weakening move or absorption. A falling price with rising net delta may indicate buyers stepping in.
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RECOMMENDED SETTINGS BY TIMEFRAME
1 min — DOM: 8-10 bars | Tape: 5-8 bars | NQ: 1500-2000 | ES: 300-500
2 min — DOM: 5-8 bars | Tape: 4-6 bars | NQ: 2000-3000 | ES: 500-800
3 min — DOM: 5-6 bars | Tape: 4-5 bars | NQ: 2500-3500 | ES: 600-1000
5 min — DOM: 4-6 bars | Tape: 3-5 bars | NQ: 3000-5000 | ES: 800-1500
15 min — DOM: 3-5 bars | Tape: 3-4 bars | NQ: 5000-8000 | ES: 1500-3000
MNQ and MES: divide NQ/ES thresholds by 10.
Tip: set Big Contracts detection timeframe to 1 min when charting on 2 min.
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CUSTOMISATION
Every color, background, transparency and threshold is adjustable from settings.
General — show/hide dashboard, DOM + Tape panels, Big Contracts panel, confluence row, minimalistic mode, color blind mode, dashboard position, text size, background transparency, chart background tint, session filter.
DOM — lookback period, alert threshold, full color and background customization per row.
Tape — lookback period, alert threshold, full color and background customization per row.
Cumulative Delta — optional full-width row at bottom of dashboard, display as number only, bar chart only or both, daily reset time.
Big Contracts — volume threshold, extra large threshold, detection timeframe, max entries to display, daily reset time, full color customization.
Alerts — 8 individually toggleable alert conditions covering big contracts, DOM dominance, tape dominance and confluence signals.
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DESIGNED FOR
Futures scalpers and intraday traders who want order flow context without cluttering their chart or paying for a separate platform. Works on any instrument with volume data — optimized for CME futures.
Indicator
Adaptive Volume-Delta Score (VDS) | Order-Flow & DivergenceThe Adaptive Volume-Delta Score (VDS) is a technical analysis tool for the statistical classification of volume-delta activity. It utilizes an Adaptive-Switch Logic that toggles between historical bar reconstruction (request.security_lower_tf) and a real-time Rolling-Window Live-Tracker.
🛠 Core Functionality
1. The VDS Engine (Statistical Mapping)
Wick-Weighted Delta: The calculation is based on wick-weighting: (close-open)/range * volume. This weights the delta according to price displacement within the bar.
Symmetrical Mapping (-4.5 to 4.5): Raw values are statistically categorized via ta.percentrank and mapped onto a fixed scale.
+4.5 (100% Rank): The absolute maximum within the chosen lookback period.
+2.25 (75% Rank): Significant activity relative to the period.
0 (Median): The statistical midpoint (50% Rank).
-4.5 (0% Rank / Min.): The absolute floor of activity for the period.
Visualization Logic: This mapping is primarily used to plot volume activity and delta aggression within the same visual space, providing a consistent reference frame for comparing relative dominance.
Context Dependency: Signals are not absolute recommendations. The significance depends heavily on the Lookback Period, Thresholds, and the specific market environment.
2. Adaptive Logic & Data Integrity
Signal-Bridge: On lower timeframes (LTF), the indicator simulates the behavior of the Main Timeframe (Main-TF) using a rolling window. This allows for the observation of delta development while the bar is still forming.
🛡️ Integrity Dashboard: Visualizes the statistical consistency between live data and the historical baseline. Deviations (e.g., due to Pine Script's 5000-bar limit) are displayed transparently as warnings.
3. Dynamic Alert System
Automation: Alerts utilize the alert() function with the "Any function call" setting.
Intelligence: Messages are fully dynamic, reporting the mode (Live vs. History), signal type, safeguard status, and data integrity.
🚀 Quick Calibration Guide
Sensitivity: A longer Lookback Period stabilizes the statistics; a shorter period makes the score more reactive to short-term volume spikes.
Threshold Setup: Calibrate the Dominance Threshold (default 3.0) to isolate extreme aggression. Use the Volume Threshold to ensure a minimum level of market participation.
Visual Match: Activate the Price Chart Overlays and adjust your thresholds until the markers (Diamonds) correspond with your individual market interpretation.
Dashboard Check: Monitor the Confidence Score. If red warning values appear, consider adjusting your Lookback or Timeframe to maintain a stable statistical foundation.
🎨 Visual Guide: Understanding the Scale
Navy/Blue Columns: Standard activity within the selected statistical window.
Gray Columns: Phases below the Low Volume Threshold, indicating low relative market participation.
Lime/Fuchsia (Dominance): Occurs when volume and delta simultaneously exceed the defined thresholds (Aggression).
Olive/Maroon (Divergence): Period delta is positive/negative while price action is opposite (Decoupling/Absorption).
Diamonds: Optional projection of oscillator signals directly onto the candles in the price chart.
⚠️ Important Technical Notifications
The "Signal Bridge" (Rolling vs. Fixed Window):
HTF-Request Mode (Fixed): Measures delta starting from the candle open (e.g., 12:00 PM).
Live-Transfer Mode (Rolling): Analyzes a sliding window (e.g., the last 120 minutes). This provides a Lead-Time Advantage, detecting aggression as it happens regardless of the HTF clock. Both modes converge at the HTF bar close.
Data Integrity & Anomalies:
Session Gaps: High Main-TFs (like D1) can be affected by irregular session hours (e.g., Forex Sunday). Always monitor the Confidence Score (🛡️).
Replay Mode:
Displays "No Stat. Control" if historical LTF data is unavailable. We prioritize data honesty over estimated data.
🔔 How to set Alerts (Smart Signals)
Preparation: Open the VDS settings. Under "Alert Settings", choose which signals should trigger: Dominance, Divergence, or both.
Condition: Select "Adaptive Volume-Delta Score...".
Trigger Logic: Change setting to "Any alert() function call".
Frequency: Managed by the script (once_per_bar_close) to ensure statistical honesty.
Timeframe Choice: Use the Main-TF for final confirmed signals, or a Lower-Timeframe for Live-Tracker early warnings.
📊 Statistical Transparency (Data Window)
Raw metrics are displayed exclusively in the PulseWire Data Window to keep the chart clean:
Runtime-Safe LTF: The analysis interval currently in use.
Max Safe Lookback: The mathematical limit for your current setup (5,000-bar ceiling).
Active Bar Limit: The actual usable data foundation.
Converted Sum of LTF Request Bars: The historical baseline used as an anchor for the Live-Tracker.
Relative Live-Data Size: Numerical basis of the Confidence Score (100% = Perfect Integrity).
Overall Requested Bars: Total data points analyzed within your Lookback Period. Indicator
MTF Right now [Zofesu]MTF Right now - MTF Delta + Volume Ratio + 9-state Verdict table. See what the higher timeframe is doing — right now.
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📊 MTF Right now — Delta · Trend · Volume Ratio · Verdict
MTF Right now is a multi-timeframe analysis table that reads three independent data streams from any higher timeframe — volume delta, HMA trend direction, and volume ratio — and combines them into a single actionable verdict. The goal is simple: remove the guesswork of manually reading a higher timeframe chart while you are managing a trade on a lower one.
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01 — What problem does this solve?
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Most traders switch between timeframes manually to check trend context. This takes time, breaks focus, and introduces interpretation errors. MTF Right now pulls the key data from your selected higher timeframe and displays it in a compact table directly on your chart — updated in real time on every bar.
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02 — How it works
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The indicator calculates three values from the selected higher timeframe:
1. DELTA — Net buying vs selling pressure per candle.
Where footprint data is available (supported brokers), the indicator uses real order flow delta via request.footprint(). On standard data feeds, it falls back to the Elder CTI formula: Volume × (2 × Close − High − Low) / (High − Low). The fallback ensures the indicator works on any symbol and broker.
2. TREND — Direction of the HMA (Hull Moving Average) applied to delta.
HMA = WMA(2 × WMA(delta, n/2) − WMA(delta, n), √n)
This smooths delta noise without the lag of a standard EMA. When HMA is rising, delta momentum is bullish. When falling, it is bearish.
