Valar PA ToolkitValar PA Toolkit (VPATK) 是一套为 Al Brooks 价格行为交易者打造的多合一工具箱，七个模块各司其职，均可独立开关和配色，轻量不遮挡裸K。
1. Gap Series 缺口系列 自动标记三种缺口并用色块填充：开盘缺口（相邻K线影线间）、影线缺口（隔一根K线）、实体缺口。每种缺口支持多空方向独立配色、互斥过滤（如实体缺口可排除影线缺口）和独立警报。缺口开着 = 强势，缺口关闭 = 转弱。
2. Bar Counter K线计数 自动检测 session 边界（K线间隔超30分钟视为新时段）并重新编号，仅显示当前时段。支持每隔 N 根显示、重点编号高亮（默认 18/40/60），完美适配 RTH 81-bar 结构定位（B1-18 开盘段 / B19-40 / B41-60 / B61-81 盘尾段）。
3. Moving Average 双EMA 两条独立 EMA，默认 5min 20EMA（蓝）+ 1h 20EMA（红），周期/时间级别/数据源/颜色全可调，时间级别留空则跟随图表。高时间级别数据缺失时自动续算不断线。
4. I & O Bar 内外包K线 标注 Inside Bar（i）、Outside Bar（o）及连续形态：ii/iii、oo/ooo、ioi。五种标注独立配色。IOI 确认后自动替换中间的 o。ii/oo/ioi 都是 Breakout Mode，预警即将突破。
5. BOFT 突破跟随 三根K线结构检测：二号K线收盘突破一号高/低点后，三号K线的跟随分强弱两档（收于二号实体极值内=弱，突破二号极值=强）。多空强弱四色箭头标记，可选背景染色和参考线。强跟随 = 突破大概率走出第二段。
6. CMP K线中点 在最近 N 根K线上画 50% 中点线。Al Brooks 认为 50% 回调是最重要的回调级别，前一根K线中点常是突破单/限价单的入场参考。
7. ATR 面板 右上角表格显示：当前周期 ATR、日线 ATR、前日 ATR、当日波幅。当当日波幅同时超过日线 ATR 和前日 ATR 时数值变红——当日该走的量已走完，警惕追在趋势末端（可挂警报）。
Description
Valar PA Toolkit (VPATK) is an all-in-one toolkit built for Al Brooks price action traders. Seven independent modules, each with its own toggles and colors, designed to stay lightweight and never clutter your naked chart.
1. Gap Series Automatically marks and fills three gap types: Opening Gaps (between adjacent bars), Wick Gaps (one bar apart), and Body Gaps. Each type supports separate bull/bear colors, mutual exclusion filters, and independent alerts. Open gap = strength; closed gap = weakening.
2. Bar Counter Detects session breaks (any gap over 30 minutes starts a new session) and renumbers bars from 1, showing the current session only. Configurable step display and highlighted key bars (default 18/40/60) — perfect for navigating the 81-bar RTH structure (B1-18 open / B19-40 / B41-60 / B61-81 close).
3. Moving Average Two independent EMAs, defaulting to 5min 20EMA (blue) + 1h 20EMA (red). Length, timeframe, source, and color are all adjustable; leave timeframe blank to follow the chart. Auto-continues calculation when higher-timeframe data is missing — no broken lines.
4. I & O Bar Marks Inside Bars (i), Outside Bars (o), and consecutive patterns: ii/iii, oo/ooo, ioi — each with its own color. When an ioi confirms, it automatically replaces the o on the middle bar. ii/oo/ioi are all Breakout Mode patterns signaling an imminent breakout.
5. BOFT (Breakout Follow Through) Three-bar structure detection: after Bar 2 closes beyond Bar 1's high/low, Bar 3's follow-through is graded weak (closes within Bar 2's range) or strong (closes beyond Bar 2's extreme). Four-color arrow markers for bull/bear × weak/strong, with optional background tint and reference lines. Strong follow-through = high odds of a second leg.
6. CMP (Candle Mid Point) Draws the 50% midpoint line on the last N bars. Al Brooks considers the 50% pullback the most important retracement level — the prior bar's midpoint is often the reference for stop/limit entries.
