Volume-profile

Trade Wzrd - Tide [Rampage Series]✨ TRADE WZRD - TIDE ✨ Every price level has an owner. Not a metaphor - a measurement. Tide splits the range's volume row by row into buy mass and sell mass , finds the levels one side owns outright, and draws them as living lines on the chart - with a graveyard of the levels that came before. ⚡ THE RAMPAGE SERIES ⚡ Tide is a release in the Rampage Series - a growing family of volume-and-levels tools built by Trade Wzrd. Every Rampage script ships with the same built-in automation layer: signals don't just paint, they speak. One alert, one webhook, and every entry, exit and fill fires a plain-text order string. ⚡ THE OWNERSHIP ZONES (THE HERO) ✨ Every bar's volume is divided by who won the close - bars that closed high are buyers' mass, bars that closed low are sellers' mass - then spread across the price rows it touched. When one side owns 65%+ of everything traded at a row (your threshold), that row is a SHELF. Tide paints the two that matter right now as ownership ZONES : the highest buyer shelf below price as a soft cyan field, the lowest seller shelf above it in red - the exact band one side owns, a glow bed under a bright edge, and the ownership printed right inside the zone: "78% OWNED BY BUYERS" . A tag at the right edge carries the price and the percentage; hover it for who owns it, since when, and exactly where it dies. A zone stays alive until price closes clean through it - then it dies where it fell, no ghost, because a failed level is just a line. ⚡ THE FOSSILS (THE HISTORY) ✨ When a shelf is replaced - not broken, just handed off to the next level - it fades into a fossil: a dotted ghost in its owner's color, frozen at the bar it was born. Fossils stay on the chart until the market mitigates them: price trades through a ghost and it's erased. What's left is the archaeology of the setup - every level that used to matter, still standing where it stood, until the market itself takes it down. Cap the graveyard or turn it off in the Fossils group. ⚡ THE POOLS (THE LIQUIDITY) ✨ Equal highs and equal lows are not coincidences - they're where the stops rest. Tide clusters swings within a tolerance you set into liquidity POOLS, and draws them as gold levels: the exact price, the touch count that built them (×3 = three equal highs worth of stops), dashed while the liquidity rests. Then the raid comes: a wick through the pool that closes back = the sweep. The chart stamps it in gold, the pool marks itself TAKEN in dots, and it dies honestly when price consumes it or time forgets it. And here's the fusion: a fresh sweep near a shelf fuels the defense - conviction rises, and the chip's hover tells you exactly why: "the sell stops are already taken." The dashboard's POOLS row names the nearest pool each side with its touches and distance in ATR. ⚡ THE CROWN & THE CENTER ✨ The dashed white line is the Point of Control - the row where the most mass traded in the range, price tagged at its end. The optional volume-center line is the 50/50 magnet every defense aims for. The full ownership numbers - undertow, POC, shelf count, balance - live on the dashboard, one glance away. ⚡ THE DEFENSE (THE SIGNAL) ✨ Price returns to a shelf and the owners defend it: a dip into a buyer shelf that closes back above = BUY · DEF. A poke into a seller shelf that closes back below = SELL · DEF. One defense per shelf per touch - a fired shelf releases only when price escapes it cleanly, so fresh touches can defend again but wick-spam cannot. Stops frame the shelf's far edge: if price trades through the shelf, the defense failed, honestly. Targets default to the VOLUME CENTER - the 50/50 magnet of the range's mass - capped at 3R with an R-multiple fallback. ⚡ THE UNDERTOW ✨ Beneath the rows, one number: the range's net delta. BULL +18% means the mass leans long; BEAR -12% means it leans short; BALANCED means the tide is slack. It's the dashboard's top row because it's the context every defense swims in. ⚡ CONVICTION & THE DATABASE ✨ Every defense carries one compact number - CONVICTION. Underneath: this chart's own live database, defenses bucketed by the shelf's dominance (owned / dominated / ruled) . That tier win rate is the base - then the score bends with the scenario: how owned the shelf is, balance alignment (defending from the side of value), kinetic fuel, absorption. Fused into one grade from 5 to 95. Hover any chip: the shelf's exact price band, who owns it and by how much, the tier's win rate and sample depth, balance, undertow, fuel. Nothing hidden. ⚡ THE SCHEDULE ✨ Every closed trade is filed by session - Asia, London, New York, off hours - and the dashboard learns which hours the defenses hold on this chart, with this logic. When the schedule has enough receipts, BEST SESSION names the shift. ⚡ BUILT-IN AUTOMATION ⚡ One alert ("Any alert() function call") + your webhook URL, and Tide speaks Trade Wzrd order strings: ⚡ Entries with SL/TP prices attached ⚡ Optional opposite-signal close prepended to new entries ⚡ TP/SL-hit close alerts that mirror the on-chart trade box The same readable comma syntax drives automation across 7+ platforms - percent-risk or fixed-volume sizing, magic numbers, order comments. No lock-in: plain text, any endpoint. ✨ HOW TO READ IT ✨ ⚡ Cyan zone below price = the band buyers own, defending longs - ownership % printed inside, price + % on the edge tag ⚡ Red zone above price = the band sellers own, defending shorts - same receipts ⚡ A zone that vanishes without a ghost = it broke: price closed clean through it. Failed levels leave no fossils ⚡ Dotted colored ghosts = fossils: shelves that handed the job off, standing until the market mitigates them ⚡ Gold dashed levels = liquidity pools: equal highs/lows where stops rest - tag shows price × touches ⚡ Gold POOL ×3 stamps = the raid: stops swept and rejected; the pool goes dotted TAKEN until it dies ⚡ A defense firing right after a sweep = the strongest setup Tide knows - conviction gets the fuel, hover says why ⚡ Dashed white line = the Point of Control, price tagged - where the most mass traded in the range ⚡ BUY · DEF 68 / SELL · DEF 71 chips = a shelf defended itself - the number is conviction ⚡ Gold diamonds = absorption: climax volume, no progress - someone ate the book right there ⚡ Dashboard: undertow, POC, shelf count, who's defending, database, best session, record, fuel ⚡ HOW TO USE ⚡ ⚡ Drop it on any liquid symbol with volume, 15m to 4H - ownership maps everywhere ⚡ Let it run. The database and the session schedule start empty - they grow teeth from this chart's own history ⚡ Watch the tiers: if ruled shelves (90%+ ownership) earn more than owned ones, raise Shelf Dominance and let the weak ones go ⚡ Set Min Win Probability once the tiers have samples - cold tiers filter themselves out ⚡ Turn on Balance Alignment to defend only from the side of value ⚡ Wire one alert when you're ready to automate ✨ LIMITATIONS ✨ ⚡ Buy/sell mass is estimated from where each bar closed inside its range - a proven approximation, not exchange order-flow. On symbols without volume, the profile, undertow and conviction stand down ⚡ Conviction starts from this chart's own history , tiered - a sample, not a promise. Small samples lie confidently; the hover tells you when a tier is young ⚡ The database resets when you change symbols, timeframes, or core settings - every context earns its own track record ⚡ Shelves defend best in rotation; in runaway breakouts price doesn't come back to defend anything - that's what the trade box's stop is for Rift maps WHERE the volume traded. Tide knows WHO OWNS EVERY PRICE - and watches them defend it. Null Range knows WHERE THE VOLUME NETS TO NOTHING. Educational shell. Not financial advice. Not a signal service.

Indicator

Trade Wzrd - Null Range [Rampage Series]✨ TRADE WZRD - NULL RANGE Every range has two middles. The one price draws - the midpoint - and the one VOLUME draws: the exact price where everything traded inside the range nets to nothing. Half the participation above, half below. The balance point where the tug-of-war reads null . Null Range plots that line, builds a channel out of volume's own deviation, and fades the pokes that venture beyond it - out where participation thins to nothing. Not a promise - a receipt. ⚡ THE RAMPAGE SERIES ⚡ Null Range is a release in the Rampage Series - a growing family of volume-and-levels tools built by Trade Wzrd. Every Rampage script ships with the same built-in automation layer: signals don't just paint, they speak. One alert, one webhook, and every entry, exit and fill fires a plain-text order string. ✨ THE NULL RANGE ✨ The dealing range's volume is distributed across a hundred invisible bins, and the 50/50 split becomes a single glowing line. Not a midpoint. Not an average. The price where the crowd's money actually nets to zero. And the line itself is the regime read: it runs CYAN when volume's center of mass sits in the cheap half, RED when it sits in the expensive half. Its right-edge tag carries VOL CENTER - the exact percentage. Hover it for the full story. ⚡ THE VOLUME CHANNEL ⚡ The same bins yield volume's standard deviation - so Null Range draws the channel where participation actually lives: two glowing sigma walls around the line with graded fills, and nothing else. ~95% of traded volume lives inside. Price beyond the wall is price out where volume goes null - extended, exhausted, and ripe for the trap. ✨ KINETIC FUEL ✨ Under the structure, a fuel strip burns: volume times speed, candle by candle, normalized against recent history. Bull fuel hangs off the discount wall in cyan, bear fuel off the premium wall in red - spike squares mark the bars that moved real mass, and WALL SLAM diamonds stamp the bars where that mass physically hit a wall. When a trap springs off a slam, the whole crowd pushed - and still failed. ⚡ THE MARGIN PROFILE ⚡ In the right margin, the range's own bins draw themselves quietly - spanning exactly wall to wall, because that's where the volume that matters lives. Every row is tinted by who owned that price: cyan where buyers dominated, red where sellers did. The Point of Control is ringed in gold. Width, offset, delta coloring - all yours. It's the same engine as the line, laid on its side. ✨ FLOW HEAT ✨ No labels. No lines. Just heat. When price sinks while buy pressure quietly rises, the tape washes faint cyan - someone is loading into weakness. When price rises while sell pressure builds, it washes faint red - someone is unloading into strength. The disagreement between pressure and price, painted as weather. The dashboard's FLOW HEAT row names the shift when it's live. ✨ THE FILTERS ✨ Trade only what the database believes in. Min Win Probability skips signals from cold buckets (once they have enough samples to judge - TRACKING signals always pass). Max Extension skips blow-off pokes. Balance Alignment demands volume's center be on your side. Every active filter shows on the dashboard's FILTERS row, so you always know what the engine is allowed to take. ✨ THE TRAP ✨ The signal: price pokes beyond the two-sigma wall - out into the null - and closes back inside within the trap window. The fakeout. Fade it back toward the line - the default target IS the null range itself, because mean-reversion trades deserve mean-reversion targets. Premium traps short from above, discount traps long from below. EQ Reclaim mode (decisive crosses back through the line, 0.2 ATR minimum, no whipsaw) is there for continuation players. ⚡ THE CONVICTION SCORE ⚡ Here is where Null Range stops asking for trust. Every signal carries one compact number - CONVICTION - that no single ingredient could give you. Underneath it sits this chart's own live database: traps bucketed by how deep the extension ran (0–0.25, 0.25–0.5, 0.5–1.0, 1.0+ ATR beyond the wall), reclaims bucketed by whether volume's center was on their side. That historical win rate is the base - then the score bends with the scenario: volume's center on your side or against you, a tidy poke or a blow-off, a spike bar or thin air. History + balance + depth + fuel, fused into one grade from 5 to 95. Early on, before the buckets earn their samples, the score runs on structure alone - and says so. And the hover is REACTIVE . Point at any signal and the verdict breaks the score into its parts: the conviction line, thin-sample warnings when a bucket is young, hot/cold bucket verdicts, depth-risk notes on blow-off extensions, balance alignment with the crowd's cost basis, and a fuel read on the participation behind the poke. Same model, different situation, different answer. ✨ THE RECEIPTS ✨ Signals stay on the chart as compact conviction chips - ▲ T 72, ▼ R 64 - one glance, one grade. Every closed trade stamps ✓ TP HIT or ✗ SL HIT exactly where it died. The dashboard tracks the VOL CENTER and PRICE POS gauges, the regime word, EQ/POC/channel width, the last signal with its conviction, the FLOW HEAT state, the database total, and a 10-dot streak row. The trade box carries entry, dashed stop, solid target with live R:R - and the conviction rides inside the entry tag. ⚡ YOURS TO SHAPE ⚡ Every visible piece answers to you: walls on or off, the line gradient or solid, EQ and POC tags toggleable, POC width, profile width and offset, delta colors or one solid tone, fuel strip, slam markers, flow heat, channel fills. The defaults are the house look - the knobs are all yours. ⚡ BUILT-IN AUTOMATION ⚡ One alert ("Any alert() function call") + your webhook URL, and Null Range speaks TradeWzrd order strings: ⚡ Entries with SL/TP prices attached ⚡ Optional opposite-signal close prepended to new entries ⚡ TP/SL-hit close alerts that mirror the on-chart trade box The same readable comma syntax drives automation across 7+ platforms - percent-risk or fixed-volume sizing, magic numbers, order comments. No lock-in: plain text, any endpoint. ✨ HOW TO READ IT ✨ ⚡ One glowing line = where the range's volume nets to null. Cyan = volume built low, red = volume built high ⚡ The graded channel = where ~95% of the volume lives. Price outside the wall = out in the null, extended ⚡ Fuel candles below/above the walls = kinetic energy per bar; squares = spike bars; diamonds = wall slams, mass meeting structure ⚡ Faint cyan/red wash behind the tape = flow heat: pressure and price disagreeing ⚡ The quiet profile in the margin, wall to wall = who owns each price: cyan rows buyers, red rows sellers, gold ring POC ⚡ ▲ T / ▼ T chips = the trap just failed - the number is conviction: this chart's track record bent by balance, depth and fuel. Hover for the breakdown ⚡ ▲ R / ▼ R chips = decisive reclaims of the line, same conviction engine ⚡ Dashboard: gauges, regime, FILTERS row, FLOW HEAT row, DATABASE row (trap and reclaim rates separately), streak dots ⚡ HOW TO USE ⚡ ⚡ Drop it on any liquid symbol, 5m to 4H - tuned defaults for XAUUSD 15m ⚡ Let it run. The database is empty at first - conviction runs on structure alone until the buckets earn their samples ⚡ Compare buckets: if shallow traps earn 70% and deep ones earn 40%, you know exactly which pokes to take ⚡ Wire one alert when you're ready to automate ✨ LIMITATIONS ✨ ⚡ Conviction starts from this chart's own history, bucketed - a sample, not a promise. Small samples lie confidently; the hover tells you when a bucket is young ⚡ The database resets when you change symbols, timeframes, or core settings - every context earns its own track record ⚡ Traps fade extensions - in a runaway trend, the outer wall keeps getting hit and the trap window is the honest filter ⚡ On symbols without volume data, the line falls back to midpoint and sigma to range/4 ✨ CREDITS ✨ Kinetic fuel concept inspired by "Kinetic Momentum Vectors" by BigBeluga (CC BY-NC-SA 4.0). Concept only and Null Range's fuel is re-engineered from zero: volume times speed, burning off our own volume-channel walls. No code or geometry shared with the original. Rift maps WHERE the volume traded. Null Range knows WHERE THE VOLUME NETS TO NOTHING - and what fading the void has been worth. Educational shell. Not financial advice. Not a signal service.

