Indicator
VWAP Sigma Bands [Y.Algo]VWAP Sigma Bands — Rolling VWAP, 6-Layer Deviation Bands, HTF Engine & Market State Panel
VWAP Sigma Bands turns the volume-weighted fair-value line into a complete mean-reversion and trend framework. A continuously rolling VWAP acts as the equilibrium anchor, six graduated standard-deviation bands map how stretched price is on both sides, and a momentum-confirmed reversal engine plus an on-chart Market State panel let you read the whole picture at a glance — built for crypto, futures, stocks, forex and indices on any intraday-to-daily timeframe.
Fully open-source (CC BY-NC-SA 4.0) — every calculation is documented below and visible in the script.
🔶 USAGE
VWAP Sigma Bands is built around a "fair value → stretch → reversal" workflow. First read the VWAP midline: price trading above it favors longs, below it favors shorts, and a reclaim or loss of the line marks a regime shift. Next read the deviation bands: the inner zones are normal oscillation, the outer zones are statistically stretched areas where the odds of a snap-back rise. Finally, act on the reversal arrows, which only print when a band/line test lines up with an RSI momentum extreme.
Because every band is a potential support/resistance level, the indicator works equally well for two opposite styles. Mean-reversion traders fade the outer bands back toward VWAP; trend traders treat a decisive VWAP reclaim and an expanding band walk as continuation. The optional higher-timeframe engine lets a fast execution chart trade against a slower, more meaningful VWAP structure — for example reading the daily fair-value zones while entering on a 15-minute chart.
The Market State panel condenses all of this into one corner table — direction versus VWAP, the z-score (how many standard deviations price sits from fair value), the current zone, a composite bias, and RSI momentum status — so you get a same-side / overextended read without measuring anything by hand. Pair it with the alerts to be notified on VWAP crosses and confirmed reversals instead of watching the screen.
🔹 Rolling VWAP Midline
The core anchor is a continuously rolling volume-weighted average price (over the last 200 bars by default, using hlc3 as the price source), not a session-reset VWAP. Because it rolls over a fixed window it never resets at the daily open, so it behaves consistently on 24/7 markets like crypto and across every timeframe. The line auto-colors to your bull/bear theme depending on whether price is above or below it, giving an instant trend-bias read. Treat reclaims and losses of this line as the primary regime trigger.
🔹 6-Layer Standard Deviation Bands
Six bands are drawn above and below VWAP at one through six standard deviations (1σ–6σ), with graduated zone fills. σ is the volume-weighted standard deviation measured over the same rolling window as the VWAP. Inner layers contain normal, everyday oscillation, while the outer layers flag price stretched far from fair value, where mean-reversion probability climbs. Together they form a dynamic support/resistance grid that breathes with volatility — widening in fast markets, tightening in quiet ones. In linear mode each band is simply VWAP ± k·σ (symmetric). An optional geometric (log) mode instead plots VWAP × exp(±k·σ_rel) where σ_rel = σ / VWAP, making the bands asymmetric and proportional to percentage moves — the better fit for crypto and other high-volatility assets.
🔹 Higher-Timeframe Engine
You can compute the VWAP and σ from a higher timeframe and project that structure onto your current chart, so a lower-timeframe entry chart can trade against a more significant fair-value reference. Only the VWAP and σ series are pulled via request.security and the twelve bands are then rebuilt locally to stay efficient. A repaint toggle switches between a responsive realtime fetch (which can repaint) and a confirmed, lookahead-based fetch (no repaint). Optional smoothing applies a triple-EMA to the VWAP and σ; because EMA is a linear operator, smoothing the center and σ is mathematically equivalent to smoothing every band.
🔹 Momentum-Confirmed Reversal Arrows
Reversal triangles print only when two conditions align: price tests and rejects any band or the VWAP line (a touch within a tolerance, default 0.10σ, or a pierce that closes back), and RSI confirms momentum — by reaching overbought/oversold (default 70 / 30), crossing back out of those zones, or printing a regular RSI divergence (PulseWire's standard pivot logic). This two-factor gate filters out the countless times price simply taps a band without reversing. An "extreme-outside" bypass keeps signals alive when price runs far beyond the outermost ±6σ band, and a pure band-cross mode (crossings of ±2σ to ±6σ) is available for traders who prefer raw crossings. Arrow size is adjustable.
🔹 RSI-Strength Bar Coloring
Each candle can be gradient-colored by RSI strength around the 50 midline like a thermometer: a deep bull tone when RSI is washed out and turning up, neutral grey in the middle, and a deep bear tone when RSI is overheated. This turns the entire price chart into a momentum heat map so you can see strengthening and weakening without opening a separate subchart.
🔹 Market State Panel
A compact on-chart table summarizes the current regime: price direction versus VWAP, the deviation z-score (close − VWAP) / σ, the active zone (core, inner, mid, or beyond), a composite bias (bullish, bearish, overbought-reversion or oversold-reversion), and live RSI momentum status. It is bilingual (Chinese / English), can be placed in any of the four chart corners, and offers four text sizes.
🔶 DETAILS
VWAP Sigma Bands is fully open-source (CC BY-NC-SA 4.0). Here is exactly how it works.
Fair value & bands — On every bar the script computes a rolling volume-weighted average price over the last N bars (default 200), using hlc3 as the price source. From the same window it derives the volume-weighted variance, Σ(vol·price²)/Σvol − VWAP², and takes its square root to get the standard deviation σ. Six band levels are drawn at 1σ through 6σ on each side. Linear mode = VWAP ± k·σ (symmetric); geometric (log) mode = VWAP × exp(±k·σ_rel) with σ_rel = σ / VWAP, giving asymmetric bands that scale with percentage moves.
Higher timeframe — With the HTF engine on, only the VWAP and σ series are resolved from the higher timeframe via request.security; the twelve bands are rebuilt locally. The repaint toggle chooses between a realtime fetch and a confirmed lookahead fetch. Optional smoothing applies a triple-EMA to the VWAP and σ — since EMA is linear, ema(VWAP ± k·σ) ≡ ema(VWAP) ± k·ema(σ), so smoothing the two series is equivalent to smoothing every band.
Reversal logic — The engine combines a location test with an RSI momentum read. Location is true when price touches within the tolerance (default 0.10σ) of any band or the midline, or pierces a line and closes back. Momentum is true on any of three events inside a lookback window (default 5 bars): RSI reaching overbought/oversold (default 70 / 30), RSI crossing back out of those zones, or a regular RSI divergence. When price is parked beyond the outermost ±6σ band, the extreme-outside bypass drops the location requirement and signals on momentum alone. A pure band-cross mode is available as an alternative.
Bar coloring & panel — Candle coloring is a gradient driven by RSI around the 50 midline. The panel's deviation score is the z-score (close − VWAP) / σ, which also drives the zone and bias readouts.
All visuals share a unified theme system (Classic Warm / Neon Cool / Custom), so VWAP Sigma Bands integrates cleanly with the rest of the Y.Algo suite.
🔶 SETTINGS
🔹 VWAP Settings
VWAP Length : Lookback window for the rolling VWAP and σ (default 200); also sets band width.
Show StdDev Bands : Toggles the six deviation bands on each side.
Fill Bands : Toggles the graduated zone fills between bands.
Geometric (Log) Bands : Switches from linear VWAP ± k·σ to log bands VWAP × exp(±k·σ_rel) that scale with percentage moves — better for crypto / high-volatility assets.
🔹 Higher Timeframe
Use Chart Timeframe : Anchors VWAP to the current chart timeframe; disable to set a higher timeframe manually.
Higher Timeframe : The timeframe used when "Use Chart Timeframe" is off.
Enable HTF Compute : Resolves VWAP/σ from real higher-timeframe data instead of approximating on the chart.
Allow HTF Repaint : On = realtime but repaints; Off = confirmed (lookahead), no repaint.
Smooth HTF : Applies a triple-EMA to the higher-timeframe VWAP and σ.
Smoothing Factor : Divisor controlling the smoothing window length (larger = shorter window).
🔹 Display Settings
Show Reversal Signal Arrows : Toggles the reversal triangle markers.
Reversal Arrow Size : Tiny / Small / Normal / Large.
RSI-Strength Bar Coloring : Gradient-colors candles by RSI strength around 50 (thermometer).
🔹 RSI Reversal Filter
Reversal = Near-Line + RSI : Two-factor reversal (line test + RSI momentum); turn off for pure band-cross signals.
RSI Length : Lookback for the RSI (default 14).
RSI Overbought : Level treated as overheated, bearish momentum (default 70).
RSI Oversold : Level treated as washed-out, bullish momentum (default 30).
Near-Line Tolerance (×σ) : How close to a line counts as a test, in σ units (default 0.10).
Momentum Window (bars) : How long an RSI event stays valid to pair with a line test (default 5).
Also Trigger on RSI Divergence : Lets a regular RSI divergence count as momentum confirmation.
Divergence Pivot Length : Pivot left/right bars for divergence (default 5; larger = stricter and later).
Extreme-Outside RSI-Only : When price runs beyond ±6σ, bypass the line condition and signal on RSI alone.
🔹 Market State Panel
Show Market State Panel : Toggles the on-chart summary table.
Panel Position : Top Right / Bottom Right / Top Left / Bottom Left.
Panel Language : Chinese / English.
Panel Size : Tiny / Small / Normal / Large.
🔹 Color Theme
Color Theme : Classic Warm / Neon Cool / Custom.
Bull / Lower & Bear / Upper Color : Custom band colors, active only in Custom theme.
🔹 Alerts
VWAP Cross-Up Alert : Price crosses above the VWAP midline.
VWAP Cross-Down Alert : Price crosses below the VWAP midline.
Bullish Reversal Alert : A confirmed bullish reversal (line test + RSI momentum) prints.
Bearish Reversal Alert : A confirmed bearish reversal (line test + RSI momentum) prints.
🔶 DISCLAIMER
This indicator and all its signals, markers, and alerts are provided for technical analysis study and research reference only. They do not constitute investment advice, financial advice, trading recommendations, or solicitations to buy or sell any asset. Financial market trading involves substantial risk; investors may lose part or all of their principal. Past performance does not represent and does not guarantee future results. All trading decisions made using this indicator are the sole responsibility of the user. The author and publishing platform assume no legal liability. Please fully understand market rules and your own risk tolerance, and consult a licensed professional financial advisor when necessary.