3. VOLUME RATIO — Where the close settled within the high-low range of the candle (0–100%).
Formula: (Close − Low) / (High − Low) × 100
Above 60% means buyers controlled the close. Below 40% means sellers controlled it. The indicator averages this over the last N candles for a stable read.
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03 — The Verdict system
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The three inputs feed a 9-state verdict engine. Each state is a combination of delta direction, price direction, and volume ratio:
BULL CONFIRMED — Delta up, price up, close near high. Full alignment. Safe long context.
BEAR CONFIRMED — Delta down, price down, close near low. Full alignment. Safe short context.
STRONG SUPPORT — Delta up but price falling. Buyers are absorbing sell pressure. Support holding.
WEAK SUPPORT — Delta up but close near low. Absorption present but close is struggling.
STRONG RESIST. — Delta down but price rising. Sellers distributing into strength. Resistance holding.
WEAK RESIST. — Delta down but close near high. Distribution present but close is holding up.
FADING BULLS — Delta and price up but close weak. Momentum losing conviction.
FADING BEARS — Delta and price down but close strong. Selling pressure fading.
NEUTRAL — No dominant condition detected.
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04 — Table layout
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The table has 2 columns and 5 rows:
Row 0 │ TF: │ Pure Delta
Row 1 │ State │ Delta value
Row 2 │ Trend ▲/▼/▬ │ —
Row 3 │ Verdict │ Vol: XX%
Row 4 │ Delta▲/▼ Price▲/▼ │ Up / Down / S Hold / R Hold
All values are sourced from the selected higher timeframe only. The chart timeframe does not affect the calculations.
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05 — How to use
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Step 1 — Set your target timeframe in Core Settings. Default is Daily.
If you trade on H1, set the MTF to H4 or Daily.
If you trade on M15, set it to H1 or H4.
Step 2 — Read the Verdict row first. It tells you the current higher timeframe context in one word.
Step 3 — Confirm with the State and Trend rows.
BULL CONFIRMED + Trend ▲ = strong long context.
BEAR CONFIRMED + Trend ▼ = strong short context.
Any FADING or WEAK state = wait, do not enter.
Step 4 — Use Vol % as a secondary filter.
Above 60% = buyers controlled the last N candles.
Below 40% = sellers controlled them.
Between 40–60% = no dominant side, treat as noise.
Step 5 — Set alerts for BULL CONFIRMED, BEAR CONFIRMED, STRONG SUPPORT, or STRONG RESIST. to get notified when the higher timeframe shifts without watching the screen.
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06 — Parameters
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Target Timeframe (MTF) — Higher timeframe to analyze. Default: D (Daily).
Trend Smoothing (HMA Length) — HMA period for delta trend. Default: 8. Lower = more reactive.
Volume Ratio Length — Number of MTF candles for average volume ratio. Default: 8.
Table Position — Place the table anywhere on the chart.
Text Size — Small / Normal / Large.
Background Opacity — 0 = fully transparent, 100 = fully opaque.
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07 — Alerts
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Bull Confirmed — Higher TF verdict is BULL CONFIRMED.
Bear Confirmed — Higher TF verdict is BEAR CONFIRMED.
Strong Support — Higher TF verdict is STRONG SUPPORT.
Strong Resistance — Higher TF verdict is STRONG RESIST.
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
Delta Pressure Gauge [JOAT]Delta Pressure Gauge
Introduction
Delta Pressure Gauge is a pane-based oscillator that constructs a volume-weighted directional wave from bar-by-bar delta estimation, normalized using a rolling maximum to ensure consistent scaling across all instruments and timeframes. The oscillator measures the pressure imbalance between buying volume and selling volume, smoothed into a wave that reveals accumulation and distribution phases with high visual clarity. The indicator includes a money flow pressure line, a cumulative windowed delta cloud, divergence detection, and crossover signal dots.
Traditional volume indicators — OBV, CMF, MFI — measure volume flows using raw or price-weighted calculations that are difficult to compare across instruments or timeframes because their absolute values depend on the asset's volume profile. Delta Pressure Gauge normalizes everything to a -1 to +1 scale using a rolling maximum, producing readings that are immediately interpretable regardless of whether the asset trades 100 shares or 100 million. The wave design provides a visual rhythm that makes accumulation and distribution phases recognizable at a glance.
Core Concepts
1. Body-Quality Weighted Bar Delta
Each bar contributes a delta value based on direction (bullish = +volume, bearish = -volume) multiplied by the bar's body quality ratio (body size divided by total range). A full-body bar contributes 100% of its volume to delta. A doji bar with no body contributes 0%. This filtering reduces the noise contribution of indecision bars that add volume without directional information.
body_qual = math.abs(close - open) / math.max(high - low, syminfo.mintick)
bar_delta = bar_dir * volume * body_qual
2. Rolling Maximum Normalization
The raw wave EMA is normalized by dividing by the rolling maximum absolute value over the normalization window. Unlike percentile-based normalization, rolling maximum works reliably from the first bar, requires no minimum warmup period, and produces values that are always within the -1 to +1 range:
norm_ref = ta.highest(math.abs(raw_wave), i_norm)
wt1 = raw_wave / math.max(nz(norm_ref, 1.0), 1.0)
3. Windowed Cumulative Delta
Rather than using an all-time cumulative delta (which grows without bound and becomes dominated by early bars), the cumulative component uses a 30-bar rolling sum. This produces a medium-term delta bias that reflects the recent directional commitment of volume participants.
4. Money Flow Pressure Line
A separate money flow calculation weights volume by the ratio of price movement to range: (close - open) / range × volume. This captures the efficiency of price movement relative to its volume cost — high-momentum bars have larger weights than range-bound bars.
5. Divergence Detection
Bullish divergence is detected when the delta wave makes a higher low while price makes a lower low. Bearish divergence is the mirror. Detection uses confirmed pivot points on the wave with persistent previous-pivot storage, avoiding any ta.valuewhen type compatibility issues. Divergence lines are rendered directly on the oscillator pane.
Features
Wave Oscillator: Gradient area fill between wave and zero, color-coded by direction and intensity
Signal Line: Smoothed signal with direction-colored rendering
Histogram: Four-state colored momentum bars showing wave-signal separation and its rate of change
Crossover Dots: Large circles with glow rings at every wave/signal crossover
Zero-Line Cross Dots: Small markers when wave crosses the zero line
Overbought/Oversold Extreme Dots: Markers at extreme readings
Divergence Triangles and Lines: Yellow markers and connecting lines when divergence is detected
Cumulative Delta Cloud: Area fill showing 30-bar rolling delta direction
Money Flow Line: Purple secondary line for cross-confirmation
Volume Surge Markers: Cross markers when volume exceeds 2x average
12-Row Dashboard: Pressure state, wave values, histogram, signals, cumulative delta, money flow, volume ratio, divergence state
Input Parameters
Wave Channel Length: Fast EMA for wave construction (default: 10)
Wave Average Length: Signal line smoothing period (default: 21)
Rolling Norm Window: Window for rolling maximum normalization (default: 100)
Overbought/Oversold levels: Four configurable threshold lines
Divergence pivot lookback settings
How to Use This Indicator
Crossover Dots as Momentum Shifts
When the wave crosses above the signal line (green dot), buying pressure is accelerating relative to the smoothed baseline. This confirms a momentum pickup. The opposite for bearish crosses. These signals are strongest when they occur near or below the oversold line.
Zero-Line Confirmation
The wave crossing zero from below indicates that aggregate buying pressure over the wave window has turned net positive. This is a regime confirmation, not an entry signal in isolation, but it supports bullish bias when aligned with price structure.
Divergence at Extremes
Divergence is most meaningful when the wave is at or near an overbought or oversold extreme. A bullish divergence from the oversold zone (yellow triangle pointing up) suggests the distribution of buying pressure is shifting despite continued price weakness.
Cumulative Delta Direction
The blue-purple cloud shows whether the 30-bar rolling delta is net positive or negative. When the wave crosses bullishly and the cumulative delta is also positive, both the momentum and the persistent pressure agree.
