Indicator
[JOAT] Apex Flow EngineApex Flow Engine
A volatility-adaptive trend-flow engine that only signals when the move has measurable quality behind it.
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◆ WHAT IT IS
Apex Flow Engine tracks the market's underlying flow — the direction price is genuinely travelling once noise is stripped out — and grades every potential entry against a transparent Flow Quality score before a signal is ever printed. It is built to keep a chart clean while still giving a full trade framework: entry, stop, and three take-profit targets.
This is 100% original code. It does not reuse or repackage anyone else's script.
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◆ HOW IT WORKS
1. The Flow Baseline. Instead of a fixed moving average, the baseline is an efficiency-weighted adaptive average . It measures how much net directional travel price achieved versus how much raw movement it burned to get there (an efficiency ratio). When price moves cleanly, the baseline speeds up and hugs price; when price chops sideways, it slows and flattens. This keeps the reference honest in both trending and ranging conditions.
2. The Flow Envelope. An ATR-scaled band is wrapped around the baseline. A flow flip is only registered when price closes beyond the opposite band for a configurable number of confirmation closes — this filters the marginal pokes that create false flips on lower timeframes.
3. The Flow Quality score (0–100). Every flip is scored on four independent components before it becomes a signal:
• Momentum alignment — is momentum pushing in the flip direction
• Volume pulse — is participation expanding versus its own average
• Candle structure — did the trigger candle close with a decisive body
• Efficiency — how clean the underlying move is
A signal fires only if the score meets your minimum threshold, so weak, low-conviction flips are skipped.
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◆ WHAT YOU SEE
• BUY / SELL labels carrying the live Quality score plus an efficiency and volume read at the moment of the signal
• A full TP/SL framework on every signal — entry line, stop-loss, TP1 / TP2 / TP3, and shaded risk/reward zones — that automatically stops updating once the stop or the furthest target is reached
• An optional gradient flow ribbon whose intensity scales with Quality, and three candle-coloring styles (Gradient, Solid, Two-Tone)
• A resizable command dashboard with block-meter gauges for Quality, Efficiency, Volume, Body and Stretch, plus live position and stop readouts
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◆ HOW TO USE IT
• Trade in the direction of the current Flow State . Treat higher-Quality signals as higher-conviction.
• The Stretch (ATR) reading shows how far price has extended from the baseline — large values warn that a pullback may be near before entering late.
• Use the built-in SL and TP levels as a structured plan, or as a reference for your own risk model.
• Works on all symbols and all timeframes. Raise the confirmation closes and minimum Quality on fast intraday charts for fewer, cleaner signals.
◆ SETTINGS THAT MATTER
• Flow Baseline Length / Acceleration — responsiveness of the core
• Envelope Width + Confirmation Closes — how strict a flip must be
• Minimum Quality Score — the signal gate
• TP/SL group — ATR or percent stops, and independent R:R per target
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◆ NOTES & LIMITATIONS
Apply the indicator to standard candlestick charts . Signals are decision-support tools that describe current conditions — they are not financial advice and no indicator can predict the future or guarantee an outcome. Always combine with your own analysis and risk management.
— made with passion by officialjackofalltrade
Indicator
Volume DNA: Heatmap [BigBeluga]🔵 OVERVIEW
The Volume DNA: Heatmap is an advanced technical indicator created by BigBeluga to decode institutional volume and price action dynamics using market microstructure principles. Traditional volume indicators often look at volume in isolation, failing to account for the efficiency or inefficiency of price movement. In order to provide a solution to this problem, this indicator combines rolling volume Z-scores with high-low price spread Z-scores, classifying every single bar into distinct institutional signatures—such as Absorption, Effort, Exhaustion, and Stagnation.
The indicator aims to visualize institutional accumulation, distribution, and exhaustion points directly on the chart. The core element of its calculation involves tracking volume and spread deviations against rolling means defined as:
volZ = (volume - volMean) / volStd
spreadZ = (spread - spreadMean) / spreadStd
where volMean and spreadMean are moving averages over lookback lengths volLengthInput and spreadLengthInput , and volStd and spreadStd represent standard deviations. Higher values of volThreshInput and spreadThreshInput allow the indicator to filter out random market noise and isolate major institutional footprints.
🔵 FEATURES
The system utilizes a multi-layered matrix structure to provide actionable market intelligence:
1 — DNA Engine & Classification Matrix
Absorption ( ABS ): Triggered by high volume and narrow spread via highVol and narrowSpread , signaling institutional limit orders absorbing market flow.
Effort Bullish / Bearish ( EFF+ / EFF- ): Triggered by high volume and wide spread via highVol and wideSpread , signaling aggressive buying or selling pressure driving trend continuation.
Exhaustion ( EXH ) & Stagnation ( STG ): Tracks low volume relative to price spreads to identify thin liquidity moves or equilibrium consolidation phases.
2 — Visual Enhancements & Ghost Glows
Ghost Glow Effect: Renders a semi-transparent wider candle behind classified DNA bars using plotcandle(showGlowBar ? bodymax + glowExpand : na, ...) to visually distinguish key events from normal price action.
Liquidity Clouds: Draws transparent box zones over Absorption bars extending cloudExtendInput bars to the right, marking where institutional limit orders may be resting.
3 — Real-Time Barcode Tape & Statistics Tables
DNA Barcode Tape: Displays a vertical heatmap table on the chart showing the DNA type and volume of the last tapeRowsInput bars as a real-time institutional activity tape.
Stats Panel Table: Summarizes current bar status, Volume Z-Scores via str.tostring(volZ, "#.##") , and Spread Z-Scores for instant quantitative feedback.
🔵 HOW TO USE
Apart from the basic visualization of institutional volume signatures, this tool can also act in alternative ways to support decision-making:
Spot Institutional Absorption: Look for ABS candles and their accompanying Liquidity Cloud zones to identify potential support or resistance levels where large market participants are absorbing flow.
Ride Trend Continuations via Effort: Monitor EFF+ and EFF- signal shapes (where size and color intensity scale with volume Z-scores) to confirm aggressive momentum driving price in the direction of the breakout.
Anticipate Reversals with Exhaustion: Watch for EXH signals where price moves on thin liquidity, signaling that a current trend may be running out of fuel and nearing a pullback or reversal.
🔵 NOTES
Why this implementation is unique:
It merges volume and price spread analytics using statistical Z-scores rather than arbitrary thresholds, offering an objective look at market efficiency.
The multi-table interface provides both historical sequencing (Barcode Tape) and real-time metric tracking without crowding the main price action view.
The script is fully optimized for Pine Script version 6, utilizing high-performance array management (`var array dnaHistory = array.new(tapeRowsInput, 0)`) for smooth execution across extensive historical data.
Note: The indicator relies on rolling standard deviation calculations; initial chart loads require enough bars to populate the lookback window accurately.
Indicator
EVA Ai+ Radar v25.2 Screener - Crypto & Stock LONG SHORT Si🧬 EVA Ai+ Radar — профессиональный рыночный скринер и индикатор для PulseWire, созданный для быстрого поиска перспективных торговых инструментов среди российских акций и популярных криптовалют.
Система одновременно анализирует до 20 активов, рассчитывает приоритет каждого инструмента и автоматически сортирует рынок по силе текущего движения. Вместо ручного переключения между графиками трейдер получает компактную премиальную панель с готовым рейтингом активов.
🔎 Что анализирует EVA Ai+ Radar
Для каждого инструмента рассчитываются:
направление краткосрочного и среднесрочного тренда;
положение цены относительно EMA;
сила тренда через ADX и DMI;
состояние RSI;
относительный торговый объём;
направленный рыночный поток Flow;
изменение цены;
итоговая сила и приоритет сигнала.
📊 Сигналы скринера
🟢 LONG — подтверждённое преимущество покупателей и восходящее направление.
🔴 SHORT — подтверждённое преимущество продавцов и нисходящее направление.
🟡 РАНО ↑ / РАНО ↓ — раннее формирование движения до достижения строгого порога основного сигнала.
⚪ НАБЛ. — инструмент пока не имеет достаточного преимущества для подтверждённого входа.
⚡ Два режима работы
RADAR — строгий режим для поиска подтверждённых сигналов LONG и SHORT.
РАНО — расширенный режим, дополнительно показывающий инструменты, в которых движение только начинает формироваться.
🛡️ Защита от перерисовки
По умолчанию скринер использует данные только закрытых свечей выбранного таймфрейма:
без lookahead_on;
без смещения сигналов в прошлое;
без перерисовки подтверждённых значений;
с безопасной обработкой недоступных торговых инструментов
🌍 Поддерживаемые рынки
🇷🇺 Российские акции Московской биржи:
Сбербанк;
Газпром;
Лукойл;
Роснефть;
Новатэк;
Норникель;
Полюс;
Татнефть;
ВТБ;
Яндекс.
₿ Криптовалюты:
Bitcoin;
Ethereum;
Solana;
BNB;
XRP;
Dogecoin;
Cardano;
Avalanche;
Chainlink;
Toncoin.
Все тикеры можно изменить в настройках индикатора.
⚙️ Основные возможности
✅ Скринер акций и криптовалют
✅ Одновременный анализ 20 инструментов
✅ Торговые сигналы LONG и SHORT
✅ Раннее обнаружение движения
✅ Автоматический рейтинг активов
✅ Анализ тренда, объёма, RSI, ADX и DMI
✅ Относительный объём и Flow
✅ Индикатор без перерисовки
✅ Настраиваемый таймфрейм
✅ Алерты PulseWire
✅ Премиальный интерфейс EVA
✅ Безопасная обработка недоступных тикеров
⚠️ Важная информация
EVA Ai+ Radar является аналитическим инструментом и не представляет собой инвестиционную рекомендацию. Сигналы индикатора необходимо оценивать совместно с рыночным контекстом, управлением капиталом и контролем риска.
🧬 EVA Ai+ Radar is a professional PulseWire market scanner designed to help traders quickly identify strong opportunities across major cryptocurrencies and Russian stocks.
The screener analyzes up to 20 markets simultaneously, calculates a priority score for every symbol, and automatically ranks instruments according to current trend strength and market momentum. Instead of manually switching between multiple charts, traders receive a compact premium dashboard with a structured market overview.
🔎 What EVA Ai+ Radar analyzes
For every selected symbol, the system evaluates:
short-term and medium-term trend direction;
price position relative to exponential moving averages;
trend strength using ADX and DMI;
RSI momentum;
relative trading volume;
directional market Flow;
price change;
final signal strength and priority score.
📊 Screener signals
🟢 LONG — confirmed bullish advantage and positive market direction.
🔴 SHORT — confirmed bearish advantage and negative market direction.
🟡 EARLY ↑ / EARLY ↓ — an emerging directional setup detected before the strict signal threshold is reached.
⚪ WATCH — the asset does not currently have enough directional advantage for a confirmed signal.
⚡ Two scanning modes
RADAR — strict mode designed to identify confirmed LONG and SHORT signals.
EARLY — expanded mode that also identifies assets where a new directional move may be starting.
🛡️ Non-repainting calculation
By default, the screener uses confirmed data from closed candles on the selected timeframe:
no lookahead_on;
no historical signal backfilling;
no repainting of confirmed values;
safe processing of unavailable or unsupported symbols.
If one selected ticker is temporarily unavailable, the remaining markets continue to be calculated normally.
💎 Premium EVA dashboard
The dashboard displays:
market ranking;
symbol;
LONG, SHORT, or EARLY signal;
signal strength;
percentage price change;
RSI and relative volume;
directional Flow;
number of active LONG, SHORT, and EARLY signals;
selected timeframe and calculation mode.
The visible list can be adjusted from 5 to 20 rows, while all enabled markets continue to be analyzed.
🔔 PulseWire alerts
The screener includes three alert conditions:
confirmed LONG signal detected;
confirmed SHORT signal detected;
EARLY directional setup detected.
Alerts can be configured using the standard PulseWire alert system.
🌍 Supported markets
🇷🇺 Russian stocks:
Sberbank;
Gazprom;
Lukoil;
Rosneft;
Novatek;
Norilsk Nickel;
Polyus;
Tatneft;
VTB;
Yandex.
₿ Cryptocurrencies:
Bitcoin;
Ethereum;
Solana;
BNB;
XRP;
Dogecoin;
Cardano;
Avalanche;
Chainlink;
Toncoin.
Every symbol can be changed through the indicator settings.
