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Volume Indicator

ZS Game Changer Pump & Dump DetectorZS GAME CHANGER PUMP AND DUMP DETECTOR - TOP 2 MOMENTUM TRACKER Created by Zakaria Safri An intelligent indicator specifically designed to identify and highlight the two most significant pump and dump candles within your selected lookback period. Perfect for traders who want to focus on the game-changing moves that truly matter in volatile markets like cryptocurrency, stocks, and forex. CORE FEATURES AUTOMATIC GAME CHANGER DETECTION The indicator continuously scans your specified lookback period and automatically identifies the top 2 strongest pump candles and top 2 strongest dump candles. These game-changing candles are highlighted with distinctive gold labels and horizontal reference lines, making them instantly visible on your chart. Unlike other indicators that show every small move, this focuses exclusively on the market-moving moments that define trends and create opportunities. INTELLIGENT PUMP AND DUMP CLASSIFICATION Uses advanced percentage-based calculations to classify candles as pumps when price surges significantly upward and dumps when price plunges sharply downward. The detection system accounts for candle body size, wick proportions, and volume confirmation to ensure only legitimate momentum moves trigger signals. Customizable thresholds allow adaptation to any market volatility profile from calm stocks to wild altcoins. ADVANCED WICK EXCLUSION FILTER Eliminates false signals caused by candles with large wicks and small bodies. This filter focuses analysis exclusively on candles with substantial body sizes that indicate genuine directional conviction rather than temporary spikes followed by rejection. The body to candle ratio is fully adjustable to match your preferred signal quality standards. VOLUME CONFIRMATION SYSTEM Optional volume filter ensures detected pumps and dumps are backed by real market participation. The indicator compares current volume against a moving average and only triggers signals when volume exceeds your specified multiplier threshold. This eliminates low-volume noise and focuses on moves supported by institutional or crowd participation. RALLY SEQUENCE DETECTION Identifies and highlights consecutive sequences of pump or dump candles with colored background overlays. Green background indicates sustained buying pressure across multiple candles while red background shows sustained selling pressure. The rally detection system includes an optional one-miss allowance that prevents the sequence from breaking due to a single neutral candle. HORIZONTAL REFERENCE LINES Draws dashed lines from each game changer candle extending to the current bar, providing constant visual reference to the most significant support and resistance levels created by extreme momentum. The top game changer gets a thick dashed line while the second gets a dotted line for easy differentiation. Labels on the right side display the exact percentage move. COMPREHENSIVE STATISTICS DASHBOARD Real-time information panel showing current market status as pumping, dumping, or neutral along with the current candle percentage change. Displays the exact percentage values for top pump number 1, top pump number 2, top dump number 1, and top dump number 2. Shows running totals of all pumps and dumps detected since chart load. Tracks consecutive candle counts during active rally sequences. TESTING AND VERIFICATION MODE Built-in debug mode displays percentage change directly on each qualifying pump and dump candle, allowing instant verification that calculations are accurate. Shows which filters are currently active with a simple code in the dashboard. Helps traders understand exactly why certain candles qualified as game changers. HOW THE GAME CHANGER DETECTION WORKS SCANNING ALGORITHM Every bar close, the indicator scans backward through your specified lookback period examining every candle's percentage change from its previous close. For bullish moves, it identifies the two candles with the largest positive percentage change that meet your threshold requirements. For bearish moves, it identifies the two candles with the largest negative percentage change meeting threshold requirements. RANKING SYSTEM Candles are ranked purely by their percentage move magnitude. The number 1 game changer is always the single strongest move in the lookback period. The number 2 game changer is the second strongest move. Rankings update dynamically as new candles form and old candles exit the lookback window. VISUAL IDENTIFICATION Game changer number 1 for both pumps and dumps receives a large gold label reading GAME CHANGER NUMBER 1 with zero transparency for maximum visibility. Game changer number 2 receives a slightly smaller gold label with partial transparency. The candle bars themselves are colored in gold instead of the standard green or red. Horizontal lines extend from the game changer price level to current bar. FILTER APPLICATION Only candles that pass your configured filters qualify for game changer consideration. If wick exclusion is enabled, candles with large wicks and small bodies are ignored. If volume confirmation is enabled, only candles with above-average volume qualify. This ensures game changers represent legitimate market moves rather than aberrations. PRACTICAL APPLICATIONS FOR CRYPTOCURRENCY TRADERS Crypto markets experience extreme volatility with occasional massive pump and dump candles that define entire trends. This indicator instantly identifies which candles represent true market structure shifts versus normal noise. Use the game changer levels as key support and resistance for entries, exits, and stop placement. The top pump often marks the local high to watch for breakouts while the top dump marks the local low for reversal trades. FOR DAY TRADERS Intraday charts contain hundreds of candles but only a few truly matter for the session outcome. Game changer detection filters out 98 percent of candles to show you the 2 percent that drove the actual price movement. Enter trades on the side of the strongest recent game changer. Use game changer levels as magnet prices where algorithmic trading often returns. FOR SWING TRADERS On daily and four-hour timeframes, game changers represent major institutional activity or news-driven moves. The top dump often marks capitulation selling that creates reversal opportunities. The top pump often marks FOMO buying that creates resistance levels. Swing traders can build positions knowing these levels will be defended or tested multiple times. FOR VOLATILITY ANALYSIS Understanding which candles created the most volatility helps assess market risk. Multiple game changers clustered together indicate unstable choppy conditions. Game changers separated by many neutral candles indicate trending stable conditions. Use this context to adjust position sizing and stop distances appropriately. FOR SUPPORT AND RESISTANCE TRADING Game changer candles create the strongest support and resistance levels because they represent prices where massive volume transacted in short time periods. These levels have higher probability of holding on retest compared to arbitrary moving averages or pivot points. Trade bounces off game changer levels or breakouts through them. RECOMMENDED SETTINGS BY MARKET CRYPTOCURRENCY 15-MINUTE TO 1-HOUR CHARTS Candle Size Threshold: 2.0 percent Body to Candle Ratio: 0.5 Volume Multiplier: 1.5 times average Game Changer Lookback: 100 bars Extreme Threshold: 3.5 percent Enable Wick Filter: Yes Enable Volume Confirmation: Yes Minimum Rally Candles: 3 STOCKS DAILY CHARTS Candle Size Threshold: 1.0 percent Body to Candle Ratio: 0.6 Volume Multiplier: 2.0 times average Game Changer Lookback: 50 bars Extreme Threshold: 2.5 percent Enable Wick Filter: Yes Enable Volume Confirmation: Yes Minimum Rally Candles: 2 FOREX 1-HOUR TO 4-HOUR CHARTS Candle Size Threshold: 0.5 percent Body to Candle Ratio: 0.5 Volume Multiplier: Not applicable Game Changer Lookback: 80 bars Extreme Threshold: 1.0 percent Enable Wick Filter: Yes Enable Volume Confirmation: No Minimum Rally Candles: 3 SCALPING 1-MINUTE TO 5-MINUTE CHARTS Candle Size Threshold: 0.8 percent Body to Candle Ratio: 0.4 Volume Multiplier: 1.2 times average Game Changer Lookback: 50 bars Extreme Threshold: 1.5 percent Enable Wick Filter: No Enable Volume Confirmation: Yes Minimum Rally Candles: 2 WHAT IS INCLUDED Automatic identification