Darvas Box Breakout Quality [AGPro Series]Darvas Box Breakout Quality
🔹 OVERVIEW
Darvas Box Breakout Quality is built for one of the most recognizable and widely searched chart-pattern structures in technical analysis: the Darvas Box.
The script focuses on the full Darvas lifecycle:
Box formation → compression quality → breakout direction → volume support → failed-break behavior.
Instead of treating every horizontal range as support and resistance, this script waits for a Darvas-style structure to form, validates the box by age and volatility-adjusted height, then evaluates how price resolves from that box. The result is a clean chart-pattern workflow designed for traders who want to study rectangular compression and breakout quality without turning the chart into a crowded zone map.
The main visual element is the active Darvas box itself. By default, resolved boxes are removed after breakout so the chart stays focused on the current live structure instead of filling with old rectangles.
🔹 WHAT MAKES IT DIFFERENT
Most box or breakout tools stop at drawing a rectangle or marking the first break beyond a level. Darvas Box Breakout Quality adds structure, scoring, and failure awareness.
Core differentiators:
• Darvas-first structure logic
The rectangle is not a generic support/resistance zone. It comes from a Darvas box formation process built around a fresh seed high, containment, age, and volatility-adjusted box height.
• Compression quality
The script measures whether the box has enough maturity and controlled range behavior before treating it as a meaningful active structure.
• Breakout quality score
Every qualified breakout is evaluated with a 0-100 model that includes compression quality, relative volume, breakout distance, candle body participation, and directional close location.
• Volume confirmation
Breakout labels can require volume support, helping separate stronger participation events from weaker boundary pokes.
• Failed-break tracking
After breakout, the script watches whether price returns back inside the former box within the selected failure window. If it does, the event is marked as a failed break.
• Premium visual restraint
The default chart view uses one active box, compact labels, controlled label spacing, and a compact AGPro panel. The goal is to make the chart informative without making it noisy.
🧭 WHY THIS DOES NOT OVERLAP WITH OTHER AGPRO TOOLS
This script is intentionally separated from the existing AGPro breakout and chart-pattern family.
It is not Inside Bar Breakout Quality, because it does not require a mother bar or inside-bar compression sequence.
It is not Donchian Breakout Quality, because it is not based on rolling channel highs and lows.
It is not Opening Range Breakout logic, because it is not tied to a session-defined range.
It is not Triangle Breakout Quality, because it does not use converging pivot boundaries, apex pressure, or diagonal structure.
It is not Breakout Volume Quality, because volume is only one part of the confirmation model, not the entire concept.
It is not a supply/demand, order-block, or generic support/resistance zone script. The rectangle exists only when the Darvas box formation process supports it.
That distinction matters visually and analytically. On the chart, this script tells a Darvas story: rectangular compression, active box behavior, quality of release, and failed-break review.
⚙️ METHODOLOGY
1. Darvas seed detection
The script looks for a fresh high over the selected lookback period. This high becomes the initial reference for a potential Darvas box.
2. Box formation
After the seed appears, price must spend enough time contained beneath the upper boundary while the lower boundary develops. The box remains in formation until it meets the selected age and height requirements.
3. Volatility normalization
The box height is measured relative to ATR. This helps filter boxes that are too flat to matter or too wide to represent clean compression.
4. Active box state
When the box qualifies, the script displays the active Darvas box and optional midpoint. The box projects forward so the active breakout boundary remains visible while price approaches it.
5. Breakout confirmation
A bullish breakout requires price to resolve above the Darvas top. A bearish breakout requires price to resolve below the Darvas bottom. Users can require close-based confirmation for stricter filtering.
6. Quality score
The breakout score combines:
• Compression quality
• Relative volume support
• ATR-normalized breakout distance
• Candle body participation
• Directional close location
7. Failed-break monitoring
After breakout, the script watches a defined number of bars. If price returns back inside the former Darvas boundary, the failed-break marker is printed.
📊 PANEL
The AGPro panel summarizes the current Darvas environment:
• Box Age
• Compression
• Breakout Side
• Volume Support
• Latest Quality / State
The first panel row follows the AGPro publication standard: one merged blue header row containing only the panel title. Panel location, panel theme, and panel font size are adjustable from settings.
🎛️ KEY INPUTS
Darvas Box Detection
• New High Lookback
• Minimum Box Age
• Maximum Box Age
• ATR Length
• Minimum Box Height ATR
• Maximum Box Height ATR
• Require Close Beyond Box
Breakout Quality
• Volume MA Length
• Volume Support Threshold
• Require Volume Support
• Target Break Distance ATR
• Minimum Breakout Score
• Failed Break Window
Visual Controls
• Show Active Darvas Box
• Show Box Midline
• Show Breakout Labels
• Show Failed Break Markers
• Keep Resolved Box
• Box Projection Bars
• Label Cooldown Bars
• Maximum Visible Labels
• Label Offset ATR
• Label Stack Offset ATR
• Label Font Size
Panel
• Panel Location
• Panel Theme
• Panel Font Size
🔍 HOW TO READ IT
When a Darvas box becomes active, the chart displays the live rectangular structure. The panel shows how old the box is, how compressed it is, and whether the latest environment has breakout direction or volume support.
When price resolves outside the box with enough quality, the chart prints a compact breakout label such as UP 79 or DN 75. The number represents the breakout quality score.
When price fails to hold outside the box and returns back inside during the selected failure window, the script prints a compact failed-break marker such as FAIL UP or FAIL DN.
The best readings come when the box is visually clear, compression is meaningful, and the breakout candle has both directional close quality and volume support.
🧩 BEST USE CASES
• Classic Darvas box formations
• Rectangular range compression
• Box breakout quality review
• Volume-backed breakout confirmation
• Failed-break review after a box release
• Clean chart-pattern study
• Multi-timeframe Darvas structure observation
• Screenshot-friendly public chart analysis
🧠 VISUAL DESIGN PHILOSOPHY
Darvas Box Breakout Quality is designed to look premium through restraint.
The script avoids filling the chart with old boxes by default. It keeps the active Darvas box as the main visual layer, uses short event labels, adds cooldown and stack spacing to reduce overlap, and keeps the panel compact.
This makes the indicator easier to publish, easier to read, and easier to use across different symbols and timeframes.
🔔 ALERTS
The script includes alert conditions for:
• High-quality bullish Darvas breakout
• High-quality bearish Darvas breakout
• Failed bullish Darvas breakout
• Failed bearish Darvas breakout
These alerts follow the same structure-aware logic used by the chart labels.
🔹 LIMITATIONS AND TRANSPARENCY
Darvas box detection is structure-based and depends on the selected lookback, age, and ATR filters. Changing those settings can make the script more selective or more active.
Volume support depends on the quality of the symbol's volume feed. On instruments where volume is less informative, users may prefer to adjust the volume threshold or disable the volume requirement.
The score is a structured description of breakout quality according to the script's internal model. It is designed to help compare Darvas box releases by quality, not to replace the user's broader market context.
✅ IDEAL USER
This script is designed for traders who want a focused Darvas box tool with cleaner structure detection, breakout quality scoring, volume confirmation, failed-break awareness, and a premium chart layout.
It is best suited for users who want the Darvas box itself to remain the main story on the chart. Indicator
Flag Continuation Zones [AGPro Series]🔷 Flag Continuation Zones
Flag Continuation Zones is a premium bull flag and bear flag continuation engine designed to identify clean continuation structures without turning the chart into a generic breakout scanner.
The script focuses on a classic, highly recognizable price-action sequence:
impulse pole → controlled flag compression → qualified breakout → forward continuation zone
Instead of marking every small consolidation as a flag, the engine validates the structure through pole strength, travel efficiency, flag depth, channel compression, trend alignment, breakout distance, and optional volume participation.
🔷 What Makes This Different
Most flag indicators are visually simple but structurally loose. They often label shallow pauses, random pullbacks, or broad ranges as flags.
Flag Continuation Zones takes a stricter route.
It first requires a validated impulse pole. The move must be large enough relative to ATR and efficient enough to show directional commitment. After that, the script waits for a controlled counter-trend flag window. The flag must remain compact, avoid excessive retracement, and preserve continuation structure before any breakout is accepted.
This creates a chart experience that is more selective, cleaner, and easier to trust visually.
🔷 How The Engine Works
The script evaluates four core stages:
1. Pole Validation
The prior impulse is measured by ATR multiple and path efficiency. This helps separate real directional movement from noisy grinding price action.
2. Flag Compression
After the pole, the script studies the consolidation window. A valid flag must remain inside an acceptable depth and range relative to the pole.
3. Breakout Confirmation
A continuation event is accepted only when price clears the flag boundary with an ATR buffer and, when available, enough volume participation.
4. Continuation Mapping
Accepted structures create a forward rectangular zone, an impulse pole line, a breakout label, and an optional measured-move projection line.
🔷 Visual Design
The visual language is intentionally restrained:
- clean bull and bear flag labels
- rectangular continuation zones
- impulse pole reference lines
- optional measured-move target line
- trend EMA context
- compact AG Pro status panel
- adjustable panel location
- dark and light panel themes
- adjustable label and panel font sizes
The goal is to make the pattern visible and premium without crowding the chart.
🔷 How This Is Different From Other AGPro Tools
This script is not a generic Trend Continuation Quality tool. It is not an abstract continuation scorecard.
It is specifically built around the flag pattern family:
- impulse pole quality
- flag channel compression
- breakout through the flag boundary
- measured-move continuation context
It also avoids overlapping with triangle, consolidation breakout, Donchian breakout, inside-bar breakout, and trendline tools by staying focused on the pole-and-flag structure itself.
🔷 Best Fit
This script is useful for traders who want to scan for cleaner bull flag and bear flag continuation patterns across crypto, forex, stocks, indices, and futures.
It is especially suitable for:
- continuation traders
- breakout traders who want stricter structure
- price-action traders who follow classic chart patterns
- users who prefer rectangular zones and measured-move context
- traders who want fewer but higher-quality labels
🔷 Key Inputs
Important controls include:
- Pole Lookback
- Flag Window
- Minimum Flag Bars
- Minimum Pole ATR Multiple
- Minimum Pole Efficiency
- Maximum Flag Depth
- Maximum Flag Range
- Breakout Buffer
- Volume Confirmation
- Signal Cooldown
- Zone Forward Bars
- Label Font Size
- Panel Location
- Panel Theme
- Panel Font Size
🔷 In One Sentence
Flag Continuation Zones turns the classic bull flag and bear flag pattern into a cleaner, scored, zone-based continuation map built for premium public chart presentation.
Indicator
Effort vs Result Reaction Map [AGPro Series]Effort vs Result Reaction Map
⚖️ OVERVIEW
Effort vs Result Reaction Map is a premium volume-price reaction indicator built around one of the most practical ideas from Wyckoff and Volume Spread Analysis: effort only matters when it is compared with result.
Many volume tools stop at identifying high volume, relative volume spikes, wide candles or bullish/bearish pressure. This script goes further by asking a more selective question:
Is the market actually getting progress for the effort being spent?
The indicator compares normalized participation effort, ATR-adjusted price progress, close-location quality, directional efficiency and wick behavior. The output is a clean reaction map that highlights two specific event families:
• High effort + poor result
• Low effort + strong result
That makes the script different from a simple volume spike detector, a generic pressure map, a support/resistance drawer or a full Wyckoff phase tool. It is focused on the moment where participation and progress become meaningfully disconnected.
🔬 CORE IDEA
Effort is built from two dimensions:
• Relative volume versus a rolling participation baseline
• Candle spread normalized by ATR
Result is built from:
• Price progress over a configurable number of bars
• Close-location quality in the direction of progress
• ATR-normalized movement quality
Efficiency measures the relationship between those two sides. A bar can show strong volume, but if price does not achieve directional progress, the script treats that as a potential failed-progress reaction. A bar can also move cleanly with surprisingly low effort, which can reveal ease of movement and directional acceptance.
🧭 WHAT MAKES IT DIFFERENT
Most public volume indicators answer one of these questions:
• Is volume high?
• Is relative volume expanding?
• Is price near a volume shelf?
• Is pressure bullish or bearish?
• Is a Wyckoff phase forming?
Effort vs Result Reaction Map answers a narrower and more actionable chart-reading question:
Did the market receive enough result for the effort it spent?
This keeps the tool focused and prevents it from overlapping with broader volume profile, relative volume, delta, session reaction or support/resistance scripts. It does not try to label accumulation, distribution, spring, upthrust or phase structure. Instead, it turns effort/result imbalance into a compact reaction framework that can sit cleanly on any chart.
