Universal Futures Real Data Auto-ScaleThis indicator displays the volume of each candle clearly and directly. It is a simple tool for analyzing market flow and buying/selling pressure without complications.
Indicator
Orderflow
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
Intra-Bar Activity Index (IAI) [Adaptive Volume & Volatility]… is an adaptive percentrank-based analysis of Volume and Volatility (true-range). It dynamically toggles between request.lower_tf-reconstruction and cumulative lower_tf chart data (simulating continual ltf_request).
Core Features:
1. The Formula for True Activity
The IAI doesn't just measure price action; it calculates the energetic density behind every bar.
• Volume + Volatility = Activity: You have full control over how these metrics are weighted via individual thresholds. You can set a pure volume signal, a pure volatility signal, or any mix to your liking. Institutional engagement only becomes visible once your calibrated thresholds are breached.
• Individual Calibration: Through the ltf_request and percentrank, you define your own statistical benchmark and how "exclusive" a signal should be.
2. Adaptive Live-Mode (The Signal Bridge)
The system seamlessly switches to Live-Transfer mode as soon as you zoom into lower timeframes.
• Early Warning System: The Live-Tracker detects signals while the higher timeframe (HTF) bar is still forming.
• Hidden Signals: It uncovers activity spikes that would be "smoothed out" if you only looked at the final close of the HTF bar (e.g., H2).
3. Dashboard for Data Integrity (Data Honesty)
We visualize technical limits instead of hiding them.
• 🛡️ Verified: Live data matches the „historical baseline“.
• ⚠️ Warning: The Live-Tracker deviates statistically (e.g., due to Pine Script's 4900-bar limit).
• No Stat. Control: Transparent notification in Replay Mode when no historical reference data is available for your setup.
4. Intelligent Alert System
• In Live-Mode, you receive alerts as soon as a lower-timeframe interval (e.g., M10) completes with high energy, providing a lead-time advantage over the final HTF bar close
• Context-Sensitive: The message informs you directly about the current mode (HTF-Request vs. Live-Transfer) and the data status.
🚀 Quick Calibration Tips
1. Sensitivity: Increase the Lookback Period for more stable, long-term statistics; decrease it for a more reactive, fast-paced Index.
2. Threshold Setup: Start with 85% for both Volatility and Volume.
3. The Visual Check: Open the settings menu and activate the Price Chart Dots. Calibrate your Thresholds by observing the position of the dots until they match your market interpretation.
4. Dashboard Check: Always keep an eye on the Confidence Score. If it drops or turns red, consider adjusting your Timeframe or Lookback to maintain full Data Integrity.
🎨 Visual Guide: How to Read the Index
• Navy Bars (Normal Engagement): The market is healthy and active, but hasn’t reached "exceptional" levels yet. This represents standard participation.
• Gray Bars (Low Interest): Market is in a "Dry Volume" phase. Volume is below your Low Volume Threshold. Institutional interest is currently negligible.
• Silver/Orange Area (Volatility): This background area represents the Volatility Percentile. Even if volume is low, you can instantly see if the price activity (True Range) is expanding.
• Orange Bars (IAI Active): The "High Energy" phase. These appear only when both Volatility and Volume cross your individual thresholds simultaneously. (The bar height continues to represent the Volume Percentrank).
• Price Chart Dots (IAI Anchor): Optional orange circles that appear directly on your candles (High/Low). They provide a quick visual link between the oscillator's momentum and the specific price action.
⚠️ Important Technical Notifications
1. The "Signal Bridge" Logic (Rolling vs. Fixed Window)
• HTF-Request Mode (Fixed Window): On a H2 chart, the index measures activity starting from the candle open (e.g., 12:00 PM). At 12:40 PM, the calculation only includes the first 40 minutes of data. It grows as the bar progresses.
• Live-Transfer Mode (Rolling Window): On a M10 chart, the IAI simulates the H2 energy by always analyzing the last 120 minutes. At 12:40 PM, it processes the window from 10:40 AM to 12:40 PM.
• Early Detection: This provides a significant lead-time advantage. You detect institutional spikes as they happen, regardless of the official HTF clock. Both modes converge at the close of the H2 candle (e.g., at 02:00 PM).
2. Data Integrity & Timeframe Anomalies
The 5000-bar limit is not the only factor for "Data Honesty".
• Session Gaps: Using D1 as the Main-TF can be tricky in Forex markets, where Sunday sessions often only last a few hours. Such irregularities can cause statistical shifts depending on your Lookback Period.
• Action: Always monitor the Confidence Score (🛡️). If it drops, consider adjusting your Timeframe or Lookback to maintain a solid statistical baseline.
3. Replay Mode & Historical Gaps
• The IAI transparently displays "No Stat. Control" during Bar Replay if historical lower-timeframe data is unavailable for that specific segment. We prioritize data honesty over showing "estimated" or faked data.
4. How to set Alerts (Smart Signals)
To activate the IAI early warning system, follow these steps in the PulseWire Alert Menu:
1. Condition (1st Box): Select "pct_IAI".
2. Trigger Logic (2nd Box): Change the setting to "Any function call"
3. Frequency / Timeframe:
• The alert frequency is automatically managed by the script (once_per_bar_close) to ensure data honesty and prevent repainting.
• The type of signal depends on your chart: Use the Main-TF (e.g., H2) for final HTF-signals, or a Lower-Timeframe (e.g., M10) to receive the Live-Tracker early warnings.
Intelligence: You don’t need to type a message. The alert is fully dynamic—it automatically reports the Mode (Live vs. HTF), the Safeguard-Status, and the Data Integrity (Verified vs. Low Integrity) directly to your device.
📊 Understanding the Data Window (Statistical Transparency)
The IAI performs complex statistical comparisons under the hood. To keep the chart clean, these raw metrics are not plotted visually but are displayed exclusively in the PulseWire Data Window (right sidebar). They provide full transparency:
• Runtime-Safe LTF: Displays the analysis interval currently in use. If this value is red, the script automatically adjusted the interval to prevent a runtime error (e.g., if your chart timeframe is larger than your selected LTF).
• Max Safe Lookback for this TF: The mathematical limit for your current setup. It calculates at which point your Lookback Period exceeds Pine Script's technical 5,000-bar limit.
• Active Bar Limit: The actual usable data foundation. If this value turns red, your selected lookback is statistically "clipped" because not enough historical data points can be retrieved.
• Converted Sum of LTF Request Bars: This converts the historical baseline (HTF-Request) into current chart units. It serves as the anchor point for the comparison with the Live-Tracker.
• Relative Live-Data Size: The numerical basis of your Confidence Score. It shows the ratio between the real-time data stream and the historical expectation. A value near 100% indicates absolute statistical integrity.
• Overall Requested Bars: The total number of individual data points analyzed within your selected 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
CVD Multi Exchange PercentileCVD Multi Exchange Percentile
Aggregated order flow across four major crypto derivatives exchanges — with historical percentile ranking to measure how extreme today's session really is.
A Cumulative Volume Delta (CVD) indicator with daily reset, divergence detection, and absorption signals, built for perpetual futures.
It combines Binance, Bybit, OKX, and Bitget into a single aggregated flow, then ranks it against its own history to give you objective context.
█ 🧩 KEY FEATURES
🔹 Multi Exchange Aggregation
Four sources (Binance, Bybit, OKX, Bitget) can be toggled independently. The aggregated delta captures cross-exchange order flow that single-source CVD cannot detect — especially during liquidations or arbitrage-driven moves.
🔹 Historical Percentile System
Each session's peak CVD is stored in a rolling buffer, separated by direction (bull vs bear). The current session is ranked against this distribution to measure how extreme the flow is compared to recent history.
🔹 Live Percentile
A real-time percentile tracks the current CVD value as the session develops — no need to wait for session close.
🔹 Swing Divergence
Detects divergences between price and CVD structure:
- Bullish: price makes lower low, CVD makes higher low
- Bearish: price makes higher high, CVD makes lower high
Filtered by percentile threshold and optional trend filter.
🔹 Volume Absorption
Highlights conditions where price and CVD move in opposite directions under high volume:
- Bullish absorption: price down, CVD up
- Bearish absorption: price up, CVD down
Requires elevated volume and percentile confirmation.
🔹 Visual Encoding
Histogram color reflects direction and momentum. Signal markers:
- Divergence bullish: dark green triangle up
- Divergence bearish: blue triangle down
- Absorption bullish: orange circle
- Absorption bearish: purple circle
Optional info table provides real-time stats.
Signal examples on TRXUSDT.P (1H) — three signal types visible:
- Orange circle (Absorption Bull): price dropping but CVD rising on high volume — buying pressure hidden under falling price
- Blue triangle (DIV- Bearish): price making higher high but CVD making lower high — selling pressure building despite rising price
- Purple circle (Absorption Bear): price rising but CVD falling on high volume — selling pressure hidden under rising price
Signal examples on ETHUSDT.P (1H) — bullish signals visible:
- Dark green triangles (DIV+ Bullish): price making lower lows but CVD making higher lows — buying pressure increasing despite falling price, signaling potential reversal
- Orange circle (Absorption Bull): same logic as above — hidden buying under selling candles
█ 🔧 HOW IT WORKS
The script fetches lower-timeframe OHLCV data from each exchange using `request.security_lower_tf()`.
Each intrabar volume is classified using a CLV-based model (close location within range) to estimate buying vs selling pressure. The resulting deltas are summed across all exchanges and accumulated into a daily CVD, resetting at the start of each new UTC session.
█ 📖 HOW TO USE
Apply the indicator to Perpetual Futures charts (.P).
The symbol is auto-detected from the chart and mapped across all supported exchanges — no manual input needed.
Suggested timeframe: 1H (default percentile lookback is 336 bars, which equals ~14 days on 1H charts).
Signals are contextual, not standalone triggers. Use them to identify:
- flow/price divergences
- potential absorption zones
- extreme participation conditions
█ ⚙️ SETTINGS
Data Sources (Perpetual Futures Only) — Enable/disable Binance, Bybit, OKX, Bitget
Settings — Intrabar precision (1/5/15/60), daily reset
Signals — Percentile lookback (default 336 bars, ~14 days on 1H), min percentile for divergence (75), swing length (8), trend filter SMA (20), absorption volume lookback (10) and multiplier (1.5), show/hide toggles for divergences, absorption, trend filter, and info table
█ 💡 WHAT MAKES THIS DIFFERENT
Most CVD indicators rely on a single exchange and lack statistical context.
This script aggregates flow across venues and ranks it using a percentile system, providing a clear measure of whether current activity is extreme or routine.
Bull and bear distributions are handled separately, avoiding distortion from mixed data.
█ ⚠️ LIMITATIONS
— Works only on perpetual futures (.P required)
— Delta is estimated from OHLCV, not tick-level order book data
— Exchange data availability may vary by symbol
— Intrabar resolution affects precision and performance
█ 📌 DISCLAIMER
This is a contextual analysis tool, not a signal generator.
It does not provide buy/sell signals and should not be used as a standalone trading system. Always apply proper risk management.
Indicator
Institutional CVD Divergence [Eduardo T.]Most retail cvd indicators fail because they aggregate too much historical noise or bog down the rendering thread, I built this lightweight proxy for cumulative volume delta divergence to act as a baseline filter for structural shifts before deploying heavier raw tick parsing models. It simply decouples the bull/bear volume aggregation from the price action and flags real-time divergence anomalies directly on the chart, useful if you are trying to map institutional liquidity sweeps without freezing your platform during nfp or high volatility windows.
Indicator
Quantum Liquidity Map - VP, VWAP & CVD Confluence [NikaQuant]Info:
An overlay that combines three institutional order-flow methods — visible-range Volume Profile, session-anchored VWAP with standard-deviation bands, and Cumulative Volume Delta with divergence detection — into one coordinated tool for reading liquidity and order-flow conviction.
## Why This Combination Exists
Each of the three methods answers a different question about price, and none of them can answer the others alone. Volume Profile answers "where has the market actually traded?" — it locates the price levels participants have defended with size. Anchored VWAP answers "how far is the current price from the session's true volume-weighted average?" — it measures stretch from fair value. CVD divergence answers "is this move real?" — it exposes when a new price high or low is being printed on weakening order-flow pressure.
Used in isolation, each method produces false signals. A Value Area edge can be tagged without any participation. A VWAP band touch can continue for hours without mean-reverting. A CVD divergence can fire in a vacuum away from any structural level. The coordination is the entire point of this script: a Value Area edge touched while price is already two standard deviations stretched from VWAP, with a confirmed CVD divergence printing at the same bar — three independent systems agreeing — is a structurally different event than any one of them firing alone. The script exists to make that specific confluence visible in a single overlay without chart clutter or flipping between tools.
## How It Works
Volume Profile — The visible range is split into horizontal price buckets. Each completed bar's volume is distributed into the bucket containing its midpoint. The highest-volume bucket becomes the Point of Control (POC). From the POC outward, buckets are added alternately above and below (whichever neighbour carries more volume) until a configurable percentage of total volume is captured — 70% by default, following the CBOT value-area method. The upper and lower boundaries of that expansion become Value Area High (VAH) and Value Area Low (VAL). A previous-session POC that current price has not yet revisited is drawn as a "naked POC" — an untested volume cluster that tends to act as a magnet.
