Order Flow 3D Delta Profile [LuxAlgo]The Order Flow 3D Delta Profile indicator provides a spatial visualization of volume delta distribution across a specified lookback period, using 3D extrusion to represent market depth and intensity.
🔶 USAGE
The indicator projects a 3D volume profile onto the chart, allowing traders to identify price levels with significant buying or selling pressure. Unlike traditional 2D profiles, this tool uses depth and perspective to highlight the relationship between price, volume, and time.
🔹 Value Area and POC
The script identifies the Point of Control (POC) as the price level with the highest total volume, rendered in a distinct color. The Value Area (VA) highlights the price range where a user-defined percentage of total volume (default 70%) occurred. Bins outside the Value Area are darkened to emphasize the core trading zone.
🔹 Profile Alignment and Placement
Users can customize the spatial arrangement of the profile:
Placement: Choose to overlay the profile directly "On Candles" or position it to the "Right of Price" for a clearer view of current price action.
Alignment: Set the profile to "Center" to see delta split (bullish volume to the right, bearish to the left), or "Left/Right" to see unified volume bars.
🔹 3D Perspective
The "3D Options" allow for full control over the visual tilt. Adjusting the X and Y Extrusion Depths changes the angle of the "blocks," providing a pseudo-3D effect that can help distinguish overlapping price levels.
🔹 Volume Anomaly Highlights
When enabled, the indicator identifies individual candles with abnormally high volume (based on a multiplier of the average). These candles are highlighted with a glowing effect and a "3D Laser Beam" that connects the candle directly to its corresponding price level in the profile.
🔶 DETAILS
The script calculates volume distribution by dividing the high-low range of the lookback period into "Buckets." Each candle's volume within the period is assigned to a bucket based on its median price.
The 3D effect is constructed using polylines to create front, side, and top faces for every volume bin. The drawing order is dynamically managed based on the Y-tilt (drawing bottom-to-top or top-to-bottom) to ensure correct visual layering and occlusion.
🔶 SETTINGS
🔹 General
Length: The number of historical bars included in the profile calculation.
Buckets: The number of price rows (bins) used to divide the vertical range.
Value Area %: The percentage of total volume used to calculate the Value Area.
🔹 Profile Setup
Profile Alignment: Determines if volume is centered or pinned to a side.
Profile Placement: Determines the horizontal location of the profile.
Profile Width Scale: Controls the maximum horizontal width of the volume bins.
🔹 3D Options
Extrusion Depth X/Y: Controls the horizontal and vertical tilt of the 3D perspective.
Show Bounding Box: Draws a 3D wireframe around the range of the profile.
🔹 Visuals
Highlight High Vol Candles: Enables the glow and connection beams for volume anomalies.
Anomaly Threshold: The multiplier applied to average volume to identify an anomaly.
🔹 Style
POC Color: Color used for the Point of Control.
Bull/Bear Colors: Colors representing positive and negative volume delta.
Border Color: The color of the 3D block edges and bounding box.
Indicator
Intrabar Profile [Kioseff Trading]Hello Traders!
🔹 Intrabar Profile
Intrabar Profile is a lower-timeframe profile tool designed to draw a volume profile or delta profile on each individual candle .
Instead of only looking at where a candle opened, closed, wicked, or changed color, this indicator attempts to show:
Where did volume actually trade inside the bar?
It focuses on answering a deeper question:
What happened inside the candle that normal candlesticks do not show?
volume profile on every visible bar
delta profile on every visible bar
lower-timeframe volume distribution
POC detection per candle
value area visualization
buy-side vs sell-side imbalance display
optional volume-at-level labels
adaptive scaling as the chart zooms in or out
🔹 What the indicator shows
🔸 Intrabar Volume Profile
The indicator reconstructs a mini volume profile for each candle using lower timeframe data.
This allows you to see:
where volume was concentrated inside each bar
which price level had the highest volume
how volume was distributed across the candle range
whether volume was balanced or concentrated near specific levels
This shifts your perspective from:
“this candle closed bullish or bearish”
to:
“where did participation actually take place inside this candle?”
🔸 POC Per Candle
Each intrabar profile includes a Point of Control , or POC.
The POC marks the price level inside the candle where the highest amount of volume was detected.
This helps identify:
where the most trading activity occurred inside the bar
whether volume was concentrated near the high, low, or middle of the candle
potential areas of intrabar acceptance or rejection
where participation clustered before price moved away
🔸 Value Area Per Candle
The indicator can also display a value area for each profile.
The value area is calculated from total volume and highlights the region where the majority of volume occurred inside the bar.
This helps separate:
high-participation areas
lower-participation areas
balanced candles
thin or inefficient areas of the candle
Together, the POC and value area help show the internal structure of each candle instead of only the candle body and wick.
🔸 Intrabar Delta Profile
Intrabar Profile can also switch from standard volume profile mode to delta profile mode .
Delta mode estimates buy-side and sell-side pressure using lower timeframe price movement and volume.
This allows you to see:
where positive delta appeared inside the candle
where negative delta appeared inside the candle
whether aggressive activity was concentrated at the top, middle, or bottom of the bar
when total volume and directional pressure tell different stories
This can help answer:
Was volume only present, or was it meaningfully skewed toward buyers or sellers?
🔸 Volume Profile vs Delta Profile
The indicator includes two profile modes:
VP - displays total volume distribution inside each candle
Delta - displays directional volume imbalance inside each candle
Volume profile mode focuses on:
where participation occurred
where volume was concentrated
where the candle’s POC and value area formed
Delta profile mode focuses on:
which side had more pressure
where buy-side or sell-side imbalance appeared
whether pressure was distributed evenly or concentrated at specific levels
🔸 Adaptive Mini Profiles
The profiles are drawn directly on top of the chart candles and are designed to stay proportional as the chart is adjusted.
This means the visual structure adapts as you:
zoom in
zoom out
stretch the chart
compress the chart
The goal is to keep the profile readable without turning the chart into visual clutter.
🔹 Granularity Options
The indicator uses lower timeframe data to build each intrabar profile.
Available granularity options include:
5-minute
1-minute
1-second
1-tick
Lower granularity can provide a more detailed reconstruction of intrabar activity, depending on the symbol and data available from PulseWire.
Important Note
Some lower timeframe data options may require specific PulseWire data access or plan availability. If a selected granularity is not available on your chart or account, the indicator can only work with the data PulseWire provides.
🔹 How to read it
Each candle can be read as its own mini profile.
larger profile rows show more volume or stronger absolute delta
the POC marks the highest-volume level inside the candle
the value area highlights the primary participation zone
gray areas show volume outside the selected value area
positive delta shows stronger buy-side pressure
negative delta shows stronger sell-side pressure
This helps you compare:
where the candle closed
where the most volume traded
where delta was strongest
whether the candle’s appearance matches its internal activity
🔹 Example interpretations
bullish candle + volume concentrated near the high → possible acceptance higher
bullish candle + heavy volume near the low → possible absorption or delayed response
bearish candle + negative delta near the low → aggressive selling into the bottom of the bar
large candle + thin profile → fast movement with less balanced participation
small candle + heavy profile → high activity with limited price movement
strong delta but weak candle movement → potential absorption or opposition
🔹 Why this indicator is useful
Intrabar Profile gives you a way to look beyond standard candles.
It helps you see:
where volume formed inside each candle
where the candle’s POC developed
whether participation was concentrated or spread out
whether buyers or sellers dominated specific levels
how volume and delta behaved inside the bar
whether the candle’s structure supports or contradicts the price action
Instead of only asking:
“Did this candle close green or red?”
you can ask:
“Where did the trading actually happen inside this candle?”
🔹 Best use cases
studying intrabar volume structure
analyzing candle quality
identifying high-volume zones inside individual bars
spotting possible absorption or imbalance
comparing price action against internal volume distribution
enhancing volume profile, order flow, or liquidity-based analysis
🔹 Inputs you can customize
profile type: VP or Delta
granularity: 5-minute, 1-minute, 1-second, or 1-tick
number of profile rows
buy-side and sell-side colors
POC color
mini profile transparency
value area visibility
volume-at-level labels
🔹 Important note
This script uses lower timeframe data to approximate intrabar volume and delta structure.
This means:
accuracy depends on available lower timeframe data
different symbols may behave differently
1-second or tick data may not be available for every user or market
delta is estimated from lower timeframe price movement and volume
this is an analytical visualization tool, not a predictive engine
Closing Notes
Intrabar Profile is built to show the internal volume structure of each candle .
It helps turn a normal candlestick chart into a more detailed profile-based view of participation, imbalance, and intrabar activity.
As always, thank you PulseWire! Indicator
Indicator
Session CVD DivergenceSession CVD Divergence splits Cumulative Volume Delta into three independent session streams (Asian, London, and New York) and automatically detects all four divergence types between price and order flow.
TWO-SCRIPT SETUP
This indicator comes as a pair:
Session CVD Divergence (this script) — add to a new pane. Shows the CVD lines for each session and draws divergence lines between the CVD pivots.
Session CVD — Chart Labels — add as an overlay. Draws the same divergence lines between the price pivots on the main chart, with labels at each signal.
Both scripts must be on the chart together for the full picture. Settings (session times, pivot length, colors) are identical between the two, keep them in sync.
Session CVD Chart Labels:
WHY SESSION-SCOPED CVD?
A standard CVD indicator runs continuously across the entire day. That means London's aggressive buying gets buried inside Asia's quiet accumulation, and by the time New York opens you're reading a blended signal with no session context.
This indicator resets CVD to zero at the open of each session. What you see is the net order flow within that session only, independent of what happened before.
THE FOUR DIVERGENCE TYPES
Regular divergences (reversal signals, solid lines)
BD — Bullish Divergence: price makes a lower low, CVD makes a higher low. Selling pressure is drying up.
BrD — Bearish Divergence: price makes a higher high, CVD makes a lower high. Buying pressure is fading.
Hidden divergences (continuation signals, dashed lines)
hBD — Hidden Bullish Divergence: price makes a higher low, CVD makes a lower low. Uptrend remains intact beneath the surface.
hBrD — Hidden Bearish Divergence: price makes a lower high, CVD makes a higher high. Downtrend continuation despite apparent strength.
Each signal draws a line directly between the two pivots that form the divergence: on the CVD pane between the CVD pivot values, and on the main chart between the price pivot values. Solid lines for reversals, dashed lines for continuations.
SAME-SESSION CONSTRAINT
Divergence is only detected between two pivots that belong to the same session. A CVD pivot from the Asian session and a pivot from the London session are never compared, as their CVD scales are incompatible since each resets independently. This eliminates a significant source of false signals present in most divergence tools.
DELTA APPROXIMATION
Each bar's volume delta is estimated using the close-position formula:
delta = V x ( 2 x (C - L) / (H - L) - 1 )
A bar closing at its high contributes its full volume as buying. A bar closing at its low contributes its full volume as selling. Everything between is proportional.
SETTINGS
Session Boundaries — all session open/close times are configurable in UTC hours. Defaults: Asian 00 to 08, London 08 to 16, NY 13 to 21.
Pivot Detection Bars — controls sensitivity. Lower = more signals. Higher = only major pivots confirmed by more bars on each side.
Regular / Hidden divergence — each type can be toggled independently.
Colors — all four divergence types and all three session lines are individually customizable.
Session background — subtle shading shows which session each bar belongs to.
RECOMMENDED TIMEFRAME
15m to 4H. A warning label appears if the indicator is applied to a daily or higher timeframe.
Indicator
Indicator
Crucible Range Compression [JOAT]Crucible Range Compression
Crucible Range Compression detects volatility-compression episodes by blending three independent contraction proxies — Bollinger Band Width percentile, ATR percentile, and body-range Z-score — into a single intensity score. While compressed, the script tracks Cumulative Volume Delta inside the compression window to predict breakout direction. On confirmed compression exit it projects a chamber-width target line. A history strip records each completed compression with its outcome.
What makes it different
Single-metric volatility-contraction indicators (BBW or ATR alone) can be misled by price-level changes. The composite intensity uses three normalized metrics, each over a percentile lookback, so contraction across multiple lenses is required for a true compression read.
The compression chamber is drawn as a dynamic box (top and bottom bounds expanding while the compression remains active) with three nested concentric rings that visually tighten as intensity increases. A clear visual countdown to breakout.
Inside the chamber, CVD slope predicts breakout direction before the breakout occurs. A direction-bias gauge surfaces this prediction in a 21-segment vertical scale.
Two forward projection lines appear AFTER compression exits but BEFORE the breakout candle confirms — bull target at chamber-high plus width, bear target at chamber-low minus width. Once the direction confirms, only the active target survives.
A false-breakout signal fires when price breaks in the opposite direction of CVD's bias. A high-value warning that a fast reversal is likely.
How it works
Bollinger Band Width equals (upper minus lower) divided by basis. Convert to percentile rank over a 100-bar lookback.
ATR(14) percentile rank over the same lookback.
Body range equals the absolute distance between close and open. Body Z equals (body minus sma(body, 20)) divided by stdev(body, 20). Map to a 0-1 score where small bodies equal 1.
Intensity equals 0.40 times (1 minus BBW%) plus 0.40 times (1 minus ATR%) plus 0.20 times body score. Range 0 to 1 where 1 equals maximum compression.
Compression active when intensity exceeds the user threshold (default 0.7). Chamber bounds are the running max / min of high / low while active.
CVD inside the chamber: delta equals plus volume on up bars, minus volume on down bars, zero otherwise, summed since chamber start. Slope equals total delta divided by bars in chamber.
On exit (intensity drops below threshold), if close above chamber high and CVD bias above 0, bull breakout. If close below chamber low and CVD bias below 0, bear breakout. If price breaks one way but CVD predicted the other, false-breakout signal.
Target on confirmed direction equals breakout close plus or minus chamber width.
Reading the chart
Outer compression chamber box, transparency-modulated by intensity, anchored at compression start.
Three nested concentric rings inside the chamber, smaller and smaller, tinted by direction bias.
Iridescent candle recolor scales transparency with intensity (faded while compressed, vivid on expansion).
Forward projection lines (bull target and bear target) appear at compression exit and disappear when one direction confirms.
A confirmed target line plus price label persists until hit or expired.
bgcolor pulses: 3-bar fade on compression entry, 2-bar fade on confirmed breakout (bull / bear).
Chamber exit pulse: border alpha cycles for 3 bars when compression exits.
A right-edge intensity gauge label with intensity %, state, bias, bars in.
A right-side 21-segment direction-bias gauge mirroring CVD slope.
Pre-compression bgcolor highlight when intensity is approaching the threshold.
An intensity history mini-strip on the right edge showing the last 10 intensity values as colored line segments.
A compression history strip (last 10 completed compressions with outcomes).
A daily compression counter.
Signals
Compression entry (intensity crosses above threshold)
Compression exit (intensity drops below threshold, breakout pending)
Bull breakout confirmed
Bear breakout confirmed
False breakout (direction mismatch with CVD bias)
All gated on barstate.isconfirmed or barstate.ishistory. No future references.
Inputs
Compression : BB length, BB stdev multiplier, percentile lookback, activation threshold, chamber initial length, target line extension bars.
Visual : bullish, bearish, neutral colors. Chamber, nested rings, candles, target line, pulses, gauge toggles.