🎯 SIGNAL TYPES
High Effort + Poor Result
This event appears when participation and spread are unusually active but price progress remains weak. The script studies wick behavior and candle direction to estimate which side attempted progress and failed. The label then expresses the opposite reaction bias:
• Failed Bull Progress
• Failed Bear Progress
Low Effort + Strong Result
This event appears when price makes strong directional progress while effort remains unusually light. This can suggest ease of movement, cleaner directional travel or a lack of opposing participation in that moment:
• Low Effort Rise
• Low Effort Drop
Each event must pass a confidence threshold and a visual cooldown before it appears on the chart. This keeps the output selective and suitable for publication-quality screenshots.
🟦 REACTION BOXES
The script can draw rectangular reaction boxes around qualified events. These boxes are not generic support and resistance zones. They are event-native reaction ranges created only when the effort/result engine finds a meaningful imbalance.
Reaction boxes help the user track whether the market later respects, revisits or ignores the area where effort and result became disconnected. The box length, padding, transparency and minimum confidence are configurable.
This gives the chart more structure without turning the indicator into another broad zone tool.
📊 PANEL
The compact panel reports:
• Effort
• Result
• Efficiency
• Reaction Bias
• Confidence
The first panel row follows the AGPro standard format: one merged blue header row containing only the script name. Panel location, panel theme and panel font size are all configurable from the settings.
⚙️ KEY SETTINGS
Engine
• Effort Baseline Length controls the volume normalization baseline.
• ATR Normalization Length controls spread, progress and object spacing.
• Result Progress Bars defines how far back the result comparison looks.
• Volume Weight In Effort balances relative volume versus candle spread.
Reaction Thresholds
• High Effort Threshold defines unusual participation.
• Low Effort Threshold defines unusually light participation.
• Poor Result Threshold filters failed-progress events.
• Strong Result Threshold filters low-effort strong-result events.
• Minimum Event Confidence controls final event selectivity.
• Visual Cooldown Bars keeps labels and boxes from clustering.
Reaction Boxes
• Box Minimum Confidence keeps boxes more selective than labels if desired.
• Box Extend Right Bars controls how long reaction ranges remain visible.
• Box ATR Padding gives boxes a clean margin around the event candle.
• Box Transparency controls chart softness.
Labels And Markers
• Event labels can be enabled or disabled.
• Label confidence can be shown or hidden; it is hidden by default for cleaner screenshots.
• Label font size defaults to Normal.
• Label offset uses ATR so labels stay away from candle bodies.
• Directional markers provide a minimal visual cue for qualified reactions.
🧠 HOW TO USE
Apply the script to a liquid market and start with the default settings.
Watch for high-effort poor-result labels when volume and spread expand but the market fails to make clean progress. These areas can be useful for studying absorption, failed pushes and short-term reaction shifts.
Watch for low-effort strong-result labels when price moves cleanly without requiring heavy participation. These events can help identify easier directional travel and cleaner movement conditions.
Use the reaction boxes as context zones created by the event itself. They are best read together with structure, trend context, liquidity areas, session behavior or your own discretionary framework.
✅ BEST USE CASES
• Spotting failed directional progress after heavy participation
• Comparing volume effort with actual price result
• Identifying clean movement when result expands on lighter effort
• Studying short-term absorption and efficiency shifts
• Adding Wyckoff/VSA-inspired logic without using a full phase detector
• Keeping a premium chart layout with selective labels and contextual boxes
🧩 LIMITATIONS AND TRANSPARENCY
Effort vs Result Reaction Map is an analytical indicator, not a strategy.
It does not classify full Wyckoff phases, does not draw generic support/resistance, and does not attempt to forecast future price. Its purpose is to organize observed effort/result behavior into a clean visual framework.
Event quality depends on symbol behavior, timeframe, volume reliability and selected thresholds. Markets with unreliable volume data may need more conservative settings.
The script is designed to be selective by default, but users can tune thresholds, confidence, cooldown, label size, panel theme and reaction box visibility to match their preferred chart style.
Indicator
Low Volume Pullback Zones [AGPro Series]Low Volume Pullback Zones
🔷 Overview
Low Volume Pullback Zones is a trend-continuation overlay built for one very specific market behavior: a trend is already established, price retraces in a controlled way, volume dries up during that retracement, and the market later reclaims a continuation trigger.
The default profile is tuned for daily swing charts, where low-volume retracements usually form cleaner structural pockets and the chart has enough space for the boxes to read properly. A 4H Active preset is included for traders who want more frequent mapping, while Custom mode exposes the raw controls.
Many pullback tools focus only on price touching a moving average, a SuperTrend line, or a generic support/resistance area. This script is intentionally narrower. It looks for the quieter part of a trend: the moment where participation contracts during a retracement, the pullback stays shallow relative to the prior impulse, and a clean continuation pocket can be mapped with a visible invalidation boundary.
The goal is not to mark every trend candle. The goal is to isolate the cleaner pauses inside trend conditions where the pullback behaves like controlled absorption instead of aggressive reversal pressure.
🟩 What The Script Detects
The engine combines five layers:
1. Trend Side
The script first checks whether the market has a clean bullish or bearish trend profile using EMA alignment, EMA slope, DI direction, and ADX strength. If the trend is flat or mixed, the script avoids mapping low-quality pullbacks.
2. Low RVOL Retracement
During a pullback, the script measures relative volume against a rolling volume baseline. A stronger dry-up score means the retracement is happening with lighter participation, which often creates a cleaner continuation context than high-volume countertrend pressure.
3. Shallow Pullback Depth
The pullback is measured against the prior impulse reference range. Controlled retracements receive higher scores, while deep retracements move toward failure risk.
4. Continuation Trigger
The script waits for price to reclaim beyond the pullback pocket boundary with a small ATR buffer and relative-volume recovery. This prevents the chart from filling with premature pullback labels before the structure actually confirms.
5. Invalidation Boundary
Every active dry-up pocket has a structural boundary beyond the deepest pullback extreme. If price breaks that boundary, the pocket is treated as invalid rather than leaving an old setup on the chart.
🟦 Chart Visuals
The main visual layer is the Dry-Up Pullback Pocket.
When a valid pullback begins, the script draws a compact rectangular pocket around the retracement range. If the pocket confirms, the script projects a tighter functional retest/hold zone instead of extending the entire historical pullback range. This makes the zone easier to use: bullish zones focus on the reclaimed upper pocket area, bearish zones focus on the reclaimed lower pocket area, and the dotted invalidation boundary remains beyond the failed side of the structure.
Dry-Up Watch labels can appear before final confirmation when the pullback already has strong volume contraction and acceptable structure. Rejected context boxes are optional and disabled by default because they are diagnostic, not actionable hold zones. Trigger labels remain compact and controlled by cooldown logic. The default behavior keeps the chart active enough to be useful without making it feel crowded or noisy.
🟨 Info Panel
The panel summarizes the current state:
Trend Side - bullish trend, bearish trend, or no clean trend.
Dry-Up Score - how strongly volume contracted inside the active or most recent pocket.
Pullback Depth - retracement depth relative to the prior impulse.
Trigger State - mapping, triggered, expired, boundary lost, trend lost, or waiting.
Failure Risk - a compact risk read based on depth, volume behavior, and pullback duration.
The panel location, panel theme, panel font size, and label font size are configurable from settings. The first panel row follows the AGPro Series standard format with a single merged blue header row.
🟪 What Makes This Different
This script is not a generic trend meter.
It is not a SuperTrend reaction tool.
It is not a broad continuation score dashboard.
It is not a volume spike or climax detector.
Low Volume Pullback Zones is focused on the relationship between trend continuation and volume contraction during the retracement itself. That makes the script different from tools that only measure trend strength, moving-average reclaim, breakout quality, support/resistance reactions, or high-volume pressure events.
The core question is:
Did the pullback become quiet enough, shallow enough, and controlled enough to justify a mapped continuation pocket?
That narrow question is what gives the script its identity.
🧭 How To Read It
Bullish dry-up pocket:
The trend filter is bullish, price retraces into the EMA lane, average RVOL contracts, depth remains controlled, and price reclaims the upper pocket boundary.
Bearish dry-up pocket:
The trend filter is bearish, price retraces upward into the EMA lane, average RVOL contracts, depth remains controlled, and price reclaims the lower pocket boundary.
Failure risk:
Failure risk rises when the pullback becomes too deep, too long, or too active in volume terms. A higher failure risk means the retracement is no longer behaving like a quiet continuation pause.
Invalidation boundary:
The dotted boundary marks the structural area where the active pocket is no longer considered valid.
⚙ Key Settings
Engine Preset:
Daily Swing is the default and is designed for cleaner publication-grade structure. 4H Active keeps more frequent lower-timeframe pockets. Custom uses the direct input values.
Fast / Mid / Slow EMA Lengths:
Control the trend structure used by the pullback engine.
Minimum ADX and Minimum EMA Slope:
Help the script avoid mapping dry-up pockets in flat conditions.
Relative Volume Length:
Defines the baseline used to measure volume dry-up.
Preferred Pullback RVOL:
Controls how quiet the pullback should be to receive full dry-up credit.
Preferred Max Depth:
Defines the ideal shallow retracement threshold.
Trigger Buffer:
Adds a small ATR-based confirmation buffer beyond the pullback pocket.
Pocket Projection Bars:
Controls how far completed pockets extend to the right.
Functional Zone Width:
Controls how much of the original pullback range is projected after confirmation. Smaller values create a tighter retest/hold pocket; larger values keep more of the original pullback structure.
Label Cooldown and Max Structures:
Keep the overlay readable and publication-clean.
📌 Best Use
This indicator is best used on markets that already show directional structure. It is designed for traders who study trend continuation, relative volume behavior, pullback quality, and invalidation-based chart structure.
It can be used across crypto, forex, indices, equities, and commodities, but the most useful results generally appear when the market has enough trend strength for low-volume retracements to matter.
🟧 Design Philosophy
Low Volume Pullback Zones was built to keep the chart premium and readable:
Clean pocket boxes instead of noisy background clutter.
Restrained watch and trigger labels instead of constant marker spam.
Visible invalidation boundaries instead of ambiguous zones.
Professional RVOL and depth scoring instead of simple moving-average touches.
Configurable panel and label sizing for different chart layouts.
The script is intentionally selective. Its strongest value comes from filtering out ordinary pullbacks and highlighting the ones where trend, volume dry-up, shallow depth, and continuation confirmation align.
Indicator
Breakout Volume Quality [AGPro Series]Breakout Volume Quality
🔷 OVERVIEW
Breakout Volume Quality is a chart-overlay indicator built to answer one specific question:
When price breaks a defended level, did that break carry real participation quality, or was it only a low-conviction move beyond the line?
Many breakout tools detect the level break itself. This script goes one layer deeper. It evaluates the breakout candle through relative volume, body efficiency, close location, distance beyond the broken level, expansion versus ATR, and the quality of the underlying support-resistance range. The output is a clean 0-100 breakout volume quality score, a visual confirmation band, a compact event label, and a retest state panel.
The goal is not to mark every possible breakout. The goal is to separate a cleaner participation-backed break from a weak level poke that deserves less visual attention.
🔹 CORE IDEA
A breakout is more useful when price does more than cross a line.
Breakout Volume Quality looks for a sequence:
1. A support or resistance reference is built from repeated pivot interaction.
2. Price closes beyond that defended level by an ATR-adjusted buffer.
3. The breakout candle is graded for relative volume participation.
4. Candle structure is checked for efficient body control and directional close quality.
5. The move is measured against ATR to understand displacement and expansion.
6. Confirmed events project a forward confirmation band.
7. The script then tracks whether the broken level produces a clean retest hold, expires, or fades back inside.
This creates a more complete event map than a simple arrow above or below a candle.
💠 UNIQUE EDGE
The edge of this script is the "volume verdict" layer.
It does not simply ask whether price broke resistance or support. It asks whether the break showed enough participation quality to deserve confirmation.
That distinction matters because visually similar breakouts can behave very differently:
- A break with elevated relative volume, strong body efficiency, and a close near the directional extreme usually communicates cleaner participation.
- A break with low relative volume, wick-heavy structure, and a weak close beyond the level may be more fragile.
- A move that breaks, confirms, and later holds the band is visually different from a move that immediately fades back inside.
Breakout Volume Quality turns those differences into a readable score and a structured chart layer.
🔶 WHAT MAKES IT DIFFERENT FROM OTHER AGPRO BREAKOUT TOOLS
This script was intentionally designed to avoid overlapping with the existing AGPro breakout family.
It is not a Donchian breakout tool.
It does not revolve around a rolling channel high or low as the main concept. The level reference comes from defended pivot interaction, and the main evaluation is the volume quality of the break.
It is not an Inside Bar breakout tool.
It does not require a parent candle compression pattern. The script can evaluate broader defended levels rather than only inside-bar structures.