Indicator

Candlestick Edge Auto-Preset MTF Self-Calibrating Candlestick Edge only fires a candlestick pattern when it is "rightly placed" — confirmed by a higher-timeframe trend AND by where price sits in the developing volume profile. Then it does what most pattern tools don't: it forward-tests every signal and reports the MEASURED edge per pattern, so you read realized performance instead of a marketing claim. WHY THIS IS ONE TOOL (not a bundle) The parts answer one question about one candle: "is this pattern in a place that has historically paid, and does it beat a coin-flip here?" PATTERN detection says WHAT printed (24 classic candlestick patterns). HTF ALIGNMENT says whether the bigger trend agrees. VOLUME-PROFILE POSITIONING says WHERE it printed — reversals only at value-area edges, naked POC, HVN support/resistance, or liquidity sweeps; continuations only through low-volume voids or on a value breakout. The CALIBRATION SPINE forward-resolves each signal with a triple barrier and reports Hit% vs a matched Base% (Edge) with a Wilson confidence interval, so a placed-and-confirmed pattern can be told apart from a small-sample fluke. One pattern substrate, one location read, one calibration spine. MEASUREMENT (the differentiator) Each signal opens at close with target = ±TP·ATR, stop = ∓SL·ATR, over a fixed horizon. The first barrier touched decides win/loss (same-bar tie counts as the stop — conservative). Base% is the unconditional same-barrier win-rate for that direction. Edge = Hit% − Base%; a "*" marks rows whose Wilson 95% lower bound clears the base rate. A leave-one-out row prices each filter's marginal contribution, and a footer lists only the patterns that are green AND have enough samples to trust in the current configuration. AUTO PRESET (default on) Candlestick edges are timeframe-specific. Auto Preset reads the chart's timeframe and switches on the pattern subset plus higher-timeframe distance that performed best for that timeframe in the author's study of NSE index futures, and forces the two filters on. Turn it OFF for full manual research mode: all 24 patterns selectable, filters and HTF distance (3x / 5x / 15x / custom) under your control. Nothing is ever removed — the preset only curates which patterns are active by default per timeframe. HOW TO USE Leave Auto Preset on and read the labelled signals (teal = bullish, red = bearish, each tagged with the pattern name). Open "Show scoreboard" to see measured Edge per pattern — trust the EDGE column and the "*", never a raw hit-rate. Best behaviour is on intraday timeframes (1H and below). ORIGINALITY Standard techniques are credited below. What is original is the combination: a location-gated pattern engine whose every signal is forward-calibrated, a timeframe-adaptive auto-preset, a leave-one-out filter attribution, and an auto-surfaced tradeable set — measured edge, not asserted. NON-REPAINT Signals open on confirmed bars; triple-barrier outcomes resolve on bars AFTER the trigger; all higher-timeframe / lower-timeframe / prior-day-POC requests use lookahead_off and confirmed intrabars. Pivots used by sweeps confirm first. DATA & MARKETS Runs on any symbol that reports volume; the developing profile needs volume to be meaningful. Defaults are tuned for intraday index futures. On the Enhanced data tier the delta read uses intrabar aggregation (richer on paid plans) and auto-falls-back to an OHLCV proxy when intrabars aren't served — safe to leave on for any plan. CONCEPT CREDITS (methods operationalized — original Pine re-derivations) Candlestick patterns — Nison; pattern-performance framing per Bulkowski Market / auction profile, POC / Value Area — Steidlmayer; Dalton Bulk Volume Classification — Easley, Lopez de Prado & O'Hara (2012) Triple-barrier labelling — Lopez de Prado Wilson score interval — Wilson (1927) HONESTY / LIMITS The profile is an ATR-binned developing session profile (not tick POC). Delta is an estimate (proxy or intrabar reconstruction), not true bid/ask. Reported edge is context measured on loaded history — not a prediction or a promise. The preset defaults were tuned on one instrument over a recent window, so treat them as a well-measured hypothesis, not proven alpha. Educational tool. Not financial advice — you alone are responsible for your trading decisions.

Indicator

by Market_Logic_India

Volume Force Field Volume Force Field — PulseWire publication kit Volume Force Field turns a volume profile into a force map. A normal profile shows you where value is. This overlay shows you the net pull on price at every level — the slope of the volume landscape toward the nearest magnet — and then it measures, on your own history, whether that pull actually leads price. One plain-language panel tells a non-technical trader what it means at a glance. What it plots The force field — coloured bands across price. Green means price at that level is being drawn up toward a high-volume magnet; red means drawn down. Band opacity scales with how much volume sits there. POC and magnets — the yellow line is the Point of Control (the single strongest magnet); green lines are secondary magnets; dashed red lines are low-volume ridges that price tends to cross quickly. Value Area — the shaded band holding your chosen % of volume around the POC: the range where trade has been accepted. Value centre ± band — a moving equilibrium (rolling VWAP / adaptive MA / EMA) with a σ band: the drift level price is pulled back toward. Guidance panel — plain English: the current bias (pulling up / down / balanced), location vs value (inside / stretched above / stretched below), the nearest magnet and distance, and one line on what to watch. Past signal marks — small triangles wherever the net pull historically turned strongly up or down, so you can eyeball how the field has behaved. Why these components are one tool (not several indicators stacked) Each part answers a question the others cannot, and removing any one breaks the read: Volume kernel density builds a smooth value landscape whose peaks are magnets. Optional lower-timeframe slicing distributes each bar's volume across its true intrabar path; an optional half-life lets recent volume outweigh old, so the field is a living map, not a flat lookback. The density gradient turns that landscape into a force — the direction and steepness of attraction at each level, which a plain density cloud never exposes. The Value Area frames where price is accepted versus stretched, so the force is read in context. The moving value centre adds the mean-reversion pull toward equilibrium. The calibration harness back-measures the whole thesis: when the pull is strong, did price actually travel toward the magnet more often than the base rate? It reports Hit %, Base % and Edge. Density is a picture; the gradient makes it a force; the Value Area frames it; the centre adds drift; the harness keeps it honest. Together they are one decision object. How to use it Read the guidance panel first — it states the bias, where price sits versus value, the nearest magnet, and what to watch. On the chart, treat green bands as upward pull toward the magnet above and red as downward pull; the POC and magnet lines are targets; dashed lines are fast low-volume gaps; the Value Area is the accepted range; the centre ± band is the drift equilibrium. Turn on the Calibration table and read Edge: a strong pull with a positive, matured Edge is the context this tool is built to surface. An Edge near zero means the attraction is not exploitable on that symbol/timeframe — that is useful information, not a trade trigger. This is a context map, not a signal generator; combine it with your own risk and execution rules. Universal across markets Price source and volume feed are inputs, so it runs on any symbol. Instruments without real volume fall back automatically to a price-density field. Default settings target an index-futures 1-minute chart; change the lookback, centre and slice resolution to suit other assets and timeframes. Originality The building blocks are standard and credited below; the original work is the coupling and the rendering — a volume kernel density whose gradient is drawn as a directional force field, fused with a Value Area and a moving value centre, with magnet/ridge extraction and a forward base-rate harness that reports each strong-pull setup's realised Edge instead of asserting that magnets work. No third-party Pine code is reused. Concept credit Kernel density estimation — Emanuel Parzen (1962) and Murray Rosenblatt (1956); bandwidth rule — B. W. Silverman (1986). Point of Control / Value Area / Market Profile — J. Peter Steidlmayer. Moving-equilibrium ("price in a moving potential") market models — Hideki Takayasu, Takayuki Mizuno and Tsutomu Watanabe. Not affiliated with, nor endorsed by, any third party. Honesty / limitations No tick or order-book tape is available to scripts, so the density is built from OHLCV and optional lower-timeframe slices — a proxy, not the true traded distribution. Lower-timeframe slices exist only for recent bars; older bars use bar price automatically. "Force" is a hypothesis the Edge stat exists to falsify. The harness uses a light proxy of the field (the full grid cannot be recomputed on every bar), so it tests the idea rather than the exact drawn object. Like any volume profile, the last (forming) bar's field refreshes in real time; on closed bars it is fixed. Edge figures are in-sample, close-to-close, without costs — a study aid, not a verified backtest. Nothing here predicts price. Disclaimer For research and educational purposes only. This script is not financial advice, not a recommendation, and not a guarantee of future results. Indicators describe past behaviour; they do not predict the future. Trading carries risk of loss. Test on out-of-sample data and make your own decisions. The author accepts no liability for any use of this script.

Indicator

by Market_Logic_India

Auction & Liquidity Command Center Volume Profile, Measured Auction & Liquidity Command Center — Volume Profile, Measured The levels traders already use — prior POC, value area, naked POCs, prior day high/low, session AVWAP, HVN/LVN — each scored by its measured reaction on this chart: how often price rejects vs breaks, and what the fade has been worth in R. Levels with evidence, not levels with vibes. Never a buy or sell. What it does Every structure tool draws levels. None of them measures what happens when price gets there. This tool builds the session-anchored auction map with profile-grade accuracy, detects qualified touches of every level, resolves each touch through a triple-barrier outcome, and pools the results by level TYPE into a live scoreboard: pPOC +0.01R · rej 50% · n156. You see not just where the levels are, but which kinds of levels have actually meant something on this chart — and which are coin flips. The components, and why they are combined This is a deliberate synthesis of four parts, each covering the previous one's weakness: A profile-grade level engine (Market Profile — J. P. Steidlmayer). Nine level types from the session volume-at-price profile and session extremes: prior POC, prior VAH/VAL (classical two-row 70% expansion), naked POCs (prior POCs never revisited), prior day high/low, the session's anchored VWAP, and HVN/LVN volume nodes (prominence-filtered local extremes). Accuracy choices: each bar's volume is distributed range-proportionally across the rows it overlaps (not binned at one point); POC ties break toward the session center. Weakness left open: a drawn level says nothing about whether it matters. A qualified-touch detector. A level must be ARMED — price fully away from it by at least k×ATR — before a touch of it can count, and it disarms after every touch. Chop sitting on a line cannot enter the record. Approach direction is stored with every event. Weakness left open: a touch is not an outcome. Triple-barrier outcome resolution (outcome labelling — M. López de Prado). From each touch: REJECT if price moves m×ATR back the way it came first, BREAK if it moves m×ATR through first, TIMEOUT after T bars. Purity rules: barriers are fixed at the ATR of the touch moment; evaluation starts the bar after the touch; a bar hitting both barriers is a timeout, never a guess. Weakness left open: one level's history is n = 1. Per-TYPE pooling with honesty gates. Statistics pool by level type, never by individual line — a type is a real sample. A type shows no score until a minimum number of its touches have resolved (default 20); until then it reads BUILDING with its count. Timeouts are reported in n but excluded from the reject/break ratio. Fade expectancy = (rejects − breaks) / (rejects + breaks), in R. How to read it Rails are colored and styled by type (solid profile levels, dashed day levels, dotted volume nodes, violet naked POCs); each label carries its type's live score or its BUILDING count. Evidence on the chart: a gray • at every qualified touch, then ○ (teal) where the touch rejected and ✕ (amber) where it broke. Every number on the scoreboard can be audited against the chart. Dashboard: nearest level and its score, with a plain-language verdict (tends to hold / coin flip / tends to break) so the read needs no statistics background; per-type scoreboard (fade R · reject % · n) for all nine types; touch counts; the exact engine settings in the NOTE row. Honest expectations: most types on most charts score near zero — that is the truthful baseline, and seeing it protects you from folklore. The value is in the exceptions this chart's own history reveals (for example, day extremes often carry a modest positive fade expectancy while POC retests are a coin flip), and in knowing the difference. How to use it Use the scoreboard to weight your own playbook: give more respect to touches of types that have measured well here, less to types that grade as noise — and size accordingly. The "Touch of a MEASURED level" alert fires only when price reaches a type with a real sample behind it. This is context about where price reactions have had structure — never a direction, never an entry signal. Non-repaint & universality Profiles, POC/VA/nodes and day levels commit only at session close on confirmed bars; touches and outcomes resolve on confirmed bars; the AVWAP is cumulative within its session. Nothing repaints. The script requests no external data of any kind — no lower timeframes, no security calls — so it runs identically on every plan and every symbol with volume. Use on any market Volume source, profile rows, value-area %, node thresholds, arm distance, barriers and sample gates are all inputs. Defaults suit liquid intraday index futures; intraday timeframes give the engine the most touches to learn from. Originality & credits The synthesis — a range-proportional session profile, qualified-touch detection, touch-time-ATR triple-barrier outcomes, and per-type pooled reaction statistics displayed as a live scoreboard — is original work for this publication. Concept credits: Market Profile / point of control / value area — J. Peter Steidlmayer; naked (virgin) POC — market-profile literature; anchored VWAP — as popularised in modern trading literature; triple-barrier outcome labelling — M. López de Prado. Implementation and charting design are the author's own. Disclaimer Research and education only. NOT financial advice, NOT a signal service, NOT a guarantee of future results. Reaction statistics are empirical frequencies from this chart's limited history, pooled per level type; they change with regime and sample, and a positive expectancy is not a promise. Validate independently and manage your own risk.

Indicator

by Market_Logic_India

Naked POC Magnetism Fill Probability & Median Wait Naked POC Magnetism — Fill Probability & Median Wait What it is A naked POC is the highest-volume price of a past session that price has not revisited since. Traders treat them as magnets — but "it usually gets filled" is folklore until it's measured. This tool measures it. Every historical naked level on your chart becomes a data point (how many sessions it survived before being touched, or whether it never was), and a survival model (discrete-hazard life table) turns that history into, for each live naked level: the probability it fills within the next N sessions and the median wait. Levels are drawn with their measured magnetism, not just their location. How the statistics work — and their honest limits Each session's volume-at-price profile is built from that session's bars; at session close the peak-volume price (POC) becomes a naked level. A level is filled the first time a later bar's range touches it; its age in sessions at that moment is one observation. Levels removed unfilled (history cap) are censored at their age — counted as "survived this long," never as fills. This is the standard treatment of incomplete observations from survival analysis (Kaplan–Meier 1958; classical life tables). Hazard at age j = fills at age j ÷ levels at risk at age j. Survival multiplies (1 − hazard) across ages; fill-probability within a horizon and the median wait follow directly. Reliability gates, enforced not footnoted: no probability is displayed until a minimum number of levels have resolved (input, default 20) — until then the tool says BUILDING and shows only counts. And hazard estimates at ages with fewer than 5 at-risk observations are truncated rather than trusted, per standard life-table convention. Probabilities are empirical frequencies from this symbol and timeframe's own history — they change with regime and sample, and a 70% is not a promise. Seeing the evidence Every historical fill prints a small ◈ marker where a naked level was touched — the resolved observations the probabilities are measured from, visible on the chart rather than hidden in a table. The dashboard shows both the NEAREST level and the STRONGEST magnet (highest fill probability) — they are often not the same level, and the strongest one is the better answer to "where is price most drawn". An honest design note: this tool deliberately has NO multi-timeframe stack and NO state-debounce, unlike its siblings in this suite — sessions are the model's clock regardless of chart timeframe (a higher-timeframe copy would measure the same sessions with coarser bins), and nothing here chatters (levels are born at session close and resolve on touch). Features are added where they inform, not everywhere. How to use it Add to a liquid intraday chart; 5m–15m gives the model the most sessions to learn from. Let it run until the dashboard reads MEASURED. Each rail is labelled like "NPOC 24512 · 68% /5s · med 3s" — the measured chance it fills within the horizon and the median sessions historically needed. Warm, saturated rails = strong magnets; faded = weak or unrated. The dashboard shows the nearest level's read and — deliberately — the sample size behind every number. Use magnetism as context about where price is drawn (targets, fade zones, expectations management), never as an entry signal by itself. What makes it original Naked-POC indicators draw lines. This one attaches a measured fill-probability and expected wait to each line, estimated with a proper survival model that handles censoring and refuses to show numbers it can't support. Turning a folklore level into a level with a live, honest statistic is the contribution. Concept credits Market Profile / point of control — J. Peter Steidlmayer. Naked (virgin) POC — market-profile trading literature. Survival estimation from incomplete observations — E. L. Kaplan & P. Meier (1958); classical life-table method. Implementation and charting design are the author's own. Important disclaimer Research and education only. Not financial advice, not a signal service, not a guarantee of future results. Fill probabilities are empirical frequencies measured on this chart's limited history. Validate independently and manage your own risk.