Limitations
This indicator uses close-open direction to estimate bar delta. True bid-ask volume data (available only through specialized data providers) would be more precise. On instruments with significant wick activity (doji bars), this estimation introduces noise
Normalization by rolling maximum means a single extreme bar sets the scale for the entire norm window. One unusually large volume bar will compress all surrounding readings
Divergence detection requires enough bars for pivot confirmation. The pivot right-side lookback introduces a lag in divergence signals
This indicator measures volume pressure proxies, not actual institutional activity. Large volume does not always reflect institutional intent
Originality Statement
The body-quality weighting applied before delta smoothing is a deliberate design choice that reduces doji noise in a way that raw-volume or typical-price approaches do not. The rolling maximum normalization (rather than percentile or z-score) was chosen specifically because it operates reliably from the first bar without a warmup cliff, making the indicator immediately usable on limited datasets. The combination of a wave oscillator, cumulative delta cloud, and money flow line on a single pane provides three independent perspectives on the same underlying volume pressure question.
Disclaimer
This indicator is for educational and informational purposes only. Volume pressure readings are estimates derived from OHLCV data. They do not represent actual order flow or institutional positioning. Past divergence patterns do not predict future price reactions. Always apply appropriate risk management.
-Made with passion by officialjackofalltrades
Indicator
Stacked Imbalance Zones [BOSWaves]Stacked Imbalance Zones - Volume-Filtered Order Flow Detection with Delta-Adaptive Zone Visualization
Overview
Stacked Imbalance Zones is an order flow-based supply and demand identification system that detects consecutive dominant directional bars to construct high-conviction imbalance zones, where zone structure, visualization, and delta ribbon behavior dynamically adapt to reflect real-time buying and selling pressure within each identified region.
Instead of relying on arbitrary price pattern recognition or fixed pivot-based levels, zone formation, mitigation logic, and delta behavior are determined through volume-filtered bar dominance analysis, stacked run detection, and order flow measurement within confirmed zone boundaries.
This creates supply and demand regions that reflect genuine order flow imbalances rather than geometric price formations - forming only when multiple consecutive dominant bars satisfy volume thresholds, updating continuously with internal delta ribbon readings that reveal whether order flow within the zone is being absorbed or reinforced, and invalidating automatically when price demonstrates sufficient mitigation through configurable breach conditions.
Price is therefore evaluated against zones that represent actual market participant activity rather than theoretical support and resistance constructs.
Conceptual Framework
Stacked Imbalance Zones is founded on the principle that meaningful supply and demand regions emerge when consecutive bars exhibit dominant directional order flow above volume significance thresholds, rather than through isolated candle pattern matching or arbitrary pivot identification.
Traditional order block and supply/demand methodologies identify structural zones through single candle formations or price swing pivots, which frequently disregard the underlying volume conviction and directional persistence that distinguishes genuine institutional activity from noise. This framework replaces pattern-matching logic with stacked dominance detection informed by actual volume participation and bar-by-bar flow measurement.
Three core principles guide the design:
Zone formation should require consecutive dominant bars satisfying volume filter conditions, not isolated candle patterns.
Zone visualization must reflect internal order flow through delta ribbon dynamics, revealing absorption and continuation states.
Zone invalidation should respond to configurable mitigation conditions, distinguishing between tested and genuinely mitigated regions.
This shifts supply and demand analysis from static pattern identification into volume-anchored imbalance detection informed by measurable order flow evidence.
Theoretical Foundation
The indicator combines bar dominance ratio measurement, volume significance filtering, stacked run accumulation, and delta normalization.
Bar dominance is derived from the close position within the bar range, providing directional conviction measurement independent of candle color alone. Volume filtering against a Simple Moving Average baseline ensures only bars with sufficient participation contribute to zone formation. Stacked run tracking accumulates consecutive qualifying bars, capturing the multi-bar imbalance clusters that indicate genuine order flow concentration. Delta normalization converts raw volume flow into scaled readings that drive the internal ribbon visualization within each zone.
Four internal systems operate in tandem:
Bar Flow Measurement Engine : Calculates buy and sell dominance ratios from close positioning within the high-low range, providing directional bias measurement for each bar.
Volume Significance Filter : Compares bar volume against a rolling SMA baseline scaled by a configurable multiplier, qualifying only bars with meaningful participation.
Stacked Run Detection System : Tracks consecutive qualifying dominant bars, accumulating zone boundaries, total volume, and average dominance ratios across the run.
Delta Ribbon Visualization : Applies smoothed and scaled normalized delta readings within zone boundaries, producing a continuously updating order flow display inside each active zone.
This design allows detected zones to represent genuine imbalance conditions rather than mechanically responding to price formations.
How It Works
Stacked Imbalance Zones evaluates price through a sequence of order flow-aware processes:
Dominance Ratio Calculation : Buy ratio is derived from (close - low) / (high - low) and sell ratio from its inverse, providing bar-level directional conviction measurement.
Volume Filter Application : Bar volume is compared against the SMA baseline multiplied by the configured factor; bars failing this threshold do not qualify for zone formation.
Dominance Threshold Testing : Buy or sell ratio exceeding the configured dominance threshold on a volume-qualified bar classifies that bar as directionally dominant.
Stacked Run Accumulation : Consecutive dominant bars of matching direction are accumulated, tracking zone boundary expansion, cumulative volume, and average dominance across the run.
Zone Firing on Run Break : When a qualifying run ends through a non-dominant or opposite-dominant bar, the accumulated zone is committed with full metrics captured at break time.
Overlap Handling : Configurable overlap detection removes older same-direction zones that overlap with newly formed zones, preserving the most recent imbalance representation.
Delta Ribbon Update : On each bar within an active zone's lifespan, smoothed normalized delta updates the internal ribbon position, reflecting evolving order flow conditions.
Gradient Zone Rendering : Zones are drawn with configurable gradient layer fills, accent boundary lines, dashed midlines, and extended projections reflecting the zone's price range.
Mitigation Detection : On each confirmed bar, close is tested against the mitigation level - either the absolute zone boundary or the zone midpoint - triggering zone removal upon breach.
Zone Cap Management : Maximum zone count per side is enforced by removing the oldest zones when capacity is exceeded, maintaining a focused active zone set.
Together, these elements form a continuously updating imbalance map anchored in volume-confirmed order flow evidence.
Interpretation
Stacked Imbalance Zones should be interpreted as volume-confirmed order flow imbalance regions with internal flow monitoring:
Demand Zones (Green) : Formed by consecutive buy-dominant, volume-qualified bars, representing price regions where buying pressure was concentrated and stacked.
Supply Zones (Red) : Formed by consecutive sell-dominant, volume-qualified bars, representing price regions where selling pressure was concentrated and stacked.
Zone Body : The full height of the zone spans the aggregated price range of all contributing bars in the dominant run, from minimum to maximum body boundary.
Zone Midline : Dashed horizontal line at the zone average price, providing a reference for the Middle mitigation mode and partial reaction levels.
Gradient Fill : Multi-layer gradient visualization inside each zone provides depth cues, with configurable layer count for smoother or more distinct appearance.
Delta Ribbon : Vertical line series drawn from the zone average upward or downward reflects normalized delta readings, indicating whether order flow within the zone is currently buy or sell dominant.
Ribbon Edge Line : Optional connecting line traces the delta ribbon tip across bars, providing a continuous order flow trajectory within the zone boundary.
Accent Lines : High-opacity boundary lines emphasize the primary zone edge - bottom for demand zones, top for supply zones - marking the most significant flow concentration level.
Metrics Label : Extended zone displays the average buy or sell dominance percentage across all constituent bars, quantifying the imbalance strength.
Zone Extension : Right-side projection carries the zone forward in time, maintaining active visual reference until mitigation occurs.
Zone stack count, volume totals, and delta ribbon dynamics outweigh isolated price reactions at zone boundaries.
Signal Logic & Visual Cues
Stacked Imbalance Zones presents two primary zone types with continuous internal state monitoring:
Demand Zone Formation : Green zone appears when a buy-dominant stacked run of qualifying length concludes, identifying a region of concentrated buying activity available for future reference.
Supply Zone Formation : Red zone appears when a sell-dominant stacked run of qualifying length concludes, identifying a region of concentrated selling activity for directional context.
Delta ribbon dynamics within active zones provide secondary monitoring, revealing whether subsequent order flow is reinforcing or undermining the original imbalance condition.