⚙️ Main features
✅ PulseWire stock and crypto screener
✅ Simultaneous analysis of 20 symbols
✅ LONG and SHORT trading signals
✅ Early trend detection
✅ Automatic market ranking
✅ Trend, volume, RSI, ADX, and DMI analysis
✅ Relative volume and directional Flow
✅ Non-repainting indicator
✅ Custom scanning timeframe
✅ PulseWire alerts
✅ Premium EVA interface
✅ Safe invalid-symbol handling
⚠️ Disclaimer
EVA Ai+ Radar is an analytical and educational tool. It does not provide financial or investment advice. Every signal should be evaluated together with market context, position sizing, risk management, and independent analysis. Indicator
Volume Dots☆★☆★This indicator is fully optimized for 1-range charts. Be sure to use it on a 1-range chart and set it so that candles/bars are not visible. Also, you must fix the scale to the right.☆★☆★
🚀 Volume Dots & Time Countdown – Volume with Interval Delta
A comprehensive market visualization tool for scalpers, day traders, and volume analysts.
📌 Overview
This indicator seamlessly merges two powerful concepts into a single, fully customizable overlay:
a real-time volume bubble visualization and a dynamic time-based interval countdown with integrated cumulative delta analysis. Whether you are scalping the 1-minute chart or analyzing longer timeframes, this tool provides unparalleled insight into volume distribution, session timing, and aggressive market positioning.
✨ Key Features
🟢 Volume Dots (8xxkmap Style)
Displays volume as size-scaled circles plotted directly at rounded price levels, mimicking a footprint or bookmap chart. The bubble size dynamically adjusts based on the current volume relative to its historical average.
🔴 Aggression Detection (Buy vs. Sell)
Automatically classifies each bar’s dominant side. A dot turns green for aggressive buying and red for aggressive selling based on a combination of close > open, close < open, and comparisons to the previous close, ensuring accurate directional bias even on doji candles.
📈 Price Path Overlay
A smoothed trend line based on the Hull Moving Average (HMA) is optionally plotted to provide a clear, lag-free visual of the prevailing price direction.
⏱️ Custom Time Countdown
Set any target interval in seconds (e.g., 15s, 30s, 60s, 300s for 5-minutes). A real-time countdown table displays the exact time remaining until the current interval closes, bypassing standard chart timeframe restrictions.
🎨 Visual Interval Overlay
Choose between two distinct display modes for marking each time segment:
Background Highlight : Fills the entire chart background with a translucent color and border for the current and past intervals.
Candlestick Overlay : Plots a large, semi-transparent candle directly over each interval’s price range, showing the interval’s high, low, open, and close at a glance.
📊 Interval Delta Volume
Tracks cumulative buy volume and sell volume within each time interval. It calculates the Delta (difference) and the Delta percentage relative to total interval volume, displaying this critical information directly on the chart as a floating label (positioned at the top, center, or bottom of the interval).
💬 Volume Labels on Large Bubbles
When a volume bubble exceeds a user-defined threshold (e.g., 5.0x or 8.0x the average), the exact numerical volume value is printed inside the bubble for instant high-volume identification.
🔧 How It Works (Methodology)
Bubble Sizing Algorithm
The script calculates the Volume Ratio = Volume / SMA(Volume, period). This ratio is then raised to a user-controlled Expansion Exponent and multiplied by a Base Scale. This ensures that normal volume appears as small dots, while anomalous or extreme volume exponentially expands into large, easily noticeable bubbles.
Price Rounding
All volume dots are snapped to a user-defined Price Bin Size. This bins volume into specific levels (e.g., rounding to the nearest $0.10 or $1.00), effectively filtering out price noise and revealing high-activity zones.
Interval Logic & Countdown
The indicator divides the time value (milliseconds since epoch) by the user-defined Target Seconds. Each new division marks the start of a new interval. The real-time countdown is computed using timenow, ensuring the displayed timer is accurate even during live trading.
Delta Accumulation
For each interval, the script accumulates buy volume (close > open ? volume : volume/2) and sell volume (close < open ? volume : volume/2). The resulting delta and percentage are updated on the fly and displayed on the interval’s label.
⚙️ Customizable Inputs (Grouped)
Price Line Settings : Toggle the HMA path, adjust its smoothness, and change the line color.
Bubble & Volume Settings : Filter small volume, adjust price rounding, modify bubble scaling (exponent & multiplier), and set the average volume period.
Large Bubble Text Labels : Enable/disable volume text, set the minimum bubble size for labels, and choose text font and size.
Time Countdown : Set your desired seconds, define the number of historical ranges to keep on screen, and select the visual display mode.
Highlight & Candle Overlay : Fully customize background colors, border widths, and the colors of the overlay candlestick bodies and wicks.
Countdown Table : Position the countdown table anywhere on the chart (9 anchor points) and change its background, text color, and font size.
Delta Volume : Toggle delta display, choose label position (Top, Center, Bottom), and customize colors for positive and negative delta values.
🎯 Who Is This For?
Scalpers who need precise real-time timing and volume spikes to enter/exit positions quickly.
Day Traders looking for volume clusters (value areas) and aggressive buying/selling pressure.
Volume Profile Enthusiasts who want a dynamic footprint view without leaving the main chart window.
Algorithmic Traders who use cumulative delta as a confirmation signal for trend exhaustion or breakout validation.
⚠️ Important Notes & Disclaimer
This indicator is designed for analysis and educational purposes only. It does not constitute financial advice.
Always backtest and forward-test any strategy using this tool before committing real capital.
The Delta calculation relies on the assumption that
(close > open) implies buying pressure and (close < open) implies selling pressure.
While effective for general market dynamics, it is a simplified approximation of real market aggression.
Ensure your chart has sufficient historical data to populate the Average Volume Period (SMA) for accurate bubble scaling.
Indicator
Indicator
Strong Gradient Channel | ProjectSyndicateStrong Gradient Channel combines a full order-flow volume profile along the slope of a linear-regression channel, splits every price level into real buy and sell mass, grades the auction, and projects a forward route that stays locked inside the channel walls. It is not a channel with an indicator bolted on — the channel, the profile, the order flow and the outlook are one connected engine, and every number on the panel is measured, not invented.
USDJPY
🟥🟩 IMPORTANT INFO: The channel, the volume profile and the deviation walls are all computed over the same regression window, so the tool self-calibrates to whatever you load it on. Defaults are tuned for a wide 480-bar window on HLC3. Works on any symbol and timeframe; on very high timeframes drop the Channel Length so the profile stays representative of current structure.
📐 A Volume Profile That Follows the Trend — the core of this tool. Every other volume profile is drawn as flat horizontal rows, which quietly assumes price has no trend. This one doesn't. The profile is poured along the regression slope, so each row is a parallelogram tracking the channel's gradient. In a trending market that means the POC, the value area and every heavy level sit where volume actually built — on the diagonal — instead of being smeared into a flat histogram that ignores the move. The result is a value map that tells the truth about a sloped market.
🧲 Real Buy / Sell Split, Not Guesswork. Each candle's volume is broken into its internal buy and sell halves using intrabar data pulled from a lower timeframe, then classified by close-location, body-direction, or a weighted blend you control. Every profile row renders as a stacked bull + sell parallelogram, so you see not just where volume traded but which side owned each level. A Delta POC line marks the row holding the largest one-sided imbalance, and rows exceeding mean + 2σ are flagged as institutional — unusually heavy single-level activity.
ES
⭐ POC, Value Area & Naked POC Magnets. The point of control, the value-area high and low, and the profile extremes are all drawn as sloped lines that ride the channel and extend to the right edge with live price labels. On top of that, the script tracks Naked POCs — the point-of-control of unusually strong individual candles — and extends each one to the right as a magnet until price trades back through it, then retires it. Untested value tends to get revisited; this shows you exactly where it lives.
♻️ Contrarian Fade Engine — auction exhaustion at the walls. When price pierces a channel wall and the order flow shows the move is running out of participation, the engine fires a FADE ▲ / FADE ▼ signal graded by a 0–10 conviction score. It isn't a naive "price touched the band" trigger — it reads the auction against the move and only fires when exhaustion and a local extreme line up, with a cooldown so you don't get a cluster of the same idea. Each signal can plot its own target and invalidation line.
🗺️ Scenario Projection — the powerful new part. This is not a hand-drawn arrow. The script walks the live channel forward from the last bar and assembles a route from surveyed structure: 1 · TRIGGER — the first objective. In Channel Extremes mode it rides the wall in the trigger direction; in Key Levels mode it snaps to the nearest POC / VA / ΔPOC. 2 · REVERSE — a retrace of that leg, sized by your ratio. 3 · RETEST — a partial recovery that deliberately fails short of the trigger extreme. 4 · TARGET — the objective on the far side of price: the opposite wall, or the strongest key level. 5 · EXTENSION — a continuation leg toward the far wall, if you enable Extended detail. Trigger direction defaults to Auto, taken from the live net-flow bias (buy/sell split + slope + CVD). Every leg is a clean straight segment, bars-per-leg are allocated proportionally to price travel, and the whole path is clamped inside the sloped walls — so the outlook can span the full channel from the red wall to the green wall without ever looking synthetic or bowing outside structure.
📊 Command Dashboard — every figure measured. A compact panel that reports the whole engine at a glance, in five themed positions and four text sizes: CHANNEL & TREND — price regime (overbought / inside / oversold vs the walls), current price, slope and channel width. LIVE ORDER FLOW — the running buy/sell split and CVD read for the loaded window. VOLUME PROFILE — POC, value-area high/low and delta-POC prices straight off the sloped profile. AUCTION & FADE — the live fade signal, its direction, and its conviction stars. REGIME — a plain-language read of the overall state, including bullish / bearish reversal watches when regime and flow disagree. SCENARIO PATH — the full waypoint list: trigger, reverse, retest, target, extension, with prices and moves.
ETH
🔬 Non-Repainting By Construction. The regression, the profile and all levels are computed on closed bars and drawn on the last bar. Intrabar order flow is read from confirmed lower-timeframe data. Fade signals fire on bar close with a cooldown. Nothing is redrawn backwards once placed.
🎨 Clean Themed Visuals. Five palettes engineered for a pure-black background (Obsidian Aurora, Magma, Plasma, Deep Ocean, Graphite Mono), or full custom colors. Dashed value-area lines, a solid POC, red upper and green lower walls, an optional channel-body fill, a spectral volume-weighted ramp on the profile rows, and a scenario path drawn as a soft-glow core line with diamond waypoint markers, a terminal arrowhead and dotted trigger / target rails. An optional on-chart legend key explains every glyph.
🔔 Built-In Alerts & Standard-Chart Guard. Fade and structure events are surfaced on the panel and chart, firing on bar close. The script refuses to run on Heikin Ashi and Renko charts, because those distort the volume and price action the whole engine depends on — a guard most profile tools quietly skip.
🔧 Fully Customizable. Channel length, source and wall basis (Std Dev / Max Deviation / ATR) with independent upper and lower multipliers. Profile rows, width, anchor side, buy/sell split, value-area percent and every level toggle. Intrabar granularity and classification mode. The full fade filter set — conviction floor, extreme lookback, cooldown, target length. Naked-POC score floor and count cap. The complete scenario set — path detail, anchor mode, trigger direction, projection length, retrace and retest ratios, wall padding, right-extension length. Plus every theme, panel and legend option.
NVDA
🎯 Why this is different. Most volume-profile tools draw flat rows and pretend the market isn't trending. This one pours the profile along the actual regression slope, splits every level into real buy and sell mass, grades auction exhaustion at the walls, tracks untested POCs as forward magnets, and then projects a straight-line route that spans the full channel and stays locked inside it. Value, order flow, structure and outlook — one engine, one honest picture.
🧭 How to use it. · Read the dashboard before the chart. CHANNEL & TREND tells you where price sits relative to the walls; LIVE ORDER FLOW tells you which side is pressing; REGIME gives you the one-line summary. · Use the sloped profile as your value map. Price above a rising POC with buy-heavy rows is a different market than price below a falling POC — the diagonal keeps that distinction intact. Treat the POC and value area as magnets and the institutional rows as heavy shelves. · Watch the walls for the fade. A FADE ▲ / FADE ▼ at a wall with a high conviction score is the engine flagging exhaustion of a push into the extreme — a mean-reversion cue back toward the POC, not a blind reversal. · Treat the scenario as a roadmap, not a promise. TRIGGER is where the first objective sits, TARGET is the logical destination on the far side. In Channel Extremes mode the outlook spans wall-to-wall; switch to Key Levels for a tighter path that snaps to profile structure. If the Auto direction reads the wrong way for your bias, set Trigger Direction to Up First or Down First. · Combine, don't obey. Everything shown is descriptive of current structure, value and order flow — pair it with your own analysis and risk management.