On-chart : compression history, intensity strip, pre-compression highlight, bias gauge, projection lines, target hit/miss labels, false-breakout revert line, state block, cycle counter, exit pulse.
Dashboard : position, size.
How traders use this
Breakout entries : wait for the confirmed bull / bear breakout signal AND the CVD-bias gauge to be aligned. False-breakout signals when these disagree are reasons to pass or fade.
Range trading : while compression is active (chamber visible), reactions to chamber high / low are intra-range scalp setups.
Target management : once the breakout fires and the target line appears, common practice is to scale out at chamber-mid first, then chamber-target. The chamber width is the implied move.
Compression history : see how previous compressions resolved on the current instrument. A series of Win entries means the setup has been productive recently.
Limitations
Compression detection requires warm-up history (100 bars for the percentile calculations). On very young charts the script is inert.
CVD bias inside a chamber is a probability, not a guarantee. False breakouts happen when liquidity sweeps stops on the predicted side first.
For instruments with very thin volume data, the CVD direction signal is less reliable.
The chamber width is a measured-move proxy. Actual move size can exceed or fall short.
Compatibility
Pine Script v6 open-source indicator (overlay). Any symbol, any timeframe (more bars equals more reliable percentile context). No request.security calls.
Defaults
20-bar BB, 2.0 BB stdev, 100-bar percentile lookback, 0.7 activation threshold, 20-bar initial chamber length, 40-bar target extension, mint / red / gray palette, top-right medium dashboard.
Indicator
Aurora Compass [JOAT]Aurora Compass
Aurora Compass is a higher-timeframe volume-profile overlay with smart-money-weighted bin coloring, Point of Control (POC) tracking, Value Area High / Value Area Low boundaries, top-three High Volume Node (HVN) full-chart-width zones, low-volume node markers, liquidity-sweep detection with persistent price labels, an inter-interval POC drift trail, profile imbalance and HVN-rotation alerts, and a right-side 21-segment bias compass.
What makes it different
Traditional volume profile shows raw volume distribution. Aurora Compass weights each candle's contribution by a normalized Negative Volume Index delta, emphasising bars where institutions tend to transact (NVI-up days). The result highlights levels of smart-money concentration, not just raw turnover.
Full-chart-width HVN zone boxes (not just thin borders) make the top three nodes obvious across the entire visible price history.
Value Area High and Value Area Low are computed and drawn. The price boundaries that bracket 70% of profile volume. These are first-class horizontal levels with right-edge labels.
An inter-interval POC drift trail draws a line from each interval's POC midpoint to the next, colored by direction. You can read multi-day POC migration at a glance.
Liquidity sweeps are detected when price wicks beyond an HVN and the candle body closes back through. The script prints a persistent price label, not just a marker.
How it works
Higher-timeframe rollover is detected via ta.change(htfTf). No request.security is used. The profile is constructed from local bars within the interval.
The price range within the active interval is binned into res slices. For each bin, the script accumulates total volume and smart-money-weighted signed volume.
POC is the bin midpoint with the maximum total volume. Value Area is computed by expanding outward from POC until cumulative volume reaches 70%.
Top three bins by volume become HVNs. Bottom three become LVNs, where breakouts tend to accelerate through low-resistance areas.
Sweep markers fire when a wick pierces an HVN boundary and the body closes the other side.
POC drift in ATR units is tracked across interval boundaries. Imbalance is the absolute net signed volume divided by total volume.
Reading the chart
Heatmap boxes for each bin, transparency-modulated by relative volume share. Smart-money weighting tints them mint or red according to net flow direction.
POC dashed horizontal line extends across the visible chart with a right-edge price label that includes the inter-interval drift in ATR units.
VAH and VAL dashed lines with right-edge labels.
Three HVN full-width zones with right-edge price and volume labels.
Three LVN border-only highlights (visually distinct from filled HVN).
HTF interval boundary dotted vertical lines (capped to last 20 intervals).
Per-interval sentiment timeline labels above each historical interval's high.
Liquidity sweep labels at sweep wicks (for example SWEEP 4520.50).
Inter-interval POC drift trail (capped to last 10 segments).
Right-side 30-segment vertical bias gauge with horizontal sight-line and pointer label.
Signals
Bullish / bearish liquidity sweep
Bullish / bearish POC drift
HVN touch
HVN rotation (top-3 ordering changed between intervals)
Profile imbalance bull / bear (net signed volume crosses the threshold)
VAH / VAL touch and Value Area reclaim (up / down breakouts)
All gated on barstate.isconfirmed or barstate.ishistory. No future references.
Inputs
HTF Profile : higher timeframe selector, profile resolution, intensity scale, show heatmap, show POC, show HVN.
Cross-Interval : HTF interval markers, sentiment timeline, POC trail, LVN bands, sweep labels, gauge, sentiment label, Value Area, HVN zones, imbalance threshold.
Sweep : detection toggle.
Visual : bullish / bearish colors, intensity scale.
Dashboard : position, size.
How traders use this
HVN reactions : the top-three HVN zones are the levels most likely to attract price retests. Look for rejections or breakouts at these levels.
LVN acceleration : when price enters a low-volume bin, expected travel speed is faster. These are thin-air zones useful for measured-move targets.
Sweep then reclaim : a bull sweep where price wicks below an HVN and closes above is a classic stop-hunt-then-reverse pattern.
POC drift : a series of mint trail segments showing upward POC migration across multiple HTF intervals is a structural up-trend signal independent of price action on the LTF.
Value Area : trading within Value Area is range / rotation behavior. Trading outside is trend / discovery behavior.
Limitations
The profile is built from local LTF bars within an HTF interval. Resolution and quality scale with how many LTF bars fit in the HTF window. Daily HTF with 1-minute LTF gives the richest profile.
Smart-money weighting via NVI is a proxy. It is not a substitute for true tick-level order-flow data.
HVN / LVN selection is recomputed each bar and may shift as new volume arrives within an interval. Once the interval closes the profile is locked.
For very illiquid instruments the profile is sparse and the levels are less informative.
Compatibility
Pine Script v6 open-source indicator. Any symbol with volume data. HTF must be strictly higher than the chart timeframe. No external request.security calls. Non-repainting: signals fire on confirmed bars.
Defaults
Daily HTF, 30 bins, mint / red palette, top-right medium dashboard. For higher resolution increase the bin count. For noisier instruments raise the imbalance threshold.
Indicator
AMT Order Flow Suite v2.2AMT Order Flow Suite v2.2 — CVD · Delta · VWAP · Session Levels · Virgin POC
A complete Auction Market Theory order flow indicator built for XAUUSD (Gold), combining Cumulative Volume Delta, per-bar delta, session-anchored VWAP, intraday Point of Control, Value Area levels, Virgin POC detection, and Failed Auction signals — all in one script.
Developed and validated against 1.3 million ticks of raw XAUUSD price data across multiple weeks of live session analysis. Everything you see on the chart is derived from actual volume and delta, not price patterns alone.
WHAT IT SHOWS
Cumulative Volume Delta (CVD)
The core of the indicator. CVD accumulates signed volume throughout each session — positive when buyers are aggressive, negative when sellers dominate. Resets at the start of every new session so you always see the current day's order flow in isolation. An EMA signal line rides on top — when CVD crosses below its signal, bias turns bearish; above it, bullish. The fill colour shifts green/red to make the bias instantly readable.
CVD Divergence Labels
When price makes a new session high but CVD fails to confirm (DIST label) — that is distribution: institutions selling into retail buying. When price makes a new session low but CVD holds up (ABS label) — that is absorption: buyers stepping in as price flushes stops. These are the two highest-conviction signals in the indicator. Both are validated against real tick data.
Per-Bar Delta Histogram
Shows the signed volume of every individual bar — how hard buyers or sellers hit at that exact moment. Weighted by bar body ratio so doji bars don't falsely signal. High-volume bars are flagged with a marker. Absorption bars (high volume + tight range — the classic sign of an iceberg order defending a level) are marked with a diamond.
Session-Anchored VWAP with Standard Deviation Bands
VWAP resets each session and is calculated from the true volume-weighted average price. The ±1σ bands approximate the 70% Value Area — the zone where most of the day's business occurred. The ±2σ bands mark the outer extremes. Price extended beyond ±2σ with declining CVD is one of the strongest mean-reversion signals available.
Intraday POC (Point of Control)
Tracks the price level with the highest volume of the current session in real time. The POC is drawn as a dashed gold line extending right. This is the fair value anchor — price gravitates back to it repeatedly throughout the session and into the next day.
Value Area High (VAH) and Value Area Low (VAL)
Derived from the VWAP standard deviation bands. VAH = VWAP +1σ, VAL = VWAP -1σ. These are the boundaries of accepted value. Price breaking outside them and failing to hold is the definition of a Failed Auction — the primary trade setup this indicator is built around.
Virgin POC Detection
Tracks the POC of the previous two sessions. If price has not returned to a prior session's POC since that session ended, that level is "virgin" — untouched high-volume ground. When price finally reaches it, a circle marker appears on the chart (VP for 1-session-old, VP2 for 2-session-old). Virgin POCs produce the strongest reactions of any level because they contain trapped participants at their cost basis. Lines for VP1 and VP2 are drawn on the chart automatically each session and the live price levels are shown in the info table.
Failed Auction Signals (FA↑ / FA↓)
A Failed Auction occurs when price spikes outside the Value Area then returns back inside, rejecting the breakout. FA↑ (triangle up, below bar) fires when price has recently been below VAL and recovered back into value with positive delta and CVD above its signal line — buyers reclaimed the level. FA↓ (triangle down, above bar) fires when price has been above VAH and falls back with negative delta and CVD below its signal line — sellers rejected the breakout. Both signals are confirmed by CVD direction, not price alone.
Session Backgrounds and Open Labels
Asia (purple), London (gold), and NY (green) session backgrounds so you can instantly see which session produced which price action. LON and NY open labels appear at the exact opening bar of each session.
Live Info Table
Top-right corner dashboard showing: Session CVD, CVD Bias (BULL/BEAR), current bar delta, volume ratio, distance from VWAP, live POC price, VAH and VAL prices, current session name, active signal (if any), and the live levels of VP1 and VP2. Everything you need to read order flow without switching panes.
ALERT CONDITIONS (9 total)
✅ FA Long — Failed Auction long signal fired
✅ FA Short — Failed Auction short signal fired
✅ Bearish CVD Divergence — price new high, CVD not confirming (distribution)
✅ Bullish CVD Divergence — price new low, CVD not confirming (absorption)
✅ Absorption Detected — high volume + tight range at current bar
✅ Virgin POC Touch (1 session) — price reaching yesterday's untouched POC
✅ Virgin POC Touch (2 sessions) — price reaching 2-session-old POC (higher conviction)
✅ London Open — session beginning, watch for stop-hunt then direction
✅ NY Open — key session, trend continuation or reversal hour
SETTINGS
Timezone — set to your broker's chart timezone (default: Europe/London)
London / NY open hours — adjustable so the session labels and alerts fire at the correct time for your data feed
CVD Signal EMA length — controls how responsive the signal line is (default 20)
Volume average length — lookback for the volume ratio and absorption calculations
High-volume threshold — the multiple above average volume that triggers the high-vol flag
Absorption range ratio — how tight a bar's range must be relative to average to qualify as absorption
Level lookback — how many bars the POC tracker uses
All colours — fully customisable: bull, bear, CVD line, POC, VAH, VAL, VWAP, Virgin POC, absorption
HOW TO USE IT
Add to a 1-minute or 5-minute XAUUSD chart. Set your timezone to match your broker's data feed. The CVD pane appears below the chart automatically — if you only want the overlay elements on the main chart, right-click the pane and move or close it.
Each morning before London opens: note the POC, VAH, and VAL from the previous session (visible as dashed lines). Note the VP1 and VP2 levels in the info table — these are your virgin reaction zones for the day.
During London and NY: watch the CVD fill. Green fill above zero with price near VAL = look for FA↑. Red fill below zero with price near VAH = look for FA↓. DIST label at a new price high = distribution, shorts favoured. ABS label at a new price low = absorption, longs favoured.
NOTES
Works on any instrument with volume data but was designed and tested specifically on XAUUSD spot (Gold). The POC and Value Area are approximated using a session-anchored VWAP standard deviation method — this keeps the indicator fast and free of the loop timeout errors that affect bin-based volume profile calculations in Pine Script. For tick-perfect volume profiles, combine with PulseWire's built-in Session Volume Profile tool.
Built on Pine Script v6. No repainting. All calculations are bar-confirmed. Indicator
Whale Liquidity and Absorption Profile [AlgoAlpha]🟠 OVERVIEW
The Whale Liquidity and Absorption Profile maps intrabar buying, selling, delta, and absorption activity into stacked horizontal profiles. It samples lower timeframe volume data inside each chart candle, then groups that activity into price bins to show where aggressive participation and absorption occurred across a configurable lookback range.
The script separates strong and weak activity using a percentile-based strength filter. It also builds a delta heatmap, absorption profile, historical absorption heatmap, and local absorption zones. Together, these components help traders identify where liquidity entered the market, where imbalance formed, and where price may react again.
🟠 CONCEPTS
Intrabar Sampling — Lower timeframe volume and directional data are requested using request.security_lower_tf() to reconstruct buying and selling activity inside each chart candle.
Strength Filter — Intrabar volume samples are ranked by percentile. Volumes above the selected percentile threshold are classified as strong activity while lower values are treated as weak activity.
Delta Profile — Buy volume minus sell volume calculated per price bin. Positive delta shows aggressive buying while negative delta shows aggressive selling.
Absorption Volume — Bullish volume occurring in upper wicks and bearish volume occurring in lower wicks. This is used to estimate where opposing liquidity absorbed incoming pressure.
Price Bins — The full price range inside the lookback is divided into vertical bins. All volume, delta, and absorption calculations are aggregated into these bins.
Absorption Peaks — Local highs in the absorption profile compared against neighboring bins. These areas are drawn as support and resistance zones.
🟠 FEATURES
Multi-Layer Volume Profile — Displays stacked buying and selling activity across price levels.
• Separates strong bullish, weak bullish, weak bearish, and strong bearish volume.
• Optional strong-only mode hides weak participation and normalizes the profile using only strong activity.
Delta Heatmap — Displays signed delta values directly inside each profile cell.
• Positive delta highlights dominant buying pressure.
• Negative delta highlights dominant selling pressure.
Absorption Profile — Aggregates wick-based absorption activity into a separate horizontal profile. (Buys at high wicks, Sells at low wicks)
Historical Absorption Heatmap — Creates rolling 5-bar heatmap snapshots to show where historical absorption accumulated over time.
Absorption Zones — Detects local absorption peaks and projects them across the chart as potential reaction areas.
Strong Activity Bubbles — Marks the strongest intrabar buying and selling events directly on price using percentile-ranked bubble tiers.
🟠 HOW TO USE
Load 2 instances of the indicator to bypass box drawing limits and use both the Absorption heatmap and the profiles.
Watch for stacked strong bullish volume combined with positive delta — this can show aggressive participation entering a price region.
Watch for stacked strong bearish volume combined with negative delta — this can show heavy selling pressure dominating a level.
Use absorption zones as areas where price previously encountered opposing liquidity — these zones may act as future reaction points.
