KaizenClusterSearch

KaizenClusterSearch finds high-volume price clusters inside each completed bar, marks them on the chart and projects untested cluster levels forward as support or resistance.

Updated: July 1, 2026

KaizenClusterSearch detects high-volume price clusters within each completed bar. Volume is summed per price level (levels grouped by Ticks Per Level), and levels that pass a detection rule are marked as clusters, either as a single box marker at the central price or as an extended dashed line that projects forward until price touches it. Two detection modes let you choose the selection rule: the absolute one (pick the highest-volume level) or the relative one (pick every level above X% of the average per-level volume).

Interpretation

• Cluster on a bullish bar = buyers absorbed at that specific price (potential demand).
• Cluster on a bearish bar = sellers absorbed (potential supply). The indicator color-codes bullish-bar vs. bearish-bar clusters.
• Unfinished extended levels act as magnets: untested clusters are often revisited before a trend continues.

VolumeMax vs. VolumeRelative

• VolumeMax picks only the single highest-volume level per bar: simple, strong, no clutter.
• VolumeRelative picks every level above a % threshold of the bar’s average per-level volume: more granular, more clusters per bar.

Ticks Per Level trade-off: a smaller value reveals fine structure but creates noise; a larger value aggregates ticks and produces cleaner, stronger clusters.

Settings

Logic

• Cluster Search Mode — VolumeMax = single highest-volume level per bar. VolumeRelative = every level above a % threshold (more clusters, more detail).
• Volume Multiplier — VolumeRelative only: threshold = average per-level volume × multiplier. Default 3.0 (3× the average). Lower (1.5) = more clusters; higher (5.0) = only extreme concentrations.
• Min. Absolute Volume — hard floor; any cluster must have ≥ this volume to render, regardless of mode. Default 200. Set it to 5–10% of typical bar volume for a reasonable noise filter.
• Ticks Per Level — aggregates ticks into price levels. 1 = each tick is its own level. 4 on ES = 1-point rows. Higher values reduce noise and memory; lower values show microstructure.
• Max Clusters Per Bar — cap of markers per bar, VolumeRelative only. Default 20. If more levels pass the threshold, only the top N by volume are rendered. VolumeMax ignores it.

Visuals

• Marker Style — Box / Diamond / WideLineMarker; purely visual.
• Marker Opacity % — transparency 0–100. Default 70.
• Behind Bars — if active, clusters are rendered behind the candles (subordinate). Default off (in front).
• Extend Unfinished — each cluster projects forward as a horizontal dashed line until price touches it within half a level width. Useful for identifying unconfirmed levels. Default off.
• Extend Line Width — stroke thickness 1–5 of the extended dashed lines.

Colors

• Positive Bar Color — cluster color when the source bar is bullish (close > open). Default DodgerBlue.
• Negative Bar Color — cluster color when the source bar is bearish. Default Chocolate.
• Extended Line Color — color of the dashed extension. Default Gold.

Data / Performance

• Show Tick Replay Warning — message on the chart if Tick Replay is off (required for accurate historical per-level volume).
• Max Stored Bars — history limit. Default 3000.

Requirements

For accurate history, Tick Replay must be enabled (see Installation and getting started).