Anchored VWAP Reversion ChannelAnchored VWAP Reversion Channel — Regime-Gated Fade Framework
## What this script does
This is an **analytical study** that frames mean-reversion ("fade") setups around an **anchored, volume-weighted regression channel**, then **gates** those setups by a statistical market-state test and **scores** them against their own forward outcomes. It does not place orders and it is not a signal service — its purpose is to let you see, on your own instrument and timeframe, whether fading a stretched move actually has an edge, instead of assuming it does.
It plots one channel (a centre line plus inner/outer residual-σ bands), marks fade setups at the outer band, draws supporting context (volume-profile POC / value area, untested prior-session POCs, momentum divergences, liquidity sweeps, and multi-timeframe trend lines), and reports a compact validation panel.
## Why these components are combined (mashup rationale)
Fading an extreme is really three separate questions, and no single classic indicator answers all three. Stacking look-alike indicators just echoes one input, so this tool deliberately combines **three non-redundant lenses and makes them check each other**:
1. **WHERE is price stretched?** — A **volume-weighted polynomial regression** anchored at the most recent swing pivot, with **residual-σ bands**. Because the curve tilts with the active leg, an outer-band tag stays meaningful even inside a trend, where a flat cumulative VWAP would not. A **volume profile** anchored to the *same* window supplies POC and value area, and prior-session POCs that have never since been traded through become **reversion targets**.
2. **Is a reversion actually firing here?** — Three orthogonal **tells** evaluated only at the band: a **close-back rejection**, a **band-confluent momentum divergence**, and an **equal-high/low liquidity sweep** (stop-run). Crucially, all three are derived from the same stretch, so their agreement is shrunk by a **design-effect correction** (effective-sample-size): three correlated echoes are not allowed to masquerade as three independent confirmations.
3. **Is the market in a reverting state at all?** — A **regime gate** combining a **variance-ratio test** and a **reversion-trust correlation** only lets a fade through when recent increments are offsetting (mean-reverting) rather than compounding (trending).
The pieces are not bolted together side by side: they share **one geometry** (the anchored channel) and **one volatility unit** (residual σ / ATR), and each can veto the others. A band tag with no tell does nothing; a tell with no reverting regime does nothing. The design goal is to **suppress** low-quality fades — into a trend, mid-range, or backed by a single echoed tell — more than to generate them.
## The honesty layer (what makes this more than a drawing)
Every fade that fires is logged and, a fixed horizon later, **resolved**: its forward return is measured in ATR units and tabulated **with the regime gate ON versus OFF**, reporting follow-through %, whipsaw %, a Wilson 95% confidence interval, and the **mean return per fade**. A per-fade series also exports to the Data Window so you can study the full return distribution offline. The gate has to **beat its own ungated baseline** to justify itself — the framework is built to be tested, not trusted blindly.
## How to use it
1. Set the **Price source** (group 01). It works on any symbol and any market; volume-based parts need a real volume feed.
2. A fade **arms** when price tags the outer band **and** at least one tell prints, then **passes** only if the regime gate reports a reverting state. Solid triangles are gated fades; the target is the centre line or the nearest untested POC.
3. Read the panel top-down: does **Gate ON** beat **Gate OFF** on both follow-through and mean R, with non-overlapping intervals and a reasonable sample size? If not, the edge is not present on this symbol/timeframe — change them rather than forcing the trade.
4. The signal lives on **higher intraday timeframes**; one-minute data is mostly noise.
## Defaults
Shipped tuned for **NSE:NIFTY** index futures on intraday timeframes (sources, pivot lengths, value-area %, and the Tuesday-style weekly session context reflect that instrument). Every value is exposed as an input — change the **Price source** and the relevant lengths to run the framework on any other instrument or market.
## What is original
The original work is the **coordination**, not any single formula: an anchored polynomial-regression channel used as a reversion frame, three decorrelated band tells fused by a design-effect shrink, a statistical regime gate, and a built-in A/B + forward-return validation harness — combined so each lens can veto the others and the whole thing reports its own hit rate. It is not a re-skin of one indicator.
## Concept credits (techniques are standard; this implementation is original)
Anchored VWAP (standard); volume-weighted least-squares / polynomial regression (standard); residual-σ channel (standard); Volume Profile, Value Area and POC — Market Profile, Steidlmayer / CBOT; Variance-Ratio test — Lo & MacKinlay (1988); design effect / effective sample size — Kish (1965); proportion confidence interval — Wilson (1927); ATR trailing stop / Supertrend (classic, used for the multi-timeframe context lines); RSI — Wilder; Stochastic — Lane.
## Disclaimer
For research and education only. This is an analytical study, **not** financial advice, **not** a recommendation, and **not** a guarantee of future results. All statistics shown are **in-sample** on loaded history, close-to-close, without costs or slippage — a study aid, not a backtest. Mean reversion fails in trends and through regime breaks. Do your own research and manage your own risk.
Indicator
Visible Range Volume NodesVisible Range Volume Nodes is a visible-range volume profile indicator that shows how traded volume is distributed across price levels inside the currently visible chart area.
The script builds a horizontal volume profile from the candles visible on the chart. It divides the visible price range into rows and distributes each candle's volume across the price rows touched by that candle's high-low range. Rows with more accumulated volume are displayed wider. Rows with less accumulated volume are displayed narrower.
How volume is calculated
Each candle's volume is distributed proportionally across the price rows covered by that candle's high-low range. If a candle covers several rows, its volume is split between those rows based on the amount of price overlap.
Bullish and bearish volume are separated using candle direction:
* Candles closing above their open are counted as bullish volume;
* Candles closing below their open are counted as bearish volume;
* Neutral candles are split evenly.
Key Volume Areas
POC - Point of Control
POC is the price row with the highest volume inside the visible range. It marks the largest volume concentration in the selected chart area.
VAH - Value Area High
VAH is the upper boundary of the value area.
VAL - Value Area Low
VAL is the lower boundary of the value area.
The value area starts from the POC and expands through the highest-volume neighboring rows until the selected percentage of total visible-range volume is included. By default, this is commonly used as a 70% value area, but the percentage can be changed in the settings.
HVN - High Volume Node
HVN zones are high-volume areas detected from local peaks in the smoothed volume profile. These zones show where volume was concentrated compared with nearby price levels.
LVN - Low Volume Node
LVN zones are low-volume areas detected from local valleys in the smoothed volume profile. These zones show where volume was thinner compared with nearby price levels.
How to use it
The profile can help users compare current price action with previously traded volume areas inside the selected visible range:
* POC shows the main high-volume reference area of the visible range;
* VAH and VAL show the upper and lower limits of the main value area;
* HVN zones show areas where price previously spent more volume;
* LVN zones show areas where volume was thinner relative to nearby price levels;
* The histogram shows the full volume distribution across the selected price range.
A trader can use these areas as context when analyzing price location. For example, price trading near POC is trading near the main volume concentration of the visible range. Price trading near VAH or VAL is trading near the edge of the calculated value area. HVN and LVN zones can be used to compare current price behavior with areas of stronger or weaker previous volume participation.
These levels should be treated as structural references only. They are not automatic entries, exits, support, resistance, targets, or invalidation levels.
Main settings
* Profile Rows controls how many price rows are used to build the volume profile. More rows create a more detailed profile. Fewer rows create a smoother, broader profile;
* Value Area % controls how much of the visible-range volume is included inside the value area;
* Histogram Direction controls whether the profile is displayed to the left or right side of the visible chart area;
* Profile Distance controls the spacing between the visible candles and the profile panel;
* The script also includes settings for showing or hiding POC, VAH/VAL, HVN, LVN, labels, prices in labels, line style, line width, label size, and colors.
Limitations
*This indicator does not generate buy or sell signals;
*It does not predict future price direction;
*It does not define guaranteed support or resistance;
*It does not use exact bid/ask volume;
*It does not use footprint, delta, or order book data.
The displayed structure depends on the selected visible range, symbol, exchange, timeframe, and available volume data.
Because the profile is based on the currently visible chart range, moving or zooming the chart can change the calculated POC, value area, HVN zones, and LVN zones.
Indicator
Indicator
Liquidity & Volume Profile Framework [invincible3]Liquidity & Volume Profile Framework
The Liquidity & Volume Profile Framework is a price-action and volume-profile framework designed to help traders identify high-probability trading zones using liquidity, value area structure, fair value gaps, and volume confirmation.
This indicator is built around the idea that strong trades usually happen when price reacts around important institutional zones such as POC, VAH, VAL, HVN/LVN areas, and liquidity pools created around equal highs and equal lows.
The tool does not simply give random buy or sell signals. Instead, it maps the market structure so the trader can wait for proper confluence before entering.
Core Concept
This indicator follows a structured institutional trading workflow:
Step 1 — Read the Market Structure
The indicator identifies key volume-profile levels:
POC — Point of Control
The price level with the highest volume concentration inside the selected lookback range.
VAH / VAL — Value Area High and Value Area Low
The upper and lower boundary of the value area, based on the selected value-area percentage.
HVN / LVN Zones
High-volume and low-volume areas are displayed as volume-profile bars.
HVN zones can act like magnets, while LVN zones often behave like thin liquidity zones where price can move quickly.
BSL / SSL Liquidity Pools
The indicator tracks swing highs and swing lows to identify potential buy-side liquidity and sell-side liquidity.
Step 2 — Wait for a Trigger
The indicator highlights possible institutional reaction triggers:
Liquidity Sweep
A bullish sweep occurs when price takes out a prior swing low and closes back above it.
A bearish sweep occurs when price takes out a prior swing high and closes back below it.
This helps identify possible stop-hunt behavior around liquidity pools.
Fair Value Gap — FVG
Bullish and bearish imbalance zones are detected automatically.
These areas can act as retracement zones where price may return before continuation.
VA / POC Touch
Reactions around VAH, VAL, or POC can provide important confluence when combined with sweep or FVG logic.
Step 3 — Confirm with Volume
The indicator includes a volume spike condition.
A volume spike is detected when current volume is greater than the selected moving-average volume multiplied by the chosen spike multiplier.
By default, the logic uses:
Volume > 1.5 × Average Volume
This helps highlight moments where institutional participation may be stronger than normal.
Step 4 — Entry Logic
The strongest setups usually appear when multiple conditions align in the same zone:
Liquidity sweep + FVG fill + VAH / VAL / POC reaction + volume spike
Example bullish setup:
Price sweeps sell-side liquidity below a prior swing low, closes back above the level, returns into a bullish FVG, reacts near VAL or POC, and shows increased volume.
Example bearish setup:
Price sweeps buy-side liquidity above a prior swing high, closes back below the level, returns into a bearish FVG, reacts near VAH or POC, and shows increased volume.
Step 5 — Risk Framework
The indicator is designed to support structured risk planning:
Stop Loss
Usually placed just beyond the swept liquidity level.
Target 1
Often the POC or opposite value-area boundary.
Target 2
The opposing liquidity pool or major high-volume / low-volume area.
Visual Legend
Orange line — POC
Dotted adaptive lines — VAH / VAL
Gold bars — High-volume areas / HVN
Purple bars — Low-volume areas / LVN
Green dashed sweep line — Sell-side liquidity sweep
Red dashed sweep line — Buy-side liquidity sweep
Green boxes — Bullish Fair Value Gaps
Red boxes — Bearish Fair Value Gaps
Gold circles — Volume spike confirmation
Main Features
Automatic fixed-lookback volume profile
POC, VAH, and VAL calculation
High-volume and low-volume profile bars
Bullish and bearish liquidity sweep detection
Buy-side and sell-side liquidity mapping
Automatic bullish and bearish FVG zones
FVG extension until fill or expiry
Volume spike confirmation using volume moving average
Theme-adaptive colors for dark and light charts
Institutional-style visual framework
Clean overlay design for price-action trading
Best Timeframes
This tool works best when used with a top-down approach.
For structure:
4H / Daily
For entries:
15m / 1H
Recommended workflow:
Use higher timeframe to identify POC, VAH, VAL, HVN, LVN, and major liquidity pools.
Then use lower timeframe to wait for liquidity sweep, FVG reaction, rejection candle, and volume confirmation.
Suggested Settings
For intraday trading:
VP Lookback: 100–200
VP Rows: 40–60
Value Area: 70%
Pivot Length: 5–10
Volume MA: 20
Volume Spike Multiplier: 1.5
For swing trading:
VP Lookback: 200–300
VP Rows: 50–80
Value Area: 70%
Pivot Length: 10–20
Volume MA: 20–50
Volume Spike Multiplier: 1.5–2.0
Important Notes
This indicator is not a standalone buy/sell signal system.
