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QuaScript

Pressure Divergence Reversal

Admin's Choice NewFree

Fades swings that volume pressure did not confirm

StrategiesPrice overlay CanvasDashboardCandle colorsSignals
quascriptstrategiesstrategyreversalorder-flowdivergence

Favourites and Admin's Choice analyses are listed in the terminal's indicators window under Analysis Marketplace.

Language
QuaScript
Engine
Native C++, incremental on live ticks
Rendering
Canvas
Placement
Price overlay
Settings
7
Plots
0
Lines of code
94
Source
presets/strategy/pressure_divergence_reversal.qs
Pressure Divergence Reversalengine result
Loading the engine result…
quatick-charts · QuaScript engine on synthetic 1-minute bars · drag to pan · scroll to zoom · Run executes the script on the engine (⌘/Ctrl+Enter while editing)

About

Fades exhausted swings that volume pressure did not confirm. Signed volume pressure (buy minus sell volume over total volume, from exchange order flow or a bulk-volume estimate) is averaged into a wave. A new swing low below the previous one, with the wave higher than it was at the previous low, means sellers pushed price further with less force. The entry waits for the wave to cross back over its slower tide line, the sign that buyers have taken over. Entry: bullish pressure divergence at a confirmed swing low, then wave crossing above the tide within `window` bars (mirror for shorts at swing highs). Exit: stop beyond the divergence swing (at least 1 ATR), target `reward` R, or time stop. Risk: 1 % per trade.

0
Plotted series
4
Signal marks
1
Drawings
0
Alert rules
7
Settings
85
Lines of code

What it draws

Price overlay · counted from the engine's plot table and the script's draw calls

Series

No plotted series; the output is drawings and marks.

Signal marks

Bullish divergenceBearish divergenceLong entryShort entry

Drawings and chart effects

  • Dashboard tables1 created
  • Candle colors

How it runs

From source to the live chart, for this script

  1. 1
    Compile

    The QuaScript compiler checks the 94-line script (85 lines of code) and lowers it for the native C++ engine. Compile errors point at the exact line and column.

  2. 2
    Place

    The header sets overlay = true, so everything is drawn on the price chart, on the same scale as the candles.

  3. 3
    Compute

    The script runs once per bar, oldest to newest. 11 persist variables keep state (objects, counters) across bars.

  4. 4
    Stay live

    On the terminal the script keeps one live engine session: a tick rolls the forming bar back to its checkpoint and re-executes only that bar, and new bars are appended, so history is never rerun while the market moves. The live result is identical to a full run.

  5. 5
    Render

    The results are handed to the chart: series on Canvas.

  6. 6
    Tune

    7 settings in 4 groups appear in the chart's settings dialog. Changing one reruns the engine with the new value.

Rendering

This script draws on Canvas

WebGPUNot used

The browser's modern GPU API. The chart uploads every line, band and mark of the script as GPU buffers and draws them in one pass, so dense heatmaps and dozens of series stay smooth while you pan and zoom. Without WebGPU support the chart's GPU layer falls back to WebGL 2, then Canvas 2D.

WebGLNot used

GPU drawing through WebGL 2, available in every current browser. Used for chart-native profiles and for series that ask for it with backend = "webgl". Fast for large numbers of bars and wide fills.

CanvasSeries renderer

The browser's 2D drawing API. Text-heavy and object-style output (dashboard tables, zones, tags, segments), candle colors and backgrounds are painted by the QuaScript layer, a Canvas 2D surface over the chart. Series use Canvas when the script's header does not ask for a GPU.

In this script
  • • 4 signal mark types
  • • 1 dashboard tables (QuaScript layer)
  • • candle colors (QuaScript layer)

Settings

7 settings, grouped as in the chart's settings dialog

Pressure
SettingTypeDefaultRange / optionsId
Wave lengthInteger82 – 200wave_length
Tide lengthInteger345 – 500tide_length
Divergence
SettingTypeDefaultRange / optionsId
Swing barsInteger52 – 30swing_bars
Divergence reach (bars)Integer6010 – 500divergence_reach_bars
Signals
SettingTypeDefaultRange / optionsId
Confirmation window (bars)Integer101 – 50confirmation_window_bars
Risk
SettingTypeDefaultRange / optionsId
Target (R)Number20.5 – 10, step 0.1target_r
Maximum bars heldInteger722 – 1000maximum_bars_held

Script

packages/quascript/presets/strategy/pressure_divergence_reversal.qs

Header

strategy "Pressure Divergence Reversal" {
    overlay = true
    capital = 100000
    commission = 0.05
    slippage = 1
    sizing = risk_percent
    max_leverage = 1
    size = 1
    pyramiding = 1
}
Total lines
94
Code lines
85
Comment lines
8
Helper functions
0
Loops
0
Persistent variables
11
Higher-interval feeds
0
Engine plots
0

Built with

Technical analysis (ta.*)
ta.atrta.cross_downta.cross_upta.emata.pivot_highta.pivot_low
Microstructure kernels (hft.*)
hft.flow
Math (math.*)
math.clampmath.is_namath.maxmath.min
Imported modules
viz/premium

Discussion

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