Downloading...
Download

Vfi

Volume Flow Indicator Signals | iSolani Volume Flow Indicator Signals | iSolani: Decoding Trend Momentum with Volume Precision In markets where trends are fueled by institutional participation, discerning genuine momentum from false moves is critical. The Volume Flow Indicator Signals | iSolani cuts through this noise by synthesizing price action with volume dynamics, generating high-confidence signals when capital flows align with directional bias. This tool reimagines traditional volume analysis by incorporating volatility-adjusted thresholds and dual-layer smoothing, offering traders a laser-focused approach to trend identification. Core Methodology The indicator employs a multi-stage calculation to quantify volume-driven momentum: Volatility-Adjusted Filter: Measures price changes via log returns, scaling significance using a 30-bar standard deviation multiplied by user-defined sensitivity (default: 2x). Volume Normalization: Caps extreme volume spikes at 3x the 50-bar moving average, preventing distortion from anomalous trades. Directional Volume Flow: Assigns positive/negative values to volume based on whether price movement exceeds volatility-derived thresholds. Dual Smoothing: Applies consecutive SMA (3-bar) and EMA (14-bar) to create the Volume Flow Indicator (VFI) and its signal line, filtering out transient fluctuations. Breaking New Ground This implementation introduces three key innovations: Adaptive Noise Gates: Unlike static volume oscillators, the sensitivity coefficient dynamically adjusts to market volatility, reducing false signals during choppy conditions. Institutional Volume Capping: The vcoef parameter limits the influence of outlier volume spikes, focusing on sustained institutional activity rather than one-off trades. Non-Repainting Signals: Generates single-per-trend labels (buy below bars, sell above) to avoid chart clutter while maintaining visual clarity. Engine Under the Hood The script executes through five systematic stages: Data Preparation: Computes HLC3 typical price and its logarithmic rate of change. Threshold Calculation: Derives dynamic cutoff levels using 30-period volatility scaled by user sensitivity. Volume Processing: Filters raw volume through a 50-bar SMA, capping extremes at 3x average. VFI Construction: Sums directional volume flow over 50 bars, smoothed with a 3-bar SMA. Signal Generation: Triggers alerts when VFI crosses zero, confirmed by a 14-bar EMA crossover. Standard Configuration Optimized defaults balance responsiveness and reliability: Volume MA: 50-bar smoothing window Sensitivity: 2.0 (doubles volatility threshold) Signal Smoothing: 14-bar EMA Volume Cap: 3x average (hidden parameter) VFI Smoothing: Enabled (3-bar SMA) By fusing adaptive volume filtering with price confirmation logic, the Volume Flow Indicator Signals | iSolani transforms raw market data into institutional-grade trend signals. Its ability to mute choppy price action while amplifying high-conviction volume moves makes it particularly effective for spotting early trend reversals in equities, forex, and futures markets.