Anchored VWAP — The volume-weighted average price is calculated from scratch each time the anchor period resets (thirteen anchor options from one hour through yearly). Two standard-deviation bands are derived from the running variance of the weighted price distribution, with multipliers adjustable for both the inner and outer bands. Bands are deliberately suppressed for the first five bars of every new anchor period, because variance is mathematically unstable immediately after a reset and early spikes would be misleading.
CVD Divergence — Cumulative Volume Delta is estimated per bar using the close-location-within-range method: a bar that closes near its high is interpreted as predominantly buy-driven, one that closes near its low as sell-driven, and the net difference is summed across the session. Structural swing highs and lows are detected with equal left and right confirmation windows, which prevents repainting because a pivot is only recognised once both sides are closed. A divergence is flagged only when three conditions are met: (1) price prints a new swing extreme relative to the previous one, (2) the CVD value at that swing fails to confirm the new extreme, and (3) the swing itself exceeds 1.5 times the 14-bar Average True Range. The ATR gate is the key noise filter — it throws out minor pivots that would otherwise generate meaningless divergences during tight consolidations.
## How To Use It
- Start with the profile: locate POC, VAH, and VAL. These are the decision levels.
- Check the VWAP band zone (shown live in the dashboard). Inside ±1 standard deviation of VWAP, price is near fair value. Beyond ±2 standard deviations, it is statistically stretched and mean-reversion odds improve.
- Look for confluence at profile levels. A rejection candle at VAH while price is also outside the +2 standard deviation band on VWAP and a bearish CVD divergence has just fired is the highest-probability setup the indicator produces. The inverse applies at VAL.
- A naked POC tag accompanied by CVD trending in the same direction as the test is more likely to hold than one where CVD disagrees.
- Recommended timeframes: 5-minute through 4-hour for intraday; 1-hour through daily for swing. The VWAP anchor period should match the trading horizon — Session for intraday, Weekly or Monthly for swing.
- Recommended markets: liquid futures, major FX pairs, large-cap equities, and liquid crypto perpetuals — any market where per-bar volume is meaningful enough for the close-location-within-range buy/sell estimate to be informative.
- Avoid using on illiquid symbols where volume is sparse or spiky, and on non-standard chart types (Heikin Ashi, Renko, Kagi, Point & Figure, Range) — they distort both the profile inputs and the CVD calculation.
## Settings
- Profile Rows (default 60): number of horizontal buckets. Higher values give finer resolution at the cost of more noise per bucket.
- Value Area % (default 0.70): volume percentage that defines the value area, following the CBOT convention.
- Lookback Bars (default 48): how many completed bars of history feed the profile.
- Show Naked POC (default on): draws previous-session POCs that current price has not yet revisited.
- Profile Width (default 0.30): horizontal footprint of the heatmap as a fraction of the lookback window.
- CVD Pivot Lookback (default 5): bars required on each side to confirm a swing. Higher values produce fewer but stronger divergence signals.
- VWAP Period (default Session): anchor period from one hour through yearly.
- Inner SD Multiplier (default 1.0) and Outer SD Multiplier (default 2.0): standard-deviation band widths.
- Dashboard position, size, and dark-mode toggle: cosmetic only.
## Alerts
Four alert conditions are included, each with a JSON payload suitable for webhook routing:
- Price touches POC (within half an ATR)
- Price enters the VAH zone
- Price enters the VAL zone
- CVD divergence detected (bullish or bearish)
## Notes
- Non-repainting. Divergence signals fire only on confirmed (closed) bars and require both-sided pivot confirmation. The profile, VWAP and CVD values use historical bar data only, with no lookahead.
- The CVD estimate is range-based (close-location-within-range), not tick-based. On very short timeframes, where a single bar can contain many aggressive sweeps, this is an approximation of true order flow — it correlates well with tick CVD on liquid instruments but is not a substitute for it on sub-minute scalping.
- Overlay indicator, pinned to the right scale. Pine Script v6.
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Indicator
Bookmap TrapsOverview
This indicator utilizes the request.footprint() function to analyze sub-bar order flow and identify where large participants are "trapped" or "underwater." By aggregating tick-level volume and identifying imbalances at the edges of candles (wicks), it highlights high-probability reversal zones and exhaustion points.
Note
This is an upgrade version of my Bookmap Footprint Imbalance Bubbles indicator, check my profile to check it out. Footprint data on pulsewire is also inaccurate after a certain cutoff, it is different for every ticker. Reduce the max lookback bars to ignore that data.
How it Works
The script calculates the delta and volume for every price level within a bar. It specifically looks for "Aggregated Traps"—clusters of buy or sell imbalances that occur at prices the market has since moved away from.
Trapped Buyers: Occur when significant buy imbalances are found at the top of a candle, but the price closes lower.
Trapped Sellers: Occur when significant sell imbalances are found at the bottom of a candle, but the price closes higher.
Key Features
Aggregated Cluster Logic: Instead of cluttering your chart with every single imbalance, this script sums up the trapped volume across the entire bar to provide a single, weighted "Bubble" at the average price of the trap.
Top % Filter: A unique feature that allows you to filter for only the most significant events. Setting this to 10% will hide all but the top 10% largest volume traps currently on your chart.
Dynamic Scaling: Choose between Size Scaling (larger bubbles for more volume) or Transparency Scaling (more opaque bubbles for higher conviction).
Strict Wick Mode: When enabled, the script only considers traps occurring in the outer 30% of the candle (the wicks), ensuring you are only seeing true exhaustion.
Auto-Scale Percentile Logic: The indicator automatically identifies "Outliers" based on chart history, ensuring the bubbles remain visually relevant regardless of the asset's typical volume.
Settings Guide
Ticks per Row: Consolidates price levels. Use 1 for precision (e.g., Forex/Indices) or higher numbers for high-priced stocks/crypto.
Imbalance Ratio: The multiplier required to trigger a trap (e.g., 3.0 means buyers must be 3x stronger than sellers).
Show Top % of Traps: The ultimate filter. Reduce this to 5% or 10% to see only the "Whale" activity.
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
Aegis Whale Tracker [wjdtks255]Aegis Whale Tracker: Advanced Supply-Demand Engine
■ OVERVIEW
The Aegis Whale Tracker is a high-fidelity volume analysis framework designed to detect institutional accumulation and distribution phases through Whale Momentum Detection and Supply-Demand Acceleration. Unlike standard volume bars, this engine deciphers the "intent" behind the volume by calculating the net pressure and velocity of capital flow.
■ CORE ARCHITECTURE
Whale Energy Engine (VEP Optimization): Scans a user-defined lookback period to identify volume that exceeds the maximum opposing pressure. This effectively captures "Whale" activity where institutional orders overwhelm the retail side.
Velocity Slope Analysis: A proprietary formula that measures the Acceleration (volSlope) of volume. It identifies whether a trend is gaining sustainable fuel or if it's a climactic "Blow-off" move.
Triple-Layer Pressure Filter: Utilizes an upgraded CBP (Core Buying Pressure) logic to categorize net market delta into 3 distinct stages, visualized through a precise dot system.
■ VISUAL INTERPRETATION
Blue/Purple Columns (Whale Signals): High-conviction institutional accumulation (Blue) or distribution (Purple) confirmed by the Whale Energy Engine.
Mint/Red Gradient: Represents standard price action, with brighter shades indicating high-velocity momentum.
Institutional Pressure Dots: Lower status indicators that separate "Normal" pressure from "Strong" institutional intervention.
Indicator
Aegis VEP_CBP Hybrid [wjdtks255]■ OVERVIEW
The Aegis VEP_CBP Hybrid is a high-performance execution framework that synchronizes Volume Expansion Patterns (VEP) with Core Buying Pressure (CBP) to identify institutional accumulation and distribution phases. This script filters out retail noise by analyzing the net flow of capital within individual candle structures, ensuring that signals are only generated when true market delta is confirmed.
■ CORE ALGORITHMS
VEP (Volume Expansion) Engine: Scans historical price action to identify "Abnormal Volume" relative to the lookback period's maximums. A signal is only primed if the current volume exceeds the highest volume of opposing candles within the user-defined lookback.
CBP (Core Buying Pressure) Analysis: Calculates the "Net Pressure" by dissecting the candle range. It measures the delta between (Close - Low) and (High - Close), scaled by total volume, to reveal the hidden strength of market participants.
Hybrid Confirmation Logic: The system generates a GOLDEN or DEATH signal only when an abnormal volume expansion (VEP) aligns with a net pressure reading that exceeds its 20-period EMA.
■ VISUAL INTERPRETATION
GOLDEN (Yellow Triangle): Signals a high-conviction bullish expansion where buying pressure is statistically dominant.
DEATH (Purple Triangle): Signals a high-conviction bearish distribution where selling pressure has reached critical levels.
Dynamic Power Background: The background color reflects the real-time net capital flow, providing immediate bias feedback.
Indicator
Institutional Zone Mapper [JOAT]Institutional Zone Mapper
Introduction
Institutional Zone Mapper is an open-source overlay indicator that detects swing-pivot order blocks — the last impulsive candle preceding a significant price displacement — and renders them as persistent box-based zones with session-color-coded borders, a four-component strength score from 0 to 10, touch-count tracking, and a configurable mitigation lifecycle. The indicator identifies the candle immediately before a confirmed swing pivot, verifies that a meaningful ATR-scaled displacement followed, and places a zone around that candle's midpoint. Zones are born with a strength score derived from displacement magnitude, session context, age, and zone height — allowing traders to instantly distinguish premium, high-conviction zones from weak, low-probability ones.
The core problem this indicator solves is that most order block tools place zones mechanically without quality filtering, flooding the chart with dozens of marginal levels that have little predictive value. The IZM's four-component scoring system ensures only zones with meaningful institutional characteristics survive on the chart. A minimum strength filter removes everything below the user-defined threshold, and the mitigation system automatically removes, stops extending, or fades zones that have been closed through — maintaining a clean, current map of active supply and demand.
Core Concepts
1. Swing Pivot Detection
The indicator uses ta.pivothigh and ta.pivotlow with a configurable swing length. A pivot high confirmed at bar_index means a price high existed swingLen bars ago that was higher than the swingLen bars on either side of it. When a pivot low is confirmed, the indicator looks back through a configurable candle lookback window to find the last bearish close candle before that pivot — this is the bullish order block candidate. The displacement check ensures the move from that candle to the pivot was at least ATR * dispMult, filtering out low-momentum pivots that are unlikely to represent genuine institutional accumulation.
2. Four-Component Strength Scoring
Each zone receives a score between 0 and 10 from four additive components:
Displacement Score (0-3): The ratio of the displacement to ATR is binned — larger moves score higher, capped at 3.0
Session Score (0-2): London and NY session zones score 2.0, Asia zones score 1.0, off-hours score 0.5
Age Score (0-2): Freshly formed zones (under 30 bars) score 2.0; zones over 150 bars old score 0.5
Zone Height Score (0-3): Zones whose ATR-normalized height falls in a sweet spot (0.5 to 2x ATR) score 3.0 — too tight or too wide zones score lower
The minimum strength filter (default 3.0/10) removes zones that fail to meet the threshold, keeping the chart uncluttered.
3. Session Classification and Color-Coded Borders
Each zone's birth session is stored and used to color its border: London zones receive a blue border (#60a5fa), NY zones a pink border (#f472b6), Asia zones a green border (#34d399), and off-hours zones a gray border (#64748b). The session is detected from the candle's timestamp using UTC hours, mapping to standard London (08:00-17:00 UTC), New York (13:00-22:00 UTC), and Asia (00:00-09:00 UTC) windows. This allows traders to immediately gauge which market session was active when institutional activity was registered.
4. Mitigation Lifecycle
When price closes through a zone — below the bottom of a bull OB, or above the top of a bear OB — the zone is considered mitigated. Three mitigation behaviors are available:
Delete: Zone is removed entirely from the chart
Stop Extending: Zone stops extending to the right and fades to near-transparent (zone box is fixed at the current bar)
Keep: Zone remains but fades visually to indicate mitigation
Touch counting is separate from mitigation — each confirmed close inside the zone increments the touch count, and the border progressively darkens with each retest to communicate how many times price has interacted with the level.
5. Proximity Detection
A configurable ATR buffer defines a proximity zone above each bull OB and below each bear OB. When price enters this buffer without yet entering the zone, the dashboard shows "NEAR" and proximity diamonds appear on the chart. This gives an early warning that price is approaching an active level before the actual retest occurs.