Compare delta against absorption — strong positive delta with heavy upper-wick absorption can indicate trapped buyers or resistance.
Use the historical absorption heatmap to locate repeated liquidity interaction zones that price continues to respect over time.
Increase profile resolution for tighter price detail and reduce it for broader structural zones.
Enable strong-only mode to isolate high-participation liquidity events and remove weaker intrabar activity from the profile.
🟠 CONCLUSION
Whale Liquidity and Absorption Profile combines intrabar volume profiling, delta analysis, and wick-based absorption detection into a single structured framework. The indicator separates strong and weak participation while mapping where liquidity was absorbed across price levels. This gives traders a clearer view of imbalance, participation strength, and potential reaction zones inside the current market structure. Indicator
Pan Sniper Hybrid V12.7.6 CompleteTitle: Pan Sniper Hybrid V12.8 - Multi-Strategy SMC & Volumetric Signals
Description:
Pan Sniper Hybrid V12.8 is a comprehensive trading tool designed for professional scalpers and day traders. It combines Market Structure Analysis (SMC), Volumetric Delta Analysis, and FX Market Sessions into a single, high-performance indicator.
This script is optimized for lower timeframes (1m, 5m, 15m) to identify high-probability reversal and trend-following setups.
Key Features:
Automatic Market Structure: Real-time labeling of HH, HL, LL, LH to help you identify trend shifts and institutional order flow.
Volumetric Delta Signals: Includes Bull (🐂) and Bear (🐻) signals based on real-time Volume Delta calculations from lower timeframe data.
Shark SFP (Swing Failure Pattern): The Shark (🦈) signal identifies liquidity sweeps at key structural highs and lows—perfect for catching sharp reversals.
AMD Session Boxes: Automatically plots Asia, London, and New York sessions with visual boxes (Accumulation, Manipulation, Distribution) to help you trade session highs and lows.
Dynamic Fibo Zones: Features upper and lower Fibonacci-based bands to identify overextended price levels (Overbought/Oversold).
Gaussian Trend Filter: A smooth trend-following baseline that changes color based on market momentum.
How to use:
For Scalping (1m/5m): Increase the Shark % and Pivot Lookback in settings to filter out minor price noise.
Trend Confirmation: Look for Bull/Bear signals that align with the Gaussian Filter color.
Session Trading: Use the Opening Range (Yellow/Pink lines) as a breakout or mean-reversion boundary during major market opens.
Settings Highlights:
Signal Sensitivity: Fully customizable thresholds for Bull, Bear, and Shark signals to match your risk appetite.
MACD Customization: Adjustable Fast/Slow lengths to fine-tune signal entry timing.
Disclaimer: This indicator is for educational and analytical purposes only. It does not constitute financial advice. Past performance does not guarantee future results. Indicator
Vortex Volume Spectrum [JOAT]Vortex Volume Spectrum
Overview
Vortex Volume Spectrum is a dynamic, proportional volume profile indicator built from scratch in Pine Script v6. It analyses how traded volume distributes across price levels within any configurable lookback window, identifies the Point of Control (POC) — the price level with the highest volume concentration — and draws the Value Area (the 70% of total volume nearest the POC) as a live-updating profile rendered directly on the chart using the box drawing API. Unlike fixed-range volume profiles offered by some platforms, this engine recalculates on every bar and is fully parametric.
Why Build a Volume Profile in Pine?
Volume profile is one of the most powerful market microstructure tools available, revealing where the majority of market participants transacted. Most PulseWire users rely on the built-in session profile which cannot be customised, scripted, or combined with other logic. Vortex Volume Spectrum gives Pine authors and traders a fully transparent, open-source volume distribution engine they can understand, modify, and build upon — with the visual quality of a professional charting suite.
Distribution Engine
The profile is built with a configurable number of price bins (default 30) spanning the high-to-low range of the lookback window. For each bin, the engine calculates the proportional contribution of each historical bar's volume using an overlap method:
Each bar contributes volume proportionally to the fraction of its high-to-low range that overlaps with each bin. A bar spanning multiple bins splits its volume across all overlapping bins by the fraction of overlap — preventing the unrealistic "winner takes all" binning used by simpler implementations.
This overlap-proportional distribution produces a smooth, accurate volume histogram that closely mirrors the actual traded price distribution.
POC Detection
After computing the full distribution array, the engine scans for the bin with the highest accumulated volume. This bin's midpoint is the Point of Control — the price level where the most volume traded during the lookback window. The POC is highlighted as the brightest horizontal line in the profile.
Value Area (70%) Calculation
Starting from the POC bin, the Value Area algorithm expands outward — one bin up and one bin down in alternating steps — absorbing bins into the Value Area until their cumulative volume equals or exceeds 70% of total profile volume. The result is a price range (Value Area High and Value Area Low) that contains the bulk of institutional activity. This range is where the majority of price acceptance occurred and serves as a reference for mean-reversion and breakout trading contexts.
Live Rendering at barstate.islast
The entire profile is rebuilt from scratch on each bar's final tick using the delete-before-create pattern: all existing profile boxes are deleted before redrawing. This ensures that the profile is always current without leaving ghost boxes on the chart. Each bin is drawn as a horizontal box scaled to its volume proportion relative to the maximum bin, using a gradient colour from muted (low volume) to bright teal (near-POC), with the POC bin rendered in gold.
Profile Elements
- Volume bins: Horizontal boxes scaled by proportional volume, coloured by intensity
- POC line: Gold horizontal line at the maximum-volume price level
- Value Area High / Low lines: Teal dashed lines marking the 70% value area boundary
- Volume Delta overlay: For each bar, buy volume (close > open) and sell volume (close < open) are tracked separately and displayed as a delta bar, showing the directional pressure within the profile window
Inputs Reference
- Profile Length (100) — number of bars included in the lookback window
- Number of Bins (30) — vertical resolution of the price distribution
- Profile Width (40 bars) — horizontal width of the rendered boxes
- Show POC Line — toggles the gold POC highlight
- Show Value Area — toggles the 70% Value Area High/Low lines
- Show Volume Delta — toggles the delta bar visualisation
- Profile Offset (0) — shifts the profile left or right from the current bar
- Theme: Dark / Light / Auto
How to Use
1. Add to any chart. The profile automatically spans the last N bars (configurable lookback).
2. The POC (gold line) is the most significant reference level — price tends to be attracted back to the POC when trading away from it.
3. The Value Area High and Low act as potential support/resistance zones. Breakouts above VAH with volume expansion are bullish continuation signals; breakouts below VAL signal bearish continuation.
4. If price is trading within the Value Area, expect range behaviour with mean reversion toward the POC.
5. Volume Delta bars help identify whether the current session's participation is predominantly buying or selling within the profiled window.
Non-Repainting Design
The profile always renders at barstate.islast using only confirmed historical bar data. No forward-looking data is accessed. The POC and Value Area lines represent historical distribution within the defined lookback and do not shift on historical bars.
Limitations
- Volume profiles are most meaningful on instruments with genuine, transparent volume (equities, futures, crypto on-chain exchanges). Forex tick volume is a proxy and may produce less reliable distribution shapes.
- Increasing the number of bins significantly increases the number of box objects drawn, approaching PulseWire's per-indicator box limit on very long lookbacks.
- The profile always represents the most recent N bars — it does not anchor to specific sessions or swing levels. Session-anchored profiles require different logic.
- Very low-volume bins at the extremes are accurate but may appear invisible at small chart scales.
Disclaimer
This indicator is provided for educational and informational purposes only. Volume profile is a descriptive market microstructure tool and does not predict future price movement. Always use proper risk management in conjunction with your own analysis.
Made with passion by officialjackofalltrades
Indicator
Volatility Squeeze Oscillator [JOAT]Volatility Squeeze Oscillator
Introduction
Volatility does not move randomly. It compresses, coils, and then releases — and the magnitude of the release is frequently proportional to the depth and duration of the compression. This relationship between volatility contraction and subsequent expansion is one of the most durable patterns in market behavior across all asset classes and timeframes. The Volatility Squeeze Oscillator is built to quantify this relationship with precision, using a multi-layered analysis framework that goes well beyond standard squeeze detection.
At its core, the indicator uses an ATR compression ratio engine to measure the difference between a short-term and long-term ATR. When the short-term ATR is smaller than the long-term ATR, volatility is contracting — the market is coiling. When the short-term ATR expands beyond the long-term reference, the coil is releasing. This compression differential is normalized against the high-low range, making the oscillator comparable across different instruments and volatility regimes.
Three additional analytical layers are stacked on top of the compression engine. A cumulative delta proxy estimates buying versus selling pressure within each bar using range-based calculations — no Level 2 or order flow data required. A volume RSI module measures whether the current volume is elevated relative to its own history, providing a confluence filter that separates high-conviction from low-conviction squeeze releases. And a statistical deviation band system built on a 200-bar lookback marks the historically significant boundaries of the squeeze oscillator's own distribution, so traders can identify not just whether a squeeze is forming, but how extreme it is relative to its own history.
Core Concepts
1. ATR Compression Ratio Engine
The compression ratio is derived from two ATR calculations at different smoothing periods. Both use EMA smoothing rather than RMA (Wilder's method) to produce a more responsive and visually cleaner oscillator. The short-term ATR reflects current volatility conditions. The long-term ATR (calculated at double the base period) establishes the reference level representing the recent historical norm. The difference between these two — long minus short — is the squeeze value: positive when the market is contracting (short ATR below long-term baseline), negative when expanding.
trueRange = ta.tr(true)
atrShort = ta.ema(trueRange, len)
atrLong = ta.ema(atrShort, len * 2)
sqzRaw = atrLong - atrShort
hlRange = ta.highest(high, len) - ta.lowest(low, len)
sqzVal = hlRange > 0 ? sqzRaw / hlRange : 0
Normalizing by the HL range makes the oscillator dimensionless — a squeeze value of 0.3 carries the same meaning whether you are analyzing a $1 stock or a $50,000 Bitcoin contract. The signal line is an EMA of the squeeze value, used to detect the inflection point where the squeeze begins to build (sqzVal crossing above sqzSig) or release (sqzVal crossing below sqzSig).
2. Hyper-Squeeze Detection
A hyper-squeeze occurs when the squeeze value is not merely positive (compressing) but is actively rising for N consecutive bars — indicating an accelerating contraction rather than a stable one. Accelerating compression is particularly significant because it suggests market participants are increasingly reducing their activity, creating a coiled spring effect where the eventual release may be more forceful.
hyperSqz = sqzVal > 0 and ta.rising(sqzVal, hyperLen)
When a hyper-squeeze is active, a violet tint is overlaid on the oscillator background in addition to the regular delta-driven background color. The dashboard updates the hyper squeeze row to ACTIVE status. This dual visual layer makes extended compression phases immediately distinguishable from ordinary positive squeeze readings.
3. Cumulative Delta Proxy
Order flow analysis — understanding whether buyers or sellers are dominant within a given period — typically requires tick-level data or exchange-provided volume breakdown. This indicator constructs a proxy for cumulative delta using bar-level range analysis, making the information accessible without any data feed requirements.
barRange = high - low
bullPress = barRange > 0 ? (close - low) / barRange : 0.5
bearPress = barRange > 0 ? (high - close) / barRange : 0.5
deltaBar = bullPress - bearPress
deltaSma = ta.sma(deltaBar, deltaLen)
deltaPos = deltaSma > 0
A close near the high of the bar implies buyers dominated (bull pressure near 1.0). A close near the low implies sellers dominated (bear pressure near 1.0). The difference, smoothed over a configurable window, produces a normalized delta reading. When delta is positive during a squeeze, the compressed volatility is accumulating with a bullish lean. When negative, with a bearish lean. This directional information is used both in the histogram coloring (alpha derived from delta conviction) and in dashboard output.
4. Volume RSI Confluence
Volume RSI applies the standard RSI momentum formula to the volume series rather than price. This produces a normalized reading of whether current volume is elevated or depressed relative to its recent distribution. A high volume RSI (default threshold: 65) during a squeeze release indicates that the expansion is occurring on above-average participation — a meaningful distinction from low-volume releases that can quickly reverse.
volRsi = ta.rsi(volume, 14)
highVol = volRsi > volThresh
The volume RSI value and status are displayed in the dashboard. Alert conditions include a "high-volume release" alert specifically when both a squeeze release signal and elevated volume RSI occur simultaneously, providing a higher-conviction composite signal.
5. Statistical Deviation Bands
Rather than using fixed threshold lines at arbitrary values, the oscillator's own distribution is analyzed statistically using a 200-bar lookback. The mean and one and two standard deviation levels of the squeeze value over this window establish dynamically updating bands. These bands are filled with a gradient and rendered at adaptive transparency based on the current Z-score — as the oscillator approaches the 2σ band, the fill becomes more opaque, visually emphasizing extreme readings.
sqzMean = ta.sma(sqzVal, statLen)
sqzStd = ta.stdev(sqzVal, statLen)
band1Up = sqzMean + sqzStd
band2Up = sqzMean + 2 * sqzStd
band1Dn = sqzMean - sqzStd
band2Dn = sqzMean - 2 * sqzStd
zScore = sqzStd > 0 ? (sqzVal - sqzMean) / sqzStd : 0
A squeeze reading above the 2σ upper band is historically anomalous compression — significantly above what has been typical over the prior 200 bars. Such readings often precede the most explosive release moves.
6. Histogram Coloring and Background Rendering
The histogram bar colors encode two simultaneous dimensions. The base color is red when the squeeze is building (sqzVal above sqzSig) and teal when releasing (sqzVal below sqzSig). The alpha channel of each bar is modulated by the absolute value of the delta conviction — high delta conviction produces more saturated colors, while low-conviction delta (price closing near the bar midpoint) produces more transparent bars. The background color is a 93% alpha gradient driven entirely by delta: teal for bullish delta, red for bearish delta, with the hyper-squeeze violet tint layered on top when active.
Features
ATR Compression Ratio Engine: Measures the difference between short-term and long-term EMA-smoothed ATR, normalized by HL range for cross-instrument comparability.
Signal Line: EMA of the squeeze value provides the crossover reference for detecting compression buildup and release initiation.
Hyper-Squeeze Detection: Identifies accelerating compression phases where the squeeze is rising for N consecutive bars simultaneously.
Cumulative Delta Proxy: Bar-range-based buying and selling pressure estimate, smoothed and normalized, requiring no Level 2 data.
Volume RSI Confluence: RSI applied to volume series identifies above-average participation, separating high-conviction releases from low-volume ones.
Statistical Deviation Bands: 200-bar mean and sigma levels with gradient fill and adaptive transparency based on Z-score position.
Delta-Driven Alpha Histogram: Histogram color and opacity encode both squeeze direction and delta conviction simultaneously.
Layered Background Coloring: Delta-based background with hyper-squeeze overlay provides immediate pane-level context without requiring close inspection.
Signal Markers: Circle markers at oscillator bottom on squeeze cross and release cross events.
Seven-Row Dashboard: Real-time status covering state, hyper squeeze, volume RSI, delta bias, Z-score, and squeeze value.
Four Alert Conditions: Squeeze building, release detected, hyper squeeze active, and high-volume release composite signal.