7. ATR Panel Top-right table showing: current TF ATR, daily ATR, previous daily ATR, and today's range. When today's range exceeds BOTH daily ATR and previous daily ATR, the value turns red — the day's expected move is done, don't chase the trend's end (alert included). Indicator
Indicator
Inducement [UAlgo]Inducement is a market structure tool designed to detect pullback liquidity levels that form during directional expansion and remain relevant until price comes back to sweep them. The script tracks directional legs, monitors the deepest retracement points that appear against the active move, and promotes those retracement extremes into active IDM levels once the trend resumes in the original direction.
The core idea is simple. During a bullish move, price often creates a temporary downside pullback before continuing upward. That pullback low can later act as an inducement point where liquidity rests below the market. In a bearish move, the opposite process happens, where an upside pullback forms before price continues lower. That pullback high can later become a bearish inducement point. This script automates that process and keeps those levels visible on the chart until they are eventually swept.
What makes the script useful is that it does not plot every fluctuation. It first filters out inside bars, tracks the active directional leg, records the most meaningful retracement extreme inside that leg, and only creates a new IDM when price resumes the main move by printing a fresh expansion. That makes the final levels cleaner and more structurally relevant.
Once an IDM is created, it is drawn as a horizontal reference with a label. If price later trades through that level, the script marks it as swept, updates the label, and changes the line style to reflect that the liquidity has been taken. This creates a very practical chart view for traders who want to monitor inducement behavior, liquidity sweeps, and the relationship between pullbacks and later price delivery.
🔹 Features
🔸 Directional Leg Tracking
The script maintains an internal bullish or bearish trend state and updates the active structural leg as price continues to expand. This gives the indicator a directional framework instead of treating each new bar independently.
🔸 Inside Bar Filtering
Inside bars are ignored for structural progression. This helps the script focus on meaningful range expansion rather than reacting to small compressive candles that do not add new directional information.
🔸 Pullback Extreme Detection
During a bullish leg, the script tracks the lowest downside pullback that forms before the next bullish expansion. During a bearish leg, it tracks the highest upside pullback before the next bearish expansion. These stored extremes are the raw candidates for inducement levels.
🔸 Automatic IDM Creation
A stored pullback extreme becomes an active IDM only when the market resumes the active leg and creates a fresh structural push. This means the indicator does not mark every retracement immediately. It waits for continuation confirmation.
🔸 Bullish and Bearish IDM Mapping
Bullish IDM levels are created from pullback lows inside bullish continuation.
Bearish IDM levels are created from pullback highs inside bearish continuation.
This gives the user a clean map of likely liquidity resting points below or above price.
🔸 Sweep Recognition
Once an IDM is active, the script checks every new bar to see whether price has swept it. Bullish IDM is considered swept when current low trades at or below the level. Bearish IDM is considered swept when current high trades at or above the level.
🔸 Live Visual State Changes
Active IDM levels are drawn with dashed lines and labeled as unswept. Once swept, the line style changes, the color becomes softer, and the label updates to show that the liquidity event has already occurred.
🔸 Lightweight Structure Display
The script keeps an internal array of active IDM levels and limits the array size to avoid uncontrolled growth. This keeps the display practical and suitable for live chart use.
🔹 Calculations
1) Defining the IDM Object
type InducementLevel
float price
int bIndex
int dir
line idmLine
label idmLabel
bool isSwept
This is the core data container used by the script.
Each inducement level stores:
its price,
the bar index where it originated,
its direction,
its line object,
its label object,
and whether it has already been swept.
The dir field controls the level type:
1 means bullish IDM
-1 means bearish IDM
So before any logic runs, the script already has a dedicated structure for tracking the full lifecycle of each inducement level from creation to sweep.
2) Drawing Active and Swept Levels
method draw(InducementLevel this, color c_bull, color c_bear) =>
color c = this.dir == 1 ? c_bull : c_bear
string txt = this.isSwept ? "IDM ✓" : "IDM ✗"
if na(this.idmLine)
this.idmLine := line.new(this.bIndex, this.price, bar_index, this.price, color=c, style=line.style_dashed)
else if not this.isSwept
this.idmLine.set_x2(bar_index)
if na(this.idmLabel)
this.idmLabel := label.new(bar_index, this.price, txt, style=label.style_none, textcolor=c, size=size.small, textalign=text.align_left)
else if not this.isSwept
this.idmLabel.set_x(bar_index)
this
This method is responsible for visualizing each inducement level.