IZM showing the proximity diamond markers appearing as price approaches a bull OB from above, the info label updating with live age and touch count, and a faded zone after mitigation with the Stop Extending behavior active
Features
Swing Pivot Order Block Detection: Locates the last impulsive candle before a confirmed swing high or low with ATR-scaled displacement verification
Four-Component Strength Score (0-10): Displacement, session, age, and zone height combine into a single quality score — only zones above the minimum threshold are displayed
Session-Colored Borders: London blue / NY pink / Asia green / Off gray borders identify which session birthed each zone at a glance
Box-Based Zone Rendering: Solid box fills with session-colored borders — substantially more visible than linefill-based zone systems
Touch Count Darkening: Zone border opacity increases with each confirmed retest, visually communicating how frequently price has revisited the level
Three Mitigation Behaviors: Keep, Stop Extending, or Delete — each with optional fade-on-mitigation toggle
Proximity Markers and Dashboard State: Diamond markers and NEAR/ACTIVE dashboard state when price enters or approaches active zones
Info Labels: Dynamic text labels at zone right edge showing type, strength score, session, age in bars, zone height in pips/ticks, and touch count
Position Filter: Optional toggle to show only bull OBs below current price and bear OBs above, removing zones that are contextually irrelevant to the current price location
Max Active OBs: Oldest zones are trimmed when the array exceeds the configured maximum, keeping memory usage bounded
9-Row Dashboard: Active bull/bear OB counts, touch states (ACTIVE / NEAR), current session, ATR, minimum displacement distance, minimum strength threshold
6 Alertconditions: Zone entry, proximity approach, and new zone creation alerts for both bull and bear sides
Input Parameters
Order Block Detection:
Swing Length: Pivot confirmation lookback — higher values detect more significant, less frequent pivots (default 7)
OB Candle Lookback: How many bars back to search for the qualifying order block candle (default 20)
Displacement ATR Mult: Minimum displacement from OB candle to pivot, as a multiple of ATR (default 1.3)
Max Active OBs / Side: Maximum concurrent zones per direction before oldest are trimmed (default 5)
Min Strength Filter: Minimum strength score required to display a zone (default 3.0/10)
Zone Settings:
Zone ATR Width: Half the zone height expressed as ATR multiplier — sets the vertical thickness of zones (default 0.75)
Proximity Buffer (ATR): Distance above/below zone edge that activates the NEAR state (default 0.25)
Position Filter: When enabled, only shows zones on the correct side of current price (default off)
Mitigation:
On Mitigation: Keep / Stop Extending / Delete (default Stop Extending)
Fade On Mitigation: Whether to reduce zone opacity when mitigated (default on)
How to Use This Indicator
Primary Setup — Zone Retest Entry:
Look for price returning to an active zone (box fill area) after displacement away from it. When the dashboard shows ACTIVE and the zone has a high strength score (7+), this represents a high-quality retest opportunity. Enter in the zone's direction with a stop beyond the opposite edge of the box.
Reading the Strength Score:
Zones scoring 7-10 should be treated as premium levels — the displacement was large, the session was active, the zone is fresh, and the height is optimal. Zones scoring 3-5 are marginal. Use the minimum filter to remove low-quality zones entirely if the chart becomes cluttered.
Session Context:
London and NY zones (blue and pink borders) represent the most liquid, highest-participation session activity. An Asia-born zone that has not been retested by London or NY open is lower priority. A NY-born zone returning to price during the following London session is a high-context setup.
Proximity Workflow:
When a proximity diamond appears, price is approaching but has not entered a zone. This is the time to prepare your entry plan — set alerts using the Approaching alerts, watch for confirmation signals on a lower timeframe, and be ready when the NEAR state transitions to ACTIVE.
Indicator Limitations
Order block detection requires a confirmed swing pivot — pivot confirmation in Pine Script v6 is delayed by swingLen bars, meaning zones are created with a bar offset relative to the actual pivot price action
The displacement check uses the current-bar ATR, not the ATR at the time the zone was created — on rapidly expanding volatility environments this can temporarily raise the displacement threshold and filter out recent zones
The four-component scoring system uses static bin boundaries. Markets with unusually large or small ATR ranges may require tuning the displacement multiplier and zone width parameters to produce well-calibrated scores
Touch count increments on any confirmed close inside the zone, including the candle that originally created it. The first touch is therefore always the creation bar itself; meaningful retest context begins at touch count 2+
The mitigation logic detects a close through the zone edge, not an intrabar wick. Strong impulse candles that close back inside the zone will not trigger mitigation despite briefly penetrating the level
Originality Statement
This indicator is original in its four-component strength scoring system, session-colored border architecture, and touch-count border darkening feedback mechanism. The publication is justified because:
The four-component strength score (displacement, session, age, zone height) produces a quantitative quality ranking that is not present in standard order block tools, allowing the user to immediately identify premium versus marginal zones without manual evaluation
Session-colored borders encode institutional session context directly into the zone visual without requiring the user to maintain a separate session indicator, creating a self-contained contextual map
Touch-count border darkening provides a progressive visual feedback loop that communicates zone interaction history — the darker the border, the more times price has revisited the level
The proximity buffer and NEAR/ACTIVE dashboard state create a two-stage alert system that gives traders preparation time before an actual zone retest, reducing late entries
The mitigation lifecycle with fade-on-mitigation is a novel approach to zone management that preserves chart history while clearly delineating which zones remain actionable
Disclaimer
This indicator is provided for educational and informational purposes only and does not constitute financial advice or a recommendation to buy or sell any financial instrument. Past performance of any pattern or signal does not guarantee future results. All trading involves substantial risk. Always use proper risk management and conduct your own independent analysis.
— Made with passion by officialjackofalltrades
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
Intrabar Order PressureDetects and visualizes significant intrabar volume bursts — defined as a cumulative volume increment above a configurable lot threshold between consecutive tick updates within a real-time candle — plotted as color-coded circles at the price level where the burst was detected. Circle size scales with burst magnitude. Green = upward price movement on the burst tick, red = downward.
What it's for
Spotting acute absorption and aggressive order flow within the current price movement. When significant volume clusters at a specific price level within a candle, it can indicate large players actively absorbing supply or demand. This indicator surfaces that activity directly on the chart.
What it is not
Not a true footprint chart. Since Pine Script has no access to aggressor side (bid/ask), the indicator uses the volume and price changes available across consecutive tick updates in the real-time candle to approximate order flow direction — bursts where price moved up are colored green, down red. Volume bursts represent batched activity across multiple transactions between tick updates, not individual orders. As these updates can only be recorded during a real-time candle’s lifecycle, historical rendering is not possible.
Intended use
Short-term traders and scalpers monitoring for institutional absorption, stop hunts, or momentum confirmation at key levels within the last N candles of live price action. Day traders who want to optimize their entries.
Indicator
ES Algorithmic Order Flow: Tracking the Institutional FootprintA lot of retail traders are getting chopped up trying to pick tops and bottoms on the ES this week. If you strip away the lagging indicators and look strictly at the algorithmic order flow the picture becomes incredibly clear
I have my custom Institutional MTF Dashboard running alongside our Smart Money Footprint engine here on the chart, and you can see the exact moments where volume anomalies overlap across the 15-minute and 1-hour timeframes. When the footprint highlights a massive supply sweep and the dashboard flashes a volume surge in absolute alignment, that is smart money stepping in to aggressively absorb retail liquidity. I originally engineered these tools specifically to filter out the noise for prop firm execution models. I decided to open-source the visual UI versions on my profile so you guys can see the mechanics and the math for yourselves. Stop trading blind, for those running serious capital who need this exact execution logic hardcoded into low-latency C# or Python automated bots, you know where to find my inbox.
Indicator
Institutional Multi-Timeframe Dashboard Trend & Volume AlignmentStop getting chopped up by micro-trends. Institutional algorithms do not care about your 1-minute chart, they align execution across macro timeframes. I originally engineered this Multi-Timeframe (MTF) Dashboard for our prop firm traders to give them a heads-up display of algorithmic trend alignment and volume anomalies across the 15m, 1H, and 4H charts simultaneously.
When all three timeframes light up with a "Volume Surge" and align in the same direction, that is where the high-probability asymmetry lies. I decided to open-source the visual UI for the PulseWire community. Use it to filter your discretionary entries. However, if you are running serious capital and need this exact logic hardcoded into a fully automated, low-latency execution bot for NinjaTrader 8 or MetaTrader 5, send me a private message (DM), my team specializes in custom algorithmic architecture and B2B systems.
Indicator
Naive Bayes DNA Heatmap | GainzAlgoThe Naive Bayes Volume Heatmap is a predictive analytical suite that moves beyond traditional lagging indicators. While a standard RSI or MACD simply tells you where price has been, this system uses Gaussian Machine Learning to determine the statistical probability of where price is going.
By analyzing the Volume of a candle, the internal distribution of volume, delta, and price force, the indicator visualizes market sentiment as a multi-layered heatmap. It allows traders to see whether the current price action is backed by institutional flow or is simply noise.
Core Logic: The Naive Bayes Engine
The brain of the system is a Gaussian Naive Bayes (GNB) classifier. This is a machine learning algorithm that calculates the probability of an event based on prior conditions.
How it Learns
The model continuously "trains" itself on a lookback window (default 500 bars). It analyzes two primary features:
Intensity (Feature 1): Relative Volume (1m mode) or Net Delta (Footprint mode).
Directional Force (Feature 2): The relationship between price spread and volume (1m mode) or POC Distance (Footprint mode).
Here is the self contained function that does the heavy lifting of the probability analysis:
f_naive_bayes(float feat1, float feat2, float target, int len) =>
m1_f1 = ta.sma(target > 0 ? feat1 : na, len), m1_f2 = ta.sma(target > 0 ? feat2 : na, len)
m0_f1 = ta.sma(target <= 0 ? feat1 : na, len), m0_f2 = ta.sma(target <= 0 ? feat2 : na, len)
v1_f1 = math.pow(ta.stdev(target > 0 ? feat1 : na, len), 2), v1_f2 = math.pow(ta.stdev(target > 0 ? feat2 : na, len), 2)
v0_f1 = math.pow(ta.stdev(target <= 0 ? feat1 : na, len), 2), v0_f2 = math.pow(ta.stdev(target <= 0 ? feat2 : na, len), 2)
p1 = nz(ta.sma(target > 0 ? 1.0 : 0.0, len), 0.5)
l1 = f_pdf(feat1, nz(m1_f1), nz(v1_f1)) * f_pdf(feat2, nz(m1_f2), nz(v1_f2)) * p1
l0 = f_pdf(feat1, nz(m0_f1), nz(v0_f1)) * f_pdf(feat2, nz(m0_f2), nz(v0_f2)) * (1.0 - p1)
prob = nz(l1 / (l1 + l0 + 0.000001), 0.5)
This function is the engine of the indicator. It implements a Gaussian Naive Bayes Classifier directly in Pine Script to calculate the real-time probability of a bullish move.
Here is a breakdown of how this code processes market data:
Class Separation (The "M" and "V" Variables)
The function splits historical data into two buckets based on the target (Price Action):
Bucket 1 (Bullish): Data from bars that closed green.
Bucket 0 (Bearish): Data from bars that closed red.
It then calculates the Mean (m) and Variance (v) for each feature within those buckets. This creates two distinct "profiles"—essentially a mathematical fingerprint of what a Bullish bar looks like versus a Bearish one.
Bayesian Inference (The Result)
Finally, it applies Bayes' Theorem to combine these likelihoods with the Prior Probability (p1)—which is simply the historical win rate of green bars over the lookback period.
The final prob is a normalized value between 0 and 1. If the result is 0.85, the model is signaling an 85% statistical probability that the current market conditions align with historical bullish reversals.
The Math
As discussed above, the engine uses the Probability Density Function (PDF) to map these features onto a bell curve. It asks: "In the past, when we saw this specific volume intensity and this specific price force, how often did the next bar close green versus red?"
The result is a Win Probability %. If the probability is >50%, the bias is Bullish; <50% is Bearish.
The Heatmap
The Heatmap is a vertical stack of 20 independent probability layers.
Multi-Horizon Smoothing: Each layer represents a different generation of the Naive Bayes calculation, ranging from ultra-fast (5-bar smoothing) to long-term (100-bar smoothing).
Specialized Features
The Power Index (The White Line)
The Power Index is your Confluence Meter . It scans all 20 layers of the data and counts how many are currently signaling a trend above a 60% threshold.
A spiking Power Index indicates that the trend is synchronizing across all time horizons, a high-probability entry signal.
Footprint Mode vs. 1-Minute Mode
1-Minute Precision: When active, the script uses request.security_lower_tf to deconstruct the current chart bar into 1-minute slices. It finds the "hidden" intent inside the candle that standard indicators miss.
Footprint Analysis: This mode hooks into raw Exchange Order Flow. It calculates Aggressive Buying vs. Aggressive Selling to feed the Naive Bayes engine the most "raw" data possible.
The sidebars: Unique to Footprint mode, these wide neon bars appear to the right of the heatmap.
Real-Time Volume Scaling: The bars grow and shrink based on the current bar's Buy/Sell volume ratio.
Divergence Spotting: If the Heatmap is bright Aqua (Bullish) but the Pink Sell Box is 80% full, you are witnessing Absorption, big players are absorbing the selling, often leading to a massive squeeze.
How to Use the Suite
The Elite Entry
Identify the Bias: Check the NB Probability in the table. You want to see >65% for a high-probability trade.
Confirm the Match: Ensure the heatmap layers are expanding (moving from the dark center toward the bright edges).