It is a confluence framework.
The highest-quality trades usually occur when liquidity, volume profile, imbalance, candle rejection, and volume confirmation all align in the same area.
Always wait for candle-close confirmation before entering.
Use proper stop loss and risk management. Indicator
Liquidity Map & Execution Cost# Liquidity Map & Execution Cost
## What this script does
LMX answers three execution questions most indicators ignore: **how expensive is it to get in and out right now, how hard would it be to move size, and where on the chart will price struggle versus travel freely.** It reads only the chart's own price and volume — no symbol is hardcoded, so it runs on any asset and any market (equities, futures, FX, crypto, indices) — and turns the answers into a plain-language trade check: liquidity state, suggested position size, order type, estimated slippage, and a colour-coded map of support, resistance, walls and open gaps.
## Why these components are combined (mashup justification)
This is not several indicators stacked together — it is one liquidity model whose parts each answer a question the others cannot, and they are designed to be read together. Removing any one leaves a specific blind spot:
1. **Cost to cross — effective spread.** Estimated with the EDGE estimator (Ardia, Guidotti & Kroencke 2024) from open/high/low/close, cross-checked against Abdi-Ranaldo (2017) and Corwin-Schultz (2012). This tells you the round-trip cost of entering, which spread-blind tools cannot show. Alone, it says nothing about moving size or about levels.
2. **Cost to move size — price impact.** The Amihud (2002) illiquidity ratio with a high-low refinement, plus a rolling Kyle (1985) lambda computed as a true regression slope. This tells you how far your own order would push price — the question that matters for sizing, and one a spread estimate cannot answer.
3. **Direction of pressure — order imbalance.** A close-location signed-volume imbalance and its persistence. This tells you which side is leaning now, adding direction that the cost measures lack.
4. **The spatial map — volume at price.** A time-decay-weighted, range-distributed volume profile that yields the Point of Control and Value Area (standard 70% method), rendered as directional zones: green support below price, red resistance above, solid = a wall price struggles at, faint = an open gap price slides through. This converts the abstract cost/impact numbers into *locations* on the chart.
5. **Anchored VWAP — fair value.** A volume-weighted average anchored to your chosen reference (last major swing by default; or session/week/month open, or the highest-volume bar), drawn as a trend-coloured line. It is the dynamic counterpart to the static profile: where the average participant is positioned, and whether price is rich or cheap versus that.
Together they form one decision: the spread and impact set the **cost and size**, the imbalance and VWAP set the **direction and fair value**, and the map sets the **location** — so the output is "trade full size with market orders, buyers in control, room to run up to the gap above," not five separate readings.
## How a reading is produced
Each estimator is normalised to a percentile of its own history so thresholds adapt to every symbol and timeframe. The inverted spread, inverted impact and depth combine into a 0–100 **Liquidity Score**, classified as Deep / Normal / Thin / Stressed (a sudden impact spike forces Stressed). The score drives the suggested size multiplier, the order-type advice and the slippage estimate. The map is rebuilt on the last bar from the volume-at-price profile.
## How to use it
- Apply to any symbol. Set the price source and, if you trade very low intraday timeframes, optionally fix the calc timeframe (e.g. Daily) so the spread estimators stay stable. On symbols without real volume the volume modules disable automatically and the score leans on the spread estimators (the panel shows "price-only").
- **Simple mode (default)** gives plain-language guidance: Liquidity, Trade cost, Pressure, Position size, Orders, Watch-out, Fair value, and a one-line verdict. **Pro mode** exposes the full readout (spread in bps, Amihud and Kyle percentiles, depth, imbalance, flow persistence, value-area levels).
- On the chart: trade toward green support, expect resistance at red, size down where the map is thin (price moves fast there), and read the trend-coloured fair-value line for rich/cheap context.
- Alerts: liquidity-state change and sudden liquidity withdrawal.
## Originality
The combination is the original contribution: a single overlay that fuses low-frequency **spread**, **impact** and **imbalance** estimators with a **time-decay, range-distributed volume profile** and an anchored fair-value line, then translates all of it into sizing/order/slippage decisions in plain language. The building blocks are public-domain methods (EDGE, Abdi-Ranaldo, Corwin-Schultz, Amihud, Kyle, volume-profile Value Area, anchored VWAP), each used for the specific job described above and cited in the script header.
## Limitations (please read)
- These are **low-frequency estimators** of quantities normally measured from quote/tick data. They approximate — they do not measure — the true spread, depth, or dealer book.
- Volume-based modules require a real volume feed; they disable on symbols without one.
- Spread estimators were validated on daily-type bars; on very fast intraday timeframes they are noisier — use the calc-timeframe option if needed.
- The on-panel statistics are computed on the loaded chart history.
- This is an analysis tool, **not financial advice.** Test before use and trade at your own risk.
Indicator
Indicator
Dual Profile Structure Map [JOAT]Dual Profile Structure Map
Introduction
Dual Profile Structure Map is an open-source session volume profile indicator that computes Point of Control, Value Area High, Value Area Low, and Initial Balance levels for the current session and displays them as a horizontal histogram overlaid on price. Unlike fixed-range or visible-range profiles, this indicator uses time-based session segmentation — the profile represents only the bars within the current trading day, updating continuously as each bar closes.
The profile answers a specific question: where was the majority of trading activity concentrated in the current session, and what are the structural reference levels that follow from that activity? The Initial Balance (the range of the first hour of the session) provides context for whether subsequent price behavior is an extension or a rejection.
Core Concepts
1. Volume Profile Calculation
Price range is divided into configurable bins. Each bar's volume is allocated to the bins that overlap its high-low range, proportionally by the fraction of the bar that falls within each bin. The result is an array of volume-at-price values for the session:
for b = 0 to nBins - 1
float binLo = profileLow + b * binSize
float binHi = binLo + binSize
float overlap = math.min(high, binHi) - math.max(low, binLo)
if overlap > 0
vol_at_bin += volume * (overlap / (high - low))
2. Point of Control and Value Area
The Point of Control (POC) is the bin with the highest volume — the price level where the most trading occurred. The Value Area is computed using the standard 70% rule: starting from the POC, adjacent bins are added to the value area (choosing the higher-volume adjacent bin each time) until 70% of session volume is captured. The resulting Value Area High (VAH) and Value Area Low (VAL) define the range where value was accepted.
3. Initial Balance
The Initial Balance uses the high and low of the first configurable number of bars after session open (default: first 4 bars on a 15-minute chart = first hour). IB High and IB Low are drawn as horizontal lines across the chart. Price trading above IB High is bullish extension; below IB Low is bearish extension; inside the IB is balance.
4. Histogram Rendering
Volume bins are rendered as horizontal bars extending leftward from the right edge of the session. Bar width is proportional to relative volume. The POC bin uses a distinct color. Value area bins use a softer fill. Bins outside the value area use the dimmest fill. This creates the standard volume profile "bell curve" visualization.
Features
Session volume profile: Real-time per-session histogram updated bar by bar
Point of Control (POC): Highest-volume price bin with labeled line
Value Area (VAH/VAL): 70% volume concentration band with boundary lines
Initial Balance High/Low: First-session-period range with horizontal level lines
Configurable bin count: Controls granularity of the volume distribution
Session reset logic: Profile resets at each new session boundary
Candle coloring: Candles painted by position relative to POC and value area
Dashboard: Current POC, VAH, VAL, IB range, and session volume total
Input Parameters
Profile Configuration:
Number of Bins: Price level granularity for the profile (default: 24)
IB Bars: Number of bars defining the Initial Balance period (default: 4)
Session Type: Trading session boundary for profile reset
Display:
Histogram Width: Maximum bar width in chart bars (default: 30)
Show POC Line toggle
Show Value Area toggle
Show Initial Balance toggle
Show Candle Color toggle
How to Use This Indicator
Step 1: Identify the POC
The POC is the fair value anchor for the session. Price gravitating toward the POC during a pullback indicates healthy trend behavior. Price unable to hold above or below the POC suggests indecision at current levels.
Step 2: Use Value Area for Range Context
Value area acceptance means price is spending time within the 70% volume zone — a range-bound state. Value area rejection (price rapidly leaving VAH or VAL and not returning) indicates directional conviction.
Step 3: Trade Initial Balance Extensions
A close above IB High with follow-through is a bullish extension signal. A close below IB Low is bearish. Range expansion beyond the IB indicates participants accepting new value outside the opening equilibrium.
Step 4: Watch POC as Support or Resistance
On future pullbacks, the prior session's POC often acts as structural support or resistance. The indicator's persistent level lines provide these reference points across sessions.
Indicator Limitations
Volume profile interpretation requires practice; mechanical rules based on profile levels without context produce poor results
On instruments with irregular volume distribution (low-liquidity sessions, gaps), profiles may cluster into unrepresentative patterns
The 70% value area rule is a convention from Market Profile theory, not a mathematically proven optimal threshold
Originality Statement
The combination of a real-time session volume profile with Initial Balance tracking, candle coloring by value area position, and a live-updating dashboard in a single Pine Script v6 publication provides a self-contained session structure tool. The session-adaptive profile calculation using proportional volume allocation across bins is implemented from first principles, not adapted from another published script.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice. Volume profile levels are historical references and do not guarantee future price reactions. Trading involves substantial risk of loss.
-Made with passion by jackofalltrades
Indicator
Volume Delta ProfileVolume Delta Profile
The Volume Delta Profile is an overlay indicator that builds a horizontal volume delta distribution directly on the price chart, similar to a Market Profile or Volume Profile but using net delta (buying pressure minus selling pressure) as the core metric instead of raw traded volume.
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WHAT IS VOLUME DELTA?
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Volume delta measures the difference between aggressive buying volume (market buy orders hitting the ask) and aggressive selling volume (market sell orders hitting the bid) within a given candle. A positive delta means buyers were more aggressive during that candle. A negative delta means sellers were more aggressive.
This indicator uses PulseWire's native ta.requestVolumeDelta() function, which reconstructs delta by scanning a lower timeframe (automatically selected or manually configured) to approximate the split between up-volume and down-volume for each candle.
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HOW IT WORKS
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The indicator scans a configurable number of historical bars (default: 500) and for each bar assigns its volume delta to a price level based on the closing price of that bar. Price levels are divided into equally spaced buckets across the high-to-low range of the lookback period.
Positive delta (net buying) accumulates in the bullish bucket of that price level.
Negative delta (net selling) accumulates in the bearish bucket of that price level.
The result is a horizontal bar chart displayed to the right of the last candle, where each row represents a price level and the width of the bar represents the total delta activity at that level. The color of each bar reflects which side dominated:
• Teal bars → net buying pressure dominated at that price level
• Pink/red bars → net selling pressure dominated at that price level
The Point of Control (POC) is marked as a solid horizontal line extending 50 bars to the left, highlighting the price level where the highest total delta activity occurred across the entire lookback period.
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COMPONENTS
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1. Delta Profile (horizontal bars)
A visual distribution of accumulated volume delta across price levels. Each bar's width is proportional to the total delta activity at that level relative to the most active level. Bars are color-coded by dominant side (buyers vs sellers).
2. Point of Control (POC)
The price level with the highest total delta activity in the lookback window. Displayed as a solid horizontal line extending 50 bars to the left of the current bar. This is the price where the most aggressive order flow occurred — institutional interest tends to concentrate here.
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SETTINGS
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• Lookback bars (default 500): Number of historical candles to include in the profile. More bars give a broader context; fewer bars focus on recent activity.
• Bar width (default 20): Visual width in pixels of the widest bar in the profile. Adjust for chart readability.
• Price levels (default 50): Number of horizontal buckets the price range is divided into. More levels give finer granularity; fewer levels give a smoother, broader view.
• Positive delta color (default teal): Color for price levels where buying pressure dominated.
• Negative delta color (default pink): Color for price levels where selling pressure dominated.
• POC color (default black): Color of the Point of Control line.
• Profile offset (default 10): Horizontal distance in bars between the last candle and the left edge of the profile. Increase to avoid overlap with live price action.
• Custom timeframe: Override the automatic lower timeframe used for delta reconstruction. Higher timeframes load more history but reduce precision.
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HOW TO INTERPRET IT
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DOMINANT COLOR ZONES
Large teal zones indicate price areas where institutional buyers were consistently aggressive. These levels tend to act as support — if price returns to them, buyers are likely to defend the level. Large pink zones indicate areas of consistent selling aggression, which tend to act as resistance or liquidity targets for short-side participants.
PROFILE SHAPE
A profile with a clear peak (narrow, tall distribution) suggests price spent most of its time and order flow at a specific level — strong agreement on value. A wide, flat profile suggests price moved across a broad range without clear absorption at any single level.