First, it selects the correct color according to direction. Bullish levels use the bullish color input, and bearish levels use the bearish color input. Then it builds a text state:
"IDM ✗" means the level is still active and not yet swept.
"IDM ✓" means the level has already been swept.
If the line does not exist yet, the script creates a dashed horizontal line starting from the level’s origin bar to the current bar. If the line already exists and the level is still unswept, the line is extended to the latest bar.
The label follows the same logic. If no label exists, it is created. If the label already exists and the level is still active, its position is moved to the latest bar.
So visually, each active IDM behaves like a live horizontal liquidity reference that extends forward until price takes it.
3) Detecting Liquidity Sweeps
method checkSweep(InducementLevel this, float currLow, float currHigh, color c_bull, color c_bear) =>
if not this.isSwept
swept = false
if this.dir == 1 and currLow <= this.price
swept := true
else if this.dir == -1 and currHigh >= this.price
swept := true
This method determines whether an existing inducement level has been taken.
The logic is direction specific.
For bullish IDM:
if the current low trades at or below the level price, the level is considered swept.
For bearish IDM:
if the current high trades at or above the level price, the level is considered swept.
This matches the structural idea behind inducement. A bullish pullback low represents liquidity resting below price, and that liquidity is considered taken once price trades through it. A bearish pullback high represents liquidity resting above price, and that liquidity is considered taken once price pushes through it.
So this method is the event detector that turns an active liquidity level into a completed liquidity event.
4) Updating the Visual State After a Sweep
if swept
this.isSwept := true
color c = this.dir == 1 ? color.new(c_bull, 50) : color.new(c_bear, 50)
this.idmLine.set_color(c)
this.idmLine.set_style(line.style_dotted)
this.idmLine.set_x2(bar_index)
this.idmLabel.set_text("IDM ✓")
this.idmLabel.set_textcolor(c)
this.idmLabel.set_x(bar_index)
Once a sweep happens, the script changes both the internal state and the visual appearance.
The level is marked as swept with this.isSwept := true .
Then the line color becomes softer by applying transparency.
The line style changes from dashed to dotted.
The label text changes from IDM ✗ to IDM ✓ .
This is useful because it preserves the historical location of the inducement while also showing that the level is no longer pending. In other words, the chart keeps the context but changes the state.
5) Filtering Out Inside Bars
var float mHigh = high
var float mLow = low
bool isInside = high <= mHigh and low >= mLow
This small block is more important than it looks.
The script stores a reference range using mHigh and mLow . A bar is considered inside if its high is less than or equal to the stored high and its low is greater than or equal to the stored low.
In simple terms, an inside bar is a bar that remains contained within the prior meaningful structure range. The script ignores those bars for the purpose of leg progression.
This helps reduce noise because inside bars usually reflect compression rather than new structural information. By ignoring them, the indicator focuses on actual range expansion and meaningful pullback development.
6) Tracking Trend State and Leg Extremes
var int trend = 1
var float legHigh = high
var float legLow = low
var float pullbackLow = na
var int pullbackLowBar = na
var float pullbackHigh = na
var int pullbackHighBar = na
This block defines the internal market structure memory.
trend stores whether the script currently sees the market as bullish or bearish.
legHigh and legLow track the active structural extreme of the current leg.
pullbackLow and pullbackHigh store the most important retracement extreme that forms against the current trend.
So the script is always tracking two things at once:
the direction of the main move,
and the deepest retracement against that move.
That retracement extreme later becomes the candidate IDM if price resumes the original direction.
7) Bullish Leg Logic and Bullish IDM Creation
if trend == 1
if high > legHigh
if not na(pullbackLow)
activeIDMs.push(InducementLevel.new(pullbackLow, pullbackLowBar, 1, na, na, false))
pullbackLow := na
legHigh := high
else if brokeLow
if na(pullbackLow) or low < pullbackLow
pullbackLow := low
pullbackLowBar := bar_index
This is the heart of bullish inducement detection.
When the script is in bullish mode, it watches for two types of events.
First, if price makes a new leg high:
high > legHigh
That means bullish continuation has occurred. If a downside pullback low had been stored before this continuation, the script converts that pullback low into a new bullish IDM by pushing it into the active array.
That is the crucial idea:
the pullback low becomes inducement only after price proves continuation by printing a fresh high.