EURUSD
⚙️ Key settings to know first. · Channel Length (default 480) — the single most important dial. It sets the regression window and the profile sample. Longer = the broader, structural channel; shorter = a reactive, local channel. · Source (default HLC3) — what the regression is fit to. HLC3 is smoother and less wick-sensitive than close. · Band Basis + Upper/Lower Mult — how wide the walls sit. Std Dev is statistical, Max Deviation hugs the most extreme wick, ATR is a volatility multiple. Independent multipliers let you build an asymmetric channel. · Trigger / Target Anchor — Channel Extremes makes the outlook span the whole channel wall-to-wall; Key Levels keeps it tight to POC / value area. · Extend Channel Right (bars) — how far the walls, midline and levels (and the room for the scenario) project past the last bar. · Use Intrabar Volume + Classification — the accuracy of the buy/sell split. Blend is the balanced default; turn intrabar off for a lighter, whole-candle read. · Min Conviction Score (Fade) — raise it to see only the highest-quality wall fades, lower it to see more.
⚠️ Important. This is a decision-support tool, not a standalone buy/sell system, and it makes no performance guarantees. Everything it displays is descriptive of current channel position, sloped-profile value, real order-flow split and measured auction state. The scenario path is level geometry rendered forward — a current-state projection that re-solves as structure changes, not a forecast of price, and it carries no probability claim. Volume-split figures are reconstructed from intrabar data and bar geometry, not raw tick data. Behaviour varies by symbol, timeframe and configuration. Always combine it with your own analysis and risk management, and test it on your market before trading it live. Indicator
APEX Contra Flow | ProjectSyndicateAPEX Contra Flow rebuilds the order flow hidden inside every candle and reads it as an auction — then scores, bar by bar, whether that auction has finished and is ready to reverse. It drills into each bar with a lower-timeframe scan, distributes the intrabar volume across price by true overlap, splits it into graded buy/sell pressure, and renders it as a footprint anchored by POC, Delta POC, intrabar VWAP and the Value Area. On top of that it runs one idea from auction theory that conventional profile tools ignore: a market doesn't turn where volume is heavy — it turns where the auction runs out of business. The Contrarian Engine finds the bars where aggression achieved nothing, grades them 0–10, and fades them back toward value.
Most footprint tools describe. This one takes a side.
🌊 Intrabar Footprint Engine — the core. A lower-timeframe scan breaks each chart bar into its internal prints and rebuilds the auction that produced it. Granularity is adjustable (1 Tick / 1S / 5S / 15S / 1M / 5M) or Auto-scaled to your chart, with an automatic fallback resolution — if your plan or symbol won't serve the resolution you asked for, the engine silently drops to one that works instead of drawing a blank chart.
🧮 Overlap-Proportional Allocation — the accuracy differentiator. Conventional intrabar profiles smear each print's volume equally across every row it touches, which fattens the profile and drags the POC toward wide bars. APEX Contra Flow weights every row by the exact price overlap between the intrabar's range and that row. The shape you read is the shape that traded.
⚖️ Graded Buy/Sell Classification — not close >= open. On tick data the engine classifies against bid/ask (at-or-above ask = buy, at-or-below bid = sell, interpolated between). Off tick data it uses a tunable blend of close-location-in-range and body direction. Delta becomes a gradient, not a coin flip — so a bar that closed flat but was bought all the way up no longer reads as neutral.
🎯 POC · Delta POC · Intrabar VWAP — three separate reads on one candle. The Volume POC is where trade concentrated. The Delta POC is where the largest one-sided delta sits — the two diverging is a tell in itself. The intrabar VWAP marks the candle's true average traded price.
🧲 Value Area (VA) — computed by true value-area expansion outward from the POC at your chosen percentage, drawn as a clean outline with everything outside it dimmed back. Fair value framed; the rest fades.
🔺 Diagonal Imbalances & Stacked Runs — every row is tested diagonally: buy at a level against sell one level below, sell against buy one level above. Rows clearing your ratio are marked ◆ and coloured by side. Consecutive runs are counted — stacked imbalance sitting at the extreme is exhaustion evidence, not strength.
🕯️ Excess vs Unfinished Auction — the read almost nothing else surfaces. Thin single prints at a bar's extreme (·) are excess: the auction rejected that price and finished. Heavy volume parked at the extreme is unfinished business — an untested magnet price will likely come back for. One says reversal, the other says return.
🔠 Auction Shape Classification — P / b / D / B — real market-profile logic, applied per candle.
▪️ P — POC in the upper third, thin below: the rally was short covering, not fresh buying. Weak. Fade it.
▪️ b — POC in the lower third, thin above: long liquidation / capitulation. Fade it.
▪️ D — balanced auction, POC mid-range. Rotation back to the middle.
▪️ B — double distribution (two volume clusters split by a thin gap). This is a trending auction — and it vetoes the fade outright. The single most valuable filter in the tool is the one that tells you to stand down.
🏆 0–10 Contrarian Conviction Score — the power-ranking. Each fade candidate earns a live grade from seven weighted, principled factors, every one with a fixed directional sign:
▪️ Effort without result — heavy relative volume and delta that produced no body.
▪️ Trapped delta — delta pushing one way while the candle closes the other. Someone is offside.
▪️ Wick rejection — how violently the extreme was defended.
▪️ Excess — thin tail at the extreme being faded (finished auction).
▪️ Auction shape — P against a high, b against a low.
▪️ CVD divergence — a new price extreme that cumulative delta refused to confirm.
▪️ Stacked imbalance at the extreme — aggression stacking into a wall.
Resolved to a tier: WK → MOD → STRONG → V.STRONG → EXTREME.
🚪 Context Gates — why the signals stay rare. A score alone fires nothing. The bar must also print a new N-bar extreme, stretch a configurable ATR distance beyond its mean, clear a cooldown, and survive the B-shape veto. Fading strength in a trend is how contrarians die; these gates exist to stop it.
🎯 Fade Signals, Targets & Invalidation — one clean FADE ▲ / FADE ▼ label carrying the score. A dotted magnet line projects to the target: the nearest naked POC in the fade direction, or the candle's own POC if none is standing. A tick marks the invalidation extreme. Hover the label for the full read — score, tier, auction shape, value migration, delta, relative volume, POC, VWAP and the LTF actually used.
📍 Naked POC Magnets — high-conviction candles leave their POC extended to the right until price trades back through it, then it's removed. Untested POCs are unfinished business — and they double as the fade target.
📖 Legend Key — a static, self-adapting key (bottom-right by default). It lists only the glyphs you have switched on, and reads your live settings — your imbalance ratio, your VA %, your score threshold — so it can never drift out of sync with the chart.
🎨 Nine Dark-Native Themes — Obsidian (default), Institutional, Aurora, Neon, Phantom, Solar, Ice, Plasma and Mono — every one tuned to read on a black background, plus full custom buy/sell/POC overrides.
🧹 Clean-Chart Discipline — no dashboard, by design. No panel, no stat block, no clutter competing with price. The profile is the interface; the score lives inside the candle that earned it, the reasoning lives in the tooltip. Bar delta, CVD, contrarian score and bar volume stream to the Data Window for anyone who wants the raw series.
🔒 Honest & Non-Repainting Core — fade signals fire on confirmed bars only and never repaint away once printed. No signal is ever hidden, deleted or de-rated to flatter the chart. The footprint of the live, forming candle naturally refreshes as it builds — that is inherent to reconstructing order flow in real time, not a defect — and every closed bar is fixed. The 0–10 score is a descriptive auction framework for ranking attention, not a backtested edge.
🔔 Native Alerts — Fade Long, Fade Short, and Any Fade.
🔧 Fully Customizable — profile basis (Volume / Delta), granularity, rows, bar length, classification method and blend weight, VA %, POC / Delta-POC / VWAP / imbalance / excess toggles, imbalance ratio, min score, extreme lookback, mean length and ATR extension, CVD divergence lookback, cooldown, target length, naked-POC threshold and cap, theme, out-of-value transparency, legend position and size.
🎯 Why this is different — profile tools show you where volume is and leave the conclusion to you. Footprint tools show you delta and leave the conclusion to you. APEX Contra Flow classifies the auction, tells you whether it finished or is still trending, refuses to fade the ones that are trending, and puts a graded 0–10 case for the reversal inside the candle that made it. You read where the auction broke, why it's exhausted, and where it should rotate back to — at a glance.
🚀 Apply to Gold (XAUUSD), Silver, Forex, Crypto, Indices and Futures on any intraday timeframe (volume-bearing symbols).
💡 Cleanest setup: an indicator cannot hide the chart's own candles — right-click the chart → Settings → Symbol → uncheck Body / Borders / Wick to let the footprint stand alone.
🎯 How To Trade It — Two Approaches
Everything hinges on one question the tool answers: has this auction finished, or is it still trending? Finished auctions rotate. Trending auctions run you over.
◾ 1) Fade the finished auction → rotate to value (the core thesis)
Use on STRONG / V.STRONG / EXTREME scores (≥7) where the grade is built on excess, trapped delta and CVD divergence — and the shape is P at a high or b at a low.
▪️ Wait for the FADE ▼ / FADE ▲ to print on the confirmed bar — the gates have already checked the new extreme, the ATR extension and the shape veto.
▪️ Entry: on the signal close, or on a shallow re-test of the faded extreme that fails to make a new one.
▪️ Stop: beyond the invalidation tick at the wick extreme. If price closes decisively through and accepts there, the auction wasn't finished — stand aside or flip to Approach 2.
▪️ Targets: the dotted magnet line — the nearest naked POC, else the candle's POC. The opposite Value-Area edge if rotation extends.
⚖️ The cleanest version: price spikes to a new 10-bar high, stretches beyond its mean, prints a long upper wick on heavy volume with positive delta but closes in the lower half (trapped buyers), the top rows are thin (excess), the POC sits high (P — short covering), and CVD refuses to confirm the new high. Score prints 8.4 EXT. That confluence is the exact move this tool was built to frame.
◾ 2) Stand down — and trade the other side
The tool tells you when not to fade, which is worth as much as the signal.
▪️ Shape = B (double distribution) — the auction is trending and building a second distribution. The veto fires. Do not fade; look for continuation on the pullback into the lower distribution instead.
▪️ No excess, heavy volume at the extreme — unfinished business. Price is likely to return to that price rather than reverse from it.
▪️ Signals fire and immediately fail, repeatedly — one-sided flow is expanding. Trade with it into the next naked POC.
Rule of thumb: ⭐ High score + excess + P/b shape + CVD divergence → expect rotation, fade toward the POC. ⭐ B shape, no excess, or price accepting beyond the level → expect follow-through, trade the break toward the next naked POC.
⚠️ IMPORTANT NOTICE: APEX Contra Flow reconstructs estimated order flow from lower-timeframe data. Intrabar delta, absorption and buy/sell classification are an approximation of true tape, not exchange order-book data — off tick resolution the buy/sell split is inferred from price behaviour, not observed aggression. The 0–10 contrarian score is a descriptive auction framework — NOT a backtested signal and NOT a standalone trade trigger. Fading extremes is inherently a counter-trend activity and carries real risk of repeated stop-outs in a trending market; the shape veto reduces this but cannot eliminate it. The indicator requires a volume-bearing symbol. Always combine it with your own strategy, price-action analysis and risk management. Past behaviour does not guarantee future results. Indicator
Cumulative Rejection Heatmap [MarkitTick]💡 This advanced visual analytics tool is designed to track, aggregate, and display price rejection zones over a rolling historical window. By focusing entirely on market wicks—the footprints of supply and demand absorption—this script constructs a dynamic heatmap that highlights where price has repeatedly struggled to close. Instead of simply looking at volume or closing prices, it isolates the exact microscopic levels where buyers and sellers have historically stepped in to reverse the momentum, providing a crystal-clear map of underlying market mechanics.
● ✨ Originality and Utility
Traditional technical analysis often relies on closing prices or volume-at-price concepts like the Volume Profile. While valuable, these standard tools can sometimes obscure the specific price extremes where true order absorption occurs. This tool takes an entirely original approach by creating a "Rejection Profile."
It systematically scans every single bar within a defined historical window, mathematically measures the length of the upper and lower wicks, and compares them against the total range of the bar. When a wick meets a stringent, user-defined threshold, it is classified as a valid rejection. Over time, these individual rejection events are accumulated into specific price bins, forming a dense, visual heatmap.
The utility here is unparalleled for traders who rely on price action and liquidity concepts. By rendering a visual concentration of wicks, the chart immediately reveals hidden support and resistance walls that might not be evident through standard line-drawing techniques. It removes subjectivity from the process, mathematically proving where the market is consistently refusing to allow price to travel.
● 🔬 Methodology and Concepts
The core engine of this script relies on a rolling matrix computation combined with strict volatility filtering. The methodology can be broken down into several distinct logical phases:
Volatility Filtering: Before any rejection is considered, the script measures the current bar's true range against a fraction of the Average True Range (ATR). If the bar's range is too small, it is deemed market noise or chop, and is entirely ignored. This prevents tight, low-volatility consolidation from falsely inflating the rejection heatmap.