It is not an Opening Range breakout tool.
There is no session opening window, no locked opening range, and no session-specific model.
It is not an ATR Envelope breakout tool.
It does not treat a dynamic volatility envelope as the breakout boundary. ATR is used for normalization, buffers, bands, and score scaling.
It is not a Break-Retest quality tool.
The retest state is included for workflow context, but the core score is assigned to the breakout candle and its participation quality. The first retest is not the central scoring event.
It is not a Failed Break or trap-reclaim tool.
Weak breaks are faded as failed confirmations, but the script does not rebuild the event into a reversal or reclaim model.
It is not a general RVOL pressure map.
Relative volume is used specifically to validate level breaks, not to classify all candles into broad pressure states.
This gives Breakout Volume Quality its own clear lane: breakout participation quality around defended levels.
📌 VISUAL COMPONENTS
Breakout Line
The broken level is extended forward so the user can see the exact structural reference being tested.
Decision Rails
Eligible defended support and resistance references are displayed as subtle forward rails. These rails keep the chart active while price is building around a level, without turning the script into a generic support-resistance map.
Volume Build-Up Windows
Compact boxes labeled BULL SETUP or BEAR SETUP can frame areas where price is building volume pressure near an eligible breakout level before confirmation. These windows are concept-native: they show pre-breakout participation pressure, not generic support-resistance zones.
Optional Advanced Layers
RVOL approach marks, quality candle glow, and pressure trail points are available for users who want more activity on the chart, but they are disabled by default so the main public view remains easy to read.
Confirmation Band
A rectangular band is projected around the broken level. Confirmed events use stronger visual emphasis, while weak confirmations are faded so the chart keeps important context without becoming noisy.
Failed-Confirmation Fade
When price breaks a level but fails the volume, score, candle structure, or close-quality model, the event can still be shown as a softer failed confirmation band. Cleaner weak confirmations can also print WEAK UP or WEAK DOWN labels through a minimum-score filter, so the chart gains more context without labeling every low-quality break.
Retest Hold Label
After a confirmed breakout, the script watches the band for a clean hold. A retest hold is labeled only once so the chart remains controlled.
Summary Panel
The panel displays the current breakout side, volume confirmation, expansion, retest state, and score. It is designed for quick chart reading without covering the price action.
⚙️ SCORING MODEL
The score is built from six components:
Relative Volume
Measures whether current participation is meaningfully above its volume baseline.
Body Efficiency
Measures how much of the candle range is represented by the real body.
Directional Close Location
Checks whether the candle closes toward the breakout side of its own range.
Break Distance
Measures how far the close finishes beyond the broken level in ATR terms.
Expansion
Measures the breakout candle range relative to ATR.
Range Quality
Rewards levels that come from a more defined structure rather than a loose oversized range.
Together, these components produce a transparent 0-100 score and a grade-style readout.
🧭 HOW TO USE
Use the script to study whether a breakout has participation quality.
A stronger event usually has:
- A clean close beyond the level.
- Relative volume above the confirmation threshold.
- A body-dominant candle.
- A close near the breakout-side extreme.
- Meaningful ATR-normalized displacement.
- A confirmation band that later holds during a retest.
A weaker event may show:
- Low relative volume.
- A wick-heavy breakout candle.
- A close barely beyond the level.
- Fast return back inside the broken structure.
- A faded failed-confirmation label instead of a confirmed event.
The script is best used as a structured chart-reading layer. It helps organize breakout quality, but it is not a complete trading system by itself.
🔷 KEY INPUTS
Pivot Strength
Controls how support and resistance references are confirmed.
Minimum Level Touches
Requires repeated interaction before a level becomes eligible.
Level Match Tolerance ATR
Groups nearby pivots into one defended level.
Close Beyond Level ATR
Controls how decisive the break must be beyond the level.
RVOL Confirmation Threshold
Defines the participation level required for volume confirmation.
Minimum Body Efficiency
Filters weak, wick-heavy breakout bars.
Directional Close Location
Requires the candle to close toward the breakout side.
Minimum Score To Confirm
Controls how selective confirmed breakout labels should be.
Confirmation Band ATR
Sets the height of the projected band around the broken level.
Retest Watch Window
Defines how long the script watches for a clean retest hold.
Panel Location / Theme / Font Size
Allows the panel to be adapted to different chart layouts.
Label Font Size / Label Offset
Keeps labels readable and away from candle bodies.
🔶 BEST USE CASE
Breakout Volume Quality works best when the chart has visible defended levels and the user wants a cleaner way to judge whether the break had enough participation behind it.
It is especially useful for:
- Breakouts through repeated swing highs or swing lows.
- Range exits where volume quality matters.
- Comparing strong break candles against weak level pokes.
- Reviewing whether a breakout level later behaves as a confirmation band.
- Keeping weak break attempts visible without giving them the same visual weight as confirmed events.
The script is intentionally restrained: no oversized dashboard, no heavy channel system, no session dependency, and no unnecessary signal spam. The chart stays focused on the level, the break, the volume verdict, and the retest state.
🔹 ALERTS
The script includes alert conditions for:
- Bullish breakout volume confirmation.
- Bearish breakout volume confirmation.
- Breakout failed volume confirmation.
- Breakout retest hold.
- Breakout failed back inside.
These alerts are event prompts for chart review and workflow organization.
💎 DESIGN PHILOSOPHY
Breakout Volume Quality is built to feel clean, premium, and practical on a public PulseWire chart.
The visual hierarchy is deliberate:
- Confirmed breaks are visible but not loud.
- Cleaner weak confirmations are faded and labeled through a score filter, while low-quality weak breaks stay visually softer.
- Decision rails keep active levels visible between major events.
- Labeled setup windows explain where pre-breakout volume pressure is forming.
- Optional activity layers are available, but the default chart does not rely on unlabeled dots.
- Bands are long enough to make the level meaningful.
- Retest labels appear only when the state actually changes.
- The panel stays compact and focused on the fields that matter.
The result is a breakout tool that is easy to understand at first glance, but still has enough structure underneath to support serious review.
Indicator
Volume Absorption Zones [AGPro Series]Volume Absorption Zones
🔷 Overview
Volume Absorption Zones is a chart-overlay volume analysis tool built around one specific market condition: high effort with limited price result.
Instead of marking every high-volume candle as important, the script looks for candles where participation expands while the candle range stays compressed, the close location shows directional control, and the resulting price area can be tracked as a forward absorption zone.
When a valid event appears, the script draws a rectangular bullish or bearish absorption box, projects it forward, adds an invalidation level, and continues monitoring whether the zone is defended, failed, or left as active context.
The goal is to make absorption visible as a lifecycle on the chart rather than a one-bar marker.
🔹 Core Idea
Absorption is not the same thing as a volume spike.
A volume spike can appear during expansion, exhaustion, liquidation, news reactions, or ordinary session activity. This script focuses on a narrower structure:
- Volume expands relative to its recent baseline.
- Candle spread remains compressed relative to its recent range baseline.
- The close location shows directional control.
- The wick/body structure leaves a usable absorption range.
- The zone remains visible after the event so later defense or failure can be evaluated.
Bullish absorption is modeled as high participation absorbed near the lower side of the candle while the close finishes with upper-side control.
Bearish absorption is modeled as high participation absorbed near the upper side of the candle while the close finishes with lower-side control.
This makes the script an effort-versus-result zone model, not a generic volume highlight.
💎 What Makes This Script Different
Most volume absorption scripts and high-volume tools stop at one of three outputs:
- A candle color.
- A triangle or label.
- A simple high-volume marker.
Volume Absorption Zones goes further by converting the detected event into a managed chart zone.
The script keeps asking questions after the first signal:
- Where is the absorption range?
- Is the zone still active?
- Has price defended the zone?
- Has price closed beyond the invalidation level?
- Is follow-through improving or fading?
- How old is the zone?
- Is the current context bullish absorption, bearish absorption, defended, failed, or mature?
This lifecycle approach is the main design difference. The first event creates the zone; the later candles tell the story.
🧭 Difference From Other AGPro Scripts
This script was designed to sit in a separate lane from existing AGPro volume and price-action tools.
It is not Volume Climax Detector.
Volume Climax Detector focuses on extreme participation and climax-style events. Volume Absorption Zones focuses on compressed effort: elevated volume with limited spread and a forward zone that can later defend or fail.
It is not Relative Volume Pressure Map.
Relative Volume Pressure Map classifies broader relative-volume pressure and pressure efficiency. Volume Absorption Zones does not try to build a broad pressure regime. It isolates concrete absorption ranges and follows their lifecycle.
It is not Volume Delta Imbalance Map.
Volume Delta Imbalance Map is built around flow imbalance behavior. Volume Absorption Zones does not estimate bid/ask delta, CVD, or directional transaction flow. It stays OHLCV-native and uses candle structure plus relative volume effort.
It is not Volume Profile Acceptance Ladder or a POC tool.
This script does not build volume profile bins, value area, POC magnets, acceptance ladders, or auction distribution zones. Its zones come only from absorption-candle conditions.
It is not a general support/resistance drawer.
The boxes are not swing highs, swing lows, pivots, order blocks, or manually projected support/resistance areas. A box appears only when the absorption engine detects high effort, compressed result, close-location control, and sufficient quality.
That separation is important: the script is not a renamed version of another AGPro concept. Its role is absorption-zone lifecycle tracking.
⚙️ How The Engine Works
The script evaluates each candle through a structured sequence:
1. Volume Effort
Current volume is compared with a rolling volume baseline. The event must show elevated participation before any absorption zone can be created.
2. Spread Compression
The candle range is compared with a recent spread baseline. A qualifying event needs limited price travel relative to normal range behavior.
3. Close Location
Bullish absorption requires the close to finish in the upper part of the candle. Bearish absorption requires the close to finish in the lower part of the candle.
4. Absorbed Wick Share
The script checks whether the candle leaves enough absorbed-side structure to define a useful zone.
5. Absorption Quality
Effort, compression, and close-location behavior are blended into a quality score. This helps filter weaker events and keeps the chart focused on stronger absorption structures.
6. Zone Projection
When the event qualifies, the script draws a rectangular zone and extends it forward for the selected number of bars.
7. Invalidation Level
Each zone receives an ATR-buffered invalidation line beyond the absorption range.
8. Defense / Failure Tracking
After the zone is created, the script tracks whether price defends the range or closes beyond invalidation.
📦 Zone States
Active
The zone has been created and remains unresolved.
Defended
Price interacts with the zone and closes back in favor of the zone direction.
Failed
Price closes beyond the ATR-buffered invalidation level.
Mature
The zone remains active beyond the selected age threshold.
These states help the user understand whether an absorption zone is still relevant, has been respected, or has lost its structure.
📊 AGPro Panel
The dashboard summarizes the latest absorption context without requiring the user to inspect every box manually.
Panel fields:
- Absorption Side
- Effort Score
- Spread Compression
- Follow-through
- Zone Status
- Zone Age
The panel follows the AGPro publication layout:
- Single merged blue header row.
- Header contains only the script panel title.
- Adjustable panel location.
- Adjustable panel theme.
- Adjustable panel font size.
🎯 Visual Design
The script is designed to be readable on clean publication charts:
- Bullish zones use the AGPro teal state color.
- Bearish zones use the AGPro pink state color.
- Failed zones shift to the neutral state color.
- Defended zones shift to the accent state color.
- Invalidation lines are dotted and subtle.
- Event labels are offset from candles so they remain visible.
- Label cooldown and maximum-label settings keep density under control.
- Active zone count is capped for performance and readability.
The default visual style is intentionally active, because absorption is easier to understand when the zone lifecycle is visible on the chart.
🔔 Alerts
Included alert conditions:
- Bullish Absorption Zone
- Bearish Absorption Zone
- Absorption Zone Defended
- Absorption Zone Failed
These alerts are tied to the same lifecycle states shown on the chart.
🛠 Key Inputs
Volume Baseline Length
Controls the lookback used to normalize current volume.
High Effort Threshold
Defines how much relative volume expansion is required before a candle can qualify.
Spread Baseline Length
Controls the range baseline used for spread compression.
Maximum Spread Ratio
Defines how compressed the candle must be relative to its baseline.
Strong Close Location
Controls how strongly the candle must close toward the active side.
Minimum Absorbed Wick Share
Requires visible absorbed-side candle structure before a zone can be accepted.
Minimum Absorption Quality
Filters events by the combined effort, compression, and close-location score.
Zone Extension Bars
Controls how far absorption boxes project forward.
Max Active Zones
Caps the number of active boxes retained on the chart.
Invalidation Buffer ATR
Controls the ATR buffer used for each zone's invalidation level.
Mature Zone Age
Defines when an unresolved zone is considered mature.
