Indicator
Relativevolume
Cyberbikes OBV + Volume SMA/EMAHow it works:
obv = standard On-Balance-Volume (with your zero-volume guard kept).
vol = raw bar volume.
Both get normalized to 0–100 over normLen, then weighted-averaged into combined.
smaCurve / emaCurve are the SMA and EMA of that combined OBV+Volume series, length set by timeframe.
The ribbon between them is green when the EMA is rising (above its previous bar) and red when falling — same logic as your other indicator.
Knobs:
OBV Weight / Volume Weight — lean the blend toward trend-conviction (OBV) or raw activity (Volume). Set one to 0 to use only the other.
Auto length by timeframe / Manual Length — smoothing control.
Indicator
Really Relative Volume (RVol) [BruzX]█ OVERVIEW
This indicator simply shows an estimate of intraday relative volume (RVol). By default, this is displayed as a small label at a configurable location on the pane. Optionally, the indicator can be moved to its own pane, where a plot of the historic values is shown as RVol develops throughout the session, as shown in the image below.
█ FEATURES
Shows RVol either as a small label in a configurable location or as a plot
Optionally can exclude pre- and post-market volume from the calculation for stocks
Allows choosing between exponential moving average (EMA) and relative moving average (RMA) for the averaging method of cumulative volume per session
█ CONCEPTS
Relative volume (RVol) is the cumulative volume up to the current bar in the current session compared to the average cumulative volume up to the same bar over previous sessions. It is expressed as a percentage and is useful for assessing how actively a symbol is traded during the current day compared to what has been recently normal for that symbol.
It is intended for intraday use only. The exact value may vary slightly across timeframes due to how RVol is calculated. Generally, the lower the chart timeframe, the more accurate it is.
Between candle opens and closes, RVol is estimated using linear interpolation, based on the exact time of each tick, creating an estimate proportional to the amount of time elapsed within each bar.
RVol will differ during market hours depending on whether premarket data is included or excluded; this is expected and correct behaviour.
This indicator handles the average cumulative volume per bar correctly by storing the average for each bar in an array, making it more accurate than some similar indicators.
█ LIMITATIONS
A simple average is not available as an averaging method due to the complexity involved in storing a large matrix of each session’s volume values for each bar. Speed and efficiency are prioritised, and EMA and RMA can both be calculated recursively and efficiently. The difference is usually not significant.
█ DISCLAIMER
This indicator is provided for informational purposes only and should not be used in isolation without a good understanding of what it does and without considering other factors. You should not take trades using real money based solely on what this indicator indicates. Any trades you take are entirely at your own risk.
Indicator
Relative Volume Expansion (Smoothed)Relative Volume Expansion (Smoothed) - view long vs short relative volume
Indicator
Volume Spike ThresholdsThe script automatically displays a real-time table showing:
Baseline SMA → Current 20-bar average (updates every bar)
Spike 175% → Exact contract number needed for Real Spike
Climax 250% → Exact contract number needed for Climactic
Current Vol → Live volume of the forming bar
(turns red or orange when thresholds are hit)
What You'll See
ColorMeaningActionTeal/Red (dim)Normal volume — below 130%IgnoreYellowElevated — 130–175%Watch next barBright Red + label "SPIKE"Real spike — 175–250%Setup activatingOrange + label "CLIMAX"Climactic — 250%+Read candle close immediately
KEY SETTINGS TO ADJUST:
Baseline SMA Length: 20 (default — works well for NQ 5-min)
10 (more reactive, good for volatile sessions)
Real Spike Multiplier: 1.75 (standard)
Climactic Multiplier: 2.50 (standard)
Exclude 9:30 Open Bar: TRUE (always leave on for NQ)
RTH Session: 0930-1600 (ET — already set correctly)
Indicator
AVDO + Proporcion de volumen SR by TraderDeConfianzaEste es un indicador todo-en-uno que combina dos sistemas complementarios para detectar zonas de interés institucional y dirección de tendencia. Es una herramienta de análisis basada en lectura de volumen real, por lo que su efectividad depende directamente de la calidad y autenticidad de los datos de volumen del activo que analizas.
Importante: dónde funciona y dónde no
El motor principal del indicador es el volumen real (transacciones efectivamente ejecutadas en un exchange centralizado). Por eso, su rendimiento varía dramáticamente según el tipo de activo:
Activos recomendados (volumen real y confiable):
Futuros de CME Group: especialmente los futuros de índices americanos como MNQ, NQ, ES, MES, YM, MYM, RTY, M2K. También funciona bien en futuros de commodities (CL, GC, SI, NG) y de bonos (ZN, ZB, ZF). El volumen de CME es centralizado y refleja transacciones reales.
Criptomonedas (preferentemente Binance): BTC, ETH, SOL y altcoins principales. Binance concentra el mayor volumen real del mercado cripto spot y de perpetuos. Otros exchanges grandes como Bybit, OKX o Coinbase también funcionan bien. Evita exchanges menores con volumen inflado.
Acciones directas (NYSE, NASDAQ, ARCA, AMEX): AAPL, TSLA, NVDA, SPY, QQQ y cualquier acción de alta liquidez listada en exchanges americanos primarios. El volumen es transparente y auditable.
No recomendado:
CFDs (Contracts for Difference): el volumen mostrado en CFDs es sintético, derivado del proveedor del broker, y no representa transacciones reales del mercado subyacente. El indicador perderá fiabilidad porque sus señales se basarán en datos artificiales.
Forex spot retail: el mercado forex no es centralizado, no existe un volumen "real" verificable. Lo que se muestra como volumen suele ser tick count del broker, no contratos negociados.
Mercados ilíquidos o de bajo volumen: acciones penny, criptos con poca capitalización, instrumentos exóticos. El ruido en los datos hace que las señales no sean confiables.
¿Qué hace el indicador?