of top 2 pump candles Automatic identification of top 2 dump candles Gold colored game changer labels with size differentiation Gold colored candle bars for game changers Horizontal reference lines from game changers to current price Regular pump and dump detection with green and red candles Rally sequence detection with background highlighting Extreme move detection and labeling system Real-time statistics dashboard with all key metrics Percentage change debug mode for verification Volume confirmation filter with adjustable multiplier Wick exclusion filter with adjustable body ratio Customizable lookback period from 20 to 500 bars Consecutive candle counter for rally tracking Alert system for game changers, pumps, dumps, and rallies Works on all timeframes from 1 minute to monthly Compatible with stocks, forex, cryptocurrency, and futures UNDERSTANDING GAME CHANGERS WHAT MAKES A CANDLE A GAME CHANGER A game changer is not just a large move but the largest move within context. In a volatile crypto market, a 5 percent pump might not rank in the top 2. In a stable stock, a 2 percent pump could be the number 1 game changer. The indicator adapts to your specific instrument and timeframe to find what truly matters in that context. WHY FOCUS ON TOP 2 ONLY Markets are driven by a small number of significant moves rather than the average of all moves. By focusing exclusively on the top 2 in each direction, traders can ignore noise and concentrate on the price levels that actually matter for support, resistance, and momentum. This creates clarity in decision making. GAME CHANGERS AS MARKET STRUCTURE The top pump often marks the recent high that bulls must break to continue uptrend. The top dump often marks the recent low that bears must break to continue downtrend. These become the key levels around which all other price action rotates. Understanding this structure is essential for profitable trading. GAME CHANGERS AS SENTIMENT INDICATORS Consecutive pump game changers signal strong bullish sentiment and FOMO conditions. Consecutive dump game changers signal fear and capitulation. Alternating pump and dump game changers signal indecision and range conditions. Read the pattern of game changers to gauge market psychology. VERIFICATION AND TESTING HOW TO VERIFY ACCURACY Enable Show Debug Info on Chart in the Testing and Debug settings group. This displays the percentage change calculation directly on every qualifying pump and dump candle. Manually verify by calculating open minus close divided by close multiplied by 100. The debug percentage should match your manual calculation exactly. HOW TO TEST FILTERS Toggle wick exclusion filter on and off while watching how many candles qualify. With filter on, candles with long wicks and small bodies should disappear. Toggle volume confirmation on and off to see how low-volume candles get excluded. Adjust the thresholds and watch the real-time impact on signal count. HOW TO VERIFY GAME CHANGERS Look at your chart and visually identify which candle had the biggest green body in the lookback period. The game changer number 1 pump label should be on that exact candle. Repeat for the biggest red candle to verify game changer number 1 dump. The rankings should match your visual assessment. LOOKBACK PERIOD EFFECTS Decrease the lookback period to 20 bars and watch game changers update to only recent moves. Increase to 500 bars and watch game changers potentially change to older historic moves. The optimal lookback balances recency with significance. Too short misses important levels, too long includes irrelevant history. DASHBOARD INFORMATION GUIDE STATUS ROW Shows PUMPING when current candle qualifies as a pump, DUMPING when current candle qualifies as a dump, or NEUTRAL when current candle does not meet threshold requirements. This updates in real-time on every bar close. CURRENT CHANGE ROW Displays the percentage change of the current candle from its previous close. Positive percentages indicate bullish candle, negative indicate bearish candle. This number may or may not meet your threshold to qualify as pump or dump. TOP PUMP NUMBER 1 The highest positive percentage change found in your lookback period. This candle is marked with the large gold GAME CHANGER NUMBER 1 label below it. Shows N/A if no pumps exist in the lookback period. TOP PUMP NUMBER 2 The second highest positive percentage change found in your lookback period. Marked with smaller gold GAME CHANGER NUMBER 2 label. Shows N/A if only one or zero pumps exist. TOP DUMP NUMBER 1 The highest negative percentage change magnitude found in your lookback period. This candle is marked with the large gold GAME CHANGER NUMBER 1 label above it. Shows N/A if no dumps exist. TOP DUMP NUMBER 2 The second highest negative percentage change magnitude found in your lookback period. Marked with smaller gold GAME CHANGER NUMBER 2 label. Shows N/A if only one or zero dumps exist. TOTAL PUMPS Running count of all pump candles detected since you loaded the indicator on this chart. This number continuously increases as new qualifying pumps form. Resets when you reload the chart. TOTAL DUMPS Running count of all dump candles detected since chart load. Increases as new qualifying dumps form and resets on chart reload. CONSECUTIVE Shows the current count of consecutive pump or dump candles during an active rally. Displays 3 UP during a 3-candle pump rally or 5 DN during a 5-candle dump rally. Shows 0 when no rally is active. ALERT SYSTEM GAME CHANGER DETECTED ALERT Triggers whenever the current candle becomes one of the top 2 pumps or top 2 dumps. This is the highest priority alert indicating a market-moving event just occurred. Use this alert for immediate notification of significant opportunities. PUMP DETECTED ALERT Triggers on every candle that qualifies as a pump according to your threshold and filter settings. This includes regular pumps and extreme pumps but excludes game changers which have their separate alert. Use for general upward momentum monitoring. DUMP DETECTED ALERT Triggers on every candle that qualifies as a dump according to your settings. Includes regular and extreme dumps but excludes game changers. Use for general downward momentum monitoring. PUMP RALLY STARTED ALERT Triggers when consecutive pump candles reach your minimum rally threshold. Indicates the beginning of a sustained upward movement sequence. Use to catch trends early. DUMP RALLY STARTED ALERT Triggers when consecutive dump candles reach your minimum rally threshold. Indicates the beginning of a sustained downward movement sequence. Use for trend following or reversal timing. ALERT MESSAGE FORMAT All alerts include the ticker symbol and current price using TradingView placeholders. Messages are descriptive and specify which type of signal triggered. Alerts work with TradingView notification system including email, SMS, webhook, and app notifications. TECHNICAL SPECIFICATIONS CALCULATION METHODOLOGY Percentage change calculated as current close minus previous close divided by previous close multiplied by 100. Body ratio calculated as absolute value of close minus open divided by high minus low. Volume elevation calculated as current volume divided by 20-period simple moving average of volume. Game changer ranking uses absolute value comparison across entire lookback array. PERFORMANCE CHARACTERISTICS Lightweight calculations optimized for speed on all timeframes. No repainting of signals ensuring all triggers are final on bar close. Variables properly scoped with var keyword for memory efficiency. Maximum bars back set to 500 to prevent excessive historical loading. Updates in real-time on every bar close without lag. COMPATIBILITY Works on all TradingView plans including free, pro, and premium. Compatible with stocks, forex, cryptocurrency, futures, indices, and commodities. Functions correctly on all timeframes from 1 second to monthly. No external data requests ensuring fast loading. Overlay true setting places directly on price chart. RISK DISCLAIMER This indicator is a technical analysis tool for identifying momentum and should not be used as the sole basis for trading decisions. Game changer levels can be broken during strong trends and are not guaranteed support or resistance. Pump and dump detection does not predict future price direction. Always use proper risk management with stop losses on every trade. Combine this indicator with other forms of analysis including