Alert generation covers new demand stack formation and new supply stack formation for systematic zone-based monitoring workflows.
Strategy Integration
Stacked Imbalance Zones fits within order flow-informed and institutional level-based trading approaches:
Zone-Based Entry Framing : Use demand and supply zones as directional reference regions, entering on price interaction with confirmed imbalance levels rather than arbitrary support/resistance.
Delta-Confirmed Reactions : Monitor delta ribbon behavior as price approaches zones; ribbon maintaining original direction during retest suggests continued order flow alignment.
Stack Count Conviction Weighting : Assign higher confidence to zones formed from longer dominant runs, as greater consecutive bar participation reflects stronger imbalance concentration.
Volume Relevance Comparison : Use the internal relevance scoring, which weights zones by their volume contribution relative to total active zone volume, to prioritize higher-participation regions.
Mitigation Mode Selection : Apply Absolute mitigation for stricter zone validation requiring full boundary breach; apply Middle mitigation for earlier invalidation when price penetrates the zone midpoint.
Multi-Timeframe Zone Hierarchy : Apply higher-timeframe stacked imbalance zones as directional context filters while using lower-timeframe zones for entry precision.
Technical Implementation Details
Core Engine : Bar dominance ratio from close positioning within high-low range
Volume Filter : SMA baseline with configurable multiplier for participation significance
Run Detection : Consecutive dominant bar accumulation with boundary and volume tracking
Delta System : Normalized delta with EMA smoothing and configurable reactivity scaling
Zone Storage : Custom type arrays managing zone data and draw objects independently
Visualization : Gradient-layered boxes with accent lines, midlines, and delta ribbon line series
Mitigation Logic : Confirmed-bar close testing against absolute boundary or zone midpoint
Performance Profile : Optimized for real-time execution with configurable zone caps managing object count
Optimal Application Parameters
Timeframe Guidance:
1 - 5 min : Intraday imbalance detection for scalping with responsive volume and dominance settings
15 - 60 min : Session-level supply and demand identification with balanced stack requirements
4H - Daily : Swing-level institutional zone mapping with sustained stack accumulation
Suggested Baseline Configuration:
Dominance Threshold : 0.62
Min Stack Count : 1
Volume Filter (×SMA) : 0.7
Volume SMA Length : 66
Zones Per Side : 4
Mitigation : Absolute
Hide Overlap : Enabled
Zone Extension : 40
Show Delta Ribbon : Enabled
Ribbon Height : 0.4
Ribbon Smoothing : 0.92
Gradient Layers : 4
These suggested parameters should be used as a baseline; their effectiveness depends on the instrument's volatility characteristics, volume behavior, and preferred zone frequency, so fine-tuning is expected for optimal performance.
Parameter Calibration Notes
Use the following adjustments to refine behavior without altering the core logic:
Too many zones forming : Increase Dominance Threshold to demand stronger bar-level conviction or increase Min Stack Count to require longer consecutive runs.
Zones not forming frequently enough : Decrease Dominance Threshold toward 0.55 for more inclusive bar qualification or reduce the Volume Filter multiplier.
Volume filter too restrictive : Reduce Volume Filter multiplier toward 0.3 to allow lower-volume bars to qualify, or increase Volume SMA Length to smooth the baseline.
Zone boundaries too wide : Reduce Min Stack Count to capture tighter, shorter-run imbalances with a more concentrated price range.
Delta ribbon too reactive : Increase Ribbon Smoothing toward 0.99 for a calmer ribbon response or decrease Ribbon Reactivity to reduce sensitivity to individual bar delta swings.
Delta ribbon too slow : Decrease Ribbon Smoothing toward 0.5 or increase Ribbon Reactivity for faster adaptation to changing order flow within the zone.
Too many zones overlapping : Enable Hide Overlap to automatically remove older overlapping same-direction zones, or reduce Zones Per Side to limit active zone count.
Adjustments should be incremental and evaluated across multiple session types rather than isolated market conditions.
Performance Characteristics
High Effectiveness:
Trending markets where stacked imbalance zones align with impulse direction and serve as pullback reference levels
Instruments with consistent volume participation where the SMA filter accurately distinguishes significant from insignificant bars
Order flow continuation strategies entering on price retests of confirmed imbalance zones
Session-open and momentum phase analysis where imbalance clustering identifies institutional interest levels
Reduced Effectiveness:
Choppy, low-volume environments where bar dominance thresholds are breached inconsistently without sustained stacking
Extremely thin-market conditions where volume SMA baselines become unreliable for significance filtering
News-driven spike events where imbalances form and immediately mitigate within the same session
Markets with irregular volume distribution where the SMA filter loses discriminative power across sessions
Consolidation and sideways conditions where zones form frequently but lack the directional follow-through that validates their structural significance
Integration Guidelines
Confluence : Combine with BOSWaves momentum tools, structure analysis, or multi-timeframe trend indicators for layered confirmation
Delta Respect : Monitor delta ribbon direction and magnitude as price approaches zones; aligned ribbon suggests reinforced imbalance, opposed ribbon indicates potential absorption
Stack Conviction : Favor zones formed from higher stack counts and greater total volume for primary reference levels
Mitigation Discipline : Respect mitigation events as genuine zone invalidation rather than treating mitigated levels as persistent support or resistance
Zone Freshness Awareness : Recent zones carry higher relevance than older formations; prioritize zones formed within current session or momentum phase context
Disclaimer
Stacked Imbalance Zones is a professional-grade order flow and supply/demand analysis tool. It uses volume-filtered bar dominance detection with stacked run identification but does not predict future price movements. Results depend on market conditions, instrument volume characteristics, parameter selection, and disciplined execution. BOSWaves recommends deploying this indicator within a broader analytical framework that incorporates momentum context, trend structure, and comprehensive risk management. Indicator
Focus Bars [Kioseff Trading]Hello Traders!
🔹 Focus Bars
Focus Bars is a lower-timeframe reconstruction tool designed to break each candle into a price-based internal structure .
Instead of viewing a bar as a single OHLC print, this tool redistributes intrabar participation across price levels, showing where activity, delta, and directional pressure concentrated inside the bar itself .
Think of it as a way to look inside the candle .
intrabar participation distributed by price level
buy vs sell pressure mapped inside each bar
delta-driven visualization of internal structure
volume-based or delta-based profile sizing
stacked recent bars for direct comparison
lower timeframe reconstruction of candle internals (up to 1 tick)
🔹 What the tool shows
🔸 Focus Bar Structure
Each visible bar is reconstructed using lower timeframe data and divided into configurable price rows.
This allows the script to build an internal map of activity inside the candle, showing how participation distributed throughout its range.
This helps reveal:
where activity concentrated inside the bar
which price regions attracted the most interaction
how the bar built from low to high
🔸 Directional participation
The script estimates directional pressure using lower timeframe price movement and distributes that pressure across the bar’s traded range.
This allows you to observe:
where buying pressure was strongest
where selling pressure dominated
how directional activity distributed through the candle
Instead of treating the candle as one net result, Focus Bars breaks it into a layered participation structure .
🔸 Volume mode
In its default form, the profile width reflects total intrabar participation at each price level.
This helps identify:
high activity zones inside the bar
areas where the market spent more effort
internal high-interest regions
This mode focuses on where the bar traded most actively , regardless of which side was dominant.
🔸 Delta Bars mode
When Delta Bars mode is enabled, the visualization shifts from general activity to directional imbalance .
Positive delta levels extend one way, while negative delta levels extend the other, helping expose where directional pressure accumulated inside the bar.
This makes it easier to see:
which prices were dominated by buyers
which prices were dominated by sellers
where internal imbalance became most extreme
This mode is about pressure and imbalance , not just participation.
🔸 Recent bar stacking
The script displays multiple recent reconstructed bars side by side, allowing you to compare internal structure across the most recent candles.
This helps reveal:
whether participation is shifting higher or lower
whether recent bars are building similarly or differently
how internal pressure changes from one bar to the next
Rather than looking at candles in isolation, you get a stacked structural view of recent bar development.
🔸 Price-row resolution
Each bar is divided into a configurable number of rows.