Combina dos motores independientes que trabajan en armonía:
Motor 1 — AVDO (Anchored Value Distribution Oscillator): un sistema avanzado de distribución de valor anclada. Construye un perfil de volumen dinámico, identifica las zonas de valor (donde se ha negociado la mayor parte del volumen) y deriva una línea de tendencia adaptativa (trailing) que se mueve con el precio. Además, colorea las velas según el "estado" del mercado: alcista, bajista o neutral. Cuando detecta velas con volumen crítico histórico, las pinta de amarillo como advertencia de actividad institucional excepcional.
Motor 2 — VolProp SR (Volumen Proporcional Soporte/Resistencia): detecta velas donde el volumen actual supera al de la vela anterior en una proporción configurable. Marca esa vela con una caja que cubre todo su rango (high-low) y la proyecta hacia la derecha como zona activa de soporte o resistencia. La caja se mantiene viva hasta que el precio cierre atravesándola — momento en que se considera "mitigada" y se vuelve gris.
Cuando ambos motores se alinean, tienes confluencia institucional: precisamente las zonas donde los grandes operadores están dejando huella.
Filosofía de configuración
La mayoría del indicador viene listo para usar tal como está. Los componentes de AVDO y Volumen Crítico están afinados con parámetros robustos que funcionan bien en la mayoría de activos sin necesidad de ajuste. Déjalos en sus valores por defecto a menos que tengas una razón muy específica para tocarlos.
El verdadero trabajo de calibración está en el Motor 2 (VolProp SR), específicamente en dos parámetros: la proporción de volumen y el multiplicador ATR. Estos dos son los que adaptas a cada activo y timeframe que operes. El objetivo es encontrar el balance donde el indicador te marca solo las zonas verdaderamente institucionales, sin saturar el gráfico con ruido ni dejar pasar señales válidas.
Cómo calibrar VolProp para cada activo
Proceso recomendado:
Carga el indicador en el activo y timeframe que vas a operar. Déjalo en valores default (proporción 1.5, ATR multiplicador 1.0).
Observa 30 a 50 señales históricas sin tocar nada. Anota cuántas cajas aparecen por sesión y cuántas funcionaron realmente como S/R cuando el precio regresó a tocarlas.
Si aparecen demasiadas cajas y muchas no funcionan (gráfico saturado, señales ruidosas):
Sube la proporción de volumen en pasos de 0.2 (de 1.5 → 1.7 → 2.0).
Sube el multiplicador ATR en pasos de 0.2 (de 1.0 → 1.2 → 1.5).
Repite la observación.
Si aparecen muy pocas cajas (gráfico vacío, te pierdes movimientos importantes):
Baja la proporción de volumen en pasos de 0.1 (de 1.5 → 1.4 → 1.3).
Baja el multiplicador ATR (de 1.0 → 0.8).
O desactiva temporalmente el filtro ATR para diagnosticar dónde se está bloqueando.
Repite hasta que cada sesión te entregue entre 3 y 8 cajas activas de calidad — suficientes para tener oportunidades, no tantas que ensucien el análisis.
Y ajusta también según timeframe: timeframes bajos (1m–5m) toleran proporciones más bajas, timeframes altos (1H+) requieren proporciones más altas para que la señal sea significativa.
Parámetros del indicador
Grupo AVDO • Core (déjalo como está)
Lookback (default 233): número de barras usadas para construir la distribución de volumen. Solo bájalo si quieres reactividad extrema en scalping, o súbelo para contextos macro.
Canvas Pad (default 0.03) y Rebuild Drift (default 0.2): afinan internamente cómo se construye el perfil. No los toques sin razón específica.
Grupo AVDO • Signal (déjalo como está)
Signal Line Length (default 50): línea de señal interna del oscilador. Bájalo solo si quieres cruces más rápidos para scalping agresivo.
Grupo AVDO • Trend Logic (déjalo como está)
Show Trail on Chart, Fill, Profile Center Bias, Trail Acceleration, Max Trail Acceleration: todos vienen optimizados. Solo modifica si entiendes el efecto exacto que buscas — por ejemplo, subir Trail Acceleration si quieres un trailing más agresivo en mercados de alta volatilidad.
Grupo AVDO • Display
Show Reversal Marks (default OFF): actívalo si quieres diamantes de reversión visuales. Útil para alertas tempranas de techo/piso.
Trend Candlesticks (default ON): si lo desactivas, las velas se ven con su color real verde/rojo nativo. Recomendado dejar ON.
Grupo AVDO • Colors (estética)
Personaliza los colores a tu gusto. El amarillo del Volumen Crítico tiene prioridad sobre los demás, así que recuerda que ese color destaca lo más relevante.
Grupo AVDO • Volumen Crítico (déjalo como está)
Lookback Volumen (89), Suavizado Volumen (21), Umbral Crítico (0.618 — ratio áureo): los defaults están finamente calibrados con principios de teoría de mercado clásica. Solo súbelos si tu activo es muy ruidoso y aparecen demasiadas velas amarillas, o bájalos si casi nunca aparecen.
Grupo VolProp • Detección (★ AJUSTE PRINCIPAL)
Proporción de volumen (default 1.5): el parámetro más importante del indicador. Define cuánto debe crecer el volumen de la vela actual respecto a la anterior para disparar una caja.
Este es uno de los dos parámetros que debes calibrar para cada activo. Sigue el proceso descrito arriba.
Grupo VolProp • Filtro ATR (★ AJUSTE PRINCIPAL)
Activar filtro ATR (default ON): mantenlo activado, descarta velas pequeñas que tuvieron volumen alto pero no movieron precio.
Período ATR (default 14): estándar técnico, no necesita ajuste.
Multiplicador ATR (default 1.0): el segundo parámetro a calibrar por activo. Define qué tan grande debe ser la vela respecto a la volatilidad promedio reciente. Ajústalo según el proceso de calibración descrito.
Grupo VolProp • Filtro Cuerpo
Activar filtro cuerpo dominante (default ON): descarta dojis y velas indecisas. Mantenlo ON.
% mínimo del cuerpo (default 60%): ajusta solo si notas que se cuelan velas con mucha mecha y cuerpo chico. Súbelo a 70-75% para mayor exigencia.