fundamentals, market context, and risk assessment. Practice on demo accounts before live trading. Past performance of game changer signals does not guarantee future results. Trading carries substantial risk of loss and is not suitable for all investors. The creator is not responsible for trading losses incurred while using this tool. SUPPORT AND UPDATES Regular updates based on user feedback and market evolution. Built following PineCoders industry standards and best practices for code quality. Clean well-documented code structure for transparency and auditability. Optimized performance across all timeframes and instruments. Active development with continuous improvements and feature additions. WHY CHOOSE ZS GAME CHANGER PUMP AND DUMP DETECTOR Focuses on what matters by highlighting only the top 2 moves in each direction instead of cluttering your chart with every small fluctuation. Saves time by automatically identifying the most significant candles rather than requiring manual scanning. Provides clarity through visual gold labels and reference lines that make game changers unmistakable. Adapts to any market with customizable thresholds for volatility and volume. Eliminates noise with advanced wick and volume filters ensuring signal quality. Offers verification through debug mode proving calculations are accurate and trustworthy. Includes comprehensive statistics showing exact percentages and counts. Works everywhere across all markets, timeframes, and instruments without modification. Transform your chart analysis by focusing exclusively on the game-changing moments that define trends and create opportunities. Version 1.1 | Created by Zakaria Safri | Pine Script Version 5 | PineCoders Compliant
Pine Script® indicator
by zakariasafri47
Volume Profile Pro Volume Profile Pro is an advanced market analysis tool that displays trading activity distribution across price levels. It identifies key market structure levels including Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL) based on actual volume data. ORIGINALITY & VALUE: This indicator provides unique volume distribution analysis with intelligent timeframe detection, real-time profile development, and professional visualization. Unlike basic volume indicators, it calculates precise volume distribution across price levels and identifies high-volume nodes that act as dynamic support/resistance zones. KEY FEATURES: Smart Timeframe Detection - Automatically uses chart timeframe with manual override option Value Area Calculation - Customizable percentage (68% recommended for standard deviation) Real-time Profile Updates - Live developing profile during active trading sessions Session Awareness - Adjusts for regular vs extended trading hours Professional Visualization - Clean, customizable display with multiple placement options Advanced Alert System - POC breach detection with multiple extension options CORE COMPONENTS: Point of Control (POC) - Price level with highest traded volume (market consensus price) Value Area (VA) - Price range containing specified percentage of total volume Value Area High (VAH) - Upper boundary of value area (Orange) Value Area Low (VAL) - Lower boundary of value area (Bright Blue) Volume Distribution - Visual histogram showing volume concentration at price levels TRADING APPLICATIONS: Dynamic Support/Resistance - POC and Value Area act as evolving S/R levels Breakout Confirmation - Volume-backed breakouts from Value Area Mean Reversion - Trading opportunities at Value Area boundaries Market Structure - Understanding volume distribution and market acceptance Risk Management - Using Value Area for strategic stop placement SETUP INSTRUCTIONS: Timeframe: Uses current chart timeframe by default (customizable in settings) Value Area: Set to 68% for standard market profile or adjust based on volatility Profile Placement: Choose Left for historical analysis or Right for current session Alerts: Enable POC breach alerts for real-time trading signals Visualization: Customize colors and widths to match your trading style This indicator provides institutional-grade market structure analysis in an accessible format, helping traders identify high-probability trading zones based on actual volume data rather than just price action.
Pine Script® indicator
by CARLOSVIZCARRA17
SALSA Multi-Framework Analysis SuiteThis indicator, SALSA (SALSA Multi-Framework Analysis Suite), is an original compilation designed to provide a multi-dimensional view of the market by integrating several distinct analytical frameworks into a single tool. It is not a simple aggregation of standard indicators without purpose. The core concept is to combine the analytical power of different technical methodologies: 1. Multi-Length Moving Averages (MAs):A customizable set of 6 MAs (with user-defined types and lengths) provides trend direction, potential support/resistance levels, and generates signals through crossovers. Their rainbow color scheme (Red to Violet) helps visualize different timeframes. 2. **Volume Profile (VP):** Displays the distribution of trading volume at different price levels over a defined lookback period. Key levels like the Point of Control (PoC), Value Area High (VAH), and Value Area Low (VAL) are highlighted with specific, user-adjustable colors (e.g., red PoC, orange VAH, blue VAL) to identify significant price zones where institutional interest may have occurred. 3. Divergence Detection: Implements an algorithm to identify regular and hidden bullish and bearish divergences between an internal oscillator (`sz`) and the asset's price action. This helps anticipate potential trend reversals before they are confirmed by price. 4. Trend & Volatility Indicators: Includes VWAP, Bollinger Bands, and Ichimoku Cloud, offering additional layers for trend confirmation, volatility assessment, and dynamic support/resistance levels. 5. Momentum Indicators:** Features an internal oscillator inspired by Koncorde concepts, using CMF, OBV, RSI, and Stochastic to provide momentum-based buy/sell shapes. 6. Trading Signals (SALSA System):Generates potential buy/sell signals based on the interaction between the `sz` oscillator and ADX values. 7. Whale Detector:Aims to identify potential large player activity based on specific volume and price action patterns. The primary goal is to allow traders to cross-reference signals from different analytical frameworks (trend, momentum, volume, volatility) simultaneously, increasing the potential for robust trade setups. The extensive input options allow for significant customization to fit various trading styles and preferences. This script is provided for educational purposes to demonstrate the integration of multiple technical analysis concepts in Pine Script.
Pine Script® indicator
by CARLOSVIZCARRA17
VWAP Entry Assistant (v1.0)Description: Anchored VWAP with a lightweight assistant for VWAP reversion trades. It shows the distance to VWAP, an estimated hit probability for the current bar, the expected number of bars to reach VWAP, and a recommended entry price. If the chance of touching VWAP is low, the script suggests an adjusted limit using a fraction of ATR. The VWAP line is white by default, and a compact summary table appears at the bottom-left. Educational tool. Not financial advice. Not affiliated with TradingView or any exchange. Always backtest before use.
Pine Script® indicator
by Seaman88
High Volume Arrow Signals (Ajustável)The High Volume Arrow Signals (Adjustable) indicator is a professional technical analysis tool designed to clearly pinpoint moments when trading volume significantly exceeds its recent average, signaling potential institutional pressure, strong conviction, or market exhaustion. Its primary function is to overlay confirmation signals directly onto the price bars without altering the original candle colors. Strategic Application This indicator is most effective when used as a confluence tool to confirm moves initiated by price action or other indicators: Breakout Confirmation: An arrow plotted during a price range breakout suggests the move has genuine volume conviction. Reversal Identification: A Buy arrow appearing at a key support level (or a Sell arrow at resistance) indicates strong volume rejection and a potential turning point. The adjustable multiplier ensures users can fine-tune the indicator to the specific volatility and volume characteristics of assets like BTC and ETH across different timeframes.