Wick Ratio Calculation: For valid bars, the script calculates the exact length of the upper wick (High minus the maximum of Open/Close) and the lower wick (minimum of Open/Close minus Low). This value is divided by the total bar range. If this ratio exceeds the minimum wick ratio threshold, a rejection event is triggered.
Price Discretization (Binning): The script continuously tracks the highest high and lowest low of the entire lookback window. It divides this total vertical price space into a user-defined number of equal-sized bins.
Rolling Matrix Accumulation: Using an advanced matrix data structure, the script logs each rejection event into its corresponding price bin. As the lookback window rolls forward in time, the oldest data is systematically overwritten by the newest data. This ensures the heatmap is constantly adapting to current market conditions without retaining stale historical data that is no longer relevant.
● 🎨 Visual Guide
The script overlays multiple layers of visual intelligence directly onto the main price chart, designed to be quickly readable without cluttering the workspace.
• The Rejection Heatmap
Projected forward from current price action, a series of horizontal boxes forms the heatmap. The vertical height of each box represents a specific price bin, while the color intensity indicates the density of rejections within that bin. Colors transition dynamically using a custom gradient. Areas with little to no rejection remain dark and transparent, while areas of extreme rejection light up in high-contrast neon tones. Each box contains a subtle text label displaying the exact number of rejection hits and its percentage relative to the most rejected level.
• Support and Resistance (S/R) Lines
The script automatically identifies the top bins with the absolute highest concentration of historical rejections. It projects dashed horizontal lines across the chart at the exact center of these bins. These lines act as major, mathematically validated support and resistance levels, highlighted in a distinct, user-defined border color.
• Directional Triangles
When an immediate price rejection occurs on the live chart, a small geometric shape is printed to alert the user:
A downward-pointing triangle above the bar indicates a significant upper wick rejection, signaling sudden selling pressure or supply absorption.
An upward-pointing triangle below the bar indicates a significant lower wick rejection, signaling sudden buying pressure or demand absorption.
• The Analytics Dashboard
A sleek, customizable table is anchored to a corner of the chart, providing a heads-up display of the current market state. It displays the active asset, the rolling window size, the current ATR, and the exact price level of the highest rejection density. Furthermore, it features a text-based ASCII progress bar showing the peak density relative to historical maximums, and a Bull/Bear Bias metric that calculates the exact ratio of upward versus downward rejections over the entire window.
● 📖 How to Use
Traders can integrate this visual framework into a variety of market approaches, primarily focusing on mean reversion, breakout confirmation, and precise risk management.
Identifying Liquidity Pools: The brightest zones on the heatmap represent areas where limit orders have historically absorbed market orders. Traders can use these glowing zones as highly probable target areas for taking profits, as price tends to gravitate toward and stall at heavy liquidity.
Validating Breakouts: If price breaks cleanly through a bright red, high-density rejection zone and closes beyond it, it indicates a significant shift in market structure. A zone that previously acted as a ceiling (supply) may now act as a floor (demand) upon a retest.
Stop Loss Placement: The automated S/R lines and high-density bins provide logical areas for stop-loss placement. Placing a stop just outside a heavy rejection bin ensures that the trade is only invalidated if the market successfully chews through a known area of heavy opposition.
Real-Time Execution: The live directional triangles can be used as immediate trigger signals when they align with the broader heatmap context. For example, an upward-pointing triangle printing exactly as price dips into a historically dense lower rejection bin provides a high-probability entry for a long position.
● ⚙️ Inputs and Settings
The script is highly customizable, allowing the user to tailor the mathematical sensitivity and visual output to their specific asset and timeframe.
• Heatmap Configuration
Window: The rolling lookback period. A larger window encompasses more macro price action, while a shorter window reacts faster to recent volatility.
Bins: Determines the vertical resolution. More bins create thinner, more granular price slices; fewer bins create wider, more generalized zones.
Min Wick Ratio: The strictness of the rejection criteria. A higher value (e.g., 0.60) requires the wick to make up at least 60% of the entire bar, filtering out weak signals.
Min Range (xATR): Filters out low-volatility bars to prevent tight consolidation from skewing the data.
Heatmap Width %: Controls how far the visual heatmap projects into the future on the right side of the chart.
• Dashboard and Visuals
Dashboard Pos: Anchors the analytics table to any corner of the chart to prevent obstruction of price action.
Top S/R Levels: Determines how many distinct dashed support/resistance lines are drawn based on the highest-ranking bins.
Use Neon Gradient: Toggles the dynamic color shading of the heatmap boxes.
• Alerts Configuration
Action Long / Action Short: Custom JSON string inputs that allow the user to format specific payloads for automated trading platforms or webhooks when a live rejection triangle prints.
● 🔍 Deconstruction of the Underlying Scientific and Academic Framework
At its academic core, this tool is heavily rooted in Auction Market Theory and the statistical discretization of continuous price variables. Auction Market Theory posits that financial markets exist solely to facilitate trade between buyers and sellers, constantly probing upward and downward to find areas of liquidity (fair value). When price extends too far and encounters a massive wall of limit orders, aggressive market orders are absorbed, and price is rapidly driven back in the opposite direction. On a candlestick chart, this aggressive absorption is permanently recorded as a wick.
By systematically isolating wicks, this script is effectively reconstructing the historical limit order book imbalance. It moves away from the continuous nature of time-series data and utilizes statistical binning—a process of dividing a continuous numerical range into discrete, non-overlapping intervals (bins). This is mathematically analogous to constructing a multidimensional probability density histogram.
The underlying matrix acts as a Markovian state tracker, where the probability of future price rejection at a specific interval is inferred from the historical density of prior absorptions within that exact same interval. The application of the Average True Range (ATR) as a high-pass volatility filter ensures that the statistical sample is robust, eliminating low-amplitude noise and focusing the mathematical weight strictly on statistically significant standard deviation expansions.
⚠️ Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. We expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion. Indicator
Indicator
Bridgewater All-Weather [JOAT]BRIDGEWATER ALL-WEATHER
A tribute to Ray Dalio's All-Weather framework — the macro-regime engine that classifies the current environment along two orthogonal axes : growth (rising or falling) and inflation/volatility (rising or falling) — and maps the resulting quadrant to the asset class that historically performs best in that regime. Bridgewater All-Weather distils that idea into a Pine script: a quadrant classifier built on Z-scored growth and volatility proxies, a 2×2 mini-chart rendered on the chart itself, a regime-tinted background, a rotation-event label, and a Suggested-JOAT-Indicator row that names the best companion script for the current quadrant.
The four quadrants
Q1 — Growth UP, Vol DOWN — Risk-On / Equities regime. Blue.
Q2 — Growth UP, Vol UP — Inflation / Commodities regime. Gold.
Q3 — Growth DOWN, Vol DOWN — Disinflation / Bonds regime. Sage.
Q4 — Growth DOWN, Vol UP — Crisis / Gold regime. Pink.
The asset-class analogues are Dalio's institutional defaults; they can be toggled off if you want pure regime classification without the asset overlay.
Growth and Vol proxies
Macro frameworks need macro inputs. The script approximates the two factors purely from chart data so it runs on any instrument:
Growth proxy — long-window smoothed return (default 100-bar EMA-smoothed return). Z-scored against a long baseline (default 252 bars, the trading-year canonical).
Volatility proxy — rolling standard deviation of returns over the volatility window (default 100 bars). Z-scored against the same baseline.
A configurable Z dead-zone (default ±0.10) treats small Z values as neutral and refuses to register quadrant changes until the Z moves clearly off zero. This eliminates flicker between adjacent quadrants when the signal is genuinely uncertain.
Minimum-bars-hold filter
A quadrant must persist for at least N bars (default 3) before a rotation is committed. This prevents whipsaw classification when growth and volatility cross their respective zero lines on the same bar.
Mini 2D quadrant chart
The script's signature visual: a 2×2 grid rendered directly on the chart (anchored to any of four corners, with configurable cell size in bars and price-height in ATR units). The currently-active quadrant is highlighted in its quadrant colour; the other three are muted. At a glance you see the entire four-state regime classification mapped to its asset analogue. The four hues appear simultaneously only in the mini chart — by design — because elsewhere the script obeys strict one-active-quadrant colour discipline.
Visual system
Background tint by active quadrant (configurable transparency, default 92 institutional-subtle).
Quadrant badge — right-side floating label showing the active quadrant with its colour. Configurable corner.
Rotation label — drops a label on the chart every time the quadrant changes.
Mini 2D quadrant chart (the signature) — 2×2 grid in the chosen corner.
Hidden growth-Z and vol-Z line plots — for users who want to see the underlying scores in the Data Window or feed them to alerts. Off by default.
A locked Sapphire palette: one hue per quadrant (Q1 blue, Q2 gold, Q3 sage, Q4 pink). Because only one quadrant is active at a time, the chart only ever shows one family + the muted background. The strict 4-hue discipline only appears in the mini chart.
Suggested JOAT Indicator row
The dashboard exposes a Suggested Indicator row that names the best-fit companion from the JOAT suite per quadrant. Defaults:
Q1 (risk-on) → Quantum Trend Matrix (trend amplification in a benign environment).
Q2 (inflation) → Liquid Reversal Engine (mean-reversion bands in a volatile-up regime).
Q3 (disinflation) → Smart SR Zones (structure-focused reads in a calming environment).
Q4 (crisis) → Z-Score Flow Pro (extreme-statistics regime for risk-off conditions).
Every suggestion is user-configurable.
Dashboard
Monospaced table, positionable to any of nine corners, with optional row-gradient. Surfaces:
Active quadrant with asset analogue.
Growth Z value and direction.
Vol Z value and direction.
Bars in current quadrant.
Last rotation: from → to with bars-ago.
Suggested JOAT Indicator (toggleable).
Alerts
Three alert conditions, each independently controllable:
Any Quadrant Rotation
Entered Q4 (Risk-Off / Crisis) — the most actionable single alert; usually accompanies risk-off moves across asset classes.
Entered Q1 (Risk-On) — off by default; useful for trend-following entry timing.
How to read it
Three reads, in order of conviction:
Q4 entry — the highest-priority macro alert. Growth is falling and volatility is rising — historically the regime in which risk assets sell off, gold rallies, and defensive positioning wins. Reduce risk exposure regardless of the chart-timeframe signal.
Sustained Q1 — the trend amplifier. The market is in a healthy growth/calm environment; momentum tools have their largest edge. The mini chart visually confirms the regime.
Rotation between adjacent quadrants (e.g. Q1 → Q2 or Q3 → Q4) — regime-transition warning. The market is rotating along one of the two axes; this often precedes the larger directional move.
Suggested settings
Defaults (growth 100 / vol 100 / baseline 252 / dead-zone 0.10 / 3-bar hold) are calibrated to daily charts on broad indices. For lower timeframes drop windows proportionally. For weekly+ raise to 200 / 200 / 500. The dead-zone is the single most important anti-flicker input; widen if your instrument has noisy growth/vol behaviour.
Originality / what's reused
The All-Weather framework is Ray Dalio / Bridgewater Associates' published macro philosophy — a public conceptual framework, not proprietary code. The implementation here — the chart-data-only growth and volatility proxies, the Z-baseline normalisation with dead-zone gate, the minimum-bars-hold rotation filter, the 2×2 mini-chart render in chart units with ATR-scaled cell height, the per-quadrant single-hue palette discipline, the suggested-JOAT-indicator dashboard row, and the rotation-event label engine — is JOAT-original. No third-party code reused. The script is a tribute , not a direct replication of any proprietary Bridgewater model.
Limitations
The growth and volatility proxies are computed from chart data only — they are approximations, not the macroeconomic series an actual All-Weather portfolio uses. The Z-baseline assumes 252 bars approximates a trading year; on non-daily timeframes the interpretation shifts (e.g. on 1H, 252 bars is roughly 10 trading days). The quadrant classification is descriptive of recent chart behaviour, not of the broader macro environment — pair with macro context for serious portfolio decisions.
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-made with passion by jackofalltrades
Indicator
Large Lot Reverse Engineer [JOAT]LARGE LOT REVERSE ENGINEER
A regression-driven block-trade detector that infers the implied size of an off-tape institutional order from the residual between price movement and volume — and turns that residual into an estimated lot count. The premise is straightforward: when a single large order moves price meaningfully more than the visible volume would justify, the gap is the size of the hidden order that absorbed the move. Large Lot Reverse Engineer models that relationship, flags the outliers, and estimates the size.
The core idea — what price movement is "worth"
In normal conditions there is a stable statistical relationship between volume and the magnitude of a bar's return. A rolling regression over a configurable window (default 60 bars) estimates expected volume as a function of return — i.e., for the move you just saw, how much volume should there have been?