Grupo VolProp • Cajas S/R
Modo extensión (default Dinámica): déjalo en Dinámica para que las cajas se proyecten hasta que el precio las rompa. Cambia a "Fija" solo si quieres que duren un número específico de barras.
Mostrar cajas mitigadas (default ON): las cajas rotas quedan en gris como contexto histórico. Desactívalo si quieres el gráfico más limpio sin contexto previo.
Colores y ancho de borde: estética pura.
Grupo VolProp • Etiqueta
Mostrar etiqueta con ratio (default ON): muestra el "2.3x" debajo de la vela marcada para que veas qué tan fuerte fue la señal.
Tamaño y color de texto: ajustes visuales.
Ejemplo de uso paso a paso
Imagina que abres el chart de MNQ a las 8:30 AM CST (apertura de NYSE). El indicador ya está calibrado para este activo (proporción 1.8, ATR multiplicador 1.1 después de tu proceso de prueba).
Paso 1 — Lectura del contexto general (AVDO):
A las 8:30 ves que las velas vienen pintadas de verde intenso y el trailing line está claramente por debajo del precio. AVDO confirma tendencia alcista, el precio está aceptado en la zona alta del perfil de valor. No operas en contra de esto. Tu sesgo es alcista.
Paso 2 — Aparece una caja VolProp:
A las 9:15 AM, una vela explota de volumen y cumple los filtros. Aparece una caja verde semitransparente cubriendo todo su rango con etiqueta "2.4x" abajo. Significa que esa vela tuvo 2.4 veces el volumen de la anterior y pasó los filtros. Esta es tu zona de entrada potencial.
Paso 3 — Confluencia élite:
A las 9:45 AM, otra vela alcista. Esta vez la vela aparece pintada en amarillo (Volumen Crítico AVDO) y se le dibuja una caja verde de VolProp con etiqueta "3.1x". Setup A+: confluencia triple — volumen crítico histórico, ratio proporcional, y tendencia AVDO alineada.
Paso 4 — Espera el pullback:
No entras al breakout. Esperas a que el precio se aleje y regrese a tocar la caja. A las 10:20 AM, el precio retrocede y entra dentro de la caja amarilla. Esta es la señal de entrada.
Paso 5 — Entrada, stop y target:
Long con stop justo por debajo del low de la caja (extremo inferior, no el cuerpo). Target en el siguiente nivel claro: otra caja superior, una zona AVDO de resistencia, o un múltiplo de R según tu plan.
Paso 6 — Gestión:
Si el precio sigue subiendo: ¿aparece otra caja verde más arriba? → toma parcial o trail. ¿La trail de AVDO se voltea a bajista? → cierre. ¿Una caja gris previa ahora actúa como resistencia? → cuida la posición.
Reglas de oro
El AVDO da contexto, VolProp SR da zonas. No operes una caja contra el contexto. Caja verde con AVDO bajista → mejor pásala.
Vela amarilla + caja del mismo color = setup A+. Estas son las raras y valiosas. Espéralas con paciencia.
La caja gris no es zona activa. Es referencia histórica. Si el precio regresa a una caja gris y reacciona, considera el principio de polaridad (soporte roto = posible resistencia).
Operación de retorno, no de breakout. El indicador marca dónde estuvieron los institucionales. Operas el pullback a la zona, no el breakout inicial.
Calibración por activo. Lo que funciona en MNQ no funciona idéntico en BTC, ni en NVDA, ni en cada timeframe. Dedica tiempo al proceso de ajuste de proporción y ATR antes de operar en vivo.
Activa las alertas de confluencia. En la lista de alertas hay tres claves: "VolProp + Volumen Crítico", "VolProp + AVDO Bull Stack" y "VolProp + AVDO Bear Stack". Activa esas como push — son las que realmente vale la pena mirar.
Cuándo NO operarlo
Aperturas con gap brutal (primeros 5–10 minutos en días de noticia macro): el indicador necesita unas pocas velas para estabilizar el perfil.
Activos con volumen sintético o no confiable (CFDs, forex retail, mercados ilíquidos).
Cuando el contexto AVDO es plano (trailing cerca del precio, oscilador cerca de cero): el mercado está en consolidación, las cajas son menos confiables.
Sin calibración previa al activo: si lo cargas en un instrumento nuevo y operas con defaults sin observar primero, vas a ciegas.
Resumen ejecutivo
Tienes un sistema que mapea las zonas donde los institucionales dejaron huella (cajas verdes/rojas), te dice cuándo esas zonas son especialmente significativas (vela amarilla), te da la dirección de la corriente principal (trailing AVDO), y te avisa cuando todo se alinea (alertas de confluencia).
La estructura del indicador está prácticamente lista de fábrica — la parte de AVDO y Volumen Crítico viene optimizada. Tu trabajo de calibración se concentra en dos parámetros del Motor 2 (VolProp): proporción de volumen y multiplicador ATR. Ajústalos para cada activo hasta que las cajas sean significativas y proporcionadas a la sesión, y el indicador se vuelve una extensión natural de tu análisis.
Recuerda siempre: este indicador es tan bueno como el volumen real del activo que analizas. Úsalo en mercados centralizados con datos auténticos, y rendirá. Evita los mercados con volumen sintético, ahí no tiene cómo brillar.
Indicator
Volume-Filtered Pivot Zones [ky_yule1010]Volume-Filtered Pivot Zones
Detects swing pivots only when they occur on meaningful volume, then clusters them into weighted support/resistance zones using ATR-based proximity. The result is a clean, adaptive S/R map that evolves with the market rather than cluttering the chart with every minor swing.
Core Concept
Not all pivots are equal. A swing high printed on 2× relative volume carries far more institutional weight than one on dead tape. This indicator filters pivots through a configurable RVOL threshold (rolling SMA or time-of-day normalized), retains only the validated ones in a managed pool, and merges nearby pivots into zones using RVOL-weighted centroids. Zones closer to price activate; distant ones sit dormant until price revisits.
Why It Works
High-RVOL pivots act as gravity — price tends to revisit levels where significant volume transacted, making these zones natural magnets for mean-reversion and re-tests.