Higher row counts provide finer structural detail, while lower row counts simplify the visualization.
This lets you control the balance between:
detail
clarity
performance
🔸 Lower timeframe reconstruction
The script uses lower timeframe data to estimate how participation distributed through each candle.
Granularity can be selected between:
1-minute
1-second
1-tick
This allows the internal structure to become more detailed as lower granularity data becomes available.
🔸 Buy / sell volume labels
Each price row includes separate displayed values for:
sell-side participation
buy-side participation
This gives a direct read on how activity distributed at each level, rather than relying only on color or profile width.
🔸 Gradient-based intensity
Color gradients help represent the magnitude of participation and directional pressure at each price level.
This makes it easier to spot:
high-intensity zones
low-interest areas
strong directional concentrations
Stronger color intensity reflects stronger internal participation or imbalance.
🔹 How to read it
Each component gives a different layer of information:
Candle body / wick → the outer structure of the bar
Profile width → where participation concentrated
Delta mode → where directional imbalance built
Buy / sell labels → how each side contributed at a level
Stacking → how internal structure changes bar to bar
🔹 Why this tool is useful
It gives you:
a way to look inside candles instead of only at candle outcomes
price-based intrabar participation mapping
clear visualization of internal volume and delta structure
context for where buying or selling pressure concentrated
a deeper structural view of recent bar development
🔹 Best use cases
analyzing internal candle structure
comparing recent bars side by side
spotting hidden participation concentrations
finding where directional pressure built inside a move
adding lower-timeframe context to bar-by-bar analysis
🔹 Important note
This tool uses lower timeframe data to reconstruct intrabar structure.
This means:
it is an approximation of internal order flow
accuracy depends on available lower timeframe data
selected granularity impacts precision
different symbols and data feeds may produce different levels of detail
🔹 Inputs you can customize
The script includes flexible controls such as:
granularity selection
bar count to display
row resolution
volume mode vs Delta Bars mode
color customization
display offset
Closing Notes
Focus Bars is built to shift the focus from how a candle finished to how it developed internally .
It helps reveal not just what the bar looked like from the outside, but where participation and pressure were concentrated inside it .
Thank you for checking it out!
Indicator
Delta Absorption Scanner[MarkitTick]💡 This advanced analytical tool is engineered to bridge the gap between price action and order flow dynamics by identifying critical moments where market participants encounter significant liquidity barriers. In the modern trading landscape, volume alone is often insufficient to determine market direction. The Delta Absorption Scanner provides a sophisticated lens through which traders can observe the interaction between aggressive market orders and passive limit orders, specifically highlighting "Absorption" events. These events occur when high-volume "Effort" fails to produce a proportional price "Result," signaling a potential exhaustion of the current trend or a hidden accumulation/distribution phase. By synthesizing volume delta, candle spread, and multi-timeframe context into a unified interface, this script empowers traders to make decisions based on the structural integrity of the market rather than superficial price movements.
✨ Originality and Utility
The primary utility of this script lies in its multi-layered approach to market analysis, moving beyond simple oscillators or trend-following moving averages.
Unlike standard volume indicators that merely report total activity, this scanner differentiates between buying and selling pressure by calculating candle-based delta, allowing for a more granular view of market intent.
The script introduces a unique "Scanner" architecture that monitors four distinct high-timeframe (HTF) perspectives simultaneously. This provides an institutional-grade view of the trend without the need to constantly switch chart intervals.
It incorporates a proprietary "Absorption" detection logic that correlates delta percentage with the physical spread of the candle. This identifies "hidden" strength or weakness that is often invisible to the naked eye.
The inclusion of Fair Value Gap (FVG) and Swing High/Low detection within the dashboard creates a comprehensive "Confluence Engine," ensuring that short-term delta signals are validated by higher-level market structures.
By utilizing non-repainting multi-timeframe logic (security calls with index offsets), the indicator maintains the highest standards of data integrity, making it suitable for both discretionary trading and systemic strategy development.
🔬 Methodology and Concepts
The core logic begins with the calculation of "Candle Delta," which determines the dominant force within a single bar based on its polarity. If a candle closes above its open, the entire volume is attributed to positive delta; if it closes below, it is negative.
The indicator then calculates the "Spread," defined as the absolute distance between the high and low of the bar. This metric is critical for the "Effort vs. Result" analysis.
Absorption is mathematically flagged when a candle exceeds the user-defined "Minimum Delta %" threshold but fails to generate significant directional movement, or when the spread is disproportionately small compared to the volume injected.
The Support (S3) and Resistance (R3) levels are derived from the most recent significant high-volume or high-delta bars, creating dynamic zones that reflect where institutional liquidity was last engaged.
Multi-Timeframe Integration: The script utilizes the request.security() function with a bar offset. This ensures that the data displayed from higher timeframes is "confirmed" and prevents the visual bias known as repainting.
Trend determination on the dashboard is calculated using a proprietary relationship between the current price and the 14-period smoothed high/low averages, providing a stable "Trend Bias" for each monitored timeframe.
● Main Feature Components
• Volume Delta labels
The script places dynamic labels above or below candles that exhibit significant delta. These labels display the Delta percentage, helping traders identify where "Climax" volume is occurring.
• Spread Analysis (S)
Next to the Delta % is a value representing the "Spread." This allows for an immediate visual comparison: High Delta with Low Spread suggests passive absorption (reversal), while High Delta with High Spread suggests aggressive momentum (continuation).
• Multi-Timeframe (HTF) Dashboard
A sophisticated table displayed on the chart that aggregates data from up to four higher timeframes. This dashboard is the "brain" of the scanner, providing a bird's-eye view of the market's broader health.
🎨 Visual Guide
Positive Delta Labels: Displayed as green labels with white text. These signify bars where buying volume was dominant.
Negative Delta Labels: Displayed as red labels with white text. These signify bars where selling volume was dominant.
Neutral/Spread Labels: Displayed in a dark neutral color to represent bars where the spread is being analyzed without a significant delta bias.
Dashboard - Trend Column: Displays "UP" in green for bullish regimes and "DN" in red for bearish regimes for each of the four HTF settings.
Dashboard - S3/R3 Column: Displays the price of the nearest significant support or resistance level identified by the script.
Dashboard - Distance % Column: A dynamic calculation showing how far the current price is from the S3/R3 levels. Green indicates distance from support, while red indicates distance from resistance.
Dashboard - FVG Column: Displays "+FVG" in green if a bullish Fair Value Gap exists on that timeframe, or "-FVG" in red if a bearish gap is present.
Dashboard - Swing Column: Identifies if the current price is near a local "Top" or "Bottom" based on pivot logic.
📖 How to Use
Step 1: Identify "Effort" on the Chart. Look for a large Delta % label (e.g., >20%) appearing at a local high or low.
Step 2: Analyze the "Result." If the Delta is high (Green/Positive) but the candle spread (S) is small and price fails to move higher, this is a classic Bearish Absorption signal. Limit sellers are "absorbing" the market buyers.
Step 3: Consult the Dashboard. Check if the HTF trends are in alignment. For a short trade based on Bearish Absorption, you ideally want to see "DN" trends on higher timeframes and the presence of a "-FVG."
Step 4: Proximity to S/R. Use the "Dist %" column to ensure you are not selling directly into a higher-timeframe support (S3) or buying directly into resistance (R3).
Step 5: Confluence. The highest probability trades occur when a Delta climax appears at a dashboard-confirmed Swing Top/Bottom in the direction of the HTF trend.
⚙️ Inputs and Settings
Positive/Negative Delta Color: Customizes the aesthetic of the bull/bear labels to match your chart theme.
Max Labels on Chart: Controls the lookback period for visual labels to maintain chart performance and reduce clutter.
Minimum Delta % to Show: A sensitivity filter. Higher values (e.g., 50%) will only show the most extreme volume events, while lower values (e.g., 10%) provide more frequent signals.
Show Spread (S): Toggles the visibility of the candle spread value within the labels.
HTF 1-4 Settings: Allows the user to define which timeframes the dashboard should track (e.g., 1H, 4H, Daily, Weekly).
Dashboard Position: Permits the user to move the table to different corners of the chart for better visibility.