Check the Power Index: Wait for the white line to curve upward, confirming momentum is stacking.
The Signal: When the "NB SIGNAL" cell in the table flips to ELITE LONG or ELITE SHORT, the statistical edge is at its peak.
The Elite Exit
Exit when the inner layers of the heatmap turn back to Midnight Charcoal or the opposite color. This indicates that the immediate heartbeat of the trend has faded, even if the longer-term layers are still colored.
Indicator
[ A L P H X ] Nexus - SMC Order Flow Confluence EngineAlphaX Nexus — Smart Money Concepts × Order Flow Confluence Engine, Market Structure Detection, Institutional Zone Mapping & Real-Time Verdict Dashboard
AlphaX Nexus is a professional-grade Smart Money Concepts and Order Flow analysis system built on a proprietary eight-factor Confluence Engine that unifies market structure, institutional price zones, liquidity mechanics, and raw order flow data into a single precision-scored signal framework. It detects Break of Structure and Change of Character events in real time, automatically draws and manages Order Block and Fair Value Gap zones, identifies liquidity sweeps and equal highs/lows, estimates buy-sell delta without tick data, detects institutional absorption, and delivers graded entry signals with a live confidence breakdown — all governed by a real-time verdict dashboard. Designed for intraday traders on fast-moving instruments like XAUUSD, indices, and forex majors.
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🏗 The Five-Engine Architecture — How It Works
AlphaX Nexus is not a single indicator layered on price — it is a multi-engine confluence system where every component is purpose-built and feeds into a central scoring mechanism. Five interconnected engines run simultaneously on every bar:
Market Structure Engine — detects Break of Structure and Change of Character using pivot-based swing detection
Institutional Zone Engine — auto-draws and manages Order Blocks and Fair Value Gaps anchored to structural events
Liquidity Engine — identifies sweep events, equal highs/lows, and engineered liquidity grabs
Order Flow Engine — estimates buy/sell delta, detects absorption candles, and flags volume climax events
Confluence Scoring Engine — aggregates all of the above into a real-time score (0–8) and weighted confidence percentage (0–100%), produces a letter grade, and renders a live verdict
Every signal that appears on the chart has passed through all five engines simultaneously. Nothing fires from a single condition in isolation.
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📐 Market Structure Engine — BOS & CHoCH
SCREENSHOT_BOS_CHOCH
BOS ↑ and CHoCH ↑ labels marking continuation and reversal structural events — CHoCH rendered larger to reflect its higher significance
The foundation of AlphaX Nexus is a clean pivot-based market structure model. Swing highs and lows are identified using a configurable Swing Detection Length (default: 7 bars either side), and the system tracks the two most recent swing highs and lows at all times to monitor structural progression.
Break of Structure ( BOS ↑ / BOS ↓ )
A BOS is a continuation event . It fires when:
Price closes above the last confirmed swing high while the structural trend is already bullish or undefined → BOS ↑ label appears below the bar in yellow-green
Price closes below the last confirmed swing low while the structural trend is already bearish or undefined → BOS ↓ label appears above the bar in red
BOS confirms that the existing trend is intact and progressing. It is the signal to look for re-entry setups in the direction of the established move.
Change of Character ( CHoCH ↑ / CHoCH ↓ )
A CHoCH is a reversal event — the first structural break against the established trend. It fires when:
Price closes above the last swing high while the structural trend was previously bearish → CHoCH ↑ signals a potential bullish transition
Price closes below the last swing low while the structural trend was previously bullish → CHoCH ↓ signals a potential bearish transition
CHoCH labels are rendered larger and brighter than BOS labels to reflect their higher significance. Once a CHoCH fires, the structural trend flips and subsequent breaks in that direction become BOS events. The structureTrend variable (1 = bullish, -1 = bearish, 0 = ranging) propagates directional context across the entire Confluence Engine — every other component reads from it.
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🟩 Order Block Engine
Active bullish and bearish Order Block zones extending to the right — solid-bordered boxes marking institutional demand and supply areas
Order Blocks are the last opposing candle before an impulsive structural break — the footprint of institutional order flow that caused the move. AlphaX Nexus auto-draws, manages, and tracks these zones in real time.
How Order Blocks are identified:
Bullish OB — on a BOS ↑ or CHoCH ↑, the engine scans back up to 15 bars to find the last bearish candle (close < open) before the break. The full high-to-low range of that candle becomes the OB zone, drawn in yellow-green
Bearish OB — on a BOS ↓ or CHoCH ↓, the engine scans back up to 15 bars to find the last bullish candle (close > open). That candle's full range becomes the OB zone, drawn in red
Volume Confirmation Filter
When enabled, the OB candle must have volume exceeding the 20-bar Volume SMA multiplied by a configurable OB Volume Multiplier (default: 1.4×). Only OBs backed by genuine institutional activity are drawn — random opposing candles do not qualify.
Active Zone Management:
Max Active Order Blocks (default: 4) — when the limit is reached, the oldest OB is removed to make room for new ones
OB Max Age (default: 80 bars) — zones expire automatically to prevent stale OBs from cluttering the chart
Mitigation Mode — two options for when an OB is considered consumed:
Wick — the OB is mitigated when any wick penetrates through the zone boundary
Close — stricter mode; only a bar closing beyond the boundary triggers mitigation
When price is currently trading inside an active OB, the zone flags as active and feeds directly into the Confluence Score and dashboard
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🟦 Fair Value Gap Engine
Bullish and bearish Fair Value Gap zones rendered with dotted borders — distinguishing them visually from the solid-bordered Order Blocks
Fair Value Gaps are price imbalances created by impulsive institutional moves where three consecutive candles leave a gap between the first and third candle's range. AlphaX Nexus identifies these automatically and manages them as live zones.
How FVGs are identified:
Bullish FVG — the low of the current bar sits above the high of the candle two bars ago, with the middle candle bullish (close > open). The gap between those two levels is the FVG zone
Bearish FVG — the high of the current bar sits below the low of the candle two bars ago, with the middle candle bearish. The gap between those two levels is the FVG zone
A minimum size filter expressed as a percentage of ATR (default: 15% of ATR-14) prevents micro-gaps from cluttering the chart — only genuinely significant imbalances are drawn
FVG zones are rendered with a dotted border and subtle fill, clearly distinguishing them from Order Blocks at a glance. Like OBs, they extend to the right until filled or expired.
Zone Management:
Max Active FVGs (default: 4) limits simultaneous zones on screen
FVG Max Age (default: 60 bars) auto-expires old gaps
A bullish FVG is filled and removed when price drops to or below its lower boundary; a bearish FVG when price rises to or above its upper boundary
When price is trading inside an active FVG, the zone is flagged and feeds the Confluence Engine
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💧 Liquidity Engine — Sweeps & Equal Highs/Lows
$ SWEEP labels marking bullish and bearish liquidity grab events — dashed lines connecting equal swing highs and lows marking institutional liquidity pools
Institutional traders frequently engineer liquidity grabs before reversals — spiking price into pools of stop orders above swing highs or below swing lows, filling their positions against trapped retail traders, then reversing. AlphaX Nexus identifies both the sweep event and the liquidity pools themselves.
Liquidity Sweeps ( $ SWEEP )
The engine monitors a rolling Liquidity Lookback window (default: 25 bars) to track recent highs and lows:
Bullish Liquidity Sweep — price wicks below the recent low of the lookback window but closes back above it, with a bullish close. A "$ SWEEP" label appears below the bar in yellow-green, signalling that sell-side liquidity was grabbed and a bullish reversal may follow
Bearish Liquidity Sweep — price wicks above the recent high but closes back below it, with a bearish close. A "$ SWEEP" label appears above the bar in red, signalling that buy-side liquidity was taken
A confirmed liquidity sweep scores 15 points in the Confidence Engine — one of the highest single-factor contributions available.
Equal Highs / Equal Lows — Liquidity Pool Lines
When two consecutive swing highs are within a configurable Equal Level Threshold (default: 0.08%) of each other, the engine draws a dashed horizontal line at the average of the two highs — marking an Equal Highs level. The same logic applies to Equal Lows. These levels represent clusters of stop orders and are prime targets for institutional sweeps. Lines update automatically as new swings form.
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📊 Order Flow Engine — Delta, Absorption & Volume
Diamond absorption markers, volume spike dots at the bottom of the chart, and delta divergence triangles — the order flow layer operating beneath price
Without tick data, AlphaX Nexus uses a proprietary candle-position method to estimate real-time buy and sell pressure, detect institutional absorption, and identify volume climax events — all from standard OHLCV data.
Estimated Delta (Buy vs Sell Volume)
On every bar, the engine estimates the proportion of volume that was buyer-driven versus seller-driven based on where price closed relative to the candle's full range:
Buy Volume Estimate — volume × ((close − low) / (high − low))
Sell Volume Estimate — remaining volume after buy estimate
Raw Delta — the difference between buy and sell estimates, smoothed by a configurable EMA ( Delta Smooth Length , default: 4)
Delta Divergence Detection:
Delta Accumulation (▲ triangle below bar) — price makes a new 10-bar low but smoothed delta is rising → institutional accumulation is occurring against the price move. A small yellow-green triangle appears below the bar
Delta Distribution (▼ triangle above bar) — price makes a new 10-bar high but smoothed delta is falling → institutional distribution is occurring into the rally. A small red triangle appears above the bar
Absorption Detection (◆ diamond)
Institutional absorption is detected when a candle has a large wick relative to its body combined with above-average volume — the hallmark of a large player absorbing supply or demand:
Bullish Absorption — lower wick exceeds the body size multiplied by the Absorption Wick/Body Ratio (default: 2.0×), volume is above average, and the candle closes bullish. A yellow-green diamond appears below the bar
Bearish Absorption — upper wick exceeds the body multiplied by the same ratio, volume is above average, and the candle closes bearish. A red diamond appears above the bar
Volume Spike Dots
When volume exceeds the Volume SMA multiplied by the Volume Spike Multiplier (default: 1.8×), a small dot appears at the bottom of the chart — yellow-green on a bullish bar, red on a bearish bar. This gives an immediate visual history of where institutional volume surges have occurred.
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🧠 Eight-Factor Confluence Scoring Engine
Every entry signal is scored by a real-time confluence engine that evaluates eight independent factors and produces two outputs: a raw score out of 8 and a weighted confidence percentage from 0 to 100% . Only signals meeting your configured Min Confluence Score threshold are displayed.
The eight confluence factors are:
1 — Market Structure (Score: 1 point / Confidence: up to 25%)
structureTrend == 1 (bullish) or -1 (bearish) contributes 1 point to the raw score
In the confidence calculation: confirmed bullish/bearish structure = 25%, ranging/undefined = 10%, opposing structure = 0%
2 — Price Inside Order Block (Score: 1 point / Confidence: up to 15%)
Price currently trading inside an active, unmitigated bullish or bearish OB
Represents the highest-probability demand or supply zone on the chart
3 — Price Inside Fair Value Gap (Score: 1 point / Confidence: up to 10%)
Price currently trading inside an active, unfilled bullish or bearish FVG
Confirms price is retesting a genuine institutional imbalance
4 — Liquidity Sweep (Score: 1 point / Confidence: up to 15%)
A confirmed bullish or bearish liquidity sweep on the current bar
One of the highest-weighted single-bar factors — a sweep into a zone and POI combination is the highest-probability setup in the system
5 — Volume Confirmation (Score: 1 point / Confidence: up to 7%)
Volume is above the 20-bar SMA and the candle closes in the signal direction (bullish close for long, bearish close for short)
Confirms that institutional participation is present on the signal bar
6 — Institutional Absorption (Score: 1 point / Confidence: up to 10%)
A bullish or bearish absorption candle detected on the current bar
High-volume wick rejection confirming that large players are actively absorbing supply or demand
7 — Delta Divergence (Score: 1 point / Confidence: up to 8%)
Delta accumulation (price at lows, delta rising) or delta distribution (price at highs, delta falling) detected on the current bar
Reveals hidden institutional accumulation or distribution that price action alone does not show
8 — EMA Trend Alignment (Score: 1 point / Confidence: up to 10%)
Full EMA fan alignment (Fast 21 > Medium 50 > Slow 200 for bulls, reverse for bears) = full 10% contribution
Partial alignment (price above/below 200 EMA with Fast above Medium) = 5% contribution
Confirms the macro structural backdrop supports the signal direction
Confidence Grade Scale:
A+ — 75% and above — highest conviction setups
A — 60% to 74%
B — 45% to 59%
C — 30% to 44%
D — below 30% — filtered out at default settings
The default minimum confluence score is 3 out of 8 — calibrated for XAUUSD 1-minute to allow valid high-probability setups through while blocking weak, low-factor signals. Increase to 4 or 5 for cleaner, lower-frequency signals on higher timeframes.
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🎯 Entry Signal Labels ( ▲ L O N G / ▼ S H O R T )
Entry signal labels rendered below/above price with dotted connector lines — showing the grade, confidence percentage, raw score and active confluence factors
When all conditions align — minimum confluence score met, signal cooldown cleared, and candle closing in the signal direction — an entry label fires. Labels are positioned at a configurable ATR offset from the candle (default: 3.4× ATR) to keep them clear of price, with a dotted connector line drawn from the bar to the label.