Indicator

by Market_Logic_India

Adaptive Consensus Trail Structure, Regime & Self Adaptive Consensus Trail — Structure, Regime & Self-Test A trailing stop that sits on the agreement of several structural references, adapts to the market regime, and forward-tests its own signals so the numbers it shows are measured, not asserted. What it is Most trailing stops follow one idea — an ATR band, a SuperTrend, a moving average. This one places the stop where a small committee of independent structural references agree, reads how confident that agreement is, widens or tightens itself according to the market regime, and then continuously audits its own flips and reports the edge it actually produced on your data. The committee has five members, each locating support/resistance from a different lens: Anchored VWAP band — fair value for the session/week/month Session / naked volume Point-of-Control — the price the most volume traded at, carried forward until revisited Fair-Value-Gap midpoint — unfilled imbalance Swing pivot — structural memory Order-flow absorption — where aggressive buying/selling was absorbed (via Bulk Volume Classification) Why these parts belong in one script (mashup justification) Each reference alone whipsaws on an index, and each is right in different conditions. They are combined because they correct one another, and the entire value of the script is in that interaction — not in any single line: A reliability layer scores every reference's historical respect rate with a Wilson lower bound, so a reference that keeps getting ignored loses its vote instead of dragging the stop around. A consensus layer keeps only the densest agreeing cluster of references, so the stop sits on genuine agreement rather than on an average nobody respects, and far-apart references never force a permanent "no signal." A regime layer (efficiency ratio + ADX + band-width + a volatility-cluster read + a Hurst persistence estimate) widens the band and tightens the flip confirmation in chop — this is what removes the whipsaw. A self-test layer forward-scores every flip and recalibrates the confidence number so it means what it says. Split apart, these are five overlays that each mislead in a range. Wired together, they are one self-correcting, self-auditing trail. That is the reason for combining them. How it works (six layers) References are computed on the bar close. Reliability — rolling-capped respect counts per reference give a Wilson lower-bound "trust." POC is a magnet, so it is judged by forward reaction (did price reject away before breaking through?), not a same-bar close, which keeps its trust honest. Consensus — the densest agreeing cluster within an ATR band becomes the trail's target; the envelope and confidence are measured on that cluster only. Adaptive backbone — an efficiency-ratio / regime-adaptive band (Adaptive, Chandelier, or Blend) that widens in chop. The trail — high confidence pulls the stop toward structure (floored a minimum ATR off price); low confidence rides the wide band, so it flips less in noise. Self-test — every flip is forward-resolved by triple-barrier first-touch against an unconditional base rate, split by strength tier and by regime, with a walk-forward in-sample→out-of-sample check, a runs test of independence, a Brier score, and a confidence recalibration. How to use it Read the top banner for the one-line bias — BULLISH / BEARISH / WAIT — and the READ legend for what to do. The coloured line is your stop: support in an uptrend, resistance in a downtrend. BUY / SELL labels print only on confirmed, sufficiently-confident, higher-timeframe-aligned flips. The dashboard gives detail top-down: each reference's level and trust, the consensus, raw → calibrated confidence, regime (with Hurst and ADX), the higher-timeframe invalidation stop, and a FULL / HALF / STAND-ASIDE suggestion. Before sizing, open the Self-Test panel and read the Edge column (hit% − base%), not the raw hit-rate. A ★ means the edge's confidence interval clears the base rate. Prefer signals where the walk-forward change isn't badly negative and the runs test isn't "streaky." Being honest about it: on many indices this tool shows real edge in range and volatile regimes on higher timeframes and little-to-none on very low timeframes or once a trend is already confirmed — the panel makes that transparent so you can pick your spots. Works on any market Set the Price source, and for symbols with no native volume set a Borrow-volume proxy (e.g. a futures contract). The panel theme adapts to your chart background automatically. Backbone: Adaptive / Chandelier / Blend. Absorption: order-flow (BVC) or simple. An optional intrabar resolution builds a finer volume profile where available. Originality The committee-of-references design, the cluster-not-average consensus, the reliability weighting that lets references lose their vote, the forward-reaction POC respect test, and the confidence self-calibration are the author's own work. The underlying techniques are standard and fully credited below. Non-repaint References, regime, consensus and the trail all evaluate on the close of the bar; the live bar is provisional and settles on close. Self-test events are logged and resolved only on confirmed bars and resolve on bars after their trigger at fixed barriers, so hit / base / edge use no look-ahead. The higher-timeframe stop uses a lookahead-off request. Concept credits Wilson score interval (E. B. Wilson); efficiency ratio (P. Kaufman); ADX / DMI / ATR / volatility-stop lineage (J. W. Wilder); anchored VWAP (industry standard); volume profile / value area / point-of-control — Market Profile (J. P. Steidlmayer, developed by J. F. Dalton); triple-barrier first-touch labelling (M. López de Prado); runs test of randomness (A. Wald & J. Wolfowitz); rescaled-range / Hurst exponent (H. E. Hurst); Brier score (G. W. Brier); Bulk Volume Classification / VPIN (D. Easley, M. López de Prado & M. O'Hara); reliability-bin (isotonic-style) calibration is standard forecasting practice. Limitations & disclaimer "Absorption" is a volume proxy — base data has no true tick order flow, so the buy/sell split is estimated from bar moves, not measured. Confidence is context, not a promise of profit. The self-test is descriptive of past behaviour on the loaded symbol (fixed barriers, no costs or slippage) — a study aid, not a backtest and not a guarantee. A measured edge is what flips did historically here, not a forecast. This script is for research and education only. It is not financial advice, not a recommendation to buy or sell, and not a guarantee of any outcome. Trading carries risk of loss; your decisions are your own. Test on your own data and use independent risk management before relying on it.

Indicator

by Market_Logic_India

Adaptive Volumetric Reversion Channel Fade Validator Adaptive Volumetric Reversion Channel — Fade Validator (AVRC) What it is AVRC is an anchored, volume-weighted regression channel that frames mean-reversion ("fade") setups and then gates, scores and validates them — so you can see whether fading stretched price actually has an edge on your symbol and timeframe instead of taking it on faith. It is a study / analysis framework, not a strategy and not a signal service. Why these components are combined (the mashup rationale) Fading an extreme asks three different questions, and no single classic tool answers all three. AVRC coordinates several non-redundant lenses on one shared geometry (an anchored regression channel) and one shared volatility unit (residual σ), so each lens can check the others rather than echoing it: WHERE is price stretched? A volume-weighted regression centerline with residual-σ bands is drawn against a slower macro trend-relative volume map — volume binned by σ-distance from a longer regression line. Whether the tactical band sits in a thin (fast-traversed) or thick (heavily-traded) macro node tells you if a fade is likely clean or absorbed. This cross-read is the connective tissue between the two layers. Is a reversion ACTUALLY firing? Independent "tells" at the band — a close-back rejection, a band-confluent momentum divergence, an equal-high/low liquidity sweep, and the macro-density read. Because these tells are correlated, their agreement is shrunk by a design-effect correction so echoes can't masquerade as independent confirmation. Is the market in a reverting STATE? A regime gate (variance-ratio test + a reversion-trust correlation) only passes fades when price increments offset rather than compound. An entry-time ride-risk score (macro-trend alignment, the two-centerline spread, an already-walking band, momentum, mean-reversion half-life, and multi-timeframe trend consensus) flags fades likely to be "walked" rather than reverted. The components share one geometry and one volatility unit, and each can veto the others. The goal is to suppress low-quality fades more than to generate them. How the validation layer works (what makes this more than a drawing) Every fade is logged and, a fixed horizon later, resolved: its forward return is measured in ATR units and tabulated Gate ON vs Gate OFF — follow-through %, a Wilson 95% interval, whipsaw %, and mean R per fade. Outcomes are additionally split Reverted vs Rode, by macro node (thin/thick), and by ride-risk (low/high at the running median). The panel's Edge line synthesizes this into a single read: is Gate ON's follow-through interval clearing the ungated baseline with positive mean R and enough samples? Per-fade rows also export to the Data Window for your own analysis. Every filter has to earn its place against the ungated baseline. How to use it Set the Price source (top of settings). Defaults are tuned for an intraday index future; the source is user-selectable so the framework runs on any symbol or market. Volume-based parts (heatmap, profile, POC) need a real volume feed. Read the panel top-down: Now (live setup) → State (regime + spread + compression) → the A/B scoreboard (Gate OFF, Gate ON, Revert, Ride) → Edge verdict. A fade arms when price tags the outer band and at least one tell prints, then passes only if the regime (and optional ride-risk) gate agrees. Target is the centerline or the nearest untested POC. If Gate ON does not beat Gate OFF on follow-through and mean R with non-overlapping intervals and enough samples, the edge isn't there on this symbol/timeframe — change them, don't force it. The signal is clearest on higher intraday timeframes; 1-minute is mostly noise. What is original here The original work is the coordination: a shared-σ, timeframe-adaptive regression channel used as a reversion frame; a trend-relative volume map cross-read against the band; decorrelated tells fused by a design-effect shrink; a statistical regime gate; an entry-time ride-risk score; and a built-in A/B + forward-return validation harness — combined so each lens can veto the others and the tool reports its own hit rate. It is not a re-skin of any single indicator. Concept credits (techniques are standard; this implementation is original) Volume-weighted least-squares & polynomial regression; residual-σ channels; anchored VWAP (all standard); Volume Profile / Value Area / Point of Control — Market Profile (Steidlmayer / CBOT); Variance-Ratio test — Lo & MacKinlay (1988); design effect / effective sample size — Kish (1965); proportion confidence interval — Wilson (1927); mean-reversion half-life — Ornstein–Uhlenbeck process; ATR, RSI, Parabolic SAR — Wilder; Stochastic — Lane; Supertrend (classic, MTF context). Builds on established open-source regression-channel and anchored-VWAP techniques. Settings (all defaults are on; tuned for an intraday index future) Data/Source · Volatility unit · Macro volume heatmap · Tactical channel & bands · Interrelation & band-walk · Ride-risk filter · Density cross-read · Reversion tells · Regime gate · POC targets · Fade signal · Validation & export · Dashboard & theme (auto light/dark) · MTF trend context. The two signal-suppression gates (walk-gate, ride-gate) ship off so the indicator shows its signals and lets the validation panel tell you whether enabling them helps. Disclaimer For research and education only. 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 at the horizon, without costs or slippage — a study aid, not a backtest. Mean reversion fails in trends and during regime breaks. Do your own research and manage your own risk.

Indicator

by Market_Logic_India

Anchored VWAP Reversion Channel Anchored 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

by Market_Logic_India

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

by Market_Logic_India

Volume Profile Composite, Naked POC & Value-Area Volume Profile — Composite, Naked POC & Value-Area ================================================== WHAT IT IS A volume-at-price profile built for depth and decisions. It measures where trade actually concentrated across the loaded history, distils that distribution into the levels traders use — Point of Control (POC), Value Area (VAH/VAL), High and Low Volume Nodes (HVN/LVN), and untested "naked" prior-session POCs — and then converts those levels into a plain-language read of where price sits in the auction (premium, discount, or inside value; balancing or migrating). It is a study for chart analysis and education. It plots levels and context; it does not place orders and does not output buy/sell signals. HOW IT WORKS (ENGINE) Volume is accumulated bar by bar into a price-keyed map on a fine grid (the symbol's minimum tick multiplied by a user factor), then re-aggregated to the chosen number of display rows. Because the engine uses a map rather than a fixed lookback array, the profile can span every loaded bar instead of only a recent window, and it is not limited by the historical bar-reference ceiling. Each bar's volume is distributed across that bar's high-low range over a capped number of samples, and tagged buy or sell by bar direction, producing a two-tone histogram and a per-level delta. Where intrabar (lower-timeframe) data is available, recent history can optionally be refined from it; older bars fall back to the bar-range method. The Value Area is grown outward from the POC bin until the chosen percentage of total volume is captured. Prior-day, prior-week and full-history composite levels reuse the same value-area routine on their own maps. The heavy redraw runs on bar open/close rather than on every realtime tick, to keep live charts responsive. WHY THESE COMPONENTS ARE COMBINED (MASHUP JUSTIFICATION) This is one volume-profile engine, not a stack of independent indicators. Every layer is computed FROM THE SAME accumulated volume map, and each one exists to remove a specific blind spot of the raw histogram. A bare histogram only answers "where did volume happen"; it cannot tell you whether price is rich or cheap, which level matters next, or whether the market is balancing or trending. The combined layers answer those questions, and they work together as follows: - POC and Value Area transform the raw distribution into a fair-value frame, so every other reading can be expressed as premium, discount, or inside value. - HVN and LVN classify each price level produced by that same distribution as acceptance (a volume shelf where reactions are more likely) or a thin gap (where price tends to move quickly). This tells you how a level is likely to behave, which the POC/Value Area alone do not. - Naked prior-session POCs carry acceptance forward in time: they are POCs from earlier sessions that price has not yet traded back through, derived from the same per-session maps, and they act as revisit references. - Value migration is simply the sequence of those session POCs read as a direction, turning the profile history into a balancing-versus-trending read. - The composite overlay keeps the full-history POC and Value Area in view while you work a shorter, more legible recent window, so context is never lost. - VWAP, Initial Balance, an expected-move band, and cumulative-volume-delta divergence are confluence layers. They are optional and each degrades gracefully if its data is absent. They are included because volume-profile levels are used in context: VWAP gives the session's volume-weighted mean, Initial Balance gives the opening reference, the expected-move band frames a realistic day's range, and CVD-versus-price flags exhaustion. Each one answers "does independent volume/price information agree with what the profile shows here?", which is exactly how these levels are traded in practice. - The Auto-Read is the synthesis step: it does not add new data, it ranks the levels the engine already produced by distance to price and states the auction context in words. In short, the histogram is the raw material and every other element is a transformation of that same data into a level, a classification, a confluence check, or a written read. That shared derivation is the reason they belong in a single script rather than as separate indicators. WHAT IT PLOTS - Buy/sell two-tone histogram, drawn in the clear space to the right of price so candles stay visible. - POC, Value Area (VAH/VAL, adjustable percentage), HVN/LVN nodes. - Naked daily POCs, with a creation-time check that skips levels already traded through and an optional age-out so the list stays meaningful. - Polarity flip: a prior-day Value Area edge that price closes decisively beyond and holds changes role (broken VAH becomes support; broken VAL becomes resistance) and feeds the support/resistance read. - Prior-day and prior-week POC/Value Area, full-history composite overlay, developing POC. - VWAP with standard-deviation bands, Initial Balance, expected-move band, cumulative-volume-delta divergence, buy/sell imbalance shelves, poor highs/lows, single-print gaps. - Higher-timeframe POC bias (a light proxy — see Limitations). - Auto-Read dashboard (full or compact), one-line headline, and an on-chart identity strip showing the script name, symbol and timeframe. HOW TO USE 1. Choose a scope: Rolling (default), Composite (all history), From date, or Fixed range. The composite overlay keeps the big-picture levels visible. 2. Read location first from the headline or dashboard: inside value, premium, or discount, and whether value is migrating up, down, or flat. 3. Treat the levels as a map, not a signal. POC acts as a mean-revert magnet; Value Area edges are balance boundaries; HVN suggests stalls; LVN suggests fast moves; a naked POC is a revisit reference. 4. Look for confluence with VWAP, Initial Balance, and prior-session levels, and treat CVD divergence as a caution flag. 5. Detail presets (Simple / Standard / Pro) gate how much is shown. A compact dashboard toggle trims the table to the key decision fields. WHAT MAKES IT ORIGINAL - Full-history depth via the price-keyed map, beyond a fixed lookback window. - A built-in, past-only calibration of the profile's own claims: it logs value-edge and POC-stretch reversion events against the prior-day Value Area (which exists on every bar, so the measurement backfills over history), waits a fixed horizon, and reports the realised hit-rate with a 95% confidence interval. This is descriptive of past behaviour on the specific instrument; it is explicitly not a backtest and not a forecast. - A decision-ordered, plain-language Auto-Read derived entirely from the engine's own levels. DATA SOURCE AND ANY-MARKET USE The volume source is user-selectable (Settings > Data source), so the profile can be built from the symbol's own volume or from any other series your feed provides. For symbols that report no native volume (some cash indices and FX feeds), an optional "borrow volume" field lets you supply a volume-bearing proxy for the same instrument; it only activates when the charted symbol genuinely has no volume. The volatility-index symbol for the expected-move band is also user-set and falls back to a daily-ATR band when left blank. An optional asset-class auto-tune adapts the grid and node percentiles to the detected class. All of these are blank or off by default, so nothing is tied to one market. CALIBRATION NOTE The calibration panel is descriptive only. It reports how often, in the past, on the current symbol, price followed through after the logged events. Small samples are flagged. It is not a probability of future results. LIMITATIONS (HONEST) - This uses a BAR-RANGE volume distribution (optionally refined by lower-timeframe bars). It approximates where volume traded within each bar. It is NOT exchange price-by-price volume, tick data, or order-flow/footprint, and it cannot see bid/ask. - It needs real volume. Cash indices often report none — use the matching future or continuous contract, or the borrow-volume field. - The higher-timeframe POC is a light single-bar proxy (the price of the highest-volume higher-timeframe bar over a lookback), not a full higher- timeframe profile. - All readings are probabilistic context, not predictions. DISCLAIMER This script is a study/indicator for chart analysis and education only. It is NOT a strategy, NOT a recommendation, and NOT financial advice. It places no orders and guarantees no result. Trading involves substantial risk; a level's past behaviour does not assure future behaviour. Do your own research and manage your own risk.