🔍 Deconstruction of the Underlying Scientific and Academic Framework
• The Law of Effort vs. Result
Based on the principles established by Richard Wyckoff, this indicator quantifies "Effort" as Volume Delta and "Result" as Price Spread. In a balanced market, increased effort should lead to an equivalent result. When these two diverge (Anomalies), it suggests a change in market character.
• Auction Market Theory (AMT)
The indicator utilizes AMT principles by identifying areas of "High Volume Nodes" (represented by S3/R3) where the market has found value or met significant opposition. The "Distance %" feature measures the market's deviation from these nodes, which often acts as a mean-reversion catalyst.
• Order Flow Imbalance
While traditional indicators use price as a lagging derivative, the Delta Absorption Scanner attempts to lead price by observing the imbalance between aggressive market participants. By isolating the delta within each bar, the script identifies where one side of the "Auction" is becoming exhausted.
• Statistical Significance of Spread
The inclusion of spread analysis is rooted in statistical volatility measurements. A narrow spread during high volume indicates a high density of limit orders (Liquidity), which is a precursor to price reversals or significant breakouts once the liquidity is exhausted.
• Multi-Timeframe Structuralism
The scanner's architecture is based on the theory that lower-timeframe "noise" is resolved by higher-timeframe "structure." By mapping FVGs and Swings across four dimensions, the script applies a fractal analysis to the current bar's delta events.
⚠️ Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion. Indicator
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CVD Profiles [TradingIQ]Hello Traders!
🔹 CVD Profiles
CVD Profiles is a profile-based order flow visualization tool designed to show how participation distributes across price levels - not just over time, but through price itself .
Think volume profile data + TPO time segmenting!
Instead of looking at cumulative delta as a single line, this tool breaks it down into a price-based structure , revealing where activity, imbalance, and participation actually occurred within the session.
It focuses on answering a more important question:
Where did participation concentrate… and how did it distribute across price/time?
cumulative delta distributed by price level
buy vs sell activity mapped into profiles
imbalance and dominance across structure
value areas and point of control
activity concentration (volume, USD, or delta-based)
how participation builds within a session
🔹 What the tool shows
🔸 CVD Profile (price-based structure)
Instead of viewing delta as a time series, this tool distributes it across price levels - forming a profile of participation .
This allows you to see:
where buying pressure accumulated
where selling pressure dominated
which price levels attracted the most activity
🔸 Imbalance Ratio (dominance structure)
Imbalance mode shifts the focus from raw participation to relative dominance between buyers and sellers at each price level.
Each level reflects the ratio between buy and sell activity, highlighting where one side clearly outweighed the other.
This allows you to see:
where buyers strongly dominated sellers
where sellers overwhelmed buying pressure
areas of clear directional conviction
High imbalance levels often represent:
aggressive participation
momentum-driven behavior
one-sided control at specific prices
Balanced areas, on the other hand, suggest:
indecision
two-sided trade
lack of conviction
🔸 Activity Mode (participation intensity)
Activity mode focuses on how much trading activity occurred at each price level, regardless of direction.
Instead of separating buyers and sellers, this mode aggregates total participation to reveal:
high interest zones
areas of heavy interaction
where the market spent the most effort
This helps identify:
key auction areas
high liquidity regions
zones where price is likely to react
Low activity areas often indicate:
inefficient movement
thin liquidity
potential for fast price movement
This mode is about effort - not direction.
🔸 USD Volume Mode (capital-weighted activity)
USD Volume mode builds on activity by incorporating price-weighted participation .
Instead of just counting volume, it measures:
“where was the most capital traded?”
This highlights:
price levels with the highest notional value traded
areas of significant financial commitment
where larger participants may be involved
Compared to raw activity, this mode emphasizes:
higher-priced transactions
capital concentration rather than trade count
This is especially useful for:
spotting institutional interest
identifying meaningful participation zones
filtering out low-value noise
This mode is about capital — not just volume.
www.pulsewire.com
🔸 Multiple profile models
The script supports different ways to interpret participation:
CVD → raw cumulative delta distribution
Imbalance Ratio → relative dominance (buy vs sell strength)
Activity → total participation intensity
USD Volume → capital-weighted activity
Each model answers a slightly different question about the market.
🔸 Value Area & POC
The tool automatically calculates:
Point of Control (POC) → highest participation level
Value Area High (VAH)
Value Area Low (VAL)
This helps identify:
fair value
high liquidity regions
areas where price is most accepted
These levels often act as key reference points for structure and reaction.
🔸 Initial Balance (IB)
The script tracks the initial balance range.
This highlights:
early session structure
range expansion vs containment
where price begins its auction
It provides context for how the session develops relative to its starting range.
🔸 Profile stacking (time progression)
Profiles are built over time and stacked horizontally, showing how participation evolves.
This allows you to observe:
shifts in dominance over time
expansion of participation into new price zones
whether activity is building or fading
Instead of a static snapshot, you get a dynamic structural progression .
🔸 Gradient-based intensity
Color gradients represent the magnitude of activity.
This helps highlight:
high participation nodes
low interest areas
extreme dominance zones
Stronger colors = stronger participation.
🔸 CVD Delta / Acceleration histogram
An off-chart histogram shows:
CVD Delta → change in participation
CVD Acceleration → change in momentum of participation
CVD Delta represents the amount of buying vs selling pressure added during the current bar.
In simple terms:
positive delta → more buying than selling
negative delta → more selling than buying
This tells you who was in control during that bar .
CVD Acceleration takes it one step further.
It measures how quickly delta itself is changing:
increasing acceleration → pressure is building
decreasing acceleration → pressure is slowing
sharp shifts → potential transitions in control
This helps answer a deeper question:
“Is participation just present… or is it expanding?”
Together, they give you a clearer read on:
whether buying/selling is increasing
whether momentum is building or fading
when participation is strengthening vs weakening
Think of it like this:
CVD Delta = current pressure
CVD Acceleration = change in pressure
Strong trends are often accompanied by:
consistent delta in one direction
positive acceleration early in the move
While weakening moves often show:
falling delta
negative or declining acceleration
🔹 How to read it
Each component provides a different layer:
Profile → where participation occurred
POC / VA → where value is established
Model selection → what type of participation you're measuring
Histogram → how participation is changing
🔹 Example interpretations
high activity at a level → strong interest / potential reaction zone
thin profile areas → low liquidity / fast movement zones
POC holding → acceptance
POC shifting → changing value
expanding profile → active auction
contracting profile → consolidation
🔹 Why this tool is useful
It gives you:
price-based participation mapping
clear visualization of where trading actually occurred
context for value and liquidity
insight into dominance and imbalance
a structural view of order flow instead of just time-based data
🔹 Best use cases
identifying key reaction levels
analyzing auction behavior
tracking value shifts across sessions
confirming strength or weakness at price
enhancing liquidity-based or structure-based strategies
🔹 Important note
This tool uses lower timeframe data to reconstruct participation.
This means:
it is an approximation of order flow
accuracy depends on available intrabar data
lower timeframe selection impacts precision
🔹 Important consideration
CVD and participation:
can drive price
can fail to move price
can be absorbed by opposing liquidity
Location matters just as much as magnitude.
🔹 Inputs you can customize
The script includes flexible controls such as:
profile model selection
lower timeframe input
profile resolution (tick size)
value area percentage
fixed start vs rolling sessions
color customization
histogram mode (delta vs acceleration)
Closing Notes
This tool is built to shift your perspective from time-based indicators to price-based participation analysis .
It helps you understand not just what the market did — but where it mattered most .
It may receive updates based on feedback - stay tuned!
Thank you PulseWire as always! Indicator
VWAP DominionVWAP Dominion is a complete VWAP framework designed to show not just where price is, but how price is behaving around value.
Instead of a single VWAP line, this script builds a full decision-making system around it:
multiple anchor modes (session, HTF, rolling, and auto swing-based)
adaptive bands using volatility or dispersion
automatic high/low response VWAPs
delta-informed signals (with safe fallback when data is limited)
confluence-based bias and stretch detection
The goal is simple:
help traders understand acceptance, rejection, and extension around value, in real time.