Each signal label displays three lines of information:
Line 1 — direction: ▲ L O N G or ▼ S H O R T
Line 2 — grade letter (A+, A, B, C) | confidence percentage | raw score out of 8
Line 3 — a checklist of every confluence factor that fired: ✓STR ✓OB ✓FVG ✓LIQ ✓VOL ✓ABS ✓DLT ✓EMA
Label color scales with confidence — brightest at A+, dimmed at lower grades — giving an immediate visual read on signal quality without reading the numbers.
Signal Conflict Resolution:
If both a bullish and bearish signal qualify on the same bar, the system compares the raw scores and publishes only the higher-scoring direction
If scores are exactly equal, both signals are suppressed — a genuinely ambiguous bar produces no signal
Signal Cooldown (default: 12 bars) prevents signal spam during fast-moving or choppy conditions by enforcing a minimum number of bars between consecutive signals.
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☁ Trend Cloud & EMA System
The Trend Cloud and three EMAs providing structural context — fanned EMAs confirm trend health, converging EMAs warn of choppy or ranging conditions
Three structural tools provide directional context beneath the signal layer:
Trend Cloud (Kijun/Tenkan Style)
Cloud Fast — the midpoint of the highest high and lowest low over the Cloud Fast Length (default: 9 bars)
Cloud Slow — the midpoint of the highest high and lowest low over the Cloud Slow Length (default: 26 bars)
When Cloud Fast is above Cloud Slow → cloud fills bullish yellow-green
When Cloud Fast is below Cloud Slow → cloud fills bearish red
The cloud thickness reflects the strength of the current directional move — a wide cloud means strong trending conditions, a collapsed cloud means choppy or ranging conditions
Three EMAs — Structural Context:
Fast EMA (21) — yellow-green cross marks — the immediate momentum reference. When price holds above the Fast EMA, intrabar momentum favours longs
Medium EMA (50) — gray line — the intermediate trend filter. Its slope direction confirms whether momentum is building or fading
Slow EMA (200) — dark gray thick line — the structural backbone. Used by the confidence scoring system and the dashboard as the macro trend divider
EMA Fan Analysis:
When all three EMAs are fanning outward in order (Fast > Medium > Slow for bullish, reverse for bearish) — the trend is healthy and entry signals carry maximum confidence weight from the EMA factor
When EMAs are converging — trend momentum is fading, expect chop or a structural shift
When EMAs are tangled and flat — range-bound market, the EMA factor scores zero in the confidence engine
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📊 Live Verdict Dashboard
The AlphaX Nexus dashboard — three-column layout showing all market metrics, active zone counts, bull/bear scores with grades, and the real-time verdict
A fully configurable on-chart dashboard presents the complete state of all five engines simultaneously. It updates on every bar and requires no sub-windows or separate panels.
Dashboard rows and what they display:
STRUCTURE — current structureTrend state (▲ BULLISH / ▼ BEARISH / — RANGING) with the most recent structural event (BOS or CHoCH) shown in the detail column
EMA TREND — full fan alignment state (▲ BULL ALIGNED / ▼ BEAR ALIGNED / — MIXED) with price position relative to the 200 EMA
CLOUD — current trend cloud direction (▲ BULLISH / ▼ BEARISH / — FLAT)
REL VOLUME — relative volume state (SPIKE / HIGH / NORMAL / DRY) with the exact multiplier (e.g. 2.14×)
DELTA FLOW — smoothed delta direction (▲ BUYING / ▼ SELLING / — FLAT) with accumulation or distribution label when a divergence is active
ACTIVE ZONES — live count of active Order Blocks and Fair Value Gaps, with a real-time indicator if price is currently inside any zone (IN OB▲, IN OB▼, IN FVG▲, IN FVG▼)
BULL SCORE — raw score out of 8, confidence percentage, and letter grade for the bullish direction
BEAR SCORE — raw score out of 8, confidence percentage, and letter grade for the bearish direction
VERDICT — the system's real-time conclusion based on score, structure, and EMA alignment combined
Verdict logic:
✓ HIGH CONFIDENCE LONG — bull score ≥ 5, structure bullish, EMA trend bullish
✓ HIGH CONFIDENCE SHORT — bear score ≥ 5, structure bearish, EMA trend bearish
△ LEAN LONG — CAUTION — bull score meets minimum threshold and structure is bullish, but EMA alignment is not fully confirmed
▽ LEAN SHORT — CAUTION — bear score meets minimum threshold and structure is bearish, but EMA alignment is not fully confirmed
✕ MIXED — STAND ASIDE — both scores meet the threshold simultaneously — no clear directional edge
✕ NO CLEAR EDGE — neither score meets the threshold — no tradeable condition
Dashboard position (Top Right / Top Left / Bottom Right / Bottom Left), text size (Tiny / Small / Normal), and background color are all fully configurable.
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🚀 How to Trade with AlphaX Nexus — Step by Step
Step 1 — Read the Dashboard Verdict
Check the VERDICT row first — it summarizes all five engines in a single line
HIGH CONFIDENCE signals only appear when structure, EMA trend, and score all align simultaneously
If the verdict is MIXED or NO CLEAR EDGE → do not trade. Wait for conditions to resolve
Step 2 — Confirm the Zone
Check the ACTIVE ZONES row — is price currently inside an OB or FVG?
A signal firing while price is inside a relevant zone (bullish signal in a bullish OB, or bearish signal in a bearish OB) is the highest-probability setup in the system
Signals that fire away from any active zone are lower conviction — proceed with caution
Step 3 — Wait for a $ SWEEP (Optional but Powerful)
A liquidity sweep into a zone before the signal fires is the ideal entry trigger
Sweep + OB/FVG + structure alignment = the full Smart Money setup with all major confluence factors active
Not every signal will have a sweep — but when it does, the confidence score and grade will reflect it
Step 4 — Enter on the Signal Label
A ▲ L O N G or ▼ S H O R T label with grade A or A+ is your primary entry signal
Read the confluence checklist on line 3 — the more ✓ marks, the stronger the setup
Place your stop loss beyond the relevant Order Block boundary or the recent swing high/low
Step 5 — Manage with the Dashboard
After entry, monitor the DELTA FLOW and REL VOLUME rows — if delta starts diverging against your position while volume spikes, momentum may be exhausting
Monitor the STRUCTURE row — if a CHoCH fires against your trade direction, the trend may be reversing
Watch the ACTIVE ZONES row — if price enters an opposing OB or FVG during your trade, consider taking partial profits
Step 6 — Exit When Structure Changes
A CHoCH in the opposite direction is the primary exit signal — the trend has reversed
A VERDICT shift to MIXED or NO CLEAR EDGE while in a trade is a warning to tighten your stop
Close remaining positions before the opposing trend establishes a new high-confidence score
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⚡ Key Features
🏗 Five-engine architecture — market structure, institutional zones, liquidity, order flow, and confluence scoring all running simultaneously
📐 Pivot-based BOS and CHoCH detection — clean structural labels with automatic trend state tracking
🟩 Auto-managed Order Block zones — volume-confirmed, mitigated, and age-expired automatically
🟦 Fair Value Gap zones — ATR-filtered, filled and removed when price returns
💧 Liquidity sweep detection with $ SWEEP labels — and equal highs/lows pool lines on dashed horizontals
📊 Estimated delta without tick data — buy/sell pressure estimated per bar using candle position method
◆ Institutional absorption detection — high-volume wick rejection candles marked with diamond shapes
🔵 Volume spike dots at the chart base — color-coded by direction for instant volume history
🧠 Eight-factor confluence scoring — each factor independently scored and weighted into a 0–100% confidence value
🎯 Grade-scaled signal labels — A+, A, B, C grades with full confluence checklist printed on every signal
📊 Live verdict dashboard — 14-row real-time summary of all engine states, scores, and directional verdict
☁ Kijun/Tenkan-style trend cloud — structural context cloud with directional fill
📐 Three EMAs (21 / 50 / 200) — fan analysis for trend health assessment
⏱ Configurable signal cooldown — prevents signal spam during choppy transitions
🎨 Cohesive dual-tone color theme — yellow-green for bullish, red for bearish, gray for neutral
🔔 10 alert conditions — structure events, entry signals, sweeps, and absorption with clean message formatting
⚙ Fully configurable — all detection lengths, thresholds, zone limits, colors, and display options adjustable from the settings panel
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⚙ Settings Reference
Market Structure
Swing Detection Length — pivot lookback length for swing high/low identification (default: 7)
Show Break of Structure — toggle BOS ↑ / BOS ↓ labels on chart
Show Change of Character — toggle CHoCH ↑ / CHoCH ↓ labels on chart
Show Structure Labels — master toggle for all structure labels
Order Blocks
Show Order Blocks — toggle OB zone boxes
Max Active Order Blocks — maximum number of simultaneous OB zones displayed (default: 4)
Mitigation Mode — Wick or Close mode for OB invalidation
Require Volume Confirmation — filter OBs by volume threshold
OB Volume Multiplier — minimum volume multiple required on the OB candle (default: 1.4×)
OB Max Age (bars) — auto-expiry age for uncollected OBs (default: 80)
Fair Value Gaps
Show Fair Value Gaps — toggle FVG zone boxes
Max Active FVGs — maximum simultaneous FVG zones (default: 4)
Min FVG Size (% of ATR) — minimum gap size relative to ATR-14 (default: 15%)
FVG Max Age (bars) — auto-expiry age for unfilled FVGs (default: 60)
Liquidity
Show Liquidity Sweeps — toggle $ SWEEP labels
Liquidity Lookback — rolling window for recent high/low tracking (default: 25)
Show Equal Highs/Lows — toggle dashed liquidity pool lines
Equal Level Threshold (%) — maximum percentage difference between two swings to qualify as equal (default: 0.08%)
Order Flow
Show Volume Analysis — toggle volume spike dots
Volume SMA Length — lookback period for average volume (default: 20)
Volume Spike Multiplier — threshold for volume spike classification (default: 1.8×)
Show Absorption Detection — toggle diamond absorption markers
Absorption Wick/Body Ratio — minimum wick-to-body ratio for absorption detection (default: 2.0×)
Show Delta Divergence — toggle delta accumulation/distribution triangles
Delta Smooth Length — EMA smoothing period for delta calculation (default: 4)
Confluence Engine
Min Confluence Score — minimum raw score (out of 8) required to display a signal (default: 3)
Show Entry Signals — master toggle for all signal labels
Signal Cooldown (bars) — minimum bars between consecutive signals (default: 12)
EMA Settings
Show Fast / Medium / Slow EMA — individual visibility toggles
Fast EMA Length — default: 21
Medium EMA Length — default: 50
Slow EMA Length — default: 200
Trend Cloud
Show Trend Cloud — toggle the Kijun/Tenkan cloud fill
Cloud Fast Length — fast midpoint period (default: 9)
Cloud Slow Length — slow midpoint period (default: 26)
Display
Signal Label Offset (x ATR) — vertical distance of signal labels from the bar (default: 3.4×)
Show Dashboard — master toggle for the live verdict dashboard
Dashboard Position — Top Right / Top Left / Bottom Right / Bottom Left
Dashboard Text Size — Tiny / Small / Normal
Dashboard Background — color of the dashboard panel
Theme Colors
Bull Primary / Bright / Dim — the yellow-green family for all bullish elements
Bear Primary / Bright / Dim — the red family for all bearish elements
Neutral / Inactive — gray for ranging states and inactive elements
Bullish / Bearish OB and FVG colors — individually configurable zone colors
Liquidity Line Color — color of the equal highs/lows dashed lines
Fast / Medium / Slow EMA colors — individually configurable
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🔔 Alert Conditions
Nexus Long Signal — fires when a bullish confluence signal label appears
Nexus Short Signal — fires when a bearish confluence signal label appears
Bullish BOS — fires on every bullish Break of Structure
Bearish BOS — fires on every bearish Break of Structure
Bullish CHoCH — fires on every bullish Change of Character
Bearish CHoCH — fires on every bearish Change of Character
Bullish Liquidity Sweep — fires on every confirmed bullish $ SWEEP event
Bearish Liquidity Sweep — fires on every confirmed bearish $ SWEEP event
Bullish Absorption — fires when institutional buying absorption is detected
Bearish Absorption — fires when institutional selling absorption is detected
All alert messages include {{ticker}} and {{interval}} placeholders for clean webhook integration.