The residual is the difference between actual and expected volume, Z-normalised by its own rolling stdev. Two signs of residual matter:
Implied block (residual Z ≥ +threshold) — more volume traded than the price move warrants. Someone large was on the passive side absorbing aggression. The direction of the bar tells you which side.
Thin market (residual Z ≤ −threshold) — price moved on suspiciously low volume. Liquidity was missing; the move was a low-conviction air-pocket.
Both reads are institutionally interesting. The first identifies absorbed-aggression — the textbook signature of an institutional block trade. The second identifies regimes where price prints are unreliable.
R² reliability gate
A regression is only meaningful when the underlying relationship is actually there. The script computes the rolling R² of the model and exposes a configurable minimum (default 0.10). When R² falls below the gate the model is considered unreliable; the dashboard cell turns warning-coloured and the script tags any signals fired in that regime as low-confidence. This is the difference between a real residual reading and a noise residual — a professional read forbids the same.
Significant block sizing
Three thresholds are stacked:
Implied Block Sigma (+) (default 2.0σ) — baseline implied-block trigger.
Thin Market Sigma (−) (default 2.0σ) — baseline thin-market trigger.
Significant Block Sigma (default 3.0σ) — above this the bar is rendered with a polygon glyph and gets an estimated lot-size badge . Empirical scaler converts residual-volume into a lot count.
The size unit is configurable: Shares/Coins for spot instruments, Notional USD for size in dollars (using a configurable price proxy), or Auto which picks based on instrument. The scaler is exposed because no single conversion factor is universally correct — calibrate to your instrument's typical notional.
Cluster detection
When N blocks fire inside a rolling window (configurable, default 3 in 5 bars) the Block Cluster alert fires. Cluster signals are the strongest read this script produces — they indicate sustained off-tape activity, not a single statistical outlier.
Visual system
Residual Z histogram — bars coloured bull/bear by direction, magnitude by residual.
Threshold lines at ±2 and ±3 with on/off toggle.
Zero line and significant-block polygon glyphs.
Thin-market dots in the muted palette.
Background recency fade — fresh blocks tint the background and decay to transparent over a configurable number of bars.
Cumulative implied delta (optional) — running sum of implied-block directional contributions, useful for reading sustained institutional bias.
A locked Carbon palette (neon green / neon red / white midline on carbon black) gives the pane an institutional terminal feel.
Dashboard
Monospaced table, positionable to any of nine corners, with a compact mode and optional legend footer. Surfaces:
Current residual Z value and sign.
R² value with reliability colour-coding (green / amber / red).
Last significant block direction with estimated lot size.
Block count and thin-market count in the recent window.
Cluster status with bars-since-last-cluster.
Cumulative implied delta (when enabled).
Alerts
Four alert conditions, each independently controllable:
Implied Buy Block (positive residual + up bar)
Implied Sell Block (positive residual + down bar)
Thin Market Event (negative residual)
Block Cluster (N-in-window)
How to read it
Three reads, in order of conviction:
Block Cluster + high R² — the highest-conviction read. Multiple statistically-significant blocks inside a window, with the underlying model reliable. Institutional flow is actively moving size.
Significant block (3σ+) at a known level — a single large polygon glyph at a key support/resistance is a textbook absorbed-print read. The lot-size badge gives you a magnitude proxy you can compare across bars.
Thin market warning — when the residual goes deeply negative, treat any move you see with extreme caution; the tape is hollow. Often precedes either a violent move once real flow returns or a fade back to fair value.
Suggested settings
Defaults (60-bar window, R² ≥ 0.10, ±2σ block, +3σ significant) are tuned for 5m–1H on liquid futures, FX, and large-cap equity. For lower timeframes drop the window to 30 and raise the sigma thresholds to 2.5σ / 3.5σ to filter noise. For daily and above, widen the window to 100+ and consider log returns for instruments with large price scales.
Originality
The implementation — the rolling return-vs-volume regression with R² gate, the residual-Z classifier with bidirectional thresholds, the empirical lot-size scaler with auto/notional unit switching, the polygon-glyph significant-block render, the thin-market dot variant, the N-in-window cluster trigger, the recency-fade background, and the cumulative implied delta — is JOAT-original. No third-party code reused. The "volume that should have been" inference pattern is well-known to institutional desks; the implementation here is purpose-built for chart-based bar data.
Limitations
Implied block size is an inference from residual statistics, not a direct read of off-tape trades. Pine cannot see actual block prints that occur away from the lit market; what the script flags is the visible footprint those prints leave behind. The lot-size badge depends on the empirical scaler, which must be calibrated per instrument — the default 1.0× is generic. The R² gate is the most important reliability filter; when R² is low, no signal in the model should be considered reliable, by construction.
-made with passion by jackofalltrades
Indicator
Intra-Candle Pressure Dissector [MarkitTick]💡 A comprehensive analytical tool designed to look beyond traditional close-to-close price action. By breaking down individual candles into six distinct micro-components, this indicator evaluates the underlying buying and selling pressure driving the market. It synthesizes price dynamics, volume, and volatility into a singular, normalized FLOW score, offering a profound perspective on intra-bar mechanics.
✨ Originality and Utility
Most standard momentum oscillators and trend indicators rely heavily on closing prices, often masking the turbulent battle between buyers and sellers that occurs within the lifespan of a single candle. The originality of this indicator lies in its multi-dimensional weighting system. Instead of treating volume or price spread as isolated variables, it fuses them into a unified composite metric.
• Comprehensive Composite Scoring
The utility of this tool is evident in its ability to filter market noise. By assigning user-configurable weights to six different dimensions of price action, it allows traders to customize the sensitivity of the analysis. Whether analyzing higher timeframe macro trends or dissecting lower timeframe volatility, the script adapts by standardizing diverse datasets into a clean percentage-based oscillator.
• State Detection and Dashboard Integration
Beyond simple momentum, the indicator intelligently classifies the current market state into precise categories such as fake moves, absorption, and confirmed directional flow. This data is aggregated into an intuitive, non-intrusive on-chart dashboard, ensuring all critical metrics are immediately available without cluttering the primary viewing area.
🔬 Methodology and Concepts
The core of the indicator calculates a raw FLOW value based on a weighted sum of six distinct dimensions (D1 through D6). This raw sum is then normalized against its own historical range and smoothed via an Exponential Moving Average (EMA) to generate the final FLOW signal.
• The Six Core Dimensions
D1: Body Efficiency: Evaluates the size of the candle body relative to its entire high-to-low range. A larger body indicates higher efficiency and directional commitment.
D2: Wick Asymmetry: Compares the lower wick to the upper wick. A dominant lower wick suggests buying pressure (rejection of lower prices), while a dominant upper wick implies selling pressure.
D3: Volume Conviction: Multiplies the raw body efficiency by a normalized volume metric. High volume on a highly efficient candle signals strong market conviction.
D4: Inertia Score: Measures the continuation of momentum by multiplying the current candle's body by the previous candle's body, normalized against the Average True Range (ATR) squared.
D5: Spread Pressure: Calculates the difference between the bullish reach (close minus low) and bearish reach (high minus close) relative to the total range, isolating the dominant intra-candle force.
D6: Ghost Volume (Inverse): Identifies bars with high volume but disproportionately small bodies. This inverse metric detects potential absorption or exhaustion where effort (volume) does not yield a proportional result (price movement).
• Normalization and Acceleration
The composite FLOW score is dynamically min-max normalized over a rolling lookback window to map strictly between -100 and +100. Furthermore, the script calculates the second derivative (acceleration) of the FLOW line to determine if the prevailing pressure is intensifying or decelerating.
🎨 Visual Guide
The script employs a rich, data-dense visual hierarchy to communicate complex multi-dimensional states at a glance.
• FLOW Histogram and Signal Line
The primary visual component is a histogram with a superimposed signal line oscillating across a zero baseline.
Green Tones ( Strong/Weak Bull ): Indicate positive FLOW scores, with deeper greens representing pressure above the upper threshold.
Red Tones ( Strong/Weak Bear ): Indicate negative FLOW scores, with deeper reds representing pressure below the lower threshold.
Purple/Orange Tones: Represent anomalous states such as Fake Moves (Purple) or Volume Absorption (Orange).
• Buyer and Seller Bands
Translucent shaded areas above and below the zero line visually map the cumulative area of bullish and bearish pressure, aiding in the identification of shifting momentum cycles.
• On-Chart Markers and Labels
Acceleration Dots: Cyan dots appear when bullish pressure is rapidly intensifying, while pink dots highlight rapid bearish acceleration.
Text Labels: Distinct markers populate above or below specific candles to identify "FAKE BULL", "FAKE BEAR", or "ABS" (Absorption), serving as immediate contextual flags.
• The FLOW Dashboard
A fixed table displays real-time metrics, including the exact FLOW percentage, current pressure state, visual block-bar progress indicators for Ghost Volume and Conviction, and an assessment of trend acceleration.
📖 How to Use
This indicator is engineered for deep price action analysis and validation of structural market shifts.
• Validating Breakouts
When price breaches a key resistance level, consult the FLOW Signal Line. A true breakout should be accompanied by the signal line crossing into the "Strong Bull" threshold (e.g., > 65%). If the FLOW score remains weak despite a price advance, the move lacks structural backing.
• Spotting Fake Moves
The indicator explicitly flags fake moves. If the price closes higher than two bars ago, but the FLOW score is near the zero baseline or negative, the script detects a divergence between price and internal pressure, painting a "FAKE BULL" label. This is a critical warning that a reversal or trap may be imminent.
• Identifying Exhaustion and Absorption
High "Ghost Volume" metrics (D6) indicate heavy trading activity that fails to expand the candle's body. When the script flags "ABS", it highlights a zone where limit orders are likely absorbing aggressive market orders, often preceding a shift in market direction.
⚙️ Inputs and Settings
The script offers extensive modularity, allowing users to fine-tune the mathematical weighting and thresholds to suit various assets.
• Core Parameters
Signal Smoothing (EMA): Determines the responsiveness of the FLOW signal line. Lower values yield a faster, more volatile line, while higher values provide a smoother macro view.
Normalization Window: Sets the lookback period for calibrating the min-max boundaries of the FLOW oscillator and volume metrics.
• Higher Timeframe (HTF) Integration
Users can toggle the analysis to calculate dimensions based on a higher timeframe (e.g., evaluating 4-hour candle pressure while viewing a 15-minute chart), utilizing a non-repainting historical reference.
• Dimension Weights
Traders can manually adjust the fractional distribution (from 0.0 to 1.0) of all six dimensions (D1-D6). The script automatically recalculates the proportional weights based on the total sum inputted.
• Signal Thresholds
Allows customization of the percentage boundaries that define "Strong Bull", "Strong Bear", Fake Move sensitivities, and the volume threshold required to trigger an Absorption alert.
🔍 Deconstruction of the Underlying Scientific and Academic Framework
The foundation of the Intra-Candle Pressure Dissector rests on the principles of Market Microstructure and Volume Spread Analysis (VSA).
• Price Kinematics
By evaluating the first and second derivatives of the FLOW composite, the script treats price action as a physical object subject to the laws of kinematics. The FLOW line represents velocity, while the calculated momentum delta represents acceleration. This allows the indicator to identify whether the market forces driving a trend are gaining mass or dissipating, long before it is reflected in the closing price.
• Effort vs. Result Dynamics
Wyckoff's law of Effort vs. Result is mathematically codified in Dimension 3 (Volume Conviction) and Dimension 6 (Ghost Volume). A core academic tenet of auction market theory suggests that anomalous volume should result in anomalous price displacement. When the script identifies a high volume reading decoupled from body efficiency (normalized against the asset's ATR), it statistically isolates limit-order absorption—a signature of passive liquidity entering the market to halt momentum.
• Statistical Min-Max Scaling
Because raw volume and spread data are non-stationary and vary wildly across different assets, the indicator employs a dynamic Min-Max normalization theorem over a rolling window. This statistical grounding ensures the oscillator remains bounded and logically consistent, transforming abstract raw values into a standardized probability distribution that can be uniformly interpreted regardless of the traded instrument.
⚠️ Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. We expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion. Indicator
Smart Volume Profile VPVR POC, Value Area, SR [LunqFX]Smart Volume Profile VPVR is a modern, professional-grade volume profile indicator for PulseWire that turns raw traded volume into the cleanest possible map of where the market actually did business. It plots the Point of Control (POC), the full 70% Value Area (VAH / VAL), and every High and Low Volume Node (HVN / LVN) as glowing, easy-to-read horizontal support and resistance levels — on any symbol and any timeframe: forex, crypto, stocks, indices, futures, gold (XAUUSD), Bitcoin (BTCUSD), NASDAQ, S&P 500, oil and more. Unlike a plain histogram, this VPVR (Volume Profile Visible Range) tool layers a live order-flow dashboard on top that reads the market in real time and tells you whether price is accepting value, rejecting value, rotating back to fair value, or breaking out — the exact context that separates profitable volume-profile trading from guessing. Built entirely in Pine Script v6 with neon gradient candles and a fully readable, gradient-coloured profile, it is designed to be both beautiful and genuinely useful for day trading, scalping, swing trading and intraday analysis.