Pine Script® indicator
by IdeManson
Tick-Based Delta Volume BubblesTICK-BASED DELTA VOLUME BUBBLES OVERVIEW A real-time order flow indicator that displays volume delta at the tick level, helping traders identify buying and selling pressure as it develops during live market hours. Unlike traditional volume delta indicators that rely on bar close data, this indicator captures actual tick-by-tick volume changes and directional bias, providing granular insight into market dynamics. HOW IT WORKS The indicator monitors live tick data during real-time trading by tracking volume increases between consecutive price updates. Each time volume increments, the script calculates the volume delta, determines price direction, assigns directional bias to the volume, and accumulates net delta for each bar. This methodology is identical to the tick detection mechanism used in professional cumulative volume delta tools, ensuring accuracy and reliability. FEATURES Real-Time Tick Detection - Captures genuine tick-by-tick volume flow using varip persistence - Not estimated from OHLC data - Processes actual market ticks as they occur Adaptive Bubble Sizing - Bubbles scale based on delta strength relative to a customizable moving average (default 20 bars) - Highlights significant order flow imbalances - Five size levels from tiny to huge Dual Display Modes - Normal Mode: Sized bubbles with optional volume labels positioned at bar midpoint - Minimal Mode: Clean dots above/below bars for unobtrusive delta visualization Flow Classification - Aggressive Buy (bright green): Strong positive delta with greater than 1.2x strength - Aggressive Sell (bright red): Strong negative delta with greater than 1.2x strength - Passive Buy (light green): Moderate positive delta - Passive Sell (light red): Moderate negative delta Intensity Mode (Optional) - Gray: Low intensity (less than 0.5x average) - Blue: Medium intensity (0.5-1.0x average) - Orange: High intensity (1.0-2.0x average) - Red: Extreme intensity (greater than 2.0x average) Smart Filtering - Percentile-based filters (customizable) ensure only significant delta events are displayed - Reduces chart clutter while highlighting important order flow - Separate thresholds for bubble display and numeric labels Data Collection Status - Optional progress box in top-right corner - Shows real-time bar collection progress - Displays percentage completion and bars remaining - Automatically hides when sufficient data is collected Hide Until Ready Option - Suppresses bubble display until the averaging period is complete - Prevents misleading signals from incomplete data - Default requires 20 bars before displaying bubbles SETTINGS Delta Average Length (1-200, default 20) - Lookback period for calculating delta strength baseline - Higher values = longer-term delta comparison - Lower values = more sensitive to recent changes Hide Bubbles Until Enough Data - Prevents display until averaging period completes - Ensures reliable delta strength calculations Show Data Collection Status Box - Displays progress indicator during initialization - Can be disabled if you understand the warmup period Minimal Mode - Switches to simple dot display above/below bars - Green dots above bars = positive delta - Red dots below bars = negative delta - Maintains color intensity or flow type classification Show Bubbles - Master toggle for bubble display Bubble Volume Percentile (0-100, default 60) - Minimum percentile rank required to display bubble - Higher values = fewer, more significant bubbles - Lower values = more bubbles displayed Show Numbers in Bubbles - Toggle delta value labels - Only appears in normal mode - Disabled automatically in minimal mode Label Volume Percentile (0-100, default 90) - Higher threshold for displaying numeric labels - Typically set higher than bubble percentile - Reduces label clutter on chart Intensity Mode - Switch from flow-type coloring to magnitude-based coloring - Useful for identifying volume spikes regardless of direction IMPORTANT NOTES Real-Time Only: This indicator processes live tick data and does not provide historical analysis. It begins collecting data when added to a live chart. Volume Required: Symbol must have volume data available. Will not function on symbols without volume (most forex pairs from retail brokers). Initialization Period: Requires the specified number of bars (default 20) to calculate accurate delta strength. Use the "Hide Until Ready" option to prevent premature signals. Market Hours: Only collects data during live market hours. Does not backfill historical data. CREDITS Tick detection methodology inspired by the Kioseff Trading Tick CVD indicator. This implementation adapts the same core tick-level volume delta calculation for bubble-style visualization and per-bar delta analysis.
Pine Script® indicator
by shui2967
7
Order Flow RSI - Price / CVD / OIOrder Flow RSI blends three powerful market perspectives — Price , Cumulative Volume Delta (CVD) , and Open Interest (OI) — into one unified RSI-style oscillator. It reveals momentum and imbalance across these data streams and highlights situations where participation, liquidity, and positioning disagree — moments that often precede reversals. What it does The indicator converts: Price → RSI (classic momentum), CVD → RSI (buy/sell pressure balance), OI → RSI (position expansion/contraction) …then plots all three RSIs together on the same 0–100 scale. A fourth Consensus RSI (average of any two or all three) can optionally be shown to simplify the view. Core logic CVD engine – based on TradingView’s native volume-delta request. Modes: Continuous (default, smooth line), Anchored (resets each session), Rolling window. Open Interest – pulled automatically from the symbol’s “_OI” feed; aligns to chart timeframe for real-time flow. RSI calculation – standard RSI applied to each data stream, optionally smoothed (SMA / EMA / RMA / WMA / VWMA). Signals – optional background highlights when: All three RSIs are overbought (red) or oversold (green), or Any pair show opposite extremes (e.g., price overbought + OI oversold). Consensus RSI – arithmetic mean of the selected RSIs, summarizing overall market tone. Inputs overview CVD settings: anchor period, lower-TF delta, mode, rolling length RSI lengths: separate for price, CVD, OI Smoothing: type + period applied to all RSIs at once Consensus: choose which RSIs to average Signals: enable/disable each combination; optional alerts Levels: adjustable OB/MID/OS (default 70 / 50 / 30) Visuals: fill between active RSIs, background highlights, level lines, colors in Style tab How to read it All 3 overbought (red): broad exhaustion → possible correction All 3 oversold (green): broad depletion → possible bounce Opposite pairs: divergence between price and participation Price↑ but OI↓ (red) → weak rally, fading participation Price↓ but CVD↑ (green) → hidden accumulation Combine with structure and volume profile for confirmation. Notes Works best on assets with full CVD + OI data (futures, BTC, etc.). Use Continuous CVD for smooth RSI, Anchored for session analysis. Smoothing 2–5 EMA is a good starting point to reduce noise. All styling (colors, line types, thickness) is adjustable in the Style tab. Limitations & caveats CVD requires accurate tick/volume/delta data from your data feed. Performance may differ across instruments. OI availability varies by exchange / symbol. Where OI is absent, pairwise OI signals are not evaluated. This indicator is a tool — it generates signals of interest, not guaranteed profitable trades. Backtest and combine with your risk rules. Smoothing introduces lag; longer smoothing reduces noise but delays signals. Order Flow RSI bridges traditional momentum analysis and order-flow context — giving a multi-dimensional view of when markets are truly stretched or quietly reloading. Sometimes it works, sometimes it doesn't.