Indicator

by Market_Logic_India

Anchored VWAP Channel Anchored 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

by Market_Logic_India

Ribbon Conviction System Ribbon Conviction System — Trend, Flow, Value and Adaptive Stop Overview This is a single decision-support system for intraday traders. It answers three questions on one chart: which way is the trend, how much conviction is behind the current move, and where a logical trailing stop sits. A moving-average ribbon defines direction, a conviction score from 0 to 100% grades every signal, and an adaptive volatility stop marks risk. The components are designed to work together as one filtered signal, not as a loose collection of separate indicators. Why these components are combined A moving-average crossover on its own fires constantly in sideways markets and gives no sense of whether a cross is meaningful. Each part added here exists to fix a specific weakness of the part before it, so the result is one filtered signal rather than several indicators stacked on a chart. Ribbon (direction). Five Fibonacci-length averages — 8, 13, 21, 34, 55 — using a mix of Hull, EMA and Kaufman Adaptive Moving Average (KAMA). The KAMA anchors deliberately flatten in choppy conditions, so the ribbon stops giving direction when there is no trend. Weakness it leaves open: a crossover can still fire on a weak, low-conviction move. Conviction score (filter). Instead of taking every crossover, each signal is graded 0–100% by blending four independent readings of the same bar, chosen because they measure different things rather than repeat each other: Buy/sell flow — net buying versus selling pressure, inferred from lower-timeframe price-and-volume behaviour. Effort vs move — how far price travelled for the volume spent; absorption and churn are penalised. Trend quality — Kaufman Efficiency Ratio: directional travel divided by total path, separating trend from noise. Price location — is price on the right side of value? Blends session VWAP slope, a swing-anchored VWAP, the session volume-profile value area (VAH/VAL/POC), and the prior session's VWAP and unfilled POC. A flow-toxicity proxy (VPIN-style) then lowers the score when flow looks one-sided and unstable. Weakness it leaves open: all four readings come from the chart timeframe, so they can agree for the wrong reason. Higher-timeframe agreement (independent confirmation). The same volatility-stop direction is computed on 3×, 5× and 15× the chart timeframe and folded in as a multiplier, not a fifth blended input. It is kept separate precisely because it is the one genuinely independent check on the chart-timeframe score: full agreement raises conviction, disagreement lowers it. Adaptive volatility stop (risk). A Chande-style volatility stop whose ATR period and multiplier adapt through the Efficiency Ratio, so the stop tightens in clean trends and widens in chop. This turns the tool from "where is the signal" into "where is my risk if I take it." How they work together Direction (ribbon) decides the side. The conviction score decides whether a crossover on that side is worth showing and how strongly. Higher-timeframe agreement scales that conviction up or down. The adaptive stop shows the exit reference. Every signal is the product of all four stages working in sequence. What it plots The five-average ribbon with shaded bands; the 55 line is the bold trend-reference band. Signal badges at qualifying crossovers, labelled with the band crossed and the conviction percent (for example "21 65%"). Optional value references: session VWAP, swing-anchored VWAP with bands, volume-profile VAH/VAL/POC, and the prior session's VWAP and POC. The adaptive volatility stop as a step line with a live distance label. A compact dashboard summarising trend, conviction and each component, higher-timeframe agreement, the stop, and the data mode. A small higher-timeframe agreement ribbon. How to use Add it to an intraday chart. The defaults suit index futures, but direction works on any symbol. Spot vs futures: many spot indices publish no real volume, which the flow, value-area and toxicity parts depend on. Under "Data source" the script auto-detects this and switches the volume-based parts to a time-at-price method so everything still works; you can also set the mode manually. The dashboard "Data" row shows which mode is active. Trade in the ribbon's direction. Prefer signals with a higher conviction percent and higher-timeframe agreement, and treat low-conviction crosses as noise. Use "Hide signals weaker than" to suppress them. Use the adaptive stop as a trailing-risk reference, sized to your own plan. The "Look & size" group controls signal size, dashboard size and position, a "Minimal" preset (ribbon + signals + stop only), and band lightness. Originality The individual techniques — adaptive moving averages, the Efficiency Ratio, effort-versus-result, VWAP, volume profile and volatility stops — are publicly documented. What is original here is the integration: a single conviction score that fuses chart-timeframe flow, effort, efficiency and value, damps it by flow toxicity, and scales it by independent higher-timeframe agreement, then gates an adaptive-stop-aware signal on that score. The components were selected so each covers a distinct weakness, and redundant filters were deliberately left out to keep one clear signal. Credits Perry Kaufman — Adaptive Moving Average and Efficiency Ratio. Tushar Chande — Volatility Stop concept. The effort-versus-result component is an original, compact reimplementation inspired by the publicly described effort-versus-result method from the volume-spread-analysis lineage. Disclaimer This script is for education and information only. It is not financial, investment or trading advice and does not guarantee any outcome. Signals describe current conditions; they do not predict the future. Markets carry substantial risk of loss. Volume-based readings depend on the data feed and are unreliable on instruments without real volume. Always test on your own market and timeframe, and manage risk with your own stops and position sizing. The author is not a licensed financial advisor; consult a qualified professional before making financial decisions. You are solely responsible for your own trading decisions.

Indicator

by Market_Logic_India

Elaris Candle Liquidity POC Pro # Elaris Candle Liquidity POC Pro Elaris Candle Liquidity POC Pro is an advanced candle-level liquidity and volume concentration indicator designed to help traders identify where the market executed the highest amount of activity inside individual candles. Instead of treating a candle as a single price bar, the indicator analyzes internal price distribution and estimates where the majority of trading volume was concentrated. These liquidity concentration levels are displayed directly on the chart as clean bullish and bearish POC (Point of Control) levels. The result is a lightweight micro-volume profiling system that helps traders visualize: • High-interest liquidity prices • Strong reaction levels • Potential support and resistance areas • Untested liquidity zones • Retest opportunities • Aggressive buying and selling pressure inside candles The indicator uses optional lower timeframe precision to improve internal candle analysis while remaining optimized for real-time chart performance. ━━━━━━━━━━━━━━━━━━ FEATURES ━━━━━━━━━━━━━━━━━━ • Candle-Level Liquidity Profiling Analyzes each candle internally to estimate the most active traded price zone. • Bullish & Bearish Liquidity Detection Green levels highlight bullish liquidity concentration while red levels highlight bearish concentration. • Untested Liquidity Tracking Important liquidity levels can extend forward until price revisits and tests them. • Liquidity Retest Signals Optional retest markers appear when price revisits strong liquidity zones. • Strength Scoring System Each liquidity level is scored using concentration and relative volume strength. • Lower Timeframe Precision Mode Uses lower timeframe candles to improve volume distribution estimation inside each candle. • Smart Filtering Reduce noise by filtering weak liquidity candles and focusing on stronger institutional-style activity. • Liquidity Zones Optional shaded micro-zones help visualize reaction areas around major POCs. • Built-In Dashboard Simple dashboard and legend help users understand current liquidity conditions directly on chart. ━━━━━━━━━━━━━━━━━━ HOW TO USE ━━━━━━━━━━━━━━━━━━ • Strong bullish liquidity levels may act as support or accumulation zones. • Strong bearish liquidity levels may act as resistance or distribution zones. • Untested levels can remain important until price revisits them. • Retest signals may help identify continuation or rejection opportunities after liquidity interaction. • Higher concentration percentages often indicate stronger market participation at a specific price level. This tool is designed to complement price action, structure analysis, and risk management — not replace them. ━━━━━━━━━━━━━━━━━━ NON-REPAINTING ━━━━━━━━━━━━━━━━━━ This indicator is designed to be non-repainting. Liquidity levels are only confirmed and plotted after candle close. ━━━━━━━━━━━━━━━━━━ IMPORTANT NOTES ━━━━━━━━━━━━━━━━━━ • Internal volume distribution is estimated using available chart and lower timeframe data. • Lower timeframe precision depends on PulseWire data availability. • This indicator does not predict future price direction. • No indicator guarantees profitable trades or future performance. Always use proper risk management and personal confirmation before entering trades. ━━━━━━━━━━━━━━━━━━ BEST USE CASES ━━━━━━━━━━━━━━━━━━ • Crypto Futures • Scalping • Intraday Trading • Liquidity-Based Trading • Price Action Trading • Volume Analysis • Support & Resistance Mapping • Session Trading