How it helps
Trend clarity: Identify when price is holding above/below VWAP vs reverting
Better entries: Spot reclaim and rejection points with context
Avoid chasing: Stretch logic highlights when moves are extended
Structure awareness: Swing-based VWAPs show hidden support/resistance
Key features
Multi-mode VWAP (Session, Weekly, Monthly, Rolling, Auto Swing)
Dynamic bands (standard deviation or ATR-based)
Auto-detected swing anchors for reaction tracking
Optional intrabar delta approximation for participation context
Smart signals: reclaim, rejection, and fade conditions
Clean state panel showing bias, stretch, and confluence
Fully customizable visuals with optimized default settings
How to use
Use VWAP as your value reference
Watch how price behaves around it, not just crosses it
Combine state + bands + signals to judge trade quality
Focus on acceptance (continuation) vs failure (reversal)
Works best on liquid instruments.
Notes
This script is designed for decision support, not prediction.
All signals depend on price behavior and may vary across markets and conditions. Indicator
AG Pro Volume Delta Imbalance Map [AGPro Series]AG Pro Volume Delta Imbalance Map
OVERVIEW / WHAT IT DOES
AG Pro Volume Delta Imbalance Map is an overlay-style volume pressure tool designed to visualize directional participation asymmetry directly on the price chart. Instead of presenting volume as a standalone histogram or reducing the analysis to a single cumulative line, this script maps estimated directional imbalance into a chart-native structure built around a basis line, a flow spine, and an adaptive ribbon. The result is a cleaner view of whether recent participation is leaning bullish, bearish, or balanced, while keeping the analysis anchored to actual price movement.
The script is built for traders who want a more visual interpretation of directional volume pressure without relying on a separate lower-pane oscillator. The main purpose is not to predict tops, bottoms, or reversals in isolation. Its role is to help users read where directional pressure is expanding, where it is fading, and where the current state remains neutral or low-conviction. By placing the analysis directly on the chart, the script aims to make flow conditions easier to compare with market structure, pullbacks, trend continuation attempts, and local regime shifts.
A key design objective of this script is practical readability. Many volume-based tools either become too abstract for quick chart work or too visually dense to remain useful during live decision-making. Here, the imbalance model is translated into a compact overlay with a smoothed directional spine, a ribbon that adapts to pressure intensity, optional burst labels, optional zone-start labels, and a summary panel that reports the current state, bias, strength, persistence, label mode, and exhaustion condition. This keeps the output interpretable across multiple markets and timeframes without forcing the user to decode a complicated dashboard.
This script should be understood as a directional-volume map, not as a trade automation engine. It is intended to support chart reading, context building, and workflow discipline. It can help highlight when directional participation is broadening, when pressure alignment is improving, or when a previously strong move begins to lose quality. Those observations can then be combined with price structure, support and resistance, volatility context, and the user’s own execution framework.
UNIQUE EDGE
The main differentiator of this script is that it does not approach volume pressure in the same way as classic cumulative-flow or oscillator-style tools. Traditional cumulative tools such as OBV compress volume behavior into a running line, while money-flow oscillators often frame the analysis around momentum-style expansion and contraction in a lower pane. AG Pro Volume Delta Imbalance Map takes a different route: it transforms estimated directional pressure into an on-chart flow structure that is designed to be read alongside candles, pullbacks, transitions, and continuation attempts.
Another differentiating element is the emphasis on flow state rather than raw volume magnitude alone. The script is not simply asking whether volume is high or low. It is asking whether directional participation is leaning to one side strongly enough to create an interpretable imbalance state, whether that pressure is stabilizing or intensifying, and whether that condition is durable enough to remain relevant across several bars. This creates a more structural view of participation rather than a purely reactive one.
The visual architecture is also intentionally distinct. The flow ribbon is not only cosmetic. It is designed to express directional pressure breadth around the spine, while the spine itself provides a simpler anchor for the prevailing flow direction. Optional labels then mark either stronger burst moments or the beginning of a new directional zone, depending on user preference. This allows the script to serve different chart-reading styles without changing the core methodology.
Finally, transparency matters. This script does not claim to be a true bid/ask footprint, a tape-reading engine, or an exact institutional order-flow detector. It uses an estimated directional-volume proxy derived from price-location and candle-structure behavior. That distinction is important. The objective is to provide a disciplined, readable directional-pressure framework within the constraints of standard chart data, not to imply access to information the script does not use.
METHODOLOGY
The model begins with a directional-pressure proxy built from three components: close location within the bar, candle body dominance relative to the full range, and directional sign reinforcement from candle structure. These inputs are blended into a bounded hybrid bias value intended to estimate whether recent volume participation was more likely to have leaned bullish or bearish within the bar. That estimate is then scaled by the bar’s volume to produce directional volume estimates and a delta-style imbalance reading.
The raw imbalance is normalized using a volume baseline so that the output remains more comparable across changing participation environments. The normalized value is then smoothed to reduce excessive noise and to create a more usable state engine. From there, bullish, bearish, and balanced conditions are determined through explicit thresholds. This means the displayed state is not arbitrary. It is driven by a consistent threshold structure that helps separate neutral conditions from more meaningful directional pressure.
The chart overlay is built around three visual elements. First, a basis line offers a stable reference. Second, the flow spine tracks the smoothed imbalance state translated onto price space. Third, an adaptive ribbon expands or contracts around the spine based on imbalance strength, which helps communicate whether directional participation is broadening or losing intensity. Together, these components aim to make flow conditions visible without overwhelming the chart.
The script also tracks persistence and a simplified exhaustion heuristic. Persistence reflects how long the current directional state has remained in force, while exhaustion attempts to highlight cases where imbalance remains strong but starts to weaken while price response underperforms. This is not a reversal guarantee. It is a contextual warning that a previously forceful participation state may be losing efficiency.
SIGNALS & ALERTS
The script can label directional events in two different styles. In Burst Labels mode, labels are reserved for stronger acceleration moments inside an existing directional condition. In Zone Start Labels mode, labels are printed when a new directional zone begins. This distinction matters because some traders prefer confirmation after pressure expansion, while others prefer earlier visual markers at the start of a state change.
Bullish and bearish imbalance burst alerts are available for users who want notification when directional pressure expands beyond the relevant threshold. These alerts are best interpreted as flow acceleration events, not standalone entry signals. In practice, many users will prefer to combine them with local structure, pullback quality, reclaim behavior, or continuation context.
The script also includes bias reversal alerts and imbalance strength expansion alerts. These are useful for monitoring whether a previously balanced or opposing environment is transitioning into a new directional condition, or whether an already active imbalance is strengthening enough to deserve attention. The summary panel helps reinforce these changes by showing state, bias, strength, persistence, label mode, and exhaustion status in a compact format.
A separate exhaustion-risk alert is provided for conditions where the model detects that a strong imbalance may be fading in quality. This should be interpreted as a caution flag, not as a direct call to reverse or exit automatically. In many workflows, it is more useful as a prompt to reassess the context, tighten risk discipline, or watch for weakening continuation quality.
KEY INPUTS
Normalization Lookback controls the volume baseline used in the imbalance normalization process. Larger values can stabilize the model, while smaller values can make the output more reactive. Imbalance Smoothing influences how quickly the directional state responds to changing pressure. Shorter smoothing reacts faster but may increase noise, while longer smoothing can improve stability at the cost of responsiveness.
Map Basis EMA Length affects the visual anchor used for the overlay. ATR Length and Spine ATR Multiplier influence how the spine is translated into price space and how the ribbon behaves around it. Flow Ribbon Width controls the breadth of the visible pressure corridor, while Bull Flow Width Boost allows the bullish side to be widened slightly for visual emphasis when appropriate.
Bullish and Bearish Imbalance Thresholds define when the script considers directional pressure strong enough to move out of the balanced state. Burst Threshold determines when the model treats a move as a more meaningful acceleration event. Extreme Threshold contributes to the exhaustion logic and strength classification. Users can also choose whether labels represent burst moments or zone starts, depending on how early or selective they want the chart annotations to be.
Visual controls allow users to show or hide the basis line, flow ribbon, spine glow, backdrop, burst labels, exhaustion labels, spine tag, and panel. Panel position, panel theme, text sizing, label sizing, and offset controls are included so that the script can be adapted to different chart layouts and personal reading preferences without changing the underlying methodology.