Max Zone Memory Bars
Removes older zones so the chart remains focused on recent, visible absorption context.
Label Cooldown Bars
Controls spacing between event labels.
Max Event Labels
Controls the maximum number of retained labels.
Label Font Size / Panel Font Size
Both default to Normal and can be adjusted from settings.
🧩 Best Use
Volume Absorption Zones is designed for traders who want to study:
- High-effort, low-result candles.
- Absorption zones that remain visible after the initial event.
- Whether later price action defends or fails those zones.
- Market areas where volume expands but price travel remains compressed.
- Weekly, daily, and intraday absorption structures without needing a lower-pane volume dashboard.
The script can be used across symbols and timeframes where PulseWire volume data is available. The quality of results depends on the instrument, session structure, liquidity, and reliability of the volume feed.
🔍 Limitations & Transparency
This script uses standard PulseWire OHLCV data.
It does not access order book data, bid/ask data, footprint data, true delta, or exchange-native transaction flow.
The absorption model is rule-based. It approximates absorption through relative volume effort, spread compression, close-location behavior, wick/body structure, and later zone interaction.
It does not predict future price movement and it does not issue buy or sell commands. It organizes absorption context on the chart so users can evaluate how price behaves around those zones.
Different instruments and timeframes may require input adjustments. Thin markets, irregular volume feeds, major gaps, and unusual sessions can affect event quality.
✅ Chart Reading Guide
For the clearest view, use a clean chart with only this script loaded. The boxes, labels, dotted invalidation lines, and panel are designed to explain the absorption lifecycle without requiring additional overlays.
Indicator
Indicator
Session Volume Profile by AUMBaumgartner# Session Volume Profile – VPOC | TPOC | VAH | VAL
This indicator calculates the volume profile of a complete trading session and displays the key statistical price levels directly on the chart — based on the Market Profile principles developed by J. Peter Steidlmayer.
The volume of each session is distributed evenly across the High-Low range of each bar and accumulated into price buckets. This produces the following levels:
**VPOC – Volume Point of Control**
The price with the highest traded volume of the session. This is the fairest price, as the most trading activity occurred here.
**TPOC – Time Point of Control**
The price touched by the most bars during the session. The time-based variant of the POC.
**VAH – Value Area High**
The upper boundary of the Value Area. Above this level, price is statistically overvalued.
**VAL – Value Area Low**
The lower boundary of the Value Area. Below this level, price is statistically undervalued.
**Value Area (VA)**
The price range in which 70% of session volume was traded. Within the Value Area, price is fairly valued. The Value Area is calculated according to Steidlmayer's original method: starting from the VPOC, the next two price levels above and below are compared. The side with the higher volume is added to the Value Area. In case of a tie, the upper side is preferred. This process repeats until 70% of total volume is captured.
The horizontal histogram displays the volume distribution across all price levels of the session. The VPOC bar is highlighted and the Value Area is shown in a distinct colour.
**How to use**
Buy when price is below VAL, sell when price is above VAH — as long as the market is in balance. If price remains outside the Value Area for 30 minutes or more, a new price level is likely developing.
**Settings**
Session start and end (HHMM), Value Area percentage, Tick Multiplier for bucket granularity, volume distribution over Range or Close, histogram left or right of the session, and all colours individually customisable.
Optimised for EUREX futures (DAX, Euro Stoxx), but works on all markets and timeframes.
Based on the Market Profile theory of J. Peter Steidlmayer. Indicator
Buy/Sell Pressure Meter [AGPro Series]Buy/Sell Pressure Meter
🔹 Overview
Buy/Sell Pressure Meter is a volume-flow analytics tool that quantifies the tug-of-war between buyers and sellers on every bar and on a rolling basis. Unlike traditional volume delta indicators that only plot raw bar-level buy minus sell, this tool layers four complementary lenses into a single oscillator: rolling pressure trend, imbalance streak tracking, intraday pressure shift count, and session-accumulated dominance. A subtle price-pane background tint gives a Bookmap-light read on intraday participation that works across crypto, futures, and liquid equities — without requiring tick-level order flow data.
🔹 Unique Edge
Most volume-delta scripts answer the question "which side was bigger on this bar?" This one answers a different, more useful question for intraday traders: "who has been in control, and how stable is that control?"
• Rolling Pressure Trend — a moving average of buy and sell pressure separately (dual histogram), so you see structural bias, not just bar-to-bar noise.
• Imbalance Streak Tracking — counts consecutive same-side dominant bars and labels only the final length of each significant streak at the moment the streak breaks. No per-bar label spam, one clean marker per event.
• Intraday Pressure Shift Count — how many times the rolling dominant side has flipped since session open. High shift count = rotational day. Low shift count = trending day.
• Session-Accumulated Net Delta — cumulative bull vs bear contribution since the day began, independent of the rolling window.
• Price-Pane Bookmap-Light Tint — a very high-transparency background tint paints the main chart pane when one side is rolling-dominant, so you see control visually without leaving the price chart.
These five lenses together are deliberately designed not to overlap with raw volume-delta or cumulative-volume-delta indicators. They describe the character of participation, not just its magnitude.
🔹 Methodology
Because standard chart data does not include true tick-level order flow, this script uses a widely-accepted proxy: up-bar volume is attributed to buy pressure, down-bar volume to sell pressure, and doji volume is split evenly. This is explicitly a simulated bias — not real bid/ask flow — and the script labels it as such in the panel.
From that proxy:
1. Current-bar bull pressure percentage = buyPressure / (buyPressure + sellPressure) × 100.
2. Rolling pressure = SMA of buy and sell pressure over the user-defined window (default 20 bars).
3. A bar is classified bull-dominant when its bull pressure percent exceeds the dominance threshold (default 55%), and bear-dominant at the mirror level.
4. Streaks count consecutive bars of the same classification and reset when a neutral or opposite bar prints. Peak length is captured at the moment of reset and optionally labelled on chart.
5. Pressure shifts compare the current rolling dominant side against the last confirmed non-neutral dominant side; a change increments the intraday shift counter (only on intraday timeframes).
6. Session delta is the cumulative net delta since the last daily rollover.
🔹 Signals & States
• Dual histogram — buy pressure (teal, upward) and sell pressure (pink, downward) plotted as rolling averages.
• Net delta center line — accent-colored line showing rolling buy minus sell.
• Price-pane background tint — subtle teal or pink when one side is rolling-dominant, gives a Bookmap-light feel without obscuring candles.
• Oscillator-pane echo tint — even more subtle tint mirroring the dominant side in the indicator pane.
• Shift markers — triangles on the pane when the dominant side flips.
• Streak peak labels — plotted only at streak termination, showing final length (e.g. "Bull 7").
• Alerts — pressure shift to bull, pressure shift to bear, bull imbalance streak, bear imbalance streak.
🔹 Key Inputs
Calculation:
• Rolling Pressure Length — default 20. Higher = smoother, slower reaction.
• Minimum Streak To Highlight — default 3. Used for alerts.
• Dominance Threshold — default 55%. Share of total pressure needed to classify a bar as dominant.
Visuals:
• Tint Price Pane On Dominance — toggles the Bookmap-light effect on the main chart.
• Show Streak Peak Labels + Minimum Streak Length To Label (default 5) — controls chart cleanliness.
• Show Pressure Shift Events — triangle markers on shifts.
• Background Tint Transparency — default 94, adjustable 80-99.
Panel:
• Panel Location, Theme (Dark / Light), Font Size, Label Font Size — all default to Normal and fully configurable.
🔹 How To Use
This is an analytical tool, not a standalone trading system. Typical use cases:
• Confirmation — when price breaks a structure level while the rolling net delta is strongly in the break direction and a streak is in progress, the break has participation behind it.
• Exhaustion — a long bull streak peak followed by a rolling shift to bear, or vice versa, often marks the end of the current impulse.
• Regime read — a day with many intraday pressure shifts is rotational; a day with 0-1 shifts is directional. Adjust your playbook accordingly.
• Companion to S/R, supply/demand, and volume profile tools — use the streak peak and shift events as a participation filter when price interacts with a zone.
Best results on liquid instruments with meaningful bar-to-bar volume variation. Low-volume illiquid tickers produce noisier readings.
🔹 Limitations & Transparency
• The buy vs sell attribution is a proxy derived from bar direction and bar volume. It is not real order flow, Level 2, or tick data. Bookmap, CVD from exchange feeds, and footprint tools access information that bar-level scripts structurally cannot replicate.
• On instruments or timeframes where many bars close near their open (doji-heavy regimes), proxy-based attribution becomes less informative.
• The intraday shift counter is only meaningful on intraday timeframes; on daily-and-above timeframes the panel explicitly shows this as n/a.
• The script is non-repainting on closed bars. Intrabar values update in real time and may change until the bar confirms.
• Pressure shifts and streaks describe past and current state. They are not predictions of future price.
🔹 Risk Disclosure
This script is provided as an analytical tool for educational and research purposes. It does not constitute financial advice, a trading signal, or a recommendation to buy or sell any asset. Past performance of any pattern, streak, or shift event does not guarantee future results. Users are solely responsible for their own trading decisions and risk management. Always combine any indicator with broader market context, position sizing discipline, and your own due diligence. Indicator
Institutional Candle Detector [AGPro Series]🕯️ Institutional Candle Detector
Every trader has stared at a massive candle and asked the same question: "Was that the start of a move, the end of one, or just noise?" Most indicators stop at detection — they paint the candle, drop a label, and walk away. This one keeps watching.
Institutional Candle Detector uses a dual-track engine. The body-driven track flags high-conviction candles where ATR-normalized body size and relative volume both expand together, then classifies each event by body/wick geometry. The independent absorption track captures a different signature entirely — low-body candles on extreme volume, the classic aggression-absorbed footprint that body-only detectors miss. Every detected event is then re-evaluated over the following bars to produce a measurable outcome scorecard.
🔹 OVERVIEW
The script scans each bar for two separate, mutually-exclusive institutional signatures:
• Body-driven events. Body must exceed a multiple of ATR AND volume must exceed a multiple of its rolling average. Classified by geometry into Continuation, Reversal or Exhaustion.
• Absorption events. Volume extremely elevated BUT body contained — the market paid for a big move and did not get one. Price was absorbed.
Every detected candle is then given a reaction zone projected forward, and its outcome is automatically tagged after the configured look-forward window — Follow-Through (FT), Reverse (RV) or Consolidation (CN). The panel accumulates aggregate statistics across the loaded chart so the trader can see which candle type actually works on their instrument and timeframe.
🔸 UNIQUE EDGE
What separates this tool from generic "big candle" or "volume spike" indicators:
• Dual-track detection. A single filter cannot capture both explosive moves and absorption. This script runs two engines in parallel with independent thresholds.
• Four-class geometric taxonomy, each backed by a distinct detection path. Continuation and Reversal fire from the body-driven track with different geometry. Exhaustion catches the mid-profile edge cases. Absorption runs entirely off its own volume-first track.
• Automatic after-behavior tracking. Each event is re-examined after N bars and tagged with an outcome code. This is the part most scripts omit — and it's where edge lives.
• Aggregate statistics panel. Follow-through rate, reverse rate, consolidation rate, and per-class counts are computed continuously. The panel tells you whether institutional candles on this asset actually extend, reverse, or fade.
• Forward-projected zones, colored by class. Body-driven bull/bear events use state colors. Absorption uses an indigo accent so the rarer signature is instantly recognizable. Reversal zones use the contrarian color to emphasize the expected directional flip.
🔹 METHODOLOGY
Body-Driven Track (produces CONT, REV, EXH)
– Body is measured as absolute (close − open) and required to exceed Body × ATR multiple.
– Volume is required to exceed a configurable multiple of its SMA average.
– An optional wick filter rejects candles where total wick exceeds the body beyond a given ratio, removing wide-range noise that looks institutional but is not.
– Continuation: body% ≥ configured threshold (clean directional close).
– Reversal: opposing wick% ≥ configured threshold (sharp rejection after initial push).
– Exhaustion: passes the dual-gate but falls into neither clean category — mid profile, often late in a move.
Absorption Track (produces ABS)
– Volume must exceed an independently configurable multiple (higher than body-driven default).
– Body must be small — below a max Body × ATR and below a max Body / Range.
– When absorption fires, it takes precedence over body-driven classification.
After-Behavior Layer
– After lookFwd bars, the script compares the extreme price move in each direction against the original body size.
– If same-direction extension ≥ ftPct × body → Follow-Through (FT).
– If opposite-direction retrace ≥ revPct × body → Reverse (RV).
– Otherwise → Consolidation (CN).
Aggregate counters accumulate across the loaded chart, producing a running scorecard visible in the panel.