Indicator

Confluence Zone Engine [CZE]# Confluence Zone Engine A structural analysis indicator that identifies support and resistance zones by clustering Anchored VWAPs and Anchored Volume Profile levels across the chart timeframe and up to three higher timeframes. Each zone is rated 1 to 5 stars based on how many independent sources cluster at the level and how diverse those sources are. This is a structural analysis tool. It marks where multiple independent technical references agree at a price. It does not place trades or suggest entries, exits, targets, stops, or position sizes. --- ## What this script does The engine runs a six-stage pipeline on every confirmed bar: **Stage 1 — Pivot detection.** Detects pivot highs and pivot lows at Fibonacci-spaced lengths (3, 5, 8, 13, 21, 34, 55, 89). Each pivot becomes an "anchor" point. Default enabled tiers are 8, 21, and 34 — selected to give fast / medium / slow coverage without redundancy. The full Fibonacci set is configurable. **Stage 2 — Per-anchor calculations.** For every anchor, the engine maintains: - An Anchored VWAP (volume-weighted average price since the anchor bar) - An Anchored Volume Profile, which produces a Point of Control (POC = most-traded price since anchor) and a Value Area (VAH and VAL = upper and lower edges of the 70% volume zone) So a single pivot generates up to 4 contributor levels: AVWAP, POC, VAH, VAL. **Stage 3 — Higher-timeframe replication.** The same pipeline (stages 1 and 2) re-runs on up to three configurable higher timeframes via non-repainting `request.security` calls. This produces a multi-timeframe view of structural anchors — pivots and AVWAPs from a 1H chart inform what the 5m engine treats as a higher-timeframe reference. **Stage 4 — Cluster building.** All contributor levels from all enabled timeframes are collected. The cluster builder walks them in price order, merging any that fall within a configurable tolerance (default 0.08% of current price; preset-adjusted per asset class). A cluster with at least the minimum-count threshold becomes a candidate zone. **Stage 5 — Star rating.** Each zone is rated 1 to 5 stars based on: - Total contributor count - Source-type diversity (how many of the 4 source categories — PH-AVWAPs, PL-AVWAPs, POCs, VAH/VAL — are present) - HTF agreement (whether contributors from multiple timeframes align) A "Premium" tier flag fires when top stars combine with HTF agreement. **Stage 6 — State machine.** Each zone is tracked through a lifecycle: - **Active** (forming, amber): the zone is currently accumulating contributors - **Pending** (blue): contributor activity has paused; waiting for price to resolve the level - **Resolved Support** (green), **Resistance** (red), or **Chop** (gray): determined by whether price moved decisively up, decisively down, or stayed range-bound after the zone activated - **Tested** (dashed border): price entered the resolved zone but has not closed past the defending edge - **Broken** (dashed orange + "Broken" label): price has closed past the defending edge - **Flipped**: if a Broken state confirms over multiple closes past a threshold, the zone repaints to the opposite role (broken Resistance becomes Support, broken Support becomes Resistance) --- ## Why this indicator is original (not a simple mashup) This is not "AVWAP indicator + Volume Profile indicator + multi-timeframe wrapper." Three design choices distinguish it from existing public indicators: **1. Anchored at every Fibonacci pivot, not at a single user-selected point.** Standard AVWAP indicators require the user to manually click an anchor point. Standard Volume Profile indicators use either a fixed session or a single anchor. This engine automatically detects pivots at multiple Fibonacci lengths and runs an AVWAP + Volume Profile from each one. The number of active anchors at any time is typically 6 to 20, generating 24 to 80 contributor levels — far more than a manually-anchored tool can produce. **2. Cross-timeframe clustering, not separate per-timeframe overlays.** The engine does not draw 5 separate AVWAPs from a 1H chart, plus 5 from a 4H, plus 5 from a daily. Instead, levels from all timeframes are collected into one pool and clustered in price space. A 1H AVWAP at 23,720 and a daily POC at 23,718 merge into a single zone marked as "two contributors from two timeframes." This produces structural information neither timeframe shows alone. **3. Compositional bias from the contributor mix.** The cluster builder records *which type* of contributor formed each zone — pivot-high AVWAPs (trapped sellers' breakevens), pivot-low AVWAPs (trapped buyers' breakevens), POCs (acceptance), VAH or VAL (fair-value edges). The directional implication of each type is summed into a "compositional bias" score. A zone built mostly from PL-AVWAPs and VAL contributions leans support; one built from PH-AVWAPs and VAH contributions leans resistance. This is an analytical lens not present in standard S/R indicators, which generally treat all levels as direction-agnostic. --- ## Mashup justification — how the components work together The four classes of technical analysis used (pivots, AVWAP, Volume Profile, multi-timeframe analysis) are not chosen arbitrarily. Each contributes a dimension the others do not, and the value comes from how they interact: **Pivots provide the anchors.** Without pivots, AVWAP needs a manual anchor and Volume Profile needs an arbitrary session. Pivots at multiple Fibonacci lengths give the engine *automatic structural anchors* spanning timescales — short-term swings, intraday swings, session-level swings. The Fibonacci spacing (3, 5, 8, 13, 21, 34, 55, 89) ensures the anchors are non-redundant: each tier has a different bar requirement and catches different swings. **AVWAP measures participant breakeven from each anchor.** This is the "where might trapped participants defend" dimension. An AVWAP from a pivot high is the volume-weighted breakeven for everyone who entered after that high (mostly net-short positions). An AVWAP from a pivot low is the breakeven for everyone who entered after that low (mostly net-long). When price returns to one of these AVWAPs, structurally those participants are at breakeven and have incentive to act. **Volume Profile measures acceptance from each anchor.** This is the "what price has been most-accepted by volume" dimension. POC is the most-traded price; VAH/VAL are the edges of the 70%-volume range. AVWAP and POC measure different things — average price vs most-accepted price — and frequently disagree. When they *do* agree at a level, that's two independent signals saying "this price matters." **Multi-timeframe replication tests for structural agreement.** A zone that exists only on the chart timeframe is one-timeframe noise. A zone where chart-TF contributors *agree with* higher-TF contributors at the same price is structural — the same level shows up no matter which timescale you measure from. The engine treats HTF agreement as a primary input to the star rating: HTF-aligned zones can earn an extra star (capped to prevent inflation). **The clustering is where the value emerges.** Individually, none of these components produce reliable levels. AVWAP gets broken constantly. POC migrates. Pivot levels get violated. But when the engine sees that the 21-pivot AVWAP, the 34-pivot POC, the 8-pivot VAL, and a 1H AVWAP all land within 0.08% of each other at the same price, that's a confluence of independent references measuring different things — and that *coincidence* is what produces structural significance. The star rating quantifies how much agreement is present. This is the mashup's purpose: not to combine indicators for their own sake, but to use convergence as a filter that turns individually noisy components into a rated structural signal. --- ## How to use the indicator **Step 1: Apply to any chart timeframe.** All settings have sensible defaults. The asset-class preset (NSE Index Futures, NSE Stock, US Future, US ETF, US Stock, Commodity, Crypto, or Custom) auto-adjusts cluster tolerance and pivot defaults. Auto-selected higher timeframes scale with the chart — a 5m chart defaults to 15m/60m/240m HTFs, while a daily chart defaults to weekly/monthly HTFs. **Step 2: Read the status panel (bottom-right).** This is the actionable summary: - "Sup" row: nearest resolved Support below current price, with point distance - "Res" row: nearest resolved Resistance above current price, with point distance - "Top zone": the highest-rated zone overall - "Data": indicator health (OK / Degraded / Critical) — if the underlying volume data is sparse, ratings are capped **Step 3: Scan the chart for "Broken" labels.** Any zone in dashed orange with a "Broken" label is currently being violated. Watch for either recovery (border returns solid) or polarity flip confirmation (zone repaints to opposite role). **Step 4: Find the active amber zone.** This is the current forming confluence. Look at the triangle shape: ▲ means the composition leans support, ▼ means it leans resistance, ◆ means neutral. The number next to the triangle is the star rating. A premium "★" prefix means HTF agreement is present. **Step 5: Use the Major S/R lines as forward references.** Bold horizontal lines mark the top 2 strongest support levels below current price and top 2 strongest resistance levels above. Labels show price, stars, and distance. **Step 6: Use the Range band as context.** The translucent aqua band marks the recent trading envelope (default last 50 bars). A narrow band means consolidation; a wide band means trending. **Step 7: Hover any element for the full breakdown.** Every box, triangle, and line has a tooltip showing total contributors, type counts, HTF alignment, state, and history. --- ## How NOT to use the indicator - **Do not treat the bias arrow as a trade signal.** It is a compositional description of contributors, not a directional forecast. A zone with a ▲ bias can still resolve as resistance. - **Do not treat a "Broken" label as a trade trigger.** It tells you a known level is failing — not that you should enter a position in either direction. - **Do not assume higher stars mean higher profit probability.** Stars measure the diversity and density of contributors, not historical performance or expected return. - **Do not rely on it for low-volume instruments.** If the data-health badge shows "Degraded" or "Critical," the engine has capped ratings and may suppress zones entirely. This is a feature; the indicator is most accurate on liquid, volume-rich instruments (index futures, large-cap stocks, major crypto). --- ## How to read the star rating Stars are a descriptive summary of confluence quality. They are not a probability of profit. - 1 to 2 stars: minimum cluster; one or two source types. Background context. - 3 stars: at least 5 contributors with 2 or more source types. Recurring intraday levels. - 4 stars: at least 7 contributors with 3 or more source types, OR 3-star with HTF agreement. - 5 stars: at least 10 contributors with all 4 source types present. Often boosted by HTF alignment. By default, only 4-star and 5-star zones get triangle markers and qualify for Top-N or Major S/R lines. This is adjustable. --- ## Visual primitives - **Confluence zones** — colored boxes marking each cluster. Boxes recolor as zones resolve. Border style indicates compromised state. - **Triangle markers** — ▲ ▼ ◆ at each formation bar. Shape encodes direction. Color encodes lifecycle state. - **Top-N S/R lines** — top 4 resolved zones by strength and recency project forward. - **HTF confluence bands** — semi-transparent bands per higher timeframe (cyan, purple, orange). - **Major S/R lines** — bold lines for top 2 supports below and top 2 resistances above current price. - **Range band** — translucent band marking recent trading range with HI / LO labels. - **Current price line** — thin dotted line at current price. - **Status panel** — bottom-right summary. --- ## Technical notes - Pine Script v6 - Non-repainting: all `request.security` calls use `barmerge.lookahead_off` - Asset-class presets adjust cluster tolerance and pivot defaults - Built-in data-integrity layer caps ratings when volume data is sparse or stale - Seven alert conditions: new zone formed, high-quality (4 to 5 star) zone, HTF aligned, price entered support, price entered resistance, data health degraded, polarity flip --- ## Important risk disclosure This indicator is provided for educational and informational purposes only and is not financial advice. Trading and investing involve substantial risk of loss, including the possible loss of all invested capital. The zones, ratings, bias shapes, and lines are descriptive summaries of structural confluence — they are not predictions of future price movement, indications of profitability, win rate, or expected return. No backtested or hypothetical performance is claimed or implied. Past zones identified by the indicator are not indicative of future results. You are solely responsible for any decisions you make. Consult a qualified, licensed financial advisor before trading. Past performance does not guarantee future results.