Input Parameters
ATR Settings:
Base Length: Period for short-term ATR EMA and HL range lookback (default: 20)
Hyper-Squeeze Settings:
Hyper Squeeze Consecutive Bars: Number of consecutive rising bars required for hyper-squeeze (default: 3)
Delta Settings:
Delta Smoothing Window: SMA period for the delta bar average (default: 10)
Volume RSI Settings:
Volume RSI Period: RSI lookback applied to volume series (default: 14)
Volume RSI Threshold: Level above which volume is considered elevated (default: 65)
Statistical Bands Settings:
Statistical Lookback: Bar count for mean and standard deviation computation (default: 200)
Show Bands: Toggle deviation band fills (default: true)
Display Settings:
Show Background: Toggle delta and hyper-squeeze background coloring (default: true)
Show Signal Markers: Toggle circle markers at squeeze and release crosses (default: true)
Show Dashboard: Toggle the seven-row information table (default: true)
How to Use This Indicator
Step 1: Monitor the Squeeze State
The primary read from this oscillator is the current state displayed in the dashboard: SQUEEZING, RELAXING, or EXPANDING. Squeezing means the compression ratio is positive and rising — the market is actively coiling. Relaxing means the compression is positive but flattening or declining — the coil is beginning to unwind. Expanding means the oscillator has gone negative — volatility is actively expanding beyond the historical baseline. The transition from SQUEEZING to RELAXING is the early warning signal; the transition to EXPANDING is confirmation that the release has begun.
Step 2: Watch for Hyper-Squeeze Conditions
When the dashboard shows HYPER SQUEEZE: ACTIVE and the chart shows the violet tint overlay, the compression is accelerating — each bar the market is coiling tighter. These conditions historically precede more forceful releases. In hyper-squeeze conditions, position sizing on the anticipated breakout can be considered carefully, as the magnitude of the release may be larger than during ordinary squeeze exits.
Step 3: Check Delta Bias for Directional Lean
Before committing to a directional bias, check the delta row in the dashboard. Positive delta (bullish) during a squeeze indicates that even during compression, buyers have been closing bars near the upper portion of their range — a bullish accumulation signature. Negative delta (bearish) suggests the opposite. Delta bias does not guarantee direction, but it provides a useful lean when combined with the squeeze release signal.
Step 4: Require Volume RSI Confluence on Release
Not all squeeze releases produce sustained moves. Low-volume releases frequently reverse within a few bars. The "High-Volume Release" alert fires only when both a release cross and elevated volume RSI (above threshold) occur simultaneously. Waiting for this composite signal before acting on a release — rather than responding to the release cross alone — filters out a meaningful number of false expansion signals in low-participation environments.
Indicator Limitations
The ATR compression ratio measures relative volatility contraction but cannot determine the direction of the eventual breakout. This indicator identifies when a release is likely, not which way price will move. Directional analysis must come from structure, trend, or other contextual tools.
The delta proxy is a bar-level approximation of order flow. It does not access actual tick data, order book data, or trade-level information. In markets with high-frequency activity, the close-to-high/low ratio can systematically misrepresent actual buying and selling pressure.
The statistical deviation bands require 200 bars to be fully seeded. On instruments or timeframes with limited history, or immediately after loading a new chart, the bands may produce unreliable readings until sufficient data is available.
Volume RSI confluence is not applicable to instruments where volume data is unreliable, unavailable, or represents synthetic aggregation (some forex pairs, certain CFDs). In these cases, the volume RSI row should be treated as informational only.
The hyper-squeeze condition measures consecutive rising bars in the squeeze value. This makes it sensitive to the base period setting — shorter periods produce more variable squeeze values, leading to more frequent interruptions of the consecutive count.
This indicator operates entirely on the chart's native timeframe. It does not incorporate multi-timeframe squeeze data — a squeeze on a 15-minute chart may be occurring within the context of a much larger timeframe expansion that this indicator would not reflect.
Originality Statement
The Volatility Squeeze Oscillator is a purpose-built analytical instrument that combines techniques not previously assembled in this specific architecture.
The ATR compression ratio engine — using EMA-smoothed ATR at the base period versus double the base period, normalized by the HL range — is an original squeeze quantification method. It differs from the widely used Lazybear TTM Squeeze (which measures Bollinger Band width versus Keltner Channel width) by operating entirely within the ATR framework with range normalization.
The hyper-squeeze detection via ta.rising() on the already-positive squeeze value identifies accelerating compression as a distinct state separate from ordinary compression, a categorization not found in standard squeeze implementations.
The cumulative delta proxy using bar-range ratios (close minus low divided by range for bull pressure; high minus close divided by range for bear pressure), smoothed and normalized, provides order-flow-inspired information without any data dependency beyond OHLC — an original application of range analysis.
The integration of volume RSI as a confluence gate within the squeeze oscillator framework — not as a separate indicator but as an internal filter with dedicated dashboard output and composite alert conditions — is an original design choice.
The statistical deviation band system applied to the squeeze oscillator's own values (using a 200-bar SMA and StDev of the squeeze value itself) to create adaptive significance thresholds is an original meta-statistical layer not found in comparable oscillators.
Disclaimer
The Volatility Squeeze Oscillator is provided for educational and informational purposes only. It is a technical analysis tool and does not constitute financial advice. Identifying squeeze conditions does not predict the direction or magnitude of subsequent price moves with any certainty. All trading involves risk of loss. Users are solely responsible for their own trading decisions. Please consider your individual risk tolerance and consult a licensed financial professional before engaging in any trading activity.
-Made with passion by officialjackofalltrades
Indicator
Focus Bars [Kioseff Trading]Hello Traders!
🔹 Focus Bars
Focus Bars is a lower-timeframe reconstruction tool designed to break each candle into a price-based internal structure .
Instead of viewing a bar as a single OHLC print, this tool redistributes intrabar participation across price levels, showing where activity, delta, and directional pressure concentrated inside the bar itself .
Think of it as a way to look inside the candle .
intrabar participation distributed by price level
buy vs sell pressure mapped inside each bar
delta-driven visualization of internal structure
volume-based or delta-based profile sizing
stacked recent bars for direct comparison
lower timeframe reconstruction of candle internals (up to 1 tick)
🔹 What the tool shows
🔸 Focus Bar Structure
Each visible bar is reconstructed using lower timeframe data and divided into configurable price rows.
This allows the script to build an internal map of activity inside the candle, showing how participation distributed throughout its range.
This helps reveal:
where activity concentrated inside the bar
which price regions attracted the most interaction
how the bar built from low to high
🔸 Directional participation
The script estimates directional pressure using lower timeframe price movement and distributes that pressure across the bar’s traded range.
This allows you to observe:
where buying pressure was strongest
where selling pressure dominated
how directional activity distributed through the candle
Instead of treating the candle as one net result, Focus Bars breaks it into a layered participation structure .
🔸 Volume mode
In its default form, the profile width reflects total intrabar participation at each price level.
This helps identify:
high activity zones inside the bar
areas where the market spent more effort
internal high-interest regions
This mode focuses on where the bar traded most actively , regardless of which side was dominant.
🔸 Delta Bars mode
When Delta Bars mode is enabled, the visualization shifts from general activity to directional imbalance .
Positive delta levels extend one way, while negative delta levels extend the other, helping expose where directional pressure accumulated inside the bar.
This makes it easier to see:
which prices were dominated by buyers
which prices were dominated by sellers
where internal imbalance became most extreme
This mode is about pressure and imbalance , not just participation.
🔸 Recent bar stacking
The script displays multiple recent reconstructed bars side by side, allowing you to compare internal structure across the most recent candles.
This helps reveal:
whether participation is shifting higher or lower
whether recent bars are building similarly or differently
how internal pressure changes from one bar to the next
Rather than looking at candles in isolation, you get a stacked structural view of recent bar development.
🔸 Price-row resolution
Each bar is divided into a configurable number of rows.
Higher row counts provide finer structural detail, while lower row counts simplify the visualization.
This lets you control the balance between:
detail
clarity
performance
🔸 Lower timeframe reconstruction
The script uses lower timeframe data to estimate how participation distributed through each candle.
Granularity can be selected between:
1-minute
1-second
1-tick
This allows the internal structure to become more detailed as lower granularity data becomes available.
🔸 Buy / sell volume labels
Each price row includes separate displayed values for:
sell-side participation
buy-side participation
This gives a direct read on how activity distributed at each level, rather than relying only on color or profile width.
🔸 Gradient-based intensity
Color gradients help represent the magnitude of participation and directional pressure at each price level.
This makes it easier to spot:
high-intensity zones
low-interest areas
strong directional concentrations
Stronger color intensity reflects stronger internal participation or imbalance.
🔹 How to read it
Each component gives a different layer of information:
Candle body / wick → the outer structure of the bar
Profile width → where participation concentrated
Delta mode → where directional imbalance built
Buy / sell labels → how each side contributed at a level
Stacking → how internal structure changes bar to bar
🔹 Why this tool is useful
It gives you:
a way to look inside candles instead of only at candle outcomes
price-based intrabar participation mapping
clear visualization of internal volume and delta structure
context for where buying or selling pressure concentrated
a deeper structural view of recent bar development
🔹 Best use cases
analyzing internal candle structure
comparing recent bars side by side
spotting hidden participation concentrations
finding where directional pressure built inside a move
adding lower-timeframe context to bar-by-bar analysis
🔹 Important note
This tool uses lower timeframe data to reconstruct intrabar structure.
This means:
it is an approximation of internal order flow
accuracy depends on available lower timeframe data
selected granularity impacts precision
different symbols and data feeds may produce different levels of detail
🔹 Inputs you can customize
The script includes flexible controls such as:
granularity selection
bar count to display
row resolution
volume mode vs Delta Bars mode
color customization
display offset
Closing Notes
Focus Bars is built to shift the focus from how a candle finished to how it developed internally .
It helps reveal not just what the bar looked like from the outside, but where participation and pressure were concentrated inside it .
Thank you for checking it out!
Indicator
Liquidity Tessera [JOAT]Liquidity Tessera
Introduction
Liquidity Tessera is an advanced open-source volume intelligence pane that fuses Cumulative Volume Delta (CVD), Weis Wave volume clustering, multi-design intensity bars, volume absorption and climax detection, CVD momentum ribbon, liquidity exhaustion tracking, session-partitioned delta accumulation, and a comprehensive 16-row dashboard into a unified volume analysis system. This indicator transforms raw volume data into actionable intelligence about who controls the market — buyers or sellers — and whether that control is strengthening or weakening.
Standard volume indicators show you how much trading occurred. Liquidity Tessera shows you the character of that trading: whether volume is flowing in or out (CVD), whether volume waves are expanding or contracting (Weis Wave), whether institutions are absorbing supply or distributing into demand (absorption detection), and whether a move is reaching climactic exhaustion (climax and exhaustion signals). The indicator operates in its own pane below the price chart, providing a complete volume intelligence layer without cluttering price action.
Core Concepts
1. Cumulative Volume Delta (CVD)
CVD approximates the net buying and selling pressure by assigning each bar's volume as positive (buying) when the close is above the open, and negative (selling) when the close is below the open:
float barDelta = close > open ? volume : close < open ? -volume : 0.0
var float cvdRaw = 0.0
cvdRaw := nz(cvdRaw ) + barDelta
The cumulative sum of these deltas creates a running total of net order flow. Rising CVD indicates net buying pressure is accumulating; falling CVD indicates net selling pressure. The indicator offers optional normalization using a z-score approach (CVD relative to its rolling mean and standard deviation), which makes CVD comparable across different instruments and timeframes.
CVD divergences from price are particularly significant: when price makes a new high but CVD does not confirm (it stays below its recent high), it suggests the rally lacks genuine buying conviction and may be vulnerable to reversal.
2. Weis Wave Volume Clustering
The Weis Wave method groups volume into directional waves. Rather than looking at volume bar-by-bar, it accumulates volume during each directional swing. A wave reversal is triggered when price moves against the current wave direction by more than a configurable ATR-based threshold:
float waveThreshold = ta.atr(waveAtrLen) * waveAtrMul
// When price reverses by more than the threshold, the wave completes
// and accumulated volume is plotted as a single wave column
This reveals the Wyckoff-style volume pattern: are up-waves attracting more volume than down-waves (accumulation), or are down-waves attracting more volume (distribution)? The indicator tracks wave history and detects divergences between price swings and their corresponding wave volumes.
3. Volume Absorption Detection
Institutional absorption occurs when large players absorb selling pressure (or buying pressure) without allowing price to move significantly. The indicator detects this by identifying bars where volume is extremely high relative to average (above the configurable threshold, default 2x) but the price range is unusually small (below 50% of average range):
High volume + small range = someone is absorbing the opposite side's orders
This often occurs at the end of trends when institutions are building positions against the prevailing direction
Absorption bars are highlighted with a distinct amethyst color and labeled "ABS" on the chart.
4. Volume Climax Detection
A volume climax occurs when extreme volume (above the configurable threshold, default 3x average) coincides with a reversal candle pattern — specifically, a bar with a large wick-to-body ratio (wick > 2x body). This combination suggests that a massive influx of orders met strong opposition, creating a potential turning point. Climax bars are highlighted in fuchsia and labeled "CLIMAX."
5. Liquidity Exhaustion Tracking
The indicator tracks consecutive Weis Waves where volume declines from wave to wave. When two or more consecutive waves in the same direction show declining volume, it signals exhaustion — the trend is running out of fuel. This is a classic Wyckoff concept: a trend sustained by decreasing volume is unsustainable.
6. Delta Intensity Bar Coloring
Rather than simple up/down coloring, the indicator offers gradient-based bar coloring where the intensity of the color reflects the strength of the bar's delta relative to average volume:
float deltaStr = math.min(math.abs(barDelta) / volMA, 2.0) / 2.0
// Weak delta = faint color, strong delta = vivid color
baseCol := color.from_gradient(deltaStr, 0, 1,
color.new(TESS_INFLOW, 65), color.new(TESS_INFLOW, 0))
This means a green bar with faint color had weak buying conviction, while a vivid green bar had strong buying conviction — information not available from standard volume bars.
7. CVD Momentum Ribbon
A fast and slow EMA of the raw CVD create a momentum ribbon. When the fast CVD EMA is above the slow, delta momentum is bullish (buying pressure is accelerating). Crossovers between the two indicate shifts in delta momentum direction.