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中文版本 CHINESE VERSION
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VWAP Sigma Bands | VWAP 標準差帶 — 滾動 VWAP × 6 層標準差帶 × 高時間框架 × 市場狀態面板
VWAP Sigma Bands 把量價加權的公允價值線，升級成一套完整的均值回歸與順勢框架。持續滾動的 VWAP 作為平衡錨點，六層漸層標準差帶標示出價格在兩側偏離的程度，再搭配「動能確認反轉引擎」與圖上即時「市場狀態面板」，讓你一眼讀懂全局——適用加密貨幣、期貨、股票、外匯與指數，從當沖到日線各週期皆可套用。
完全開源（CC BY-NC-SA 4.0）——以下完整說明每一項計算，原始碼公開可查。
🔶 用途說明
VWAP Sigma Bands 圍繞「公允價值 → 偏離 → 反轉」的工作流設計。第一步先看 VWAP 中線：價格在線上偏多、線下偏空，而站回或跌破中線即代表盤勢轉換。第二步看標準差帶：內層是正常震盪區間，外層則是統計上明顯偏離的區域，回歸機率隨之升高。最後再依「反轉箭頭」行動——只有當價格測試某條帶線／中線、同時 RSI 動能來到極端時，箭頭才會出現。
由於每一條帶線都是潛在的支撐／壓力位，這支指標可同時服務兩種相反的風格。均值回歸者於外層帶反向佈局、預期價格回拉 VWAP；順勢者則把果斷站回 VWAP 與帶寬擴張的「沿帶推進」視為續勢。選用的高時間框架引擎，讓快速的執行圖能對照較慢、較具意義的 VWAP 結構——例如以日線公允價值區為背景，於 15 分鐘圖進場。
市場狀態面板把以上資訊濃縮進角落單一表格——價格相對 VWAP 的方向、偏離 Z 值（價格距公允價值幾個標準差）、目前所在區間、綜合偏向、以及 RSI 動能狀態——不必手動測量，就能取得「同向／過度延伸」的判讀。再搭配警報，即可在 VWAP 穿越與確認反轉時收到通知，不必盯盤。
🔹 滾動 VWAP 中線
核心錨點是「持續滾動」的量價加權平均（預設取最近 200 根、以 hlc3 為價格來源），而非每日重置的 session VWAP。因為它以固定窗口滾動、不在每日開盤歸零，所以在加密這類 24 小時市場與任何週期上行為都保持一致。中線會依價格位於其上或其下，自動套用多／空主題色，提供即時的趨勢偏向判讀。請把站回與跌破這條線，視為最主要的盤勢轉換觸發。
🔹 6 層標準差帶
VWAP 上下各畫出 1σ 至 6σ 共六層標準差帶，並以漸層填充區隔。σ 為與 VWAP 同一滾動窗口計算的「量價加權標準差」。內層涵蓋日常的正常震盪，外層則標示出遠離公允價值、回歸機率攀升的延伸區。整體形成一張會「呼吸」的動態支撐／壓力網——行情快時擴張、盤整時收窄。線性模式下每條帶即 VWAP ± k·σ（對稱）；另提供幾何（對數）模式，改畫 VWAP × exp(±k·σ_rel)，其中 σ_rel = σ / VWAP，使帶呈上下不對稱、貼合百分比波動，對加密及其他高波動標的的擬合遠優於對稱線性帶。
🔹 高時間框架引擎
你可以用較高週期的資料計算 VWAP 與 σ，並將該結構投影到當前圖表，讓較低週期的進場圖能對照更具份量的公允價值參考。僅 VWAP 與 σ 兩個序列透過 request.security 取得，十二條帶則於本地重建以維持效率。重繪開關可在「即時抓取（會重繪）」與「確認抓取（lookahead，不重繪）」之間切換。選用的平滑階段對 VWAP 與 σ 套用三重 EMA；由於 EMA 為線性算子，平滑中線與 σ 在數學上等同於平滑每一條帶。
🔹 動能確認反轉箭頭
反轉三角只在兩個條件同時成立時出現：價格測試並拒絕了任一帶線或 VWAP 中線（觸及容差內，預設 0.10σ，或刺穿後收回），且 RSI 確認動能——達到超買／超賣（預設 70 / 30）、自該區翻轉穿越、或出現常規 RSI 背離（採 PulseWire 標準樞軸邏輯）。這道雙重閘門能濾掉價格只是輕觸帶線卻未真正反轉的大量雜訊。另設「極端在外」旁路：當價格遠離最外層 ±6σ 帶時仍能給出訊號；也保留純帶穿越模式（±2σ 至 ±6σ 的穿越）給偏好原始穿越的交易者。箭頭大小可調整。
🔹 RSI 強弱 K 棒著色
每根 K 棒可依 RSI 強弱（以 50 為中線）以漸層著色，宛如溫度計：RSI 極度衰竭並轉強時呈深多頭色、中性時為灰、過熱時呈深空頭色。整張價格圖因此化為一張動能熱力圖，不必另開副圖即可看出動能的增強與轉弱。
🔹 市場狀態面板
圖上一個精巧表格即時統整當前盤勢：價格相對 VWAP 的方向、偏離 Z 值 (close − VWAP) / σ、所在區間（核心、內層、中層或更外）、綜合偏向（偏多、偏空、超買回歸或超賣回歸）、以及即時 RSI 動能狀態。面板支援中／英雙語、可放置於四個圖角、並提供四種文字大小。
🔶 技術細節
VWAP Sigma Bands 完全開源（CC BY-NC-SA 4.0），以下完整說明運作方式。
公允價值與帶線——每根 K 棒計算最近 N 根（預設 200）、以 hlc3 為來源的滾動量價加權平均；自同一窗口推導量價加權變異數 Σ(vol·price²)/Σvol − VWAP²，開根號得標準差 σ。上下各畫 1σ 至 6σ 六層。線性模式 = VWAP ± k·σ（對稱）；幾何（對數）模式 = VWAP × exp(±k·σ_rel)，σ_rel = σ / VWAP，得到隨百分比波動縮放的不對稱帶。
高時間框架——開啟 HTF 引擎時，僅 VWAP 與 σ 序列以 request.security 自高週期解析，十二條帶於本地重建。重繪開關在即時抓取與確認 lookahead 抓取間擇一。選用平滑對 VWAP 與 σ 套三重 EMA——因 EMA 線性，ema(VWAP ± k·σ) ≡ ema(VWAP) ± k·ema(σ)，故平滑兩序列等同平滑每條帶。
反轉邏輯——引擎結合「位置測試」與「RSI 動能判讀」。位置：價格觸及任一帶線或中線容差內（預設 0.10σ），或刺穿後收回。動能：於回看窗口內（預設 5 根）任一事件成立——RSI 達超買／超賣（預設 70 / 30）、RSI 自該區翻轉穿越、或常規 RSI 背離。當價格停留於最外層 ±6σ 之外時，「極端在外」旁路會略過位置條件、純以動能給訊號。另提供純帶穿越模式作為替代。
K 棒著色與面板——K 棒著色為以 50 為中線、由 RSI 驅動的漸層。面板偏離分數即 Z 值 (close − VWAP) / σ，亦同時驅動區間與偏向判讀。
所有視覺共用統一主題色系（經典暖色／霓虹冷色／自訂），可無縫融入 Y.Algo 全系列指標的視覺語言。
🔶 設定說明
🔹 VWAP 設定
VWAP 計算長度 ：滾動 VWAP 與 σ 的回看窗口（預設 200），亦決定帶寬。
顯示標準差帶 ：開關上下各六層標準差帶。
填充標準差帶 ：開關帶與帶之間的漸層區塊填充。
幾何 (對數) 帶 ：由線性 VWAP ± k·σ 切換為隨百分比波動縮放的對數帶 VWAP × exp(±k·σ_rel)——更適合加密／高波動標的。
🔹 高時間框架
使用圖表時間框架 ：將 VWAP 錨定於當前圖表週期；關閉後可於下方手動指定高週期。
高時間框架 ：當「使用圖表時間框架」關閉時所採用的週期。
啟用高時間框架運算 ：以真實高週期資料解析 VWAP/σ，而非於本圖近似估算。
允許高時間框架重繪 ：開＝即時但會重繪；關＝確認（lookahead）、不重繪。
平滑高時間框架 ：對高週期 VWAP 與 σ 套用三重 EMA。
平滑因子 ：作為除數，控制平滑窗口長度（越大窗口越短）。
🔹 顯示設定
顯示反轉訊號箭頭 ：開關反轉三角標記。
反轉箭頭大小 ：極小／小／正常／大。
RSI 強弱 K 棒著色 ：依 RSI 強弱（以 50 為中線）以漸層著色 K 棒（溫度計）。
🔹 RSI 反轉確認
反轉＝接近線 + RSI 動能 ：位置測試＋RSI 動能的雙重反轉；關閉則為純帶穿越訊號。
RSI 長度 ：RSI 的回看長度（預設 14）。
RSI 超買門檻 ：判定為過熱、空頭動能的水準（預設 70）。
RSI 超賣門檻 ：判定為超賣、多頭動能的水準（預設 30）。
接近線容差 (×σ) ：距帶線多近仍算作測試，以 σ 為單位（預設 0.10）。
動能確認窗 (根) ：RSI 事件可保持有效、用以搭配位置測試的根數（預設 5）。
RSI 背離也觸發 ：讓常規 RSI 背離也計為動能確認。
背離樞軸長度 ：背離偵測的樞軸左右根數（預設 5；越大越嚴格、確認越晚）。
極端在外純看 RSI ：價格遠離 ±6σ 時，略過位置條件，純以 RSI 給出訊號。
🔹 市場狀態面板
顯示市場狀態面板 ：開關圖上的狀態統整表。
面板位置 ：右上／右下／左上／左下。
面板語言 ：中文／English。
面板大小 ：極小／小／正常／大。
🔹 顏色主題
顏色主題 ：經典暖色／霓虹冷色／自訂。
多頭 / 下軌色與空頭 / 上軌色 ：自訂帶色，僅於自訂主題時生效。
🔹 警報
VWAP 上穿警報 ：價格上穿 VWAP 中線。
VWAP 下穿警報 ：價格下穿 VWAP 中線。
多頭反轉警報 ：出現確認的多頭反轉（接近線＋RSI 動能）。
空頭反轉警報 ：出現確認的空頭反轉（接近線＋RSI 動能）。
🔶 免責聲明
本指標及其所產生之所有信號、標記與警報，僅供技術分析學習與研究參考，不構成任何形式之投資建議、財務建議、交易推薦或買賣邀約。金融市場交易涉及高度風險，投資人可能損失部分或全部本金。過去表現不代表亦不保證未來結果。使用本指標之任何交易決策均由使用者自行判斷並承擔完全責任，作者與發布平台不負任何法律責任。請充分了解市場規則與自身風險承受能力，必要時諮詢具備合法資質的專業財務顧問。
Indicator
MACD Rewired [Probalist Essentials]MACD Rewired is the canonical Moving Average Convergence Divergence — fast EMA minus slow EMA, smoothed through a signal EMA — rebuilt with a 4-state histogram, regular and hidden divergence detection, and an empirical forward-return distribution on every signal cross.
It's aimed at momentum traders who already know MACD and want a version that earns its place: the histogram tells you not just where price is but whether momentum is building or fading, the divergence labels flag the structural shifts the raw histogram misses, and the probability panel shows what this chart's own history recorded after past crosses.