POINT OF CONTROL (POC)
The POC is the single most important level in the profile. It represents where the maximum institutional order flow occurred. Price has a strong tendency to gravitate back toward the POC after extended moves away from it, making it a high-probability mean-reversion target. It also acts as a decisive level: a clean break and hold above a teal POC confirms bullish institutional commitment; a rejection at a pink POC confirms continued distribution.
DIVERGENCE BETWEEN COLOR AND PRICE MOVEMENT
If price fell sharply through a level but the profile shows teal (net buying) at that level, it suggests absorption — institutions were buying the selling pressure. This is often a precursor to a reversal. Conversely, if price rose through a level but the profile shows pink, distribution was occurring into the rally.
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HOW TO USE IT
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1. IDENTIFY THE VALUE AREA
Look for the widest bars in the profile — these are the price levels with the most delta activity. The market considers these levels "fair value." Price tends to spend more time here and frequently returns to these zones after deviation.
2. USE THE POC AS A MAGNET
If price is trading significantly above or below the POC, there is a structural tendency to return to it. The POC acts as a mean-reversion target, especially in range-bound or post-impulse conditions.
3. READ THE COLOR FOR BIAS
Before entering a trade, check the delta color at the relevant support or resistance level. A teal zone below current price strengthens a long bias — institutions were buying there. A pink zone above current price strengthens a short bias — institutions were selling there.
4. SPOT ABSORPTION
Large teal bars at price lows or large pink bars at price highs are signs of institutional absorption. These are the exact footprints of Wyckoff accumulation and distribution phases — smart money absorbing retail order flow before the next directional move.
5. COMBINE WITH STRUCTURE
Use this indicator alongside your market structure analysis. A key structural level (support, resistance, order block) that coincides with a high-delta POC or dominant color zone has significantly higher probability of holding or acting as a reversal point.
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NOTES
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• Delta data requires a data provider that supplies volume. The indicator will throw a runtime error if volume data is unavailable for the selected symbol.
• The profile updates on bar close and on the last real-time bar to keep the display current without excessive recalculation.
• Works on any timeframe and any instrument with volume data: forex, indices, crypto, commodities, equities.
• For best results on higher timeframes (daily, weekly), enable the custom timeframe option and select a higher sub-timeframe (e.g., "60") to ensure sufficient historical delta data is available.
Indicator
Indicator
Anchored VWAP ChannelAnchored VWAP Channel — Regime, Confluence & Reversals
What it is
This is a single overlay that builds a complete read of price around one Anchored VWAP. Instead of just drawing a VWAP line, it wraps the VWAP in a volatility channel and then layers the context a discretionary trader normally checks by eye — where price sits versus fair value, whether the move is trending or stretched, where high-volume and Fibonacci levels line up, and where the edges are getting rejected. Everything is derived from the same anchor and measured in the same volatility unit (one standard deviation, σ), so the pieces describe one structure rather than competing with each other.
It runs on any asset class and any timeframe. On instruments that carry real volume (stocks, futures, crypto, etc.) the VWAP, the channel, and the volume profile are fully volume-weighted; on feeds without real volume it falls back gracefully and flags the change in the table (see "Notes and limitations").
Why these components are combined (and how they work together)
This is intentionally a mashup, and the parts are chosen because they answer different questions about the same reference point:
• The Anchored VWAP is the fair-value anchor — the volume-weighted average price since a chosen pivot.
• The channel turns dispersion around that anchor into a measurable unit: the bands are the AVWAP ± k·σ, where σ is the volume-weighted standard deviation of price about the VWAP. This converts "how far is price from fair value" into a number (σ-distance) every other module can reuse.
• The regime read uses that σ-distance together with the VWAP slope and the band behaviour to label continuation vs reversal — so the same channel that draws the bands also tells you whether to trust a band tag or fade it.
• The volume profile (Point of Control + Value Area) is computed over the same anchored window, so the high-volume price and the value range are measured on exactly the data the VWAP is built from — not an arbitrary separate lookback.
• The Fibonacci grid is drawn on the active swing leg and is only emphasised where a level coincides with the VWAP, a band, or the POC. The channel and profile are what make a fib level meaningful here; on their own the fib levels would be just lines.
• The reversal signals fire on outer-band rejections, and the optional confluence filter suppresses them while the regime is strongly trending (when band tags tend to continue) — i.e. one module gates another.
In short: the channel produces a σ-distance, and the regime, profile, fib confluence, reversal logic, divergence and squeeze modules all consume that single shared measurement. That shared plumbing is the reason these are bundled into one script instead of run as six separate indicators.
What it plots
• Anchored VWAP centerline with a glow halo, colored by slope direction.
• Channel bands at ±1σ and ±2σ. The fill can be a "reversion heat" gradient (denser toward the outer band, red above the VWAP, green below) or a neutral glow, or off.
• Volume profile drawn as a translucent Value Area box (VAL→VAH) with a distinct POC line — kept visually and positionally separate from the fib lines so the two are never confused.
• Fibonacci grid (active-leg retracement, plus optional swing-to-swing), with confluence levels marked by a star and a brighter tone.
• Signals: trend-shift triangles on VWAP reclaim/loss; solid reversal labels on band rejections; diamonds and connecting lines for σ-distance divergence; a marker on volatility-squeeze release.
• Status table (single panel): regime, bias, σ-distance, AVWAP, POC, Value Area, squeeze state, divergence, a reversion stop/target/RR template, a data-health row, multi-timeframe regime agreement, and a built-in legend.
• Optional forward projection cone and an optional self-calibration panel that scores how past signals resolved.
Anchor modes
Rolling (fixed bar window), Swing Low, Swing High, or Dual (auto — anchors to the more recent significant pivot). Pivot detection uses bar-count lookbacks (8/13/21/34/55/89), so the entire tool self-scales to any timeframe.
How to use it
1. Read the table first: regime + σ-distance tell you whether price is trending or stretched, and how far from fair value it is.
2. Use the bands as context — near the centerline is fair value; the ±2σ edge is where reversion risk is highest (and the heat fill shades it).
3. Treat reversal labels as fade-the-stretch signals, strongest when the regime is not trending and when a divergence diamond agrees.
4. Use trend-shift triangles (VWAP reclaim/loss) for continuation context.
5. Use fib-confluence stars and the Value Area box / POC as the levels most likely to react.
6. Check multi-timeframe agreement in the table before acting.
7. Optionally turn on the calibration panel to see, on your own symbol and timeframe, how often each signal type has historically followed through.
What makes it original
• A single shared σ framework: bands, regime, divergence, reversals and risk template all read from one volume-weighted standard-deviation measurement around one anchor, rather than bolting unrelated indicators together.
• Reversion-heat channel fill that encodes reversion risk as color density.
• Confluence-filtered reversals — band rejections gated by regime/divergence.
• Volume profile rendered as a separated zone so it never blends into the fib levels.
• A transparent self-calibration panel that scores the script's own signals against a follow-through threshold (descriptive, not a backtest).
Key settings
• Calculation Source — works on any asset/market; default hlc3, switchable to close, hl2, ohlc4, etc.
• Anchor mode and pivot/rolling length.
• Inner/outer band multipliers and fill style.
• Signal sensitivity, session-open filter, reversal-confirmation strictness.
• Table position / text size / legend, and toggles for every module.
Notes and limitations
• Signals are evaluated on closed bars; the σ-distance divergence confirms a few bars after a pivot by design, so it prints late (this is normal for pivot-based divergence and is not repainting of confirmed history).
• Last-bar drawings (profile, fib, projection cone) are redrawn on each new bar and will shift forward — that is expected.
• Asset classes / volume: runs on any market and any timeframe. On instruments that carry real volume (stocks, futures, crypto, etc.) the Anchored VWAP, the volume-weighted σ channel, and the Volume Profile (POC / Value Area) are all fully volume-weighted as intended. On feeds with no real volume (e.g. spot forex, some indices / CFDs) the script still works but degrades gracefully: the VWAP becomes a simple anchored mean, the channel uses an unweighted standard deviation, and the profile becomes a time-at-price distribution. The Data row in the table flags this state as "no-vol / DEGRADED" so you always know which mode you are in.
• The multi-timeframe dashboard uses higher-timeframe requests; you can turn it off to reduce load.
• This is an analysis/visualization tool, not a strategy — it does not place orders and is not optimized or backtested for entries/exits.
Disclaimer
This script is provided for educational and informational purposes only and is not financial, investment, or trading advice. It does not predict future prices. Markets carry risk and you can lose money. Past behaviour of any signal (including the calibration panel) does not guarantee future results. Always do your own research and consider consulting a licensed financial professional before trading. You are solely responsible for your decisions and their outcomes.
Indicator
HTF Candle Volume Profile [ChartPrime]🔶 OVERVIEW
Traders often lose sight of the "big picture" when focused on lower timeframe (LTF) price action. The HTF Candle Volume Profile bridges this gap by projecting Higher Timeframe (HTF) candles—such as Daily or 4-Hour bars—directly onto your current chart.
Unlike standard HTF candles, this indicator includes a **built-in Volume Profile for each candle**, revealing exactly where the most trading activity occurred within that specific higher timeframe period.
🔶 KEY CONCEPTS: SYNTHETIC PROJECTION
This tool uses a "projection" method, meaning it draws the HTF candles and their profiles to the right of the current price action. This prevents chart clutter and allows you to compare the internal volume structure of the current and previous HTF candles side-by-side.
Synthetic Candles: Represents the OHLC (Open, High, Low, Close) of the higher timeframe.
Intra-Candle Volume Profile: A horizontal histogram built into the candle body showing volume distribution.
Point of Control (POC): The specific price level within the HTF candle that saw the highest volume.
🔶 VISUAL COMPONENTS
Projected Candle Slots: You can display up to four candles:
* Candle 1 (C1): The currently forming HTF candle (updates in real-time).
* Candles 2-4 (C2-C4): The most recent historical closed HTF candles.
POC Level Lines: A dashed orange line (customizable) extends from the profile back across your chart, marking the "fairest price" of that HTF period.
High/Low Level Lines: Dotted lines marking the extremes of the HTF candles, providing immediate targets for liquidity sweeps or support/resistance.
Price Labels: Optional tags that display the exact price of the High, Low, and POC for precise order entry.
🔶 INDICATOR PARAMETERS
Timeframe (HTF): Choose the "Anchor" timeframe (e.g., set to "D" while trading on the 15m chart).
Profile Bins: Adjust the resolution of the volume histogram. Higher values provide a more granular look at price "nodes."
Projection Offset: Moves the projected candles further to the right to keep your current price action clear.
Style Controls: Fully customize the colors for bullish/bearish candles and the Point of Control.
🔶 TRADING APPLICATIONS
Identifying Institutional Value: The POC of an HTF candle is where "Big Money" is most active. When price returns to a previous HTF POC, it often finds significant support or resistance.
Trend Confirmation: Watch the "Migration" of the POC. If the POC of C1 is higher than the POC of C2, the HTF trend is healthily bullish.
Targeting Liquidity: The High and Low level lines projected by the indicator act as natural "draws on liquidity." Traders often look for price to sweep these HTF levels before looking for a reversal.
🔶 CONCLUSION
The HTF Candle Volume Profile is an essential tool for multi-timeframe analysis. It allows you to see not just *where* price went on a higher timeframe, but *how much business* was conducted at every price point along the way. Indicator
Sessions Flow [Cartel Console] Sessions Flow
# Overview
Sessions Flow is a session-based market activity visualization tool designed to provide a detailed view of how trading volume is distributed throughout the major global forex and index trading sessions.
Rather than displaying volume as a single aggregated value, the indicator breaks each session into multiple price levels and visualizes where trading activity was concentrated during that session. This allows traders to study session structure, identify high-participation and low-participation areas, and compare how different sessions interact with price.
The indicator automatically tracks and analyzes the four major trading sessions:
• Sydney Session
• Tokyo Session
• London Session
• New York Session
Each session is processed independently and displayed directly on the chart using volume distribution heatmaps, volume profiles, Point of Control calculations, and Value Area measurements.
---
# Core Features
## Session Detection
The indicator automatically identifies the start and end of each selected trading session and creates a dedicated session structure on the chart.
Users can enable or disable individual sessions and customize session times according to their preferences.
Supported sessions include:
• Sydney
• Tokyo
• London
• New York
---
### Session Heatmap
Each session contains a heatmap that displays the relative distribution of trading activity throughout the session range.
The heatmap highlights:
• Areas with greater participation
• Areas with moderate participation
• Areas with lower participation
This provides a quick visual overview of where the market spent the most and least volume during a session.