🔸 SIGNALS, STATES & MARKERS
On-chart signals
• Institutional body recolored by class — bull/bear direction for CONT and EXH; contrarian color for REV; accent color for ABS.
• Directional triangle marker above/below the bar.
• Classification label: INST-Bull 3.2x CONT or INST-Bear 5.4xV ABS format, ASCII only. Labels offset from the candle to stay readable on dense charts.
• Reaction zone box projected forward from the candle's high-low range, color-coded by class.
• Outcome marker (FT / RV / CN) plotted lookFwd bars after the event.
Alerts available
• Institutional Continuation
• Institutional Reversal
• Institutional Absorption
• Institutional Exhaustion
All four alerts fire on confirmed bars only.
🔹 KEY INPUTS
Detection Core (body-driven track)
– ATR Length (default 14)
– Volume Average Length (default 20)
– Min Body × ATR (default 2.0)
– Min Volume Multiple (default 2.5)
– Wick filter toggle and max Wick/Body ratio (default 2.5)
Absorption Track
– Enable Absorption Detection
– Absorption Min Volume Multiple (default 4.0)
– Absorption Max Body × ATR (default 1.5)
– Absorption Max Body / Range (default 0.40)
Classification
– Continuation body% threshold (default 0.60)
– Reversal opposing-wick% threshold (default 0.40)
After-Behavior
– Look-forward bars (default 5)
– Follow-through threshold as fraction of body (default 0.50)
– Reverse threshold as fraction of body (default 0.60)
Visuals
– Show/hide zones, zone projection length, opacity, max active zones
– Label size (default Small; increase if labels feel too compact)
– Institutional border width
– Outcome marker toggle
Panel
– 8-position panel placement
– Dark / Light theme
– Font size (default Normal)
– Recent events mini-list toggle
🔸 HOW TO USE
1. Start with defaults on a liquid asset. 4H is a strong baseline; 1H for active traders; Daily for swing context. On Daily, consider lowering Min Body × ATR to 1.5 if events are too rare.
2. Watch the panel accumulate events over two to four weeks on your instrument. The follow-through rate tells you whether institutional candles on this chart tend to extend or fade.
3. Trade-context usage:
– Continuation with a high historical follow-through rate on this asset → trend trades in candle direction after pullback into the zone.
– Reversal with a high historical reverse rate → fade setups at key levels.
– Absorption → aggressive flow was met by an equal or greater defender; often precedes a reversal or compression phase.
– Exhaustion → proceed with caution; frequently a late-move signature where the trend is losing clean structure.
4. Reaction zones act as provisional supply/demand. A retest of a zone with another institutional event near it is a confluence worth noting.
5. Tune thresholds per asset. High-liquidity instruments may need Body × ATR of 2.5+ to keep events selective; low-liquidity pairs can go down to 1.5. Absorption volume multiple can also be adjusted upward on already-volatile instruments.
🔹 LIMITATIONS & TRANSPARENCY
• This is an analytical indicator, not a strategy. No entry, exit, or stop logic is defined and no performance claims are made.
• Aggregate statistics are computed over the loaded chart window and will shift as more bars load or as timeframes change.
• Volume quality depends on the data feed; exchange-reported volume differs across sources for the same asset.
• Follow-through evaluation uses a fixed look-forward window; real trade management will differ.
• All results are historical and descriptive. Past behavior of any candle class does not guarantee future behavior.
🔸 RISK DISCLOSURE
Trading carries substantial risk. This tool is provided for analytical and educational purposes. Do your own research. Use position sizing and risk management appropriate to your account. Nothing in this script constitutes financial advice. Indicator
Adaptive Volume-Delta Score (VDS) | Order-Flow & DivergenceThe Adaptive Volume-Delta Score (VDS) is a technical analysis tool for the statistical classification of volume-delta activity. It utilizes an Adaptive-Switch Logic that toggles between historical bar reconstruction (request.security_lower_tf) and a real-time Rolling-Window Live-Tracker.
🛠 Core Functionality
1. The VDS Engine (Statistical Mapping)
Wick-Weighted Delta: The calculation is based on wick-weighting: (close-open)/range * volume. This weights the delta according to price displacement within the bar.
Symmetrical Mapping (-4.5 to 4.5): Raw values are statistically categorized via ta.percentrank and mapped onto a fixed scale.
+4.5 (100% Rank): The absolute maximum within the chosen lookback period.
+2.25 (75% Rank): Significant activity relative to the period.
0 (Median): The statistical midpoint (50% Rank).
-4.5 (0% Rank / Min.): The absolute floor of activity for the period.
Visualization Logic: This mapping is primarily used to plot volume activity and delta aggression within the same visual space, providing a consistent reference frame for comparing relative dominance.
Context Dependency: Signals are not absolute recommendations. The significance depends heavily on the Lookback Period, Thresholds, and the specific market environment.
2. Adaptive Logic & Data Integrity
Signal-Bridge: On lower timeframes (LTF), the indicator simulates the behavior of the Main Timeframe (Main-TF) using a rolling window. This allows for the observation of delta development while the bar is still forming.
🛡️ Integrity Dashboard: Visualizes the statistical consistency between live data and the historical baseline. Deviations (e.g., due to Pine Script's 5000-bar limit) are displayed transparently as warnings.
3. Dynamic Alert System
Automation: Alerts utilize the alert() function with the "Any function call" setting.
Intelligence: Messages are fully dynamic, reporting the mode (Live vs. History), signal type, safeguard status, and data integrity.
🚀 Quick Calibration Guide
Sensitivity: A longer Lookback Period stabilizes the statistics; a shorter period makes the score more reactive to short-term volume spikes.
Threshold Setup: Calibrate the Dominance Threshold (default 3.0) to isolate extreme aggression. Use the Volume Threshold to ensure a minimum level of market participation.
Visual Match: Activate the Price Chart Overlays and adjust your thresholds until the markers (Diamonds) correspond with your individual market interpretation.
Dashboard Check: Monitor the Confidence Score. If red warning values appear, consider adjusting your Lookback or Timeframe to maintain a stable statistical foundation.
🎨 Visual Guide: Understanding the Scale
Navy/Blue Columns: Standard activity within the selected statistical window.
Gray Columns: Phases below the Low Volume Threshold, indicating low relative market participation.
Lime/Fuchsia (Dominance): Occurs when volume and delta simultaneously exceed the defined thresholds (Aggression).
Olive/Maroon (Divergence): Period delta is positive/negative while price action is opposite (Decoupling/Absorption).
Diamonds: Optional projection of oscillator signals directly onto the candles in the price chart.
⚠️ Important Technical Notifications
The "Signal Bridge" (Rolling vs. Fixed Window):
HTF-Request Mode (Fixed): Measures delta starting from the candle open (e.g., 12:00 PM).
Live-Transfer Mode (Rolling): Analyzes a sliding window (e.g., the last 120 minutes). This provides a Lead-Time Advantage, detecting aggression as it happens regardless of the HTF clock. Both modes converge at the HTF bar close.
Data Integrity & Anomalies:
Session Gaps: High Main-TFs (like D1) can be affected by irregular session hours (e.g., Forex Sunday). Always monitor the Confidence Score (🛡️).
Replay Mode:
Displays "No Stat. Control" if historical LTF data is unavailable. We prioritize data honesty over estimated data.
🔔 How to set Alerts (Smart Signals)
Preparation: Open the VDS settings. Under "Alert Settings", choose which signals should trigger: Dominance, Divergence, or both.
Condition: Select "Adaptive Volume-Delta Score...".
Trigger Logic: Change setting to "Any alert() function call".
Frequency: Managed by the script (once_per_bar_close) to ensure statistical honesty.
Timeframe Choice: Use the Main-TF for final confirmed signals, or a Lower-Timeframe for Live-Tracker early warnings.
📊 Statistical Transparency (Data Window)
Raw metrics are displayed exclusively in the PulseWire Data Window to keep the chart clean:
Runtime-Safe LTF: The analysis interval currently in use.
Max Safe Lookback: The mathematical limit for your current setup (5,000-bar ceiling).
Active Bar Limit: The actual usable data foundation.
Converted Sum of LTF Request Bars: The historical baseline used as an anchor for the Live-Tracker.
Relative Live-Data Size: Numerical basis of the Confidence Score (100% = Perfect Integrity).
Overall Requested Bars: Total data points analyzed within your Lookback Period. Indicator
Volume Climax Detector [AGPro Series]Volume Climax Detector
Volume Climax Detector is an advanced volume analytics tool that identifies extreme institutional volume events using a three-filter VSA (Volume Spread Analysis) methodology. Rather than triggering on simple volume multiples, the script combines Volume Z-Score statistics, Spread analysis, and Close Location to isolate genuine climax bars — the kind of exhaustion moves Wyckoff and VSA traders look for at trend tops and bottoms.
🔹 OVERVIEW
Volume alone is a noisy signal. A "high volume bar" on one instrument is a quiet bar on another, and most volume-based indicators either miss real climaxes or fire on every uptick. This script takes a statistical approach: it measures how extreme each bar's volume is relative to its own recent history (Z-Score), confirms the bar structure makes sense (Spread and Close Location), and then classifies the event as a Buying Climax or Selling Climax using trend context — the Wyckoff way.
The result is a small number of high-conviction labels at exactly the places where large participants tend to exhaust themselves: panic buys at tops, panic sells at bottoms, and hidden absorption in between.
🔹 WHAT MAKES IT DIFFERENT
Most volume indicators apply a single threshold (e.g. volume > 2× average) and stop there. This script layers three independent VSA filters, each addressing a different failure mode:
• Volume Z-Score — adapts to the instrument's own volume distribution. A 3σ event on BTC is genuinely rare, regardless of session or timeframe.
• Spread filter — requires the bar's range to exceed its recent average. Eliminates the common false positive of a high-volume bar that barely moved (compression).
• Close Location — requires the close to sit in the upper or lower third of the bar. Separates conviction from indecision.
Beyond detection, two analytics layers set it apart from typical volume tools:
• Reversal Success Tracking — every climax is tracked forward for a configurable window, and the script records whether a meaningful counter-move actually materialised (measured in ATR). The panel shows a live Reversal Rate, so users get honest feedback on how well climaxes have worked on the current symbol and timeframe.
• Magnitude Scoring (1–10) — every climax receives a strength score derived from its Z-Score, making it easy to distinguish routine spikes from truly extreme events (marked with ★).
🔹 METHODOLOGY
1. Volume Statistics
The script computes a rolling mean and standard deviation of volume over a configurable lookback window (default 50 bars). The Z-Score tells how many standard deviations above the mean the current bar is. A reading of 3.0σ or higher (default threshold) corresponds to the top ~0.27% of bars — statistically rare, not just "above average."
2. Triple Filter Gate
A bar qualifies as a potential climax only when:
• Z-Score ≥ threshold (volume anomaly)
• Bar range ≥ spread multiplier × average range (wide spread)
• Close is in the upper 33% (strength) or lower 33% (weakness) of the bar range
3. Wyckoff Classification
• Buying Climax — qualifying bar during an established uptrend. Interpretation: buyers are exhausting themselves; potential topping action.
• Selling Climax — qualifying bar during an established downtrend. Interpretation: sellers are exhausting themselves; potential basing action.
• When no clear trend exists, classification falls back to close location plus bar direction so that sideways regimes still produce meaningful signals.
4. Confluence Grouping
When multiple same-direction climaxes occur close together in time or price, the script collapses them into a single label representing the strongest event in the cluster. This keeps charts readable without losing information — the panel still counts every individual climax.
5. Effort vs Result (optional)
A companion layer flags high-volume bars with unusually narrow spread — the classic VSA "No Demand" and "No Supply" conditions. These often signal hidden absorption ahead of a reversal and are shown as separate labels.
🔹 SIGNALS & ALERTS
Four built-in alert conditions:
• Buying Climax detected
• Selling Climax detected
• Extreme Climax (Z-Score above the extreme threshold, marked with ★)
• No Demand / No Supply divergence
Each alert payload includes the symbol, Z-Score, and magnitude score, ready for automation or review.
🔹 KEY INPUTS
• Volume Lookback (default 50) — rolling window for statistics.
• Z-Score Threshold (default 3.0σ) — minimum statistical extremity. Lower on intraday, higher for premium signals only.
• Extreme Threshold (default 4.0σ) — above this, climaxes are flagged with a ★.
• Spread and Close filters — each can be toggled independently for flexibility across asset classes.
• Trend EMA Length and Sensitivity — control how the script defines uptrend and downtrend, with an ATR-normalised slope check to avoid misclassifying sideways regimes.
• Reversal Window and Threshold — define what counts as a "successful" reversal for the panel statistic.
• Confluence controls — Time-first (default), Price-first, or Strict mode, plus bar and ATR tolerances.