Features
Four Bar Design Modes: Solid (standard filled bars), Hollow (outline only), Intensity (transparency scales with volume relative to average), and Glass (semi-transparent with a stepline cap) — each providing a different visual emphasis
Weis Wave Histogram: Background columns showing completed wave volumes, colored by wave direction. Up-wave volumes plot above zero, down-wave volumes below
CVD Overlay: The cumulative delta line scaled to fit the volume pane, with gradient coloring from bearish (red) to bullish (teal) based on CVD value
Session Volume Accumulation: Separate tracking of pre-market, regular, and post-market session volumes and deltas, with session background coloring
Delta Pressure Score: A 0-100 percentage measuring net buying pressure over the last 20 bars. Above 60 = buy pressure dominant, below 40 = sell pressure dominant
Wave Volume Comparison: Real-time comparison of the current wave's volume against the previous wave, classified as Expanding, Steady, or Contracting
Liquidity State Classification: Categorizes the current bar as Absorption, Climax, Exhaustion, Spike, Dry-Up, or Normal based on the composite of all detection systems
Volume Spike Detection: Identifies bars where volume exceeds 2.5x average with a background highlight
Session Delta Bias: Tracks whether the current session's cumulative delta is net accumulating or distributing
16-Row Dashboard: Displays bar delta, CVD state, volume ratio, wave direction, session volumes, last wave volume, liquidity state, delta pressure, CVD momentum, wave volume comparison, session delta bias, delta strength, active wave volume, exhaustion counts, and bar style
Input Parameters
Cumulative Delta:
CVD Smoothing: EMA period for CVD smoothing (default: 14)
Normalize CVD: Toggle z-score normalization for cross-asset comparability (default: on)
CVD Ribbon Fast/Slow: EMA periods for the momentum ribbon (default: 8/21)
Wave Volume:
Wave ATR Multiplier: Threshold for wave reversal detection (default: 1.5)
Wave ATR Length: ATR period for wave threshold (default: 14)
Signals:
Absorption Vol Threshold: Volume multiple for absorption detection (default: 2.0)
Climax Vol Threshold: Volume multiple for climax detection (default: 3.0)
Toggles for wave divergence, absorption, climax, and exhaustion signals
Visuals:
Bar Style: Solid, Hollow, Intensity, or Glass (default: Intensity)
Toggles for delta intensity coloring, wave histogram, CVD overlay, CVD ribbon, session background, and dashboard
How to Use This Indicator
Step 1: Read the Liquidity State
Check the dashboard's Liquidity State. "Absorption" at support suggests institutions are buying. "Climax" after an extended move suggests a potential turning point. "Exhaustion" means the trend is losing volume fuel. "Normal" means standard conditions apply.
Step 2: Monitor CVD Direction
Rising CVD confirms uptrends; falling CVD confirms downtrends. CVD diverging from price is a warning sign. If price is making new highs but CVD is flat or declining, the rally may lack genuine buying support.
Step 3: Compare Wave Volumes
In a healthy uptrend, up-wave volumes should be larger than down-wave volumes. If down-wave volumes start exceeding up-wave volumes while price is still rising, distribution may be occurring. The Wave Volume Comparison metric in the dashboard tracks this automatically.
Step 4: Use Delta Pressure for Bias
The Delta Pressure score (0-100) provides a quick read on who controls the last 20 bars. Above 60 = buyers dominate. Below 40 = sellers dominate. Between 40-60 = balanced/contested.
Step 5: Watch for Signal Clusters
The most significant moments occur when multiple signals cluster: an absorption bar followed by a wave divergence during an exhaustion phase, for example, creates a high-conviction reversal setup. Single signals in isolation are less reliable.
Indicator Limitations
The CVD approximation (close > open = buying, close < open = selling) is a simplification. True order flow data requires Level 2/DOM data not available in Pine Script. This approximation works reasonably well on liquid instruments but is inherently imprecise
Volume data quality varies significantly across instruments and data providers. Forex "volume" is typically tick count, not actual traded volume. Crypto volume may include wash trading. The indicator's effectiveness depends on the quality of the underlying volume data
Weis Wave reversal detection depends on the ATR threshold parameter. Too small a threshold produces too many waves (noise); too large produces too few (missing genuine reversals). The optimal setting varies by instrument and timeframe
Absorption and climax detection use fixed ratio thresholds. What constitutes "extreme" volume varies across instruments and market conditions. The thresholds may need adjustment
Session volume tracking uses PulseWire's built-in session detection, which may not align perfectly with all exchanges or instruments
The indicator operates in a separate pane and cannot overlay directly on price. Cross-referencing signals with price action requires visual comparison between panes
Originality Statement
This indicator is original in its comprehensive fusion of multiple volume analysis methodologies into a unified intelligence pane. While individual components (CVD, Weis Wave, volume absorption) exist separately, this indicator is justified because:
The integration of CVD, Weis Wave clustering, absorption detection, climax detection, and exhaustion tracking into a single system provides layered volume intelligence not available in any single existing indicator
The delta intensity bar coloring system uses gradient transparency based on delta strength, providing conviction information within the volume bars themselves
The liquidity state classification system synthesizes all detection subsystems into a single categorical assessment of current market conditions
Session-partitioned delta tracking reveals whether accumulation or distribution is occurring within specific market sessions
The CVD momentum ribbon provides a trend-following overlay on the delta data, identifying shifts in buying/selling momentum
Four distinct bar design modes (Solid, Hollow, Intensity, Glass) offer visual flexibility for different analysis preferences
Wave volume comparison with expanding/contracting classification automates Wyckoff-style wave analysis
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Trading involves substantial risk of loss. Volume analysis provides context about market participation but does not predict future price direction. Absorption, climax, and exhaustion signals are probabilistic patterns that can and do fail. CVD approximations are not equivalent to true order flow data. Always use proper risk management and conduct your own analysis. The author is not responsible for any losses incurred from using this indicator.
-Made with passion by officialjackofalltrades
Indicator
CVD Profiles [TradingIQ]Hello Traders!
🔹 CVD Profiles
CVD Profiles is a profile-based order flow visualization tool designed to show how participation distributes across price levels - not just over time, but through price itself .
Think volume profile data + TPO time segmenting!
Instead of looking at cumulative delta as a single line, this tool breaks it down into a price-based structure , revealing where activity, imbalance, and participation actually occurred within the session.
It focuses on answering a more important question:
Where did participation concentrate… and how did it distribute across price/time?
cumulative delta distributed by price level
buy vs sell activity mapped into profiles
imbalance and dominance across structure
value areas and point of control
activity concentration (volume, USD, or delta-based)
how participation builds within a session
🔹 What the tool shows
🔸 CVD Profile (price-based structure)
Instead of viewing delta as a time series, this tool distributes it across price levels - forming a profile of participation .
This allows you to see:
where buying pressure accumulated
where selling pressure dominated
which price levels attracted the most activity
🔸 Imbalance Ratio (dominance structure)
Imbalance mode shifts the focus from raw participation to relative dominance between buyers and sellers at each price level.
Each level reflects the ratio between buy and sell activity, highlighting where one side clearly outweighed the other.
This allows you to see:
where buyers strongly dominated sellers
where sellers overwhelmed buying pressure
areas of clear directional conviction
High imbalance levels often represent:
aggressive participation
momentum-driven behavior
one-sided control at specific prices
Balanced areas, on the other hand, suggest:
indecision
two-sided trade
lack of conviction
🔸 Activity Mode (participation intensity)
Activity mode focuses on how much trading activity occurred at each price level, regardless of direction.
Instead of separating buyers and sellers, this mode aggregates total participation to reveal:
high interest zones
areas of heavy interaction
where the market spent the most effort
This helps identify:
key auction areas
high liquidity regions
zones where price is likely to react
Low activity areas often indicate:
inefficient movement
thin liquidity
potential for fast price movement
This mode is about effort - not direction.
🔸 USD Volume Mode (capital-weighted activity)
USD Volume mode builds on activity by incorporating price-weighted participation .
Instead of just counting volume, it measures:
“where was the most capital traded?”
This highlights:
price levels with the highest notional value traded
areas of significant financial commitment
where larger participants may be involved
Compared to raw activity, this mode emphasizes:
higher-priced transactions
capital concentration rather than trade count
This is especially useful for:
spotting institutional interest
identifying meaningful participation zones
filtering out low-value noise
This mode is about capital — not just volume.
www.pulsewire.com
🔸 Multiple profile models
The script supports different ways to interpret participation:
CVD → raw cumulative delta distribution
Imbalance Ratio → relative dominance (buy vs sell strength)
Activity → total participation intensity
USD Volume → capital-weighted activity
Each model answers a slightly different question about the market.
🔸 Value Area & POC
The tool automatically calculates:
Point of Control (POC) → highest participation level
Value Area High (VAH)
Value Area Low (VAL)
This helps identify:
fair value
high liquidity regions
areas where price is most accepted
These levels often act as key reference points for structure and reaction.
🔸 Initial Balance (IB)
The script tracks the initial balance range.
This highlights:
early session structure
range expansion vs containment
where price begins its auction
It provides context for how the session develops relative to its starting range.
🔸 Profile stacking (time progression)
Profiles are built over time and stacked horizontally, showing how participation evolves.
This allows you to observe:
shifts in dominance over time
expansion of participation into new price zones
whether activity is building or fading
Instead of a static snapshot, you get a dynamic structural progression .
🔸 Gradient-based intensity
Color gradients represent the magnitude of activity.
This helps highlight:
high participation nodes
low interest areas
extreme dominance zones
Stronger colors = stronger participation.
🔸 CVD Delta / Acceleration histogram
An off-chart histogram shows:
CVD Delta → change in participation
CVD Acceleration → change in momentum of participation
CVD Delta represents the amount of buying vs selling pressure added during the current bar.
In simple terms:
positive delta → more buying than selling
negative delta → more selling than buying
This tells you who was in control during that bar .
CVD Acceleration takes it one step further.
It measures how quickly delta itself is changing:
increasing acceleration → pressure is building
decreasing acceleration → pressure is slowing
sharp shifts → potential transitions in control
This helps answer a deeper question:
“Is participation just present… or is it expanding?”
Together, they give you a clearer read on:
whether buying/selling is increasing
whether momentum is building or fading
when participation is strengthening vs weakening
Think of it like this:
CVD Delta = current pressure
CVD Acceleration = change in pressure
Strong trends are often accompanied by:
consistent delta in one direction
positive acceleration early in the move
While weakening moves often show:
falling delta
negative or declining acceleration
🔹 How to read it
Each component provides a different layer:
Profile → where participation occurred
POC / VA → where value is established
Model selection → what type of participation you're measuring
Histogram → how participation is changing
🔹 Example interpretations
high activity at a level → strong interest / potential reaction zone
thin profile areas → low liquidity / fast movement zones
POC holding → acceptance
POC shifting → changing value
expanding profile → active auction
contracting profile → consolidation
🔹 Why this tool is useful
It gives you:
price-based participation mapping
clear visualization of where trading actually occurred
context for value and liquidity
insight into dominance and imbalance
a structural view of order flow instead of just time-based data
🔹 Best use cases
identifying key reaction levels
analyzing auction behavior
tracking value shifts across sessions
confirming strength or weakness at price
enhancing liquidity-based or structure-based strategies
🔹 Important note
This tool uses lower timeframe data to reconstruct participation.
This means:
it is an approximation of order flow
accuracy depends on available intrabar data
lower timeframe selection impacts precision
🔹 Important consideration
CVD and participation:
can drive price
can fail to move price
can be absorbed by opposing liquidity
Location matters just as much as magnitude.
🔹 Inputs you can customize
The script includes flexible controls such as:
profile model selection
lower timeframe input
profile resolution (tick size)
value area percentage
fixed start vs rolling sessions
color customization
histogram mode (delta vs acceleration)
Closing Notes
This tool is built to shift your perspective from time-based indicators to price-based participation analysis .
It helps you understand not just what the market did — but where it mattered most .
It may receive updates based on feedback - stay tuned!
Thank you PulseWire as always! Indicator
Delta Pressure Index [JOAT]Delta Pressure Index
Introduction
The Delta Pressure Index is an advanced open-source volume analysis indicator that deconstructs order flow into actionable pressure metrics, combining volume delta estimation, absorption zone detection, smart money divergence analysis, and institutional order block identification. This indicator transforms raw volume data into a comprehensive pressure measurement system that reveals the true balance of power between buyers and sellers.
Unlike basic volume indicators that simply display volume bars, this system analyzes the internal structure of volume to identify buying and selling pressure, detect institutional absorption patterns, recognize smart money positioning through divergences, and map order blocks where large players have established positions. The indicator is designed for traders who understand that volume precedes price and that institutional footprints can be detected through systematic pressure analysis.
Why This Indicator Exists
This indicator addresses a critical gap in retail volume analysis: the ability to measure directional pressure and institutional activity in real-time. While exchange-provided volume data shows total activity, it doesn't reveal who is winning the battle between buyers and sellers. The Delta Pressure Index solves this by:
Volume Delta Estimation: Separates buying volume from selling volume using candle structure and wick analysis
Pressure Index Calculation: Normalizes delta to a -100 to +100 scale showing relative pressure strength
Absorption Zone Detection: Identifies when high volume produces minimal price movement, indicating institutional accumulation or distribution
Smart Money Divergence: Compares volume-weighted price to actual price to detect hidden institutional positioning
Order Block Mapping: Marks zones where institutional orders have been placed based on volume and price action patterns
Multi-Timeframe Pressure: Analyzes pressure alignment across multiple timeframes for conviction measurement
Cumulative Delta Tracking: Monitors net buying/selling pressure over time to identify accumulation and distribution phases
Each component provides unique intelligence about market microstructure. Delta estimation shows directional bias, pressure index quantifies strength, absorption detection reveals institutional activity, divergences expose hidden positioning, order blocks mark support/resistance zones, and cumulative delta tracks longer-term institutional flow.
Core Components Explained
1. Enhanced Volume Delta Estimation
The indicator uses advanced candle structure analysis to estimate buying and selling volume:
barRange = high - low
bodySize = math.abs(close - open)
wickUp = high - math.max(open, close)
wickDown = math.min(open, close) - low
buyVolume = close > open ?
volume * ((close - open + wickUp * 0.5) / barRange) :
close < open ?
volume * ((wickUp + bodySize * 0.3) / barRange) :
volume * 0.5
sellVolume = volume - buyVolume
delta = buyVolume - sellVolume
This calculation considers:
- Bullish candles (close > open): Majority of volume is buying, with upper wick getting 50% weight
- Bearish candles (close < open): Majority of volume is selling, with upper wick and 30% of body getting buying weight
- Doji candles (close = open): Volume split 50/50 between buying and selling
The wick weighting acknowledges that wicks represent rejected prices where one side overwhelmed the other, providing additional directional information beyond just the candle body.
2. Pressure Index Normalization
Raw delta values are normalized to create a pressure index ranging from -100 (extreme selling) to +100 (extreme buying):
pressureIndex = ta.sma(delta, deltaLength) / ta.sma(volume, deltaLength) * 100
This normalization divides smoothed delta by smoothed volume, creating a percentage that shows the proportion of volume favoring buyers vs sellers. The smoothing (default 14 periods) reduces noise while maintaining responsiveness to genuine pressure shifts.
The pressure index is further enhanced with volume-weighted calculations:
vwPressure = ta.vwma(pressureIndex, deltaLength)
Volume-weighted pressure gives more importance to high-volume bars, ensuring that pressure readings reflect periods of genuine institutional participation rather than low-volume noise.
3. Pressure Zone Classification
The indicator classifies pressure into seven distinct zones:
Extreme Buy (>70): Overwhelming buying pressure, potential exhaustion or continuation
Strong Buy (50-70): Significant buying dominance, healthy uptrend conditions
Moderate Buy (30-50): Mild buying bias, early trend development
Weak Buy (20-30): Slight buying edge, transitional conditions
Neutral (-20 to +20): Balanced conditions, no clear directional pressure
Weak Sell (-30 to -20): Slight selling edge, transitional conditions
Moderate Sell (-50 to -30): Mild selling bias, early downtrend development
Strong Sell (-70 to -50): Significant selling dominance, healthy downtrend conditions
Extreme Sell (<-70): Overwhelming selling pressure, potential exhaustion or continuation
These zones help traders quickly assess current pressure conditions and identify extreme readings that often precede reversals or accelerations.