Indicator

by Market_Logic_India

MGI Walls | Rainbow Matrix GENERAL OVERVIEW The MGI Walls is a multi-timeframe institutional liquidity radar that extracts and renders the price zones where institutional capital concentrates: Volume Profile blocks (Point of Control, Value Area High, Value Area Low), Anchored VWAPs, and Parabolic SAR levels. Instead of showing these levels for a single chart timeframe, the indicator scans up to five macro timeframes simultaneously and merges overlapping zones into a single intensified block whenever multiple timeframes agree on the same price area. The main goal of this indicator is to give traders a clean, automatic read on where the structural barriers in the market are — without having to manually flip between timeframes, mark POCs by hand, or guess which level the next reaction will respect. Every line, box, and confluence zone you see on the chart was extracted from real volume distribution data, not drawn manually. It plots up to four level types per timeframe (POC, VAH, VAL, VWAP, SAR), each weighted by the structural significance of its timeframe — a Weekly POC carries five times the gravitational weight of a 15-minute POC. The Wall Fusion Engine then detects when levels from different timeframes fall within a configurable percentage threshold and consolidates them into a single block. The Nearest Wall HUD panel and the institutional collision alerts complete the toolkit. This indicator was developed for traders who already understand Volume Profile and VWAP concepts and want to see them across multiple timeframes in a single visual, with automatic confluence detection. WHAT IS THE THEORY BEHIND THIS INDICATOR? Most Volume Profile indicators on PulseWire — including the standard built-in profiles, Fixed Range Volume Profile, and the various session/visible-range derivatives — share a common architectural choice: they operate on a single timeframe. They show you the POC and Value Area for the current chart only. This treats each timeframe as an isolated decision space. The problem: institutional flow is not isolated to one timeframe. The market makers operating on the daily horizon see different value areas than those operating on the weekly or 4-hour horizon. Their orders sit at their own POCs and Value Area boundaries. When price approaches a level that only one institutional horizon defends, the reaction is often modest. When price approaches a level that multiple horizons defend simultaneously, the reaction is structurally stronger — that confluence is where the largest pools of resting liquidity accumulate. This indicator addresses that by performing the extraction across five user-configured timeframes simultaneously via `request.security()`, weighting each level by the gravitational significance of its parent timeframe, and then fusing levels from different timeframes that fall within a configurable margin. The math is standard Volume Profile (POC at the volume-weighted mode, VAH/VAL at the ±2.51σ boundary that approximates the 70% Value Area) — what makes it useful is doing it across five timeframes at once, with hierarchical weighting and confluence merging. Why traders use it: each block represents an institutional decision zone. A standalone POC line from the 15-minute timeframe is a local reaction point. A POC line that simultaneously aligns with the 4-hour VAH and the daily VWAP is a multi-horizon barrier — a zone defended by three independent pools of institutional capital at once. The fusion engine makes these confluences immediately visible as thicker, more opaque blocks; the polarity of each block reflects the accumulated weight balance of the levels that compose it, not the polarity of the last level to be merged. The three rendered components — Volume Profile zones, Anchored VWAPs, and Parabolic SAR levels — are not independent layers stacked on the same chart. They map three different aspects of institutional positioning at the same set of timeframes: where past volume concentrated (Volume Profile), where the live volume-weighted consensus price currently sits (VWAPs), and which directional trend regime each timeframe is in (SARs). The Wall Fusion Engine operates across all three layers indiscriminately — a POC from the 4-hour timeframe and a VWAP from the daily timeframe at the same price are fused into a single block, because from the perspective of institutional defense they represent the same structural barrier reinforced by two independent mechanisms. This integration is the reason the three components exist in a single script rather than as three separate indicators: the cross-layer fusion is what surfaces multi-mechanism confluence, which a separate-script approach cannot do. MGI WALLS FEATURES The indicator includes 6 main features: Multi-Timeframe Volume Profile Engine Anchored MTF VWAPs Parabolic SAR Levels (MTF) Wall Fusion Engine with Polarity-Balance Coloring Nearest Wall HUD Panel Institutional Collision Alerts Multilingual interface and full customization across all visual layers. MULTI-TIMEFRAME VOLUME PROFILE ENGINE 🔹 What It Does The core of the indicator. For each of the five configured radar timeframes, the engine performs three operations: ◇ Locates the price level that received the highest traded volume in the lookback window — the Point of Control (POC). ◇ Computes the volume-weighted standard deviation of price around that POC. ◇ Builds the Value Area High (VAH) and Value Area Low (VAL) at a calibrated multiplier (±2.51σ) of that deviation, approximating the price range that contained 70% of the total volume. The result is three institutional reference levels per timeframe — POC, VAH, VAL — extracted natively at the granularity of each timeframe rather than approximated from the current chart's data. 🔹 Method The extraction runs via `request.security()` with `lookahead=barmerge.lookahead_off` to prevent repainting. The POC is identified as the volume-weighted mode within the lookback window. The Value Area boundaries are derived statistically from the volume-weighted variance of price around the POC, using a calibration factor (vp_k = 2.51) tuned to approximate the conventional 70% Value Area definition. Each level is plotted on the chart as a line or box at its native price location, color-coded by whether it sits above (resistance) or below (support) the current price, and weighted by the timeframe it originated from. 🔹 Hierarchical Weighting The five timeframes are weighted by structural significance: ◇ TF1 (Micro, default 15m): weight 1 — local reaction point. ◇ TF2 (Intraday, default 1h): weight 1 — session-scale level. ◇ TF3 (Macro 1, default 4h): weight 2 — multi-session level. ◇ TF4 (Macro 2, default Daily): weight 3 — multi-day level. ◇ TF5 (Global, default Weekly): weight 5 — multi-week structural barrier. The weight controls visual prominence (opacity, border thickness) and, when fusion occurs, the contribution of each level to the polarity balance of the resulting block. ANCHORED MTF VWAPS 🔹 What It Does For each of the five radar timeframes, an Anchored VWAP is extracted and rendered as a separate level. The Global VWAP — the average of all five — is also plotted, marked with a globe emoji to distinguish it from the per-timeframe VWAPs. 🔹 Method The per-timeframe VWAP is computed via a volume-weighted moving average of hlc3 on the native bars of each timeframe, then reported back to the current chart through `request.security()`. The Global VWAP is the unweighted average of the five timeframe VWAPs that are currently available (NA values are skipped). 🔹 Why It Matters The Volume Profile blocks tell you where past volume concentrated. The VWAPs tell you what the volume-weighted consensus price is for each horizon, updated bar by bar. Together they give a complete read on every bar: where the past institutional reference zones are (the blocks) and where the live volume-weighted average for each horizon currently sits (the VWAPs). PARABOLIC SAR LEVELS (MTF) 🔹 What It Does The Parabolic SAR for each of the five radar timeframes is extracted and rendered as an institutional trend-direction anchor. SAR levels are toggleable independently of the Volume Profile and VWAP layers. 🔹 Why It Matters The SAR provides a directional trend reference per timeframe — when the Weekly SAR sits above price and the Daily SAR sits below, the structure is in conflict and the resolution of that conflict often drives the next swing. When multiple SARs align on the same side, the directional bias is structurally agreed across horizons. WALL FUSION ENGINE WITH POLARITY-BALANCE COLORING 🔹 What It Does When two or more levels from different timeframes fall within a configurable percentage threshold (default 0.30%), the engine fuses them into a single block. The fused block inherits the combined weight of all its components — visually thicker, more opaque, more visible than a standalone level. The label of the fused block accumulates the directional triangles of each contributing level (▲ for support, ▼ for resistance). 🔹 Polarity-Balance Coloring The color of a fused block reflects the accumulated weight balance of its constituent levels — not the polarity of the last level to be merged. A block containing four resistance levels (▼▼▼▼) and two support levels (▲▲) will render red, because the resistance weight dominates. A block where support and resistance weights are equal uses a tiebreaker: the position of the current price relative to the block's midpoint. Price above midpoint resolves to support (green); price below resolves to resistance (red). This produces a coloring scheme that is internally consistent with the triangle labels and with the price's current location. 🔹 Customization The Wall Merge Margin (%) input controls how aggressively levels are fused. Lower values produce many separate precise lines. Higher values produce massive consolidated institutional blocks. The default of 0.30% is calibrated for liquid instruments on intraday timeframes; for higher-volatility assets or higher timeframes, larger margins (0.50–1.00%) may produce more readable charts. NEAREST WALL HUD PANEL 🔹 What It Shows A compact corner panel reports four live values: ◇ RESISTANCE — the price of the nearest wall above the current price ◇ DIST. — the percentage distance from current price to that resistance ◇ SUPPORT — the price of the nearest wall below the current price ◇ DIST. — the percentage distance from current price to that support The distances are computed against the midpoint of each fused block, so the values reflect the consolidated wall, not any single contributing level. 🔹 Why It Helps The HUD removes the need to visually measure distances to the walls on every bar. It tells you in plain numerical form how far the nearest barriers are in each direction. Useful for stop placement, target placement, and live decision-making where the visual chart is busy with multiple levels. 🔹 Customization The HUD can be positioned in any of the four chart corners and rendered in any of five font sizes. The display language is controlled by the System Language input. snapshot INSTITUTIONAL COLLISION ALERTS 🔹 What Triggers Two alert types are available: ◇ VWAP Collision — fires when price crosses or touches the daily, weekly, or monthly VWAP within a 0.15% proximity band. ◇ Volume Profile Wall Hit — fires when price crosses or touches the Global POC, VAH, or VAL within the same proximity band. 🔹 How They Fire Alerts are gated by `barstate.isconfirmed`, which means they only trigger on the close of the bar that touched the level — not intra-bar. This prevents false signals from wicks that get rejected before the bar closes. Each alert uses `alert.freq_once_per_bar`, ensuring no duplicate firings on the same candle. 🔹 alertcondition() Mode For users who prefer the PulseWire alert UI rather than the `alert()` function call, two `alertcondition` blocks are also exposed: "VWAP Collision" and "Volume Profile Wall Hit". A third dummy `alertcondition` titled "HOW TO SETUP ALERTS (READ)" provides setup guidance in the alert condition menu. MULTILINGUAL INTERFACE The indicator supports five languages for the HUD display and alert messages: English (default), Português, Español, Русский, and 中文 (Chinese). Code, comments, and configuration tooltips remain in English regardless of the selected language. For reference, the English text of all multilingual UI strings used in the HUD and alerts: ◇ (SUPPORT) / (RESISTANCE) — appended to wall labels indicating polarity ◇ RESISTANCE: / SUPPORT: — HUD row labels for nearest walls ◇ DIST.: — HUD row label for distance percentage ◇ VWAP Collision Alert: "🛡️ Price collided with Institutional VWAP. Defense zone active." ◇ Volume Profile Wall Alert: "🧱 Price hit Macro Volume Profile zone (POC/VAH/VAL). Institutional decision imminent." HOW TO USE This indicator is not a signal generator. It is a structural map: it tells you where the institutional barriers are, how strong each one is (by weight and fusion), and how far the nearest one is in each direction. 🔹 Reading the Walls ◇ Each line or block on the chart marks an institutional decision zone. ◇ The triangles in the label (▲ or ▼) and their count indicate the polarity and weight of the level. ◇ Walls with multiple triangles in the same direction are stronger reaction points than single-triangle walls. ◇ A block with mixed triangles is a fused confluence — the color shows which side dominates by weight. 🔹 Reading the HUD ◇ The HUD reports the nearest resistance above and nearest support below the current price. ◇ The percentage distances help size stops and targets against the structural barriers rather than against arbitrary fixed values. 🔹 Tactical Reading ◇ Price approaching a heavy multi-triangle wall: zone of elevated structural significance, where multiple institutional horizons coincide. ◇ Price sitting between two close walls of opposite polarity: ranging structure, defined by two opposing barriers of comparable weight. ◇ Price breaking through a heavy wall on confirmed close: structural shift. The wall often inverts polarity on subsequent retests. ◇ VWAP collision alerts: useful as a contextual reference for mean-reversion or trend-continuation analysis. 🔹 Multi-Timeframe Reading ◇ On lower timeframes (1m, 5m, 15m), configure shorter radar timeframes to track intraday institutional flow. ◇ On higher timeframes (1h, 4h, daily), keep the default 15m/1h/4h/D/W configuration to read multi-day and multi-week structural zones. ◇ The Global VWAP and Global POC (marked with 🌎) represent the consensus across all five timeframes — the most structurally significant single reference. INPUTS EXPLAINED 🔹 System Language Display language for the HUD and alert messages. Options: English (default), Português, Español, Русский, 中文 (Chinese). 🔹 Radar Timeframes (TF1 to TF5) Configure each of the five macro periods to scan. Defaults: 15m, 1h, 4h, Daily, Weekly. The shortest timeframe carries weight 1; the longest carries weight 5. 🔹 Show MTF VWAPs (Radar) Toggle for the Volume-Weighted Average Price extracted from each radar timeframe. 🔹 Show POC Lines Toggle for the Point of Control lines — the price level with the highest traded volume in each timeframe. 🔹 Show VA Boxes (VAH / VAL) Toggle for the Value Area High and Value Area Low — the upper and lower boundaries of the 70% volume zone. 🔹 Show SAR Levels Toggle for the Parabolic SAR levels from each timeframe. 🔹 Fuse Overlapping Walls Toggle for the confluence merging engine. When enabled, levels from different timeframes that fall within the Wall Merge Margin are consolidated into a single intensified block. 🔹 Wall Merge Margin (%) Distance threshold to fuse nearby walls. Range 0.01–3.00, default 0.30. Lower values produce separate precise lines; higher values produce consolidated institutional blocks. 🔹 Show Nearest Wall Panel Toggle for the corner HUD reporting nearest resistance, nearest support, and the percentage distances. 🔹 Panel Position Position of the HUD on the chart. Four corners available: Top Right (default), Top Left, Bottom Right, Bottom Left. 🔹 Font Size HUD font size. Options: Tiny, Small (default), Normal, Large, Huge. 🔹 VWAP Collision Alert Toggle for the alert that fires when price collides with the daily, weekly, or monthly VWAP. 🔹 Volume Profile Wall Alert (POC/VAH/VAL) Toggle for the alert that fires when price touches the Global POC, VAH, or VAL. IMPORTANT NOTES The MGI Walls works on any timeframe. The default radar configuration (15m/1h/4h/D/W) is calibrated for intraday and swing trading on liquid instruments. For position trading or scalping, the radar timeframes can be reconfigured to scan longer or shorter horizons respectively. The indicator works best on instruments with reliable volume data: crypto perpetual contracts, large-cap equities, futures, major forex pairs. On low-volume instruments, the Volume Profile component becomes less reliable, though the VWAP and SAR components continue to function correctly. Alerts fire once per confirmed bar. Historical bars never repaint after they close. The live bar updates intra-bar as expected for a real-time indicator. The Value Area calibration factor (vp_k = 2.51) is tuned to approximate the conventional 70% Value Area definition under volume-weighted standard deviation. It is a calibration constant derived from observation rather than an arbitrary choice. Pine Script v6. Open-source under Mozilla Public License 2.0. UNIQUENESS The MGI Walls is unique in three ways. First, it performs the Volume Profile, VWAP, and SAR extraction across five timeframes simultaneously rather than on the current chart only, surfacing the institutional reference zones that multiple time horizons agree on rather than only those visible on the active timeframe. Second, it weights each level by the structural significance of its parent timeframe — a Weekly POC carries five times the gravitational weight of a 15-minute POC — and the Wall Fusion Engine consolidates levels from different timeframes that fall within a configurable margin into a single intensified block, making multi-horizon confluence zones immediately visible as visually thicker walls. Third, the fused-block coloring reflects the accumulated weight balance of all constituent levels rather than the polarity of the last level to be merged, producing a visual scheme that is internally consistent with the triangle labels (▲ for support, ▼ for resistance) and with the price's current position relative to the block. The combination of multi-timeframe simultaneous extraction, hierarchical weighting with automatic confluence fusion, and balance-driven block coloring produces a structural map that behaves differently from single-timeframe Volume Profile indicators, particularly at price zones where multiple institutional horizons converge and where the strongest reactions tend to occur. PUBLICATION METADATA (handoff to operator — not part of description) Title: MGI Walls | Rainbow Matrix Visibility: Open-source / Public Category suggestion: Volume-based (primary) — PulseWire's category for Volume Profile / volume-driven indicators Tag suggestions (TV allows up to 10; pick the 9 most relevant): - volume-profile - poc - value-area - vwap - multi-timeframe - mtf - confluence - institutional - support-resistance - parabolic-sar (optional, swap for one above if SAR is a key selling point) License declaration: Mozilla Public License 2.0 (already in script header) Screenshot slots in the description (5 "snapshot" placeholders): 1. After GENERAL OVERVIEW — wide chart showing the indicator running on BTC or major instrument, with walls visible across multiple TFs 2. After Multi-Timeframe Volume Profile Engine section — chart annotated with POC/VAH/VAL lines from different TFs 3. After Wall Fusion Engine section — close-up of a fused confluence block with mixed triangles (▲▼) and the polarity-balance color clearly visible 4. After Nearest Wall HUD Panel section — HUD close-up showing the 5-row layout with real values 5. (Optional, swap into one of the above slots) — Black Swan-style touch event showing a collision alert firing

Indicator

by rainbowmatrix

Luxy BOSS MODE - Support & Resistance BOSS MODE S/R is a comprehensive Support & Resistance system that detects, scores, and learns from every zone reaction — then automatically generates trade plans with entry, stop, target, and position size. Unlike traditional S/R indicators that simply draw lines, BOSS MODE combines 6 detection engines , an adaptive scoring algorithm , a real-time momentum classifier powered by the Luxy Energy Index, and a Trade Plan Generator that calculates exact risk parameters based on your account. ── WHAT MAKES IT DIFFERENT ── 1. Adaptive Weight Scoring Every zone is scored 0-100 based on 7 factors: volume at touch, higher-timeframe origin, confluence with other zones, freshness, touch count, regime alignment, and historical performance. After 20+ observed zone outcomes (first bounce or first break per zone), the system adjusts its scoring weights based on which factors correlated with bounces vs breaks on that specific chart and asset. 2. LEI-Powered Momentum Classifier Uses the Luxy Energy Index (Extension + Velocity + Volume exhaustion model) to classify each approaching zone as likely BOUNCE or BREAK . LEI ≥ 70 = exhausted move arriving at zone = bounce expected. LEI ≤ 30 = energized move = break risk. 3. Trade Plan Generator For qualifying setups (Grade A/B zone, regime-aligned, R:R above your minimum), the indicator auto-calculates: Entry — just beyond zone boundary Stop Loss — opposite side of zone + ATR buffer Target — nearest zone in trade direction Position Size — based on your account size and risk % R:R ratio — only shows when above your minimum 4. Per-Zone Intelligence Every zone tracks its own history: how many times it bounced vs broke, average bounce distance in ATR units, and hold rate. Labels show this inline: ⬆ SUPPORT 📐 82 5/7 +0.4ᴬ = score 82, held 5 of 7 tests, avg distance from zone mid at touch: 0.4 ATR. ── 6 DETECTION ENGINES ── 📐 Swing Pivots — Classical swing highs/lows on current, Daily, and Weekly timeframes 🧱 Order Blocks — Last candle before a strong impulsive move, confirmed by volume 📊 Volume POC — Highest-volume price cluster over lookback period 💨 Fair Value Gaps — 3-candle imbalances where price left unfilled ranges 💧 Liquidity Pools — Equal high/low clusters where stops accumulate ⚓ Anchored VWAP — Auto-anchors on gap+volume events (earnings, catalysts) All 6 sources feed into the same unified zone object, allowing true confluence scoring across methodologies. ── REGIME-AWARE SCORING ── The market regime (STRONG_BULL / WEAK_BULL / RANGE / WEAK_BEAR / STRONG_BEAR / SQUEEZE) drives the scoring bias. In a bullish regime, support zones receive a significant score bonus while resistance zones score lower — reflecting the statistical reality that zones aligned with the trend hold more reliably. Regime is calculated from ADX + Bollinger Band Width + EMA slope, giving 5 states plus a Squeeze override when volatility compresses to the bottom 10% of the last 100 bars. ── VISUAL SYSTEM ── Zones are rendered with a 4-layer heat-map system: Atmospheric halo — fades beyond zone boundaries, scales with score Main fill — neon color: cyan family for support, red/orange for resistance, intensity proportional to score Hot core strip — brighter inner band at zone midpoint Entry line — solid bright stripe at the price-contact edge (top for support, bottom for resistance) Grade-A pulse ring — glowing outline when a high-conviction zone is within 1.5 ATR of price Score bar — vertical progress bar to the right of each zone, height = score 0-100 Simple View : A separate layer draws just two clear boxes — nearest SUPPORT (green) and nearest RESISTANCE (red) — with text centered inside. Designed for traders who want instant visual clarity without analyzing all zones. ── TRADE PLAN GENERATOR ── Configure in the 💰 Trade Plan settings group: Account Size ($) — your total trading capital Risk per Trade (%) — standard is 1.0% per trade Min R:R to Show — only displays setups where the calculated reward exceeds this multiple of risk When a qualifying setup is found, three dashed lines appear on the chart (blue = entry, red = stop, green = target) with a summary label showing direction, prices, share count, and R:R ratio. The Dashboard shows it in the 💰 Active Setup row. An alert fires with the full trade plan. Important: The Trade Plan Generator identifies setups based on zone proximity and regime alignment. All trade decisions remain entirely the responsibility of the user. Past zone reactions do not guarantee future performance. Always apply your own analysis and risk management. ── DASHBOARD (14 rows) ── The information panel shows in real-time: Market Regime with color coding Asset Class / Session (PRE/RTH/AH for stocks) Active zones breakdown (0A/1B/3C format) Nearest Resistance price, grade, ATR distance Nearest Support price, grade, ATR distance ATR% Rank (volatility context) Active Warning (8 types, color-coded by severity) Anchored VWAP value and anchor reason Squeeze detector Zone Hit Rate (historical bounce %) Active Detection Sources Scenario suggestion Adaptive Weights status Active Trade Plan (Entry / Stop / Target / Shares / R:R) Every cell has a detailed tooltip explaining what the value means and how to use it. ── MULTI-ASSET SUPPORT ── The asset engine auto-detects chart type and adjusts accordingly: Stocks — ATR-based zones, session-aware (PRE/RTH/AH) Stocks under $1 — percent-based zone widths (ATR is unreliable for extreme low-price securities) Crypto — 24/7, percent bands, no session breaks Forex — pip-based zone widths Indices — volume-agnostic fallback Futures — rollover-aware ── SETTINGS OVERVIEW ── 🎯 Trading Mode — Scalp / Intraday / Swing (affects zone widths and sensitivity) 🧭 Regime Classifier — ADX, BB, and EMA periods 🎯 Zone Detection — Toggle each of the 6 engines independently 📐 Swing Pivots — Left/right lookback bars and zone width 🧱 Order Blocks — Lookback period, minimum move %, volume threshold 📊 Volume POC — Lookback bars and histogram bins 💨 Fair Value Gaps — Minimum gap size % 💧 Liquidity Pools — Lookback and touch tolerance % ⚓ Anchored VWAP — Auto-anchor thresholds and manual catalyst date ⚖️ Scoring — Individual weight controls for all 7 scoring factors 🌍 Asset-Class Adaptation — Override or force Sub-$5 mode 🚨 Warnings — Toggle each of 8 warning types with ATR distance control 🎨 Visual Settings — Top-N zones, adaptive hide, transparency, Simple View toggle 📊 Dashboard — Position, size, show/hide 💰 Trade Plan — Account size, risk %, minimum R:R 🔔 Alerts — Standard or structured JSON for webhook automation ── ALERTS ── 8 alert types: Any Warning (catch-all) Sweep Imminent Regime Shift near Grade-A zone Trap Suspected (low-volume false breakout) Zone Approach Squeeze Detected Trade Plan — LONG Setup Trade Plan — SHORT Setup Enable Structured JSON Alerts to receive webhook-ready payloads with full zone data, regime, warning type, and trade plan details. ── EXTERNAL LIBRARY ── This script imports Luxy Energy Index (LEI) by OrenLuxy for the momentum classifier. LEI measures move exhaustion using Extension from VWAP, Velocity (5-bar rate of change), and Volume as a modifier. ── IMPORTANT NOTES ── This indicator is for educational and analytical purposes only . It does not constitute financial advice. Past zone performance (hit rate, average bounce) does not guarantee future results. The Trade Plan Generator calculates position sizes mathematically based on user inputs — always verify sizing with your broker before placing orders. Adaptive weights require 20+ observed bounce/break events to activate. On new charts, base weights are used. The LEI library requires separate import — the indicator will prompt if not accessible. ── CREDITS ── Luxy Energy Index (LEI) — OrenLuxy. Exhaustion methodology drawing on academic research by Campbell-Grossman-Wang (1993) on volume-return relationships, ATR normalization by J. Welles Wilder Jr., and standard VWAP methodology. S/R concepts inspired by VSA (Volume Spread Analysis), SMC (Smart Money Concepts), and classical pivot point theory. Past performance does not predict future results. This tool is for informational purposes only and does not constitute investment advice. Trading involves substantial risk of loss.