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🎯 Default Settings — Optimized For
The default configuration is specifically tuned for XAUUSD (Gold) on the 1-minute timeframe :
Swing Detection Length of 7 calibrated for gold's intraday swing structure
OB Volume Multiplier of 1.4× filters low-volume OBs while accepting most genuine institutional candles
FVG minimum size at 15% of ATR filters micro-gaps caused by gold's spread volatility
Liquidity Lookback of 25 bars captures the most relevant recent high/low pools without reaching too far back
Confluence minimum of 3/8 allows valid setups through while blocking single-factor noise
Signal Cooldown of 12 bars prevents repeated signals during fast gold moves
EMA periods 21 / 50 / 200 match gold's intraday momentum and structural rhythm
For other instruments or timeframes, adjust:
Higher timeframes (5m, 15m) — increase Swing Detection Length to 10–14, increase Min Confluence to 4
Forex majors — reduce OB Volume Multiplier to 1.2–1.3, FVG minimum to 10% of ATR
Indices (NAS100, US30) — use defaults or increase Liquidity Lookback to 35 for broader pool detection
Fewer signals — increase Min Confluence Score to 4–5, increase Signal Cooldown, enable volume confirmation on OBs
More signals — reduce Min Confluence to 2, decrease Signal Cooldown, disable FVG minimum size filter
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👥 Who This Is For
🥇 Gold (XAUUSD) scalpers and intraday traders — built and tuned specifically for gold's liquidity structure, volatility profile, and institutional behavior
📉 Smart Money Concepts traders — a complete SMC toolkit with BOS, CHoCH, OBs, FVGs, sweeps, and equal highs/lows in one unified system
📊 Order flow analysts — delta estimation, absorption detection, and volume spike mapping without expensive tick data subscriptions
🧠 Systematic traders — the eight-factor confluence scoring and letter grade system provides a fully quantitative framework, not just visual markers
📈 Traders who value clean charts — every element earns its place. No indicator soup, no overlapping noise, one cohesive system with consistent color language
⚠ Traders who struggle with overtrading — the minimum confluence gate, signal cooldown, and VERDICT dashboard physically prevent marginal setups from generating signals
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📝 Notes
All OB and FVG zones are drawn from confirmed structural events only — no predictive or speculative zones are plotted
Delta estimation uses the candle position method (volume × close position within the range) — it is an approximation and not equivalent to real tick delta, but provides meaningful directional bias information
Equal highs/lows lines update on every new swing — the most recently drawn line always reflects the latest two qualifying swing points
All signal calculations are non-repainting — signals are confirmed on bar close and do not move or vanish retroactively
Designed primarily for intraday timeframes — M1 through H1. On daily or weekly charts the order flow features remain functional but the fast-moving zone management settings may require adjustment
Maximum 500 labels, boxes, and lines are used — on very low timeframes with extended chart history, oldest elements may be automatically removed by PulseWire's rendering limits
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⚠ Disclaimer
This indicator is a technical analysis and visualization tool intended for educational and informational purposes only. It does not constitute financial advice or a recommendation to buy or sell any financial instrument. All signals are generated from historical and real-time price data using mathematical calculations — their accuracy or profitability is not guaranteed. Past performance of any signal type does not guarantee future results. Always conduct your own analysis, use proper risk management, and consult a licensed financial advisor before making any trading decisions. The author accepts no responsibility for any losses incurred from the use of this indicator.
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Built for traders who read the market the way institutions move it — structure first, zones second, order flow always.
Indicator
NOA Sessions Footprints
NOA Sessions Footprints
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WHAT IT DOES
This indicator tracks up to 4 configurable intraday sessions (or ETH/RTH/Full Day) and overlays real-time order flow analysis using PulseWire's footprint data. It draws session boundaries, calculates statistical projections from historical data, and detects 8 distinct footprint signatures on each bar.
Each session gets its own VWAP, midline, expected range projections, overnight gap tracking, and a live dashboard comparing current metrics against historical averages.
When a session closes, it receives a Macro Profile classification (Trend / Reversal / Rotational) based on session-level order flow.
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STRENGTHS
— Uses actual footprint data (bid/ask volume at price), not synthetic delta approximations.
— All thresholds are statistically derived from the instrument's own history via Z-scores, not fixed values.
— Outlier filtering (trimmed mean) prevents news days from distorting projections.
— Each signature requires multiple independent filters to fire. No single-condition signals.
— Works across any intraday timeframe on any instrument with footprint data.
— All signatures respect a configurable bar-close gate to prevent intrabar flickering.
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THE 8 FOOTPRINT SIGNATURES
Organized into three groups.
GROUP 1 — INITIATIVE (Trend Continuation)
📶 Stacked Initiative
Consecutive bars where delta, candle direction, close-over-close advancement, and POC advancement all align. Requires minimum delta intensity and total streak displacement. Detects sustained institutional order flow.
⚡ Large Body
Single bar with a body Z-score exceeding the configured threshold. Optional aligned delta requirement. Detects statistically abnormal directional repricing.
GROUP 2 — EXHAUSTION & REVERSAL
🩸 Delta Squeeze
Bar where 40%+ of volume is aggressive delta in one direction, but close is in the opposite direction. The aggressive side committed heavy flow and lost the bar. Detects passive absorption with contrary displacement.
💀 Exhaustion Print
Bar at a session extreme (new high/low) with climactic volume Z-score and aligned delta, but price rejects to close in the opposite half of the bar. Detects the final push of a move.
🧲 Divergence
Bar that sweeps a session extreme, but delta is counter-trend, close is directional against the sweep, and close finishes outside the Value Area on the rejection side. Four independent filters. Detects liquidity sweeps / stop hunts.
🛡️ Absorption
Bar with volume Z-score exceeding the effort threshold, body smaller than a fraction of average (low result), and opposing delta. Detects iceberg / limit-order walls.
GROUP 3 — REGIME SHIFTS & TRAPS
🪤 Trapped VA
Bar where the open sits entirely outside the current bar's own Value Area (by a configurable multiple of the VA range), with a confirming directional close and aligned delta. Detects intrabar liquidity traps where traders positioned inside the VA are caught offside.
🔄 CVD Flip
Bar where the session's cumulative volume delta crosses zero. Marks the point where net aggression shifts from buyers to sellers or vice versa. Context signal for directional bias.
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MACRO SESSION PROFILE
When a session closes, it is classified as one of:
Trend — Session body exceeds Z-score threshold with aligned CVD.
Reversal — High session volume, opposing CVD, close in favorable half.
Rotational — High session volume, tiny body, opposing CVD.
The classification appears as a bracketed icon on the session label.
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SETTINGS OVERVIEW
General
— Indicator Mode: Intraday (4 sessions) / ETH / RTH / Both / Full Day.
— Lookback Period: Number of historical sessions for averages and Z-scores. Default: 20.
— History Length: How many past sessions to keep drawn on chart. Default: 20.
Footprint Engine
— Wait for Bar Close: Suppresses signatures until bar confirms. Default: On.
— Footprint Ticks per Row: Footprint resolution. Default: 10.
— Candle VA %: Volume percentage for Value Area calculation. Default: 40%.
Signature Toggles
— Each of the 8 signatures can be independently enabled/disabled.
— Each has its own configurable thresholds (Z-scores, delta %, multipliers).
— Stacked Initiative has additional sub-filters: minimum delta %, streak displacement requirement.
Signature Colors
— Three group-level color pairs (G1 Initiative, G2 Reversal, G3 Shifts) instead of per-signature colors.
Statistical Projections
— Expected Range: Average / SDev / Both / None. Projected symmetrically from session open.
— SDev Multiplier: Default 2.0 (≈95% probability zone).
— Outlier Exclusion: Trims top/bottom 5% of historical data.
Gap Detection
— Draws overnight gap boxes with configurable duration, mid-gap line, and directional coloring.
— Gap Z-score and multiple-of-average statistics appear in session tooltips.
Alerts
— Independent toggle for each signature plus Expected Range crossings.
— All alerts fire on confirmed bars only.
Heatmap Thresholds
— 🔥 ≥120%, 🌡️ ≥100%, ☁️ ≥70%, ❄️ <70% of historical average.
— Applied to range, volume, and CVD on session labels.
Dashboard
— 12-row table comparing Historical vs. Live metrics per session.
— Rows: session range, volume, CVD, bar range, bar body, bar volume, daily gap, hit rates.
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REQUIREMENTS
— Intraday timeframe only.
— Instrument must have PulseWire footprint data available. A warning is displayed if footprint data is unavailable.
Indicator
Open Interest Saturation OscillatorThis is the Open Interest indicator Bounded and Normalized .
In order to make rapid Quant Trading decisions, I have inspired myself by other Open Interest indicators and developed this changing oscillator, that follow the rules of Open Interest!
The indicator is best used for Crypto currency pairs, however, anyone is open to test the indicators limits.
Best use cases for the indicator are as follow:
1. Rising OI Osc Value + Up-trending Market = New Longs Coming into the Market (Strong Bull, Aggressive Buying)
2. Rising OI Osc Value + Down-trending Market = New Shorts Coming into the Market (Strong Bear, Aggressive Selling)
3. Falling OI Osc Value + Up-trending Market = Long Orders being closed (Weak Bulls / Corrective move)
4. Falling OI Osc Value + Down-trending Market = Market is losing fuel / Preparing for a violent Bounce
I developed the indicator with the help and consultation with AI!
Please find it useful in your trading and may the profits be with you!
Indicator
Bastion Execution Protocol [JOAT]Bastion Execution Protocol
Introduction
The Bastion Execution Protocol is an open-source automated trading strategy built in Pine Script v6. It combines regime detection, market structure analysis, dual momentum confirmation (RSI + Stochastic Momentum Index), order flow validation (CVD), candle pattern recognition, session filtering, and dynamic risk management into a single institutional-grade execution framework. The strategy is designed to take high-confluence directional trades only when multiple independent factors align — regime, structure, momentum, volume flow, and session — while managing risk through ATR-based stop losses, configurable reward-to-risk ratios, trailing stops, regime-adaptive position sizing, daily trade limits, and end-of-day forced closes.
This is not a "set and forget" black box. It is a transparent, fully configurable framework where every entry condition, risk parameter, and filter can be adjusted. The strategy is published open-source so traders can study the logic, understand why each trade is taken, and adapt the parameters to their instruments and timeframes.
Why This Strategy Exists
Most published strategies on PulseWire fall into two categories: overly simple (single indicator crossover) or overly complex (dozens of conditions that overfit to historical data). This strategy occupies the middle ground — it requires meaningful confluence from independent analytical dimensions without over-optimizing to specific historical patterns:
Multi-Factor Entry Gate: Every trade requires agreement from regime detection, market structure, momentum oscillators, and optionally CVD order flow and candle patterns. No single factor can trigger a trade alone.
Regime-Aware Execution: The strategy only trades in trending regimes by default. It avoids squeeze conditions and can be configured to require specific regime states. Position sizing automatically reduces in volatile or uncertain regimes.
Session Intelligence: Trades are filtered by session (London, New York, Kill Zones) and day of week. The strategy avoids low-quality periods and forces position closure at end of day.
Dynamic Risk Management: ATR-based stop losses adapt to current volatility. Trailing stops activate after a configurable profit threshold. Position sizing is calculated from account equity and risk percentage, then adjusted by regime conditions.
Performance Tracking: Real-time HUD displays win rate, profit factor, max drawdown, daily trade count, and current position status.
Strategy Architecture — 9 Modules
The strategy is organized into 9 sequential modules, each responsible for a specific aspect of the trading process:
Module 1: Regime Detection
The regime engine classifies the market into four states using SMA alignment and VWAP slope:
Trend Up: SMA 20 > 50 > 200 (bull alignment) AND positive VWAP slope — clear upward momentum
Trend Down: SMA 20 < 50 < 200 (bear alignment) AND negative VWAP slope — clear downward momentum
Squeeze: Bollinger Band width in the bottom 10th percentile — volatility compression
Range: No SMA alignment and flat VWAP slope — sideways conditions
The VWAP slope is normalized by ATR to make it comparable across instruments with different price scales. The regime state directly controls whether trading is allowed — by default, the strategy requires a trending regime.
Module 2: Market Structure
Swing-based structure tracking identifies the directional bias:
Pivot highs and lows are detected using configurable lookback
When price closes above the last swing high while structure was bearish or neutral, structure flips bullish
When price closes below the last swing low while structure was bullish or neutral, structure flips bearish
Structure must agree with the regime for entries — regime bullish + structure bullish = long allowed
Displacement candle detection identifies aggressive institutional order flow — candles with body >= 70% of range and body >= 1.8x the 20-bar average body. These serve as entry triggers when all other conditions are met.
Module 3: Momentum Confirmation
Dual momentum confirmation requires both RSI and SMI to agree:
RSI: Must be above the bull threshold (default 55) for longs, below the bear threshold (default 45) for shorts
Stochastic Momentum Index: Must be positive for longs, negative for shorts. The SMI measures where price sits relative to the midpoint of its recent range, double-smoothed for noise reduction.
Both must agree — RSI bullish AND SMI bullish = momentum confirmed for longs
Module 3B: CVD Order Flow Confirmation
When enabled, Cumulative Volume Delta must support the trade direction:
Buy volume is estimated from bullish candles (close > open = full volume, otherwise proportional)
Sell volume = total volume minus buy volume
CVD = cumulative sum of (buy volume - sell volume)
CVD must be above its moving average for longs, below for shorts
This ensures that actual volume flow supports the intended trade direction
Module 3C: Candle Pattern Detection
When enabled, the strategy detects institutional candle patterns as entry triggers:
Bullish Engulfing: Current bullish candle fully engulfs the prior bearish candle's body, with volume above average
Bearish Engulfing: Current bearish candle fully engulfs the prior bullish candle's body, with volume above average
Bullish Pin Bar: Lower wick > 2x body, upper wick < 0.5x body — rejection of lower prices
Bearish Pin Bar: Upper wick > 2x body, lower wick < 0.5x body — rejection of higher prices
Patterns serve as alternative entry triggers alongside displacement candles. Either a displacement candle, a pattern, or price above SMA20 + VWAP can trigger entry when all other conditions are met.