4. Absorption Detection System
Absorption occurs when high volume produces minimal price movement, indicating that one side is absorbing the other's orders:
avgVolume = ta.sma(volume, 20)
avgRange = ta.sma(barRange, 20)
volumeRatio = volume / avgVolume
rangeRatio = barRange / avgRange
absorption = volumeRatio > absorptionThreshold and rangeRatio < 0.5
The system identifies absorption when:
- Volume exceeds average by the threshold multiplier (default 2.5x)
- Price range is less than 50% of average range
Absorption is classified as:
- Buy Absorption: High volume + small range + positive delta = Institutional accumulation
- Sell Absorption: High volume + small range + negative delta = Institutional distribution
- Extreme Absorption: Absorption score exceeds 1.5x threshold = Major institutional activity
Absorption zones often mark significant support/resistance levels where institutions have established large positions.
5. Smart Money Divergence Analysis
The indicator compares volume-weighted average price (VWAP) to simple moving average to detect smart money positioning:
vwPrice = ta.vwma(close, 20)
actualPrice = ta.sma(close, 20)
smartMoneyDivergence = ((vwPrice - actualPrice) / actualPrice) * 100
When VWAP is significantly above SMA (>2%), it indicates that higher-volume bars occurred at higher prices, suggesting smart money accumulation. When VWAP is significantly below SMA (<-2%), it indicates higher-volume bars occurred at lower prices, suggesting smart money distribution.
Smart money signals are generated when:
- Bullish: Divergence >2%, price below VWAP, positive pressure = Accumulation opportunity
- Bearish: Divergence <-2%, price above VWAP, negative pressure = Distribution warning
6. Order Block Detection
Order blocks are identified using institutional footprint patterns:
bullishOB = close < open and close > open and volume > avgVolume * 1.2
bearishOB = close > open and close < open and volume > avgVolume * 1.2
Bullish order blocks occur when:
- Previous candle was bearish (close < open)
- Current candle is bullish (close > open)
- Volume exceeds average by 20%
This pattern suggests institutions placed buy orders in the previous bearish candle, which then fueled the bullish reversal. The zone between the previous candle's low and high becomes a potential support area.
Bearish order blocks follow the inverse logic, marking potential resistance zones where institutional sell orders were placed.
7. Cumulative Delta Tracking
The indicator maintains a running total of delta to track longer-term institutional positioning:
var float cumulativeDelta = 0
cumulativeDelta += delta
Rising cumulative delta indicates sustained buying pressure (accumulation phase). Falling cumulative delta indicates sustained selling pressure (distribution phase). The rate of change in cumulative delta shows acceleration or deceleration of institutional flow.
The indicator also tracks session cumulative delta that resets on trend changes, providing shorter-term context for intraday pressure analysis.
8. Delta Momentum and Acceleration
The indicator calculates momentum and acceleration metrics:
deltaMomentum = ta.roc(pressureIndex, 5)
deltaAcceleration = ta.roc(deltaMomentum, 3)
Delta momentum shows the rate of change in pressure, identifying when pressure is building or fading. Delta acceleration (second derivative) identifies inflection points where momentum is changing direction, often preceding major pressure shifts.
Positive acceleration with positive momentum suggests strengthening buying pressure. Negative acceleration with positive momentum warns that buying pressure is weakening, even if still positive.
9. Multi-Timeframe Pressure Analysis
The indicator requests pressure data from four higher timeframes (default: 5m, 15m, 60m, 240m):
htf1_pressure = request.security(syminfo.tickerid, htf1, pressureIndex, lookahead=barmerge.lookahead_off)
MTF confluence score is calculated by averaging the sign of pressure across all timeframes:
mtfConfluence = (math.sign(htf1_pressure) + math.sign(htf2_pressure) +
math.sign(htf3_pressure) + math.sign(htf4_pressure)) / 4 * 100
Confluence scores near +100 indicate all timeframes show buying pressure. Scores near -100 indicate all timeframes show selling pressure. Scores near 0 indicate mixed or transitional conditions across timeframes.
Visual Elements
Pressure Index Columns: Main histogram showing pressure index with gradient coloring from extreme sell (pink) to extreme buy (cyan)
Volume-Weighted Pressure Line: Yellow line overlay showing VWMA of pressure for trend identification
Pressure EMA Line: Cyan line showing smoothed pressure trend
Delta Momentum Histogram: Purple histogram showing rate of change in pressure
Reference Lines: Horizontal lines at 0, ±30, ±50, ±70 marking pressure zone boundaries
Divergence Labels: Text labels marking regular and hidden divergences between price and pressure
Smart Money Labels: Green labels marking accumulation/distribution signals
Absorption Markers: Cyan/red labels marking buy/sell absorption zones
Order Block Boxes: Orange boxes marking institutional order block zones on price chart
Extreme Pressure Labels: Small labels marking extreme buy/sell pressure conditions
Pressure Heatmap: Subtle background gradient showing pressure intensity
Comprehensive Dashboard: Real-time metrics table showing pressure, delta %, cumulative delta, zone, absorption, smart money, divergence, momentum, MTF confluence, and all key metrics
The dashboard displays 12+ key metrics with color-coded values and status indicators, providing complete pressure analysis at a glance.
Input Parameters
Core Settings:
Delta Length: Period for delta smoothing (5-100, default 14)
Smoothing Period: Additional smoothing for pressure index (1-20, default 3)
Volume MA Length: Period for volume average (5-100, default 20)
Absorption Threshold: Volume multiplier for absorption detection (1.0-5.0, default 2.5)
Multi-Timeframe:
Enable Multi-Timeframe Analysis: Toggle MTF pressure analysis (default enabled)
HTF 1/2/3/4: Four higher timeframe selections (default 5m, 15m, 60m, 240m)
Display Options:
Show Cumulative Delta: Toggle cumulative delta tracking (default enabled)
Show Absorption Zones: Toggle absorption detection markers (default enabled)
Show Divergences: Toggle divergence detection (default enabled)
Show Smart Money Signals: Toggle smart money analysis (default enabled)
Show Volume Profile: Toggle volume profile POC (default enabled)
Show Dashboard: Toggle metrics table (default enabled)
Show Pressure Heatmap: Toggle background gradient (default enabled)
Show Order Blocks: Toggle order block boxes (default enabled)
Colors:
All colors are fully customizable including buy pressure (neon cyan), sell pressure (neon pink), buy absorption (neon cyan), sell absorption (neon red), smart money (neon green), divergence (neon purple), and order blocks (sunset orange).
How to Use This Indicator
Step 1: Assess Current Pressure
Check the dashboard "Pressure" value and "Zone" classification. Extreme readings (>70 or <-70) often precede reversals or strong continuations. Strong readings (50-70 or -50 to -70) indicate healthy trend conditions.
Step 2: Monitor Delta Percentage
Review "Delta %" showing the proportion of volume favoring buyers vs sellers. Values above 50% indicate buying dominance, below -50% indicate selling dominance. This provides confirmation of pressure index readings.
Step 3: Track Cumulative Delta
Observe "Cum Delta" to identify longer-term institutional positioning. Rising cumulative delta during pullbacks suggests accumulation. Falling cumulative delta during rallies warns of distribution.
Step 4: Identify Absorption Zones
Watch for absorption labels and check dashboard "Absorption" status. Buy absorption near support levels suggests institutional accumulation. Sell absorption near resistance suggests institutional distribution. These zones often become significant support/resistance.
Step 5: Detect Smart Money Divergence
Monitor smart money labels and dashboard status. Accumulation signals during downtrends suggest smart money is buying weakness. Distribution signals during uptrends warn that smart money is selling strength.
Step 6: Analyze Divergences
Look for divergence labels where price makes new highs/lows but pressure doesn't confirm. Regular divergences signal potential reversals. Hidden divergences suggest trend continuation after pullbacks.
Step 7: Map Order Blocks
Identify order block boxes on the price chart. These zones mark where institutions placed large orders. Price often respects these levels on retests, providing high-probability entry zones.
Step 8: Confirm with MTF Confluence
Check "MTF Confluence" in dashboard. High positive confluence (>75) confirms buying pressure across timeframes. High negative confluence (<-75) confirms selling pressure. Low confluence suggests mixed conditions.
Best Practices
Use on liquid instruments with reliable volume data for most accurate pressure readings
Extreme pressure readings (>70 or <-70) are most reliable when accompanied by volume surges
Absorption zones near key price levels offer highest-probability reversal setups
Smart money divergence signals work best when confirmed by order block formation
Cumulative delta diverging from price often precedes major reversals
Order blocks are most reliable when formed on high volume (>1.5x average)
MTF confluence above 75% or below -75% provides strong directional conviction
Delta momentum acceleration signals often precede pressure regime changes
Pressure heatmap intensity helps visualize pressure strength at a glance
Regular divergences are most reliable at extreme pressure levels
Hidden divergences work best in established trends as continuation signals
Combine pressure analysis with price action for optimal entry timing
Indicator Limitations
Volume delta estimation is approximate - true delta requires exchange order flow data
The indicator works best on instruments with consistent, reliable volume reporting
Low-volume instruments or off-market hours can produce unreliable pressure readings
Absorption detection requires sufficient volume history for accurate average calculations
Smart money divergence assumes VWAP represents institutional positioning, which is a simplification
Order block detection uses pattern recognition that may not capture all institutional activity
MTF analysis requires data availability on all selected timeframes
Cumulative delta can drift significantly over long periods without reset mechanisms
The indicator shows pressure dynamics but cannot predict how long pressure will persist
Extreme pressure can remain extreme longer than expected during strong trends
Divergences can persist for extended periods before price responds
Technical Implementation
Built with Pine Script v6 using:
Advanced volume delta estimation using candle structure and wick analysis
Normalized pressure index calculation with volume-weighted enhancement
Seven-zone pressure classification system
Absorption detection using volume ratio and range ratio analysis
Smart money divergence calculation comparing VWAP to SMA
Order block detection using institutional footprint patterns
Cumulative delta tracking with session reset capability
Delta momentum and acceleration calculations using rate-of-change
Multi-timeframe security requests with proper lookahead settings
Fractal-based divergence detection system
Dynamic color gradients based on pressure intensity
Comprehensive dashboard with 12+ metrics and color-coded indicators
Persistent label system to prevent chart clutter
Order block box management with automatic cleanup
The code is fully open-source with detailed comments explaining each pressure calculation and detection algorithm.
Originality Statement
This indicator is original in its comprehensive pressure analysis approach. While volume delta concepts are established, this indicator is justified because:
It combines volume delta estimation with absorption detection, smart money analysis, and order block mapping in a unified system
The enhanced delta calculation uses wick weighting to capture rejected price information
Seven-zone pressure classification provides granular pressure assessment beyond simple buy/sell
Absorption detection identifies institutional activity through volume-range relationship analysis
Smart money divergence reveals hidden positioning through VWAP-SMA comparison
Order block detection maps institutional zones using volume-confirmed reversal patterns
Multi-timeframe confluence scoring validates pressure across temporal dimensions
Delta momentum and acceleration tracking provides early warning of pressure shifts
The comprehensive dashboard synthesizes 12+ distinct metrics into unified pressure intelligence
Integration of cumulative delta, absorption, divergence, and order blocks creates layered confirmation
Each component contributes unique intelligence: delta shows directional bias, pressure index quantifies strength, absorption reveals institutional activity, divergences expose hidden positioning, order blocks mark key zones, MTF confluence validates conviction, and momentum tracks acceleration. The indicator's value lies in combining these complementary perspectives into a cohesive pressure analysis system.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Trading involves substantial risk of loss and is not suitable for all investors.
Volume pressure analysis is a tool for understanding order flow dynamics, not a crystal ball for predicting future price movement. Extreme pressure readings do not guarantee reversals. Absorption zones do not guarantee support/resistance. Past pressure patterns do not guarantee future pressure patterns. Market conditions change, and strategies that worked historically may not work in the future.
The metrics displayed are mathematical calculations based on current market data, not predictions of future price movement. Pressure readings, divergences, absorption zones, and order blocks do not guarantee profitable trades. Users must conduct their own analysis and risk assessment before making trading decisions.
Always use proper risk management, including stop losses and position sizing appropriate for your account size and risk tolerance. Never risk more than you can afford to lose. Consider consulting with a qualified financial advisor before making investment decisions.
The author is not responsible for any losses incurred from using this indicator. Users assume full responsibility for all trading decisions made using this tool.
-Made with passion by officialjackofalltrades Indicator
AG Pro Volume Delta Imbalance Map [AGPro Series]AG Pro Volume Delta Imbalance Map
OVERVIEW / WHAT IT DOES
AG Pro Volume Delta Imbalance Map is an overlay-style volume pressure tool designed to visualize directional participation asymmetry directly on the price chart. Instead of presenting volume as a standalone histogram or reducing the analysis to a single cumulative line, this script maps estimated directional imbalance into a chart-native structure built around a basis line, a flow spine, and an adaptive ribbon. The result is a cleaner view of whether recent participation is leaning bullish, bearish, or balanced, while keeping the analysis anchored to actual price movement.
The script is built for traders who want a more visual interpretation of directional volume pressure without relying on a separate lower-pane oscillator. The main purpose is not to predict tops, bottoms, or reversals in isolation. Its role is to help users read where directional pressure is expanding, where it is fading, and where the current state remains neutral or low-conviction. By placing the analysis directly on the chart, the script aims to make flow conditions easier to compare with market structure, pullbacks, trend continuation attempts, and local regime shifts.
A key design objective of this script is practical readability. Many volume-based tools either become too abstract for quick chart work or too visually dense to remain useful during live decision-making. Here, the imbalance model is translated into a compact overlay with a smoothed directional spine, a ribbon that adapts to pressure intensity, optional burst labels, optional zone-start labels, and a summary panel that reports the current state, bias, strength, persistence, label mode, and exhaustion condition. This keeps the output interpretable across multiple markets and timeframes without forcing the user to decode a complicated dashboard.
This script should be understood as a directional-volume map, not as a trade automation engine. It is intended to support chart reading, context building, and workflow discipline. It can help highlight when directional participation is broadening, when pressure alignment is improving, or when a previously strong move begins to lose quality. Those observations can then be combined with price structure, support and resistance, volatility context, and the user’s own execution framework.
UNIQUE EDGE
The main differentiator of this script is that it does not approach volume pressure in the same way as classic cumulative-flow or oscillator-style tools. Traditional cumulative tools such as OBV compress volume behavior into a running line, while money-flow oscillators often frame the analysis around momentum-style expansion and contraction in a lower pane. AG Pro Volume Delta Imbalance Map takes a different route: it transforms estimated directional pressure into an on-chart flow structure that is designed to be read alongside candles, pullbacks, transitions, and continuation attempts.
Another differentiating element is the emphasis on flow state rather than raw volume magnitude alone. The script is not simply asking whether volume is high or low. It is asking whether directional participation is leaning to one side strongly enough to create an interpretable imbalance state, whether that pressure is stabilizing or intensifying, and whether that condition is durable enough to remain relevant across several bars. This creates a more structural view of participation rather than a purely reactive one.
The visual architecture is also intentionally distinct. The flow ribbon is not only cosmetic. It is designed to express directional pressure breadth around the spine, while the spine itself provides a simpler anchor for the prevailing flow direction. Optional labels then mark either stronger burst moments or the beginning of a new directional zone, depending on user preference. This allows the script to serve different chart-reading styles without changing the core methodology.