🟡 WHY THIS VERSION
The histogram alone doesn't tell you whether a reading above zero is growing or about to roll — this version colour-codes all four states so you can see momentum building vs. fading at a glance, in the right direction. The divergence labels (regular and hidden, both bull and bear) are drawn on confirmed pivots and stay put — no repainting. The probability read is the one I find myself actually using: it doesn't promise an edge, it just tells you what happened after past crosses on the specific chart you're looking at, with the sample size and spread shown honestly. Sane defaults, all alerts fire on bar close, and the heat palette makes the wave read intuitively hot or cold with the momentum.
🟡 HOW IT WORKS
MACD subtracts a slow EMA from a fast EMA to isolate the gap between short-term and medium-term momentum. A signal EMA smoothed over the MACD line then acts as a trigger — crossovers and crossunders are the classic entry cues. The histogram (MACD minus signal) turns that gap into a visual: rising bars show momentum building, falling bars show it fading, and the zero line separates bullish from bearish territory. Four colours cover the four states.
Divergence detection scans confirmed pivot lows/highs in the histogram (ta.pivotlow / ta.pivothigh) and compares them to the corresponding price pivot lows/highs. A regular bullish divergence is price making a lower low while the histogram makes a higher low — momentum not confirming the new price extreme. A hidden bullish divergence is the opposite structure: price makes a higher low while the histogram makes a lower low, suggesting the underlying trend is intact. Bear logic mirrors this on the highs side.
The probability read records the percentage return i_horizon bars after each confirmed signal cross and stores it in separate bull and bear arrays. Once the minimum sample threshold is met it reports win-rate, median return, and the 16th–84th percentile band — the spread, not just a headline number.
🟡 KEY FEATURES
4-state histogram colouring: rising/falling × above/below zero — shows whether momentum is building or fading, not just direction
Regular and hidden divergence on both bull and bear sides, drawn on confirmed pivots — non-repainting
Empirical forward-return distribution: records what happened after past signal crosses on this chart and displays a KDE bell curve
Probability projection cone on the most recent signal bar spanning the 16th–84th percentile band
Separate bull and bear outcome arrays — no dilution from pooling opposite-direction signals
Evidence-gated alerts that fire only when the chart's own history backed follow-through (win rate ≥ 55%, positive median)
Weighted signal dots with per-dot hover tooltips showing the read at fire time and the eventual outcome
Optional HTF MACD line as a faint display-only reference — does not gate signals
Probalist heat wave — the MACD line breathes hot/cold with histogram momentum strength
🟡 HOW TO USE
Use the histogram colour to gauge momentum quality — a bright gold bar above zero means momentum is building bullish; a dim gold bar means it's fading. Same logic in reverse below zero with blue.
Divergence labels (R Bull Div, H Bull Div, R Bear Div, H Bear Div) mark structural mismatches between price and momentum. Regular divergence hints at exhaustion; hidden divergence hints at continuation — neither is a standalone signal.
Signal crosses are the primary cue: crossover above signal line = bullish bias, crossunder = bearish. Use in the direction of higher-timeframe structure for better results.
Check the probability panel before acting on a cross: if the chart shows n < 20, the read is still gathering. Once populated, the 16th–84th band tells you how wide the distribution of past outcomes was — a narrow band with a high win-rate is a different situation from a wide band.
Enable evidence-gated alerts to be notified only when the chart's own history backed a cross at that win-rate threshold. Noisy charts will rarely fire these; trending charts will fire them more.
Set the HTF line to your bias timeframe (e.g. 4H or Daily when trading 1H). If the HTF MACD is below zero while you get a 1H bull cross, treat it as a countertrend setup — confluence or caution, your call.
🟡 PAIRS WELL WITH
MACD measures momentum but doesn't tell you where price is relative to structure. Pair it with a trend filter — a moving average or a Supertrend — so you can tell whether a bullish cross is with or against the prevailing direction. A volume indicator (relative volume or VWAP deviation) helps confirm whether the cross has conviction behind it; a low-volume cross in the middle of a range is a different read from a high-volume cross off a support level. On higher timeframes, a weekly or daily MACD posture gives context the 1H cross alone can't provide. MACD doesn't handle horizontal S/R — key levels from price action or pivot points help frame where the cross is happening in the market structure.
MACD Rewired gives you the classic momentum tool with the context it was always missing: a histogram that shows whether momentum is building or fading, divergence that flags the structural mismatches, and a probability read that keeps score of what this chart's own history said after past crosses. No predictions — just the evidence, shown honestly.
Open source under MPL-2.0. The probability layer describes past signals on your chart — it is a measurement, not a prediction, and nothing here is financial advice. Indicator
OHLC-OLHC [ARKN] ARKN combines three time-based analysis tools into a single overlay so that session context, higher-timeframe structure, and cross-asset divergence can be read together on one chart, without stacking three separate indicators.
What it does
Killzones — Draws up to four configurable session boxes (defaults: Asia, London, NY AM, NY PM) with optional session high/low pivot lines, midpoints, day-of-week labels, opening-price lines, and an "opening candle" marker. Pivots can extend until mitigated or past mitigation, with optional alerts when a session high or low is broken.
HTF Candles — Renders up to four higher-timeframe candle sets to the right of the live price, each with its own timeframe and display count. Optional Fair Value Gap and Volume Imbalance boxes, a remaining-time countdown, and interval labels are drawn directly on the projected candles.
Sequential SMT (SSMT) — Detects SMT-style divergence between correlated instruments across nested cycles (Micro, 90-minute, Daily, Weekly, Monthly). Triads can be set automatically for common groups (metals, indices, FX, crypto, futures) or defined manually, with an inverse option for negatively-correlated pairs. Both standard (wick-based) and hidden (body/close-based) divergences are supported.
Why these three together
The three modules answer three sequential questions a session-based trader asks in order: when (Killzones frame the active session), what structure (HTF Candles show the higher-timeframe bias forming in real time), and confirmation (SSMT flags when a correlated instrument fails to confirm the move). Combining them removes the need to switch layouts or sync timeframes manually, since all three share the same timezone and session logic.
How to use
Set your timezone under Settings; all sessions and cycles reference it.
Each module has a master ON/OFF toggle at the top of its settings group.
For SSMT, either leave Triad Selection on Auto (it picks correlated assets for the current symbol) or set Manual to define your own triad. Lower timeframes show Micro/90m cycles; higher timeframes show Daily/Weekly/Monthly.
HTF Candle timeframes must be higher than the chart timeframe to display.
Settings overview
Global: drawing limit, timeframe limit, timezone, label size, text color, cutoff time. Per module: session times and colors (Killzones), timeframe and candle count (HTF Candles), cycle visibility, line styles, and correlation triads (SSMT).
Note on originality
This script combines well-established, publicly-discussed ICT community concepts — session Killzones, projected higher-timeframe candles, and SMT/Sequential SMT divergence. These concepts are not original to this script; the contribution here is integrating all three into one configurable overlay with shared session and timezone handling. The script is published open-source so the implementation can be reviewed and reused. Indicator
Indicator
NQNMQS+NQNMQS MODEL ™
A confluence indicator that automatically marks out the key structural and order flow levels you need to trade each session.
What it does:
🟠 Session Single Prints — Identifies true single prints (one-sided auction price levels) anchored to session windows between Asia, London, and NY opens. Only the most prominent prints per window are shown, filtered by ATR size and wick ratio to keep the chart clean. Boxes extend until mitigated and fade to grey once price trades through them.
🔴🟢 Break of Structure (BOS) — Marks the last significant break of structure on your current timeframe with a dashed line and label. Updates dynamically as new structure forms.
🔵🔴 OTE Zone — Automatically identifies the current impulse leg and draws the 0.62–0.79 Fibonacci retracement zone (ICT's Optimal Trade Entry window) with individual fib levels at 0.62, 0.705, and 0.79.
📍 ICT Key Open Lines — Horizontal lines drawn at the open price of each killzone and key time: 9:30, 10:00, 12:00, 8pm, 10pm, Midnight, 2am, and 6am EST. Prior day levels are automatically removed once tested. Untested levels persist.
🟣 Manipulation Fib Deviations — At each key open, scans a configurable number of bars to identify the manipulation leg (wick high to body low). Projects standard ICT fib deviation targets below the origin at -1, -2, -2.5, -4, and -4.5. Lines extend until hit then stop. Prior day deviations are cleaned up automatically.
Settings:
Fully customisable colours per session group
ATR-based single print filter to control noise
Adjustable swing lookback for BOS and OTE
Configurable manipulation scan window (default 6 bars — designed for 5m chart)
Toggle each element and fib level individually on/off
Recommended timeframe: 5m (manipulation fib scan is calibrated to 5m candles by default — adjust the scan bars setting for other timeframes)
ps - this is beta, watch my videos on how to actually use this.
still working on the timeframes. right now it only works on 5 or lower but it shows higher tf confluences. Indicator
Liquidity Sweep Profiler | Flux ChartsGENERAL OVERVIEW:
The Liquidity Sweep Profiler is a multi-source liquidity tracking and outcome statistics indicator. It automatically identifies key liquidity levels across three categories (intraday sessions, higher timeframe key levels, and chart structure), monitors each level for sweep events (wick pierces with rejection), and then tracks what happens after each sweep over a configurable watch window. Every resolved sweep is recorded in an internal history that powers a dashboard showing, by liquidity type, the average reversal magnitude, average breach magnitude, and an Edge ratio between the two. The dashboard highlights the liquidity type with the strongest historical edge on the current chart and instrument.
The indicator plots session high/low lines (Asia, London, NY AM, NY Lunch, NY PM), previous-period highs and lows (PDH/PDL, PWH/PWL, PMH/PML), and chart structure liquidity (Swing Highs/Lows, EQH/EQL clusters). When a level is swept, it draws a Sweep Zone box marking the rejection range and an x marker at the wick extreme. An Active Sweep Tracker label shows the live performance of the most recent unresolved sweep against its historical baseline. The indicator is multi-timeframe, session-based, statistical, and rules-based. Optional quality filters let the user restrict the statistics to sweeps that meet specific volume, wick, or delta thresholds.
Screenshot: a hero shot showing session, key level, and structure liquidity lines on one chart with several Sweep Zones marked, plus the dashboard visible in a corner.
WHAT IS THE THEORY BEHIND THE INDICATOR?
In intraday and swing trading, certain price levels function as "liquidity pools", areas where a critical mass of resting orders (stop losses, breakout buy/sell orders, and pending entries) tends to accumulate. The high of yesterday, the low of last week, the high of the London session, and a recent swing high are all examples of such levels. When price reaches these levels, the resting orders get triggered, which can produce one of two outcomes: a sustained breakout where the order flow continues past the level, or a sweep where price briefly pierces the level, triggers the orders, and then reverses back through it. The sweep outcome is what this indicator is designed to detect and study.