Module 4: Session Filter
The session filter controls when trading is allowed:
Four session windows: NY Kill Zone (7-10am), London Kill Zone (2-5am), NY Session (9:30am-4pm), London Session (3am-9:30am)
Each session can be individually enabled/disabled
Day of week filter allows disabling specific days (e.g., avoid Mondays or Fridays)
Configurable timezone (default: America/New_York)
End-of-day forced close at configurable time (default: 3:45pm)
Module 5: Daily Trade Counter
A daily trade counter prevents overtrading:
Resets at the start of each new day
Configurable maximum trades per day (default: 3)
Combined with squeeze avoidance and regime filtering for comprehensive trade gating
Module 6: Entry Signal Generation
Entry signals require ALL of the following to be true simultaneously:
// Long entry requires full confluence:
// 1. Regime = Trend Up
// 2. Structure trend = Bullish (swing break confirmed)
// 3. RSI > bull threshold AND SMI > 0
// 4. CVD above its MA (if enabled)
// 5. Bar is confirmed (barstate.isconfirmed)
// 6. Trade is allowed (daily limit, session, no squeeze)
// 7. Trigger: displacement candle OR pattern OR price > SMA20 + VWAP
This multi-gate approach ensures that trades are only taken when regime, structure, momentum, volume flow, session, and a specific trigger all agree. The probability of a random signal passing all gates is very low, which is by design.
Module 7: Risk Calculations
Risk is calculated dynamically for each trade:
Stop Loss: ATR * configurable multiplier (default 1.5x) below entry for longs, above for shorts
Take Profit: SL distance * reward-to-risk ratio (default 2.0x)
Position Size: (Account Equity * Risk Percentage * Regime Multiplier) / SL Distance
Regime-Adaptive Sizing: When enabled, position size is reduced to 50% during squeeze conditions and 70% during non-trending conditions. Full size is used only in trending regimes.
Module 8: Trade Execution
Entries are executed using strategy.entry() with calculated position size. The strategy tracks active trade parameters (entry price, SL, TP) for trailing stop management.
Module 9: Exit Management
Three exit mechanisms operate simultaneously:
Fixed SL/TP: strategy.exit() with the calculated stop loss and take profit levels
Trailing Stop: When enabled, activates after price moves a configurable multiple of R in profit (default 1.0R). The trail distance is ATR * configurable multiplier (default 1.0x). The trailing stop only moves in the favorable direction and replaces the fixed SL when it is tighter.
End-of-Day Close: All positions are closed at the configured time to avoid overnight risk
Performance Tracking
The strategy tracks and displays real-time performance metrics:
Win Rate: Wins / (Wins + Losses) as a percentage
Profit Factor: Gross Profit / Gross Loss — values above 1.5 indicate a healthy edge
Max Drawdown: Peak-to-trough equity decline as a percentage
Net P&L: Total net profit/loss
Daily Trade Count: Current day's trades vs maximum allowed
Strategy Settings and Backtesting Notes
The strategy is configured with realistic default parameters:
Initial Capital: $100,000
Default Position Size: 2% of equity
Risk Per Trade: 1.5% (configurable)
Commission: Not included by default — users should add commission appropriate to their broker in the strategy settings
Slippage: Not included by default — users should add slippage appropriate to their instrument
calc_on_every_tick: false — the strategy only evaluates on confirmed bar closes to prevent repainting
calc_on_order_fills: true — allows trailing stop updates on fill events
Important: Before evaluating backtest results, users should:
Add realistic commission for their broker (e.g., $5 per trade for stocks, 0.1% for crypto)
Add realistic slippage (e.g., 1-2 ticks for liquid instruments)
Verify that the backtest period includes different market conditions (trending, ranging, volatile)
Check that the number of trades is sufficient for statistical significance (100+ trades recommended)
Understand that past performance does not guarantee future results
Input Parameters
Risk Management:
Risk Per Trade %: Percentage of equity risked per trade (default: 1.5%)
Reward:Risk Ratio: TP distance as multiple of SL distance (default: 2.0)
SL ATR Multiplier: Stop loss distance as ATR multiple (default: 1.5)
ATR Length: Period for ATR calculation (default: 14)
Use Trailing Stop: Enable/disable trailing (default: true)
Trail After X R Profit: Profit threshold to activate trail (default: 1.0R)
Trail ATR Multiplier: Trail distance as ATR multiple (default: 1.0)
Max Trades Per Day: Daily trade limit (default: 3)
Regime-Adaptive Sizing: Reduce size in non-trending conditions (default: true)
Regime Filter:
VWAP Slope Lookback: Period for slope calculation (default: 20)
Slope Threshold: Normalized threshold for trend detection (default: 0.12)
Bollinger Length/Multiplier: BB parameters for squeeze detection (default: 20/2.0)
Avoid Squeeze Entries: Skip entries during squeeze (default: true)
Require Trend Regime: Only trade in trending conditions (default: true)
Structure:
Swing Lookback: Pivot detection length (default: 5)
Displacement Min Body Ratio: Minimum body/range for displacement (default: 0.7)
Displacement Body Multiplier: Minimum body vs average for displacement (default: 1.8)
Momentum:
RSI Length/Thresholds: RSI parameters (default: 14, bull 55, bear 45)
SMI Lookback/Smoothing: SMI parameters (default: 13/25/2)
Session Filter:
Enable Session Filter: Toggle session-based trade gating
Individual session toggles: NY KZ, London KZ, NY, London
Day of week toggles: Monday through Friday
Force Close End of Day: Toggle EOD position closure
Close Hour/Minute: EOD close time (default: 15:45)
Order Flow:
CVD Confirmation: Require delta direction to match entry (default: true)
CVD Lookback: Period for CVD moving average (default: 10)
Candle Patterns:
Use Pattern Confirmation: Enable pattern detection as entry trigger (default: true)
Pattern Volume Multiplier: Minimum volume for pattern confirmation (default: 1.3x)
How to Use This Strategy
Step 1: Configure for Your Instrument
Adjust the ATR multiplier and displacement thresholds for your instrument's volatility. Add realistic commission and slippage in PulseWire's strategy settings.
Step 2: Set Your Risk Parameters
Choose a risk percentage that matches your risk tolerance. The default 1.5% with 2:1 R:R is conservative. Adjust the trailing stop parameters based on your preference for locking in profits vs giving trades room.
Step 3: Configure Sessions
Enable the sessions relevant to your instrument. For US equities, NY KZ and NY Session are most relevant. For forex, both London and NY Kill Zones are important. Disable days you prefer not to trade.
Step 4: Run the Backtest
Apply the strategy to your chart and review the backtest results. Check win rate, profit factor, max drawdown, and number of trades. Ensure results are realistic and not the product of overfitting.
Step 5: Forward Test
Before trading live, run the strategy in paper trading mode for at least 2-4 weeks to verify that live performance matches backtest expectations.
Best Practices
Always add commission and slippage before evaluating backtest results
The strategy works best on liquid instruments with reliable volume data
Higher timeframes (15m+) produce fewer but higher-quality trades
The multi-gate entry system means trades are infrequent by design — this is a feature, not a bug
Regime-adaptive sizing is recommended — it automatically reduces exposure in uncertain conditions
The daily trade limit prevents revenge trading and overexposure
End-of-day forced close eliminates overnight gap risk for intraday strategies
Monitor the HUD during live trading for real-time regime, momentum, and session context
If win rate drops below 40% or profit factor drops below 1.0, re-evaluate parameters for current market conditions
Limitations
The strategy uses lagging indicators (SMAs, RSI, SMI) for entry conditions. Entries occur after the trend has started, not at the exact turn.
Regime detection can lag regime changes. The strategy may miss the first portion of a new trend or take a trade just as a trend is ending.
CVD is estimated from candle direction, not true order flow data. This is an approximation.
Backtest results are hypothetical and do not account for real-world execution issues (partial fills, requotes, connectivity).
The strategy is designed for intraday/swing trading. It is not optimized for scalping or long-term position trading.
Session filtering is based on EST timezone. Instruments traded primarily in other timezones may need different session definitions.
The multi-gate entry system can be too restrictive in some market conditions, producing very few trades. This is intentional — the strategy prioritizes quality over quantity.
Past performance in backtesting does not guarantee future results. Market conditions change, and strategies that worked historically may not work in the future.
Technical Implementation
Built with Pine Script v6 using:
calc_on_every_tick=false for non-repainting execution
barstate.isconfirmed gating on all signal generation
9-module architecture with clear separation of concerns
ATR-based dynamic stop loss and take profit calculation
Trailing stop with configurable activation threshold and trail distance
Regime-adaptive position sizing with squeeze and non-trending penalties
Session detection with timezone support and day-of-week filtering
Daily trade counter with automatic reset
End-of-day forced close mechanism
Real-time performance tracking (win rate, profit factor, max drawdown)
Dual momentum confirmation (RSI + SMI)
CVD order flow validation
Candle pattern detection (engulfing, pin bar) with volume confirmation
6 alert conditions covering entries, regime changes, EOD close, patterns, and drawdown
Originality Statement
This strategy is original in its multi-dimensional confluence framework. While individual components (RSI, SMI, SMA alignment, session filtering) are established concepts, this strategy is justified because:
The 9-module architecture creates a clear, auditable decision pipeline where each module's contribution to the final trade decision is transparent
The multi-gate entry system (regime + structure + dual momentum + CVD + session + trigger) requires an unusually high level of confluence, reducing false signals
Regime-adaptive position sizing automatically adjusts exposure based on market conditions, a feature rarely seen in published strategies
The combination of trailing stops with regime-aware sizing creates a dynamic risk framework that adapts to changing conditions
Session filtering with Kill Zone preference and day-of-week controls provides institutional-grade time management
CVD order flow confirmation adds a volume-based validation layer that pure price-based strategies lack
The real-time HUD with performance tracking provides transparency into strategy behavior that most published strategies do not offer
The Volcanic theme provides a cohesive visual identity where every color choice carries meaning (lava = entry, amber = warning, teal = VWAP, crimson = bearish)
Disclaimer
This strategy is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Backtested results are hypothetical and do not represent actual trading. Past performance does not guarantee future results. The strategy involves risk of loss, including the potential loss of the entire investment. Commission, slippage, and other real-world execution costs are not included in the default configuration and must be added by the user for realistic evaluation. The author makes no claims about the profitability of this strategy and is not responsible for any losses incurred from its use. Always use proper risk management, trade with capital you can afford to lose, and consider consulting a qualified financial advisor before trading.
-Made with passion by officialjackofalltrades
Strategy
Volume Profile Fixed Range + Dynamic Anchored VWAP [Integrated]VP Fixed Range + Dynamic VWAP combines two professional tools for analyzing order flow and price behavior into a single advanced indicator:
• Fixed Range Volume Profile
• Dynamic Swing VWAP
The goal is to provide a comprehensive view of market structure, highlighting where volume has been traded and how the price moves relative to value areas.
This indicator is particularly useful for intraday traders, swing traders, and market structure analysts.
🔵 Fixed Range Volume Profile
The Volume Profile module calculates the distribution of volume over a defined range of candles and displays it directly on the chart.
Main Features:
1. Flexible Anchoring
• Ability to anchor the profile to the left or right
• Useful for historical analysis or forward projections
2. Value Area
• Automatic Value Area calculation (default 70%)
• Highlights areas where the main volume is concentrated
3. Point of Control (POC)
• Identifies the level with the maximum volume
• Displayed as a horizontal line and optional POC label
4. Buy vs. Sell Analysis
Each profile bar displays the estimated percentage:
%Buy - %Sell
This allows you to identify:
• accumulation zones
• distribution zones
• possible volume support and resistance
5. Complete Customization
• Profile Resolution
• Calculation Depth
• Offset
• Volume Up/Down Colors
• Internal Percentage Display
🟢 Swing-Based Dynamic VWAP
The second component of the indicator is a dynamic VWAP that automatically resets on market pivots.
Instead of using fixed sessions, this VWAP:
• automatically anchors to swing highs and swing lows
• follows the trend structure
Main features:
1. Swing detection
• Automatic pivot identification via Swing Period
2. Dynamic VWAP reset
• Each change in direction creates a new VWAP anchored to the swing
3. Market structure The following are automatically marked:
• HH – Higher High
• HL – Higher Low
• LH – Lower High
• LL – Lower Low
This helps you read the market structure directly on the chart.
4. Adaptive Price Tracking Algorithm that adjusts the sensitivity of the VWAP based on volatility:
• Optional adjustment via ATR ratio
• Volatility Bias parameter
The result is a more responsive VWAP during high volatility and more stable in slow markets.