Pine Script® indicator
by exploretranspose
Volume v4 (Dollar Value) by Koenigsegg📊 Volume v3 (Dollar Value) by Koenigsegg 🎯 Purpose: Volume v3 (Dollar Value) by Koenigsegg transforms traditional raw-unit volume into dollar-denominated volume, revealing how much money actually flows through each candle. Instead of measuring how many coins or contracts were traded, this version calculates the total traded value = volume × average price (hlc3), allowing traders to visually assess capital intensity and market participation within each move. ⚙️ Core Features - Converts raw volume into USD-based traded value for each candle. - Color-coded bars show bullish (green/teal) vs. bearish (red) activity. - Built-in SMA and SMMA overlays highlight sustained shifts in value flow. - Designed for visual clarity to support momentum, exhaustion, and divergence studies. 📖 How to Read It Rising Dollar Volume — indicates growing market participation and strong capital flow, often aligning with impulsive waves in trend direction. Falling Dollar Volume — signals waning interest or reduced participation, potentially hinting at correction or exhaustion phases. Comparing Legs — when price makes new highs/lows but dollar volume weakens, it can reveal divergences between price movement and actual capital commitment. SMA / SMMA Lines — use them to identify longer-term accumulation or depletion of market activity, separating short bursts from sustained inflows or outflows. The goal is to visualize the strength of market moves in terms of capital energy, not just tick activity. This distinction helps traders interpret whether a trend is being driven by genuine money flow or low-liquidity drift. ⚠️ Disclaimer This script is provided for research and educational purposes only. It does not constitute financial advice, investment recommendations, or trading signals. Always conduct your own analysis and manage your own risk when trading live markets. The author accepts no liability for financial losses incurred from use of this tool. 🧠 Credits Developed and published by Koenigsegg. Written in Pine Script® v6, fully compliant with TradingView’s House Rules for Pine Scripts. Licensed under the Mozilla Public License 2.0.
Pine Script® indicator
by CryptoPandaTA
Ghost BookGhost Book is an indicator that visualizes the distribution of bid and ask amount — the activity of buyers and sellers — in the form of a synthetic order book. While a real order book shows active limit orders, Ghost Book displays the most recent n ticks (controlled by the input Max rows count in book). For each tick, the indicator shows: Price Amount Total trade value Trade side (buyer or seller) Relative weight of the tick by its amount The center row displays the current closing price as a reference point between buyers and sellers. Note: This indicator uses tick-level data. If your TradingView subscription level does not include tick data, the indicator will not function correctly.
Pine Script® indicator
by dboichenko
CVD with Trend LineThis indicator augments the traditional Cumulative Volume Delta (CVD) by incorporating a customizable trend line that connects the tops of the CVD histogram bars, enhancing visualization of delta trends and market momentum. The CVD measures the net difference between buying and selling volume, utilizing lower timeframe data for accuracy, with configurable anchor periods and timeframe options. The trend line, which can be tailored in both color and style (e.g., solid, dashed), provides traders with a flexible tool to track cumulative delta movements, aiding in the identification of market sentiment shifts. Perfect for volume-based analysis with a clear, adaptable display.
Pine Script® indicator
by Sewell_
Volume Exponential Moving Averages (EMA) Description: This script is a simple script that plots a desired exponential moving average of buy and sell volume as a line chart with a tunable smoothing factor. There is a highlight on the plot area of either green or red to denote if the EMA of buy volume or sell volume is of a higher value. This indicator uses basic math of exponential averages and calculates volume using the formulas: "buy volume" = the product of total volume and the "closing price" minus the "low price" divided by "high price" minus the "low price" for a specific candle. Conversely, "sell volume" = the product of "total volume" and the "high price" minus the "close price" divided by "high price" minus the "low price" for a specific candle. Utility: This indicator is an effective way to gauge the acceleration/ deceleration of buyers and sellers in the market and can be used in combination with market structure and important levels to understand if buyers or sellers are taking over at any given time. How to use this indicator: There are two settings for this indicator: 1. The Length of the EMA: The length of the EMA can be adjusted based on your preference for a running number of candles' data. If you are interested to know short term changes in volume (e.g. over the past few candles at a major level) you can adjust this setting lower (~3-9 length). Conversely, if you are interested in volume trends over a greater number of candles you can increase this to your liking. Personal preference : Because I am a short term daytrader/ scalper, I keep this setting at 6 length to see immediate changes in the acceleration or deceleration of buyers/ sellers. 2. The Smoothing Factor: The smoothing factor can be adjusted to further tune the size of trend you are interested in with 1 = No smoothing of the EMA line. Smoothing of the EMA line increases as the value for smoothing increases, resulting in a less volatile, more smooth EMA line. However, the more smooth the line, the less sensitive the EMA will be to immediate changes in volume pace. The less smoothing factor is applied, the more volatile data will be, resulting in quicker observation of shorter term trends. Again the same rules apply as the EMA length as these are similar in function: If you are interested to know short term changes in volume (e.g. over the past few candles at a major level) you can adjust this setting lower (~2-6). Conversely, if you are interested in volume trends over a greater number of candles you can increase this to your liking. Personal preference : Because I am a short term daytrader/ scalper, I keep this setting at 2-4 smoothing factor to see immediate changes in the acceleration or deceleration of buyers/ sellers. You should, of course, play with these settings to your exact preferences based on your trading style. Tips for using this indicator: General Use: When the buy volume EMA is moving up, buyers are increasing the pace of buying and when the buy volume EMA is moving down, buyers are decreasing the pace of buying. Conversely, when the sell volume EMA is moving up, sellers are increasing the pace of selling and when the sell volume EMA is moving down, sellers are decreasing the pace of selling. The overall movement of the stock is relative to the combination of these rates. e.g. If both buyers and sellers are increasing at the same rate (EMAs slopes are roughly equal) there will be not a large change in price. If the slope of the buy volume EMA is greater than the slope of sell volume EMA, the price should move up. Conversely, if the slope of the sell volume EMA is greater than the slope of buy volume EMA, the price should move down. Predicting pullbacks, reversals, and continuations: This indicator allows you to see if buyers or sellers are increasing their pace, even if the stock price is in consolidation. This allows you to predict if out of the consolidation buyers or sellers are likely to win based on the momentum of the volume in consolidation. e.g. If price is in consolidation after an uptrend and the buy volume EMA starts to decrease, this could be a sign that buyers are running out of steam at this price level. Another example, If at a major support the buy volume EMA begins to trend up then buyers are accelerating the pace of buying at this level. EMA crosses: There is something to be said about the point at which the buy volume EMA and sell volume EMA cross. This signifies that at this moment there is a shift in which the acceleration of one party outpaces that of the other and can result in increased speed of the movement of the stock price. Considerations Because volume changes constantly, this indicator is best to identify short term changes in volume that could impact price movements. It is not guaranteed to continue just because buyers or sellers have had a change in pace. Therefore it is advised to use this indicator in combination with significant price levels such as pivot points, or price levels from volume profile tools to identify the price zones where significant volume changes are likely to impact price movements. It is also advised to continue to monitor the changes in pace in buyers and sellers using this volume EMA indicator to determine if a change in pace is short lived or if it will continue for a longer duration. Examples of use: Bullish Reversal: Bearish Continuation: Bearish EMA Crossover: (Settings: Length 6, Smoothing factor 3) Bullish EMA Crossover: (Settings: Length 6, Smoothing factor 4)