Different liquidity types behave differently. On some instruments, swept session highs and lows tend to reverse cleanly. On others, sweeps of weekly or monthly extremes are more reliable. On yet others, sweeps of equal highs and lows (clustered pivots) outperform sweeps of standalone swing points. The behavioral pattern can also vary by day of the week and by whether the sweep candle showed strong rejection characteristics (high relative volume, large rejection wick, strong intrabar volume imbalance toward the rejection direction). The Liquidity Sweep Profiler treats every sweep as a data point, records the recovery and breach magnitudes that followed it, and aggregates the data by liquidity type to surface which type has shown the strongest reversal tendency on the specific chart and instrument the trader is using.
This is a statistical profile, not a prediction. The dashboard reports what has happened historically on the current chart. The trader uses that profile to focus attention on the liquidity types with the strongest empirical edge, while remaining aware that future behavior can deviate from past behavior. Every sweep is treated as evidence to be aggregated, and the indicator surfaces the resulting profile for the trader to interpret.
FEATURES:
◇ Multi-source liquidity detection (sessions, higher timeframe key levels, structure)
◇ Sweep detection with configurable confirmation window
◇ Sweep Zone boxes and x markers
◇ Outcome tracking (recovery and breach magnitudes over a watch window)
◇ Statistics dashboard with per-type sweep counts, averages, and Edge ratios
◇ Best-Edge banner highlighting the top-performing liquidity type
◇ Active Sweep Tracker for live monitoring of the most recent sweep
◇ Quality filters (relative volume, wick %, intrabar delta %)
◇ Trading-day filter (per-weekday inclusion)
◇ Display unit selector (ATR, Price, Pips, Ticks)
◇ Configurable label, line, zone, and theme styling
◇ Built-in alerts for new sweeps and high-edge sweeps
Screenshot: a clean overview showing one example from each liquidity category (a session line, a PDH, EQL/EQL line) with their distinct color coding visible.
LIQUIDITY LEVEL DETECTION
🔹 What are liquidity levels?
A liquidity level is a price where resting orders tend to accumulate. The Liquidity Sweep Profiler tracks three categories:
◇ Session liquidity: the high and low formed during each defined intraday session (Asia, London, NY AM, NY Lunch, NY PM). Each session is a configurable time window.
◇ Key levels: the high and low of the previous completed day (PDH/PDL), week (PWH/PWL), and month (PMH/PML).
◇ Structure liquidity: pivot-based swing highs and lows detected on the current chart, plus EQH/EQL clusters where two or more recent pivots formed at approximately the same price.
🔹 Why do these levels matter?
Each category captures a different participant base. Session highs and lows matter to intraday traders working specific market hours. Daily, weekly, and monthly extremes matter to swing traders and institutional desks that operate on those reference points. Swing pivots and equal highs/lows matter to participants who place orders relative to recent chart structure. By tracking all three in one indicator, the trader can observe which category produces the most reliable sweep behavior on the specific instrument.
🔹 How are levels detected?
Session levels are tracked in real time during each session window. The session detector evaluates whether the current bar's New York time falls inside the session's start-end string. While the session is active, the indicator maintains a running high and low, updating both the level and the bar index of each extreme on every new high or low. When the session window closes (the next bar is outside the session), both the final high and the final low are stored as liquidity levels, with the bar index of the actual extreme preserved as the level's anchor bar.
Previous-period levels are fetched from the daily, weekly, and monthly timeframes. The indicator requests the prior period's high and low (offset by one period, so the value is stable and never references the still-developing current period). Each time the fetched value changes (which happens once per new day, week, or month), the new level is added to tracking.
Structure liquidity uses standard pivot detection with a configurable lookback length (default 5 bars on each side). When a new pivot high or pivot low forms, it is checked against the most recent prior pivots in the same direction: if it falls within an ATR-based threshold (default 0.1 x ATR) of one of the last three same-side pivots, it is classified as an EQH or EQL. Otherwise it is recorded as a standalone Swing High or Swing Low.
For each category, a Track Last input controls how many of the most recent levels of each type are kept on the chart simultaneously. When a new level of a given type is added, the oldest level of that same type is trimmed from the tracking array if the count exceeds the limit.
Screenshot: showing session-derived levels (dashed lines), HTF key levels (solid lines), and structure levels (dotted lines)
🔹 Settings
◇ Session enable toggles, names, time windows (in New York timezone), and per-session colors for all five sessions.
◇ Track Last (Sessions): how many days of session highs and lows to keep tracked. Default 1.
◇ Enable PDH/PDL, PWH/PWL, PMH/PML with individual color pickers.
◇ Track Last (Previous Periods): number of previous periods kept per type (days for PDH/PDL, weeks for PWH/PWL, months for PMH/PML). Default 1.
◇ Pivot Length: number of bars on each side used for pivot detection. Default 5.
◇ EQH/EQL Threshold (ATR): two pivots within this multiple of ATR distance count as equal. Default 0.1.
◇ Track Last (Structure): number of structure levels kept per type. Default 5.
🔹 Customization
◇ Per-category visibility toggles under Visual Overlays (Session Liq, PDH/PDL, PWH/PWL, PMH/PML, Swings, EQH/EQL).
◇ Day Suffix toggle: appends (Today), (Yest), or (-Nd) to session labels when tracking more than one day of session liquidity.
◇ Boxes toggle: optionally renders the live session range as a translucent box while the session is active.
SWEEP DETECTION
🔹 What is a sweep?
A sweep occurs when price reaches a tracked liquidity level, briefly trades beyond it with its wick, and then closes back through it within a defined confirmation window. The wick pierces the level (triggering the resting orders), but the candle body closes back on the original side, indicating that the move past the level was rejected. This is the canonical stop-run-and-reverse pattern.
🔹 Why does the confirmation window matter?
A pure same-bar sweep requires the same candle to both pierce the level with its wick and close back through it. This is the strictest definition and captures the cleanest rejections. Allowing one or more additional bars for the close to come back through captures sweeps that take a slightly longer time to resolve, at the cost of including weaker rejections. The trader picks the trade-off they prefer using the Sweep Confirmation Window input.
🔹 How are sweeps detected?
Each tracked level carries two state flags: pierced and taken. On every new bar, the indicator walks the list of untaken levels and evaluates two conditions per level:
◇ Wick-through: for a high-side level, the bar's high exceeds the level. For a low-side level, the bar's low falls below the level.
◇ Closed-back: for a high-side level, the bar's close is below the level. For a low-side level, the close is above it.
The flow is:
◇ If the level is not yet pierced and the wick-through condition is true on this bar, the level is marked pierced, the piercing bar index is stored, and the wick extreme is recorded. If the closed-back condition is also true on the same bar, the level is immediately marked taken (a same-bar sweep).
◇ If the level was already pierced on a previous bar, the indicator first updates the wick extreme if the current bar exceeded the previous extreme. It then checks how many bars have elapsed since the pierce. If the elapsed count exceeds the confirmation window, the level is marked taken with the broken flag set (clean breakout, no rejection). Otherwise, if closed-back is true on the current bar, the level is marked taken with broken cleared (confirmed sweep).
When a sweep confirms (taken, broken = false), the indicator captures a snapshot of the sweep candle's context:
◇ Relative volume: current bar's volume divided by the 20-bar simple moving average of volume.
◇ Wick percentage: the rejection wick's share of the candle's total range. For a high sweep, this is (high − max(open, close)) / (high − low) x 100. For a low sweep, (min(open, close) − low) / (high − low) x 100.
◇ Intrabar volume delta: the share of lower-timeframe volume on the rejecting side. The indicator requests lower-timeframe up-volume (close > open) and down-volume (close < open) for the bar, sums both, and computes the rejecting side's share. For a high sweep, that's down-volume / total. For a low sweep, up-volume / total.
These three values are stored on the sweep record and become the basis for the optional quality filters.
🔹 Bullish Example (low sweep)
A Swing Low at 1.0850 sits on the chart. Price drops to 1.0840 on a single candle (wick extreme), then closes at 1.0855, back above the original level. The level is marked as swept (low sweep), a green Sweep Zone box is drawn from the wick extreme up to the level, and an x marker is plotted at 1.0840.
🔹 Bearish Example (high sweep)
A PDH sits at 1.0950. Price rallies to 1.0965 on the wick, then closes at 1.0945, back below the original level. The level is marked as swept (high sweep), a red Sweep Zone box is drawn from the level up to the wick extreme, and an x marker is plotted at 1.0965.
Screenshot: bullish low sweep and one bearish high sweep visible on the same chart, both with their Sweep Zone boxes and x markers rendered.
🔹 Settings
◇ Sweep Confirmation Window: number of additional bars allowed after the wick pierce for the close to come back through. 0 = same-bar rejection only. 1 = same-bar or next bar. Default 0.
🔹 Customization
◇ Show Sweep Zones: toggle Sweep Zone box rendering.
◇ High Sweep Zone Color / Low Sweep Zone Color: customize the fill color for high-sweep and low-sweep zones.
◇ Show Sweep x Mark: toggle the x marker plotted at the wick extreme of each confirmed sweep.
OUTCOME TRACKING
🔹 What is outcome tracking?
Detecting that a sweep occurred is only half the picture. To know whether a particular liquidity type tends to produce reversals worth trading, the indicator also needs to measure what happened after the sweep. Outcome tracking does this by monitoring each confirmed sweep for a fixed number of bars and recording two values:
◇ Recovery: the maximum favorable excursion away from the swept level (in the rejecting direction). For a high sweep, this is how far price fell below the sweep candle's close. For a low sweep, how far the price rose above it.
◇ Breach: the maximum adverse excursion past the swept level (in the original sweep direction). For a high sweep, how far price went above the sweep candle's close. For a low sweep, how far the price went below it.
🔹 Why measure both?
Recovery alone could mislead. A liquidity type might produce large reversals on average but also large breaches when the sweep fails, which is information the trader needs. Tracking both Recovery and Breach, and then computing their ratio as an Edge value (Recovery / Breach), captures the full risk-reward profile of sweeps on that level type. An Edge above 1 indicates the type tends to deliver more reversal magnitude than breach magnitude on average.
🔹 How is outcome tracking calculated?
When a sweep confirms, the indicator stores the sweep candle's close price, the ATR value at that moment (using the configured ATR length, default 14), and the other metadata snapshot. From the next bar onward, for the configured Outcome Watch Window (default 20 bars), it computes two per-bar values:
◇ Recovery on the current bar = (sweep_close − low) / sweep_ATR for high sweeps, or (high − sweep_close) / sweep_ATR for low sweeps.
◇ Breach on the current bar = (high − sweep_close) / sweep_ATR for high sweeps, or (sweep_close − low) / sweep_ATR for low sweeps.
The running maximum of each is updated bar by bar. When the watch window expires (bars since sweep ≥ watch window), the sweep is marked completed and its final maxRecovery, maxBreach, and metadata snapshot are pushed into the indicator's history array along with the resolution day's weekday. This history is what powers the dashboard.