📊 How to use this indicator
Some common uses:
• Volumetric support and resistance
• POC as a price magnet
• High/Low Value Area as key levels
Trend confirmation
• Price above dynamic VWAP → bullish bias
• Price below dynamic VWAP → bearish bias
Signal confluence The most interesting zones are when:
• Dynamic VWAP
• POC
• Value Area
align on the same price level.
⚙️ Main Parameters
• Volume Profile
• Calculation Depth
• Resolution Rows
• Value Area %
• Anchoring Side
• Volume Colors
• Buy/Sell percentages
• Dynamic VWAP
• Swing Period
• Adaptive Price Tracking
• ATR Volatility Adaptation
• VWAP Style and Colors
✔️ Ideal for
• Futures trading
• Crypto trading
• Indices
• Forex
• Intraday analysis
• Market structure analysis
• Order flow context
Indicator
Pinnacle Structure Cipher [JOAT]Pinnacle Structure Cipher
Introduction
The Pinnacle Structure Cipher is an open-source market structure analysis indicator built in Pine Script v6. It detects and visualizes the core building blocks of institutional price action: swing highs and lows, Break of Structure (BOS), Change of Character (CHoCH), Fair Value Gaps (FVG), Order Blocks (OB), displacement candles, Equal Highs/Lows (EQH/EQL), and Premium/Discount zones. Rather than stacking separate indicators for each concept, this tool unifies them into a single coherent overlay with a shared structure engine, consistent visual language, and a real-time HUD dashboard.
The indicator is designed for traders who study how price builds and breaks structure, where institutional footprints appear in the form of imbalances and reaction zones, and how to identify high-probability areas where price is likely to react. Every signal is gated behind confirmed bar close logic to prevent repainting.
Why This Indicator Exists
Most retail traders use separate tools for structure detection, FVG mapping, and order block identification. The problem is that these concepts are deeply interconnected. A Break of Structure only matters in the context of the swing it broke. A Fair Value Gap is most relevant when it forms during a displacement candle that also created an Order Block. Equal Highs become significant when they sit at the boundary of a Premium zone.
This indicator solves that fragmentation by running all concepts through a single structure engine:
Swing Tracking: Pivot-based swing high/low detection with configurable lookback, tracking the last two swings on each side for pattern recognition (higher highs, lower lows, etc.)
BOS/CHoCH Detection: Structural breaks are classified as continuation (BOS) when price breaks a swing in the current trend direction, or reversal (CHoCH) when price breaks against the trend. This distinction is critical for understanding whether the market is continuing or shifting character.
Fair Value Gaps: Three-candle imbalances where a gap exists between candle 1's high and candle 3's low (bullish) or candle 1's low and candle 3's high (bearish). Gaps are filtered by a minimum ATR-based size threshold to eliminate noise. The indicator tracks whether each FVG has been filled by subsequent price action.
Order Blocks: The last opposing candle before a strong directional move, confirmed by volume exceeding the 20-bar average. OB zones are drawn as boxes and tracked for mitigation when price returns to the zone.
Displacement Candles: Large-body candles (body >= 70% of range, body >= 1.8x the 20-bar average body) that indicate aggressive institutional order flow. These often coincide with the creation of FVGs and OBs.
EQH/EQL Detection: When two consecutive swing highs or lows are within an ATR-based tolerance of each other, the indicator identifies them as Equal Highs or Equal Lows — key liquidity targets where stop orders tend to cluster. These are drawn as dashed lines and automatically removed when swept.
Premium/Discount Zones: The range between the last swing high and swing low is divided at the equilibrium (50%) level. The upper half is labeled Premium (where sellers have an edge), the lower half is Discount (where buyers have an edge). An equilibrium line marks the midpoint.
How the Structure Engine Works
The core of this indicator is a swing-based structure tracking system. Here is how swing detection feeds into BOS/CHoCH classification:
// Pivot-based swing detection
float swH = ta.pivothigh(high, i_swingLen, i_swingLen)
float swL = ta.pivotlow(low, i_swingLen, i_swingLen)
// Track last two swings for pattern recognition
if not na(swH)
prevSH := lastSH
lastSH := swH
if not na(swL)
prevSL := lastSL
lastSL := swL
The indicator maintains a structural trend variable. When price closes above the last swing high in a bullish or neutral structure, that is a BOS Long (trend continuation). When price closes below the last swing low while the structure was bullish, that is a CHoCH Short (character change — potential reversal). This classification helps traders distinguish between moves that confirm the existing trend and moves that signal a shift.
Fair Value Gap Mechanics
FVGs represent price inefficiencies — areas where the market moved so aggressively that it left a gap in the price ladder. The indicator detects these using the classic three-candle pattern:
Bullish FVG: Current candle's low is above the high of two candles ago, creating a gap. The directional candle in the middle must be bullish.
Bearish FVG: Current candle's high is below the low of two candles ago. The middle candle must be bearish.
Size Filter: The gap must be at least a configurable multiple of ATR (default 0.3x) to filter out insignificant micro-gaps.
Fill Tracking: When price returns to close the gap (low touches the bottom of a bullish FVG, or high touches the top of a bearish FVG), the box is visually faded to indicate mitigation.
Cleanup: Oldest FVGs are automatically removed when the maximum count is exceeded, keeping the chart clean.
Order Block Detection
Order Blocks are identified as the last opposing candle before a strong move. The detection logic requires:
A bearish candle followed by a bullish candle that closes above the bearish candle's high (bullish OB), or vice versa
The engulfing move must be proportional — the bullish candle's body must exceed the bearish candle's body multiplied by a configurable factor
Volume on the signal candle must exceed the 20-bar average volume, confirming institutional participation
Mitigation is tracked: when price returns to the OB zone after at least 3 bars, the box is faded and its border becomes dashed
Institutional Signal Detection
Beyond structure and zones, the indicator detects several institutional candle patterns and order flow signals:
Volume-Confirmed Engulfing: Classic engulfing patterns where the engulfing candle's body exceeds the prior candle's body and volume is above average
Wyckoff Spring/Upthrust: Price sweeps below a swing low (Spring) or above a swing high (Upthrust) and closes back inside, with high volume — classic accumulation/distribution signals
Absorption: High volume with small range (Effort vs Result from Wyckoff theory) — indicates institutional absorption where large orders are being filled without moving price
CVD Divergence: When Cumulative Volume Delta diverges from price (price makes new high but CVD does not), suggesting hidden distribution or accumulation
Delta Surge: When the buy/sell volume ratio exceeds 40% in either direction, indicating strong directional conviction
All signals use a priority-based cooldown system to prevent label stacking. Higher-priority signals (liquidity grabs, springs) suppress lower-priority ones (engulfing, delta) within a configurable cooldown window.
Visual Design
The indicator uses an "Emerald Matrix" color theme — a cohesive palette built around matrix greens, jade, mint, amber warnings, and cyan highlights on a dark background:
FVG Boxes: Dotted-border boxes in jade (bullish) or red (bearish) with high transparency. Filled FVGs fade to grey.
OB Boxes: Solid-border boxes in cyan (bullish) or red (bearish) with "OB" text labels. Mitigated OBs become dashed grey.
BOS/CHoCH Labels: Small labels at the break level with dashed reference lines extending forward
EQH/EQL Lines: Dashed lines at equal high/low levels that auto-extend and auto-delete when swept
Premium/Discount Zones: Very subtle background shading (94% transparency) with text labels and a dotted equilibrium line
Displacement Markers: Small circles below (bullish) or above (bearish) displacement candles
Candle Coloring: Multi-factor coloring based on displacement > structure trend > neutral
HUD Dashboard
A real-time table displays 16 metrics including:
Current regime state and structural trend direction
SMA alignment (20/50/200) and RSI value
Structure score (0-100) computed from trend state, swing patterns, active FVG/OB count, volume, alignment, and delta
Volume ratio and delta flow direction
Imbalance pressure classification
Wyckoff Effort/Result ratio
VWAP band position and volatility state
Active FVG and OB counts
Current swing high and low levels
Weighted institutional bias (BULL/BEAR/NEUTRAL) computed from all active signals
Input Parameters
Structure:
Swing Lookback: Pivot detection length (default: 5)
Confirmed Bars Only: Toggle to gate all signals behind bar close confirmation
Sensitivity: 1 (loose) to 3 (tight) — adjusts detection thresholds across all modules
Fair Value Gaps:
Show FVGs: Toggle visibility
Max FVG Zones: Maximum tracked (default: 10)
Track FVG Fill: Enable/disable fill detection
Min FVG Size: Minimum gap as ATR multiple (default: 0.3x)
Order Blocks:
Show OBs: Toggle visibility
Max OB Zones: Maximum tracked (default: 8)
OB Body Multiplier: Minimum engulfing ratio (default: 1.5x)
Advanced:
Show EQH/EQL: Equal highs/lows detection
EQ Tolerance: ATR-based tolerance for "equal" classification (default: 0.3x)
Show Premium/Discount Zones
Show Swing Level Lines
Show Displacement Markers
Show Institutional Signals with configurable cooldown
Bar Coloring toggle
HUD Panel toggle
How to Use This Indicator
Step 1: Identify the Structural Trend
Check the HUD for the current structure direction (Bullish/Bearish/Neutral). Look at the swing pattern — are you seeing higher highs and higher lows, or lower highs and lower lows?
Step 2: Watch for BOS or CHoCH
A BOS confirms the trend is continuing. A CHoCH warns that the trend may be reversing. CHoCH signals are particularly valuable when they occur at Premium/Discount zone boundaries.
Step 3: Identify Reaction Zones
Look for unfilled FVGs and unmitigated OBs in the direction of the structural trend. These are areas where price is likely to react. A bullish FVG in a bullish structure is a potential long entry zone.
Step 4: Confirm with Institutional Signals
Wait for confirmation signals like displacement candles, volume-confirmed engulfing patterns, or Wyckoff springs/upthrusts at your identified zones.
Step 5: Use EQH/EQL as Targets
Equal Highs and Equal Lows represent liquidity pools. In a bullish structure, EQH levels above price are likely targets. In a bearish structure, EQL levels below are targets.
Best Practices
Use on liquid instruments where volume data is meaningful (major forex pairs, large-cap stocks, crypto majors)
Higher timeframes (15m+) produce more reliable structure signals than very low timeframes
FVGs and OBs are most significant when they form during displacement candles
Not all BOS signals are equal — BOS with high volume and displacement carries more weight than a quiet break
CHoCH at Premium/Discount boundaries is a higher-probability reversal signal
The structure score in the HUD provides a quick read on overall market conviction — scores above 70 suggest strong directional conditions
Use the sensitivity input to adjust for different instruments — volatile instruments may need lower sensitivity
Limitations
Swing detection has an inherent delay equal to the lookback period — pivots are confirmed only after the right-side bars have formed
Volume-based filters (OB confirmation, delta, absorption) require reliable volume data. Instruments with poor volume reporting will produce less reliable signals
FVG and OB zones are probabilistic reaction areas, not guaranteed reversal points. Price can and does blow through zones
The buy/sell volume split is estimated from candle structure (close vs open), which is an approximation of true order flow
During low-liquidity periods (overnight, holidays), structure signals may be less reliable
The indicator works best when used as part of a broader analysis framework, not as a standalone entry system
Technical Implementation
Built with Pine Script v6 using:
All ta.* function calls at global scope for Pine v6 compliance
Array-based zone tracking with parallel arrays for FVG and OB properties
Automatic cleanup: oldest zones are deleted when max count is exceeded
barstate.isconfirmed gating on all signal generation to prevent repainting
request.security() with lookahead=barmerge.lookahead_off for prior day/week levels
Priority-based signal cooldown system to prevent visual clutter
Pre-computed boolean conditions with deferred drawing for performance
14 alert conditions covering BOS, CHoCH, liquidity grabs, springs, absorption, delta surges, displacement, and regime changes
Originality Statement
This indicator is original in its unified architecture approach. While individual concepts like BOS/CHoCH, FVG, and OB detection exist in other scripts, this indicator is justified because:
It runs all structure concepts through a single swing engine, ensuring consistency between BOS/CHoCH classification and zone creation
The priority-based signal system with cooldowns prevents the visual clutter that plagues most multi-concept indicators
FVG and OB mitigation tracking provides dynamic zone lifecycle management — zones are not static; they evolve as price interacts with them
The structure score synthesizes swing patterns, zone activity, volume, alignment, and delta into a single 0-100 metric
EQH/EQL detection with automatic sweep deletion creates self-cleaning liquidity maps
Institutional signal detection (Wyckoff spring/upthrust, absorption, CVD divergence) is integrated with the structure engine rather than bolted on separately
The Emerald Matrix theme provides a cohesive visual identity where every color choice carries meaning (green = bullish structure, red = bearish, amber = warning, cyan = highlight)
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Market structure analysis is a framework for understanding price behavior, not a prediction system. BOS, CHoCH, FVG, and OB signals do not guarantee future price movement. Past structural patterns do not guarantee they will repeat. Always use proper risk management and never risk more than you can afford to lose. The author is not responsible for any losses incurred from using this indicator.
-Made by officialjackofalltrades
Indicator