Pivot-anchored VWAP resets on each validated pivot, giving you a more responsive fair-value reference than session or fixed-anchor VWAP. It adapts to the market's actual turning points rather than arbitrary time boundaries.
Key Features
LTF Volume-Weighted mode — pivots are detected on wicks but the S/R line is drawn at the micro-VWAP from lower-timeframe bars, pinpointing where volume actually concentrated at the turning point.
Zone weight scoring — each zone carries a weight (touch count × average RVOL) so you can immediately see which levels have the deepest structural backing.
Volume gradient heatmap — visualizes volume density above and below active zones, highlighting friction (price slows) vs. voids (price rips).
Fair Value Gap detection — flags statistically large FVGs (P75+) as potential re-fill targets.
Comprehensive Gradient Score (CGS) — blends density asymmetry, ATR-normalized slope, acceleration, and rejection quality into a single directional bias reading.
Structure bias tracking — HH/HL vs. LH/LL sequence detection with staleness decay and price-position overrides.
Full data export — nearest S/R levels, distances, zone weights, RVOL, slope, acceleration, rejection quality, and CGS all plotted to the status line and data window.
Suggested Use
Use zone weight and the volume gradient to gauge conviction at each level — heavy zones with dense volume below support (or above resistance) tend to hold. Thin zones sitting in a volume void are breakout candidates. The CGS and density bias readings provide at-a-glance directional context without needing a separate oscillator.
Indicator
Volume ProThis script is based on the original "MarketSmith Volumes" script from Fred6724
I modified a few things to tailor it to my needs.
Script uses the chart-timeframe.
choose volume moving average period
choose five volume thresholds (% above volume moving average) for colored dots to appear above the bars. You can set the %-thresholds and the color for each %-threshold. E.g. above 40% = yellow dot, above 100% = red dot etc.
(You can also choose to show the % figure above the avg volume instead of colored dots (the percentage figures will appear in the chosen colors chosen for the thresholds))
Highest volume in 1 year shows "HY1" above bar.
Highest volume ever shows "HVE" above bar.
Highlight volume dry-up: Set volume % of MA volume to highlight bar: e.g. choose 30% and choose color, it will highlight the volume bars that are below or equal to 30% of the average volume in the chosen color.
Peak volume: choose peak length; e.g. peak length = 9 then it will show green/yellow arrows on the bar if the bar's volume is greater/lower than the previous 9 bars and the next 9 bars. The arrows will only start to show once the final bar is closed, e.g. Highest down volume with peak length 9 will only show if the 9th bar after the relevant bar has been closed. (If you don't need this feature you can comment it out in the script by putting // before the relevant lines at the bottom)
Option to add table with volume statistics:
avg volume: average volume (based on chosen avg length)
avg $ volume: average Dollar-volume (avg volume * (based on chosen avg length)
Up / Down volume ratio (based on chosen avg length)
Up / Down days counter, e.g. 33/17 (based on chosen avg length)
Vol shows volume of the last bar
Rel Vol: relative volume vs average volume, e.g. 49% means current bar's volume is 49% above MA volume; -39% would mean it's 39% below avg volume.
Indicator
Above Average VolumeWhat It Does:
FeatureDetailThresholdDefault = 1.5× the 20-bar SMA of volume
Bright barsSpike bars are vivid green/red; normal bars are muted
Yellow lineRolling average volume
Orange lineAlert threshold
LabelsShows how many times above average (e.g. 2.3x)
3 alert typesAny spike / Bullish spike / Bearish spike
Indicator
Comprehensive Vol and TrendWhat it does:
A multi-metric dashboard panel that displays key volume, momentum, and relative strength data for any stock in a single customizable table — so you never have to hunt across multiple indicators.
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Metrics (all toggleable)
Volume
$RVOL — Dollar volume today vs 21-day avg dollar volume. Captures large-cap stocks where share count alone is misleading
RVOL — Share volume today vs 21-day avg. Classic relative volume
Pace RVOL — Projects current volume to end of day at current pace, then vs 21-day avg. Shows true intensity regardless of time of day
Price
Daily CHG% — Today's price change vs prior close
Market Context
QQQ Performance — QQQ's % change today. Quick read on broad market direction
Market Breadth — Ratio of new highs vs new lows (0–100 scale). >80 = strong tape, <20 = weak tape
Momentum & Relative Strength
RSI (14) — Standard momentum oscillator. >70 overbought, <30 oversold
RS Rating — Stock performance vs benchmark (SPY/QQQ/IWM) over your chosen lookback. 0–100 scale; >80 = strong outperformer
RS Trend — Direction RS is moving: ↑↑↑ accelerating, ↑ rising, ○ flat, ↓ weakening
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Customization
Layout: Horizontal or Vertical
Table position: any corner
Font size: Tiny → Large
Color coding on/off (green/yellow/red thresholds)
Custom font color override
RS benchmark: SPY / QQQ / IWM
RS period: 10 / 21 / 42 / 63 / 126 / 189 / 252 days
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Designed for
Pre-market prep and intraday monitoring. At a glance you can see: is this stock moving on real volume, is the tape strong, is it a relative strength leader or laggard — everything needed to qualify a SIP or EP candidate fast.
Indicator
Volume Climax Detector [AGPro Series]Volume Climax Detector
Volume Climax Detector is an advanced volume analytics tool that identifies extreme institutional volume events using a three-filter VSA (Volume Spread Analysis) methodology. Rather than triggering on simple volume multiples, the script combines Volume Z-Score statistics, Spread analysis, and Close Location to isolate genuine climax bars — the kind of exhaustion moves Wyckoff and VSA traders look for at trend tops and bottoms.
🔹 OVERVIEW
Volume alone is a noisy signal. A "high volume bar" on one instrument is a quiet bar on another, and most volume-based indicators either miss real climaxes or fire on every uptick. This script takes a statistical approach: it measures how extreme each bar's volume is relative to its own recent history (Z-Score), confirms the bar structure makes sense (Spread and Close Location), and then classifies the event as a Buying Climax or Selling Climax using trend context — the Wyckoff way.