Second, if the current bar breaks below the stored micro range low:
brokeLow
Then the script updates pullbackLow if this new low is deeper than the previously stored pullback. This allows the script to keep tracking the deepest retracement inside the bullish leg until continuation happens.
So bullish IDM is created from the most meaningful downside retracement that occurs before the next bullish expansion.
8) Bearish Leg Logic and Bearish IDM Creation
else if trend == -1
if low < legLow
if not na(pullbackHigh)
activeIDMs.push(InducementLevel.new(pullbackHigh, pullbackHighBar, -1, na, na, false))
pullbackHigh := na
legLow := low
else if brokeHigh
if na(pullbackHigh) or high > pullbackHigh
pullbackHigh := high
pullbackHighBar := bar_index
This is the mirror image of the bullish logic.
When the script is in bearish mode, it waits for a new leg low:
low < legLow
If that happens and a prior upside pullback high was stored, the script converts that pullback high into a bearish IDM. This marks the retracement high as a future liquidity point above price.
If price does not yet continue lower but instead breaks upward inside the local structure:
brokeHigh
Then the script updates pullbackHigh if the new high is greater than the previously stored retracement high.
So bearish IDM is created from the strongest upside retracement that forms before the next bearish continuation.
9) Detecting Trend Reversal and Resetting the Pullback Memory
if low < legLow
trend := -1
legLow := low
pullbackLow := na
pullbackHigh := na
if high > legHigh
trend := 1
legHigh := high
pullbackHigh := na
pullbackLow := na
These blocks handle directional flips.
Inside bullish mode, if price breaks below the active leg low, the script changes its internal state to bearish.
Inside bearish mode, if price breaks above the active leg high, the script changes its internal state to bullish.
Whenever the trend flips, the stored pullback variables are cleared. That is important because retracement data from the old trend should not be reused after the market has structurally changed direction.
So the script always keeps its inducement logic aligned with the current structural leg rather than mixing information from opposite phases.
10) Updating the Reference Range After a Non Inside Bar
if not isInside
bool brokeLow = low < mLow
bool brokeHigh = high > mHigh
mHigh := high
mLow := low
This block updates the structure reference only when the current bar is not an inside bar.
Before resetting the reference range, the script checks whether the current bar expanded below the stored low or above the stored high. Those two booleans are then used in the bullish and bearish logic to decide whether the move represents pullback development or continuation.
After those checks are done, the reference high and low are updated to the current bar’s high and low.
So mHigh and mLow act like a rolling structural filter that helps the script ignore internal compression and focus on meaningful range expansion.
11) Managing All Active IDM Levels on Every Bar
if activeIDMs.size() > 0
for i = 0 to activeIDMs.size() - 1
idm = activeIDMs.get(i)
idm.checkSweep(low, high, colorBullIDM, colorBearIDM)
idm.draw(colorBullIDM, colorBearIDM)
This is the execution loop for all stored inducement levels.
On every bar, the script goes through each active IDM and does two things:
it checks whether the level has now been swept,
and it redraws or updates the level on the chart.
This means every stored level remains live and state aware. Unswept levels keep extending forward, while swept levels lock their appearance into a completed state.
So the script is always balancing two layers:
new IDM creation from ongoing structure,
and lifecycle management of previously created levels.
12) Limiting the Number of Stored Levels
if activeIDMs.size() > 50
activeIDMs.shift()
This last block keeps the internal IDM array from growing indefinitely.
If more than fifty inducement levels are stored, the oldest one is removed from the array. This helps keep memory usage under control and makes the indicator more practical for ongoing chart use.
The purpose here is not analytical. It is purely operational. The script limits historical storage so the active structure set remains manageable. Indicator
ICT MMM/AMD (Power of 3) [UAlgo]ICT MMM / AMD (Power of 3) is an intraday market structure framework that models the classic Accumulation, Manipulation, Distribution cycle using configurable killzones. The script tracks the Asia range as the accumulation anchor, looks for a liquidity sweep during the London window, waits for a Market Structure Shift confirmation, and then maps a clean entry model using Fair Value Gap logic and optional displacement requirements.
Beyond the core cycle, the indicator provides two additional layers of context:
Previous Day High and Previous Day Low levels for higher timeframe objectives
A dynamic Dealing Range built from recent pivots to visualize premium, discount, and equilibrium
The result is a structured workflow tool that organizes ICT style intraday logic into clear, step by step states with optional filters for cleaner execution.