Finally, transparency matters. This script does not claim to be a true bid/ask footprint, a tape-reading engine, or an exact institutional order-flow detector. It uses an estimated directional-volume proxy derived from price-location and candle-structure behavior. That distinction is important. The objective is to provide a disciplined, readable directional-pressure framework within the constraints of standard chart data, not to imply access to information the script does not use.
METHODOLOGY
The model begins with a directional-pressure proxy built from three components: close location within the bar, candle body dominance relative to the full range, and directional sign reinforcement from candle structure. These inputs are blended into a bounded hybrid bias value intended to estimate whether recent volume participation was more likely to have leaned bullish or bearish within the bar. That estimate is then scaled by the bar’s volume to produce directional volume estimates and a delta-style imbalance reading.
The raw imbalance is normalized using a volume baseline so that the output remains more comparable across changing participation environments. The normalized value is then smoothed to reduce excessive noise and to create a more usable state engine. From there, bullish, bearish, and balanced conditions are determined through explicit thresholds. This means the displayed state is not arbitrary. It is driven by a consistent threshold structure that helps separate neutral conditions from more meaningful directional pressure.
The chart overlay is built around three visual elements. First, a basis line offers a stable reference. Second, the flow spine tracks the smoothed imbalance state translated onto price space. Third, an adaptive ribbon expands or contracts around the spine based on imbalance strength, which helps communicate whether directional participation is broadening or losing intensity. Together, these components aim to make flow conditions visible without overwhelming the chart.
The script also tracks persistence and a simplified exhaustion heuristic. Persistence reflects how long the current directional state has remained in force, while exhaustion attempts to highlight cases where imbalance remains strong but starts to weaken while price response underperforms. This is not a reversal guarantee. It is a contextual warning that a previously forceful participation state may be losing efficiency.
SIGNALS & ALERTS
The script can label directional events in two different styles. In Burst Labels mode, labels are reserved for stronger acceleration moments inside an existing directional condition. In Zone Start Labels mode, labels are printed when a new directional zone begins. This distinction matters because some traders prefer confirmation after pressure expansion, while others prefer earlier visual markers at the start of a state change.
Bullish and bearish imbalance burst alerts are available for users who want notification when directional pressure expands beyond the relevant threshold. These alerts are best interpreted as flow acceleration events, not standalone entry signals. In practice, many users will prefer to combine them with local structure, pullback quality, reclaim behavior, or continuation context.
The script also includes bias reversal alerts and imbalance strength expansion alerts. These are useful for monitoring whether a previously balanced or opposing environment is transitioning into a new directional condition, or whether an already active imbalance is strengthening enough to deserve attention. The summary panel helps reinforce these changes by showing state, bias, strength, persistence, label mode, and exhaustion status in a compact format.
A separate exhaustion-risk alert is provided for conditions where the model detects that a strong imbalance may be fading in quality. This should be interpreted as a caution flag, not as a direct call to reverse or exit automatically. In many workflows, it is more useful as a prompt to reassess the context, tighten risk discipline, or watch for weakening continuation quality.
KEY INPUTS
Normalization Lookback controls the volume baseline used in the imbalance normalization process. Larger values can stabilize the model, while smaller values can make the output more reactive. Imbalance Smoothing influences how quickly the directional state responds to changing pressure. Shorter smoothing reacts faster but may increase noise, while longer smoothing can improve stability at the cost of responsiveness.
Map Basis EMA Length affects the visual anchor used for the overlay. ATR Length and Spine ATR Multiplier influence how the spine is translated into price space and how the ribbon behaves around it. Flow Ribbon Width controls the breadth of the visible pressure corridor, while Bull Flow Width Boost allows the bullish side to be widened slightly for visual emphasis when appropriate.
Bullish and Bearish Imbalance Thresholds define when the script considers directional pressure strong enough to move out of the balanced state. Burst Threshold determines when the model treats a move as a more meaningful acceleration event. Extreme Threshold contributes to the exhaustion logic and strength classification. Users can also choose whether labels represent burst moments or zone starts, depending on how early or selective they want the chart annotations to be.
Visual controls allow users to show or hide the basis line, flow ribbon, spine glow, backdrop, burst labels, exhaustion labels, spine tag, and panel. Panel position, panel theme, text sizing, label sizing, and offset controls are included so that the script can be adapted to different chart layouts and personal reading preferences without changing the underlying methodology.
LIMITATIONS & TRANSPARENCY
This script uses an estimated directional-volume model. It does not use order-book data, footprint data, bid/ask tape data, or exchange-level aggressor classification. As a result, the displayed imbalance should be understood as a chart-based directional proxy, not as an exact measurement of true traded delta.
Because the model relies on price-location and candle-structure inputs, the output can behave differently across instruments with different volatility profiles, gap behavior, liquidity conditions, and session structures. It is normal for a setting that looks well balanced on one asset or timeframe to require refinement on another. Users should expect to tune thresholds and visual parameters when moving between markets.
Signals and labels are contextual. A bullish label inside a weak range environment does not carry the same meaning as a bullish label that appears after a reclaim, a pullback stabilization, or a clean continuation structure. Likewise, a bearish label during highly erratic volatility may be less reliable than a similar reading inside a smoother directional sequence. The script is designed to assist interpretation, not to replace it.
No single output from this script should be treated as a guaranteed trade trigger, reversal call, or risk-management rule. The panel, ribbon, spine, and labels are tools for reading participation conditions. They are most useful when integrated with broader chart context, including trend structure, invalidation logic, nearby levels, liquidity conditions, and the user’s own process.
RISK DISCLOSURE
This script is for chart analysis and educational use. It does not provide financial advice, portfolio advice, or guaranteed trade outcomes. All trading and investing involve risk, including the risk of loss. Past market behavior and prior indicator responses do not guarantee future results.
Users remain fully responsible for how they interpret and apply the script. Any signal, label, or state reading should be evaluated within a complete decision process that includes market context, risk definition, and position management. This script should not be used as the sole basis for entering, exiting, or sizing a trade.
If you use this tool in live market conditions, it is sensible to test it across different assets and timeframes and to confirm that its behavior matches your own execution logic before relying on it in a real-money workflow. Indicator
CVD IQ [TradingIQ]Hello Traders!
🔹 CVD IQ
CVD IQ is a delta-driven analytical tool designed to reveal how aggressive buying and selling activity translates into price movement.
Instead of relying purely on price, this indicator reconstructs order flow dynamics using lower timeframe data , allowing you to see:
Where did the pressure come from… and how efficiently did it move price?
It focuses on answering a deeper question:
Was the move driven by real participation, or was it inefficient, absorbed, or divergent?
aggressive buy vs sell activity (CVD)
price vs delta divergences
efficiency of price movement relative to flow
cost of moving price (delta per tick)
absorption and imbalance conditions
multi-scale flow analysis (bar, day, swing)
classic divergence detection (RSI style)
🔹 What the indicator shows
🔸 Cumulative Volume Delta (CVD)
CVD is built using lower timeframe data to approximate aggressive buying and selling.
This allows you to track:
whether buyers or sellers are in control
how much pressure is building over time
when participation is increasing or fading
🔸 IMMEDIATE Divergence detection (Classic & Cost Models)
The indicator detects when price and delta are out of sync .
Classic divergence highlights:
price making new highs while delta weakens
price making new lows while delta strengthens
potential exhaustion or reversal conditions
Cost-based divergence goes further by evaluating:
how much delta was required to move price
whether moves are becoming more or less efficient
hidden weakness in “expensive” price movement
This shifts your perspective from:
“price is moving”
to:
“how much effort did it take to move price?”
🔸 CVD Cost Per Tick (Efficiency Analysis)
One of the most important features.
The indicator measures:
Delta per tick = how much aggressive volume was required to move price
This allows you to identify:
efficient moves (low cost → strong response)
inefficient moves (high cost → weak response)
potential exhaustion when cost rises sharply
Each swing is classified into categories like:
Very High Cost
High Cost
Normal Cost
Low Cost
Very Low Cost
High cost often signals absorption or resistance from opposing liquidity .
🔸 Swing-based flow analysis
The indicator breaks market structure into swings and evaluates:
delta across each swing
cost of movement between pivots
relative efficiency vs previous swings
This helps you understand:
whether trends are strengthening or weakening
if continuation is becoming harder
when liquidity is likely opposing the move
🔸 Delta-Implied Close (Expected Price)
The script estimates where price should have closed based on delta.
This gives insight into:
whether price overperformed or underperformed relative to flow
hidden absorption when price fails to match delta
inefficiencies between participation and result
Important Note
This model is adaptive and continuously updates based on changing market conditions. It is not a predictive engine, but rather a framework for interpreting how order flow is currently interacting with price.
🔸 Delta Analysis Table (Bar / Day / Swing)
A live table provides a structured breakdown of flow and price response across three contexts:
current bar
current day
current swing
It includes:
aggressive buy & sell volume
buy/sell percentages
net delta
imbalance ratios
price movement in ticks
close position within range
delta cost per tick
cost classification
absorption detection
This allows you to quickly answer:
Who is in control, and is price responding properly?
🔹 Table Overview
Metric
Name of the metric shown in each row.
Bar
Value calculated for the current bar only.
Day
Value accumulated from the start of the current day.
Swing
Value accumulated from the start of the current swing.
🔹 Flow
Aggressive Buys
Total buy-side market order volume. Higher values indicate stronger buying pressure.
Aggressive Sells
Total sell-side market order volume. Higher values indicate stronger selling pressure.
Buy %
Percentage of total aggressive volume coming from buyers. Higher values indicate buy-side dominance.
Sell %
Percentage of total aggressive volume coming from sellers. Higher values indicate sell-side dominance.
Net Delta
Aggressive buys minus aggressive sells. Positive values favor buyers, negative values favor sellers.
Imbalance Ratio
Relative dominance between buyers and sellers, expressed as a multiple. Higher values indicate stronger directional control.
🔹 Price Response
Total Aggression
Combined aggressive buy and sell volume. Represents total market participation.
Bar Tick Move
Price movement measured in ticks. Shows how far price moved over the period.
Close Position
Where price closed within its range. Higher values mean the close is nearer the high, lower values nearer the low.
🔹 Efficiency & Cost
Delta Cost / Tick
How much delta was required to move price by one tick. Higher values indicate less efficient movement and potential absorption.
Cost
Classification of how expensive the move is relative to recent conditions. High cost suggests resistance or absorption, low cost suggests efficient movement.
Ticks per 1k Delta
Number of ticks price moved per 1000 delta. Higher values indicate more efficient price movement.
Price Move per 1k Delta
Actual price movement per 1000 delta. Higher values indicate stronger price response to order flow.
🔹 Delta-Based Expectations
Delta-Implied Close
The price level where the bar would be expected to close based on the underlying delta.
Move Ratio
Actual price movement relative to the delta-implied move.
1.0 = expected response
1.0 = stronger than expected
<1.0 = weaker than expected
🔹 How to read it
Each component provides a different layer:
CVD → who is active
Divergence → when price and flow disagree
Cost → how efficient the move is
Table → structured confirmation across contexts
Together, this shifts your thinking from:
“price moved up”
to:
“buyers were aggressive - but did price actually respond?”
🔹 Example interpretations
strong delta + efficient move → clean continuation
strong delta + weak move → absorption
rising cost over time → trend weakening
divergence signals → potential reversal or trap
low cost + expansion → strong directional move
🔹 Why this indicator is useful
It gives you:
participation behind price
context for whether moves are efficient
early detection of exhaustion or absorption
a way to quantify “effort vs result”
multi-timeframe flow insight (bar, day, swing)
🔹 Best use cases
confirming trend strength
identifying weak breakouts
spotting absorption at key levels
analyzing liquidity interaction
enhancing price action or liquidity-based models
🔹 Important note
This script uses lower timeframe data to approximate aggressive volume.
This means:
accuracy depends on data availability
different symbols may behave differently
lower timeframe selection impacts results
🔹 Inputs you can customize
lower timeframe for CVD calculation
divergence models (Classic / Cost / Both)
divergence sensitivity (small, medium, large swings)
cost structure length and thresholds
visual styling and colors
delta analysis table size
Closing Notes
CVD IQ is built to show the relationship between participation and outcome .
As always, thank you PulseWire! Indicator
Cadence Refracted Oscillator [JOAT]Cadence Refracted Oscillator
Introduction
The Cadence Refracted Oscillator is an open-source multi-layer momentum analysis tool built in Pine Script v6. It combines three distinct momentum methodologies — Spectral-Filtered RSI, Stochastic Momentum Index (SMI), and Cumulative Volume Delta (CVD) divergence detection — into a single composite oscillator displayed in a separate pane below the chart. The indicator produces a blended momentum reading (0-100), a gradient histogram, a signal line with crossover detection, Z-score extreme markers, and Wyckoff absorption alerts. It is designed for traders who want a deeper, noise-reduced view of momentum that goes beyond what a standard RSI or stochastic can provide.
The key innovation is the spectral filtering stage. Instead of applying RSI directly to raw price, the indicator first passes price data through a Discrete Fourier Transform (DFT) to extract dominant frequency components, then applies RSI-weighted filtering to produce a cleaner, less noisy momentum signal. This filtered signal is then blended with the Stochastic Momentum Index to create a composite that captures both trend momentum and mean-reversion potential.
Why This Indicator Exists
Standard momentum oscillators have well-known limitations. RSI is noisy on lower timeframes and produces frequent false signals in choppy markets. Stochastic oscillators are fast but whipsaw-prone. Neither incorporates volume information. This indicator addresses these issues by layering three complementary approaches:
Spectral-Filtered RSI: Applies a Discrete Fourier Transform to extract the dominant price cycle, then weights the filtered output by RSI distance from the midpoint. This removes high-frequency noise while preserving the meaningful momentum signal. The result is a smoother RSI that responds to genuine trend changes rather than random fluctuations.
Stochastic Momentum Index: Measures where the close is relative to the midpoint of the recent high-low range, double-smoothed with configurable EMA periods. Unlike classic stochastic which measures close relative to the range boundaries, SMI measures distance from the center — making it more sensitive to directional momentum and less prone to ceiling/floor effects.
CVD Divergence: Tracks Cumulative Volume Delta (buy volume minus sell volume) and compares it to price extremes. When price makes a new low but CVD is higher than its previous low, buying pressure is diverging from price — a bullish signal. The reverse applies for bearish divergences. This adds a volume-based confirmation layer that pure price-based oscillators lack.
How the Spectral Filter Works
The spectral filtering process uses a Discrete Fourier Transform — the same mathematical tool used in signal processing, audio analysis, and scientific computing — to decompose price data into frequency components:
// Discrete Fourier Transform implementation
// Decomposes price into frequency components
// DC component (index 0) represents the dominant trend
// Higher harmonics represent shorter-term oscillations
The process works in four stages:
Stage 1 — Short RSI Weighting: A short-period RSI is calculated and converted to an "absolute distance from 50" value. Bars where RSI is far from 50 (strong momentum) receive higher weight in the filter.
Stage 2 — Forward DFT: Price data is transformed into the frequency domain using a configurable number of harmonics (default 3). The magnitude spectrum is extracted, and the DC component (the dominant low-frequency trend) becomes the filtered subject.