Pine Script® indicator
by not_a_mad_scientist
Volume Weighted Average Price Band Extension## Volume Weighted Average Price Band Extension (VWAPb) **Volume Weighted Average Price Band Extension** is an enhanced VWAP indicator that extends the traditional three-band system to include up to **five configurable standard deviation bands**, making it particularly well-suited for analyzing volatile market conditions where price action frequently extends beyond conventional boundaries. ### Key Features **Extended Band System** Unlike standard VWAP indicators that typically offer three bands, this indicator provides five independently configurable bands with customizable multipliers (default: 0.5x, 1.0x, 1.5x, 2.0x, and 3.0x). Each band can be toggled on or off, allowing traders to adapt the display to current market volatility and their specific trading strategy. **Dual Calculation Modes** The indicator offers flexibility in how bands are calculated: - **Standard Deviation Mode**: Traditional statistical approach measuring price dispersion from the VWAP - **Percentage Mode**: Distance calculated as a percentage of VWAP (1 multiplier = 1%), useful for comparing relative moves across different price levels **Flexible Anchor Periods** Calculate VWAP from multiple timeframes and events: - Time-based: Session, Week, Month, Quarter, Year, Decade, Century - Event-based: Earnings reports, Dividend announcements, Stock splits - Customizable source (default: hlc3) **Visual Clarity** Color-coded bands with semi-transparent fills between upper and lower boundaries help identify key support and resistance zones at a glance. The indicator automatically hides on daily and higher timeframes when enabled, keeping charts clean. ### Ideal For - **Volatile Markets**: The extended band system captures extreme price movements that often exceed traditional 2-3 standard deviation bounds - **Scalping & Day Trading**: Multiple bands provide granular entry and exit zones for short-term trades - **Mean Reversion Strategies**: Identify overextended price action relative to volume-weighted fair value - **Institutional Order Flow Analysis**: VWAP remains a key benchmark for institutional execution ### How It Works The Volume Weighted Average Price represents the average price weighted by volume throughout the selected anchor period. The surrounding bands act as dynamic support and resistance levels, with each successive band representing areas of increasing deviation from the volume-weighted mean. In volatile conditions, price may regularly test the outer bands (2.0x, 3.0x), which would be invisible on standard three-band implementations. **Trading Applications:** - Price near outer bands (±2.0x, ±3.0x) may signal exhaustion and potential reversal opportunities - Price oscillating between inner bands (±0.5x, ±1.0x) indicates consolidation - VWAP itself acts as a dynamic pivot point—bullish above, bearish below ### Settings Overview - **VWAP Settings**: Anchor period selection, source input, offset capability, option to hide on D/W/M timeframes - **Bands Settings**: Toggle each of the five bands independently, adjust multipliers, choose between Standard Deviation or Percentage calculation mode --- **Note**: This indicator requires volume data to function properly. A runtime error will display if volume data is unavailable for the selected symbol. **Disclaimer**: This indicator is designed for technical analysis and should be used in conjunction with other forms of analysis and proper risk management. Past performance and indicator signals do not guarantee future results.
Pine Script® indicator
by rdjxyz
Cumulative Volume DeltaCumulative Volume Delta (CVD) Indicator This indicator is a modification of the Trading View CVD indicator. Cumulative Volume Delta (CVD), which represents the net difference between up volume (volume traded as the price increases) and down volume (volume traded as the price decreases) over a chosen Anchor Period. The data for the CVD calculation is requested using the built-in ta.requestVolumeDelta function from a lower timeframe to approximate the directional volume with greater precision. This lower timeframe is either automatically selected based on the chart's timeframe or can be customized by the user. Key Features and Inputs Anchor Period: Defines the period over which the volume delta is accumulated and plotted. The default is "1D" (Daily), but it can be changed to any higher timeframe (e.g., "1W" for Weekly) to analyze CVD across different cycles. CVD Candle Plot: The calculated volume delta values are plotted as a custom candle, where: The open and close of the CVD candle represent the volume delta at the start and end of the anchor period, respectively. The high and low represent the maximum and minimum volume delta reached during that period. Up/Down Coloring Logic: The color of the CVD candle is determined by the directional movement of the price during the anchor period, allowing traders to quickly correlate volume delta with price action. Users can select between two methods via the "Strong Up/Down Coloring" input: Strong Up/Down (Default): The candle is colored bullish (Teal) if the current price closes above the previous bar's high or bearish (Red) if it closes below the previous bar's low. This logic highlights significant momentum. Regular Up/Down: The candle is colored bullish (Teal) if the close is greater than the open (price moved up) or bearish (Red) if the close is less than the open (price moved down). Lower Timeframe Selection: This determines the resolution of the up and down volume components. By default, the script automatically selects an appropriate lower timeframe (e.g., "1" minute for intraday charts, "5" minutes for daily charts) to balance historical data availability with calculation precision. An option is provided to customize this "Lower Timeframe" for advanced users seeking higher or lower resolution. The CVD indicator is a powerful tool for analyzing order flow dynamics and assessing the genuine strength of price movements by comparing the aggregate buying pressure (up volume) against the selling pressure (down volume). Technical Notes (Code Details) Language: Pine Script® //@version=6. Function: Utilizes the ta.requestVolumeDelta() function with a user-defined anchorInput (default "1D") and a determined lowerTimeframe to retrieve the relevant delta data: . Error Handling: Includes a check to confirm the symbol provides volume data, preventing runtime errors.
Pine Script® indicator
by immediatePerso44773
Magic Volume - Projected [MW]Magic Volume – Projected This lower-pane volume tool estimates the full-bar volume before the bar closes by measuring the current bar’s elapsed time and the rate of incoming volume. It then contrasts that “expected volume” against typical activity and recent momentum to spotlight potential burst conditions (breakout/acceleration), color-codes the live volume stream, and annotates when the projected surge is likely bullish or bearish based on bar structure and recent highs/lows. Settings Projected / Expected Volume Moving Average: EMA length used for volume baseline comparisons. (Default: 14) Minimum Volume: Hard floor the bar’s raw volume must exceed to qualify as notable. (Default: 10,000) Consecutive Volume Above 14 EMA: Count required for “sustained” high-volume context. (Default: 3) Stochastic Volume Burst Stochastic Length: Window for the Stochastic calculation on volume. (Default: 8) Smoothing: Smoothing applied to Stochastic volume and its signal. (Default: 3) Stochastic Volume Breakout Threshold: Level above which Stochastic volume is considered a breakout. (Default: 20) Volume Bar Increase Amount: Multiplier the current bar’s volume must exceed vs. prior bar to be considered a “burst.” (Default: 1.618) Plotted Items Expected Volume (columns): Magenta columns projecting the full-bar volume from intrabar rate. Turns