🔹 Features
1) Session Based Cycle Engine (Killzones)
The script is built around three sessions selected by the user and evaluated in a chosen IANA timezone:
Accumulation window, typically Asia
Manipulation window, typically London
Distribution window, typically New York AM
Each day begins a new cycle at the start of the accumulation session. The script tracks the running high and low during accumulation, then finalizes those boundaries at the end of the session to create the reference range used by later steps.
2) Accumulation Range Mapping
During accumulation, the indicator maintains:
Accumulation High
Accumulation Low
Optional border only box around the session range
Optional ACC label
When the accumulation window ends, the high and low are frozen and drawn as clean horizontal guides using your selected line style and width.
3) Liquidity Sweep Detection With ATR and Tick Filters
During the manipulation window, the indicator checks for a sweep beyond the accumulation boundaries. The sweep threshold is adaptive and uses the larger of:
A minimum tick distance
A minimum ATR based distance
You can also choose whether sweep validation uses wicks or closes:
Wicks uses High and Low
Closes uses Close only
When a sweep is confirmed, the script labels it as BSL sweep if it sweeps above highs, or SSL sweep if it sweeps below lows. Optional sweep level and wick markers can also be drawn for precise reference.
4) Market Structure Shift Confirmation
After a sweep, the script waits for a Market Structure Shift using confirmed pivots. Pivot Length controls strictness. Higher values require cleaner structure and reduce false shifts, at the cost of added confirmation delay.
Bullish MSS is confirmed when price closes above the most recent confirmed pivot high after an SSL sweep
Bearish MSS is confirmed when price closes below the most recent confirmed pivot low after a BSL sweep
Optional MSS break lines can be displayed so you can see the exact level that defined the shift.
5) Displacement Qualification (Optional Gate Before FVG)
Displacement can be required before Fair Value Gap detection. This filter attempts to enforce a strong impulse candle after MSS by checking:
Body to range proportion
Body size relative to ATR
Directional strength by requiring a break beyond the prior candle extreme
This helps separate soft rotations from decisive expansions, which tends to improve FVG quality in many market conditions.
6) Fair Value Gap Detection and Management
After MSS, the script scans a configurable number of bars for a valid FVG.
Bullish FVG condition uses a three candle gap where the current low is above the high two bars ago
Bearish FVG condition uses a three candle gap where the current high is below the low two bars ago
Once an FVG is active, the script draws top and bottom boundary lines and optionally labels it. When price returns into the gap, the script treats it as mitigated. If the remove option is enabled, the FVG drawings are deleted after mitigation to keep the chart clean.
7) Entry Marking With Optional Distribution Filter
When price touches the active FVG, the script can print an ENTRY label and place a stop line.
Entry can be restricted to the distribution window if desired
This can reduce off session prints and align entries with the intended time of day logic
The stop level is anchored to the sweep extreme with an optional tick padding so you can adapt to spread and micro structure noise.
8) Target Framework Per Cycle
Targets are evaluated after MSS using your selected Target Mode:
PDH PDL only
Range only
PDH PDL plus Range
For bullish MSS, targets can include PDH and the accumulation high
For bearish MSS, targets can include PDL and the accumulation low
Target lines update forward and can stop extending once price hits them, keeping the cycle output visually informative without turning into permanent clutter.
9) Dealing Range Premium Discount Map
A Dealing Range is built from the most recent confirmed pivot high and pivot low using a separate pivot length setting. The script then computes:
Premium as the upper boundary
Discount as the lower boundary
Equilibrium as the midpoint
Optional labels mark DR PREMIUM, DR DISCOUNT, and DR EQ (50%) so you can quickly align entries with premium and discount logic.
10) Previous Day High and Low Overlay
PDH and PDL are pulled from the daily timeframe and drawn as global reference levels. These update at each new day and can be displayed with labels. This keeps higher timeframe objectives visible even when trading lower timeframes.
11) Visual Control and Cycle Retention
The indicator offers full control over:
Line styles
Line widths
Whether lines extend into the future
Whether to show boxes, labels, sweep lines, MSS lines, targets, and dealing range
Completed cycles are stored and older cycles are pruned based on Keep Last Cycles. This preserves recent context while keeping object counts under control.