Indicator

Value Shift Ladder [AGPro Series]Value Shift Ladder 🔹 Overview Value Shift Ladder is a market-structure mapping tool that extracts the most volume-accepted price shelves from a rolling lookback window and arranges them, in creation order, as the rungs of a ladder. Each rung is a volume-weighted zone where the market has recently spent the most time and traded the most contracts. The script then tracks how price interacts with every rung through a full Held → Broken → Reclaimed lifecycle and summarizes the entire chain into one readable ladder state: Rising, Falling, Mixed, Broken, Reclaiming, Building, or Neutral. The goal is not to predict direction and not to produce buy or sell signals. The goal is to give the chart reader a continuously updated answer to one question: where is the market's current fair-value region, how is that region moving over time, and which prior value shelves are still relevant versus which have been abandoned. This makes the tool useful as a structural reference for volume-profile readers, auction-theory traders, and anyone who builds a bias from accepted-value migration rather than from trend lines or moving averages. 🔸 Unique Edge Most volume-based tools either draw a single static profile snapshot, or plot every candidate level and leave the reader to filter. Value Shift Ladder does three things differently: Multi-shelf chronological ladder. Instead of producing one value band, the script maintains a ranked set of up to eight volume-accepted shelves and arranges them in the order they were first registered. This preserves the migration history of accepted value instead of collapsing it into one average. Proximity-gated visualization. Only shelves within a configurable ATR distance from current price are drawn on the chart, counted in the panel, and fed into the ladder direction state. Distant historical shelves exist in memory but do not clutter the chart or bias the readout — the ladder always reflects the value structure that is actually relevant to the current bar. Adaptive, confidence-aware breaks. A shelf is not broken on a single close outside its band. Young shelves are strongly protected (3.0 × ATR), maturing shelves require a medium distance (1.5 × ATR), and fully-aged shelves use the user-defined break distance. Shelves that have been re-confirmed multiple times gain a 2× confidence multiplier on top of that, preventing established value regions from being lost to a single volatility spike. 🔸 Methodology 1) Volume Profile Construction The script divides the rolling lookback window into equal price bins and distributes each bar's volume across every bin it touches, proportional to range coverage. Zero-range bars are assigned to their single bin. This produces a volume-weighted histogram of the lookback period. 2) Shelf Extraction The top-K bins by volume are selected iteratively. After each pick, the chosen bin and its ATR-neighborhood are zeroed out before the next pick, enforcing a minimum separation between shelves and preventing a single high-volume cluster from dominating every rung. Each surviving bin becomes a shelf, anchored at its bin-center price. 3) Shelf Merging and Confidence On every refresh, newly extracted shelves are checked against existing ones. If a new shelf falls within the ATR separation of an existing non-broken shelf, the existing shelf's volume is refreshed and its confidence score is incremented. Otherwise a new shelf is registered. Confidence is capped at ten and used downstream to scale break tolerance. 4) Lifecycle State Machine Each shelf carries one of three states — Held, Broken, or Reclaimed. Held flips to Broken when price closes beyond an adaptive break distance for three recent bars. Broken flips to Reclaimed when price dwells back inside the band for a user-defined number of bars. Reclaimed auto-promotes to Held once the shelf has stabilized past a short age threshold. 5) Ladder Direction Proximity-filtered active shelves are sorted by creation order. The last one, two, or three rungs are compared to produce a single state: Rising if the sequence is monotonically higher, Falling if lower, Mixed if non-monotonic, plus transient overrides for Broken, Reclaiming, Building, or Neutral conditions. 6) Pruning Stale broken shelves expire after a timeframe-aware window. A hard cap of ten active shelves is enforced, with broken shelves removed first when the cap is hit. 🔹 Signals and Alerts The script provides four deterministic state-change alerts, all tied to closed-bar transitions: — New Ladder Step Formed: fires when a new volume-accepted shelf is first registered. — Ladder Step Held: fires when an existing shelf is re-confirmed by the rolling profile. — Ladder Step Broken: fires when a held shelf transitions to broken. — Ladder Step Reclaimed: fires when a broken shelf transitions back to reclaimed. These alerts describe structural state changes inside the indicator logic. They are not trade signals and do not imply expected profitability, win rate, or directional certainty. 🔸 Key Inputs — Profile Mode (Auto / Manual): Auto derives lookback and refresh from the chart timeframe. Manual exposes both for full control. — Manual Lookback (bars): Size of the rolling window used to build the profile. — Manual Refresh Interval (bars): How often the profile is rebuilt. — Profile Resolution (bins): Number of price bins the range is divided into. — Target Shelf Count: Maximum number of shelves kept active. — Min Volume Ratio: Minimum fraction of the top-bin volume a bin must hold to qualify as a shelf. — Min Shelf Separation (ATR): Minimum ATR distance between two shelves. — Break Distance (ATR): Fully-aged break tolerance. — Reclaim Dwell Bars: Bars needed inside the band to flip Broken to Reclaimed. — Max Visible Distance (ATR): Proximity gate for drawing and counting shelves. — Display options: panel position, panel font size, on-chart label size, alerts toggle. 🔹 How to Use Value Shift Ladder is designed as a structural reference rather than a signal engine. Typical reading workflows include: — Bias framing. Read the Ladder state first. Rising or Falling indicates a one-sided migration of accepted value; Mixed indicates balance; Broken or Reclaiming highlights an active transition. — Dominant reference. The Dominant row in the panel highlights the nearest held or reclaimed shelf within two ATR of price. Use it as the closest structural reference for scenario planning, not as an execution level. — Proximity discipline. Because shelves more than the configured ATR distance away are not drawn, the ladder always reflects value structure that is currently relevant. When no shelves are visible, the market is between value regions — a context in which mean-reversion assumptions weaken. — Confluence. The tool is designed to be combined with independent confirmation such as session structure, higher-timeframe bias, or volume analysis. It is not meant to stand alone as a decision source. 🔸 Limitations and Transparency — Volume profile quality depends on the instrument's volume reporting. On symbols with unreliable or synthetic volume, shelf placement may drift. — The profile is recomputed on the close of refresh bars. Intrabar readings on the current bar can change until the bar closes; state transitions evaluate the last three bars for breaks and the reclaim-dwell window for reclaims, so fresh transitions can flip until those bars close. — On extremely illiquid sessions or instruments with frequent volatility spikes, the adaptive-break logic can delay transitions by design. This is a tradeoff in favor of stability. — Past structural behavior at a shelf does not guarantee future behavior. The tool does not forecast direction and is not a trading strategy. 🔹 Risk Disclosure This script is a structural visualization tool provided for educational and analytical purposes. It is not financial advice, not a trading strategy, and not a signal service. All trading involves risk of loss. Past market behavior is not indicative of future results. Users are fully responsible for their own trading decisions and for independently verifying the tool's behavior on their chosen instruments and timeframes before relying on it for any purpose.

Indicator

Volume Shelf Reaction Map [AGPro Series]Volume Shelf Reaction Map 🔷 OVERVIEW Volume Shelf Reaction Map is a structural price-action tool that identifies horizontal zones where volume has historically stacked — "volume shelves" — and classifies, in real time, how price reacts each time it returns to them. Instead of showing a static S/R line, it answers a sharper question: when price revisits this level, does it hold, get reclaimed, get rejected, or lose the level entirely? Fresh shelves (never revisited) are visually separated from reused ones, so the chart communicates not just where the levels are, but which ones still carry unused participation behind them. 🧭 UNIQUE EDGE Most support/resistance and volume tools stop at drawing a zone. This script adds a reaction-state layer on top of shelf detection: • Five reaction states per shelf: TOUCH, HELD, RECL (reclaimed), REJ (rejected), LOST • Fresh vs Reused classification — shelves that have already been tested at least once are faded, so untouched structural levels stand out immediately • Sticky state logic — a shelf keeps its reaction color until a new transition actually occurs, preventing flicker between bars • Passive-window coloring — shelves whose last reaction is older than the user-defined active window fade to the neutral accent color, keeping old/stale levels visible without dominating the chart • Strongest-shelf-only reaction tags with cooldown — reaction labels are printed only for the highest-strength shelf and only on actual state transitions, producing a clean chart even on long histories The result is a volume-aware reaction map rather than a crowded S/R overlay. 🧪 METHODOLOGY 1. Pivot detection — standard pivot highs and lows over a configurable pivot length act as shelf candidates. 2. Volume qualification — each pivot bar is checked against a rolling 20-bar volume average; bars above the Volume Filter multiplier contribute extra weight to shelf strength. 3. ATR-based clustering — candidates within a configurable ATR multiple of an existing shelf are merged using a touches-weighted mean price, stabilizing the shelf location as evidence accumulates. 4. Confirmation — a shelf must reach the Minimum Touches threshold before it is rendered; weak candidates are pruned after one-third of the lookback window. 5. State machine — on every confirmed bar, a shelf's reaction is updated against the prior close's side (support vs resistance context), using an ATR-scaled buffer to distinguish genuine holds and losses from noise. 6. Ranking and rendering — on the last bar, shelves are sorted by strength; only the top N are drawn, with fresh shelves rendered solid and reused shelves rendered thinner and faded. 🔔 SIGNALS & ALERTS Three alert types, each debounced per shelf so the same state cannot spam consecutive bars: • Shelf Touched — price range intersects a confirmed shelf for the first time since its last transition • Shelf Respected — price HELDs, RECLs, or REJs at a shelf (reaction in favor of the shelf) • Shelf Lost — price closes through a shelf with the required ATR buffer Reaction tags on the chart (HELD / RECL / REJ / LOST) are printed only for the strongest shelf and only on a true state transition, with a user-adjustable cooldown for historical cleanliness. ⚙️ KEY INPUTS Shelf Detection • Lookback Window (bars) — how far back the pivot scan reaches • Pivot Strength — bars required on each side of a pivot • Cluster Distance (x ATR) — how tightly nearby pivots merge • Minimum Touches — confirmation threshold Filters & Cleanup • Volume Filter (x average) — participation threshold for strength weighting • Show Fresh Shelves Only — hide already-revisited shelves • Max Shelves to Display — cap visible shelves for chart cleanliness • Fade Reused Shelves — dim reused shelves so fresh ones stand out • Reaction Sensitivity (x ATR) — ATR buffer used by the state machine • Active Window (bars) — how recently a reaction must have occurred to show in full color Visuals • Label & Panel Size — Tiny / Small / Normal / Large (default: Normal) • Show Reaction Tags — toggle on-chart state labels • Tag Cooldown (bars) — minimum bars between tags on the same shelf Panel • Show Info Panel, Panel Location (6 anchors), Panel Theme (Dark / Light) Alerts • Shelf Touched, Shelf Respected, Shelf Lost 🧰 HOW TO USE 1. Add the indicator to any liquid symbol and timeframe. Volume-aware markets (crypto, index futures, major FX) and timeframes from 15m upward tend to produce the most structured shelves. 2. Start with defaults. The Active Window of 30 bars is a reasonable middle-ground; reduce it on intraday charts (around 20) or raise it on daily/weekly (30–60). 3. Read the panel: • Active Shelves — how many of the eligible shelves are currently drawn • Strongest Shelf — the top-ranked shelf by strength • Current State — live reaction state of the top shelf • Fresh / Reused — how the displayed shelves split between untested and already-tested levels 4. Use fresh shelves as higher-quality reaction candidates; treat reused shelves as context, not primary triggers. 5. Combine the HELD / RECL / REJ / LOST reactions with your own trigger logic (e.g. break-retest, liquidity sweeps, momentum shifts). This script is a location and reaction tool — not a standalone trade system. 🧱 LIMITATIONS & TRANSPARENCY • This indicator describes historical structure and live reactions; it does not forecast price direction. • Pivot-based detection requires the Pivot Strength window to complete on both sides, so fresh pivots appear with a natural lag equal to the pivot length. • On very low-volume symbols or illiquid timeframes, shelves may be sparse or unstable. • The state machine is bar-close based; intrabar wicks can temporarily intersect a shelf without changing its state until the bar confirms. • Max drawing limits (max_lines_count, max_labels_count, max_boxes_count) are set to 120; extremely long histories combined with large lookbacks may drop the oldest drawings. ⚠️ RISK DISCLOSURE This script is provided for educational and analytical purposes only. It is not a strategy, not a buy/sell signal generator, and not financial advice. Trading involves substantial risk of loss. Past behavior of levels, volume, or reactions does not guarantee future outcomes. Always apply your own risk management, position sizing, and independent judgment. The author and AGProLabs accept no responsibility for decisions made based on this indicator.