If the level was classified as broken instead of swept (the confirmation window expired without a close-back-through), the record is not added to the history, since the indicator only counts confirmed sweep outcomes.
Recovery and Breach are stored in the history as ATR multiples to keep them comparable across different volatility regimes. The dashboard's Display Unit input converts them to ATR multiples, Price, Pips, or Ticks for display at render time. Pip conversion uses mintick x 10 (or x 100 for JPY pairs), and Tick conversion uses raw mintick.
Screenshot: A swept level showing two arrows. One marks how far price moved back (Recovery). The other marks how far price moved past the level (Breach).
🔹 Settings
◇ Outcome Watch Window: number of bars to track each sweep for measuring Recovery and Breach. Default 20.
◇ ATR Length: ATR period used for the volatility snapshot at sweep time. Default 14.
STATISTICS DASHBOARD
🔹 What is the dashboard?
The dashboard is the analytic output of the indicator. It aggregates every completed sweep in the history array and displays per-type statistics in a table grouped by category. The columns are:
◇ Type: the liquidity type (Asia High, PDH, Swing Low, etc.).
◇ Total Sweeps: number of completed sweep records for that type that passed all active filters.
◇ Avg Recovery: average maximum favorable excursion, in the selected Display Unit.
◇ Avg Breach: average maximum adverse excursion, in the selected Display Unit.
◇ Edge: Avg Recovery / Avg Breach. A value above 1 means recovery has typically exceeded breach on that type.
The row with the highest Edge (subject to a minimum sample count of 5) is highlighted, and a Best Edge banner above the table calls out the winning type explicitly. Types with fewer than 5 samples can appear in the table but are excluded from the Best Edge competition.
🔹 Why aggregate by type?
The whole point of the indicator is to surface which liquidity types behave reliably on the current chart. A flat list of every sweep is not actionable. Grouping by type and computing aggregate statistics turns the raw sweep records into a usable trading profile.
🔹 How are statistics calculated?
For each liquidity type, the indicator walks the history array and filters by the active toggles (trading-day filter, relative volume filter, wick % filter, delta % filter). For records that pass all filters, it converts each stored ATR-multiple to the current Display Unit and sums the Recovery and Breach values. Avg Recovery and Avg Breach are computed by dividing the running sums by the filtered count. Edge is the ratio of the resulting averages.
To pick the Best Edge across all categories, the indicator runs the same aggregation for every active liquidity type (sessions, key levels, structure), filters out types with fewer than 5 samples, and selects the one with the highest Edge. The selection is independent of category, so a Swing High can win over an Asia Low if its Edge is higher and its sample count qualifies.
In the table itself, Avg Recovery is colored green when it exceeds Avg Breach for that row. Avg Breach is colored red when it exceeds Avg Recovery. The Edge cell is colored green at 1.5 or above, neutral between 1.0 and 1.5, and red below 1.0. The Best Edge row gets a green background and a star marker.
Screenshot: a close-up of the dashboard table showing all three category sections (Sessions, Key Levels, Structure) populated with realistic data, with the Best Edge banner visible and one row highlighted as the winner.
🔹 Settings
◇ Show Dashboard: master toggle.
◇ Theme: Dark Mode or Light Mode.
Screenshot: Showing Light Mode Theme
◇ Position: nine-position selector for table placement (Top Left, Top Center, Top Right, Middle Left, Middle Center, Middle Right, Bottom Left, Bottom Center, Bottom Right).
◇ Text Size: Tiny, Small, Normal, Large, Huge.
◇ Display Unit: ATR (volatility-normalized multiples), Price (raw price excursion), Pips (mintick x 10 for forex, x 100 for JPY pairs), Ticks (mintick units).
Screenshot: the dashboard configured to show only the liquidity types the user enabled. Sessions section shows only London High and London Low. Key Levels shows only PDH and PDL. Structure shows only EQH and EQL. Disabled types are filtered out of the table entirely.
QUALITY FILTERS
🔹 What are quality filters?
Quality filters restrict the sweeps that get counted in the dashboard statistics. Each one is independently togglable, and any combination can be active at once.
◇ Volume Spike Multiplier: the sweep candle's volume must be at least this multiple of its 20-bar volume average. Default 1.5x.
◇ Sweep Wick %: the rejection wick must be at least this percent of the candle's total range. Default 50%.
◇ Sweep Delta %: the rejecting side's intrabar volume share must be at least this percent of total intrabar volume. The lower timeframe used to compute delta is configurable (default 1 minute).
🔹 Why filter quality?
Not every sweep is equal. A sweep that occurs on heavy volume, with a long rejection wick, and with the rejecting side dominating intrabar volume is a fundamentally stronger rejection than one without those characteristics. By filtering the dashboard to only count high-quality sweeps, the trader can see whether quality-filtered sweeps produce a meaningfully different Edge than the unfiltered set. This is useful both for refining a setup definition and for evaluating which characteristics matter on the current instrument.
🔹 How do filters interact with the dashboard?
The total sweeps count shown in the dashboard title reflects the filtered count. The Best Edge banner and per-row statistics are also computed against the filtered set. Toggling any filter on or off triggers an immediate recomputation of the dashboard.
Screenshot: a before-and-after dashboard pair showing how the statistics change when quality filters are applied
🔹 Settings
◇ Volume Spike Multiplier: enable toggle and threshold (default 1.5x).
◇ Sweep Wick %: enable toggle and minimum percent (default 50).
◇ Sweep Delta %: enable toggle, minimum percent (default 60), and intrabar timeframe (default 1 minute).
TRADING DAY FILTER
🔹 What is the Trading Day Filter?
A row of seven weekday checkboxes that controls which days of the week are included in the dashboard statistics. Each sweep's resolution day is stored with the record. The filter excludes records whose weekday is unchecked.
🔹 Why filter by weekday?
Sweep behavior frequently varies by day of the week. Monday opens often produce different patterns than Wednesday midweek sessions or Friday closes. Letting the trader exclude specific weekdays makes it possible to test whether the Edge values on each liquidity type are weekday-dependent.
🔹 Settings
◇ Sun, Mon, Tue, Wed, Thu, Fri, Sat: each is an independent on/off toggle. Defaults: Mon through Fri on, Sat and Sun off.
ACTIVE SWEEP TRACKER
🔹 What is the Active Sweep Tracker?
A floating label rendered near the current bar that shows the live performance of the most recent unresolved sweep. It updates each bar while the watch window is still open. The label displays:
◇ The liquidity type that was swept.
◇ Bars elapsed since the sweep, against the watch window total.
◇ Current Recovery and Breach magnitudes (running max plus current-bar excursion).
◇ The historical average Recovery, Breach, and Edge for that type, if there are at least 5 samples for that type.
🔹 Why does it matter?
The dashboard shows aggregate historical statistics, but during a live setup the trader wants to know how the current move is tracking against the baseline. The Active Sweep Tracker makes this comparison explicit on the chart: at any moment, the trader can see whether the active sweep is matching, exceeding, or underperforming what that type has typically delivered.
🔹 How is the tracker calculated?
On the last bar of the chart, the indicator scans the levels array for any level that is taken, has broken = false, and is not yet completed. Among those, it picks the one with the highest takenBar (the most recent unresolved sweep). For that sweep, it computes the current-bar Recovery and Breach using the same formulas as outcome tracking, takes the maximum of the running max and the current-bar value (so the displayed value reflects either the historical peak or the live excursion, whichever is larger), and pulls the historical stats for that sweep type using the same filter pipeline as the dashboard.
The label's background color reflects which side is winning in real time. Bull color when the higher of the two excursions is on the Recovery side, bear color otherwise.
Screenshot: a chart with an active unresolved sweep, the Sweep Zone visible, and the Active Sweep Tracker label rendered near the current bar showing the live Bar x / Y count, current excursion values, and historical baseline comparison.
🔹 Settings
◇ Show Active Sweep Tracker: master toggle.
◇ Text Size: Tiny, Small, Normal, Large, Huge.
DISPLAY AND STYLING
🔹 Label and line styling
Liquidity levels render as horizontal lines extended to the right. Each category uses a distinct line style: solid for key levels, dashed for session levels, dotted for structure levels. Each type has its own color, customizable from the Sessions, Previous Periods, and Structure input groups. Labels render at the right edge with the type name and an optional day suffix for session levels when tracking more than one day.
🔹 Hide-on-Swept behavior
By default, swept levels remain drawn on the chart. With Hide on Swept enabled, swept levels are removed from the chart after a configurable grace period (Keep Swept Levels For). The grace period is measured in bars from when the level resolved (either taken or broken). This is useful for keeping the chart focused on the active liquidity once the historical sweep map becomes dense.
🔹 Settings
◇ Extend Right: number of bars to extend liquidity lines past the current bar. Default 3.
◇ Label Size: Tiny, Small, Normal, Large, Huge.
◇ Hide on Swept: toggle removal of swept levels.
◇ Keep Swept Levels For: grace period in bars before removal (applies when Hide on Swept is enabled). Default 5.
ALERTS
🔹 New Sweep
Fires when any tracked liquidity level is freshly swept on the current bar (taken status set this bar, broken = false). The alert message includes ticker and timeframe.
🔹 High-Edge Sweep
Fires when a new sweep occurs on a liquidity type whose historical Edge meets or exceeds the High-Edge Alert Threshold, provided that type has at least 5 historical samples. The Edge value is computed using the same filter pipeline as the dashboard, so any active quality filters and weekday filters are respected when evaluating whether the alert qualifies.
🔹 Settings
◇ High-Edge Alert Threshold: Edge value at or above which the High-Edge alert qualifies. Default 1.5.
IMPORTANT NOTES:
◇ The Sweep Delta % filter relies on lower-timeframe volume data, which may be unavailable for some instruments (forex pairs with no native volume, certain crypto exchanges, etc.). On those instruments, the delta filter can be left disabled.
◇ Statistics displayed in the dashboard reflect the sweeps visible in the historical data the chart has access to. Loading more historical bars (by scrolling left on lower timeframes or increasing the chart's bar limit) will increase the sample size and may shift the Edge rankings.
◇ The Best Edge banner requires a minimum of 5 sweeps per type to qualify. Types with fewer sweeps are shown in the dashboard but do not compete for the banner.
◇ Past sweep behavior on a given liquidity type does not guarantee future sweep behavior. The dashboard provides a statistical profile of historical sweeps; trade decisions remain the user's responsibility.
◇ Session times are interpreted in the America/New_York timezone regardless of the chart's session timezone. The default windows correspond to common Asia / London / NY conventions but can be edited freely.
UNIQUENESS:
The Liquidity Sweep Profiler is built around a feedback loop that most liquidity-tracking indicators do not provide. It detects liquidity levels, monitors them for sweeps, measures what happened after each sweep, and aggregates the results into a per-type statistical profile on the current chart. The trader sees not just where liquidity sits, but which categories of liquidity have actually produced clean reversals on the specific instrument and timeframe in question. Most competing tools stop at plotting the levels and flagging sweeps, leaving the trader to estimate behavior by eye. The Sweep Profiler turns this into structured data with sample counts, average magnitudes, and an Edge ratio that captures the recovery-to-breach trade-off.