🔹 Calculations
1) Session State Logic
Each session is evaluated using the chart timeframe, the session input, and the selected timezone. A cycle starts when the accumulation session turns on and ends when it turns off.
Conceptually:
inAcc is true when the current bar time falls inside the accumulation session
accStart is the transition from not inAcc to inAcc
accEnd is the transition from inAcc to not inAcc
These transitions control the lifecycle of each MMM cycle object.
2) Accumulation Range Construction
During accumulation, the script continuously updates the running high and low:
accHigh becomes the maximum observed high within the session
accLow becomes the minimum observed low within the session
At accEnd, these values are finalized and turned into horizontal range guides that define the boundaries used for sweep validation and optional range targets.
3) Sweep Threshold Model
Sweep threshold is a conservative maximum of two measurements:
Minimum sweep distance in ticks
Minimum sweep distance as a fraction of ATR
This creates a single threshold thr that adapts to volatility while still respecting a hard minimum in ticks.
Sweep evaluation then compares either:
High and Low if wicks are used
Close if closes are used
A sweep is confirmed when price probes beyond accHigh plus thr or beyond accLow minus thr.
4) MSS Pivot Framework
Confirmed pivots are used for structure shift validation. The script stores the most recent confirmed pivot high and pivot low and their bar indexes.
After a BSL sweep, bearish MSS triggers when close breaks below the last pivot low
After an SSL sweep, bullish MSS triggers when close breaks above the last pivot high
This ensures MSS is a structural confirmation rather than a subjective interpretation.
5) Displacement Filter Metrics
Displacement quality is checked using:
Body size relative to total candle range
Body size relative to ATR
Directional break beyond the previous candle extreme
Only when these requirements pass does the cycle allow the displacement flag, which can be used as a gate for FVG detection when enabled.
6) FVG Definition
The script uses a strict three candle gap model:
Bullish FVG when current low is above the high two bars ago
Bearish FVG when current high is below the low two bars ago
FVG is only searched within a fixed number of bars after MSS, which keeps the model aligned with the intended timing of the intraday cycle.
7) Mitigation and Entry Touch Logic
When an active FVG is present, a touch is defined as price overlapping the gap region. On the first touch:
If entry marking is enabled and the time filter allows it, the script prints ENTRY and places SL
FVG is marked as mitigated and can optionally be removed from the chart
Stop is computed from the sweep wick extreme plus optional tick padding, aligned with the idea that the sweep should remain the invalidation anchor.
8) Target Selection Logic
Targets are chosen based on direction and the Target Mode:
For bullish MSS, PDH can be Target A, accumulation high can be Target B
For bearish MSS, PDL can be Target A, accumulation low can be Target B
Targets are updated forward each bar and can stop extending once hit, which keeps the current cycle readable.
9) Dealing Range Computation
The dealing range uses the latest confirmed pivot high and pivot low:
DR high equals the higher of the two pivot prices
DR low equals the lower of the two pivot prices
DR equilibrium equals the midpoint of DR high and DR low
This provides a clean premium and discount map that updates as new pivots confirm.
10) Previous Day High and Low Retrieval
PDH and PDL are sourced from the daily timeframe using a security call that references the prior day values. They are reset at each new day, ensuring the lines represent the most recent completed daily range. Indicator
Al Brooks_BarCount_Start from Opening🔹 Key Features
Counts from the RTH open every trading day
Stocks: 09:30–16:00 (New York Time)
Futures: 08:30–15:15 (Chicago Time)
Automatically detects stocks vs futures
Always displays the first bar of the session
Optional display every N bars to reduce chart clutter
Custom highlight rules
Highlight specific bar numbers (e.g. bar 18)
Highlight bar multiples (e.g. every 12 bars)
Fully customizable label size and colors
🔹 Why count from the open?
In Al Brooks’ Price Action framework:
The first 30–60 bars after the open often define the day’s structure
Trends, failed breakouts, and trading ranges frequently align with specific bar counts
Counting across overnight or pre-market sessions can distort intraday analysis
👉 This indicator resets precisely at the RTH open, keeping the count aligned with real trading decisions.