Heatmap density and transparency settings can be fully customized.
---
### Session Volume Profile
For every session, the indicator constructs a volume profile based on price distribution inside the session range.
The profile is displayed as a side histogram showing how activity was distributed vertically across different price levels.
This can help traders observe:
• High-volume areas
• Low-volume areas
• Session acceptance regions
• Session rejection regions
The profile width and display settings are adjustable.
---
## Point of Control (POC)
The Point of Control represents the price level that accumulated the highest amount of volume during a session.
The indicator automatically calculates and plots the POC for each completed session.
POC levels often serve as useful reference points when reviewing historical session activity and market structure.
---
### Value Area Analysis
The indicator calculates a configurable Value Area based on the percentage of session volume selected by the user.
Displayed levels include:
• Value Area High (VAH)
• Value Area Low (VAL)
These levels help visualize the region where the majority of session activity occurred.
The default setting uses a 70% Value Area, but users may customize this value.
---
### Historical Session Management
To maintain chart performance, the indicator includes controls for:
• Maximum detailed sessions displayed
• Historical session lookback period
• Simplified rendering of older sessions
Recent sessions can retain full heatmap and profile information while older sessions transition into lightweight background structures.
This allows extensive historical analysis without excessive chart clutter.
---
### Active Session Dashboard
A built-in dashboard displays the currently active trading sessions in real time.
The dashboard provides:
• Active session names
• Live session status indicators
This makes it easy to determine which global markets are currently open without leaving the chart.
---
## Customization Options
The indicator includes a wide range of configurable settings:
### Session Settings
• Individual session visibility
• Custom session times
### Heatmap Settings
• Heatmap resolution
• Number of price bins
• Density visualization controls
### Volume Profile Settings
• Histogram width
• Detailed session limits
### Value Area Settings
• Value Area percentage
• VA visibility controls
### Styling Settings
• Session colors
• Border transparency
• Historical session appearance
• Dashboard position
---
## Intended Usage
Sessions Flow is designed for traders who want to study how market activity develops during different trading sessions.
It can be used for:
• Session analysis
• Market structure observation
• Historical session review
• Volume distribution study
• Contextual chart analysis
The indicator focuses on visualization and analysis rather than signal generation.
---
## Disclaimer
This indicator is intended for educational and analytical purposes only. It does not provide financial advice, trading recommendations, or guaranteed outcomes. Trading involves risk, and users should perform their own analysis before making trading decisions.
Indicator
Indicator
Aurora Compass [JOAT]Aurora Compass
Aurora Compass is a higher-timeframe volume-profile overlay with smart-money-weighted bin coloring, Point of Control (POC) tracking, Value Area High / Value Area Low boundaries, top-three High Volume Node (HVN) full-chart-width zones, low-volume node markers, liquidity-sweep detection with persistent price labels, an inter-interval POC drift trail, profile imbalance and HVN-rotation alerts, and a right-side 21-segment bias compass.
What makes it different
Traditional volume profile shows raw volume distribution. Aurora Compass weights each candle's contribution by a normalized Negative Volume Index delta, emphasising bars where institutions tend to transact (NVI-up days). The result highlights levels of smart-money concentration, not just raw turnover.
Full-chart-width HVN zone boxes (not just thin borders) make the top three nodes obvious across the entire visible price history.
Value Area High and Value Area Low are computed and drawn. The price boundaries that bracket 70% of profile volume. These are first-class horizontal levels with right-edge labels.
An inter-interval POC drift trail draws a line from each interval's POC midpoint to the next, colored by direction. You can read multi-day POC migration at a glance.
Liquidity sweeps are detected when price wicks beyond an HVN and the candle body closes back through. The script prints a persistent price label, not just a marker.
How it works
Higher-timeframe rollover is detected via ta.change(htfTf). No request.security is used. The profile is constructed from local bars within the interval.
The price range within the active interval is binned into res slices. For each bin, the script accumulates total volume and smart-money-weighted signed volume.
POC is the bin midpoint with the maximum total volume. Value Area is computed by expanding outward from POC until cumulative volume reaches 70%.
Top three bins by volume become HVNs. Bottom three become LVNs, where breakouts tend to accelerate through low-resistance areas.
Sweep markers fire when a wick pierces an HVN boundary and the body closes the other side.
POC drift in ATR units is tracked across interval boundaries. Imbalance is the absolute net signed volume divided by total volume.
Reading the chart
Heatmap boxes for each bin, transparency-modulated by relative volume share. Smart-money weighting tints them mint or red according to net flow direction.
POC dashed horizontal line extends across the visible chart with a right-edge price label that includes the inter-interval drift in ATR units.
VAH and VAL dashed lines with right-edge labels.
Three HVN full-width zones with right-edge price and volume labels.
Three LVN border-only highlights (visually distinct from filled HVN).
HTF interval boundary dotted vertical lines (capped to last 20 intervals).
Per-interval sentiment timeline labels above each historical interval's high.
Liquidity sweep labels at sweep wicks (for example SWEEP 4520.50).
Inter-interval POC drift trail (capped to last 10 segments).
Right-side 30-segment vertical bias gauge with horizontal sight-line and pointer label.
Signals
Bullish / bearish liquidity sweep
Bullish / bearish POC drift
HVN touch
HVN rotation (top-3 ordering changed between intervals)
Profile imbalance bull / bear (net signed volume crosses the threshold)
VAH / VAL touch and Value Area reclaim (up / down breakouts)
All gated on barstate.isconfirmed or barstate.ishistory. No future references.
Inputs
HTF Profile : higher timeframe selector, profile resolution, intensity scale, show heatmap, show POC, show HVN.
Cross-Interval : HTF interval markers, sentiment timeline, POC trail, LVN bands, sweep labels, gauge, sentiment label, Value Area, HVN zones, imbalance threshold.
Sweep : detection toggle.
Visual : bullish / bearish colors, intensity scale.
Dashboard : position, size.
How traders use this
HVN reactions : the top-three HVN zones are the levels most likely to attract price retests. Look for rejections or breakouts at these levels.
LVN acceleration : when price enters a low-volume bin, expected travel speed is faster. These are thin-air zones useful for measured-move targets.
Sweep then reclaim : a bull sweep where price wicks below an HVN and closes above is a classic stop-hunt-then-reverse pattern.
POC drift : a series of mint trail segments showing upward POC migration across multiple HTF intervals is a structural up-trend signal independent of price action on the LTF.
Value Area : trading within Value Area is range / rotation behavior. Trading outside is trend / discovery behavior.
Limitations
The profile is built from local LTF bars within an HTF interval. Resolution and quality scale with how many LTF bars fit in the HTF window. Daily HTF with 1-minute LTF gives the richest profile.
Smart-money weighting via NVI is a proxy. It is not a substitute for true tick-level order-flow data.
HVN / LVN selection is recomputed each bar and may shift as new volume arrives within an interval. Once the interval closes the profile is locked.
For very illiquid instruments the profile is sparse and the levels are less informative.
Compatibility
Pine Script v6 open-source indicator. Any symbol with volume data. HTF must be strictly higher than the chart timeframe. No external request.security calls. Non-repainting: signals fire on confirmed bars.
Defaults
Daily HTF, 30 bins, mint / red palette, top-right medium dashboard. For higher resolution increase the bin count. For noisier instruments raise the imbalance threshold.
Indicator
Swing Gradient TPOs [BOSWaves]Swing Gradient TPOs - Swing-Anchored Time Price Opportunity Profiles with Gradient Chronology and Single Print Detection
Overview
Swing Gradient TPOs is a swing-anchored market profile system that constructs Time Price Opportunity profiles within each detected swing range, where letter assignment, gradient coloring, POC identification, and single print detection are driven by chronological time period progression across the swing rather than fixed session boundaries or arbitrary time windows.
Instead of applying TPO profiles to calendar sessions or user-defined time blocks, this system anchors each profile to the confirmed swing structure of the instrument itself, building a complete letter-by-letter participation map for every swing from high to low and low to high. Each time period within the swing receives a sequential alphabetical letter, and those letters are colored using a configurable gradient that visually encodes the chronological progression of price activity from swing origin to completion.
This creates a profile framework that reflects how participation distributed across price within each structural swing rather than within arbitrary time containers. The gradient coloring reveals whether price visited certain levels early or late in the swing's development, the POC identifies the price level with the greatest time-based participation, the value area captures the range containing the configured percentage of total activity, and single print zones mark levels touched by only a single time period and project them forward as potential reaction areas until price revisits them.
Price structure and participation distribution are therefore evaluated together, with each swing producing a self-contained profile that answers both where price spent time and when within the swing that activity occurred.
Conceptual Framework
Swing Gradient TPOs is founded on the principle that TPO-based market profile analysis becomes structurally meaningful when profiles are anchored to confirmed swing boundaries rather than to session times that carry no relationship to the instrument's actual directional behavior.
Traditional market profile approaches build TPO distributions within daily or weekly sessions, which imposes a time container on the data that is independent of how price is actually behaving structurally. This framework replaces session-based profile construction with swing-event-driven profile building, where each profile begins at a confirmed swing extreme and ends at the next confirmed swing extreme in the opposing direction, ensuring the participation map covers exactly one complete directional structural move.
Three core principles guide the design:
TPO profiles should be anchored to swing structure rather than calendar time, ensuring each profile captures participation within a single directional move rather than across an arbitrary time boundary that may span multiple structural events.
Gradient coloring should encode chronological letter progression visually, revealing whether price visited particular levels early or late in the swing rather than treating all activity within the swing as temporally equivalent.
Single print zones represent structurally significant levels visited by only one time period and should be projected forward as active reference areas until price returns to test them, at which point reclaim or rejection behavior provides actionable signal context.
This shifts market profile analysis from session-container-based participation tracking into swing-anchored structural profile construction with gradient-encoded temporal intelligence and forward-projecting single print monitoring.
Theoretical Foundation
The indicator combines swing high and low detection through highest and lowest lookback comparison, alphabetical letter assignment by configurable TPO timeframe period, three-color gradient interpolation for chronological letter coloring, POC identification through maximum TPO count per price bin, value area expansion from POC outward, single print detection and forward projection, and retest signal generation when price sweeps and reclaims a single print zone.
Swing detection tracks whether the most recent extreme high or low is the highest or lowest reading in the lookback window, registering a swing point when price rotates away from a prior extreme. TPO letter assignment maps each bar within the swing to a time period based on the ratio between the chart timeframe and the configured TPO timeframe, with sequential alphabet letters A through Z then a through z assigned chronologically across the swing's duration. Gradient coloring maps each letter's alphabetical index to a position along a three-stop gradient, producing a color sequence that progresses from swing start to swing end. Price bins are calculated from the swing range divided into segments sized relative to recent ATR, with each bin's letter count determining POC and value area membership.
Four internal systems operate in tandem:
Swing Detection Engine : Tracks highest and lowest readings over the configurable lookback window, registering confirmed swing highs and lows when price rotates away from prior extremes and triggering profile construction on each swing direction change.
TPO Profile Builder : Assigns sequential alphabetical letters to time periods within each swing, maps each bar's high and low range to the appropriate price bins, accumulates letter strings and counts per bin, and derives POC and value area from the resulting distribution.
Gradient Chronology Engine : Maps each letter's sequential index to a position along a configurable three-stop gradient, producing coloring that encodes when within the swing each price level was visited rather than applying uniform directional color across the entire profile.
Single Print Detection and Signal System : Identifies price bins touched by exactly one time period letter, projects those zones forward as extended boxes until price revisits them, monitors for sweep-and-reclaim behavior with configurable cooldown, and generates directional retest signals when qualifying conditions are met.
This design allows each swing to produce a complete participation profile with temporal depth encoded visually, while structurally significant single print zones remain active as forward reference areas with signal generation capability.
How It Works
Swing Gradient TPOs evaluates price through a sequence of structure-aware and profile-building processes:
Swing Direction Tracking : On each bar, price is compared against the highest high and lowest low over the configured lookback. When the current high matches the lookback high, the swing is classified as transitioning to a downswing. When the current low matches the lookback low, it is classified as transitioning to an upswing.
Swing Point Registration : When price rotates away from a prior extreme, the swing point price and bar index are recorded for both highs and lows independently, maintaining the most recent confirmed swing high and low as profile anchors.
Profile Build Trigger : When swing direction changes, a profile build is triggered using the recorded swing high and low as boundaries, constructing the complete TPO distribution for the completed swing.
Price Bin Calculation : The swing range is divided into bins sized relative to a smoothed ATR-derived tick amount, capped at 80 bins to maintain visual clarity and computational efficiency.