The indicator also combines several feature categories that are usually distributed across multiple tools: intraday session tracking, higher timeframe key levels, chart-structure liquidity (swings and equal highs/lows), volume and delta quality filters, weekday filtering, and a live Active Sweep Tracker that compares the current unresolved sweep to its historical baseline in real time. All of this is unified into one dashboard with a Best Edge banner that surfaces the strongest-performing liquidity type at a glance. Display values can be expressed in ATR, raw price, pips, or ticks, so the same indicator reads naturally on indices, forex, futures, and crypto without manual conversion. Sweep detection itself is configurable from strict same-bar rejection to multi-bar close-back-through, letting the trader tune the detection logic to match the rejection style they actually trade. Indicator
EMA Distance Zone Move MatrixThis indicator answers one of the most practical questions in trading: "When price is X% away from the EMA, how likely is it to move at least Y% from that point?"
It builds a live probability matrix from historical data — no repainting, no predictions — just raw statistics from how price has actually behaved.
How It Works
The indicator measures the percentage distance between price and a selected EMA at every bar. It then groups historical bars into user-defined zones (e.g. "price is 3–5% above EMA") and tracks how often price made a significant move after entering each zone.
Example read:
If the 3 to 5% zone shows ▲≥5%: 62.3% — that means 62.3% of the time, after price entered that zone, it subsequently rallied at least 5% from the entry price within the tracking window.
Settings
EMA
EMA Length — period of the EMA (default: 20)
EMA Timeframe — use the chart timeframe or any higher timeframe
Lookback Bars — how many historical bars to analyse (default: 1000)
Bars to Track — how many bars after zone entry to watch for the move (default: 50)
From Zones (Rows) — 8 zones, each with:
Enable/disable toggle
Lo% and Hi% — the EMA distance band (supports negative values for below-EMA zones)
Label — custom name shown in the table row
Move Thresholds (Columns) — 10 thresholds, each with:
Enable/disable toggle
Direction — ▲ Up (price rises), ▼ Down (price falls), ↕ Either (either direction)
≥ % — minimum move size to count as a hit
Display
Show % or raw count
Heatmap color mode
Table position and text size
The Matrix Table
Rows = FROM zones (where price was when it entered)
Columns = move thresholds (how far it moved after)
Last column = total number of visits to that zone
Each cell shows the probability (%) or count of times price achieved that move after entering that zone.
Color coding (heatmap mode):
Red — highest probability (≥75% of max)
Orange — high (50–75%)
Yellow — moderate (25–50%)
Teal — low (below 25%)
Gray — zero / no data
Column headers are color-coded by direction:
Teal = Up move ▲
Red = Down move ▼
Purple = Either direction ↕
The footer row shows the currently active zone and the indicator settings summary.
Chart Background
The chart background is lightly shaded to show which zone price is currently in — making it easy to spot your current EMA distance zone at a glance without looking at the table.
Use Cases
Find which EMA distance zones historically lead to strong reversals or continuations
Identify asymmetric zones where up-move probability is much higher than down
Compare behavior at oversold vs overbought EMA distances
Build mean-reversion or momentum setups backed by historical statistics
Use with any EMA (20, 50, 100, 200) on any timeframe
Notes
overlay=true — draws directly on the main chart, no separate pane needed
A move is counted once per zone visit per threshold (first time it's hit within the tracking window)
Works on any instrument: stocks, crypto, forex, futures, indices
The matrix updates live on every bar — no need to refresh
Use a lookback of at least 500 bars for statistically meaningful results
Ensure the chart timeframe has enough history to cover the lookback window
Settings Quick Start (recommended defaults):
Zones: -10 to -5 · -5 to -3 · -3 to 0 · 0 to 3 · 3 to 5 · 5 to 10
Moves: ▲≥1% · ▲≥2% · ▲≥5% · ▲≥10% · ▼≥1% · ▼≥2% · ▼≥5% · ▼≥10%
Lookback: 1000 · Track window: 50 bars Indicator
Indicator
Institutional Early Entry OB SignalsThis script is an early institutional order block signal indicator for PulseWire. It is designed mainly for short intraday timeframes like 1-minute, 3-minute, and 5-minute, especially for instruments such as Nifty and Bank Nifty.
The main purpose is to find a possible institutional entry area before a full move starts, then show:
EARLY BUY / EARLY SELL setup
BUY / SELL confirmed entry
Stop-loss level
Target level
Exit signal
How The Script Works
First, the script checks for a break of structure.
A bullish break of structure happens when price closes above the recent high. A bearish break of structure happens when price closes below the recent low. This helps identify where momentum may be shifting.
After a structure break, the script marks a possible order block.
For a bullish setup, it finds the last bearish candle before the bullish breakout. That candle becomes the bullish order block zone.
For a bearish setup, it finds the last bullish candle before the bearish breakdown. That candle becomes the bearish order block zone.
The script then waits for price to come back and retest that order block area. This retest is treated as a possible institutional entry zone.
Early Signal
The script gives an EARLY BUY or EARLY SELL when price enters the order block area and the basic confirmations are already supporting the trade.
This is meant to warn you before the final confirmed signal appears.
EARLY BUY = price enters bullish order block + EMA trend supports buy + RSI supports buy + volume confirms
EARLY SELL = price enters bearish order block + EMA trend supports sell + RSI supports sell + volume confirms
Confirmed Entry Signal
The script gives a confirmed BUY or SELL only after price shows rejection from the order block.
For buy trades, price should show bullish rejection by closing green or closing above the order block midpoint.
For sell trades, price should show bearish rejection by closing red or closing below the order block midpoint.
So the confirmed signal uses:
Order block retest
EMA trend direction
RSI momentum
Volume confirmation
Optional Stochastic confirmation
Rejection candle confirmation
MA Confirmation
The script uses two EMAs:
Fast EMA
Slow EMA
In Aggressive Mode, price only needs to be above the fast EMA for buy or below the fast EMA for sell.
In Balanced Mode, the fast EMA must also be above the slow EMA for buy, or below the slow EMA for sell.
In Conservative Mode, the EMA trend must be aligned, and the fast EMA must also be sloping in the trade direction.
RSI Confirmation
RSI is used to confirm momentum.
For buy trades:
RSI must be above the Buy Level
For sell trades:
RSI must be below the Sell Level
For intraday Nifty / Bank Nifty, the script uses flexible levels like:
Buy above 48
Sell below 52
This helps catch earlier entries instead of waiting for RSI to fully cross 50.
Volume Confirmation
Volume is used to confirm participation.
The script compares current volume with the average volume.
Example:
Current volume > Volume MA x Volume Multiplier
If volume is stronger than normal, the signal is considered more valid.
For 1-minute and 3-minute trading, a low multiplier like 1.0 to 1.05 helps avoid missing too many trades.
Stochastic Confirmation
Stochastic is optional.
By default, it is better to keep it OFF for 1-minute and 3-minute charts because it can delay signals and cause missed opportunities.
If turned ON, it adds one more momentum confirmation.
Stop Loss
For a buy trade, stop loss is placed below the bullish order block with an ATR buffer.
For a sell trade, stop loss is placed above the bearish order block with an ATR buffer.
This gives the trade some breathing room based on market volatility.
Target
The target is calculated using your selected risk-reward ratio.
Example:
Risk Reward: 2.0
If your stop loss risk is 20 points, target will be 40 points.
For Bank Nifty, you can test:
Risk Reward: 2.0 or 2.5
Exit Signal
The script shows an EXIT signal when either:
Target is reached
or
Stop loss is reached
Best Use
This indicator is best used when the market has direction and momentum. It works better during active intraday sessions, especially after a breakout and pullback.
It may give weaker signals during sideways or low-volume markets.
In simple words: this script tries to find where institutions may have entered after a structure break, waits for price to return to that area, checks trend, momentum and volume, then gives early and confirmed buy/sell signals with stop loss and target.
Indicator
Custom Sessions [AtomicPips]Overview
Custom Sessions is a flexible session-range visualization tool that lets you map up to eight fully independent trading sessions directly onto your chart. Each session draws its own range, body, and reference lines so you can study how price behaves during specific market windows such as London, New York, Tokyo, and Sydney — or any custom time block you define.
Key Features
- 8 independent sessions — each with its own name, session time, and color. Sessions A–D are enabled by default (New York, London, Tokyo, Sydney); E–H are free slots for custom windows.
- Range box — plots the full high-to-low range of each session as a shaded zone with an optional dotted outline.
- Session body — an inner box spanning the open-to-close range, helping you distinguish the directional core of the session from its extremes (wicks).
- Open & Close lines — optional horizontal markers for each session's opening and closing price.
- Adaptive background — when enabled, each session is colored bullish or bearish based on whether price closed above or below the session open, instead of using the fixed session color.
- Timezone control — choose a manual UTC offset or follow the chart's exchange timezone, so sessions stay accurate across instruments.
- Historical sessions — display previous days' sessions (configurable days back) or keep the chart focused on the current day only.
- Status dashboard — an on-chart table showing which sessions are currently active or inactive.
- Session & daily dividers — optional vertical markers for session boundaries and day-of-week separators.
How It Works
For every enabled session, the script tracks the session window using PulseWire's session-time logic in your selected timezone. When a session opens, it records the opening price and begins tracking the running high and low. As each bar develops, the range box and body box are updated in real time to reflect the evolving high, low, and close. When the session ends, the range is finalized and (optionally) a close line is drawn at the session's last price.
Each session's drawings are stored and managed individually, and older sessions are automatically cleaned up based on your history setting to keep the chart efficient and uncluttered.
Settings
- Session A–H — toggle, name, session time, color, and per-session Range / Open Line / Close Line options.
- Timezone — manual UTC offset or exchange timezone.
- History — show historical sessions and number of days back.
- Ranges Settings — wick/body transparency, body toggle, outline toggle, label toggle, and adaptive background colors.
- Dashboard — show/hide, location, and text size.
- Dividers — session dividers and daily dividers.
How to Use
Add the indicator to any intraday timeframe. Configure each session's time to match the market windows you trade, and set your timezone so the boxes align correctly. Use the range box to identify session highs and lows that often act as intraday support/resistance, and use the body and open/close lines to gauge directional bias within each window. The adaptive background option provides a quick visual read of whether a session closed bullish or bearish.
Notes
This indicator is a visualization and study tool. It does not generate buy or sell signals and makes no claim about future performance. Always combine it with your own analysis and risk management.
Original Indicator by : LuxAlgo (Big Thanks) Indicator
Session Lines & Kill ZonesOptimized for Inner Circle Trader (ICT) and Smart Money Concepts (SMC) traders, this indicator automatically highlights critical intraday market sessions and algorithmic "Kill Zones" directly on your chart.