◆ WHY VOLUME PROFILE MATTERS
Most indicators are based on price and time. Volume profile is based on price and volume — it answers a completely different and more important question: at which prices did the most trading actually happen? Those prices are where institutions, liquidity and "fair value" concentrate. High-volume areas act as magnets and strong support/resistance; low-volume areas are vacuums that price rips through. By making this structure obvious, Smart Volume Profile helps you trade with the auction instead of against it.
◆ WHAT IT DRAWS ON THE CHART
POC — Point of Control (gold ray): the single most-traded price in the window. This is the market's fairest value and its strongest magnet. Price returns to the POC again and again; it is the most important pivot on the chart.
VAH / VAL — Value Area High & Low (dashed rays): the top and bottom of the zone that contains 70% of all traded volume (fully configurable, 40–95%). Inside this band the market is "comfortable"; outside it the market is in discovery / imbalance.
High Volume Nodes (HVN): thick, bright rows = heavy acceptance = strong support & resistance and reaction/reversal zones.
Low Volume Nodes (LVN): thin, dim rows = rejection / fast-move zones where price tends to travel quickly and gap.
Gradient histogram: every row is colour-graded by its volume, so the profile literally glows where volume is heaviest — you read the structure at a glance instead of squinting at bars.
All levels extend as live rays with clean, high-contrast labels showing the exact price.
◆ THE LIVE DASHBOARD PANEL (this is what makes it "Smart")
A plain volume profile just draws lines. This indicator adds a compact, modern analytics panel that computes context you cannot see on the chart and condenses it into one glance:
Signal — the headline call, colour-coded: ▲ LONG revert, ▼ SHORT revert, ▲ BREAKOUT, ▼ BREAKDOWN, or ● BALANCED. This is the playbook for the current moment (logic explained below).
→ POC — the live distance from current price to the Point of Control, in %. This is your mean-reversion target and a quick read of how stretched price is from fair value.
In VA — a clean segmented meter showing where price currently sits inside the value area (from VAL on the left to VAH on the right). Instantly tells you if you're at the top, middle, or bottom of value.
Acceptance — the split of volume traded above vs below the POC (e.g. 52% ▼ / ▲ 48%). Reveals which side the market is building value on — a directional bias the chart hides.
Pressure — a segmented meter of buy volume vs sell volume across the whole window. Shows whether buyers or sellers are in control of the auction.
Footer — the lookback size and the actual % of volume captured by the value area, so you always know the context behind the numbers.
The panel is fully themeable (position, background, accent) and stays readable on dark charts.
◆ HOW IT WORKS (under the hood)
Binning: the chosen lookback window is divided into price rows ("buckets"). Resolution is adjustable for coarse or razor-sharp profiles.
True volume distribution: instead of dumping each bar's volume at its close, the indicator can spread each bar's volume across every price it actually traded through (high→low), producing a far more accurate profile than close-only methods.
POC detection: the row with the maximum accumulated volume becomes the Point of Control — by construction always the longest bar in the histogram.
Value Area expansion: starting from the POC, the algorithm steps outward toward whichever neighbouring row holds more volume, accumulating until the target (default 70%) of total volume is enclosed. The final boundaries become VAH and VAL — the same methodology used in classic Market Profile.
Order-flow analytics: the script measures volume above vs below the POC (Acceptance) and buy-bar vs sell-bar volume (Pressure) across the window.
Smart Signal engine: it blends Acceptance and Pressure into a single order-flow reading and combines it with price location relative to the value area to classify the situation as a rotation or a breakout (see below).
◆ THE SMART SIGNAL LOGIC
A naive volume-profile tool always says "revert to POC", which gets you run over in trends. This one is smarter:
Price BELOW value + order flow NOT confirming the drop → ▲ LONG revert (rotation back to POC).
Price BELOW value + order flow confirming the drop → ▼ BREAKDOWN (continuation — don't catch the knife).
Price ABOVE value + order flow NOT confirming the push → ▼ SHORT revert (rotation back to POC).
Price ABOVE value + order flow confirming the push → ▲ BREAKOUT (continuation — trade with it).
Price INSIDE value → ● BALANCED (range conditions — fade the edges back toward POC).
This single distinction — rotation vs breakout — is the difference between fading a pullback and getting trapped against a trend.
◆ HOW TO USE IT
Mean-reversion / range trading: in BALANCED or revert states, fade moves at VAH/VAL back toward the POC. The → POC distance is your target; HVN rows are logical stop zones.
Breakout / trend trading: in BREAKOUT / BREAKDOWN states, trade in the direction of the move and target the next HVN. Avoid counter-trend fades when order flow confirms the break.
Support & resistance mapping: treat thick HVN rows as high-probability reaction zones and expect rapid, low-resistance moves through LVN gaps.
Bias & confluence: use Acceptance and Pressure for directional bias, and combine the POC/VAH/VAL levels with your own structure, liquidity, order blocks or session tools for higher-conviction entries.
Multi-timeframe: raise the Lookback for higher-timeframe value (swing context), lower it for intraday/scalping context. Increase Rows for more precise POC placement.
◆ SETTINGS
Volume Profile Engine: Lookback (bars), Rows (resolution), Value Area %, true-range volume distribution toggle.
Profile Look: width, gap from price, anchor side (right of price / classic overlay), Value-Area / outside / POC colours.
Levels: POC ray, VAH/VAL rays, optional Value-Area shading, ray extension, label size (Small → Huge).
Neon Candles: gradient candles (turquoise bullish / magenta bearish) with momentum-scaled glow halo.
Panel: show/hide, position, background and accent colour.
◆ ALERTS
Price crossed POC
Breakout above VAH
Breakdown below VAL
◆ NON-REPAINTING
The profile, levels and dashboard are single objects rendered on the last bar over a fixed rolling lookback — historical bars are never repainted. As with any live tool, the current bar is included in the calculation, so the real-time read updates tick by tick and settles on close; closed history never changes.
Smart Volume Profile VPVR is an educational analysis tool, not financial advice. Volume profile reflects historical traded volume and does not predict future prices. Always do your own research and manage risk. © LunqFX.
Indicator
Delta Volume Profile ProDelta Volume Profile Pro is a volume profile indicator built upon the quadrant structure originally introduced by BigBeluga in the Quadro Volume Profile script. Full credit for the original concept and core logic goes to BigBeluga.
🔍 What it does
This indicator divides the visible price range into four quadrants relative to the current price and distributes volume across price bins, revealing where the most significant buying and selling activity has occurred above and below the market.
Each quadrant displays:
Upper Sell Quad — sell volume concentrated above the current price
Upper Buy Quad — buy volume concentrated above the current price
Lower Buy Quad — buy volume concentrated below the current price
Lower Sell Quad — sell volume concentrated below the current price
A Point of Control (PoC) dashed line marks the price bin with the highest volume in each quadrant.
Four percentage labels at the current price level show how total volume is distributed across all quadrants, allowing traders to quickly assess the balance between buying and selling pressure on both sides of the market.
⚙️ Original additions over BigBeluga's base
1. Proxy Volume Engine — works on any broker
Many brokers and CFD platforms do not provide usable native volume data. This indicator includes an internal map of 80+ symbols to their most liquid equivalents:
Forex pairs → (tick volume, CFD-compatible scale)
Metals (Gold, Silver, Platinum)
Crypto (BTC, ETH, etc.)
Oil, Gas →
Indices & Futures
The proxy is fetched automatically via request.security. You do not need to change any settings when switching between brokers — the indicator detects the symbol and loads the appropriate volume source.
2. Proxy-First Priority
Unlike a simple fallback system, this indicator uses the proxy as the primary volume source for all mapped symbols. This guarantees consistent, real volume data regardless of the broker you are charting on — whether EasyMarkets, FXCM, or any CFD provider. The native volume is only used if the proxy fails or if you explicitly enable "Force Native Volume" in settings.
3. Daily Session Mode
When enabled, the profile anchors to the start of the current daily session and resets automatically at each new day — useful for intraday traders who want to see only today's volume distribution.
4. Daily VWAP Anchor
An optional Volume Weighted Average Price line anchored to the daily session open, calculated using the same proxy volume logic as the profile for accuracy across all brokers.
📐 How to read the indicator
Profile bars (left and right of the vertical axis):
Left side bars = dominant directional volume per price bin
Right side bars = opposing volume per price bin
Deeper color = higher volume concentration at that price level
Longer bars = more activity at that price — key support/resistance zones
The four labels at current price:
SELL% | BUY%
SELL | BUY
──────────────────── ← current price
BUY% | BUY%
BUY | SELL
Upper left (SELL%) — percentage of total volume that was selling above current price
Upper right (BUY%) — percentage of total volume that was buying above current price
Lower left (BUY%) — percentage of total volume that was buying below current price
Lower right (SELL%) — percentage of total volume that was selling below current price
Point of Control (PoC) — dashed line:
Marks the single price level with the highest volume in each quadrant
Strong reference for support and resistance
📊 How to interpret the percentages
Example from chart — USDCAD 15M:
Upper: SELL 2.90% | BUY 3.75%
Lower: BUY 51.79% | SELL 41.57%
Reading:
51.79% of all volume below price was buying → strong buy accumulation below
41.57% of all volume below price was selling → significant sell pressure also present
Only 2.90% + 3.75% above price → very little activity above current price
Interpretation: price is near the top of the range with most activity below
General rules:
Large BUY% below + small SELL% above → bullish bias, buyers in control
Large SELL% above + small BUY% below → bearish bias, sellers in control
Balanced percentages on both sides → price in equilibrium, expect breakout
PoC line in lower quad with high BUY volume → strong support level
PoC line in upper quad with high SELL volume → strong resistance level
⚠️ Important notes
This indicator is a visual analysis tool. It does not generate buy or sell signals.
Past volume distribution does not guarantee future price behavior.
The proxy volume reflects tick volume from the mapped exchange, not actual traded notional value.
On weekends or when markets are closed, volume may be incomplete, affecting the profile.
⚙️ Settings reference
ParameterDefaultDescriptionUse Daily Session ModeOFFON: resets profile each day. OFF: fixed lookbackLookback Period200Bars used when Session Mode is OFFForce Native VolumeOFFON: uses chart's native volume instead of proxyPrice Bins60Number of horizontal price levelsProfile Offset60Distance from last bar (in bars)Upper/Lower QuadsONShow/hide each profile sectionPoCON/OFFShow/hide Point of Control per quadrantShow Daily VWAPONPlots the session VWAP lineBuy ColorGreenProfile buy side colorSell ColorRedProfile sell side colorVWAP ColorWhiteVWAP line color
🙏 Credits
Original quadrant volume profile concept and core structure:
BigBeluga — Quadro Volume Profile
www.pulsewire.com
Released under Mozilla Public License 2.0
mozilla.org Indicator
Cascade Liquidity Zones [JOAT]Cascade Liquidity Zones
Introduction
Cascade Liquidity Zones is an open-source institutional stop-hunt and liquidity zone detector built around the mechanics of how large participants move price through retail stop clusters before reversing. It identifies demand and supply zones from pivot-impulse structures, scores them by quality, confirms sweep events with multiple filters, and marks potential failure entry patterns — all within a single indicator that requires no additional tools to interpret.
The foundational premise is that price routinely sweeps beyond visible structural levels to trigger stop orders placed by retail participants, before institutional participants absorb the liquidity generated and reverse price. Identifying these events in advance, tracking the zones where they are likely to occur, and confirming them with volume and wick rejection filters produces a framework for anticipating institutional reactions at structural extremes.
Core Concepts
1. Pivot-Impulse Zone Creation
Demand zones are formed from confirmed pivot lows and supply zones from confirmed pivot highs. Each pivot creates a zone spanning a configurable ATR multiple, representing the area of institutional activity around that structural level. Zones are scored using a three-component Impulse Quality Score:
f_score(idx) =>
bodyR = math.abs(close -open ) / math.max(high -low , syminfo.mintick)
volR = volume / ta.sma(volume, 20)
atrR = (high -low ) / ta.atr(14)
(bodyR*40.0) + (math.min(volR,4.0)/4.0*35.0) + (math.min(atrR,3.0)/3.0*25.0)
This scores the impulse candle by three factors: directional body conviction (40%), volume participation relative to average (35%), and range size relative to ATR (25%).