Letter Assignment and Accumulation : Each bar within the swing is mapped to a time period letter based on the ratio of the configured TPO timeframe to the chart timeframe. For each bar, its high and low determine which price bins it touches, and the period letter is appended to each qualifying bin's letter string if not already present.
POC Identification : The bin with the greatest accumulated letter count is identified as the Point of Control, representing the price level with the most time-based participation across the swing.
Value Area Expansion : Starting from the POC bin, the value area expands outward by adding the adjacent bin with the greater letter count, continuing until the accumulated count reaches the configured value area percentage of total swing activity.
Gradient Color Mapping : Each letter's alphabetical index is divided by the maximum period index to produce a normalized position along the three-stop gradient, assigning colors that progress from the gradient start color early in the swing to the gradient end color late in the swing.
Single Print Identification and Projection : Bins with exactly one letter in their string are classified as single prints and, when the extension setting is enabled, receive forward-projecting zone boxes that extend rightward on each bar until price enters the zone.
Single Print Sweep and Reclaim Detection : When price enters a single print zone the zone is marked as swept. If price then exits the zone in the opposing direction and closes beyond the zone boundary with sufficient cooldown observed, a directional retest signal is generated.
Real-Time Profile Rendering : On the last bar, the developing swing from the most recent confirmed extreme to current price is rendered as a live TPO profile that updates with each new bar, providing a continuously refreshing participation map for the current incomplete swing.
Together, these elements form a continuously updating swing profile system where each completed swing produces a gradient-encoded participation map, single print zones project forward as active structural references, and retest signals identify price reclaims of structurally thin areas.
Interpretation
Swing Gradient TPOs should be interpreted as a swing-anchored participation distribution system with temporal depth encoding and forward-projecting structural reference zones:
TPO Letter Boxes : Each lettered box represents a single time period's visit to that price level within the swing. The letter itself identifies which time period made the visit, and the gradient color reveals where in the swing's chronological sequence that period falls.
Gradient Coloring : The gradient progression from swing start to swing end colors early-swing activity in the gradient start color and late-swing activity in the gradient end color, visually encoding whether price visited each level early or late in the structural move.
Point of Control (POC) : The horizontal line through the price level with the most accumulated TPO letters represents the level where price spent the greatest amount of time within the swing, acting as a gravitational reference for the swing's dominant auction zone.
Value Area : The vertical line at the swing origin spanning the value area high and low with dotted horizontal boundary projections marks the price range containing the configured percentage of total swing TPO activity, identifying the zone of concentrated acceptance during the swing.
Single Print Zones (Highlighted) : Price bins touched by exactly one time period letter are visually distinguished within the profile, indicating levels that price passed through quickly without sustained participation, representing structurally thin areas vulnerable to future reaction.
Single Print Extensions (Projected) : When extension is enabled, single print zones project forward as shaded boxes beyond the swing boundary, maintaining active visual reference until price revisits the zone and the extension is consumed.
Retest Signals : Arrow signals generated when price sweeps through an extended single print zone and then reclaims it by closing beyond the zone boundary, identifying potential continuation opportunities at structurally thin levels that have now been tested and defended.
Real-Time Profile : The developing profile on the current incomplete swing updates continuously with each new bar, providing a live participation map anchored to the most recent confirmed swing extreme using the same gradient, POC, and value area logic as completed historical swings.
POC location, value area boundaries, gradient temporal distribution, and single print zone positioning collectively provide more structural and participatory intelligence than any element in isolation.
Signal Logic & Visual Cues
Swing Gradient TPOs presents two retest signal types derived from single print zone interaction:
Bullish Single Print Reclaim : Generated when price sweeps into a bullish single print zone from an upswing and subsequently closes above the zone's upper boundary, indicating the structurally thin area has been swept and reclaimed with bullish resolution.
Bearish Single Print Rejection : Generated when price sweeps into a bearish single print zone from a downswing and subsequently closes below the zone's lower boundary, indicating the structurally thin area has been swept and rejected with bearish resolution.
Both signal types require the zone to have been swept before reclaim or rejection can register, and a configurable cooldown enforces minimum bar separation between consecutive signals to prevent clustering during active zone interaction.
Alert generation covers completed swing high and swing low events as well as bullish and bearish single print reclaim signals for systematic structural and zone-based monitoring workflows.
Strategy Integration
Swing Gradient TPOs fits within market profile-informed and structure-based participation analysis approaches:
POC Reaction Trading : Monitor price behavior when it returns to a prior swing's POC level. The POC represents the most accepted price within the swing and frequently acts as a reference for future support, resistance, or reversion behavior.
Value Area Boundary Framing : Use value area high and low projections as structural boundary references, with price outside the value area representing potential imbalance and price returning to the value area suggesting reversion toward prior acceptance.
Single Print Zone Trading : Use extended single print zones as anticipatory structural references, monitoring price behavior on approach for the sweep-and-reclaim or sweep-and-reject patterns that trigger retest signals.
Gradient Temporal Analysis : Use gradient distribution within each swing to assess whether participation at key levels occurred early or late in the move. Heavily late-swing activity at a level suggests climactic behavior, while early-swing concentration may indicate initial acceptance or rejection zones.
Real-Time Profile Monitoring : Use the developing live profile to assess current swing participation distribution in real time, identifying emerging POC levels and single prints within the active structural move before it completes.
Multi-Swing Profile Comparison : Compare POC locations, value area widths, and single print density across successive swings to assess whether participation is concentrating or dispersing as the broader trend develops.
Technical Implementation Details
Swing Detection : Highest and lowest lookback comparison with direction tracking and confirmed extreme registration on price rotation
TPO Construction : Alphabetical letter assignment by timeframe-ratio-derived period with per-bin letter string accumulation and count tracking
Profile Analytics : Maximum count POC identification, outward value area expansion to configurable percentage threshold, and single print bin classification
Gradient Engine : Three-stop gradient interpolation with letter index normalized to maximum period for chronological color mapping
Single Print System : Array-managed forward-projecting zone boxes with sweep state tracking, reclaim direction testing, and cooldown-gated signal generation
Real-Time Rendering : Last-bar-triggered live profile construction rebuilding on every bar update with independent box and line arrays cleared and redrawn each render cycle
Visualization : Per-letter TPO boxes with gradient, POC, and value area coloring, POC dual-line overlay, value area vertical and horizontal boundary lines, single print zone extensions, and retest signal arrows
Performance Profile : Optimized with calc_bars_count and max_bars_back configuration and array size caps for object management across extended histories
Optimal Application Parameters
Timeframe Guidance:
1 - 5 min : Intraday swing profile mapping with shorter swing length and faster TPO timeframe for responsive participation tracking within intraday structural moves
15 - 60 min : Session-level swing profile analysis with balanced swing length and TPO timeframe producing meaningful letter distributions across typical session swings
4H - Daily : Swing-level structural participation mapping with longer swing detection and higher TPO timeframe for profiles that reflect multi-day directional move participation
Suggested Baseline Configuration:
Swing Length : 12
TPO Timeframe : 30
Box Width : 2
Show POC : Enabled
Show Value Area : Enabled
Value Area % : 70
Gradient Preset : Sunset
Highlight Single Prints : Enabled
Extend Single Prints : Enabled
Show Retest Signals : Enabled
Signal Cooldown : 5
These suggested parameters should be used as a baseline; their effectiveness depends on the instrument's swing frequency, typical swing range, and preferred profile granularity, so fine-tuning is expected for optimal performance.
Parameter Calibration Notes
Use the following adjustments to refine behavior without altering the core logic:
Swings too frequent : Increase Swing Length to require more bars on each side of an extreme before it registers as a confirmed swing point, filtering minor oscillations and producing fewer, more structurally significant profiles.
Swings too infrequent : Decrease Swing Length toward 10 for more sensitive swing detection, producing profiles on smaller structural moves within the overall trend.
Too few letters per profile : Decrease TPO Timeframe to assign letters to shorter time periods, increasing letter density within each swing and producing more granular participation distributions.
Too many letters cluttering the profile : Increase TPO Timeframe so each letter covers a longer period, reducing letter density and producing cleaner, more readable profiles on the target timeframe.
Profile bins too coarse : The bin count derives from the swing range divided by a smoothed ATR-based tick size. On instruments with large typical bar ranges relative to the swing, the profile may appear coarse. Consider using a higher timeframe chart or adjusting swing length to capture larger swings with more granular bin resolution.
Too many single print signals : Increase Signal Cooldown to enforce greater bar separation between consecutive retest signals, or increase Swing Length to produce swings with fewer single print zones through greater overall participation density.
Single print extensions cluttering the chart : Disable Extend Single Prints to remove forward projection boxes while retaining single print highlighting within the historical profile, or reduce Max Zones (capped internally at 50) by allowing older zones to naturally expire as price revisits them.
Adjustments should be incremental and evaluated across multiple session types rather than isolated market conditions.
Performance Characteristics
High Effectiveness:
Trending markets with clear directional swings where each profile captures a single sustained move and produces meaningful POC and value area levels that serve as ongoing structural references
Instruments with sufficient intrabar participation where TPO letter accumulation produces well-distributed profiles with identifiable concentration zones rather than sparse single-print-dominated structures
Market profile-based trading approaches that benefit from swing-anchored rather than session-anchored participation context, aligning profile boundaries with actual structural events
Single print zone strategies where structurally thin levels within completed swings provide anticipatory reference areas for future price reactions with defined signal criteria
Reduced Effectiveness:
Choppy, low-range markets where frequent swing direction changes produce thin profiles with minimal letter accumulation and limited POC or value area differentiation
Extremely fast-moving instruments where swing ranges are so large relative to the TPO timeframe that letters are thinly distributed across a wide range, reducing profile interpretive value
Low-liquidity instruments where participation is insufficient to produce meaningful time-at-price distributions, resulting in profiles dominated by single prints with no identifiable acceptance zones
Markets where the relationship between swing structure and participation distribution is inconsistent, reducing the reliability of POC and value area levels as structural references across successive swings
Very short timeframe charts where the ratio between chart timeframe and TPO timeframe produces insufficient letter differentiation to build interpretable profiles within typical swing durations
Integration Guidelines
Confluence : Combine with BOSWaves structural tools, order flow analysis, or momentum indicators to validate POC and value area reactions with broader analytical context before acting on profile-based reference levels
POC Migration Awareness : Track whether POC levels across successive swings are migrating higher, lower, or remaining stable as a secondary indicator of directional participation bias beyond raw trend direction
Single Print Zone Patience : Allow single print zones to extend and be approached naturally rather than anticipating reactions prematurely. The sweep-and-reclaim or sweep-and-reject sequence that triggers signals requires zone interaction to complete before directional evidence is confirmed.
Gradient Reading : Use gradient distribution within profiles to contextualize POC and value area location. A POC formed late in the gradient sequence suggests late-swing acceptance, potentially indicating exhaustion. An early-forming POC suggests early directional commitment that may carry more structural weight.
Real-Time Profile Monitoring : Treat the live developing profile as probabilistic rather than confirmed. POC and value area locations in the real-time profile will shift as new bars are added and should be interpreted as dynamic rather than fixed until the swing completes and the historical profile is committed.
Disclaimer
Swing Gradient TPOs is a professional-grade swing-anchored market profile and structural participation analysis tool. It uses TPO letter accumulation with gradient chronology encoding and single print zone projection but does not predict future price movements. Results depend on market conditions, instrument participation characteristics, parameter selection, and disciplined execution. BOSWaves recommends deploying this indicator within a broader analytical framework that incorporates momentum context, order flow analysis, and comprehensive risk management. Indicator
Indicator
Live Footprint Center Frame📊 Live Footprint Center Frame
Live Footprint Center Frame is a footprint-style chart overlay designed to help traders study candle-by-candle volume behavior directly on the main chart. The script displays centered footprint frames around candles and breaks each candle into multiple price slots so volume structure can be viewed more clearly.
🔎 What It Does
The script visualizes estimated internal candle activity using lower-timeframe OHLCV data. It displays price-slot volume, delta behavior, POC, value area, imbalance markings, absorption-style highlights, delta bars, POC trail, and a compact HUD panel for quick market structure reading.
Key visual elements include:
• Footprint-style candle frames
• Price-slot volume ladder
• Estimated ask/bid style cell values
• Positive and negative delta coloring
• POC highlight
• Value Area highlight
• Imbalance arrows
• Absorption-style border highlights
• Small delta bar below candles
• POC trail between candles
• Compact HUD with ASK, BID, DEL, POC, VA, VOL, CVD, and bias information
🧠 General Logic
Live Footprint Center Frame uses lower-timeframe OHLCV data to approximate how volume is distributed inside each candle. The script divides the candle range into price slots, distributes lower-timeframe volume across those slots, and then calculates estimated delta, total volume, POC, value area, and balance information.