The result is a small number of high-conviction labels at exactly the places where large participants tend to exhaust themselves: panic buys at tops, panic sells at bottoms, and hidden absorption in between.
🔹 WHAT MAKES IT DIFFERENT
Most volume indicators apply a single threshold (e.g. volume > 2× average) and stop there. This script layers three independent VSA filters, each addressing a different failure mode:
• Volume Z-Score — adapts to the instrument's own volume distribution. A 3σ event on BTC is genuinely rare, regardless of session or timeframe.
• Spread filter — requires the bar's range to exceed its recent average. Eliminates the common false positive of a high-volume bar that barely moved (compression).
• Close Location — requires the close to sit in the upper or lower third of the bar. Separates conviction from indecision.
Beyond detection, two analytics layers set it apart from typical volume tools:
• Reversal Success Tracking — every climax is tracked forward for a configurable window, and the script records whether a meaningful counter-move actually materialised (measured in ATR). The panel shows a live Reversal Rate, so users get honest feedback on how well climaxes have worked on the current symbol and timeframe.
• Magnitude Scoring (1–10) — every climax receives a strength score derived from its Z-Score, making it easy to distinguish routine spikes from truly extreme events (marked with ★).
🔹 METHODOLOGY
1. Volume Statistics
The script computes a rolling mean and standard deviation of volume over a configurable lookback window (default 50 bars). The Z-Score tells how many standard deviations above the mean the current bar is. A reading of 3.0σ or higher (default threshold) corresponds to the top ~0.27% of bars — statistically rare, not just "above average."
2. Triple Filter Gate
A bar qualifies as a potential climax only when:
• Z-Score ≥ threshold (volume anomaly)
• Bar range ≥ spread multiplier × average range (wide spread)
• Close is in the upper 33% (strength) or lower 33% (weakness) of the bar range
3. Wyckoff Classification
• Buying Climax — qualifying bar during an established uptrend. Interpretation: buyers are exhausting themselves; potential topping action.
• Selling Climax — qualifying bar during an established downtrend. Interpretation: sellers are exhausting themselves; potential basing action.
• When no clear trend exists, classification falls back to close location plus bar direction so that sideways regimes still produce meaningful signals.
4. Confluence Grouping
When multiple same-direction climaxes occur close together in time or price, the script collapses them into a single label representing the strongest event in the cluster. This keeps charts readable without losing information — the panel still counts every individual climax.
5. Effort vs Result (optional)
A companion layer flags high-volume bars with unusually narrow spread — the classic VSA "No Demand" and "No Supply" conditions. These often signal hidden absorption ahead of a reversal and are shown as separate labels.
🔹 SIGNALS & ALERTS
Four built-in alert conditions:
• Buying Climax detected
• Selling Climax detected
• Extreme Climax (Z-Score above the extreme threshold, marked with ★)
• No Demand / No Supply divergence
Each alert payload includes the symbol, Z-Score, and magnitude score, ready for automation or review.
🔹 KEY INPUTS
• Volume Lookback (default 50) — rolling window for statistics.
• Z-Score Threshold (default 3.0σ) — minimum statistical extremity. Lower on intraday, higher for premium signals only.
• Extreme Threshold (default 4.0σ) — above this, climaxes are flagged with a ★.
• Spread and Close filters — each can be toggled independently for flexibility across asset classes.
• Trend EMA Length and Sensitivity — control how the script defines uptrend and downtrend, with an ATR-normalised slope check to avoid misclassifying sideways regimes.
• Reversal Window and Threshold — define what counts as a "successful" reversal for the panel statistic.
• Confluence controls — Time-first (default), Price-first, or Strict mode, plus bar and ATR tolerances.
• Climax Zones (optional, default off) — extends each climax bar's range forward as a reaction zone, similar to S/R.
🔹 HOW TO USE
• Start with defaults on any liquid instrument and timeframe. The script adapts to the local volume distribution automatically.
• On highly volatile intraday timeframes, consider raising the Z-Score Threshold to 3.5σ for fewer, cleaner signals. On slower timeframes, the default works well.
• Treat a ★ Extreme Climax as higher-conviction than a plain climax, and pay attention to the Magnitude Score for fine gradation.
• Use the Reversal Rate panel value as a feedback loop — if it is low on your chosen instrument and timeframe, either adjust thresholds or reconsider the setup.
• Combine with your own structural analysis (support/resistance, HTF trend, market structure) for confirmation. The script identifies the event, not the entry.
🔹 LIMITATIONS & TRANSPARENCY
• This is an indicator, not a strategy. It does not generate buy or sell orders and makes no assumption about position sizing or risk management.
• Climaxes are statistical events. They tend to mark inflection points, but no volume pattern resolves into a reversal every time. The built-in Reversal Rate panel value exists precisely to make this honest — users see the actual hit rate on their own chart.
• The script uses publicly available volume data from the chart's exchange. Volume quality varies by venue; results may differ on symbols with thin or unreliable volume reporting.
• Classification depends on trend context. In strongly sideways regimes, the fallback rules may label climaxes differently than a human analyst would; reviewing the Trend EMA and sensitivity inputs helps here.
• Labels are confirmed on bar close (no repaint). Panel counters and the Current Z-Score value update intrabar for live monitoring.
🔹 RISK DISCLOSURE
Trading involves substantial risk of loss. Past behaviour of any signal or statistic does not guarantee future performance. This script is a research and analysis tool — it is not investment advice, a recommendation, or a solicitation to trade. Users are responsible for their own decisions, risk management, and position sizing.
Indicator
Master Options Swing - Momentum & Trend FilterThanks for your interest!
Description:
The Master Options Swing indicator is an all-in-one momentum reversal and trend-following tool designed specifically to filter out watchlist noise and highlight high-probability swing trading setups. It consolidates multiple moving averages and volume criteria into a single, automated signal (Green Triangle) to streamline the screening process. Run this on your main preferred individual ticker watchlist.