Unlike standard session clocks that clutter your screens, this script features custom-engineered vertical transition lines and pixel-perfect background shading designed **never** to warp or break your chart's price scale.
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🔑 Key Features
🌐 True GMT-Based Calculations: Zero reliance on your local broker time. Input your desired GMT offset to seamlessly align your sessions regardless of your data feed.
🕒 Comprehensive Kill Zone Coverage: Includes pre-configured, industry-standard tracking for:
Asian Session / Kill Zone
London Open Kill Zone
New York Open Kill Zone
London / New York Overlap (Silver Bullet/Macro windows)
⚙️ Fully Customizable Extra Session: An independent, fully editable custom session block tailored for tracking specific local market opens, equity hours, or personal macro periods.
📅 Daily Start Line Indicator: Clean, unobtrusive vertical separators marking the exact start of each new trading day.
📐 Clean Scaling Technology: Custom written using localized bar anchors. Your price scale remains 100% accurate, allowing you to compress, expand, and read price action smoothly without squeezed candles.
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🎨 Visual & Control Settings
* **Timeframe Filtering:** Keep your higher timeframes clean! Set an automatic upper boundary rule (e.g., only show on 1-hour timeframes or lower) to auto-hide the sessions when zooming out to daily or weekly macro views.
* **Toggleable Labels & Borders:** Fully customize your aesthetic. Individually toggle background shading, outer boundary line styles (Solid, Dashed, Dotted), and session floating labels to match your chart's theme.
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🚀 How to Use It
1. Judicious Multi-accounting: Use the background clouds to identify when liquidity is building up (Asian Range) and when algorithmic manipulation typically occurs (London/NY Sweeps).
2. Time-of-Day Execution: Ensure your setups align with high-volatility session boundaries marked clearly by the vertical transition lines.
Built entirely on the latest Pine Script v6 architecture for peak execution speed and cross-device display stability. Indicator
RSI Reforged [Probalist Essentials]RSI Reforged
RSI Reforged is the Relative Strength Index done properly for modern trading. It keeps the canonical Wilder formula intact and adds three things that actually change how you use it: adaptive OB/OS bands that move with market volatility instead of sitting at fixed 70/30, auto-labelled regular and hidden divergence on confirmed price pivots, and a forward-return distribution that shows what has historically followed each signal on your specific chart.
It is for momentum traders who want a clean, honest RSI — one that flags the readings that matter without clutter, fires alerts you can act on without worrying about repaint, and shows you the empirical track record of its own signals right on the chart.
🟡 WHY THIS VERSION
The fixed 70/30 bands lie. In a trending market RSI rarely touches 70 before the next leg; in a tight range it hits it constantly. The adaptive bands — mean ± stdev of RSI itself over a rolling window — sit where the actual extremes are for the current regime, so you get fewer false signals in trends and more useful ones in ranges. On top of that, every regular and hidden divergence is labelled automatically on confirmed pivots, no manual squinting. And the probability panel shows you, from this chart's own history, what the closing price looked like 10 bars after a band exit — the win rate, the median move, the spread. It is a description, not a promise, but it is honest in a way most RSI tools are not.
🟡 HOW IT WORKS
The RSI is canonical Wilder (RMA smoothing), optionally EMA-smoothed. The bands are the rolling mean of RSI plus/minus a stdev multiple over a configurable lookback, so overbought and oversold adapt to the regime instead of sitting at 70/30 forever. Divergence pairs confirmed price and RSI pivots within a lookback window. The probability read records, for every confirmed band exit, the percent move N bars later (sign-flipped for bearish signals so positive always means "in the signal's direction"), keeps the most recent outcomes per signal direction in separate rolling buffers (pooling both sides would dilute a one-sided edge toward 50/50), and reports the win rate, median and 16th–84th percentile range per side. The bell curve panel runs a Gaussian kernel over those same outcomes (Silverman bandwidth) and draws the smoothed density right of the last bar, with a normal distribution fitted to the sample mean and stdev overlaid in white — where the fill and the white line disagree, the outcomes are skewed or fat-tailed. All of it is descriptive statistics of this chart's own history, not a forecast.
🟡 KEY FEATURES
• Adaptive OB/OS bands: rolling mean ± stdev of RSI replaces the fixed 70/30 — bands sit where the extremes actually are for the current regime
• Regular + hidden divergence, auto-labelled on confirmed pivots (gold = bullish, blue = bearish, dimmed = hidden)
• Weighted signal dots: band exits render as gold/blue dots — a deeper stretch beyond the band draws a bigger dot, and the fill shows the evidence at fire time (● history backed it, ◐ mixed, ○ no edge measured); hover any dot for its read and outcome
• Probability read: every band exit's forward return (default 10 bars) is recorded separately per direction; the mini-readout shows win rate, median and the 16–84% range with n for bull and bear exits side by side
• The bell curve: a kernel-smoothed distribution of those outcomes for the side of the most recent signal, docked top-right of the last bar, running blue → gold through the Probalist heat ramp, with the fitted Gaussian as a white reference line
• Projection cone from the most recent signal spanning the historical 16–84% band
• Live marker: the still-open signal's running return shown inside the distribution, explicitly labelled live
• Heat gradient wave with a 3-layer glow (one toggle kills all of it for a minimal look)
• Optional display-only higher-timeframe RSI reference line
• Complete alert set, all fired on confirmed bars only — nothing repaints by default
• Read row: one plain-language line applying the stats to the current state — the signal, its age, and whether this chart's history backed it (backed / mixed / no edge)
• Evidence-gated alerts: besides the full alert set, history-backed variants that only fire when the chart's own record supported follow-through at that moment
🟡 HOW TO USE
• Watch the band exits: RSI leaving the oversold band upward (gold dot below) reads as bullish bias; leaving the overbought band downward (blue dot above) as bearish bias
• Bigger dots = deeper excursions before the exit — historically the heavier version of the signal
• Check the readout before acting on a signal: the win rate, median move and 16–84% range tell you what this signal actually did on THIS chart and timeframe — and n tells you how much that's worth
• The bell curve makes the same point visually: a wide, flat curve means noisy outcomes; a tight curve shifted past zero means the signal has had follow-through here
• Divergence labels are confluence, not standalone entries — strongest when they land at a band extreme
• Treat the whole probability layer as a description of history, not a prediction
• Optional: enable the HTF line for higher-timeframe context (display only — it gates nothing)
🟡 PAIRS WELL WITH
RSI Reforged is a momentum tool — it tells you where the oscillator stands and where divergences are forming, but it does not tell you whether the trend is with you or where support and resistance sit. Pair it with a trend-following tool (a moving average or Supertrend) to filter band exits in the direction of the dominant trend, since OS readings in a downtrend are often continuation setups, not reversals. A volume indicator helps confirm whether a divergence has conviction behind it — a divergence on light volume is weaker than one where the volume profile is also shifting. For higher-timeframe context the built-in HTF line is a start, but a dedicated HTF bias indicator can help avoid fading a strong higher-timeframe trend. Key price levels (support, resistance, prior highs/lows) are worth having on the chart too — a band exit into a clean level reads differently from one in open space.
RSI Reforged gives you the classic oscillator with the two upgrades that matter most in practice: bands that fit the current regime and divergence that labels itself on confirmed pivots. The probability panel adds a layer of honest self-assessment — you can see exactly how the signal has performed on your chart without relying on backtested promises. It is a momentum read, not a trading system, and it is built to be trusted.
Open source under MPL-2.0. The probability layer describes past signals on your chart — it is a measurement, not a prediction, and nothing here is financial advice.
Indicator
ADX Directional Index DI FREE , Trend Strength MTF //BPSTrend-strength indicator with classic ADX, Directional Index (DI+ /
DI-), color-coded strength zones, crossover signals and a
10-timeframe dashboard.
📊 WHAT IT SHOWS
• ADX line (0–100) — measures trend strength regardless of direction
• DI+ and DI- lines — show directional pressure (bull vs bear)
• Bullish / bearish crossover signals when DI lines cross
• Multi-timeframe dashboard: D, 4H, 2H, 1H, 30m, 15m, 10m, 5m, 3m, 1m
• Color-coded background highlighting strong trends
🎯 HOW TO USE
• ADX > 20 = trending market → use trend-following strategies
• ADX < 20 = ranging market → mean-reversion / range setups
• DI+ crosses above DI- = bullish bias · DI- above DI+ = bearish
• Use the 10-TF dashboard for instant multi-timeframe context
• Pair with Smart Money for order-block + trend confluence
🔑 KEYWORDS
ADX, Directional Index, DI+, DI-, Trend Strength, Multi-Timeframe,
MTF Dashboard, Wilder, Average Directional Index, Trend Following,
Crossover Signals Indicator
Relative Strength Index RSI FREE , Multi-Timeframe MTF //BPSMulti-timeframe RSI with up to three timeframes plotted
simultaneously plus a 10-timeframe trend-confluence dashboard.
📊 WHAT IT SHOWS
• Up to 3 RSI lines on chart from independent timeframes
• 10-timeframe dashboard (D → 1m) with RSI values + direction arrows
• Configurable overbought / oversold / middle levels
• Confluence signals when 2 or 3 TFs agree (BULL ▲ / BEAR ▼)
• Optional background highlight on trend confluence
🎯 HOW TO USE
• Trade in direction of higher TF — only long when 4h+ RSI > 50
• Wait for confluence — all 3 TFs agreeing = high-probability setup
• Look for RSI divergence on HTF combined with oversold on LTF for entries
• Use as a filter, not a trigger — pair with structure breaks
🔑 KEYWORDS
RSI, Relative Strength Index, Multi-Timeframe RSI, MTF RSI, RSI
Divergence, Overbought, Oversold, Confluence, RSI Dashboard,
Wilder, Momentum Oscillator Indicator
Volume Pulse FREE , Momentum Divergence Spike Detection //BPSVolume oscillator with spike detection, momentum line and automatic
bullish/bearish divergence markers — to confirm price action with
real volume flow.
📊 WHAT IT SHOWS
• Volume momentum oscillator (cumulative signed volume)
• Spike markers when volume exceeds the average by your multiplier
• Pivot-based bullish & bearish divergence labels (price vs volume)
• Trend-band overlay showing volume-flow direction
• 10-timeframe momentum dashboard
🎯 HOW TO USE
• High-volume breakout = confirmed move · low-volume breakout = likely fail
• Bearish divergence at highs = potential reversal short
• Bullish divergence at lows = potential reversal long
• Volume spike on reversal candle = strong setup
• On Forex, volume = broker-only — use as bias, not main signal
🔑 KEYWORDS
Volume, Volume Oscillator, Volume Momentum, Volume Divergence,
Volume Spike, On Balance Volume, OBV, Volume Profile, Volume
Analysis, Smart Money Volume, Accumulation Distribution Indicator
Indicator
Indicator
Volume Drift Profile [JOAT]Volume Drift Profile
Introduction
Volume Drift Profile is an open-source trend detection indicator that derives directional bias from rolling pivot averages rather than fixed moving averages, and visualizes volume directly on the drift lines themselves as a histogram. The volume histogram coloring adapts to three modes — delta (buy-sell pressure gradient), trend (directional mono-color), and spike-highlighted — making the volume context immediately readable without a separate volume panel.