This is not true exchange-level bid/ask footprint data. It is an educational footprint-style approximation based on the data available through PulseWire.
📌 Why It Is Useful
This tool can help traders study more than just candle open, high, low, and close. It gives a clearer visual view of where volume activity is concentrated inside the candle and how that activity changes from candle to candle.
It can be useful for observing:
• Where volume is concentrated
• How POC shifts between candles
• Whether delta supports or disagrees with price movement
• Where value area develops inside the candle
• Whether activity appears balanced or imbalanced
• Possible absorption-style areas
• Short-term volume structure around important price zones
🎨 Visual Reading Guide
Green-style cells show stronger positive delta behavior.
Red-style cells show stronger negative delta behavior.
Orange areas highlight the POC zone.
Blue-style areas highlight the value area.
Yellow borders can show absorption-style conditions.
Small delta bars below candles show candle delta direction and strength.
The HUD gives a quick summary of ASK, BID, DEL, POC, VA, VOL, CVD, and bias.
🧭 How To Use
1. Add the script to a clean chart.
2. Use intraday charts for clearer footprint-style reading.
3. Watch the POC area to see where the highest slot volume appears.
4. Compare candle delta with candle direction.
5. Use value area to understand where most candle activity is located.
6. Use imbalance and absorption highlights as context only.
7. Check the HUD for a quick summary of current candle conditions.
8. Combine this with market structure, support and resistance, liquidity zones, and proper risk management.
⚙️ Settings Overview
Lower timeframe precision controls the lower timeframe data used for the footprint approximation.
Closed bars to keep controls how many previous footprint candles remain visible.
Price slots per candle controls how many horizontal volume rows appear inside each candle.
Cell text controls whether cells show volume, delta, delta percentage, or estimated ask/bid style values.
Frame width adjusts the centered footprint frame width around each candle.
Live candle update allows the active candle footprint to update while the candle is forming.
POC trail connects POC movement between candles.
Value Area highlights the main volume zone.
Imbalance ratio controls imbalance sensitivity.
Absorption slot volume percentage controls absorption-style highlighting.
HUD settings control the compact panel position and visibility.
Color settings allow visual customization of bullish, bearish, neutral, POC, value area, frame, and delta elements.
⚠️ Limitations
This script uses PulseWire-available OHLCV data and lower-timeframe calculations. It does not access true exchange order book data or true bid/ask footprint data on most symbols. Values can vary depending on symbol, timeframe, lower-timeframe availability, volume quality, and chart settings.
The live candle can update while it is still forming. Confirmed candles are more stable than the active candle.
✅ Educational Use Only
This script is provided for educational market analysis and visual order-flow style study. It does not provide financial advice, guaranteed results, or automatic trade decisions. Traders should use proper risk management and combine this information with their own analysis. Indicator
Simple MA TPO
Simple MA TPO
■Description
■Concept & Purpose
This indicator was developed with a single core concept: to discover the "true power" and foster a deeper understanding of the Time Price Opportunity (TPO) profile—often considered a super-tool in market analysis. By combining traditional TPO mechanics with market gravity (Moving Averages), this script aims to provide traders with a clearer, more visual representation of value and price deviation over time.
■Originality & How It Works
While traditional TPO profiles use letters (A, B, C...) to denote time periods and static colors for volume/time areas, this script introduces two highly original mechanics to add value to the community:
Sequential Numbering: Instead of letters, each TPO block is numbered sequentially (1, 2, 3...) based on its formation order. This drastically simplifies reading the flow of time within a session.
MA Deviation Gradient Coloring: The most unique feature is its coloring logic. TPO blocks are not colored randomly. Instead, their color is determined by their deviation from a baseline Moving Average (acting as the market's center of gravity).
■Calculations & Output
To ensure complete transparency in how the visual data is generated, here is the specific calculation used for the block colors:
Formula: Deviation % = ((Price / MA) - 1.0) * 100.0
Why this calculation? This calculates the exact percentage distance between the TPO block's price level and the baseline Moving Average at the time that specific block was formed. It visualizes how "overextended" the market was when time was spent at that price.
Actual Output: The output is a percentage float value (e.g., if the MA is $100 and the block price is $102, the output is 2.0 or 2%). This value is then clamped by the user-defined Max Deviation % input (default 2.0%).
Color Mapping: The clamped percentage is fed into a gradient. Negative deviations (undervalued relative to MA) shift towards Cyan, while positive deviations (overvalued) shift towards Magenta.
■How to Use
Identify Value Areas: Look for the "POC" (Point of Control) line, which indicates the price level where the most time (highest number of blocks) was spent.
Assess Reversion Risk: Blocks that are bright Magenta or bright Cyan indicate that time was spent far away from the Moving Average. Traders can use this to visually gauge if a breakout is sustainable or if a mean-reversion is likely.
Customize Your View: You can adjust the TPO timeframes (Daily/Weekly/Monthly), the block interval (e.g., 30 minutes), and choose your preferred MA type (SMA, EMA, WMA, HMA).
Disclaimer: This indicator is designed for educational and analytical purposes. TPO is a tool for understanding market structure and time spent at price levels, not a standalone trading signal generator. Past performance of price around value areas does not guarantee future results.
説明文
コンセプトと開発目的
このインジケーターは「相場分析におけるスーパーツールであるTPO（マーケットプロファイル）の真の力を見出し、深い理解を得る」というコアコンセプトのもとに開発されました。伝統的なTPOの仕組みと相場の重心（移動平均線）を融合させることで、時間の経過に伴う価値の推移と価格の乖離を、より視覚的かつ明確にトレーダーに提供します。
オリジナリティと機能
従来のTPOプロファイルは時間枠をアルファベット（A、B、C...）で表し、静的な色を使用しますが、このスクリプトはコミュニティに新たな付加価値を提供するために2つの独自機能を備えています。
連番表示: アルファベットの代わりに、各TPOブロックは形成された順番に沿って（1、2、3...）と連番で表示されます。これにより、セッション内での時間の流れを直感的に読み取ることが劇的に容易になります。
MA乖離率によるグラデーション着色: 最大の特徴はその着色ロジックです。TPOブロックは、相場の重心として機能する基準移動平均線（MA）からの「乖離率」に基づいて色が決定されます。
計算式と出力値の根拠
視覚データがどのように生成されているかを完全に透明化するため、ブロックの着色に使用されている具体的な計算式を明記します：
計算式: 乖離率(%) = ((価格 / MA) - 1.0) * 100.0
なぜこの計算なのか？ この式は、特定のTPOブロックが形成された瞬間において、その価格水準が基準となる移動平均線からパーセンテージでどの程度離れているか（価格がどれほど伸びきっているか）を正確に測定するために使用されます。
実際の出力値: 出力はパーセンテージの浮動小数点数になります（例：MAが100ドルで、ブロックの価格が102ドルの場合、出力は 2.0 つまり2%になります）。この値は、ユーザーが設定した「最大の限界乖離率」（デフォルト2.0%）によって制限されます。
カラーマッピング: 制限されたパーセンテージはグラデーション関数に渡されます。マイナスの乖離（MAに対して割安）はシアン（水色）に近づき、プラスの乖離（割高）はマゼンタ（赤紫）に近づくように色が変化します。
使用方法
バリューエリアの特定: 最も多くの時間（ブロック数）が費やされた価格帯を示す「POC（Point of Control）」ラインを探し、相場の中心的価値を把握します。
平均回帰リスクの評価: 鮮やかなマゼンタやシアンのブロックは、移動平均線から遠く離れた場所で時間が費やされたことを示します。トレーダーはこれを視覚的な基準として、ブレイクアウトが持続可能か、あるいは平均回帰（MAへの戻り）が起こりやすいかを判断できます。
柔軟なカスタマイズ: TPOの期間（日/週/月）、ブロックの区切り（例：30分）、そして好みのMAタイプ（SMA、EMA、WMA、HMA）を自由に変更できます。
免責事項：このインジケーターは教育および分析目的で設計されています。TPOは市場構造と価格帯での滞在時間を理解するためのツールであり、単独の売買シグナルではありません。バリューエリア周辺での過去の価格動向は、将来の結果を保証するものではありません。
Indicator
Price Density Clouds [EXCAVO]Continuous Kernel-Density Map of Where Price Has Actually Traded
The Price Density Clouds builds a smooth, continuous probability density of
price over a lookback window and paints it as gradient clouds directly behind
the candles. Dense, saturated clouds mark value zones - the equilibrium levels
where the market has spent the most time and where price tends to stall and
revert. Thin, transparent gaps mark inefficiency zones - levels price travels
through quickly. A dashed POC line marks the single highest-probability price,
and the Value Area High / Low bracket the core of the distribution.
This is not a bin-based volume profile. Instead of chopping price into discrete
buckets, KDE sums a smooth gaussian kernel around every price point, producing a
continuous density curve with no bin-edge artefacts. The bandwidth is set
automatically by Silverman's rule, so the smoothing adapts to the instrument's
own volatility.
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▸ HOW TO USE
Step 1 → Add the indicator. Gradient clouds appear behind the candles
over the lookback window, brightest at the highest-probability
levels and fading out toward thin zones.
Step 2 → Read the clouds. Saturated bands = value / equilibrium where
price tends to stall and mean-revert. Faint gaps = inefficiency
where price moves fast - natural travel targets.
Step 3 → Use the POC. The dashed POC line is the single most-traded
level - a robust magnet and support / resistance anchor. Price
far from POC has a statistical pull back toward it.
Step 4 → Use the Value Area. The dotted Value Area High / Low bracket
the core of the distribution (default 70%). Acceptance inside the
area is balance; rejection outside it is imbalance worth trading.
Step 5 → Check the side profile. The gradient density profile on the
right of the last bar is the same density rotated 90 degrees - a
quick read of the full distribution shape at a glance.
Step 6 → Combine with structure. Clouds are context, not direction.
They pair well with trend, sweep, and breakout tools - a breakout
into a thin zone tends to run; a breakout into a dense zone tends
to stall.
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▸ HOW IT CALCULATES
◆ Gaussian Kernel Density
Every close in the lookback window contributes a gaussian bell curve centred at
its own price. The curves are summed across the price range to produce a single
continuous density function: density(x) = sum over j of exp(-0.5 x ((x - price_j)
/ h)^2). Levels where many bars cluster get tall, overlapping kernels and a high
density; isolated levels get a low density.
◆ Silverman Bandwidth
The kernel width h controls smoothness. It is set automatically by Silverman's
rule of thumb: h = 1.06 x sigma x n^(-1/5), where sigma is the stdev of the
lookback prices and n is the sample size. The Bandwidth Multiplier input scales
this for sharper or smoother clouds. Auto-bandwidth means the same settings
adapt across instruments and timeframes.
◆ Normalisation and POC
The density is evaluated at Resolution levels between the lookback high and low,
then normalised so the peak equals 1.0. That peak level is the POC (Point of
Control) - the single highest-probability price. Cloud opacity and colour are
driven by each level's normalised density.
◆ Value Area
Starting at the POC, the algorithm expands outward, each step absorbing the
denser of the two neighbouring levels, until the enclosed density reaches the
Value Area % of the total (default 70). The price extent reached becomes the
Value Area High and Low.
◆ Gradient Rendering
Each density band of the cloud is drawn as a horizontal box tinted by a
two-colour gradient: the Low Density Color at thin levels through to the High
Density Color at the POC, with opacity ramping in parallel. Adjacent bands tile
continuously, so the cloud reads as a smooth heat-map rather than discrete
blocks. The same gradient drives the right-side density profile, whose width
per level scales with density - at the default resolution the edge reads as a
near-smooth wave while keeping the per-level gradient colour.
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▸ WHAT MAKES IT DIFFERENT
◆ Continuous Density, Not Bins
Standard volume / price profiles split price into discrete bins, so the result
depends heavily on bin size and shows hard edges. KDE produces a smooth
continuous curve - no bin-edge artefacts, no arbitrary bucket count, just the
true shape of where price has traded.
◆ Auto-Adaptive Bandwidth
Silverman's rule sizes the smoothing from the instrument's own volatility and
sample size. The clouds stay meaningful on BTC, EURUSD, gold or an index with
the same default settings.
◆ Value Structure In One View
POC, Value Area High / Low and the full density shape are all on the chart at
once, with a matching side profile - the complete market-profile read without a
separate pane or a session reset.