lime when a high expected-volume condition aligns with bullish bar structure; turns red under analogous bearish conditions. Actual Volume (columns): Live volume columns, color-coded by state:  • Blue = baseline;  • Orange = “burst” (volume rising fast above prior × factor and above baseline);  • Yellow = “burst at breakout” (burst + Stochastic volume breakout);  • Light Blue = Stochastic breakout only. Volume EMA (line): Yellow EMA for baseline comparison (default 14). Calculations Compute elapsed time in the current bar (ms → seconds) and convert the current bar’s accumulated volume into a rate (volume per second). Project full-bar Expected Volume = (volume so far / seconds elapsed) × bar-seconds. Compute Volume EMA (default 14) for baseline; derive Stochastic(volume, length) and smoothed signal for momentum. Define “Burst” conditions:  • Volume > prior volume × Volume Bar Increase Amount;  • Volume > Minimum Volume;  • Volume > Volume EMA;  • Stochastic(volume) rising and/or above threshold. Classify “Burst at Breakout” when Burst aligns with Stochastic crossover above the Breakout Threshold. Classify Bullish/Bearish Expected Volume: if Expected Volume is ≥ 1.618 × prior bar volume and prior volume > Volume EMA, then:  • Bullish if bar is green with a rising low;  • Bearish if bar is red with a falling high. Color-map actual volume columns by state; overlay Expected Volume columns (magenta) and paint conditional overlays (lime/red) when directional context is detected. How to Use Spot the Surge Early When Expected Volume spikes well above typical (and especially above ~1.618× the prior bar) before the bar closes, it often precedes a volatile move. Use this to prepare entries with tight, structure-based risk (e.g., just beyond the current bar’s wick) and asymmetric targets. Confirm with Momentum Yellow/orange volume columns indicate burst/breakout behavior in the live tape. When this aligns with a lime (bullish) or red (bearish) Expected Volume column, the probability of follow-through improves—particularly if aligned with prevailing trend or key levels. Context Matters Combine with your preferred S/R or structure tools (e.g., order blocks, channels, VWAP) to avoid chasing into obvious supply/demand. The projected surge can mark both continuations and sharp reversals depending on location and broader context. Alerts High Expected Volume – Bullish: When projected volume surges and the price action meets bullish conditions (green body with rising low). High Expected Volume – Bearish: When projected volume surges and the price action meets bearish conditions (red body with falling high). Other Usage Notes and Limitations Projected volume depends on intrabar pace; abrupt pauses/flushes can change the projection quickly, especially on very small timeframes. Minimum Volume and EMA baselines help filter thin markets; adjust upward on illiquid symbols to reduce noise. A rising projection does not pick direction on its own—directional coloring (lime/red) requires price-action confirmation; otherwise treat magenta projections as “heads-up” only. As with any single indicator, use within a broader plan (risk management, structure, confluence) to mitigate false positives and improve selectivity. Inputs (Quick Reference) Moving Average (int, default 14) Stochastic Length (int, default 8) Smoothing (int, default 3) Stochastic Volume Breakout Threshold (int, default 20) Volume Bar Increase Amount (float, default 1.618) Minimum Volume (int, default 10,000) Consecutive Volume Above 14 EMA (int, default 3)
Pine Script® indicator
by mwrightinc
Adaptive Volume Delta Map--- 📊 Adaptive Volume Delta Map (AVDM) What is Adaptive Volume Delta Map (AVDM)? The Adaptive Volume Delta Map (AVDM) is a smart, multi-timeframe indicator that visualizes buy and sell volume imbalances directly on the chart. It adapts automatically to the best available data resolution (tick, second, minute, or daily), allowing traders to analyze market activity with micro-level precision . In addition to calculating volume delta (the difference between buying and selling pressure), AVDM can display a Volume Distribution Map — a per-price-level visualization showing how volume is split between buyers and sellers. Key Features ✅ Adaptive Resolution Selection — Automatically chooses the highest possible data granularity — from tick to daily timeframe. ✅ Volume Delta Visualization — Displays delta candles reflecting the dominance of buyers (green), sellers (red), and delta (orange). ✅ Per-Level Volume Map (optional) — Shows detailed buy/sell volume distribution per price level, grouped by `Ticks Per Row`. ✅ Bid/Ask Classification — When enabled, AVDM uses bid/ask logic to classify trade direction with greater accuracy. ✅ Smart Auto-Disable Protection — Automatically disables volume map if too many price levels (>50) are detected — preventing performance degradation. Inputs Overview Use Seconds Resolution — Enables use of second-level data (if your TradingView subscription allows it). Use Tick Resolution — Enables tick-based analysis for the most detailed view. If available, enable both tick and seconds resolution. Use Bid/Ask Calculated — Uses bid/ask midpoint logic to classify trades. Show Volume Distribution — Toggles per-price-level buy/sell volume visualization. Ticks Per Row — Controls how many ticks are grouped per volume level. Reduce this value for finer detail, or increase it to reduce visual load. Calculated Bars — Sets how many historical bars the indicator should process. Higher value increases accuracy but may impact performance. How to Use 1. Add the indicator to your chart. 2. Ensure that your symbol provides volume data (and preferably tick or second-level data). 3. The indicator will automatically select the optimal timeframe for detailed calculation. 4. If your TradingView subscription allows second-level data , enable “Use Seconds Resolution.” 5. If your subscription allows tick-level data , enable both “Use Tick Resolution” and “Use Seconds Resolution.” 6. Adjust the “Calculated Bars” input to set how many historical bars the indicator should process. 7. Observe the Volume Delta Candles : * Green = Buy pressure dominates * Red = Sell pressure dominates 8. To see buy/sell clustering by price, enable “Show Volume Distribution.” 9. If the indicator disables the map and shows: " Volume Distribution disabled: Too many price levels detected (>50). Try decreasing 'Ticks Per Row' or using a lower chart resolution. If you don’t care about the map, just turn off 'Show Volume Distribution'. " — follow the instructions to reduce chart load. Notes * Automatically adapts to your chart’s resolution and data availability. * If your symbol doesn’t provide volume data, a runtime warning will appear. * Works best on futures , FX , and crypto instruments with high-frequency volume streams. Why Traders Love It AVDM combines adaptive resolution , volume delta analysis , and visual distribution mapping into one clean, efficient tool. Perfect for traders studying: * Market microstructure * Aggressive vs. passive participation * Volume absorption * Order flow imbalance zones * Delta-based divergence signals Technical Highlights * Built with Pine Script v6 * Adaptive resolution logic (`security_lower_tf`) * Smart memory-safe map rendering * Dynamic bid/ask classification * Automatic overload protection ---
Pine Script® indicator
by dboichenko
1
Vol-Pace Projected-ATR-ADX-Alert-MAThe VolSC indicator analyzes stock volume trends with a focus on the Pace metric, which projects today's volume as a percentage of the 30-day average, highlighting unusual activity (e.g., over 200% turns bright green with alerts). The phantom projection bar, a wide green histogram to the right of the last bar, visually represents this projected volume on daily charts only, aiding quick identification of potential volume surges without cluttering intraday or weekly views. Additional features include ADX strength, ATR averages, and customizable table display for comprehensive insights. Key Features: * Primary Indicator: Volume with ADX (Average Directional Index) text. * Pacing and Alerts: Calculates the volume pace for the day. Features an unusual volume alert with an adjustable threshold (e.g., 200%). * Volume Projection: Projects a visual "Phantom Volume" for the day, offset to the right of the actual volume bar. * ATR Indicator: Displays the 2x ATR (Average True Range) value as text. * Volume Average: Displays the ADV (Average Daily Volume) Moving Average as text. * Customization: Most settings are adjustable.