How It Works:
This script is engineered around a specific momentum strategy that requires a stock to prove its long-term health, generate unusual volume, and trigger a short-term moving average crossover all at once.
The script fires a Buy Signal (Green Triangle) only when ALL of the following strict conditions are met simultaneously:
1. The Macro Trend (The Floor)
Price must be trading above both the 200-period SMA and the 333-period SMA. This ensures the asset is in an established, long-term institutional uptrend and prevents buying into "dead cat bounces."
2. The Volume Catalyst
Relative Volume must be ≥ 1.5x. The script calculates the 30-day average volume and requires current volume to be at least 50% higher than average, confirming institutional effort behind the move.
3. The Momentum Reversal (The Trigger)
The Setup: The previous day's close must have been below the 10-period EMA (indicating a short-term pullback).
The Breakout: The current price must be above the 10 EMA, above the 50 EMA, and the 10 EMA must be trending higher than the 50 EMA.
How to Use It:
While this indicator overlays the 10 EMA, 50 EMA, 200 SMA, and 333 SMA on the chart for visual reference, its primary purpose is automation. It was built to be plugged into the PulseWire Pine Screener.
Instead of adding 5 different columns to a screener, users can simply load this script and filter for Swing Signal = 1. This reduces a massive watchlist down to the exact tickers breaking out on volume today.
Ideal Timeframe: 1D (Daily)
WARNING: Backtests in progress as of 4/10/2026
Indicator
Quantum Kinetic Matrix [Velocity + EQV + CVD] v3.0🚨 OFFICIAL RELEASE NOTES: QUANTUM INTELLIGENCE SUITE 🚨
Deployment Date: April 12, 2026
Target: The Ultimate 5D Scalping Matrix
🟢 Quantum Kinetic Matrix v3.0
The standalone Kinetic Equivolume Candles and Kinetic Confluence CVD indicators have been successfully merged into a single, highly-optimized powerhouse script.
Key Features Consolidated:
Dynamic Equivolume: Candle width actively reflects relative volume pressure.
Kinetic Physics (Hyper-Glow): Color saturation shifts through Gray, Dim, and Neon based on the exact moment Velocity, Acceleration, and Jerk perfectly align.
Directional Ghost Wicks: Squeeze candles retain directional bias via translucent color wicks.
CVD Whale Footprints: Circular bubbles trigger only when extreme buy/sell delta aligns perfectly with volume expansions AND a kinetic snap.
Data Flow Labels: Numerical Delta text prints directly on high-volume candles.
⚠️ CRITICAL CHART SETUP INSTRUCTIONS ⚠️
To prevent ugly visual overlap, you MUST turn off PulseWire's default candles.
1. Right-click your chart and select Settings > Symbol.
2. UNCHECK the blue boxes next to Body, Borders, and Wick. (They must be completely empty, not just at 0% opacity).
3. Click OK.
Indicator
Volume Surge DetectorThe Volume Surge Detector is a systematic tool designed to filter market noise and identify high-conviction price action by highlighting significant spikes in trading volume. In any liquid market—whether it's the NSE, Crypto, or Forex —an increase in volume often precedes or confirms a trend breakout. This indicator visually isolates those moments when volume exceeds a user-defined threshold relative to its recent average.
How It Works
The indicator operates on a Relative Volume (RVOL) logic. It calculates a Simple Moving Average (SMA) of volume over a lookback period (default is 20 bars). A "Surge" is identified only when the current candle's volume is significantly higher than this average.
Logic: Current Volume > (Average Volume \times Multiplier)
Default Threshold: 1.5x (50% greater than the 20-period average).
Key Features
* Visual Star Signals: A star symbol (★) prints at the top of the volume pane to provide immediate visual confirmation of a surge.
* Dynamic Coloring: Volume bars automatically toggle between a neutral gray and a high-visibility **Gold** when the surge condition is met.
* Threshold Line: A plotted reference line shows you exactly where the volume needs to break to trigger a signal.
* Customizable Sensitivity: Users can adjust the `Volume Multiplier` to suit different timeframes (e.g., a higher multiplier for the 1-minute chart to filter out micro-spikes).
How to Use
1. Breakout Confirmation: Use the "Gold" bars to confirm a price breakout from a range or a "Tight-Close" consolidation.
2. Exhaustion Identification: Watch for massive volume surges (stars) at the end of an extended trend, which may indicate a climax and potential reversal.
3. Institutional Presence: Frequent stars during market open (e.g., 9:15 AM IST for NSE) can help identify where the "Big Money" is positioning.
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Settings
* Average Volume Length: The lookback period for the baseline volume (Default: 20).
* Volume Multiplier: The sensitivity of the surge (Default: 1.5). Increase this for stricter, high-quality signals.
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> **Disclaimer:** This indicator is a visual aid for volume analysis and does not constitute financial advice. Always use proper risk management and position sizing.
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Session Edge ScoreSession edge scores for NY am and pm. am aligns to favor breakouts, pm aligns to favor vwap reversion. score range is
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CVD Oscillator (BEST)Estimates Cumulative Volume Delta from OHLCV candle data and normalizes it to a 0-100 scale. Approximates order flow without tick-level data by measuring where each candle closes within its range, weighted by volume — closes near the high register as buying pressure, closes near the low as selling pressure.
The raw CVD is normalized over a rolling lookback window and smoothed with an EMA. Readings above 50 indicate buyers dominating relative to recent history, below 50 indicates sellers. Useful for spotting divergences between price and volume flow — e.g. price making new highs while the oscillator declines suggests weakening buyer conviction.
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MTF VWAP Value Final With Filter and Trade CounterG7FX MTF VWAP Value Final With Filter and Trade Counter
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Order Flow Dashboardcumulative sum of the volumes moved for each second in every candle on the Tf you choose, for identifying breakout, fake breakout and range bounds
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RVOL (Relative Volume) + Breakout ConfirmationAI generated indicator that does the following:
RVOL: computes a baseline average volume with ta.sma(volume, rvolLen).
Relative volume: rvol = volume / avgVol.
Breakout: checks if price breaks the previous rangeLen bars’ high/low (using to exclude the current bar).