2. Four-Layer Glow Zone Visualization
Each zone is drawn as four concentric boxes expanding outward from the core zone level, with decreasing opacity on each outer layer. This creates a visual glow effect that communicates zone location and zone type at a glance. Demand zones use the bull theme color; supply zones use the bear theme color.
3. Sweep Confirmation Engine
A demand zone sweep is confirmed when all of the following conditions pass simultaneously on a confirmed bar: minimum wick penetration percentage, close back inside or above the zone, volume exceeds average by a configurable multiple, wick rejection percentage exceeds minimum threshold, cooldown period elapsed, and optional pattern filters pass.
4. Failure Entry Engine
An alternative entry mode detects price failure patterns at pivot levels. A bullish failure occurs when price wicks below the most recent confirmed pivot low and closes back above it on the same bar, with the wick exceeding a minimum ATR size and a minimum rejection percentage. This targets trapped short-sellers at pivot extremes.
5. Zone Flip Mechanics
When price closes fully through a demand zone, that zone flips to a supply zone — its color changes from bull to bear theme color and it becomes eligible for short-side sweeps. This reflects the structural concept that broken support becomes resistance.
6. Liquidity Value and Hold Percentage
Each zone tracks cumulative volume × price product from its origin bar, displayed as a liquidity value label ($K, $M, $B). Zones also track how many times price has touched and rejected from them without breaking through, expressed as a hold percentage.
Features
Pivot-impulse zone creation: Demand and supply zones built from confirmed structural pivot points, scored by impulse quality
Three-component impulse quality score: Body conviction, volume participation, and ATR-relative range scored at zone creation
Four-layer glow boxes: Each zone drawn as four concentric boxes with decreasing opacity for a depth visualization effect
Multi-filter sweep confirmation: Wick penetration %, close direction, volume multiple, wick rejection %, cooldown, and optional pattern filters
Failure entry engine: Detects pivot-wick failure patterns as an alternative signal type with independent settings
Zone flip: Broken demand zones automatically flip to supply and vice versa
Liquidity value labels: Volume × price accumulated at each zone's origin bar, displayed in human-readable scale
Hold percentage: Ratio of zone tests that did not break through; used to prioritize zone strength
Trade block on sweep: Entry, stop, and two TP levels rendered as boxes and lines when a sweep confirms
Zone clustering: Overlapping zones within a minimum ATR separation are deduplicated, keeping the higher-quality zone
Backtest tracker: Win rate and expected value tracked across all sweep signals
Non-repainting: All sweep confirmations gated by barstate.isconfirmed
Institutional dashboard: 18-row table with zone statistics, sweep and failure counts, win rate, and expected value
Input Parameters
Zone Detection:
Pivot Lookback: Bars required on each side to confirm a pivot (default: 10)
Max Active Zones Per Side: Maximum simultaneous demand or supply zones (default: 8)
Zone ATR Width: Zone height as ATR multiple (default: 0.4)
Min Zone Separation: Minimum distance between zones in ATR units (default: 1.5)
Sweep Confirmation:
Min Wick Penetration %: Minimum wick extension through zone boundary
Volume Confirmation toggle and minimum volume multiple
Wick Rejection Filter toggle and minimum rejection %
Cooldown Bars Between Sweeps
Failure Entry:
Enable Failure Entry Mode toggle
Pivot lookback, wick ATR minimum, wick rejection minimum, volume confirmation, cooldown
Trade Block:
Show Trade Block toggle
RR Ratio for TP placement
SL Mode: Zone boundary or Wick extreme
SL Buffer in ATR units
How to Use This Indicator
Step 1: Identify Active Zones
Fresh zones (not yet swept) are displayed in full color. Prioritize fresh zones with high hold percentages and large liquidity values for upcoming sweep setups.
Step 2: Wait for Sweep Confirmation
A sweep is confirmed when the bar closes after the wick penetration. The trade block appears automatically with entry at the close of the confirmation bar, stop behind the zone boundary plus buffer, TP1 at 1:1 R, and TP2 at the configured RR ratio.
Step 3: Distinguish Sweeps from Failures
Standard sweeps require price to touch inside the zone boundary. Failure entries detect pivot-level failures at a higher structural level. Enable only one mode at a time to avoid conflicting signals.
Indicator Limitations
Pivot confirmation requires bars after the pivot candle. Zones are plotted with an inherent offset corresponding to the lookback length
All sweep confirmations require a bar close. Price that sweeps and reverses within the same bar without confirming on close will not generate a signal
Volume-based filters are less reliable on assets where volume data is unreported or synthetic
Zone flip mechanics assume that a broken level becomes resistance. This structural assumption does not hold in all market conditions
Originality Statement
The combination of a three-component impulse quality score at zone creation, four-layer glow box visualization, multi-condition sweep confirmation, zone flip mechanics, and a failure entry engine in a single indicator is not replicated in existing open-source Pine Script v6 publications
The liquidity value metric (volume × price at pivot origin) as a zone ranking input alongside hold percentage provides an institutional sizing dimension that simple pivot-based zone indicators do not include
The dual-mode architecture (sweep engine + failure entry engine) with independent settings for each, selectable via a single mode toggle, allows the same structural framework to address two different entry philosophies within one indicator
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice. Trading involves substantial risk of loss. Liquidity sweep patterns identified by this indicator represent historical structural events, not predictions of future price behavior. The author accepts no responsibility for trading losses resulting from use of this indicator.
Made with passion by jackofalltrades
Indicator
Polynomial/Linear Regression Volume Profile [BigBeluga]Polynomial/Linear Regression Volume Profile is a state-of-the-art charting framework that blends advanced statistical modeling with localized volume distribution analysis. By evolving past traditional, static horizontal volume profiles, this indicator dynamically curves the volume profile matrix around mathematical trend baselines, giving you a hyper-localized view of value zones, support, and resistance across the trend’s lifecycle.
Equipped with a switchable Ordinary Least Squares (OLS) calculation engine, traders can analyze price distribution relative to a straight path (Linear) or an adaptive structural arc (Polynomial).
🔵 RECURSIVE REGRESSION BASELINES
Adaptive Curve Fitting Engine: Choose between a straight-line trend tracking framework (Linear) or an advanced second-degree curved path (Polynomial). This non-linear baseline curves dynamically to track real institutional momentum shifts, avoiding the lag or rigid delays typical of standard moving averages.
Symmetric Grid Segmentation: The indicator slices the regression space into dynamic parallel layers above and below the center line. These tracking cells act as a structural map of the trend, automatically expanding or contracting based on the mathematical bounds of the lookback period.
Standard Deviation Wave Bands: Plots dedicated tracking envelopes at 1, 2, and 3 Standard Deviations. This maps statistical extremes instantly, highlighting key valuation zones directly on the chart.
🔵 CURVED ORDER FLOW PROFILE
Dynamic Trend-Anchored Volume Profile: Traditional volume profiles are anchored strictly to vertical price grids. This framework bends the profile horizontally along the path of the regression curve. This ensures volume is localized directly relative to the trend's value matrix rather than arbitrary static prices.
Dynamic Point of Control Matrix (POC): The tool calculates cumulative transaction weights across each regression row. The absolute highest volume cluster is highlighted across the entire lookback window as a vivid Point of Control (POC) baseline, serving as a primary target magnet for price discovery.
Gradient Density Mapping: Volume bins are colored with a responsive heat-map gradient. Low-volume zones fade into deep baseline tones, while high-volume institutional interest areas light up dynamically, reflecting heavy positional accumulation.
🔵 DATA INTERFACE & CONTROLS
Regression Matrix Dashboard (Top-Right): A neat information center providing live metrics, including current trend direction (Bullish/Bearish), the numerical value of the POC level, the exact transactional volume resting at that key node, and structural $\pm3\text{ SD}$ channel limits.
Precision Profile Scaling: Adjust the profile width parameters to limit or extend how far back profile bins stretch across your chart space to prevent layout clutter.
Complete Style Personalization: Individualized visual controls allow you to switch line architectures (Solid, Dashed, Dotted) across baselines, boundaries, and POC paths.
🔵 STRATEGIC APPLICATION
Trading the Trend Value Nodes: Treat the dynamic POC line as a trend anchor. In a strong bullish trend, pullback entries occurring at a highly concentrated, heat-mapped POC node represent low-risk, high-probability entry criteria.
Mean Reversion at Statistical Boundaries: When price extends completely out to the dynamic outer channel limit and volume density in that outer bin thins out, look for a swift mean-reversion snapback toward the baseline.
Volume Profile Breakouts: Low-volume zones (gaps in the curved profile) indicate price levels that the market skipped quickly due to high momentum. If price breaks past a thick volume node into a low-volume zone, it is likely to sprint quickly toward the next major heat-mapped node.
Structural Regime Tracking: Use the upper-right dashboard to instantly evaluate macro status. If the matrix shifts between Bullish and Bearish while price hovers consistently near a high-volume POC, it implies heavy institutional distribution is occurring before the next major expansion.
Polynomial/Linear Regression Volume Profile redefines volume structure. By wrapping the laws of order flow directly around mathematical curves, it gives trend traders an elite perspective to trade with precision, statistical logic, and institutional order flow visibility. Indicator
AlgoStorm Institutional VWAP Suite (IVS)AlgoStorm Institutional VWAP Suite (IVS)
A multi-anchor, institutional-grade VWAP framework covering five distinct time horizons simultaneously — Daily, Rolling Time-Window, NY, European/London, and Asian/Pacific — with volume-weighted standard deviation bands, a configurable color suite, a live info table, and full alert coverage.
The AlgoStorm Institutional VWAP Suite (IVS) is built on a single conviction: VWAP is not a single line, it is a layered structural map. Professional traders and institutions do not reference one VWAP — they read the relationship between multiple anchored VWAPs across sessions and time windows to understand where the auction is relative to where it has been. IVS makes this entire multi-anchor framework available in one cohesive, configurable overlay, designed for futures, equities, forex, and any instrument with reliable volume data.
Why Multiple VWAPs?
Each anchor tells a different story. The Daily VWAP defines where the current session is balanced. The Rolling VWAP reflects dynamic equilibrium over a configurable time window, acting as a responsive benchmark for swing and position traders. The session VWAPs — NY, London, and Asia — reveal the price acceptance or rejection developing within each regional trading block. When price holds above the NY VWAP but stalls beneath the Daily VWAP, that tension itself is actionable information. IVS maps all five references simultaneously so those relationships are always visible.
Technical Architecture
Each VWAP anchor is computed through a dedicated VwapInstance User-Defined Type (UDT). This object maintains the running sums required for both the VWAP price and the volume-weighted population standard deviation, using the mathematically correct formula σ² = E − E ² . Deviation bands derived from this are true volume-weighted standard deviations — not ATR estimates or fixed percentage offsets.
The Rolling VWAP runs on a High-Fidelity Sliding Time-Window Engine . Rather than anchoring to a calendar boundary, it maintains four parallel arrays (price-volume, volume, squared price-volume, and timestamps) to continuously evict data older than the user-defined window. This produces a genuinely time-accurate rolling VWAP at any timeframe, not a bar-count approximation.
Session resets (NY, London, Asia) use a one-minute anchor window via time("1", range, timezone) , which fires accurately across all chart timeframes — not just 1-minute charts.
Features & Functionality
Daily VWAP: Anchors at each calendar day open using hlc3 as the price source. Resets correctly on the first bar of every session including overnight gaps. Paired with optional volume-weighted standard deviation bands (two configurable multipliers for ±1σ and ±2σ levels).
Daily VWAP Wave (H/L): Plots two companion VWAPs anchored to the daily high and low respectively, with a filled channel between them. This "wave" shows the intraday auction range as a structural envelope rather than a single midline — price inside the wave indicates balance, price outside indicates initiative direction.
Rolling Time-Window VWAP: Fully configurable window in days, hours, and minutes. Defaults to 1 day. Paired with optional volume-weighted standard deviation bands. Unlike a fixed daily anchor, the rolling VWAP adapts continuously, making it a natural trend reference for intraday and swing traders.
NY Session VWAP: Anchors at 09:30 ET (New York open). The primary reference for equities and US futures RTH participants. Resets each session regardless of the chart's display timezone.
European / London Session VWAP: Configurable anchor at either 03:00 ET (London) or 02:00 ET (Frankfurt). Essential for tracking European institutional participation, particularly on DAX and EUR/USD.
Asian / Pacific Session VWAP: Configurable anchor at either 20:00 ET (Tokyo) or 18:00 ET (Sydney). Useful for establishing overnight reference levels and identifying the range that NY will either accept or reject at the open.
Color Suite: Every line has an independently configurable color input. The defaults (Silver, White, Blue, Lime, Red, Yellow) are chosen for visual hierarchy on dark themes, but each can be adjusted for light themes, personal preference, or multi-indicator setups.