◆ Premium Gradient Visual
A smooth two-colour density gradient behind the candles with parallel opacity
ramp, a clean dashed POC, dotted value-area lines, and a right-side profile
histogram. The clouds sit behind price as context and never clutter the read.
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▸ DASHBOARD
Real-time panel (top right) with the current value read:
POC - price of the highest-density level
Value Area High - upper bound of the value area
Value Area Low - lower bound of the value area
Price Zone - whether price is Above Value, In Value, or Below Value
Lookback - bars used to build the distribution
Legend table (bottom left) explains every colour. Both panels toggle in the
Dashboard settings.
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▸ SETTINGS
Engine
Lookback Period - 200 (bars used to build the price distribution)
Resolution - 120 (number of horizontal density bands; higher = smoother gradient and profile edge, up to 200)
Bandwidth Multiplier - 1.0 (smoothness; 1.0 = Silverman auto, higher = broader clouds)
Value Area % - 70 (percentage of total density that defines the value area)
Visualization
Low Density Color - blue (thin / inefficiency end of the gradient)
High Density Color - orange (dense / value end of the gradient)
POC Line Color - near-white (high contrast against the dense orange cloud the POC sits in)
Min Cloud Opacity - 8 (opacity of the lowest-density band; keeps empty zones faint)
Max Cloud Opacity - 65 (opacity of the POC band)
Show POC Line - ON
Show Value Area - ON (dotted Value Area High / Low lines)
Value Area Highlight - ON (boosts band opacity inside the value area so the 70% core pops)
Show Side Profile - ON
Profile Outline - ON (thin bright line tracing the right edge of the profile for a crisp silhouette)
Cloud Forward Extend - 10 (bars the clouds extend right of the last bar)
Dashboard
Show Dashboard - ON
Dashboard Position - Top Right
Show Legend - ON
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Best regards,
EXCAVO
Disclaimer
Trading involves significant risk. This indicator is a technical analysis tool
and does not constitute financial advice, investment recommendations, or a
guarantee of future results. Past indicator behavior does not guarantee future
performance. Always use proper risk management and your own judgment.
Indicator
AMT Order Flow Suite v2.2AMT Order Flow Suite v2.2 — CVD · Delta · VWAP · Session Levels · Virgin POC
A complete Auction Market Theory order flow indicator built for XAUUSD (Gold), combining Cumulative Volume Delta, per-bar delta, session-anchored VWAP, intraday Point of Control, Value Area levels, Virgin POC detection, and Failed Auction signals — all in one script.
Developed and validated against 1.3 million ticks of raw XAUUSD price data across multiple weeks of live session analysis. Everything you see on the chart is derived from actual volume and delta, not price patterns alone.
WHAT IT SHOWS
Cumulative Volume Delta (CVD)
The core of the indicator. CVD accumulates signed volume throughout each session — positive when buyers are aggressive, negative when sellers dominate. Resets at the start of every new session so you always see the current day's order flow in isolation. An EMA signal line rides on top — when CVD crosses below its signal, bias turns bearish; above it, bullish. The fill colour shifts green/red to make the bias instantly readable.
CVD Divergence Labels
When price makes a new session high but CVD fails to confirm (DIST label) — that is distribution: institutions selling into retail buying. When price makes a new session low but CVD holds up (ABS label) — that is absorption: buyers stepping in as price flushes stops. These are the two highest-conviction signals in the indicator. Both are validated against real tick data.
Per-Bar Delta Histogram
Shows the signed volume of every individual bar — how hard buyers or sellers hit at that exact moment. Weighted by bar body ratio so doji bars don't falsely signal. High-volume bars are flagged with a marker. Absorption bars (high volume + tight range — the classic sign of an iceberg order defending a level) are marked with a diamond.
Session-Anchored VWAP with Standard Deviation Bands
VWAP resets each session and is calculated from the true volume-weighted average price. The ±1σ bands approximate the 70% Value Area — the zone where most of the day's business occurred. The ±2σ bands mark the outer extremes. Price extended beyond ±2σ with declining CVD is one of the strongest mean-reversion signals available.
Intraday POC (Point of Control)
Tracks the price level with the highest volume of the current session in real time. The POC is drawn as a dashed gold line extending right. This is the fair value anchor — price gravitates back to it repeatedly throughout the session and into the next day.
Value Area High (VAH) and Value Area Low (VAL)
Derived from the VWAP standard deviation bands. VAH = VWAP +1σ, VAL = VWAP -1σ. These are the boundaries of accepted value. Price breaking outside them and failing to hold is the definition of a Failed Auction — the primary trade setup this indicator is built around.
Virgin POC Detection
Tracks the POC of the previous two sessions. If price has not returned to a prior session's POC since that session ended, that level is "virgin" — untouched high-volume ground. When price finally reaches it, a circle marker appears on the chart (VP for 1-session-old, VP2 for 2-session-old). Virgin POCs produce the strongest reactions of any level because they contain trapped participants at their cost basis. Lines for VP1 and VP2 are drawn on the chart automatically each session and the live price levels are shown in the info table.
Failed Auction Signals (FA↑ / FA↓)
A Failed Auction occurs when price spikes outside the Value Area then returns back inside, rejecting the breakout. FA↑ (triangle up, below bar) fires when price has recently been below VAL and recovered back into value with positive delta and CVD above its signal line — buyers reclaimed the level. FA↓ (triangle down, above bar) fires when price has been above VAH and falls back with negative delta and CVD below its signal line — sellers rejected the breakout. Both signals are confirmed by CVD direction, not price alone.
Session Backgrounds and Open Labels
Asia (purple), London (gold), and NY (green) session backgrounds so you can instantly see which session produced which price action. LON and NY open labels appear at the exact opening bar of each session.
Live Info Table
Top-right corner dashboard showing: Session CVD, CVD Bias (BULL/BEAR), current bar delta, volume ratio, distance from VWAP, live POC price, VAH and VAL prices, current session name, active signal (if any), and the live levels of VP1 and VP2. Everything you need to read order flow without switching panes.
ALERT CONDITIONS (9 total)
✅ FA Long — Failed Auction long signal fired
✅ FA Short — Failed Auction short signal fired
✅ Bearish CVD Divergence — price new high, CVD not confirming (distribution)
✅ Bullish CVD Divergence — price new low, CVD not confirming (absorption)
✅ Absorption Detected — high volume + tight range at current bar
✅ Virgin POC Touch (1 session) — price reaching yesterday's untouched POC
✅ Virgin POC Touch (2 sessions) — price reaching 2-session-old POC (higher conviction)
✅ London Open — session beginning, watch for stop-hunt then direction
✅ NY Open — key session, trend continuation or reversal hour
SETTINGS
Timezone — set to your broker's chart timezone (default: Europe/London)
London / NY open hours — adjustable so the session labels and alerts fire at the correct time for your data feed
CVD Signal EMA length — controls how responsive the signal line is (default 20)
Volume average length — lookback for the volume ratio and absorption calculations
High-volume threshold — the multiple above average volume that triggers the high-vol flag
Absorption range ratio — how tight a bar's range must be relative to average to qualify as absorption
Level lookback — how many bars the POC tracker uses
All colours — fully customisable: bull, bear, CVD line, POC, VAH, VAL, VWAP, Virgin POC, absorption
HOW TO USE IT
Add to a 1-minute or 5-minute XAUUSD chart. Set your timezone to match your broker's data feed. The CVD pane appears below the chart automatically — if you only want the overlay elements on the main chart, right-click the pane and move or close it.
Each morning before London opens: note the POC, VAH, and VAL from the previous session (visible as dashed lines). Note the VP1 and VP2 levels in the info table — these are your virgin reaction zones for the day.
During London and NY: watch the CVD fill. Green fill above zero with price near VAL = look for FA↑. Red fill below zero with price near VAH = look for FA↓. DIST label at a new price high = distribution, shorts favoured. ABS label at a new price low = absorption, longs favoured.
NOTES
Works on any instrument with volume data but was designed and tested specifically on XAUUSD spot (Gold). The POC and Value Area are approximated using a session-anchored VWAP standard deviation method — this keeps the indicator fast and free of the loop timeout errors that affect bin-based volume profile calculations in Pine Script. For tick-perfect volume profiles, combine with PulseWire's built-in Session Volume Profile tool.
Built on Pine Script v6. No repainting. All calculations are bar-confirmed. Indicator
Confluence S/R Engine - MTF Strength Map## Confluence S/R Engine - MTF Strength Map
An open-source, multi-method support and resistance zone engine that scores price areas by the agreement of independent structural, volumetric and timeframe-based signals.
---
### Why this script exists (mashup justification)
Most retail support and resistance tools use one method - pivots, or VWAP, or a volume profile POC, or Fibonacci bands. Each works in some conditions and fails in others. A pivot may have no volume behind it; a POC may sit in dead air with no structural confirmation; a Fibonacci band may coincide with nothing.
The premise of this engine is simple: a price level identified independently by several different methods, across several different timeframes, is more meaningful than the same price identified by only one method. This is the confluence principle, written formally.
To make that principle usable, this script does four things a simple mashup cannot:
1. Collects 12 different method types in one pass. Each method places a vote at a price level with an associated weight, method-type tag, and timeframe tag.
2. Clusters nearby votes within a configurable distance in ATR units, so a POC at 23,510, a swing low at 23,505 and an HTF pivot at 23,512 are treated as one zone, not three.
3. Scores each cluster on five dimensions (level quality, method diversity, timeframe diversity, recency, tightness) into a single 0-10 composite, with a small bonus when an absorption candle is also present.
4. Exports the resulting zones as numerical signals downstream Pine scripts can read as input sources, so this engine can act as a reference layer for any other strategy or visualisation you build.
The components are not just plotted side by side. They are fused. The cluster step is what justifies combining them, because clustering only adds value when you have multiple independent inputs to cluster. A single-method version of this script would not produce the same output, because the score is, by construction, a function of how many independent methods agree.
---
### What this version adds
A small set of additions tighten signal quality and make the engine more honest about its own behaviour:
- Multi-window volume consensus. The absorption-bonus (+0.5) and naked POC creation now require volume to exceed a percentile across three lookback windows using a majority-vote rule. This prevents a single-window volume spike during a regime transition from inflating a zone's score.
- Hawkes pre-kill warning. A self-exciting point process detects volatility clustering. Each bar whose absolute return exceeds about 2 standard deviations raises an intensity which decays each bar. When intensity exceeds the warning multiple of its baseline (default 3.0x), the engine flags the regime row to "DGR vol" and raises the show-threshold for new zones, so during volatility clusters the chart shows only top-tier confluence.
- Calibration tracker (descriptive only, optional panel off by default). Every qualifying zone is logged at formation. After a configurable horizon (default 10 bars), the engine checks whether price moved by at least 0.5 x ATR in the expected direction. Users who want to see the engine's measured hit-rate by score tier can turn the panel on; the tracker itself runs regardless, so EXP_* plots stay populated for downstream scripts. Past data, not a backtest, prediction, or advice.
- Compact 5-row snapshot panel. The on-chart panel shows only what a trader actually needs: top zone, bias, nearest levels (S below and R above with ATR distance), regime (zones + fortress count + health code combined), and asset. No statistics in the main panel.
---
### The 12 methods (organised by weight tier)
- Tier A (heaviest, weight 2.5): Anchored Volume Profile POC, naked (untested) historical POCs, Tier-1 anchor candle highs and lows, absorption candle highs/lows/closes, per-HTF volume-bucketed POCs.
- Tier B (weight 2.0): Value Area High and Low, recent native-timeframe swing pivots, Anchored VWAP, Fibonacci 0.618 bands.
- Tier C (weight 1.5, with HTF multiplier): Multi-timeframe pivots, so a Daily pivot weighs more than a 1-hour pivot.
- Tier D (weight 1.0): Anchored VWAP +/-1 sigma bands, Fibonacci 0.382 bands, prior swing levels.
- Tier E (lightest, weight 0.5): Anchored VWAP +/-2 sigma bands, Fibonacci 1.0 bands, HTF closes.
The anchor used by AVWAP, the volume profile and the Fibonacci bands is the most recent Tier-1 anchor candle - a candle that, by configurable percentile thresholds across three lookback windows, shows both unusually high volume and unusually wide range. This means the AVWAP and profile reset onto a new participation node rather than running indefinitely from a fixed session start.
---
### The 5-dimension scoring rubric
Each cluster scores as the sum of:
- Level quality (max 3.0) - based on the highest tier of any method in the cluster.
- Method diversity (max 2.5) - more independent method types in the cluster scores higher than the same type appearing multiple times.
- Timeframe diversity (max 2.0) - methods from more distinct timeframes (native + HTF1..HTF4) score higher.