Pine Script® indicator
by zyphlus
2
Volume Aggregated Spot & Futures -- Crypto (by plyst & more)📊 Volume Aggregated Spot & Futures - Enhanced Edition 🎯 Overview Advanced volume aggregation indicator that combines spot and perpetual futures volume across the top 10 cryptocurrency exchanges. This enhanced version builds upon the original work by @HALDRO Project with optimized calculations and expanded functionality. ✨ Key Features - 📈 Real-time aggregated volume from 10 major exchanges (Binance, Bybit, OKX, Coinbase, Bitget, KuCoin, Kraken, MEXC, Gate.io, HTX) - 🔄 Multiple visualization modes: Volume, Delta, Cumulative Delta, Spot vs Perp analysis, Liquidations, OBV, and MFI - 💱 Multi-currency support: Display volume in COIN, USD, or EUR - 🎨 Clean, single-color bar chart showing total cumulative volume - 📊 Multiple calculation methods: SUM, AVG, MEDIAN, VARIANCE - 🎯 Separate spot (USDT, USD, USDC, etc.) and perpetual futures (.P contracts) tracking 🔧 Technical Improvements ✓ Corrected MFI formula for accurate money flow calculations ✓ Optimized volume aggregation logic with proper NA handling ✓ Support for 10 exchanges (up from 9) ✓ Streamlined codebase for better performance ✓ Updated perpetual contract naming conventions (.P format) 📖 Usage Perfect for analyzing total market volume, identifying liquidation events, tracking buyer/seller pressure through delta analysis, and understanding the spot vs futures market dynamics. 🙏 Credits Original concept and framework by @HALDRO Project. This version includes mathematical corrections, code optimizations, and expanded exchange support. ⚠️ Note Aggregated volume is calculated from external exchange data using request.security(). Ensure your plan supports the necessary security calls for optimal performance.
Pine Script® indicator
by plyst
1
Fixed-Range Volume-Profile ZonesFixed Range Volume Profile Zones (with Dynamic Percentile Buffers) This indicator calculates a fixed‑range volume profile over a user‑defined lookback period and identifies three key zones: – VAL (Value Area Low) – POC (Point of Control) – VAH (Value Area High) Volume is grouped into user‑selected price bins to create a profile of where the most trading activity occurred. The script then splits the distribution into three zones and highlights the extremes (VAL/VAH) and the highest‑volume price (POC). Dynamic Percentile Buffers Instead of static offsets, this version computes the 10th and 90th percentile prices (user‑adjustable) of recent closes over the same lookback window. These percentiles are used to create adaptive buffers above VAH and below VAL. The buffers automatically expand or contract with market volatility and recent price distribution, filtering out weak or noisy touches. Visual Elements: – Green/orange/red horizontal lines = VAL / VAH / POC – Green shading below VAL = buy zone – Red shading above VAH = sell zone – Down arrows above bars = closes above VAH + buffer – Up arrows below bars = closes below VAL – buffer Inputs: – Lookback Days: number of bars used to build the profile – Number of Bins: controls resolution of the volume profile – VAH Percentile and VAL Percentile: choose which percentile levels to use for dynamic buffers Use Cases: – Quickly identify areas of high participation (POC) and potential support/resistance (VAL/VAH) – Filter out weak breakouts using dynamic buffers – Combine with other signals to improve entries/exits ⚠️ Disclaimer: This script is for educational and informational purposes only. It does not constitute financial advice or a recommendation to buy or sell any security. Past performance or historical data does not guarantee future results. Always perform your own analysis and use risk management when trading.
Pine Script® indicator
by RWCS_LTD
VWAP Daily/Weekly/Monthly - Automatic AnchoredExplanation: This script plots Volume-Weighted Average Price (VWAP) lines that are automatically anchored to the beginning of key timeframes — daily, weekly, and monthly. VWAP is a widely used trading indicator that shows the average price of an asset weighted by trading volume, making it useful for identifying fair value and institutional trading levels. The “automatic anchored” feature means that you don’t have to manually select starting points. Instead, the script automatically resets the VWAP at the start of each day, week, or month, depending on the chosen setting. This ensures the VWAP always reflects the true average price for that period, providing traders with a consistent reference for support, resistance, and trend direction across multiple timeframes. Notice: On the chart, you may notice visible “jumps” in the VWAP lines. These are intentional. Each jump marks the reset point at the start of a new day, week, or month, depending on the selected setting. This design keeps the VWAP history from the previous period intact, allowing you to clearly see how price interacted with VWAP in past sessions. By keeping these historical resets, you can easily compare short-term (daily) VWAP behavior against longer-term levels like weekly and monthly VWAP. This provides valuable context, helping you spot when price respects or diverges from fair value across different timeframes. In short: Daily VWAP resets at the start of each trading day. Weekly VWAP resets at the beginning of each trading week. Monthly VWAP resets at the start of each month. This makes it easy to analyze how price interacts with VWAP levels across different time horizons without manual adjustments.
Pine Script® indicator
by Zesales
Volume Profile 3D (Zeiierman)█ Overview Volume Profile 3D (Zeiierman) is a next-generation volume profile that renders market participation as a 3D-style profile directly on your chart. Instead of flat histograms, you get a depth-aware profile with parallax, gradient transparency, and bull/bear separation, so you can see where liquidity stacked up and how it shifted during the move. Highlights: 3D visual effect with perspective and depth shading for clarity. Bull/Bear separation to see whether up bars or down bars created the volume. Flexible colors and gradients that highlight where the most significant trading activity took place. This is a state-of-the-art volume profile — visually powerful, highly flexible, and unlike anything else available. █ How It Works ⚪ Profile Construction The price range (from highest to lowest) is divided into a number of levels (buckets). Each bar’s volume is added to the correct level, based on its average price. This builds a map of where trading volume was concentrated. You can choose to: Aggregate all volume at each level, or Split bullish vs. bearish volume , slightly offset for clarity. This creates a clear view of which price zones matter most to the market. ⚪ 3D Effect Creation The unique part of this indicator is how the 3D projection is built. Each volume block’s width is scaled to its relative size, then tilted with a slope factor to create a depth effect. maxVol = bins.bu.max() + bins.be.max() width = math.max(1, math.floor(bucketVol / maxVol * ((bar_index - start) * mult))) slope = -(step * dev) / ((bar_index - start) * (mult/2)) factor = math.pow(math.min(1.0, math.abs(slope) / step), .5) width → determines how far the volume extends, based on relative strength. slope → creates the angled projection for the 3D look. factor → adjusts perspective to make deeper areas shrink naturally. The result is a 3D-style volume profile where large areas pop forward and smaller areas fade back, giving you immediate visual context. █ How to Use ⚪ Support & Resistance Zones (HVNs and Value Area) Regions where a lot of volume traded tend to act like walls: If price approaches a high-volume area from above, it may act as support. From below, it may act as resistance. Traders often enter or exit near these zones because they represent strong agreement among market participants. ⚪ POC Rejections & Mean Reversions The Point of Control (POC) is the single price level with the highest volume in the profile. When price returns to the POC and rejects it, that’s often a signal for reversal trades. In ranging markets, price may bounce between edges of the Value Area and revert to POC. ⚪ Breakouts via Low-Volume Zones (LVNs) Low volume areas (gaps in the profile) offer path of least resistance: Price often moves quickly through these thin zones when momentum builds. Use them to spot breakouts or continuation trades. ⚪ Directional Insight Use the bull/bear separation to see whether buyers or sellers dominated at key levels. █ Settings Use Active Chart – Profile updates with visible candles. Custom Period – Fixed number of bars. Up/Down – Adjust tilt for the 3D angle. Left/Right – Scale width of the profile. Aggregated – Merge bull/bear volume. Bull/Bear Shift – Separate bullish and bearish volume. Buckets – Number of price levels. Choose from templates or set custom colors. POC Gradient option makes high volume bolder, low volume lighter. ----------------- Disclaimer The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Pine Script® indicator
by Zeiierman
8