Confirmation: breakout is only “valid” when rvol >= rvolThresh (default 1.8).
Indicator
Aggressive Order FlowThis is a candle coloring indicator that combines aggregated Open Interest (OI) across multiple perpetual futures feeds with per-candle Volume Delta to identify whether price movement is backed by real orderflow conviction.
How it works
On each candle, the indicator checks two conditions:
OI direction — aggregated OI across up to 5 user-defined perpetual futures feeds is summed. If the combined OI grew by more than the defined threshold, OI is considered increasing.
Delta direction — lower timeframe volume is broken down into buying and selling pressure per bar. If net delta is positive, buy pressure increased
🟢 Green — OI increasing + positive delta. New money entering the market on the buy side. Bullish conviction.
🔴 Red — OI increasing + negative delta. New money entering the market on the sell side. Bearish conviction.
⬜ Grey — OI flat or decreasing. Movement is likely driven by existing positions being closed rather than new commitment. Low conviction.
Settings
Up to 5 perpetual futures tickers for OI aggregation, set them to spot to disable.
OI change threshold (%) to filter out noise, higher % means more OI added.
Stat Box
A table displayed in the top right corner shows the aggregated OI across chosen feeds now vs N candles ago, with the absolute and percentage change over that window. Only active ticker slots are included in the calculation.
Notes
The stat box is not necessary, you can disable it.
If you want to disable a ticker, set it to spot.
Indicator
Advanced Engine: RVOL and Price ActionThis is an Enhanced version of SuperTrend and Volume Oscillator, utilising the Relative Volume and ZScore to give precise signals. This works well with Indicies and most stocks. Chose Chart TF as 10 mins
1. System Overview
The v6.12 Engine is a dual-timeframe algorithmic system. It utilizes the Chart Timeframe (CTF) to establish macro trend, mean-reversion boundaries, and structural momentum. Simultaneously, it runs a background 1-Minute Timeframe (1m TF) engine to analyze absolute volume expansion and micro-order flow delta.
The system features dynamic toggles allowing it to act as a strict trend-follower, a VWAP mean-reversion scalper, or a high-velocity volume breakout catcher.
2. Core Mathematical Components
A. Chart Timeframe (CTF) Indicators
SuperTrend (Macro Bias): ATR-based trailing envelope. (ATR: 10, Multiplier: 3.0).
Toggle:Ignore SuperTrend forces the internal state to true to allow pure VWAP mean-reversion trades.
VWAP (Intraday Baseline): Session-anchored Volume Weighted Average Price based on Typical Price (hlc3).
Volume Oscillator (Structural Momentum): Measures acceleration of trading volume.
VolOsc = 100 \times \frac{EMA(Volume, 5) - EMA(Volume, 10)}{EMA(Volume, 10)}
Requirement: Must be rising/falling over 2 consecutive bars.
Stochastic RSI (Price Velocity): Averaged %K and %D lines.
Requirement: Must be rising/falling over 2 consecutive bars, unless "Stuck" at extremities (< 1 or > 99).
B.1-Minute (1m TF) Indicators
Calculated independently of the chart timeframe using exact 1-minute tick data.
Relative Volume (RVOL): Compares the current 1m volume against the historical average volume for that exact same minute over the last N days (Default: 10 days).
Trigger (isHighRVOL): RVOL > 1.5.
Smoothed Delta Z-Score: Calculates the difference between buying volume and selling volume within the 1-minute candle, normalizes it into a Z-Score, and applies a 3-period Simple Moving Average.
Trigger (isZBull): Smoothed Z-Score is rising AND 1m Price is Bullish (Close > Open).
Trigger (isZBear): Smoothed Z-Score is rising AND 1m Price is Bearish (Close < Open).
3. Strict Entry Criteria
The engine evaluates signals via logical OR gates between sub-routines. If any of the following sub-routines return true, a trade is executed.
A. Long (BUY) Triggers
All Long entries strictly require the execution candle to be Green (Close > Open). If the 1m Sniper Filter is enabled, all Standard, Stuck, and Override entries must also have a Bullish 1m Z-Score (isZBull).
Standard Buy: SuperTrend Green + Price > VWAP + VolOsc Rising + StochRSI Rising.
Stuck Buy: StochRSI < 1 (bypassing slope) + SuperTrend Green + Price > VWAP + VolOsc Rising.
Oversold Override Buy: StochRSI < 20 + StochRSI Rising + VolOsc Rising + Price > VWAP (Overrides Red SuperTrend).
RVOL Breakout (If Enabled): Price > VWAP + SuperTrend Green + isHighRVOL + isZBull (Bypasses CTF VolOsc and StochRSI).
B. Short (SELL) Triggers
All Short entries strictly require the execution candle to be Red (Close < Open). If the 1m Sniper Filter is enabled, all Standard, Stuck, and Override entries must also have a Bearish 1m Z-Score (isZBear).
Standard Sell: SuperTrend Red + Price < VWAP + VolOsc Falling + StochRSI Falling.
Stuck Sell: StochRSI > 99 (bypassing slope) + SuperTrend Red + Price < VWAP + VolOsc Falling.
Overbought Override Sell: StochRSI > 80 + StochRSI Falling + VolOsc Falling + Price < VWAP (Overrides Green SuperTrend).
RVOL Breakout (If Enabled): Price < VWAP + SuperTrend Red + isHighRVOL + isZBear (Bypasses CTF VolOsc and StochRSI).
4. Strict Exit Criteria
The engine manages risk and flattens positions based on the following autonomous triggers:
Stop-and-Reverse (Standard): If an opposing valid entry signal fires while a position is open, the engine simultaneously calculates realized PnL, flips the state directly to the opposite direction, and updates the entry price.
VWAP Early Exit (If Enabled): Exits a trade prior to a full momentum reversal if the entire body of the candle closes across the VWAP line against the trade direction.
Long Exit: max(open, close) < VWAP
Short Exit: min(open, close) > VWAP
1m Micro-Divergence Exit (If Enabled): Exits a trade immediately if micro-order flow violently shifts against the position, regardless of the chart timeframe structure.