LIMITATIONS & TRANSPARENCY
This script uses an estimated directional-volume model. It does not use order-book data, footprint data, bid/ask tape data, or exchange-level aggressor classification. As a result, the displayed imbalance should be understood as a chart-based directional proxy, not as an exact measurement of true traded delta.
Because the model relies on price-location and candle-structure inputs, the output can behave differently across instruments with different volatility profiles, gap behavior, liquidity conditions, and session structures. It is normal for a setting that looks well balanced on one asset or timeframe to require refinement on another. Users should expect to tune thresholds and visual parameters when moving between markets.
Signals and labels are contextual. A bullish label inside a weak range environment does not carry the same meaning as a bullish label that appears after a reclaim, a pullback stabilization, or a clean continuation structure. Likewise, a bearish label during highly erratic volatility may be less reliable than a similar reading inside a smoother directional sequence. The script is designed to assist interpretation, not to replace it.
No single output from this script should be treated as a guaranteed trade trigger, reversal call, or risk-management rule. The panel, ribbon, spine, and labels are tools for reading participation conditions. They are most useful when integrated with broader chart context, including trend structure, invalidation logic, nearby levels, liquidity conditions, and the user’s own process.
RISK DISCLOSURE
This script is for chart analysis and educational use. It does not provide financial advice, portfolio advice, or guaranteed trade outcomes. All trading and investing involve risk, including the risk of loss. Past market behavior and prior indicator responses do not guarantee future results.
Users remain fully responsible for how they interpret and apply the script. Any signal, label, or state reading should be evaluated within a complete decision process that includes market context, risk definition, and position management. This script should not be used as the sole basis for entering, exiting, or sizing a trade.
If you use this tool in live market conditions, it is sensible to test it across different assets and timeframes and to confirm that its behavior matches your own execution logic before relying on it in a real-money workflow. Indicator
CVD IQ [TradingIQ]Hello Traders!
🔹 CVD IQ
CVD IQ is a delta-driven analytical tool designed to reveal how aggressive buying and selling activity translates into price movement.
Instead of relying purely on price, this indicator reconstructs order flow dynamics using lower timeframe data , allowing you to see:
Where did the pressure come from… and how efficiently did it move price?
It focuses on answering a deeper question:
Was the move driven by real participation, or was it inefficient, absorbed, or divergent?
aggressive buy vs sell activity (CVD)
price vs delta divergences
efficiency of price movement relative to flow
cost of moving price (delta per tick)
absorption and imbalance conditions
multi-scale flow analysis (bar, day, swing)
classic divergence detection (RSI style)
🔹 What the indicator shows
🔸 Cumulative Volume Delta (CVD)
CVD is built using lower timeframe data to approximate aggressive buying and selling.
This allows you to track:
whether buyers or sellers are in control
how much pressure is building over time
when participation is increasing or fading
🔸 IMMEDIATE Divergence detection (Classic & Cost Models)
The indicator detects when price and delta are out of sync .
Classic divergence highlights:
price making new highs while delta weakens
price making new lows while delta strengthens
potential exhaustion or reversal conditions
Cost-based divergence goes further by evaluating:
how much delta was required to move price
whether moves are becoming more or less efficient
hidden weakness in “expensive” price movement
This shifts your perspective from:
“price is moving”
to:
“how much effort did it take to move price?”
🔸 CVD Cost Per Tick (Efficiency Analysis)
One of the most important features.
The indicator measures:
Delta per tick = how much aggressive volume was required to move price
This allows you to identify:
efficient moves (low cost → strong response)
inefficient moves (high cost → weak response)
potential exhaustion when cost rises sharply
Each swing is classified into categories like:
Very High Cost
High Cost
Normal Cost
Low Cost
Very Low Cost
High cost often signals absorption or resistance from opposing liquidity .
🔸 Swing-based flow analysis
The indicator breaks market structure into swings and evaluates:
delta across each swing
cost of movement between pivots
relative efficiency vs previous swings
This helps you understand:
whether trends are strengthening or weakening
if continuation is becoming harder
when liquidity is likely opposing the move
🔸 Delta-Implied Close (Expected Price)
The script estimates where price should have closed based on delta.
This gives insight into:
whether price overperformed or underperformed relative to flow
hidden absorption when price fails to match delta
inefficiencies between participation and result
Important Note
This model is adaptive and continuously updates based on changing market conditions. It is not a predictive engine, but rather a framework for interpreting how order flow is currently interacting with price.
🔸 Delta Analysis Table (Bar / Day / Swing)
A live table provides a structured breakdown of flow and price response across three contexts:
current bar
current day
current swing
It includes:
aggressive buy & sell volume
buy/sell percentages
net delta
imbalance ratios
price movement in ticks
close position within range
delta cost per tick
cost classification
absorption detection
This allows you to quickly answer:
Who is in control, and is price responding properly?
🔹 Table Overview
Metric
Name of the metric shown in each row.
Bar
Value calculated for the current bar only.
Day
Value accumulated from the start of the current day.
Swing
Value accumulated from the start of the current swing.
🔹 Flow
Aggressive Buys
Total buy-side market order volume. Higher values indicate stronger buying pressure.
Aggressive Sells
Total sell-side market order volume. Higher values indicate stronger selling pressure.
Buy %
Percentage of total aggressive volume coming from buyers. Higher values indicate buy-side dominance.
Sell %
Percentage of total aggressive volume coming from sellers. Higher values indicate sell-side dominance.
Net Delta
Aggressive buys minus aggressive sells. Positive values favor buyers, negative values favor sellers.
Imbalance Ratio
Relative dominance between buyers and sellers, expressed as a multiple. Higher values indicate stronger directional control.
🔹 Price Response
Total Aggression
Combined aggressive buy and sell volume. Represents total market participation.
Bar Tick Move
Price movement measured in ticks. Shows how far price moved over the period.
Close Position
Where price closed within its range. Higher values mean the close is nearer the high, lower values nearer the low.
🔹 Efficiency & Cost
Delta Cost / Tick
How much delta was required to move price by one tick. Higher values indicate less efficient movement and potential absorption.
Cost
Classification of how expensive the move is relative to recent conditions. High cost suggests resistance or absorption, low cost suggests efficient movement.
Ticks per 1k Delta
Number of ticks price moved per 1000 delta. Higher values indicate more efficient price movement.
Price Move per 1k Delta
Actual price movement per 1000 delta. Higher values indicate stronger price response to order flow.
🔹 Delta-Based Expectations
Delta-Implied Close
The price level where the bar would be expected to close based on the underlying delta.
Move Ratio
Actual price movement relative to the delta-implied move.
1.0 = expected response
1.0 = stronger than expected
<1.0 = weaker than expected
🔹 How to read it
Each component provides a different layer:
CVD → who is active
Divergence → when price and flow disagree
Cost → how efficient the move is
Table → structured confirmation across contexts
Together, this shifts your thinking from:
“price moved up”
to:
“buyers were aggressive - but did price actually respond?”
🔹 Example interpretations
strong delta + efficient move → clean continuation
strong delta + weak move → absorption
rising cost over time → trend weakening
divergence signals → potential reversal or trap
low cost + expansion → strong directional move
🔹 Why this indicator is useful
It gives you:
participation behind price
context for whether moves are efficient
early detection of exhaustion or absorption
a way to quantify “effort vs result”
multi-timeframe flow insight (bar, day, swing)
🔹 Best use cases
confirming trend strength
identifying weak breakouts
spotting absorption at key levels
analyzing liquidity interaction
enhancing price action or liquidity-based models
🔹 Important note
This script uses lower timeframe data to approximate aggressive volume.
This means:
accuracy depends on data availability
different symbols may behave differently
lower timeframe selection impacts results
🔹 Inputs you can customize
lower timeframe for CVD calculation
divergence models (Classic / Cost / Both)
divergence sensitivity (small, medium, large swings)
cost structure length and thresholds
visual styling and colors
delta analysis table size
Closing Notes
CVD IQ is built to show the relationship between participation and outcome .
As always, thank you PulseWire! Indicator