• Climax Zones (optional, default off) — extends each climax bar's range forward as a reaction zone, similar to S/R.
🔹 HOW TO USE
• Start with defaults on any liquid instrument and timeframe. The script adapts to the local volume distribution automatically.
• On highly volatile intraday timeframes, consider raising the Z-Score Threshold to 3.5σ for fewer, cleaner signals. On slower timeframes, the default works well.
• Treat a ★ Extreme Climax as higher-conviction than a plain climax, and pay attention to the Magnitude Score for fine gradation.
• Use the Reversal Rate panel value as a feedback loop — if it is low on your chosen instrument and timeframe, either adjust thresholds or reconsider the setup.
• Combine with your own structural analysis (support/resistance, HTF trend, market structure) for confirmation. The script identifies the event, not the entry.
🔹 LIMITATIONS & TRANSPARENCY
• This is an indicator, not a strategy. It does not generate buy or sell orders and makes no assumption about position sizing or risk management.
• Climaxes are statistical events. They tend to mark inflection points, but no volume pattern resolves into a reversal every time. The built-in Reversal Rate panel value exists precisely to make this honest — users see the actual hit rate on their own chart.
• The script uses publicly available volume data from the chart's exchange. Volume quality varies by venue; results may differ on symbols with thin or unreliable volume reporting.
• Classification depends on trend context. In strongly sideways regimes, the fallback rules may label climaxes differently than a human analyst would; reviewing the Trend EMA and sensitivity inputs helps here.
• Labels are confirmed on bar close (no repaint). Panel counters and the Current Z-Score value update intrabar for live monitoring.
🔹 RISK DISCLOSURE
Trading involves substantial risk of loss. Past behaviour of any signal or statistic does not guarantee future performance. This script is a research and analysis tool — it is not investment advice, a recommendation, or a solicitation to trade. Users are responsible for their own decisions, risk management, and position sizing. Indicator
Indicator
VWAP Cross Flow Engine [AGPro Series]VWAP Cross Flow Engine
🔹 OVERVIEW
VWAP Cross Flow Engine is a precision scoring system for price-to-VWAP
crossovers. Instead of treating every VWAP cross as a binary signal,
this indicator measures the QUALITY of each crossover event in real
time using a weighted composite score derived from momentum, volume
expansion and optional sigma-band confluence. The engine is designed
for intraday scalpers and swing traders who rely on VWAP as a dynamic
equilibrium reference and need a structured way to separate high-
conviction continuation crosses from low-quality noise flips.
The script plots an anchored Volume-Weighted Average Price line with
optional volume-weighted standard-deviation bands, detects every
price/VWAP crossover event, scores each one on a 0–100 scale and
visualizes the result through compact X markers, directional bar
coloring, a retrospective quality dashboard and a dynamic bias zone
anchored on the strongest crosses.
🔸 UNIQUE EDGE
Most VWAP-based tools stop at plotting the line and marking raw
crossovers. VWAP Cross Flow Engine adds a multi-factor quality layer
on top of the crossover itself:
• Every cross receives a composite score, not a pass/fail flag
• Momentum sub-score derived from RSI distance from 50 at cross bar
• Volume sub-score derived from current volume vs SMA baseline
• Optional confluence bonus when cross occurs beyond 2-sigma envelope
• Retrospective follow-through measurement in ATR units
• Session-aware counters with automatic daily-vs-higher-timeframe
label switching
• ATR-based cooldown filter that prevents label overlap on any
timeframe, not just bar-count cooldowns that fail on daily charts
The combination of live scoring + retrospective success tracking in a
single panel is the core differentiator. It allows the trader to both
filter new crosses and study the historical reliability of VWAP cross
behavior on any symbol and timeframe.
🔷 METHODOLOGY
1. VWAP CALCULATION
Volume-weighted average of HLC3 (configurable) anchored to the
Session, Week or Month boundary. Cumulative price*volume and
cumulative volume series are reset at every anchor change.
2. SIGMA BANDS (optional)
Volume-weighted variance computed as E − E ² where X is the
source price weighted by volume. Square root produces the true
volume-weighted standard deviation. 1σ and 2σ envelopes are drawn
around the VWAP line.
3. CROSS DETECTION
Standard ta.crossover / ta.crossunder between close and VWAP.
4. QUALITY SCORING
• Momentum sub-score: |RSI(14) − 50|, scaled to 0–40 range
• Volume sub-score: volume / SMA(20), capped at 3x, scaled 0–30
• Confluence bonus: +5 if prior bar touched the opposing 2σ band
• Total live score (max 70 or 75) is rescaled to 0–100
5. COOLDOWN FILTER
A new cross is only plotted if BOTH conditions are met:
• At least N bars since the last plotted cross
• At least K × ATR price distance from the last plotted cross
6. FOLLOW-THROUGH TRACKING
Each cross is stored with its direction, price and ATR at the time
of the event. After N bars, the displacement (in the cross
direction) is measured. Success rate and average follow-through
in ATR units are maintained inside a rolling lookback window.
7. QUALITY ZONE
A rectangle zone (0.8 × ATR tall by default, 60 bars long) is
drawn at every strong cross (score ≥ 70). The zone acts as a
dynamic bias area anchored on high-conviction VWAP interactions.
🔶 SIGNALS & ALERTS
The indicator fires five distinct alert conditions:
1. High-Quality VWAP Cross Up — bullish cross above the min quality
threshold with cooldown satisfied.
2. High-Quality VWAP Cross Down — bearish cross above the min quality
threshold with cooldown satisfied.
3. Strong VWAP Cross (≥70) — score 70 or higher; anchors a new
quality zone.
4. Price Reached +2σ Band — price extended to the upper sigma band
(optional, requires bands enabled).
5. Price Reached −2σ Band — price extended to the lower sigma band
(optional, requires bands enabled).
🔹 KEY INPUTS
VWAP Reference
• Source — price series used for VWAP (default HLC3)
• Anchor Type — Session / Week / Month
• Show VWAP Line
Sigma Bands
• Show Sigma Bands (default OFF)
• Inner Band Multiplier (default 1.0)
• Outer Band Multiplier (default 2.0)
Quality Engine
• Momentum (RSI) Length
• Volume Average Length
• Follow-Through Bars
• ATR Length
• Min Quality To Plot (default 50)
• Use Sigma Confluence Bonus
• Cooldown — Minimum Bars (default 5)
• Cooldown — Minimum ATR Distance (default 0.5)
Visuals
• Show Cross X Labels
• Show Target Projection (default OFF)
• Show Quality Zone
• Quality Zone Height (ATR) / Length (Bars)
• Color Bars By Cross Strength
• Auto Label Size (upscale on 1D+)
Panel
• Show Dashboard Panel
• Panel Position (6 positions)
• Panel Theme (Dark / Light)
• Panel Font Size
• Success Rate Lookback Bars
🔸 HOW TO USE
• INTRADAY SCALPING — use Session anchor on 5m–1h charts. Focus on
crosses scoring 70 or higher. The quality zone becomes a short-term
bias area: price holding above a bull zone mid-line tends to favor
continuation, breaks back through the mid-line tend to indicate
weakening conviction.
• SWING BIAS — use Week or Month anchor on 4h and daily charts. Treat
strong crosses as potential regime-shift events. Monitor the
Success Rate metric to calibrate expectations for the current
market and instrument.
• MEAN-REVERSION — enable sigma bands and confluence bonus. Crosses
that form after a 2σ stretch tend to score higher and mark
statistically meaningful reversal attempts.
• FILTER CALIBRATION — raise Min Quality To Plot to 60 or 70 for
high-selectivity environments; lower to 40 for noisier instruments
where you want earlier confirmation.
The dashboard gives at-a-glance context: how many crosses have fired
this session, how many were strong, what the historical win rate
looks like in the current lookback window, the average ATR-normalized
follow-through, and whether price is currently above or below VWAP.
🔷 LIMITATIONS & TRANSPARENCY
• This is NOT a strategy and does not generate buy/sell orders.
• Score is a quality filter, not a directional prediction. A high-
score cross still carries market risk and can fail.
• Follow-through statistics depend on lookback window size and
timeframe; adjust Success Rate Lookback to match your trading
horizon.
• Sigma bands require a reliable volume feed. On low-liquidity
instruments the bands may be noisy or meaningless.
• Anchored VWAP resets at each new anchor (Session / Week / Month);
early-in-anchor values use fewer samples and are less stable.
• The indicator repaints only within the cross bar itself (like any
crossover detector). Once a bar closes, the plotted cross and its
score are fixed.
🔶 RISK DISCLOSURE
This script is a technical analysis tool intended for educational
and analytical purposes. It does not constitute financial advice,
investment advice or a recommendation to buy or sell any asset.
Trading financial markets involves substantial risk of loss. Past
performance of any indicator is not indicative of future results.
Users are fully responsible for their own trading decisions and
should combine this tool with independent analysis and proper risk
management. Indicator
Indicator
Session VWAP Reaction Engine [AGPro Series]Session VWAP Reaction Engine
Session VWAP Reaction Engine builds the active intraday session VWAP as a reaction anchor and classifies confirmed price behaviour around it into three clear event types — Reclaim, Bounce, and Reject — each validated by a configurable confirmation window, a minimum prior-side bar filter, and an optional VWAP slope alignment filter. A volatility-scaled reaction corridor, compact reaction zones, a session box, and a minimal right-side bias panel turn raw session flow into a clean, publication-ready read on acceptance, rejection, and continuation.
🔷 OVERVIEW
Most session VWAP tools simply plot the line. Session VWAP Reaction Engine goes further: it reads how price behaves around the line inside a selected session window (Asia, London, New York, or Custom) and labels that behaviour using three structural event classes:
• Reclaim — a confirmed cross and acceptance on the new side of session VWAP, after price has spent a minimum number of bars on the opposite side.
• Bounce — a test of the reaction corridor edge that closes back on the prevailing side, with body-range and slope alignment quality checks feeding a Strong / Clean / Weak strength read.
• Reject — a wick into session VWAP that fails to accept on the other side, resolving as pressure against the crossing attempt.
Each confirmed event paints a compact rectangular reaction zone, a single label near the zone, and updates a right-side bias panel so the current session's story is always readable at a glance.
🟦 WHAT MAKES IT DIFFERENT
▸ Event classification, not just a line. Reclaim, Bounce, and Reject are treated as distinct structural events — each with its own confirmation path and visual signature — instead of blending into a single "crossed VWAP" signal.
▸ Corridor-based reaction detection. Bounce and Reject use a volatility-scaled ATR corridor around session VWAP rather than a single-pixel touch, which matches how VWAP is typically tested in real intraday flow.
▸ Slope-aware trend filter. Optional VWAP slope alignment biases bounce events toward the prevailing session direction and filters out counter-flow reactions that tend to fail.
▸ Reaction Strength read. Bounces are classified Strong / Clean / Weak using body-to-range ratio, close location in range, and slope alignment — turning every bounce into a quality-graded event.
▸ Active-Only and Publish Focus visual modes. The chart stays clean by surfacing only the latest session and the latest confirmed reaction, with older structure fading or removed. Ideal for decision-making and presentation.
🟣 METHODOLOGY
1) Session anchor. The selected session (Asia / London / New York / Custom) resets a cumulative PV / V VWAP on every new session bar, giving a fresh reaction reference for that window.
2) Prior-side filter. Before any Reclaim or opposite-side reaction can qualify, price must have spent a minimum configurable number of bars on one side of session VWAP. This isolates structural interactions and rejects chop.
3) Reclaim confirmation. A raw cross must be followed by N consecutive confirmed closes on the new side (default 2) before the Reclaim is validated and painted.
4) Corridor reactions. A volatility-scaled corridor (ATR × user multiplier) around session VWAP defines where Bounce and Reject qualify. Bounces require a corridor-edge test plus a close back on the prevailing side with body confirmation; Rejects require a wick into session VWAP that closes on the originating side.
5) Bias and state synthesis. Live Bias (Bullish / Bearish Acceptance or Pressure, or Neutral Rotation) is derived from close position relative to VWAP and corridor. Reaction State reflects the latest confirmed event (Bullish Acceptance, Bearish Acceptance, Bounce Support, Bounce Resistance, Reject Pressure, Reject Lift).
6) Post-session context. After the session ends, the last session VWAP and corridor stay on the chart for a configurable number of bars so recent structure remains visible without polluting older history.