Indicator

Adaptive Volume Concentration Levels + Volume-Price Shift Box Description Adaptive Volume Concentration Levels + Volume-Price Shift Box combines two powerful market analysis concepts into one streamlined tool: adaptive volume-based support and resistance mapping, and a real-time volume-price flow dashboard. The script identifies the most meaningful price zones based on where volume has concentrated over a chosen lookback range, helping highlight areas where the market has shown strong interest. At the same time, it displays a compact shift box that evaluates price, volume, VWAP, OBV, A/D behavior, and momentum to estimate whether market pressure is currently bullish, bearish, or neutral. This makes the script useful for traders who want both structural levels and contextual order-flow style bias in a single indicator. How It Works The script has two main components: -Adaptive Volume Concentration Levels It scans historical price action over a customizable lookback period. Price is divided into bins, and volume is accumulated into those bins. The script then selects the highest-volume zones and converts them into horizontal support/resistance levels. A higher timeframe option and smoothing feature can be used to reduce noise and reveal more stable levels. Levels can be displayed with custom colors, line styles, transparency, and optional percentage labels. - Volume-Price Shift Box The dashboard evaluates several internal conditions: VWAP trend and price distance from VWAP OBV trend and OBV acceleration A/D line trend Relative volume versus average volume Price momentum Weighted bullish and bearish scores are calculated from these components. The final shift score determines whether the current state is: Bullish Bearish Neutral The box then displays key readings such as shift strength, volume vs average, VWAP distance, shift duration, and OBV state. Key Features Adaptive volume-based support and resistance detection Dual SR logic for identifying important high-volume price zones Optional higher timeframe processing for cleaner structure Price smoothing to reduce noise in level calculation Customizable level count, bin density, transparency, labels, and styling Real-time shift box with bullish, bearish, or neutral bias Weighted scoring model using VWAP, OBV, A/D, volume, and momentum Shift strength readout for quick bias confirmation Shift duration tracking to show how long the current condition has persisted Clean visual layout that combines structure and flow into one script How to Use Start by applying the indicator to your chart and adjusting the level settings based on your trading style. For the volume concentration levels: Increase the lookback if you want broader, more established levels. Increase the number of bins for finer price granularity. Use the minimum volume filter to remove weaker levels. Turn on the higher timeframe option if you want more stable zones from a broader market perspective. For the shift box: Use the default settings first, then adjust sensitivity and component weights to better match your market and timeframe. Watch for bullish or bearish shifts when price approaches one of the plotted volume levels. Use the strength reading to judge whether the bias is weak or decisive. Monitor duration to see whether the current directional pressure is fresh or extended. A practical workflow is: Use the horizontal levels as reaction zones Use the box to judge whether current pressure supports continuation or rejection from those zones Combine both with your existing entry and risk management rules How It Helps How It Helps This script helps simplify decision-making by combining where price is likely to react with how price and volume are behaving right now. The volume concentration levels help traders identify: likely support and resistance potential reaction zones areas of prior market agreement or interest The shift box helps traders evaluate: whether buyers or sellers currently have control whether momentum and volume are aligned whether market pressure is strengthening or fading Used together, the tool can help with: trade location directional confirmation filtering weak setups improving timing around important price zones It is especially useful for traders who want a clearer view of both market structure and current flow conditions without cluttering the chart with multiple separate indicators. Disclaimer This indicator is provided for informational and educational purposes only. It does not constitute financial advice, investment advice, trading recommendations, or an offer or solicitation to buy or sell any financial instrument. All indicator outputs, classifications (including bullish, bearish, or neutral states), and visual elements are derived from historical market data using user-defined parameters. These outputs are interpretive in nature and do not predict future market performance or guarantee any specific result. Trading financial instruments involves substantial risk, including the risk of loss exceeding initial capital. Market conditions may change rapidly due to factors outside the scope of this indicator, including but not limited to economic events, news releases, liquidity conditions, execution quality, and slippage. The developer assumes no responsibility or liability for any trading decisions, losses, or damages arising directly or indirectly from the use of this indicator. Users are solely responsible for evaluating the suitability of this tool for their own trading objectives, risk tolerance, and market conditions. Past performance, indicator behavior, or historical alignment of signals does not guarantee future results. Use of this indicator constitutes acceptance of these terms.

Indicator

by IndicatorEliteFlow

Auction Intelligence █ AUCTION INTELLIGENCE Auction Market Theory Overlay An Auction Market Theory (AMT) overlay that analyzes market structure through volume profile analysis. It detects profile shape (D/P/b/DD), identifies balance vs. imbalance states, and tracks value migration — giving you the same auction-based framework used by institutional traders to understand market behavior. Free and Open Source. █ THE CONCEPT: WHY AUCTION MARKET THEORY MATTERS Standard indicators tell you what happened. AMT tells you why . Markets are continuous two-sided auctions where buyers and sellers negotiate fair value: Balance — Price rotates within an accepted value area. Expect mean-reversion and range-bound trading. Imbalance — Price breaks away from the value area. One side dominates. Expect continuation. Profile Shape — The distribution of volume tells you who is in control and what to expect next. Value Migration — The direction where the POC and Value Area are shifting reveals the underlying trend. █ CORE FEATURES 1. Volume Profile Engine Distributes each bar's volume proportionally across price rows, building a volume-at-price distribution: POC (Point of Control) — Highest volume row = strongest S/R level VAH (Value Area High) — Upper boundary of the 70% value area = resistance VAL (Value Area Low) — Lower boundary of the 70% value area = support 2. Profile Shape Detection Automatically classifies the volume distribution into four distinct shapes: D-shape — Balanced. Volume evenly distributed, POC near center. Expect rotation. P-shape — Bullish. Volume concentrated in upper half. Buyers in control. b-shape — Bearish. Volume concentrated in lower half. Sellers in control. DD (Double Distribution) — Two distinct volume clusters. Market transitioning between value areas. 3. Balance vs. Imbalance Recognition Three-factor analysis combining price position, VA width dynamics, and trend strength. The chart background colors automatically when imbalance is detected (cyan = bullish discovery, red = bearish discovery). 4. Value Migration Tracker Monitors how the POC and Value Area midpoint shift over time: Bullish Migration ▲ — POC and VA migrating higher = institutional buying Bearish Migration ▼ — POC and VA migrating lower = institutional selling Neutral ─ — No significant migration = consolidation █ AUTO-TIMEFRAME ADAPTATION All parameters automatically adjust based on the chart timeframe: 1-5 min → Lookback 30, 18 Rows, Migration Len 5 15-30 min → Lookback 40, 20 Rows, Migration Len 8 1 Hour → Lookback 50, 24 Rows, Migration Len 10 4 Hour → Lookback 70, 28 Rows, Migration Len 15 Daily → Lookback 100, 32 Rows, Migration Len 20 Weekly+ → Lookback 150, 40 Rows, Migration Len 30 Disable Auto-TF to use manual settings for full control. █ DASHBOARD A compact, dark-themed info panel displaying: State — Current AMT state (BALANCE / IMBALANCE) with context Shape — Detected profile shape (D / P / b / DD) with description Migration — Value migration direction and strength Position — Current price position relative to Value Area POC / VAH / VAL — Key volume-based levels █ ALERTS (4 CONDITIONS) Balance → Imbalance — Market leaving the value area Imbalance → Balance — Market returning to the value area Profile Shape Changed — Volume distribution pattern shift Value Migration Shift — Directional bias change in POC/VA migration █ PRO VERSION The PRO version (Auction Intelligence PRO v2.0) adds: Initial Balance Range — IB Tracking + IB Extension Detection Failed Auction Detection — VA Breakout Failures Excess & Poor High/Low — Wick analysis at session extremes Auction Rotation Factor — POC-cross frequency as market efficiency measure Day Type Classification — Trend/Normal/Normal Var./Neutral/Double Dist. (Dalton) Previous Day Value Area — PDPOC/PDVAH/PDVAL as reference levels Enhanced Confluence Score — 0-12 scale with A+ to D grading 13 Alert Conditions █ NON-REPAINTING The volume profile is calculated from confirmed bar data only. The rolling lookback window recalculates on each confirmed bar using historical high/low/volume — no future data is used. No repainting. █ WORKS ON Crypto, Forex, Stocks, Futures, Indices — any timeframe from 1 minute to Monthly. █ DISCLAIMER This indicator is for educational and informational purposes only. It does not constitute financial advice. Always do your own research and manage your risk. Past performance does not guarantee future results. Trading involves substantial risk of loss.

Indicator

by alphachart_tv

NBSG_DayTradingSuite An all-in-one day trading overlay designed by a futures trader for futures traders. It consolidates the key levels, anchored VWAPs, session volume profiles, and structural references that intraday traders typically spread across 3-5 separate indicators into a single, configurable script. Built and defaulted for CME futures (ES, MES, NQ, MNQ, and similar instruments), but the session times are fully adjustable in settings. Traders on equities, crypto, or forex can adapt the indicator to their instrument by configuring the session windows to match their market's electronic trading hours. The default session times are set for a trader operating in US Central Time (Chicago time). If you trade in a different timezone, adjust the session inputs accordingly. This indicator is not a signal generator. It plots structure so you can make your own decisions. FEATURES Multiple Anchored VWAPs The indicator plots two independent session-anchored VWAPs, each with optional standard deviation bands: Overnight VWAP (VWAP 1) anchors at 17:00 CT (CME session open) and accumulates across the entire futures trading day through 16:00 CT. It resets cleanly each session. Optional 1SD and 2SD bands with fill show the statistical envelope around the developing VWAP. NY Session VWAP (VWAP 2) anchors at 08:30 CT (Regular Trading Hours open) and accumulates through 16:00 CT. It includes a leapfrog mechanic: when the new RTH session begins, the prior session's VWAP is preserved and continues to plot as "Prev NY VWAP," giving you a reference for how price relates to yesterday's value during overnight trading. Prev NY VWAP: This is the previous day's NY Session VWAP, which continues accumulating through the overnight session after the NY VWAP resets at 08:30. It provides a critical structural reference, particularly during the premarket and early RTH, showing where the prior session's volume-weighted equilibrium sits relative to current price. Many traders use the relationship between current price, the active NY VWAP, and the Prev NY VWAP to gauge directional bias. All VWAPs use separate source, color, and line size settings. Higher Timeframe VWAPs Optional Weekly and Monthly VWAP overlays provide broader context without cluttering the chart. Disabled by default. Session Volume Profiles (SVP) Volume is distributed across the bar's high-low range using a configurable tick-based bin size (default: 2 ticks). The script calculates and plots: Current Session SVP: POC and Value Area (VAH/VAL) for the active session, updating in real time. Prior Day SVP: POC and Value Area from the previous completed session. These levels carry forward as horizontal references. Last Week SVP: POC and Value Area from the prior completed week. Each profile can be displayed as POC Only or POC + VA. The Value Area percentage is configurable (default: 70%). Static Reference Levels Prior Day High/Low (PDH/PDL): Previous day's range boundaries. Last Week High/Low (LWH/LWL): Previous week's range boundaries. Previous Session Close (PSC): The prior day's closing price. Premarket High/Low (PMH/PML): Dynamically tracked during the 18:00-08:30 premarket session. Opening Range (ORH/ORL): The first 15 minutes of RTH (08:30-08:45), with optional fill. All static levels are individually togglable with independent color and size controls. Deadzone A configurable time window (default: 11:00-13:00 CT) highlighted with a background fill and border lines. This marks the midday period where volume and follow-through typically thin out on equity index futures. The time window is adjustable in settings. Bar Coloring Optional bar coloring based on the close's relationship to the three primary VWAPs (Overnight, NY, Prev NY). Bars are colored bullish when above 2 of 3, bearish when below 2 of 3, and neutral otherwise. Disabled by default. Display Modes A master display mode toggle lets you switch between: Advanced All-Level: Shows everything you have enabled, the full suite. Simplified VWAP: Strips the chart down to just the Overnight VWAP, NY VWAP, Prev NY VWAP, and Opening Range. All volume profiles, static levels, and the deadzone are automatically hidden. Useful for cleaner charts or when you want to focus purely on VWAP structure. Labels Every plotted level gets a text label with optional price display, offset to the right of the current bar for readability. Labels can be globally toggled on/off. HOW TO USE 1. Add the indicator to your chart on an intraday timeframe (1m-30m recommended). It is defaulted for CME futures but can be adapted to any instrument by adjusting the session time inputs. 2. The default session times are built for US Central Time (Chicago). If your chart uses a different timezone, adjust the session inputs in the settings to match your market's session boundaries. 3. The default configuration shows most levels. Start by reviewing what each level represents, then toggle off anything that creates noise for your specific approach. 4. For cleaner charts, switch to "Simplified VWAP" mode, which isolates the core VWAP structure and Opening Range only. CONFIGURATION All session times, colors, line sizes, and visibility toggles are individually configurable. The settings are organized into numbered groups for clarity: 1. Master Display Mode 2. Session Times 3. NY VWAP Settings 4. Overnight VWAP Settings 5. Opening Range 6. Volume Profiles (SVP) 7. Static Levels 8. Higher Timeframe VWAPs 9. Deadzone 10. Bar Coloring 11. Labels LIMITATIONS The default session times are configured for CME futures with the standard 17:00-16:00 CT (close enough) session structure. If you are using this on equities, crypto, forex, or other instruments, you will need to adjust the session time inputs to match your market's electronic trading hours. The indicator will work on any instrument, but the session boundaries must be set correctly for accurate VWAP anchoring and level calculation. This is a feature-rich script with multiple VWAPs, volume profiles, and level calculations running simultaneously. Tradingview handles it well the vast majority of the time, but on occasion the script may load slowly or display incompletely. If levels appear missing or the indicator looks off, a simple page refresh will typically resolve it. The session volume profile uses a simplified volume distribution method (volume is evenly distributed across the bar's high-low range in tick-based bins). This is an approximation, not a tick-level volume profile. Accuracy improves on lower timeframes where bars have smaller ranges. The Overnight VWAP session detection uses an hour-based reset (detecting when the bar's hour enters 17:00 in exchange time) rather than PineScript's built-in session boundary detection. This is intentional: on CME futures, the VWAP session (1700-1600) matches the instrument's native session, which prevents the standard session boundary method from firing correctly. The deadzone time window relies on your chart's timezone setting. The default of 1100-1300 assumes US Central. Adjust if your chart uses a different timezone. NOTES This script is original work, but it stands on the shoulders of giants. The concepts and ideas behind it draw from numerous traders, educators, and open-source contributors who have freely shared their knowledge with the trading community. VWAP, volume profile, session levels, and opening range are not new ideas. What this script attempts to do is bring them together in a thoughtful, configurable way that reflects how an active futures day trader actually uses these tools in practice. I built this for my own trading first. I am sharing it as open source because the open-source community on Tradingview gave me the foundation to learn, and this is my way of giving back what I have been given. This is a structural tool, not a trading system. It does not generate buy/sell signals, alerts, or backtest results. Use it as a framework for building your own context around price action. It's all risky, so you may as well make the bet.

Indicator

by NotABigShortGuy

Live HTF Volume POC - ChartDNA This indicator displays a real-time volume profile with a dynamic Point of Control (PoC) line on any higher timeframe, from 15-minute sessions up to 3-month periods. HOW IT WORKS The script divides the selected timeframe's price range into configurable bins and accumulates normalized volume at each level. The bin with the highest volume is highlighted as the PoC. A stepping PoC line tracks how the highest-volume level shifts as the session develops in real time. When a new HTF session begins, the previous session's profile is frozen on the chart, building a visual history of volume distribution across sessions. FEATURES - Flexible timeframe selector supporting intraday (15m, 30m, 1h, 2h, 4h, 8h, 12h) through higher timeframes (Daily, Weekly, Monthly) - Dynamic PoC plotted as a stepline showing real-time PoC migration - 8 profile color styles: Default, Monochrome, Blue, Cyan, Green, Red, Orange, Purple (all gradient-based) - Adjustable bin count and PoC line width - Clean overlay with minimal chart clutter HOW TO USE - Use on lower timeframes (e.g., 5m or 15m chart) with a higher session timeframe (e.g., 1D or 1W) to see where volume is concentrating - The PoC level often acts as a magnet for price, useful for identifying support/resistance and mean-reversion zones - Combine with your existing price action or order flow analysis LIMITATIONS - Volume data quality depends on your broker/exchange feed - On very low-liquidity instruments, the profile may appear sparse - The indicator uses request.security() with a offset and lookahead to detect HTF boundaries; this does not introduce future data CREDITS Based on "Real-Time HTF Volume Footprint" by BigBeluga (open-source, CC BY-NC-SA 4.0). Modified with added timeframe flexibility, multiple gradient color styles, PoC line customization, and UI cleanup.

Indicator

In-depth global business and economic analysis Comprehensive trading education and market insights