Pine Script® indicator
by iSolani_Trading
MTF Volume Flow IndicatorThe MTF Volume Flow Indicator (MTF VFI) is an advanced and versatile tool that enhances market analysis by tracking the flow of volume across multiple timeframes. By integrating volume flow with multi-timeframe analysis, this indicator provides traders with a comprehensive understanding of market trends, momentum, and potential reversals. Key Features Multi-Timeframe Volume Flow Analysis: The MTF VFI computes the Volume Flow Indicator across various timeframes, ranging from 1 minute to 1 month. This multi-timeframe analysis enables traders to observe and compare volume flow dynamics across different time horizons, offering deeper insights into market behavior. Customizable VFI Settings: The indicator includes configurable VFI parameters such as length, coefficient, and volume cutoff, allowing users to tailor the analysis to different market conditions and trading strategies. This flexibility ensures that the indicator remains relevant across diverse market environments. Signal Line and Delta Calculations: The script features a signal line derived from the VFI and calculates the delta values (the difference between VFI and the signal line). These delta values are essential for identifying potential buy or sell signals and are presented as histograms for easy visual interpretation. Cumulative Delta with Dynamic Bands: The indicator introduces cumulative delta, a powerful tool that combines average and median VFI values to provide a clearer picture of market sentiment. Two standard deviation bands are plotted around the cumulative delta, offering a range within which price movements are likely to remain. These bands are smoothed using a 21-period EMA, providing a more refined view of market volatility. Multi-Timeframe and Analysis Tables: The MTF VFI includes optional tables that display VFI, signal line, and delta values across all selected timeframes. Additionally, an analysis table presents key statistical metrics such as the highest, lowest, average, standard deviation, range, and median VFI values. These tables provide a concise summary of market conditions, aiding in strategic decision-making. Dynamic Display Options: The indicator offers extensive customization options, allowing traders to display or hide elements such as delta histograms, delta bands, and tables. This ensures that users can focus on the most relevant information for their trading strategy. Neutral Candle Coloring Option: Traders can enable neutral candle colors, where bearish candles are gray and bullish candles are white. This feature helps to reduce noise and maintain focus on the overall trend and volume flow analysis. How It Works Volume Flow Indicator Calculation: The VFI is calculated using a combination of typical price, volume, and the standard deviation of price changes. The indicator smooths the VFI based on user preferences, allowing traders to adjust the sensitivity of the analysis to better match their trading style. Multi-Timeframe Integration: The script pulls VFI calculations from multiple timeframes, providing a holistic view of market trends. By analyzing VFI across different timeframes, traders can detect alignments or divergences in volume flow that might indicate trend strength or weakness. Cumulative Delta and Dynamic Bands: The cumulative delta is computed by combining the average and median VFI values. Dynamic two-standard-deviation bands are plotted around this cumulative delta, providing upper and lower bounds for expected price movements. These bands are further smoothed with a 21-period EMA, enhancing their effectiveness in volatile markets. Delta Analysis and Histogram Display: The difference between the VFI and its signal line (delta) is calculated and displayed as histograms. This visual representation helps traders quickly assess momentum and identify potential reversals or trend continuations. The cumulative delta is color-coded dynamically based on its direction, adding an extra layer of visual clarity. Alerts VFI Crossover Alerts: The indicator includes customizable alerts that notify traders when the VFI crosses above or below its signal line. These alerts are crucial for catching potential trend reversals or continuation signals, even when the trader is not actively monitoring the chart. Customizable Alert Conditions: Traders can tailor alert conditions to their preferred timeframes and VFI settings, ensuring that the notifications they receive are relevant and timely for their specific trading strategies. Application Trend Identification and Confirmation: The MTF VFI aids in identifying and confirming trends by analyzing volume flow across multiple timeframes. This capability is particularly useful for detecting trends that may not be visible on a single timeframe. Momentum and Divergence Analysis: By comparing VFI and delta values across timeframes, and analyzing cumulative delta with dynamic bands, traders can gain insights into market momentum and potential divergences, which are often precursors to reversals. Strategic Decision-Making: With its comprehensive multi-timeframe analysis, cumulative delta, and statistical summaries, the MTF VFI equips traders with the information needed to make informed trading decisions, whether for short-term trades or long-term investments. Visual Clarity and Customization: The indicator’s dynamic display options and neutral candle coloring help traders maintain a clear and focused view of the market, customizing the visualization to match their specific needs. The MTF Volume Flow Indicator (MTF VFI) by CryptoSea is an essential tool for traders who seek to gain a deeper understanding of market trends and volume dynamics across multiple timeframes. Its advanced features and customization options make it a valuable addition to any trader’s toolkit.