🟢 SIGNALS & ALERTS
Eight alertcondition hooks are provided, all bar-close confirmable:
• Bullish Session VWAP Reclaim Confirmed
• Bearish Session VWAP Reclaim Confirmed
• Bullish Session VWAP Bounce Confirmed
• Bearish Session VWAP Bounce Confirmed
• Bullish Session VWAP Reject Confirmed
• Bearish Session VWAP Reject Confirmed
• Reaction State Shifted Bullish
• Reaction State Shifted Bearish
A "Confirmed Alerts Only" toggle restricts firing to barstate.isconfirmed so alerts will not repaint before close.
🟡 KEY INPUTS
Session Engine
• Selected Session — Asia / London / New York / Custom
• Custom Session — HHmm-HHmm format (used when Custom is selected)
• Session Timezone — Exchange / UTC / London / New York / Singapore
Reaction Engine
• Reclaim Confirm Bars — number of confirmed closes required after a cross (default 2)
• Minimum Prior Side Bars — whipsaw filter on the opposite side before qualifying (default 2)
• Reaction Corridor Width (ATR) — half-width of the ATR corridor around VWAP (default 0.20)
• Reaction Zone Length (Bars) — how far a confirmed zone extends right (default 14)
• Use VWAP Slope Alignment — trend filter for bounce events (default on)
• VWAP Slope Lookback — slope estimation window (default 3)
• Post-Session Context Bars — how long last session structure stays visible (default 18)
Visual Story
• Active-Only Mode, Publish Focus Mode, Show Previous Reaction Ghost
• Show Session Box, Show VWAP Reaction Corridor, Show Confirmed Reaction Zone
• Show Reaction Label, Show Session VWAP, Show Right-Edge SVWAP Tag
• Visible History Bars (default 700), Label Font Size (default Normal)
Panel
• Show Bias Panel (top-right), Panel Font Size (default Normal)
Alerts
• Confirmed Alerts Only (default on)
🟠 HOW TO USE
1) Apply to any intraday timeframe (1m–4h). Session VWAP requires intraday data to anchor the session reference.
2) Choose the session that best fits your market focus — New York for US equities and US-hours crypto, London for FX and European hours, Asia for Asian-session flow, or a Custom window.
3) Watch the corridor as the session develops. Bounce and Reject events inside the corridor describe how the session is defending or failing the VWAP reference.
4) Use Reclaim events as session-context shifts — combine with your own structure (HTF trend, S/R, order flow) rather than treating them as standalone entries.
5) Read the right-side Bias Panel for a compact summary: Session Status, Bias, Last Reaction, Reaction Strength, Signal Age, Reaction State, and Latest Line status.
6) For screenshots and presentation use, keep Publish Focus Mode and Active-Only Mode enabled — older sessions fade and only the latest structure remains dominant.
🟤 LIMITATIONS & TRANSPARENCY
• Intraday-only. Session VWAP is meaningful only on intraday timeframes; on daily and higher, the indicator will remain idle.
• Session VWAP resets at the start of each selected session. Reactions are evaluated within that window only.
• Confirmed events use bar-close logic. Intra-bar touches of the corridor are not counted as events until the bar closes.
• Volume-dependent. Session VWAP uses symbol volume. On symbols without meaningful volume, VWAP accuracy will be limited.
• The Reaction Corridor is a volatility-scaled visual and detection band, not a support/resistance guarantee.
⚠️ RISK DISCLOSURE
This indicator is an analytical and visualisation tool. It is not a trading strategy, does not generate buy/sell recommendations, does not predict future price direction, and does not guarantee any specific outcome. All signals, zones, and panel readings describe past and current price behaviour around session VWAP, not forecasts.
Markets carry risk of loss. Always use independent risk management, position sizing, and your own trading plan. Past behaviour of any signal does not imply future performance.
Indicator
Fixed Range Control Box [AGPro Series]Fixed Range Control Box
🔹 Overview
Fixed Range Control Box isolates a single high-conviction price range on your chart and classifies who is in control inside it. The tool draws one clean hero box around the most recent structural range, places a volume-weighted Control Line inside it, and tracks state transitions in real time: Inside, Upper, Lower, or Failed. When price structurally breaks the box, the range freezes, locking the reference so you can study the aftermath without visual drift.
Four range-definition modes are available — Pivot, Lookback, Compression, and Manual-Date — so the tool adapts to discretionary range traders, systematic rotation traders, and anyone who wants a fixed reference zone for backtesting or journaling.
🔸 Unique Edge
Most range tools on PulseWire draw many boxes and leave the user to guess which one matters. Fixed Range Control Box is built around a different philosophy: one range, one story, one decision. The hero box is the visual focus; historical ranges fade into the background; the Control Line tells you which side of the range is winning the statistical argument.
Three design choices separate this from standard range-box scripts:
- Volume-weighted Control Line. Rather than dropping a midpoint line, the Control Line is computed from the volume-weighted typical price across the life of the range, with an edge-fallback to midpoint if the line drifts too close to either boundary. This produces a structurally meaningful reference instead of a geometric one.
- Retrospective fill on range rebuild. When a new range is committed, the script walks back through the range window and retroactively computes touch count, hold quality, and the Control Line. You see a fully-formed box with accurate statistics the moment it appears, not an empty box that slowly populates.
- Freeze-on-failure. When price closes beyond the range and the state transitions to Failed, the box locks at the break bar. No more drifting endpoints on broken structures — the reference stays where the story ended.
🔷 Methodology
The script cycles through four stages on every bar:
1. Range detection. Depending on the selected mode, the script looks for a qualifying range: confirmed swing pivots (Pivot), rolling highest/lowest (Lookback), short-ATR over long-ATR compression (Compression), or a user-defined date window (Manual). Gating rules — minimum lifespan, minimum width percentage, and a failed-state cooldown — prevent rapid re-triggers on noisy conditions.
2. Commit and retrospective fill. Once a range qualifies, the script snapshots the old range into history, installs the new one, and walks back through the window to compute the Control Line, touch count, and hold quality in a single pass. No warm-up period.
3. State machine. Each confirmed bar feeds the state machine. Strict logic requires bar closes on one side of the Control Line for the configured number of bars before switching to Upper or Lower; a close beyond either range boundary transitions to Failed.
4. Rendering. On the last bar, the hero box, Control Line, origin marker, and state badge are rebuilt from scratch. Historical ranges persist as muted boxes up to a configurable cap.
🔶 Signals & Alerts
Three alert conditions cover the full range lifecycle:
- New Control Box. Fires once per bar close when a new range is committed.
- Line Reclaimed (Bull or Bear). Fires when state transitions into Upper or Lower control, confirming directional bias inside the range.
- Control Failed. Fires once when price closes beyond the range and the box is frozen.
All alerts use alert() calls with once-per-bar-close frequency.
🔹 Key Inputs
- Range Mode — Auto-Pivot, Auto-Lookback, Auto-Compression, or Manual-Date.
- Pivot Length / Lookback Bars / Compression Window — window controls for each detection mode.
- Min Range Lifespan / Min Range Width % — structural filters to suppress micro-ranges.
- Failed Cooldown — bars to wait after a broken range before searching for a new one.
- Strict Control Logic + Reclaim Confirmation — governs how the Control Line state machine transitions.
- Visual controls — fade old boxes, max boxes kept, show state badge, show range origin, future projection bars, panel and label font sizes.
🔸 How to Use
1. Start on your primary timeframe and select the Range Mode that matches your style: Pivot for discretionary swing structures, Lookback for mechanical windows, Compression for auto-locking onto consolidations, Manual-Date for backtesting a specific episode.
2. Tune Min Range Width % and Min Range Lifespan so only structurally meaningful ranges appear.
3. Read the panel top-down: Mode confirms what you are tracking, Control tells you which side of the Control Line is winning, Range Age and Touches describe maturity and confluence, Hold Quality summarizes how cleanly price has respected the range, and State shows the live classification.
4. Use alerts to monitor the range lifecycle without staring at the chart.
🔻 Limitations & Transparency
- This is an analytical tool, not a strategy. It does not generate buy or sell recommendations and does not compute entries, stops, or targets.
- Past range behavior does not forecast future range behavior. Structural breaks can occur at any time.
- In very thin or illiquid markets, the volume-weighted Control Line can drift toward a boundary; the edge-fallback defaults to midpoint to protect against degenerate cases.
- Auto-Compression mode requires sufficient ATR history; expect a warm-up period on very recent symbols.
- The script is overlay-only and does not access other timeframes.
🔶 Risk Disclosure
Nothing in this script constitutes financial advice. Trading involves substantial risk of loss and is not suitable for every investor. Always do your own research and manage risk appropriately. 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
Liquidity Void Navigator [AGPro Series]Liquidity Void Navigator
🔹 OVERVIEW
Liquidity Void Navigator identifies impulsive price displacements that were produced with disproportionately low volume participation — the institutional footprint of a true liquidity void. Unlike geometric gap concepts that rely purely on wick-to-wick imbalance, this engine measures the efficiency of each impulsive bar: how much price moved relative to how much volume was transacted. When price travels faster than the order book justifies, a magnet zone is born. These zones frequently act as high-probability retest and mean-reversion targets for SMC and ICT traders.
🔹 UNIQUE EDGE
Most gap-based tools on PulseWire detect Fair Value Gaps using a 3-bar geometric pattern. This indicator uses a fundamentally different signature:
- Volume Efficiency Ratio (core innovation): efficiency = (volume / avgVol) / (range / ATR). Values below the threshold reveal bars where price displacement outpaced volume effort — the statistical definition of a liquidity void.
- Body-based zones, not wick-to-wick: the void box spans the impulsive candle body, excluding wicks that represent liquidity sweeps.
- Dynamic lifecycle management: zones are tracked from birth through mid-line mitigation, with configurable trigger modes (close cross, wick touch, or full fill).
- Strongest-void emphasis: the lowest-efficiency active void automatically receives a bold neutral-colored border, giving traders an at-a-glance view of the most reliable magnet on the chart.
🔹 METHODOLOGY
Each completed bar is evaluated against four quality filters:
1. Range Expansion — bar range must exceed ATR × configurable multiplier (default 1.3).
2. Volume Efficiency — the efficiency ratio must fall below the configurable cap (default 0.85).
3. Minimum Height — void must be at least a fraction of ATR to filter micro-noise (default 0.5×).
4. Body Dominance — the candle body must represent at least 50% of the total range, confirming directional conviction rather than indecision.
Qualifying bars create a directional void zone spanning the body. An optional next-bar gap confirmation adds stricter FVG-style filtering. Active zones are continuously evaluated against the selected mitigation mode and updated in real time. Oldest active voids are pruned when the per-side cap is exceeded, keeping the chart focused on recent, actionable structure.
🔹 SIGNALS & ALERTS
Four alert conditions are available:
- New Bullish Liquidity Void — an upward impulsive void is detected.
- New Bearish Liquidity Void — a downward impulsive void is detected.
- Bull Void Mitigated — closing price crosses the mid-line of an active bullish void from above.
- Bear Void Mitigated — closing price crosses the mid-line of an active bearish void from below.
Each alert fires only on bar close to eliminate repainting concerns. Alert messages include the ticker and timeframe for multi-chart workflows.
🔹 KEY INPUTS
Void Detection
- Volume Baseline Lookback — window for average volume and range calculations.
- Min Range Expansion (×ATR) — minimum impulsive bar size.
- Max Volume Efficiency Ratio — core void qualification threshold.
- Min Void Height (×ATR) — filters micro-voids.
- Require Gap with Next Bar — optional strict confirmation.
- Mitigation Trigger — choose between Close Cross (institutional default), Wick Touch (strict), or Full Fill (swing).
Lifecycle
- Max Active Voids per Side — visual cap to prevent chart clutter.
- Zone Right Extension — how far zones project to the right.
- Show Mitigated Voids — optionally display filled zones in gray.
Visuals
- Bullish / Bearish / Mitigated colors, mid-line toggle, projection arrow toggle, label size.
Panel
- Show / position / font size.
🔹 HOW TO USE
Trend-aligned reversion entries: When price returns to an unmitigated void in the direction of the higher-timeframe trend, watch for rejection at the mid-line or far edge as a potential long (bull void) or short (bear void) trigger.
Breakout continuation context: Newly formed voids in the direction of a breakout often indicate institutional participation. Waiting for a retest of the void zone can provide improved risk-to-reward compared to chasing the breakout bar.
Strongest-void bias: The yellow-bordered void on the chart represents the lowest-efficiency (statistically strongest) active zone. Traders can treat it as the highest-probability magnet for price revisits.
Fill Rate context: A persistently high fill rate on a given symbol or timeframe indicates that voids fill rapidly — more suitable for scalping. A lower fill rate suggests that unfilled voids accumulate meaningfully, offering swing-style opportunities.
Multi-timeframe workflow: Identify voids on a higher timeframe (4H or 1D) as strategic bias zones, then use a lower timeframe (15m or 1H) for tactical execution when price approaches those higher-timeframe voids.