- Recency (max 1.5) - recent methods score higher than ones from long ago.
- Tightness (max 1.0) - clusters whose constituent prices sit within a narrow ATR band score higher than wide, sloppy clusters.
Plus a +0.5 absorption bonus if an absorption candle (high volume, narrow range, mid-bar close) is part of the cluster. Total is capped at 10.
A "fortress" zone is simply a cluster whose composite score is at or above the user's fortress threshold (default 8.0). The word is a label for a high-score zone - it is not a claim about future price behaviour.
---
### How to read the chart
- Green band - support zone (cluster centre below current price).
- Red band - resistance zone (cluster centre above current price).
- Yellow-green band - support whose score is at or above the fortress threshold.
- Yellow-orange band - resistance whose score is at or above the fortress threshold.
- Bolder, more opaque band - higher composite score.
- Star glyph on the label - fortress-grade zone.
- Dot glyph on the label - cluster contains at least one absorption candle.
- Triangle up/down - currently acting as support / resistance.
- "S 8.6 (5m)" - score 8.6, built from 5 distinct method types.
The snapshot panel (top-right by default, position configurable) is a compact 5-row table showing only decision-grade information:
1. **Top Zone** - the single highest-scoring zone (price, score, direction, fortress flag).
2. **Bias** - POC imbalance state (bullish / bearish / neutral with the buy-volume percentage).
3. **Levels** - nearest support below + nearest resistance above, with distance in ATR units. Answers "what should I watch right now?" in one line.
4. **Regime** - zones count, fortress count, and data-health code in one row. Health reads "OK" if all sources are valid, "DGR" if degraded, "DGR vol" if the Hawkes warning is active, "CRIT" if no volume.
5. **Asset** - auto-detected class (Equity / Futures / Index / FX / CFD / Crypto) plus symbol.
An optional **calibration panel** can be turned on in the input group. When enabled, it shows in a separate small table the engine's measured hit-rate by score tier (4-star, 5-star, fortress, all zones) with sample size N, Wilson 95% confidence interval, and a live tracker status. Off by default to keep the chart clean. Past-only descriptive data - not a backtest, not a prediction.
---
### How to use it (intended use)
This is a decision-support and context layer. It is meant to be combined with your own entry and exit logic, your own risk management, and your own discretion.
Suggested workflows:
- As a context filter. Look at price relative to the nearest support and resistance zones before taking a setup from your usual system. Trades into a strong opposing zone are higher risk; trades away from one are lower risk.
- As a structural map. When price approaches a fortress-grade zone, expect a reaction is more likely than at a low-score zone. The reaction can be a bounce, a break, or a long consolidation - the engine does not predict which.
- As an input for other Pine scripts. Attach this engine to your chart, then in any downstream indicator or strategy you build, use input.source() to pick any of the visible plots (POC, VAH, VAL, AVWAP, sigma bands, Fib bands, HTF1-4 POCs) or any of the 28 hidden EXP_* data-window outputs as a real-time reference for your logic.
- For multi-timeframe alignment. Turn on multiple HTFs (default 60m, 4h, Daily, optionally Weekly). When zones cluster across HTF and native pivots, the score reflects that automatically.
---
### How not to use it
- Do not treat any zone as a buy or sell signal. A high-score zone is a likely reaction area; it does not tell you which direction price will go next.
- Do not use it as a standalone strategy. This engine has no entry rules, no stop rules, no position-sizing and no exit logic. It is a map, not a plan.
- Do not assume the score is a probability. It is a composite of structural evidence, not a calibrated statistical model.
- Do not rely on it alone on volumeless symbols (e.g. some spot indices). On instruments without true volume the engine auto-downgrades - the data-health row will tell you when this is the case. POC, VAH, VAL and AVWAP-based methods are weaker without volume.
- Do not back-test it as a strategy. It is an indicator and is published as such; the engine does not place trades.
---
### Key settings you might want to adjust
- Detection mode: "Percentile + Consensus" (default) is more robust; "Legacy" matches older volume x average rules if you prefer simple thresholds.
- Min strength to display: raise (e.g. 6.0) to see only the strongest zones; lower (e.g. 2.0) to see everything.
- Fortress threshold: controls when the special highlight colour appears (default 8.0).
- Auto-scale lookbacks: leave ON so the same defaults work from 1-minute intraday to 1-week swing charts. The reference timeframe is 15 minutes; everything scales from there.
- HTF1..HTF4: pick the higher timeframes meaningful to your style. Defaults are 1h, 4h, Daily and (optional) Weekly.
- Min directional ratio for bias: controls how lopsided LTF flow must be to flip the bias to bullish or bearish.
- Multi-window volume consensus: leave ON to gate the absorption bonus and naked POC creation on majority agreement across three lookback windows.
- Hawkes pre-kill: leave ON to suppress lower-score zones during volatility clusters. Default warning threshold is 3.0x baseline (less sensitive than v3.2 to avoid over-suppression on higher timeframes). Lower it for stricter behaviour, raise it to mute the filter further.
- Calibration tracker: ON by default for logging, but the panel itself is OFF by default to keep the chart clean. Turn on "Show calibration panel on chart" if you want to see the hit-rate breakdown. Horizon (default 10 bars) is how far forward each zone is followed; the minimum-move threshold (default 0.5 x ATR) is what counts as the zone being respected.
---
### Limitations you should know
- Volume dependency. Several methods (POC, VAH, VAL, AVWAP, absorption, naked POC, HTF POCs) require valid volume. On spot indices and some FX symbols there is no true volume; the data-health row will show "Degraded" or "Critical" and the engine will lean on range-based methods only.
- Anchor recency. The engine reuses the most recent Tier-1 anchor candle. If no anchor has formed in a long quiet period, the AVWAP/profile-based methods are stale and their contribution to the score falls off via the recency dimension.
- HTF latency. Higher-timeframe data only updates when each HTF closes. Until the first HTF close has occurred since chart load, HTF-based methods may show "off" in the data-health detail.
- Pivot lag is structural. Pivot detection requires pivotLen bars on each side, which means the most recent swing pivots can only be confirmed pivotLen bars after the actual high or low. This is structural, not a script bug.
- Last-bar drawing. Zone boxes redraw on the last bar each time. This is intentional - the engine shows the current zone map, not a historical map of past zones.
- Calibration is descriptive only. The optional panel reports past outcomes using a fixed rule (move of at least 0.5 x ATR within N bars). It is not a backtest, prediction, or strategy result, and does not include costs or slippage.
- Hawkes warning is a suppression layer, not a market call. When the engine enters the pre-kill state, it raises the show-threshold by 1.5 (capped at the fortress level) until volatility intensity returns to baseline. Risk control, not a "market is about to reverse" signal.
- Not a strategy. No trades, no equity curve, no backtest.
---
### Alerts (10 included)
01 Tier-1 anchor formed. 02 Absorption anchor formed. 03 Price crossed POC. 04 Price crossed VA edge. 05 Price entered top zone. 06 Price broke top zone. 07 Fortress zone interaction. 08 POC bias flipped. 09 Nearest S/R crossed. 10 Data health changed. All alerts use barstate.isconfirmed so they do not repaint.
---
### Outputs for downstream scripts
In addition to the visible chart plots, the engine exposes hidden EXP_* series (visible in the Data Window) so other Pine scripts can read its state. These cover the top zones (price, score, direction, fortress flag), the synthesised top-zone summary, POC bias and buy-ratio, nearest support and resistance prices and their ATR distances, fortress count, and event pulses (zone entered, zone broken, bias flipped, data-health changed, Tier-1 anchor formed).
To use them from another script of your own: attach this engine to the chart, then in your downstream script create an input.source(close, "S/R source") field and select any EXP_* series from the dropdown.
---
### Chart, symbol and timeframe (for clarity)
The publication chart shows this engine running on its own, with no other indicators or drawings present. The chart watermark shows the symbol and timeframe at the top of the chart. The engine's own snapshot table (top-right) additionally displays the detected asset class and the active ticker, so users can confirm what they are looking at.
---
### Disclaimer
This script is published for educational and informational purposes only. It is not investment advice, not a recommendation to buy, sell or hold any instrument, and not a solicitation to trade. Past behaviour of any pattern, level, signal or zone shown by this script does not guarantee future results. Trading involves substantial risk of loss and may not be suitable for every investor. You alone are responsible for your trading decisions, position sizing, risk management and capital. Before committing real money, please do your own research and consider speaking with a qualified, locally-licensed financial professional.
The optional calibration panel (off by default) is descriptive only. It reports past outcomes using a fixed rule. It is not a backtest, prediction, or probability, and does not account for transaction costs or slippage.
Open-source. Released under the Mozilla Public License 2.0 (PulseWire default). Feedback and constructive comments are welcome.
Indicator
Day Trading Session LevelsA clean, session‑accurate framework for intraday traders - maps-out critical levels from the prior session to save you prep time in the morning.
Automatically adapts to equities and futures, with all levels time‑anchored to the exact bar where they occurred.
Features
Prior Day High / Low (PDH / PDL)
Tracks the true previous RTH session
Not based on calendar days
Futures‑aware weekend handling (Thursday → Sunday/Monday)
Overnight High / Low (ONH / ONL)
Combined overnight session
Equities: After‑Hours + Pre‑Market
Futures: Globex PM + Globex AM
Levels reset at the correct session boundary
Anchored to the bar where the extreme was made
Prior Day Value Area (VAH / VAL / POC)
Calculated by full volume profile of the prior RTH session
Identifies: POC (highest‑volume price), VAH / VAL (70% value area)
Optional shaded value‑area region extending into the current session
Automatic Session Detection
Adjusts logic for equities vs futures
Handles Globex structure, dead zones, and weekend behavior
Clean, Time‑Anchored Visuals
All levels extend forward using bar‑time anchoring
Consistent across all timeframes
Optional price‑scale markers and text labels
Minimal Mode
One‑click option to show only: PDH, PDL, ONH, ONL
Perfect for traders who want a clean, high‑signal chart.
This indicator was built with help from AI-coding tools. Please reach out to me if you find issues or have suggestions for improvement. Indicator
Nocturne Auction Atlas [JOAT]Nocturne Auction Atlas
Introduction
Nocturne Auction Atlas is an open-source auction-mapping indicator that studies session VWAP, developing volume distribution, value areas, imbalance shelves, estimated CVD, divergence, and auction quality. It is designed to show where price is accepting value, rejecting value, or interacting with unfinished auction references.
Core Concepts
1. Session Auction Framework
The script resets during a new session and tracks session high, low, VWAP, and developing volume distribution.
2. Developing Volume Profile
Price is divided into rows. Each row accumulates estimated volume to identify the point of control, value area high, and value area low.
3. Estimated CVD
CVD is estimated from candle body position, close location, and volume. This is not exchange-level bid/ask data, but it provides a consistent pressure proxy.
4. Divergence Detection
Pivot-confirmed price swings are compared against estimated CVD swings to identify bullish or bearish divergence.
5. Imbalance Shelves
Rows with strong buy or sell imbalance are marked as auction shelves. These shelves can help identify areas where pressure was concentrated.
Features
Session VWAP and bands: Tracks intraday auction center and deviations
Developing profile: Builds POC and value area from recent session data
Imbalance shelves: Highlights rows with strong bid or ask imbalance
Estimated CVD: Uses candle-derived volume pressure
Divergence logic: Pivot-confirmed CVD divergence events
Naked POC memory: Tracks unfinished prior auction references
Dashboard: Shows auction state, quality, delta, POC, value area, and shelf state
Input Parameters
Session Bars Used controls how many bars feed the profile
Profile Rows controls profile granularity
Value Area controls the percentage of volume included in value
Quality Gate controls signal sensitivity
Shelf Gate controls imbalance shelf detection
How to Use This Indicator
Step 1: Read auction location
Use VWAP, POC, VAH, and VAL to understand whether price is trading near value or outside value.
Step 2: Watch shelves
Imbalance shelves identify price rows where estimated pressure was concentrated.
Step 3: Interpret divergences carefully
Divergence requires confirmed pivots and is naturally delayed. It is context, not a prediction.
Indicator Limitations
Profile calculations are approximations based on chart bars
CVD is estimated from candles and volume, not true bid/ask transactions
Pivot divergence confirms after pivot bars have passed
High row counts and long sessions can increase script workload
Originality Statement
Nocturne Auction Atlas combines session VWAP, developing profile rows, imbalance shelves, estimated CVD, divergence, and unfinished auction references into one chart framework. The components are designed to explain auction state rather than simply plot volume levels.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice. Auction references can fail, and volume approximations can differ from real order-flow data.
-Made with passion by jackofalltrades
Indicator