Long Exit: isHighRVOL AND isZBear.
Short Exit: isHighRVOL AND isZBull.
Cutoff Exit (Smart No-Entry): If a standard reversal signal fires after the No Entry Hour (Default: 14:45), the engine uses it to EXIT the current trade but strictly blocks the new entry leg.
EOD Square-Off (If Enabled): Hard flattens any remaining open positions at the exact close of the designated EOD candle (Default: 15:10) to secure intraday margins.
5. System Accounting & Webhook Outputs
Continuous Open PnL: The tradeState (-1, 0, 1) and entryPrice lock on execution. If swing trading (EOD Close disabled), floating PnL carries over across sessions.
Daily Realized PnL: Hard-resets to 0.0 at the first bar of a new calendar day. The previous day's total realized points are stamped to the Pine Logs.
Webhook Payload: The system fires strictly validated JSON strings to the configured endpoint at alert.freq_once_per_bar_close:
{"action": "BUY", "ticker": "...", "price": 0.00, "exchange": "..."}
{"action": "SELL", "ticker": "...", "price": 0.00, "exchange": "..."}
{"action": "EXIT", "ticker": "...", "price": 0.00, "exchange": "..."}
{"action": "SQUARE_OFF", "ticker": "...", "price": 0.00, "exchange": "..."}
Indicator
Price Action & Volume Coherence Analyzer
**Price Action & Volume Coherence Analyzer - Advanced Market Analysis Tool**
This indicator analyzes the relationship between price action and volume, identifying when market movements are efficient or conflicting, helping traders understand the quality of price moves.
**What This Script Does:**
This indicator combines price action analysis with volume coherence detection through a proprietary correlation algorithm:
**1. Price Action Classification System:**
- Analyzes candle body strength (% of range occupied by body)
- Evaluates close position (upper, middle, or lower third of candle)
- Classifies each candle into 4 categories:
- Strong Bullish (large body + close near top + high volume)
- Weak Bullish (small body or close not at top)
- Strong Bearish (large body + close near bottom + high volume)
- Weak Bearish (small body or close not at bottom)
- Optional volume confirmation for enhanced accuracy
**2. Volume-Price Coherence Detection:**
- Compares current volume to historical average
- Compares price range to historical range average
- Calculates coherence ratio: Normalized Range / Normalized Volume
- Identifies market efficiency:
- High coherence (>1.5): Good price movement relative to volume
- Normal coherence (~1.0): Balanced volume-price relationship
- Low coherence (<0.7): Congestion or high volume with little price movement
**3. Visual System:**
- Color-coded candles for instant pattern recognition
- Background highlighting for extreme coherence conditions
- Status bar displaying numerical coherence value
- Alert system for abnormal conditions
**How It Works:**
1. **Candle Analysis**: Evaluates body strength and close position
2. **Volume Analysis**: Normalizes volume against 20-period average
3. **Range Analysis**: Normalizes price range against 20-period average
4. **Coherence Calculation**: Creates ratio revealing volume-price efficiency
5. **Visualization**: Colors candles and background based on conditions
6. **Alerts**: Notifies when coherence becomes extreme
**Key Calculations:**
- Body Ratio = (Candle Body / Candle Range) × 100
- Close Position = (Close - Low) / (High - Low)
- Volume Normalized = Current Volume / Volume Average
- Range Normalized = Current Range / Range Average
- Coherence = Range Normalized / Volume Normalized
**Parameters:**
- **Strong Body Threshold (%)**: Minimum body % to classify candle as strong (default: 60%)
- **Use Volume in Colors**: Enable volume confirmation for classification (default: ON)
- **Average Period**: Lookback period for calculating averages (default: 20)
- **Show Background Alerts**: Highlight extreme coherence on chart (default: ON)
- **Base Equilibrium Value**: Reference point for coherence (default: 1.0)
**Use Cases:**
1. **Traders**: Identify high-quality price moves with adequate volume support
2. **Swing Traders**: Detect reversals when coherence diverges from volume
3. **Scalpers**: Find efficient entry points with strong volume confirmation
4. **Analysts**: Understand market efficiency and trader intent
5. **Risk Managers**: Spot potential manipulation or institutional activity
**Color Coding:**
- **Green Candles**: Strong bullish (large body, close at top)
- **Light Green**: Weak bullish (small body or close not at top)
- **Red Candles**: Strong bearish (large body, close at bottom)
- **Light Red**: Weak bearish (small body or close not at bottom)
- **Gray**: Doji patterns (open = close)
- **Green Background**: Efficient movement (high coherence >1.5)
- **Red Background**: Congestion (low coherence <0.7)
**Originality Statement:**
This script's core algorithm—the volume-price coherence correlation system—is original work. While price action and volume analysis concepts are well-known, this specific implementation that simultaneously evaluates body strength, close position, volume normalization, and range normalization to produce a coherence ratio represents a unique analytical approach not available in standard indicators.
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Indicator
Market Liquidity IndicatorThe strategy identifies institutional "Ignition" points where price breaks a key macro level (VWAP) with significant volume and order flow support. It assumes that a clean breakout, backed by high relative volume (RVOL) and aggressive buying/selling pressure (CVD Slope), will result in a sustainable trend.
Risk is managed via a "Profit-Only Trailing Stop" mechanism, which enforces a hard floor for losses but allows profits to run uncapped until the trend bends
Timeframe: This strategy is hardcoded to look at 1-minute data for its decision engine (RVOL/CVD), regardless of the chart timeframe. However, it is recommended to run it on a 5-minute chart for visual clarity.
Execution:
GOL (Green Arrow): Go Long.
GOS (Red Arrow): Go Short.
Exits:
1 Brick = 0.1% of Entry Price.
Trailing Stop Loss: Retrace from Extreme High/Low ± 3 Bricks.
Stop Out: +/- 3 Bricks from Entry Price
Works well with Stocks - 5 min TF.
For Index 10 min TF works well.
However do play around to get your best fit.
Happy Profitable Trading! Have fun!
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