Pine Script® indicator
by CryptoSeaTV
1
TASC 2022.04 S&P500 Hybrid Seasonal System█  OVERVIEW TASC's April 2022 edition of Traders' Tips includes the "Sell In May? Stock Market Seasonality" article authored by Markos Katsanos. This is the code implementing the "Hybrid ​Seasonal System" from the article. █  CONCEPTS In his article, Markos Katsanos takes an updated look at the "Sell in May" adage by reviewing recent historical data for ​seasonal equity market tendencies. The author explores the development of a trading strategy (a set of buy and sell rules) based on this research. He starts from the enhanced buy & hold system featured in his July 2021 TASC article, and adds additional technical conditions. These include volatility conditions ( VIX and ATR ) plus the "Volume Flow Indicator" (VFI), which is a custom money flow indicator that Katsanos introduced in his June 2004 TASC article. He provides an example of a trading system that others can test for themselves and modify as they see fit. The author notes that the system could likely be improved further by adding money management conditions (such as a stop-loss), or by adding more technical conditions not considered in the ​scope of this article. █  CALCULATIONS The entry and exit rules that constitute the trading system are defined below. The critical values of ​VIX, ​ATR and VFI (specified below) used in the calculations were determined by optimization for a daily chart of the SPY ETF . By default, the strategy only allows long entries. However, the script offers the possibility to initiate short entries upon exiting long trades through the "Long Only" toggle in the script's inputs. Long Entry Rules ​• Seasonal: The ​seasonal trade is initiated on the first business day October at the open. • Volatility: In case of high ​volatility, that is if the ​VIX is above 60% or the 15-day ​​ATR was above 90% over the past 25 days, the ​seasonal trade is deferred until later in the month or year, when the ​volatility subsides. Exit/Short Entry Rules • Seasonal: The exit/short signal is triggered on the first business day of August at the open. • Volatility: The exit/short signal is triggered if ​VIX is above 120 % (i.e. 2 times the corresponding threshold parameter). • Money flow (VFI): The exit/short signal is triggered if the VFI crosses under a critical value (-20) while its 10-day moving average is pointing down. Join TradingView!
Pine Script® strategy
by PineCodersTASC
2
VFI strategy [based on VFI indicator published by UTS]This strategy is based on VFI indicator published by UTS. for the strategy purpose , I have added buy line and sell line to the indicator and tested SPY stock/index on one hour chart BUY RULE ========== 1. EMA 50 is above EMA 200 2. vfi line is pulled down and crossing above -4 EXIT RULE ========== 1. when vfi line crossing down 5 STOP LOSS ========= 1. default stop loss is set to 5% ALL the above values (Buy Line , Sell line and Stop Loss ) can be modified in settings window Notes : more details of VFI indicator can be found at mkatsanos.com and precisiontradingsystems.com Warning: for educational purposes only
Pine Script® strategy
by eemani123
2
VFI - Volume Flow Indicator [UTS]The Volume Flow Indicator (VFI) indicator was first introduced in my June 2004 and is is based on the popular On Balance Volume (OBV) but with three very important modifications: Unlike the OBV, indicator values are no longer meaningless. Positive readings are bullish and negative bearish. The calculation is based on the day's median instead of the closing price. A volatility threshold takes into account minimal price changes and another threshold eliminates excessive volume. The indicator takes into account only the latest 6 month volume action and not the entire data loaded in the chart. General Usage A simplified interpretation of the VFI is that values above zero indicate a bullish state and the crossing of the zero line is the trigger or buy signal. The strongest signal with all money flow indicators is of course divergence. The classic form of divergence is when the indicator refuses to follow the price action and makes lower highs while price makes higher highs (negative divergence). If price reaches a new low but the indicator fails to do so, then price probably traveled lower than it should have. In this instance, you have positive divergence. Default settings 130 VFI Length 0.2 Coef 2.5 Volume cutoff 3 Smoothing Period Further setting examples can be found on www.precisiontradingsystems.com Trend Visualisation Optional Setting: If the trend direction is DOWN the moving average is painted red. If the trend direction is UP the moving average is painted in green. If the movement is FLAT then the color is grey. Moving Averages 4 different types of Moving Averages are available for both FVI and the optional Moving Average of the FVI. ALMA (Arnaud Legoux Moving Average) EMA (Exponential Moving Average) SMA (Simple Moving Average) WMA (Weighted Moving Average) Notes This indicator is using the exact formula from mkatsanos.com where EMA has been taken as default value for FVI smoothing calculation.
Pine Script® indicator
by UberTradingSystems
21