Live VWAP Info Table: An optional on-chart table (top-right, togglable) displaying the current numeric value of all six active VWAP levels, color-coded to match their respective lines. Values display as — for any anchor that has not yet reset in the current session. Populated only on the last bar to avoid unnecessary per-bar overhead.
10 Alert Conditions: Cross-above and cross-below alerts for every VWAP line. Alerts fire on bar close (confirmed bar only) to prevent repainting. Each message includes {{ticker}} and {{close}} placeholders for use in webhook automations or notification routing.
Usage Guide
For intraday futures traders (ES, NQ, DAX): Enable the Daily VWAP Wave and NY VWAP as your primary references. Price reclaiming the NY VWAP after a morning flush is a high-probability mean-reversion setup. Price pushing beyond the Daily Wave High with sustained delta confirms initiative buying.
For swing and multi-day traders : The Rolling VWAP is your core tool. Set the window to 3-5 days and treat it as a dynamic fair value anchor. When price returns to the Rolling VWAP after extended deviation, evaluate whether volume supports continuation or reversal.
For session transition analysis : Enable all three session VWAPs. At the NY open, observe where price is relative to the Asian and London anchors. Acceptance above the London VWAP at NY open is structurally bullish. Rejection and failure below it signals continuation of overnight selling.
For deviation band usage : The ±1σ bands define the statistically normal range for the session. Extended moves to ±2σ with declining volume are classic mean-reversion setups. Moves to ±2σ with expanding volume signal initiative behavior and potential trend continuation. Indicator
Entropic Liquidity Manifold [JOAT]Entropic Liquidity Manifold
Introduction
Entropic Liquidity Manifold builds an adaptive POC-style liquidity mean using volume density, auction entropy, displacement, and release scoring.
This open-source indicator is designed as a context tool, not a standalone trading system. It focuses on explaining the current market state with restrained visuals and confirmed-bar logic where signals are used.
Core Concepts
1. Adaptive Manifold
The equilibrium updates faster when density and entropy rise.
2. Volume Density
Volume divided by bar range estimates participation concentration.
3. Auction Entropy
Close location identifies whether the auction is balanced or directional.
4. Absorption vs Release
High density with balance supports absorption, while displacement with direction supports release.
manifold := manifold + adaptiveAlpha * (hlc3 - manifold)
Features
Adaptive liquidity mean
Upper and lower shelves
Entropy trace
Absorption node markers
L+ and L- release labels
Input Parameters
Density and entropy memory
Release and absorption gates
Cooldown
Manifold, candle, and HUD toggles
HUD position selector
How to Use This Script
Use the manifold as an adaptive auction reference. Absorption nodes mark balance; L+ and L- mark confirmed directional release.
Limitations
The script uses historical OHLCV data and cannot know future prices.
Signals and states can be late during fast reversals because confirmed-bar logic is used to reduce repainting.
Model outputs should be interpreted with market context, risk controls, and independent analysis.
No visual state should be treated as a certain trade outcome.
Originality Statement
ELM is original in combining adaptive equilibrium, density, entropy, displacement, and release scoring.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice, investment advice, or a recommendation to buy or sell any financial instrument. All calculations are derived from historical market data and may produce inaccurate readings in some market conditions. No indicator can predict future market behavior. Use proper risk management and independent judgment.
-Made with passion by jackofalltrades
Indicator
Swing Volume Structure [JOAT] Swing Volume Structure
Introduction
Swing Volume Structure is an open-source market structure indicator focused on confirmed pivots, volume-backed breakouts, sweeps, retests, and compression. It is designed to keep structure analysis clean by confirming pivots with right-side bars and confirming actionable states on bar close.
The script helps traders distinguish ordinary swing movement from structure breaks that occur with volume expansion or sweep behavior.
Core Concepts
1. Confirmed Pivot Structure
Pivot highs and lows are confirmed using configurable left and right bars. Once confirmed, pivots are classified into structural context such as higher high, higher low, lower high, or lower low.
2. Volume Confirmation
Breakout states are scored using volume relative to a moving average. Expansion volume strengthens breakout quality, while quiet volume can mark compression.
3. Sweep and Reclaim Behavior
The script detects when price probes beyond a prior swing and then reclaims or rejects the level. This helps separate liquidity sweeps from clean breakouts.
4. Retest Logic
After a structural break, retest behavior can support continuation when price returns to the broken area and holds.
5. Entry and Exit Rails
Confirmed breakout or sweep states can draw entry, stop, TP1, and TP2 references using ATR and structure.
Features
Confirmed HH/HL/LH/LL structure: Pivots are classified after confirmation.
Volume-backed breakouts: Break quality is strengthened by relative volume expansion.
Sweep reclaim/reject states: Identifies failed breaks beyond prior swing levels.
Inside compression detection: Detects quiet, compressed conditions.
Supply/demand zones: Optional zones around important swing areas.
Entry/exit rails: Optional risk references for accepted states.
Candle tinting: Bars can reflect current structure state.
HUD: Shows state, bias, pivot class, volume, nearest support/resistance, score, and bar counts.
Alerts: Long breakout, short breakout, bullish sweep, bearish sweep, inside compression, and volume expansion.
Input Parameters
Structure: Pivot Left, Pivot Right, ATR Length, Zone ATR Thickness, Zone Extension Bars.
Volume and Signals: Volume Average Length, Expansion Multiplier, Quiet Compression Threshold, Minimum Breakout Score, State Cooldown Bars.
Risk and Visuals: Stop ATR Buffer, TP1 R, TP2 R, Rail Projection Bars, Tint Candles by State, Connect Confirmed Swings, Show Supply/Demand Zones, Pivot Labels, Active Support/Resistance, Structure HUD.
How to Use This Indicator
Step 1: Read structure bias
Use the HUD and swing context to identify whether structure is improving, deteriorating, or balanced.
Step 2: Separate breakouts from sweeps
A breakout shows acceptance beyond structure. A sweep shows a probe and rejection or reclaim. These are different conditions.
Step 3: Check volume
Volume expansion can increase the importance of a break. Quiet volume can identify compression or lower-conviction movement.
Indicator Limitations
Pivots confirm only after the configured right bars complete.
Volume confirmation depends on the quality of the symbol's volume feed.
Supply/demand zones are approximations around swing areas, not exact order book data.
Breakout and sweep states can fail during high-volatility reversals.
Originality Statement
Swing Volume Structure is original in how it combines confirmed pivot classification, volume expansion scoring, sweep/reclaim logic, retests, compression states, optional zones, candle states, and ATR risk rails into a single structure tool.
Disclaimer
This script is provided for educational and informational purposes only. It is not financial advice or a trade recommendation. Structure signals are based on historical candles and can fail. Use proper risk management.
Made with passion by jackofalltrades
Indicator
Volume Participation Curve [JOAT]Volume Participation Curve
Introduction
VPC Volume Participation Curve is an open-source volume seasonality indicator that compares current volume against historical participation for the same time bucket. It helps answer a simple but important question: is current activity meaningful compared with what usually happens at this time?
Instead of treating all volume bars equally, VPC builds recurring buckets by minute, hour, day, or month, then compares live volume against the expected bucket value. It also tracks session pace so traders can see whether the session is leading or lagging expected participation.
Core Concepts
1. Time-Bucketed Expected Volume
The indicator builds historical volume samples by time bucket. Auto mode chooses practical buckets based on the chart timeframe.
2. Median or Mean Summary
Expected volume can be calculated by median or mean. Median is the default because it is more robust against abnormal spikes.
3. Participation Ratio
The main curve is current smoothed volume divided by expected volume. A value above 1.0 means current activity is above expectation.
4. Session Pace
Session cumulative volume is compared with cumulative expected volume to determine whether the whole session is leading or lagging.
5. Regime Bands
Expansion and compression thresholds are shown as clean bands around the 1.0 baseline.
Features
Expected volume engine: Learns recurring volume behavior from historical buckets
Participation curve: Displays current volume relative to expected activity
Session pace curve: Shows whether cumulative session activity is ahead or behind
Expansion and compression bands: Identifies above-expected or below-expected participation
Dark-mode fills: Uses restrained green/red/neutral blends
Top-right dashboard: Shows bucket, participation, pace, surprise, growth, state, and sample count
Confirmed alerts: Includes expansion, compression, pace lead, and pace lag alerts
Input Parameters
Seasonality:
Historical Samples per Bucket
Bucket Mode: Auto, Minute, Hour, Day, or Month
Expected Value: Median or Mean
Curve:
Volume Smoothing
Session Pace Window
Visual:
Show Regime Bands
Show Pace Curve
Color Background
How to Use
Step 1: Read the participation curve relative to the 1.0 baseline.
Step 2: Treat readings above 1.2 as expansion context and readings below 0.8 as compression context.
Step 3: Confirm whether session pace agrees with the current bar's participation.
Step 4: Use the output as a participation filter for breakout, continuation, or reversal tools.
Limitations
New symbols or sparse histories may need time to build useful bucket samples
Unusual news or event-driven sessions can distort expected-volume comparisons
Volume reporting differs by asset class and exchange
This indicator does not predict direction; it measures participation context
Originality Statement
VPC is an original JOAT volume model combining time-bucketed expected volume, session pace, expansion/compression bands, and confirmed alerts in a Pine Script v6 pane indicator.
Disclaimer
This script is for educational and informational purposes only. It is not financial advice and does not guarantee future results. Trading involves risk, and users should apply their own risk management.
Made with passion by jackofalltrades
Indicator
Quant Synthesis Strategy [JOAT]Quant Synthesis Strategy
Introduction
QSS Quant Synthesis Strategy is an open-source PulseWire strategy that integrates regime detection, higher-timeframe bias, confirmed structure, session opening-range context, volume participation, trend energy, ATR exits, cooldowns, and session risk controls.
The strategy is designed as a realistic research baseline, not an optimized profit promise. Its purpose is to demonstrate how the JOAT indicator concepts can be combined into a non-repainting strategy framework with explicit risk management.
Core Concepts
1. Market Regime Detection
The regime model uses EMA spread, ADX from DMI, and ATR percentage context to classify Trend, Expansion, Balance, or Transition.
2. Higher-Timeframe Bias
The strategy requests higher-timeframe EMAs with lookahead disabled. Long bias requires the HTF fast EMA above the slow EMA with positive slope; short bias is mirrored.
3. Confirmed Structure
Pivot-based structure checks whether recent highs and lows form bullish or bearish structure. Pivot confirmation is delayed by design to avoid repainting.
4. Session Opening Range
The strategy tracks a configurable trading session and opening range. Entries can require session context so trades are not taken randomly outside the selected window.
5. Risk and Exits
Position size is estimated from a percentage of equity and ATR stop distance. Exits include ATR stop, ATR target, maximum bars in trade, regime/bias exit, cooldown, and session flattening.
Features
Regime engine: Trend, Expansion, Balance, and Transition classification
HTF bias filter: Uses non-lookahead request.security() higher-timeframe EMAs
Confirmed structure filter: Pivot-based bullish/bearish structure state
Session opening range: Optional session context for entries
Volume participation filter: Uses volume z-score and directional volume
Confluence score: Separate long and short scores gate entries
ATR exits: Stop loss and take profit scale with volatility
Risk controls: Risk percent, cooldown, max entries per session, max bars in trade, and session flattening
Visuals: EMA cloud, opening-range lines, stop/target plots, and top-right dashboard
Default Strategy Properties
Initial capital: 100000
Commission: 0.01 percent
Slippage: 1 tick
Pyramiding: 0
Order processing: process orders on close
Position sizing: fixed quantity calculated internally from risk settings
How to Use
Step 1: Select a market and timeframe with enough historical data.
Step 2: Review the dashboard regime and HTF bias before interpreting trades.
Step 3: Adjust risk percent, ATR stop, ATR target, cooldown, and session settings conservatively.
Step 4: Evaluate results across multiple symbols and timeframes. Avoid optimizing only one market segment.
Limitations
Backtest results are historical simulations and do not guarantee future performance
More trades can increase sample size but can also increase noise and transaction costs
Pivot confirmation creates intentional signal delay
Strategy results depend on symbol liquidity, timeframe, session settings, slippage, and commission assumptions
The strategy is a research framework, not a recommendation to trade
Originality Statement
QSS is an original JOAT strategy framework that integrates regime detection, HTF bias, structure, session context, volume participation, and ATR risk management into one non-repainting Pine Script v6 strategy.
Disclaimer
This strategy is for educational and informational purposes only. It is not financial advice and does not guarantee profitability. Trading involves substantial risk of loss. Historical backtests can be inaccurate or misleading if assumptions do not match live execution.
Made with passion by jackofalltrades
Strategy
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