Stage 3 — RSI-Weighted Smoothing: The filtered subject is smoothed using the RSI absolute distance as weights. This means the filter responds more to bars with strong momentum and less to bars with weak, indecisive momentum.
Stage 4 — Final RSI: RSI is calculated on the filtered data with the main length (default 21). A divergence component (rate of change of the spectral RSI) is added to create the final Cadence RSI value.
The result is an RSI-like oscillator that is significantly smoother than standard RSI while still being responsive to genuine trend changes. The Fourier harmonics parameter controls how many frequency components are retained — fewer harmonics produce a smoother signal, more harmonics preserve more detail.
Stochastic Momentum Index Component
The SMI component provides a complementary momentum perspective. While the spectral RSI focuses on trend momentum, the SMI captures where price sits within its recent range:
The lookback period defines the range (highest high, lowest low)
The distance from the midpoint of that range is double-smoothed with two EMA passes
The range itself is also double-smoothed and halved to create the denominator
The resulting value oscillates between -100 and +100, where positive values indicate price is above the range midpoint and negative values indicate it is below
This is normalized to 0-100 for blending with the spectral RSI
The SMI is particularly useful for detecting mean-reversion opportunities. When the spectral RSI shows a trend but the SMI is at an extreme, it suggests the trend may be overextended.
Composite Blending
The final composite oscillator blends the spectral RSI (60% weight) with the normalized SMI (40% weight). This weighting prioritizes the trend-following spectral RSI while incorporating the mean-reversion sensitivity of the SMI. The composite oscillates between 0 and 100, with 50 as the neutral midpoint.
The histogram displays the difference from 50, making it easy to see momentum direction and intensity at a glance. Positive histogram bars indicate bullish momentum, negative bars indicate bearish momentum, and the gradient coloring intensifies with momentum strength.
Signal Line and Crossovers
An EMA-based signal line (default 9 periods) is applied to the composite. Crossovers between the composite and signal line provide timing signals:
Bull Cross: Composite crosses above the signal line — momentum is accelerating upward
Bear Cross: Composite crosses below the signal line — momentum is decelerating or reversing
The distance between composite and signal line indicates momentum conviction — wide separation means strong momentum, tight convergence suggests a potential cross is forming
Z-Score Extreme Detection
The indicator calculates a Z-score of the composite value over a configurable lookback (default 50 bars). When the Z-score exceeds +2.0 or falls below -2.0, the momentum is at a statistical extreme — more than two standard deviations from the mean. These events are marked with square markers and indicate:
Potential exhaustion of the current move
High probability of mean reversion
Possible climax buying or selling
Z-score extremes are not automatic reversal signals — strong trends can sustain extremes for extended periods. They are best used as warnings to tighten stops or take partial profits.
Wyckoff Absorption Detection
The indicator detects Wyckoff absorption events — bars where volume is significantly above average (1.5x) but the price range is significantly below average (0.5x). This pattern indicates that large institutional orders are being filled without moving price, which often precedes a directional breakout. Absorption markers appear as circles at the midline.
Visual Design
The indicator uses a "Solar Flare" color theme — golds, ambers, magentas, and plasma purples on a dark background:
Composite Line: Neon glow effect with three layered plots (outer glow at 85% transparency, mid glow at 65%, core line at full intensity). Color adapts to trend state — gold/amber for bullish, magenta/red for bearish, ash for neutral.
Gradient Histogram: 10-level color gradient from bright gold (strong bull) through amber to magenta (strong bear). Rising momentum within a direction intensifies the color.
Signal Line: Plasma purple with glow effect
Zone Fills: Subtle fills between threshold lines — gold tint in the bull zone, magenta tint in the bear zone, ash in the neutral zone
OB/OS Fills: When the composite enters overbought (>75) or oversold (<25) territory, a colored fill highlights the extreme
SMI Reference: A thin blue line showing the normalized SMI for comparison
Markers: Triangles for signal crossovers, diamonds for CVD divergences, squares for Z-score extremes, circles for absorption
HUD Dashboard
The real-time HUD displays 14 metrics:
Composite value with color-coded bull/bear/neutral state
Trend direction (Bullish/Bearish/Neutral)
Z-Score value with classification (Extreme Bull/Bear, Strong, Normal)
Momentum Percentile Rank (0-100%)
SMI value
Signal Line distance (Wide/Moderate/Tight)
Volume Flow direction (Buying/Selling/Neutral) from CVD
Spectral RSI component value
Momentum Strength percentage with classification (Very Strong to Very Weak)
Overbought/Oversold pressure state
Divergence status (Bull Div/Bear Div/None)
Current mode description (Bull Momentum/Bear Momentum/Consolidating)
Input Parameters
Spectral RSI:
RSI Length: Main RSI period (default: 21)
Source: Price source (default: close)
Filter Length: Short RSI period for weighting (default: 12)
Fourier Harmonics: Number of DFT components (default: 3). Lower = smoother, higher = more detail.
Stochastic Momentum:
SMI Lookback: Range period (default: 13)
SMI Smooth 1/2: Double-smoothing EMA periods (default: 25/2)
Signal Length: Signal line EMA period (default: 13)
Volume Delta:
Show CVD Divergence: Toggle divergence detection
CVD Divergence Lookback: Period for comparing CVD extremes to price extremes (default: 14)
Levels:
Overbought/Oversold: Extreme thresholds (default: 75/25)
Bull/Bear Threshold: Trend classification levels (default: 58/42)
How to Use This Indicator
Step 1: Read the Composite Direction
Above 58 = bullish momentum. Below 42 = bearish momentum. Between = consolidation. The histogram makes this immediately visible.
Step 2: Watch for Signal Crossovers
Bull crosses (composite above signal) in the lower half of the range are potential long entries. Bear crosses in the upper half are potential short entries. Crosses near the midline are less significant.
Step 3: Check for Divergences
CVD divergences at price extremes are powerful reversal warnings. A bullish CVD divergence at an oversold composite reading is a high-probability long setup.
Step 4: Monitor Z-Score Extremes
Z-score beyond +/-2.0 warns of potential exhaustion. Consider tightening stops or taking partial profits when the Z-score reaches extreme levels.
Step 5: Use Absorption as Early Warning
Absorption events (high volume, small range) often precede breakouts. When absorption appears near a threshold level, be prepared for a directional move.
Best Practices
The spectral filter works best on timeframes with sufficient data — 5-minute and above is recommended
Fewer Fourier harmonics (2-3) produce a smoother, more trend-following signal. More harmonics (5-8) produce a more responsive but noisier signal.
The composite is most reliable when the spectral RSI and SMI agree. Divergence between the two components suggests mixed conditions.
CVD divergences are most significant at overbought/oversold extremes
Z-score extremes in trending markets can persist — do not blindly fade them
The signal line crossover is a timing tool, not a standalone entry signal. Combine with price action and structure analysis.
Absorption events are context-dependent — they are most meaningful near support/resistance levels
Limitations
The DFT calculation is computationally intensive. Very high harmonic counts may slow chart loading on lower timeframes with large datasets.
The spectral filter introduces a small amount of lag compared to raw RSI. This is the tradeoff for noise reduction.
CVD divergence detection uses a simple comparison of extremes over the lookback period. It may miss complex divergences or flag simple pullbacks as divergences.
Buy/sell volume separation is estimated from candle direction, not true order flow data.
The composite blending weights (60/40) are fixed. Different instruments or timeframes might benefit from different weights.
Z-score extremes are relative to the lookback period. A Z-score of +2.0 over 50 bars may not be extreme over 200 bars.
Like all oscillators, this indicator can remain at extremes during strong trends. It is not a contrarian tool by default.
Technical Implementation
Built with Pine Script v6 using:
Custom Discrete Fourier Transform implementation (forward and inverse) with configurable harmonics
RSI-weighted spectral filtering for noise reduction
Double-smoothed Stochastic Momentum Index with normalization
Cumulative Volume Delta tracking with divergence detection
Z-score calculation for statistical extreme identification
Wyckoff absorption detection (effort vs result)
10-level gradient histogram coloring function
Multi-layer neon glow effect on composite and signal lines
barstate.isconfirmed gating on all signal markers
10 alert conditions covering threshold crosses, divergences, signal crossovers, and Z-score extremes
Originality Statement
This indicator is original in its synthesis of spectral analysis with momentum oscillators and volume delta. While RSI, stochastic, and CVD are established concepts, this indicator is justified because:
The Discrete Fourier Transform spectral filtering applied to RSI calculation is a novel approach that significantly reduces noise while preserving signal responsiveness
The RSI-weighted filtering stage ensures the spectral filter responds more to high-momentum bars and less to noise, creating an adaptive smoothing mechanism
Blending spectral RSI with SMI combines trend-following and mean-reversion perspectives into a single composite that captures both dimensions of momentum
CVD divergence detection adds a volume-based confirmation layer that pure price-based oscillators cannot provide
Z-score extreme detection provides statistical context for momentum readings, helping traders distinguish between normal momentum and genuine extremes
Wyckoff absorption integration connects volume analysis with momentum analysis in a way that standard oscillators do not
The Solar Flare theme with gradient histogram and neon glow provides immediate visual clarity about momentum direction and intensity
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Momentum oscillators measure the rate and direction of price change — they do not predict future price movement. Overbought conditions can persist in strong uptrends, and oversold conditions can persist in strong downtrends. Signal crossovers and divergences are probabilistic, not deterministic. Past momentum patterns do not guarantee future behavior. Always use proper risk management and never risk more than you can afford to lose. The author is not responsible for any losses incurred from using this indicator.
-Made by officialjackofalltrades
Indicator
LVN FinderLVN Finder by QuantShok (JacobS369)
This script automatically identifies Low Volume Nodes (LVNs) from a calculated volume profile and plots them as horizontal levels on your chart. LVNs are price levels where relatively little volume has traded compared to surrounding areas — these zones often act as areas of low resistance where price moves quickly, or as potential support/resistance when retested.
The script builds a high-resolution volume profile over a configurable lookback period, pulls in 1-minute data for added granularity, scans for statistically significant volume valleys, merges nearby levels to reduce clutter, and draws them on your chart with a price table for quick reference.
Default settings are optimized for NQ (Nasdaq 100 Futures) on a 5-minute chart.
Settings Breakdown
Volume Profile Settings — These control the foundation of the profile itself. "Number of Rows" sets the resolution of the volume profile — higher means more granular detection but heavier computation. "LVN Lookback Days" determines how many trading days of data the profile is built from; shorter lookbacks give you more recent/relevant levels, longer lookbacks capture broader structure. "Rebuild Interval" controls how often the profile recalculates — set to 1 for a fresh rebuild every trading day.
LVN Detection — This is where you fine-tune what qualifies as a true LVN. "Window Size %" sets how wide the local neighborhood is when checking if a price row is a volume minimum — smaller values find tighter, more precise valleys while larger values only catch broader dips. "LVN Prominence %" is the most important filter — it requires that the volume valley drops at least this much below the surrounding peaks. Raise it to only see the most significant LVNs, lower it to surface more levels. "Use LVN Min Volume Filter" lets you exclude valleys that fall in extremely low-activity zones where the level may not be meaningful.
LVN Display — Toggle visibility, pick your line color, and set the line width.
Level Management — "Merge Nearby Levels" combines LVNs that are close together into a single level, keeping the one with the lowest volume. You can control the merge threshold by tick distance or percentage — useful to avoid clusters of redundant lines. "Extend Lines" controls how far the levels project forward on your chart. "Limit LVN Count" caps the total number of levels shown, prioritizing the lowest-volume (strongest) LVNs first.
Adapting to Other Instruments
If you're using this on something other than NQ, the main settings to adjust are merge distance (ticks and percentage) since different instruments have different tick sizes and price scales, prominence percentage depending on how cleanly volume distributes on that instrument, and lookback days based on how far back the relevant volume structure extends. For tighter instruments like ES, you might lower the merge ticks. For something like crypto with wider ranges, bump up the merge percentage and potentially lower the prominence threshold. Indicator
Absorption SignalsAbsorption Signals by QuantShok (JacobS369)
This script detects absorption candles — bars where aggressive selling is absorbed by buyers (bullish) or aggressive buying is absorbed by sellers (bearish). It uses PulseWire's built-in volume delta to measure the net buying/selling pressure within each bar, then flags bars where the delta diverges from the price action on abnormally high volume. Each signal is scored on a 1–5 star confidence system so you can filter for only the highest-quality setups.
The core logic: a bullish absorption fires when the bar closes green (or flat) despite net negative delta on a volume spike — meaning sellers pushed hard but buyers absorbed it all and held price up. A bearish absorption is the mirror — the bar closes red despite net positive delta on a volume spike, meaning buyers pushed but sellers absorbed the pressure and drove price down.
Default settings are optimized for NQ (Nasdaq 100 Futures).
Settings Breakdown
Absorption Settings — "Volume Lookback Period" (default 20) is the number of bars on your current chart timeframe used to calculate average volume and standard deviation for the z-score. On a 5-minute chart, that's the last 20 five-minute bars. "Volume Z-Score Threshold" (default 1.5) sets how many standard deviations above average the current bar's volume needs to be to qualify as a spike — raise it to only catch bigger volume anomalies, lower it for more signals. "Minimum Wick Size %" is the input for wick filtering though the confidence system handles wick scoring internally at the 40% level. "Delta Timeframe" (default 1 minute) controls the resolution used to estimate volume delta — this is independent of your chart timeframe and pulls 1-minute data to approximate buy vs sell volume within each bar.
Confidence Settings — "Minimum Stars to Display" (default 2) filters out low-confidence signals so only setups meeting your threshold appear on the chart. The confidence scoring works by starting at 1 star for any valid absorption signal, then adding stars for: volume z-score above 2.0 (+1), volume z-score above 3.0 (+1), delta z-score above 2.0 (+1), significant wick size above 40% of bar range (+1), and multi-bar confirmation (+1), capped at 5. "Require Multi-Bar Confirmation" checks whether consecutive bars show absorption at the same price level. "Multi-Bar Tolerance" controls how close those consecutive bars need to be (as a percentage of ATR) to count as confirming each other.
Visuals — Toggle bubbles, confidence labels, and the dashboard independently. Bubble size scales with confidence (tiny for 1 star up to huge for 5 stars), and color intensity increases with higher confidence. The dashboard in the top right shows live volume z-score, delta z-score, net delta, current absorption signal, and multi-bar confirmation status. Hovering over any label shows a detailed tooltip with all the underlying stats for that signal.
Adapting to Other Instruments
The main settings to consider adjusting are the volume lookback period (shorter for faster-moving instruments, longer for steadier ones), the z-score threshold (lower it for instruments with less volatile volume patterns, raise it for noisier ones), and the multi-bar tolerance (widen it for instruments with larger ATR). The delta timeframe can stay at 1 minute for most instruments but you might try a higher resolution if your broker provides it.
How to Use
This is not a buy/sell signal generator — it identifies where institutional-level absorption is likely occurring. Use these signals as confluence with your existing strategy. A 4–5 star bullish absorption at a known support level or LVN is a very different setup than a 2-star signal in the middle of nowhere. The tooltip on each label gives you the full breakdown so you can evaluate the quality yourself. Indicator
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