🔹 LIMITATIONS & TRANSPARENCY
- This indicator is built for liquid markets with reliable volume data. Thinly traded symbols or instruments without accurate volume feeds (some spot FX, certain indices) will produce unreliable results.
- Not every detected void will be retested or filled. Voids are statistical zones of interest, not guarantees.
- The indicator is a visualization and analytical tool, not a trading strategy. It does not generate buy or sell recommendations.
- Fill rate statistics are computed over the visible history of active and mitigated voids and are approximate; they are intended as a relative gauge of symbol behavior, not as a backtested performance metric.
- Mitigation triggers are bar-close based to avoid repainting. Intrabar signals may appear and disappear until the bar confirms.
- Zones have a fixed right extension from their birth bar; the indicator does not extend zones infinitely.
🔹 RISK DISCLOSURE
Trading financial markets involves substantial risk of loss and is not suitable for all investors. Past performance of any technical indicator, including this one, is not indicative of future results. This tool is provided for educational and analytical purposes only and does not constitute financial advice, investment recommendations, or solicitation to trade. Users are solely responsible for their own trading decisions, risk management, and outcomes. Always conduct independent analysis and consult with a qualified financial advisor before making investment decisions. Indicator
Setup Quality Scorecard [AGPro Series]Setup Quality Scorecard
Setup Quality Scorecard grades every bar on a transparent 0-100 scale across ten independent confluence dimensions. Instead of another signal generator, it is a quality filter: it tells you how strong the current setup is, which factors are firing, and how often similar past setups have followed through. Works on any symbol, any timeframe.
🔹 OVERVIEW
Every trader has the same question before pulling the trigger: "Is this setup actually good, or am I forcing it?" Setup Quality Scorecard answers that question with a single auditable number. The composite score blends ten orthogonal factors — trend, momentum, volume, volatility, structure, S/R proximity, divergence, candle quality, session context, and higher-timeframe alignment — into a weighted 0-100 quality rating. Bars scoring above the A-Tier threshold are marked with support/resistance-style zones on the chart, so high-quality setup regions stay visible even as the market moves on.
🔹 UNIQUE EDGE
Most quality indicators hide their internals behind a black-box algorithm. This one is fully transparent. Every factor exposes its own 0-10 score in the panel, every factor weight is user-adjustable, and every historical signal is evaluated against a forward-looking hit-rate test. There are no secret filters, no proprietary confidence bands, and no cherry-picked backtest. If a setup scores 87, you can see exactly which factors contributed and which did not.
🔹 METHODOLOGY
Each of the ten factors is computed independently on the current bar and normalized to a 0-10 scale:
1. Trend Alignment — EMA 20/50/200 stack plus slope confirmation
2. Momentum — RSI zone position combined with 3-bar RSI delta
3. Volume Context — relative volume versus 20-period SMA, calibrated for real-world distribution
4. Volatility Regime — ATR percentile over the last 100 bars, favoring mid-range regimes
5. Structure — HH/HL or LH/LL confirmation via recent pivots
6. S/R Proximity — ATR-normalized distance to the nearest pivot level
7. Divergence — price-versus-RSI regular divergence captured at pivot time
8. Candle Quality — body-to-range ratio and wick balance
9. Session Context — active trading session weighting (London/NY overlap prioritized)
10. HTF Agreement — graduated higher-timeframe alignment scoring (full stack, partial stack, opposed regimes)
The ten factor scores are weighted by user-adjustable coefficients, summed, and normalized to produce the final 0-100 composite. Tier labels (S / A / B / C / D) are assigned against user-configurable thresholds.
🔹 SIGNALS AND ALERTS
When a bar crosses into A-Tier or higher, a zone is drawn using support/resistance-style geometry (body plus a small ATR cushion). Zones merge automatically when adjacent qualifying setups share the same directional bias, preventing chart clutter. Each zone is labeled with its tier and score in compact A·83 format, with a dotted leader line connecting the label to the zone edge.
Four built-in alert conditions are exposed:
- S-Tier Setup Detected (score crosses the S-Tier threshold)
- A-Tier Setup Detected (score crosses the A-Tier threshold)
- New Bullish Quality Setup (first A-tier bullish bar in a run)
- New Bearish Quality Setup (first A-tier bearish bar in a run)
🔹 KEY INPUTS
- General: Higher timeframe reference, rolling history window, forward evaluation bars
- Thresholds: S / A / B / C tier cutoffs, fully adjustable
- Factor Weights: ten independent sliders, 0.0 to 2.0, tune the scorer to your style
- Zones: adaptive extend (auto or manual), merge window, max height cap in ATR units, maximum age
- Labels: on-chart label mode (A-Tier only, S-Tier only, off), size presets
- Panel: position, size, factor breakdown toggle
🔹 HOW TO USE
Start with defaults and observe for a full session on your chart. Trend traders should raise the Trend and HTF Align weights. Reversal traders should raise Divergence, Structure, and S/R Proximity. Use the Active count in the panel as a quick filter: fewer than three factors above seven generally means a weak setup regardless of composite score. Use the hit-rate number to sanity-check whether your current configuration is performing on this asset and timeframe — if it is below 50 percent on a large sample, revisit your weight assignments.
🔹 LIMITATIONS AND TRANSPARENCY
The hit-rate metric is backward-looking. It measures how often past A-tier signals produced a one-ATR directional move within the next N bars. It is not a forecast of future performance. A hit rate with fewer than twenty signals is flagged with an info marker because the sample size is not yet statistically meaningful. Factor definitions are static — they do not adapt to regime changes automatically. Session weighting assumes standard crypto and equity session times in UTC; adjust if you are trading exotic hours. The script uses pivot-based structure, which lags by the pivot length on the right edge of the chart (a standard trade-off for noise suppression).
🔹 RISK DISCLOSURE
This indicator is an analytical tool, not financial advice. It does not predict future price movements. A high quality score does not guarantee a winning trade. Past performance of any displayed signal does not indicate future results. Always use proper risk management and position sizing. Never trade with capital you cannot afford to lose. Indicator
Indicator
Cumulative Volume Delta Flow [AGPro Series]Cumulative Volume Delta Flow
🔹 **Overview**
Cumulative Volume Delta Flow is a hybrid CVD engine designed to expose order-flow imbalances without requiring footprint charts or exchange-native buy/sell data. It reconstructs cumulative delta using lower-timeframe breakdown when available, with intrabar polarity as a universal fallback — making it work on every symbol and every timeframe. On top of this engine, a triple-layer divergence detector identifies Regular, Hidden, and statistical Exhaustion signals, and every signal is scored by its own statistical strength with a ★/★★/★★★ rating system printed directly on the label.
The indicator is built for traders who want smart-money context at a glance: when buyers are absorbing, when a rally is losing real participation, and when a climactic flush is likely to reverse — with an immediate visual cue of how strong each signal is relative to the recent flow regime.
🔹 **Unique Edge**
Most CVD indicators are single-mode: either they plot cumulative delta, or they call a Regular divergence. This script combines four layers that rarely appear together in one tool:
- Hybrid engine with transparent fallback (no silent failure on high TFs)
- Exhaustion detection based on standard-deviation of CVD change, not price — catches reversals that price-only divergence misses
- Per-signal ★/★★/★★★ strength rating using type-specific statistical metrics (pivot-gap σ for Regular/Hidden, change σ for Exhaustion), so traders instantly know which signals deserve attention
- Optional reaction zones anchored at flow-driven pivots, behaving as dynamic support/resistance born from real participation events rather than pure price structure
🔹 **Methodology**
- The engine computes two parallel delta streams every bar: an intrabar polarity stream (weighted by wick balance for neutral/doji candles) and a lower-timeframe stream that iterates sub-bars and signs each by its close-vs-open direction
- In Hybrid mode, the LTF stream is preferred when it yields a non-zero value; the intrabar stream is used as fallback so the indicator never goes blank on exotic tickers or high timeframes
- A session/daily/weekly reset prevents long-run drift and keeps the cumulative counter meaningful across regime changes
- Pivots are detected on both price and CVD with a shared lookback window; the last two price pivots and their paired CVD values are tested for all four classical divergence relationships
- Exhaustion is a separate statistical trigger: the single-bar CVD change is compared against a 50-bar standard deviation; a σ breach in the direction opposite to the candle body is flagged as climactic absorption
- Each divergence label is rated with stars based on its type: Regular and Hidden use the CVD-pivot gap normalized by 50-bar CVD level stdev (how far apart the two flow pivots are), while Exhaustion uses the σ multiple of the current CVD change (how extreme the climactic event is)
- A cooldown window suppresses signal clustering in chop, and labels are offset by ATR-scaled distance with a leader line so they never collide with candles
🔹 **Signals & Alerts**
On-chart labels with star rating:
- Reg Bull / Reg Bear ★-★★★ — classical reversal divergence (price exhausts, flow refuses)
- Hid Bull / Hid Bear ★-★★★ — continuation divergence (pullback inside an active trend)
- Exh Bull / Exh Bear ★-★★★ — statistical flow climax above the σ threshold
Star thresholds for Regular/Hidden: ★★★ ≥ 2.0σ gap, ★★ ≥ 1.0σ gap, ★ < 1.0σ.
Star thresholds for Exhaustion: ★★★ ≥ 3.0σ, ★★ ≥ 2.0σ, ★ < 2.0σ (minimum trigger is 1.75σ).
Each signal carries its own color code and a leader line connecting the label back to the source candle for fast visual reading. Six discrete alertcondition slots are exposed plus three proactive alert() calls grouped by divergence family, so traders can route regular, hidden, and exhaustion signals to different channels.
🔹 **Key Inputs**
- Calculation Method: Hybrid, LTF Only, or Intrabar Only
- LTF Resolution: Auto (adaptive by chart TF) or fixed 1 / 3 / 5 / 15m
- CVD Reset: Session, Daily, Weekly, or None
- Pivot Length: 2–15 bars
- Toggles for Regular / Hidden / Exhaustion layers independently
- Exhaustion Threshold (σ): 1.0–4.0, default 1.75
- Min Bars Between Signals: anti-clustering cooldown (default 15)
- Reaction Zones: optional, with ATR width, extend length, and max active cap
- Label Size + Label Offset (ATR) for visual tuning
- Info Panel: 5 positions, 4 text sizes, full hide toggle
🔹 **How to Use**
- On the 4H timeframe, run the defaults on liquid instruments: BTCUSDT, ETHUSDT, SPX, ES, major FX pairs
- Treat ★★★ signals as the highest-priority reads of the chart — these are statistical outliers
- Treat ★★ signals as the normal tradeable population — the bulk of decision-making happens here
- Treat ★ signals as background context — use them for bias confirmation, not as primary entries
- Regular divergences are reversal warnings at structural highs/lows; they are most reliable when aligned with a key horizontal level or trendline
- Hidden divergences are trend-continuation entries during pullbacks inside a confirmed trend
- Exhaustion signals mark participation climaxes and often coincide with short-term reversals even when no classical pivot has formed yet
- Check the Info Panel's Last Signal row for the most recent event type and its star rating without scanning the chart
- Enable Reaction Zones when you want persistent S/R context from flow events; keep them off for minimal, label-only use
- Consider combining with a structure tool from the AGPro Series (SFP, Breaker, Unicorn) for confluence
🔹 **Info Panel**
The compact info panel on the chart surfaces seven live metrics: the current cumulative CVD value, the CVD trend classification (Up/Down/Flat based on price relative to its own EMA 21), the last signal's full name and star rating in color, the rolling divergence count over the last 200 bars (Bull / Bear), and the bar-age of the most recent bullish and bearish events. This gives a full situational snapshot without scrolling.
🔹 **Limitations & Transparency**
- CVD from intrabar polarity is an approximation, not true tick-level order flow. Exchange-native buy/sell volume is only available through footprint data
- On very high timeframes (Daily+), LTF breakdown may return partial data; Hybrid mode is recommended
- Divergence signals appear only after both pivot legs are confirmed; the second pivot needs `pivotLen` bars of right-side confirmation, so signals print with that lag
- Exhaustion requires at least 50 bars of CVD history for the standard-deviation baseline
- Star ratings are statistical descriptors of signal strength relative to recent flow, not trade-quality guarantees
- Past performance of any divergence pattern does not guarantee future results; this tool surfaces probabilistic context, not guaranteed reversals
🔹 **Risk Disclosure**
This indicator is an analytical framework, not a trading system or financial advice. Signals are technical observations intended to support decision-making; they do not account for fundamentals, news, liquidity, or your risk tolerance. Always use proper position sizing, stop-loss placement, and risk management. Test the tool on historical data and in a simulated environment before deploying it on live capital. Trading carries risk of substantial loss. Indicator