🔹 Inputs Overview
Display at every X bars
Show bar numbers at fixed intervals (bar 1 is always shown)
Count From RTH Open (Session Filter)
Limits counting strictly to regular trading hours (recommended ON)
Special Color Multiple
Highlights every N-th bar
Special Number 1 / 2
Highlights specific bar numbers
Label Size / Colors
Visual customization options
🔹 Markets Supported
✅ US index futures (ES, MES, NQ, MNQ, GC, CL – RTH)
✅ US stocks and indices (NYSE / NASDAQ)
❗ Not intended for 24h markets (e.g. crypto)
🔹 Usage Tips (Al Brooks Style)
Observe price behavior around early session bars (5–10)
Watch key counts like 12, 18, 24 for acceleration or failure
Combine with EMAs, trend lines, and trading-range highs/lows
Indicator
Volumetric Rejection Blocks [UAlgo]The Volumetric Rejection Blocks is designed to help traders identify and visualize key price levels where volumetric rejections occur, which may indicate a shift in market sentiment. These rejections can signal potential trend reversals or areas where price action is likely to face support or resistance. By drawing rejection blocks based on volumetric strength, the indicator allows users to observe where significant buying or selling pressure has been exerted, which can be used as a reference point for future price action.
Also indicator dynamically calculates swing highs and lows, analyzes bullish and bearish strengths based on volume-weighted price movements, and displays rejection blocks on the chart. Each rejection block represents an area where the price attempted to move beyond a certain level but faced rejection, either on a close or wick basis. This can be particularly useful for traders who rely on market structure and order flow to make informed decisions about entering or exiting trades.
🔶 Key Features
Swing Length Customization: Allows users to define the swing length, helping tailor the sensitivity of the swing high and low detection to the specific market conditions.
Rejection Block Visualization: Displays up to the last 10 rejection blocks based on user settings, clearly marking areas of significant bullish or bearish rejections.
Volumetric Strength Analysis: The indicator calculates bullish and bearish strength for each rejection block, based on volume-weighted price movements over the last few bars, giving insight into the intensity of the rejection.
Violation Check Type: Offers two options for violation detection—"Close" and "Wick". This allows traders to specify whether a price level is considered broken only if it closes beyond the level or if any wick breaches it.
Bullish and Bearish Block Coloring: Rejection blocks are colored to represent bullish (green) and bearish (red) rejection areas. The color transparency can be adjusted for clear visibility overlaid on the price chart.
Market Structure Labels: Labels and lines marking "Market Structure Shift" (MSS) and "Break of Structure" (BOS) are displayed, giving traders context about significant market structure changes.
🔶 Interpreting the Indicator
Rejection Blocks: These colored blocks on the chart indicate areas where the price faced significant buying or selling pressure. A green block suggests a bullish rejection (support zone), where buyers absorbed the sell-off, potentially pushing the price upward. Conversely, a red block indicates a bearish rejection (resistance zone), where sellers overpowered buyers, potentially driving the price lower.
Strength Analysis: The width of the green and red sections within a rejection block represents the relative bullish and bearish strengths. A wider green section indicates stronger bullish support, while a wider red section suggests more robust bearish resistance. This helps traders gauge the likelihood of price holding or breaching these levels.
Market Structure Shift (MSS) and Break of Structure (BOS): The indicator automatically detects and labels significant changes in market structure. An "MSS" label indicates the first break, suggesting a potential shift in trend direction. A "BOS" label indicates a subsequent confirmation in trend direction, allowing traders to recognize potential trend continuations.
Violation Check: Traders can choose how to interpret breaks of these rejection blocks. Using the "Close" option provides a more conservative approach, requiring a close beyond the level for confirmation. The "Wick" option is more aggressive, treating any wick beyond the level as a break.
🔶 Disclaimer
Use with Caution: This indicator is provided for educational and informational purposes only and should not be considered as financial advice. Users should exercise caution and perform their own analysis before making trading decisions based on the indicator's signals.
Not Financial Advice: The information provided by this indicator does not constitute financial advice, and the creator (UAlgo) shall not be held responsible for any trading losses incurred as a result of using this indicator.
Backtesting Recommended: Traders are encouraged to backtest the indicator thoroughly on historical data before using it in live trading to assess its performance and suitability for their trading strategies.
Risk Management: Trading involves inherent risks, and users should implement proper risk management strategies, including but not limited to stop-loss orders and position sizing, to mitigate potential losses.
No Guarantees: The accuracy and reliability of the indicator's signals cannot be guaranteed, as they are based on historical price data and past performance may not be indicative of future results. Indicator
Indicator
Indicator