Most trend indicators separate the price trend line from the volume analysis. The trend line tells you the direction; you look at a separate volume bar panel to interpret whether that direction is supported. Volume Drift Profile overlaps both by rendering volume bars along the drift lines themselves, so the relationship between trend level and volume support is visually immediate.
Core Concepts
1. Pivot Drift Line Calculation
The upper drift line is the rolling average of the most recent N confirmed pivot highs. The lower drift line is the rolling average of the most recent N confirmed pivot lows. This produces smoothed, structurally-anchored reference levels that adapt as new pivots confirm, rather than a fixed-period moving average that treats all bars equally.
if not na(ph)
phArr.push(ph)
if phArr.size() > avgCount : phArr.shift()
upperDrift := phArr.avg()
Trend flips when price crosses above the upper drift (bull) or below the lower drift (bear).
2. Volume Normalization
Volume is normalized by its 200-bar standard deviation, capped at 4. This z-score-like measure produces a 0-4 scale where 4 represents an extreme volume spike. The step height of each volume bar on the drift line is proportional to this normalized value, so spike bars visually dominate the histogram.
3. Three Volume Coloring Modes
Delta mode computes a buy ratio from (close - low) / (high - low) and maps it through color.from_gradient() between the bear and bull theme colors. Bars with higher closes relative to their range appear in bull color; lower closes in bear color. Volume intensity is further modulated by the normalized volume level.
Trend mode uses a single directional color with intensity modulated by normalized volume.
Spike mode uses trend color normally but switches to a dedicated spike color for bars where normalized volume reaches the extreme level.
4. Absorption Detection
An absorption bar is identified when volume exceeds twice the 20-bar average (high institutional participation) while the body-to-range ratio is below 30% (price closes near where it opened). This pattern suggests large volume without directional price movement — potential institutional accumulation or distribution.
5. Volume-Weighted Momentum
A running Volume-Weighted Momentum reading tracks cumulative signed volume weighted by price change, normalized to a readable scale. This reading reflects directional institutional bias — rising VWM during an uptrend suggests genuine buying pressure supports the move.
Features
Pivot drift lines: Upper and lower drift from rolling average of last N confirmed pivot highs and lows
Volume histogram on drift lines: Volume bars rendered along the active drift line, sized by normalized volume
Three volume coloring modes: Delta (buy-sell gradient), Trend (directional mono), Spikes (trend + spike highlights)
Gradient fill between drift and price: Translucent fill between the active drift line and current price
Candle volume coloring: Optional bar coloring by volume intensity and trend direction simultaneously
Spike detection and highlighting: Bars with extreme normalized volume shown in dedicated spike color
Absorption detection: High-volume, small-body bars marked as potential institutional absorption events
Volume-Weighted Momentum display: VWM reading normalized and displayed in dashboard
Trend flip labels: Clean text labels at trend reversal points with direction indicator
Non-repainting: Pivot detection uses standard confirmed pivot functions with symmetric lookback
Dashboard: 8-row table with trend direction, volume mode, volume intensity, absorption state, spike state, bars in trend, and VWM
Input Parameters
Drift Structure:
Pivot Lookback: Bars required on each side for pivot confirmation (default: 8)
Pivot Avg Count: Number of pivots to average for drift line (default: 3)
Volume:
Volume Color Mode: Delta / Trend / Spikes
Histogram Height: Scale of volume bars on drift line (default: 0.3)
Show Volume Histogram toggle
Color Price Bars toggle
Show Drift Fill toggle
Spike Color
Absorption:
Show Absorption Dots toggle
Absorption Volume Multiple (default: 2.0)
Max Body Ratio for absorption detection (default: 0.3)
How to Use This Indicator
Step 1: Read the Drift Line Direction
The active drift line (lower drift in uptrend, upper drift in downtrend) is the primary trend reference. When price is above the lower drift, the trend is bullish. When price crosses the upper drift downward, the trend flips bearish.
Step 2: Interpret Volume Histogram Color
In Delta mode, teal/bull-colored bars represent buying pressure dominating that bar; bear-colored bars represent selling pressure. When large volume bars appear in the trend direction, it confirms the drift.
Step 3: Monitor Absorption Events
Absorption dots mark bars where institutional participants may be accumulating. Large absorption bars at drift line levels are particularly significant — they suggest the drift level is actively defended.
Step 4: Use VWM as Direction Confirmer
Rising VWM during an uptrend means volume-weighted momentum supports price movement. Flat or declining VWM during an uptrend flags weak participation — a potential warning of trend exhaustion.
Indicator Limitations
Drift lines require at least N confirmed pivots to begin rendering. In early bars of a new chart, the lines will be absent
The volume histogram renders along the drift line. In periods of very high drift line slope, the histogram may visually overlap the price range
Absorption detection uses volume relative to a 20-bar average. In low-liquidity environments, the threshold may trigger on routine trading activity
The pivot lookback introduces a lag between when a pivot forms and when the drift line updates
Originality Statement
Rendering a volume histogram directly along pivot drift lines — rather than in a separate panel — as a real-time visualization that integrates trend level and volume support in a single overlay is an original approach
Three independently selectable volume coloring modes driven by a normalized volume z-score, combined with buy-ratio gradient coloring in delta mode, is not replicated in existing open-source pivot drift indicator publications
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice. Trading involves substantial risk of loss. The author accepts no responsibility for trading losses resulting from use of this indicator.
Made with passion by jackofalltrades
Indicator
Indicator
Hitesh Nimje 2026To publish your indicator on PulseWire, you need a clear, professional description that explains the features to potential users. Since your script is a powerful "All-in-One" suite, here is a template you can use.
Title Idea
Hitesh Nimje | Combined Trading Suite (EMA Bundle + Sessions + MTF Levels)
Description Template
Description:
This all-in-one trading tool combines essential trend-following indicators and market structure analysis to provide a clean, clutter-free workspace. Designed for intraday and swing traders, this suite eliminates the need for multiple indicators by merging three core functionalities into one.
Key Features:
TMT EMA Bundle: Includes 10 customizable Exponential Moving Averages (EMA 9, 11, 15, 21, 50, 51, 55, 100, 200, 400). You can toggle these on/off to suit your specific strategy.
MTF Highs/Lows & S/R: Automatically plots vital support and resistance levels from higher timeframes (Daily, Weekly, Monthly) and identifies All-Time Highs/Lows (ATH/ATL).
Market Session Tracking: Monitors four distinct trading sessions (A, B, C, D) with options for trendlines, VWAP, and range boxes to help you identify market volatility throughout the day.
Advanced Dashboard: A centralized, dynamic table that shows real-time session status, market bias, and volume analysis. The "Advanced" mode provides deep data on buyer/seller volume and delta.
Trend Context: Features a built-in EMA Trend monitor that helps you quickly gauge if the current price is trading above or below the 200 EMA.
How to use:
Add the indicator to your chart.
Open the "Settings" menu to toggle your preferred EMAs (9, 21, and 200 are enabled by default).
Use the Dashboard to track session activity and EMA trends at a glance.
Adjust the "Dashboard Location" and "Size" to fit your layout.
Settings:
Defaults: EMA 9, 21, and 200 are enabled by default for a clean trend-following approach.
Advanced Mode: Toggle the Advanced Dashboard for detailed volume/delta metrics. Indicator
DDT Key Time LevelsDDT Key Time Levels
A clean and minimalistic level indicator built around the levels I personally use every day for liquidity, market structure, and trade planning.
The goal of this indicator is simple: provide the most important time-based highs, lows, and opens without cluttering the chart.
Included Levels:
▪️ Current Daily High (DH)
▪️ Current Daily Low (DL)
▪️ Previous Daily High (PDH)
▪️ Previous Daily Low (PDL)
▪️ Current Weekly High (WH)
▪️ Current Weekly Low (WL)
▪️ Monday High (MON-H)
▪️ Monday Low (MON-L)
▪️ Monthly Open (MO)
▪️ Monthly High (MH)
▪️ Monthly Low (ML)
Features:
▪️ Clean dotted levels starting from the moment they are established.
▪️ Minimalistic design focused on chart readability.
▪️ Optional visibility controls for each level group.
▪️ Adjustable line width and extension length.
▪️ Labels can be positioned on the left or right side of the chart.
▪️ Automatic level merging when multiple levels exist at the same price.
Why I Built This
Many level indicators cover the entire chart with unnecessary information, labels, boxes, and visual noise.
This indicator was designed around the philosophy of The Structured Process:
Less noise. More information.
The focus is on identifying important liquidity levels, understanding where market participants are likely positioned, and improving overall trade planning without distracting from price action itself.
How I Use It
▪️ PDH and PDL for daily liquidity targets.
▪️ WH and WL for higher timeframe context.
▪️ MON-H and MON-L for weekly liquidity references.
▪️ MO as a key monthly bias level.
▪️ MH and ML for major higher timeframe objectives.
Combined with market structure, supply & demand, liquidity concepts, and statistical context, these levels become powerful reference points for building objective trade scenarios.
Part of the DDTRADING toolkit and The Structured Process framework.
Process over outcome. Indicator
Lucky LinesLucky Lines
Mark the moments that matter — before they happen.
Lucky Lines is a clean session and time marker built for traders who structure their day around key time levels. Set up to 4 custom vertical lines at any time of day, in any timezone, and they'll appear automatically on your chart — past sessions and the next upcoming occurrence included.
No more drawing lines manually every morning. Set it once, and Lucky Lines handles the rest.
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What It Does
- **4 fully customizable time lines** — each with its own color, style, width, and label
- **Timezone support per line** — set each line in LA, New York, Chicago, or UTC time independently
- **Auto future projection** — always draws the next upcoming line even before the session starts
- **Session history** — shows previous sessions so you can see how price reacted at the same time in the past
- **Fill zones between lines** — shade the time window between any two lines for instant visual context
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How To Use
1. Enable each line you need and set the hour and minute
2. Choose the timezone that matches how you read your schedule (e.g. New York for NY session opens)
3. Add a label like **Open**, **London Close**, **News**, or whatever fits your setup
4. Optionally enable fills between lines to highlight key trading windows
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Perfect For Marking
- Market opens and closes
- News release times
- Session overlaps (London/NY, Asia/London)
- Your personal trading window
- Pre-market and post-market levels
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Why I Built This
Every day I trade around the same key times. I needed a tool that marks those moments automatically — clean, precise, and always looking ahead to the next session. Lucky Lines keeps my chart organized so I can focus on the trade, not the clock.
*Structure your sessions. Trade your plan. Stay lucky.*
— LuckyJo Indicator
